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CiNt <br />I ASSETNDLER <br />MANAGEMENT <br />Portfolio Characteristics <br />Investment Portfolio Market Value <br />12/31/2016 <br />9/30/2016 <br />LAIF - City Pool #98-01-809 <br />$39,203,030 <br />$45,030,153 <br />LAIF - Successor Agency <br />2,364,526 <br />2,360,641 <br />LAIF - RDA 1999 Bond Proceeds #11-01-001 <br />0 <br />0 <br />LAIF - RDA 2008 Bond Proceeds #11-01-038 <br />0 <br />0 <br />LAIF - Economic Development Agency <br />2 <br />2 <br />Passbook/Checking Accounts <br />19,658,334 <br />6,700,878 <br />Total LAIF and Bank Accounts <br />$61,225,893 <br />$54,091,674 <br />Investment Portfolio Market Value <br />$44,704,548 <br />$44,830,457 <br />Total Market Value <br />$105,930,441 <br />$98,922,131 <br />LAIF Quarterly Apportionment Rate <br />0.68% <br />0.60% <br />2 year US Treasury Yield to Maturity <br />1.20% <br />0.77% <br />5 year US Treasury Yield to Maturity <br />1.93% <br />1.14% <br />Investment Portfolio: <br />Average Maturity (yrs) <br />1.55 <br />1.65 <br />Modified Duration <br />1.51 <br />1.61 <br />Average Book Yield <br />1.19% <br />1.16% <br />Average Yield to Maturity at Market <br />1.19% <br />0.87% <br />Average Quality S&P/Moody <br />AA/Aa1 <br />AA/Aa1 <br />Portfolio Activity <br />There were three securities that matured in the City's portfolio in the fourth quarter totaling 1,900k in par. <br />These proceeds were re -invested into two corporate notes and one Agency security, with maturities ranging <br />from late 2019 through late 2020. These purchases increased the allocation to US Corporate slightly, while <br />decreasing the allocation to US Treasury notes. The portfolio duration decreased from 1.61 to 1.51. <br />