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G11 CHANDLER <br />ASSET <br />MANAGEMENT <br />Portfolio Characteristics <br />913012011 6130/2011 <br />LAIF - <br />City Pool #98 -01 -809 <br />$34,559,465 <br />$41,507,491 <br />LAIF - <br />Redevelopment Agency #65 -01 -005 <br />374,947 <br />374,497 <br />LAIF - <br />RDA 1999 Bond Proceeds #11 -01 -001 <br />188 <br />188 <br />LAIF - <br />RDA 2008 Bond Proceeds #11 -01 -038 <br />10,573,733 <br />11,184,400 <br />LAIF - <br />Economic Development Agency <br />2,957,512 <br />2,955,022 <br />Passbook /Checking Accounts <br />3,399,353 <br />7,959,957 <br />Total <br />LAIF and Bank Accounts <br />$51,865,198 <br />$63,981,555 <br />Investment Portfolio Market Value $28,184,662 $28,067,212 <br />Total Market Value $80,049,860 $92,048,767 <br />LAIF Quarterly Apportionment Rate <br />0.38% <br />0.48% <br />2 year US Treasury Yield to Maturity <br />0.25% <br />0.46% <br />5 year US Treasury Yield to Maturity <br />0.97% <br />1.75% <br />Investment Portfolio: <br />Average Maturity (yrs) <br />1.67 <br />1.48 <br />Modified Duration <br />1.62 <br />1.43 <br />Average Book Yield <br />1.47% <br />1.76% <br />Average Yield to Maturity at Market <br />0.51% <br />0.48% <br />Average Quality <br />AA+ <br />AAA <br />Portfolio Activity <br />During the third quarter of 2011, activity in the portfolio managed by Chandler Asset Management <br />consisted of the purchase of $3.19 million in Agency securities. The portfolio sector allocation was <br />approximately 79% Agencies and 20% Treasuries. The portfolio structure and duration strategy has <br />been directed by the City and has been subordinate to their cash flow needs. <br />