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j CHANDLER <br />ASSET <br />C11% 1 MANAGEMENT <br />Portfolio Characteristics <br />6/30/ 3/31/2011 <br />LAIF - City Pool #98 -01 -809 <br />LAIF - Redevelopment Agency #65 -01 -005 <br />LAIF - RDA 1999 Bond Proceeds #11 -01 -001 <br />LAIF - RDA 2008 Bond Proceeds #11 -01 -038 <br />LAIF - Economic Development Agency <br />Passbook/Checking Accounts <br />$41,507,491 <br />374,497 <br />188 <br />11,184,400 <br />2,955,022 <br />7,95 9,957 <br />$39,459,888 <br />394,996 <br />188 <br />11,330,696 <br />953,829 <br />2,825,127 <br />Total LAIF and Bank Accounts <br />$63,981,555 $54,964,724 <br />Investment Portfolio Market Value $28,067,211 $27,889,447 <br />Total Market Value $92,048,766 $82,854,171 <br />LAIF Quarterly Apportionment Rate <br />0.48% <br />0.51% <br />2 year US Treasury Yield to Maturity <br />0.46% <br />0.78% <br />5 year US Treasury Yield to Maturity <br />1.75% <br />2.22% <br />Investment Portfolio: <br />Average Maturity (yrs) <br />1.48 <br />1.36 <br />Modified Duration <br />1.43 <br />1.32 <br />Average Book Yield <br />1.76% <br />1.85% <br />Average Yield to Maturity at Market <br />0.48% <br />0.58% <br />Average Quality <br />AAA <br />AAA <br />Portfolio Activity <br />During the second quarter of 2011, activity in the portfolio managed by Chandler Asset <br />Management consisted of the purchase of $3.01 million in Agency securities. The portfolio sector <br />allocation was approximately 80% Agencies and 20% Treasuries. The portfolio structure and <br />duration strategy has been directed by the City and has been subordinate to their cash flow needs. <br />131 <br />