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Cal MANAGEMENT CHANDLER <br /> ASSET <br /> MAN <br /> Portfolio Characteristics <br /> 6/30/2010 3/31/2010 <br /> LAIF - City Pool #98-01 -809 $36,322,403 $29,278,594 <br /> LAIF - Redevelopment Agency #65-01 -005 452,218 504,944 <br /> LAIF - RDA 1999 Bond Proceeds #11 -01 -001 158 158 <br /> LAIF - RDA 2008 Bond Proceeds #11 -01 -038 12,084,000 14,511,132 <br /> LAIF - RDA 2004 Bond Proceeds #11 -01 -031 29 29 <br /> LAIF - Economic Development Agency 950,189 948,885 <br /> Managed Pool Accounts Dreyfus 344,844 344,772 <br /> Passbook/Checking Accounts 13,297,068 8,033,923 <br /> Total LAIF and Bank Accounts $63,450,909 $53,622,437 <br /> Investment Portfolio Market Value $27,753,034 $27,510,066 <br /> Total Market Value $91,203,943 $81,132,503 <br /> LAIF Quarterly Apportionment Rate 0.53% 0.55% <br /> 2 year US Treasury Yield to Maturity 0.62% 1.02% <br /> 5 year US Treasury Yield to Maturity 1.79% 2.56% <br /> Investment Portfolio: <br /> Average Maturity (yrs) 1.36 1.47 <br /> Modified Duration 1.32 1.42 <br /> Average Book Yield 2.28% 2.21% <br /> Average Yield to Maturity at Market 0.56% 0.87% <br /> Average Quality AAA AAA <br /> Portfolio Activity <br /> Since March, 2010, activity in the portfolio managed by Chandler Asset Management consisted of the <br /> purchase of $ 1.35 million in Agency securities. The portfolio sector allocation is 73.1°A, Agencies, 26.2% <br /> Treasuries, and 0.7% Money Market Fund. The portfolio structure and duration strategy has been directed <br /> by the City and has been subordinate to their cash flow needs. <br />