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® ®I CHANDLER <br /> ASSET <br /> MANAGEMENT <br /> Portfolio Characteristics <br /> 9/30/2010 6/30/2010 <br /> LAIF - City Pool #98-01 -809 $30,377,287 $36,322,403 <br /> LAIF - Redevelopment Agency #65-01 -005 452,890 452,218 <br /> LAIF - RDA 1999 Bond Proceeds #11 -01 -001 158 158 <br /> LAIF - RDA 2008 Bond Proceeds #11 -01 -038 12,709,665 12,084,000 <br /> LAIF - RDA 2004 Bond Proceeds #11 -01 -031 29 29 <br /> LAIF - Economic Development Agency 951,506 950,189 <br /> Managed Pool Accounts Dreyfus 0 344,844 <br /> Passbook/Checking Accounts 6,297,426 13,297,068 <br /> Total LAIF and Bank Accounts $50,788,961 $63,450,909 <br /> Investment Portfolio Market Value $27,877,526 $27,753,034 <br /> Total Market Value $78,666,487 $91,203,943 <br /> LAIF Quarterly Apportionment Rate 0.50% 0.53% <br /> 2 year US Treasury Yield to Maturity 0.42% 0.62% <br /> 5 year US Treasury Yield to Maturity 1.28% 1.79% <br /> Investment Portfolio: <br /> Average Maturity (yrs) 1.48 1.36 <br /> Modified Duration 1.44 1.32 <br /> Average Book Yield 2.07% 2.28% <br /> Average Yield to Maturity at Market 0.46% 0.56% <br /> Average Quality AM AAA <br /> Portfolio Activity <br /> Since June, 2010, activity in the portfolio managed by Chandler Asset Management consisted of the <br /> purchase of $ 2.97million in Treasury and Agency securities. The portfolio sector allocation is 75.3% <br /> Agencies, 24.5% Treasuries, and 0.2% Money Market Fund. The portfolio structure and duration strategy <br /> has been directed by the City and has been subordinate to their cash flow needs. <br />