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Portfolio Activity <br />During the third quarter of 2015 activity in the portfolio managed by Chandler Asset Management was <br />influenced by 2.475 million in maturing securities. Four securities were purchased during the quarter, <br />two Treasury notes and two Agency notes. The purchased securities had an aggregate par amount of <br />2.775 million and ranged in maturity from June 2018 to March 2020. The current duration of the <br />portfolio is 1.69, close to the City’s 1-3 Year Treasury and Agency benchmark. <br />2 <br />9/30/2015 6/30/2015 <br />LAIF - City Pool #98-01-809 $37,581,096 $48,246,854 <br />LAIF - Successor Agency 2,619,502 2,617,652 <br />LAIF - RDA 1999 Bond Proceeds #11-01-001 0 0 <br />LAIF - RDA 2008 Bond Proceeds #11-01-038 0 0 <br />LAIF - Economic Development Agency 2 2 <br />Passbook/Checking Accounts 5,121,766 5,186,782 <br />Total LAIF and Bank Accounts $45,322,367 $56,051,290 <br />Investment Portfolio Market Value $39,314,136 $39,180,366 <br />Total Market Value $84,636,503 $95,231,656 <br />LAIF Quarterly Apportionment Rate 0.32% 0.28% <br />2 year US Treasury Yield to Maturity 0.64% 0.64% <br />5 year US Treasury Yield to Maturity 1.37% 1.63% <br />Investment Portfolio: <br /> Average Maturity (yrs)1.72 1.72 <br /> Modified Duration 1.69 1.69 <br /> Average Book Yield 0.97% 0.97% <br /> Average Yield to Maturity at Market 0.75% 0.75% <br /> Average Quality S&P/Moody AA/Aa1 AA/Aa1 <br />Portfolio Characteristics