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12-11-2018 CC Rpt 15COUNCIL AGENDA STAFF REPORTCOUNCIL AGENDA STAFF REPORT TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS DATE: DECEMBER 11, 2018 FROM: CITY MANAGER ITEM NO:15 SUBJECT:INVESTMENT REPORT FOR OCTOBER 2018 RECOMMENDATION: Receive and file the Investment Report for the month ended October 31, 2018. BACKGROUND/ANALYSIS: The Investment Report presents the City's cash and investments for the month ended October 31, 2018. This report is in compliance with California Government Code Section 53646 regarding the reporting of detailed information on all securities, investments, and monies of the City, as well as reporting of the market value of the investments held. All of the investments contained within the portfolio are in full compliance with Government Code Section 53601 and the City's Investment Policy as to the types of investments allowed. The Fiscal Year 2018-19 Investment Policy was last revised and adopted by the City Council on May 8, 2018. As stated in the attached report, there are sufficient funds to meet the budgeted expenditures over the next six months. The City's Investment Policy has set primary goals of the portfolio management of safety, liquidity, and yield. The City currently utilizes Chandler Asset Management who uses an active investment management approach in which securities are purchased but not necessarily held to maturity, and may be actively traded based on market conditions and the City's investment goals. The City's cash flow requirements are evaluated on an ongoing basis with short-term needs accommodated through the City's pooled investment funds with the Los Angeles County Investment Pool (LACIP) and the State of California Local Agency Investment Fund (LAIF). On October 31, 2018, the City's investment portfolio had a market value of $217,711,800. ENVIRONMENTAL (CEQA) REVIEW: This proposed action is exempt from review under the California Environmental Quality Act (California Public Resources Code §§ 21000, et seq., "CEQA") and CEQA Guidelines (Title 14 California Code of Regulations §§ 15000, et seq.) because it does not involve any commitment to a specific project which could result in a potentially significant physical impact on the environment; and constitutes an organizational or administrative activity that will not result in direct or indirect physical changes in the environment. Accordingly, this action does not constitute a "project" that requires environmental review (see specifically 14 CCR § 15378(b)(4-5)). FISCAL IMPACT: None. 62/296 REVIEWED BY OTHERS: None. Respectfully Submitted,Recommended By: Attachments Investment Report for October 2018 63/296 64/296 Attachment No. 1 Description Cost Value Market Value Maturity Date % of Portfolio Funds Held by Fiscal Agents US Bank CHFA Water Revenue Bonds Series 2012 Bond Fund First American Treasury Obligations Fund Class D 17,487$ 17,487$ 1.65% n/a 0.01% CHFA Water Revenue Bonds Series 2012 Reserve Fund U.S Bank N.A. Certificate of Deposit 1,120,375 1,120,375 2.30% 6/3/2019 0.51% CHFA Water Revenue Bonds Series 2012 Acquisition Fund First American Treasury Obligations Fund Class D 479,139 479,139 1.65% n/a 0.22% CHFA Water Revenue Bonds Series 2012 Interest Account First American Treasury Obligations Fund Class D 6 6 1.58% n/a 0.00% CHFA Water Revenue Bonds Series 2012 Principal Account First American Treasury Obligations Fund Class D 62 62 1.66% n/a 0.00% CHFA Revenue Bonds CFD #1 Rolling Ridge Bond Fund First American Treasury Obligations Fund Class D 45 45 1.64% n/a 0.00% CHFA Revenue Bonds CFD #1 Rolling Ridge Reserve U.S Bank N.A. Certificate of Deposit 721,303 721,303 2.30% 6/3/2019 0.33% CHFA Revenue Bonds CFD #1 Rolling Ridge Reserve First American Treasury Obligations Fund Class D 9,501 9,501 1.65% n/a 0.00% CHFA Revenue Bonds CFD #2 Los Ranchos Bond Fund First American Treasury Obligations Fund Class D 434 434 1.65% n/a 0.00% CHFA Revenue Bonds CFD #2 Los Ranchos Reserve Fund U.S Bank N.A. Certificate of Deposit 1,676,080 1,676,080 2.30% 6/3/2019 0.77% CHFA Revenue Bonds CFD #2 Los Ranchos Reserve First American Treasury Obligations Fund Class D 22,076 22,076 1.65% n/a 0.01% CHFA Revenue Bonds CFD #4 Oaks Area Bond Fund First American Treasury Obligations Fund Class D 178,810 178,810 1.65% n/a 0.08% CHFA Revenue Bonds CFD #5 Soquel Canyon Bond Fund First American Treasury Obligations Fund Class D 572 572 1.65% n/a 0.00% CHFA Revenue Bonds CFD #5 Soquel Canyon Reserve U.S Bank N.A. Certificate of Deposit 1,999,156 1,999,156 2.30% 6/3/2019 0.92% CHFA Revenue Bonds CFD #5 Soquel Canyon Reserve First American Treasury Obligations Fund Class D 26,332 26,332 1.65% n/a 0.01% CFD #6 (Carbon Canyon Area) Special Tax Series 2006 Bond Fund First American Treasury Obligations Fund Class D 47 47 1.65% n/a 0.00% CFD #6 (Carbon Canyon Area) Special Tax Series 2006 Reserve U.S Bank N.A. Certificate of Deposit 171,726 171,726 2.30% 6/3/2019 0.08% CFD #6 (Carbon Canyon Area) Special Tax Series 2006 Reserve First American Treasury Obligations Fund Class D 15,998 15,998 1.65% n/a 0.01% CHFA Revenue Bonds CFD #8 (Butterfield Area) Bond Fund First American Treasury Obligations Fund Class D 79,336 79,336 1.65% n/a 0.04% Reassessment District 10-1 LOIB Redemption First American Treasury Obligations Fund Class D 99 99 1.65% n/a 0.00% Reassessment District 10-1 LOIB Reserve First American Treasury Obligations Fund Class D 13,777 13,777 1.65% n/a 0.01% Reassessment District 10-1 LOIB Reserve U.S Bank N.A. Certificate of Deposit 232,056 232,056 2.02% 1/4/2019 0.11% CFD #9 (Rincon Village Area) Special Tax Refunding Series 2011 Bond First American Treasury Obligations Fund Class D 6,352 6,352 1.65% n/a 0.00% CFD #9 (Rincon Village Area) Special Tax Refunding Series 2011 Reserve U.S Bank N.A. Certificate of Deposit 491,500 491,500 2.30% 6/3/2019 0.23% CFD #9 (Rincon Village Area) Special Tax Refunding Series 2011 Interest First American Treasury Obligations Fund Class D 13 13 1.62% n/a 0.00% CFD #9 (Rincon Village Area) Special Tax Refunding Series 2011 Principal First American Treasury Obligations Fund Class D 166 166 1.65% n/a 0.00% CFD #10 (Fairfield Ranch) Special Tax Refunding Series 2010 Improvement First American Treasury Obligations Fund Class D 146,639 146,639 1.65% n/a 0.07% CFD #10 (Fairfield Ranch) Special Tax Refunding Series 2010 Bond First American Treasury Obligations Fund Class D 86 86 1.65% n/a 0.00% CFD #10 (Fairfield Ranch) Special Tax Refunding Series 2010 Interest First American Treasury Obligations Fund Class D 63 63 1.66% n/a 0.00% CFD #10 (Fairfield Ranch) Special Tax Refunding Series 2010 Principal First American Treasury Obligations Fund Class D 170 170 1.65% n/a 0.00% CFD #10 (Fairfield Ranch) Special Tax Refunding Series 2010 Reserve U.S Bank N.A. Certificate of Deposit 981,750 981,750 2.30% 6/3/2019 0.45% Total Funds Held by Fiscal Agents 8,391,156$ 8,391,156$ 3.86% Funds Held by Fiscal Agents Supplemental Interest/ Yield to Maturity 65/296 MONTHLY ACCOUNT STATEMENT City of Chino Hills - Account #10150 OCTOBER 1, 2018 THROUGH OCTOBER 31, 2018 Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures. CHANDLER ASSET MANAGEMENT chandlerasset.com Chandler Team: For questions about your account, please call (800) 317-4747, or contact operations@chandlerasset.com Custodian US Bank Christopher Isles (503) 464-3685 66/296 ACCOUNT SUMMARY Beg. Values as of 9/30/18 End Values as of 10/31/18 Market Value 194,676,829 194,655,581 Accrued Interest 860,548 943,572 Total Market Value 195,537,377 195,599,153 Income Earned 340,933 334,007 Cont/WD -11,556 Par 199,211,461 199,391,931 Book Value 198,563,486 198,791,640 Cost Value 198,375,320 198,592,671 TOP ISSUERS Government of United States 22.9% Federal National Mortgage Assoc 16.7% Federal Home Loan Mortgage Corp 12.3% Federal Home Loan Bank 7.7% John Deere ABS 2.5% Honda ABS 2.0% Toyota ABS 1.7% State Street Bank 1.6% Total 67.4% PORTFOLIO CHARACTERISTICS Average Modified Duration 2.36 Average Coupon 1.97% Average Purchase YTM 2.08% Average Market YTM 3.03% Average S&P/Moody Rating AA/Aa1 Average Final Maturity 2.62 yrs Average Life 2.48 yrs CREDIT QUALITY (S&P)MATURITY DISTRIBUTIONSECTOR ALLOCATION Portfolio Summary As of October 31, 2018 City of Chino Hills Account #10150 PERFORMANCE REVIEW Annualized TOTAL RATE OF RETURN 1M 3M YTD 1YR 2YRS 3YRS 5YRS 10YRS 2/28/2011 City of Chino Hills 0.04%0.30%0.12%-0.13%0.22%0.74%0.96%N/A 1.01% ICE BAML 1-5 Yr US Treasury/Agency Index*0.12%0.27%-0.06%-0.34%-0.14%0.42%0.71%N/A 0.75% *ICE BAML 1-3 Yr US Treasury/Agency Index to 7/31/12 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 1 67/296 CategoryStandardCommentTreasury IssuesNo LimitationCompliesAgency Issues25% max per Agency/GSE issuer;  20% max agency callable securitiesCompliesSupranationals"AA" rated or better by a NRSRO; 30% maximum;  10% max per issuer;  U.S. dollar denominated senior unsecured unsubordinated obligations issued or unconditionally guaranteed by the International Bank for Reconstruction and Development ("IBRD"), the International Finance Corporation ("IFC") or the Inter‐American Development Bank ("IADB")  CompliesMunicipal Issues"A" rated or better by a NRSRO; 30% maximum;  5% max per issuerCompliesBanker’s Acceptances"A1" short‐term rated or better by a NRSRO; or "A"  long‐term debt rated or better by a NRSRO; 40% maximum; 5% max per issuer;  180 days max maturity Complies Commercial Paper"A‐1" rated or better by a NRSRO; "A" long‐term issuer rated or better by a NRSRO;  25% maximum; 5% max per issuer; 270 days max maturity; Issuer is a corporation organized and operating in the U.S. and have $500 million total assetsComplies Negotiable Certificates of DepositNo rating required if amount of the NCD is insured up to the FDIC limit; If  above FDIC insured limit, requires "A‐1" short‐term or "A" long‐term rated issuer or higher by a NRSRO; 30% maximum;   (inclusive of CDARS); 5% max per issuerComplies  Time Deposits (TD)/Certificates of Deposit (CD)20% maximum (combination of FDIC and Collateralized TDs/ CDs);  For federally insured time deposits, amount per institution is limited to maximum covered under FDIC;  Collateralized if in excess of insured amountsComplies  Corporate Medium Term Notes"A" rated or better by a NRSRO; 30% maximum; 5% max per issuer;  Issued by corporations organized and operating within the U.S. or by depository institutions licensed by the U.S. or any state  and operating within the U.S. Complies  Asset‐Backed (ABS), Mortgage‐Backed Securities; Pass‐Throughs; CMOs"AA" rated or better by a NRSRO;  "A" long‐term debt issuer rated or better by a NRSRO;  20% maximum (combined ABS, MBS, MPTs, CMOs);  5% max per issuer; No issuer limitation where the issuer is the US Treasury or Federal Agency/GSE.Complies  Mutual Fund & Money Market Mutual FundHighest rating or "AAA" rated  by two NRSROs; SEC registered adviser with AUM >$500 million and experience > 5 years; 20% maximum in Mutual Funds and Money Market Mutual Funds;  10% max per one Mutual Fund;  20% max per one Money Market Mutual Fund    CompliesLAIFMaximum amount permitted by LAIFCompliesLGIPLos Angles County Investment Pool (LACIP)CompliesRepurchase Agreements102% collateralized;  1 year max maturityCompliesProhibitedInverse floaters, Range notes, Mortgage‐derived, Interest‐only strips; Zero interest accrual securities;  Reverse Repurchase Agreements;  Foreign currency denominated securities CompliesMax Callables20% maximum callable securities (does not include "make whole call" securities)CompliesMax Per Issuer5% of portfolio (except U.S. Government, U.S. Agencies, Supranationals, Mutual Funds or Money Market Funds, LAIF, LACIP, or unless otherwise specified in the investment policy)CompliesMaximum maturity5 yearsCompliesCity of Chino HillsAs of October 31, 2018Assets managed by Chandler Asset Management are in full compliance with state law and the Client's investment policy.Statement of Compliance68/296 BOOK VALUE RECONCILIATION BEGINNING BOOK VALUE $198,563,486.39 Acquisition + Security Purchases $4,589,995.51 + Money Market Fund Purchases $4,566,984.37 + Money Market Contributions $0.00 + Security Contributions $0.00 + Security Transfers $0.00 Total Acquisitions $9,156,979.88 Dispositions - Security Sales $1,659,205.50 - Money Market Fund Sales $4,597,916.56 - MMF Withdrawals $11,556.37 - Security Withdrawals $0.00 - Security Transfers $0.00 - Other Dispositions $0.00 - Maturites $1,770,000.00 - Calls $140,000.00 - Principal Paydowns $757,041.01 Total Dispositions $8,935,719.44 Amortization/Accretion +/- Net Accretion $18,166.20 $18,166.20 Gain/Loss on Dispositions +/- Realized Gain/Loss ($11,273.00) ($11,273.00) ENDING BOOK VALUE $198,791,640.03 CASH TRANSACTION SUMMARY BEGINNING BALANCE $143,415.58 Acquisition Contributions $0.00 Security Sale Proceeds $1,659,205.50 Accrued Interest Received $4,722.05 Interest Received $234,307.87 Dividend Received $570.44 Principal on Maturities $1,770,000.00 Interest on Maturities $0.00 Calls/Redemption (Principal)$140,000.00 Interest from Calls/Redemption $1,137.50 Principal Paydown $757,041.01 Total Acquisitions $4,566,984.37 Dispositions Withdrawals $11,556.37 Security Purchase $4,589,995.51 Accrued Interest Paid $7,921.05 Total Dispositions $4,609,472.93 ENDING BOOK VALUE $100,927.02 Reconciliation Summary As of October 31, 2018 City of Chino Hills Account #10150 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 3 69/296 Holdings Report As of October 31, 2018 City of Chino Hills Account #10150 CUSIP Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. % of Port. Gain/Loss Moody/S&P Fitch Maturity Duration ABS 89238MAB4 Toyota Auto Receivables Owner 2017-A 1.42% Due 9/16/2019 50,212.59 03/07/2017 1.43% 50,207.74 50,210.90 99.98 2.70% 50,201.30 31.69 0.03% (9.60) Aaa / AAA NR 0.88 0.02 47787XAB3 John Deere Owner Trust 2017-A A2 1.5% Due 10/15/2019 44,731.80 02/22/2017 1.50% 44,731.62 44,731.73 99.94 5.94% 44,707.04 29.82 0.02% (24.69) Aaa / NR AAA 0.96 0.03 654747AB0 Nissan Auto Receivables 2017-A A2A 1.47% Due 1/15/2020 137,573.33 03/21/2017 1.47% 137,572.62 137,573.02 99.87 2.79% 137,398.60 89.88 0.07% (174.42) Aaa / NR AAA 1.21 0.10 47788MAC4 John Deere Owner Trust 2016-A A3 1.36% Due 4/15/2020 290,976.27 02/23/2016 1.37% 290,930.48 290,960.11 99.70 2.63% 290,103.87 175.88 0.15% (856.24) Aaa / NR AAA 1.46 0.24 47788BAB0 John Deere Owner Trust 2017-B A2A 1.59% Due 4/15/2020 993,809.59 Various 1.79% 992,077.62 992,740.46 99.75 2.73% 991,288.88 702.29 0.51% (1,451.58) Aaa / NR AAA 1.46 0.22 89237RAB4 Toyota Auto Receivable 2017-C A2A 1.58% Due 7/15/2020 1,012,441.44 07/25/2017 1.59% 1,012,431.82 1,012,435.89 99.59 2.72% 1,008,310.40 710.96 0.52% (4,125.49) Aaa / AAA NR 1.71 0.36 89238BAB8 Toyota Auto Receivables Owner 2018-A A2A 2.1% Due 10/15/2020 2,208,046.74 01/23/2018 2.12% 2,207,821.07 2,207,883.65 99.66 2.82% 2,200,638.59 2,060.84 1.13% (7,245.06) Aaa / AAA NR 1.96 0.47 65478VAD9 NAROT 2016-B A3 1.32% Due 1/15/2021 1,478,212.36 12/06/2017 1.73% 1,468,834.36 1,471,546.86 99.17 2.95% 1,465,920.81 216.80 0.75% (5,626.05) Aaa / NR AAA 2.21 0.51 161571HF4 Chase CHAIT 2016-A5 1.27% Due 7/15/2021 1,000,000.00 09/27/2018 2.11% 988,320.31 988,709.25 98.88 2.91% 988,832.00 564.44 0.51% 122.75 NR / AAA AAA 2.71 0.68 43811BAC8 Honda Auto Receivables 2017-2 A3 1.68% Due 8/16/2021 2,250,000.00 04/27/2018 2.62% 2,215,019.53 2,220,394.44 98.65 3.08% 2,219,652.00 1,680.00 1.14% (742.44) Aaa / AAA NR 2.79 0.97 47788BAD6 John Deere Owner Trust 2017-B A3 1.82% Due 10/15/2021 1,145,000.00 Various 2.73% 1,132,937.25 1,134,405.50 98.59 3.13% 1,128,829.15 926.18 0.58% (5,576.35) Aaa / NR AAA 2.96 1.09 47788CAC6 John Deere Owner Trust 2016-B A4 2.66% Due 4/18/2022 620,000.00 02/21/2018 2.68% 619,955.42 619,962.68 99.18 3.20% 614,915.37 732.98 0.31% (5,047.31) Aaa / NR AAA 3.47 1.55 43815HAC1 Honda Auto Receivables Owner 2018-3 A3 2.95% Due 8/22/2022 1,680,000.00 08/21/2018 2.98% 1,679,769.50 1,679,779.80 99.52 3.19% 1,671,959.52 1,376.67 0.86% (7,820.28) Aaa / NR AAA 3.81 2.13 02587AAJ3 American Express Credit 2017-1 1.93% Due 9/15/2022 925,000.00 06/21/2018 2.92% 910,619.14 911,821.43 98.50 3.15% 911,110.20 793.44 0.47% (711.23) Aaa / NR AAA 3.88 1.24 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 4 70/296 Holdings Report As of October 31, 2018 City of Chino Hills Account #10150 CUSIP Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. % of Port. Gain/Loss Moody/S&P Fitch Maturity Duration ABS 47788EAC2 John Deere Owner Trust 2018-B A3 3.08% Due 11/15/2022 1,910,000.00 07/18/2018 3.10% 1,909,855.22 1,909,864.33 99.68 3.24% 1,903,918.56 2,614.58 0.97% (5,945.77) Aaa / NR AAA 4.04 2.25 Total ABS 15,746,004.12 2.40% 15,661,083.70 15,673,020.05 3.01% 15,627,786.29 12,706.45 8.00% (45,233.76) Aaa / AAA AAA 2.77 1.05 AGENCY 3135G0ZG1 FNMA Note 1.75% Due 9/12/2019 1,300,000.00 10/07/2014 1.80% 1,297,075.00 1,299,488.13 99.18 2.72% 1,289,337.40 3,096.53 0.66% (10,150.73) Aaa / AA+ AAA 0.87 0.85 3137EADM8 FHLMC Note 1.25% Due 10/2/2019 2,500,000.00 09/30/2015 1.31% 2,494,100.00 2,498,649.01 98.64 2.75% 2,466,117.50 2,517.36 1.26% (32,531.51) Aaa / AA+ AAA 0.92 0.90 3137EAEE5 FHLMC Note 1.5% Due 1/17/2020 3,150,000.00 02/14/2017 1.61% 3,140,487.00 3,146,055.59 98.48 2.79% 3,102,012.90 13,650.00 1.59% (44,042.69) Aaa / AA+ AAA 1.21 1.18 3135G0A78 FNMA Note 1.625% Due 1/21/2020 3,500,000.00 12/08/2017 1.88% 3,481,485.00 3,489,289.64 98.62 2.78% 3,451,581.00 15,798.61 1.77% (37,708.64) Aaa / AA+ AAA 1.22 1.19 3137EADR7 FHLMC Note 1.375% Due 5/1/2020 2,550,000.00 Various 1.59% 2,525,807.60 2,542,182.07 97.86 2.84% 2,495,356.05 17,531.25 1.28% (46,826.02) Aaa / AA+ AAA 1.50 1.46 313383HU8 FHLB Note 1.75% Due 6/12/2020 2,500,000.00 09/15/2015 1.66% 2,510,425.00 2,503,547.27 98.22 2.89% 2,455,420.00 16,892.36 1.26% (48,127.27) Aaa / AA+ NR 1.62 1.57 3135G0D75 FNMA Note 1.5% Due 6/22/2020 2,625,000.00 09/29/2015 1.49% 2,626,417.50 2,625,491.65 97.83 2.86% 2,568,155.63 14,109.38 1.32% (57,336.02) Aaa / AA+ AAA 1.64 1.60 3137EAEK1 FHLMC Note 1.875% Due 11/17/2020 3,350,000.00 11/21/2017 1.96% 3,341,319.58 3,344,056.58 97.87 2.95% 3,278,748.85 28,614.58 1.69% (65,307.73) Aaa / AA+ AAA 2.05 1.97 3135G0F73 FNMA Note 1.5% Due 11/30/2020 2,700,000.00 12/16/2015 1.90% 2,648,970.00 2,678,573.04 97.19 2.90% 2,624,043.60 16,987.50 1.35% (54,529.44) Aaa / AA+ AAA 2.08 2.02 3130A7CV5 FHLB Note 1.375% Due 2/18/2021 2,235,000.00 02/17/2016 1.46% 2,225,970.60 2,230,848.55 96.56 2.93% 2,158,133.88 6,231.61 1.11% (72,714.67) Aaa / AA+ AAA 2.30 2.23 3135G0J20 FNMA Note 1.375% Due 2/26/2021 3,500,000.00 Various 1.59% 3,472,861.80 3,483,200.92 96.57 2.91% 3,380,104.00 8,689.24 1.73% (103,096.92) Aaa / AA+ AAA 2.33 2.25 3135G0K69 FNMA Note 1.25% Due 5/6/2021 2,875,000.00 Various 1.29% 2,869,786.50 2,872,344.98 95.95 2.93% 2,758,467.63 17,469.62 1.42% (113,877.35) Aaa / AA+ AAA 2.52 2.43 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 5 71/296 Holdings Report As of October 31, 2018 City of Chino Hills Account #10150 CUSIP Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. % of Port. Gain/Loss Moody/S&P Fitch Maturity Duration AGENCY 313379RB7 FHLB Note 1.875% Due 6/11/2021 1,695,000.00 08/30/2017 1.67% 1,707,780.30 1,703,825.82 97.37 2.93% 1,650,497.78 12,359.38 0.85% (53,328.04) Aaa / AA+ AAA 2.61 2.50 3130A8QS5 FHLB Note 1.125% Due 7/14/2021 2,800,000.00 07/22/2016 1.29% 2,778,272.00 2,788,196.25 95.30 2.95% 2,668,377.60 9,362.50 1.37% (119,818.65) Aaa / AA+ AAA 2.70 2.62 3137EAEC9 FHLMC Note 1.125% Due 8/12/2021 3,200,000.00 09/26/2016 1.28% 3,176,448.00 3,186,570.07 95.07 2.99% 3,042,204.80 7,900.00 1.56% (144,365.27) Aaa / AA+ AAA 2.78 2.70 3135G0N82 FNMA Note 1.25% Due 8/17/2021 3,200,000.00 09/28/2016 1.28% 3,195,072.00 3,197,180.84 95.42 2.97% 3,053,404.80 8,222.22 1.57% (143,776.04) Aaa / AA+ AAA 2.80 2.71 3130AABG2 FHLB Note 1.875% Due 11/29/2021 3,375,000.00 02/27/2017 1.89% 3,373,110.00 3,373,775.59 96.81 2.97% 3,267,448.88 26,718.75 1.68% (106,326.71) Aaa / AA+ AAA 3.08 2.94 3135G0S38 FNMA Note 2% Due 1/5/2022 3,400,000.00 Various 2.02% 3,396,588.25 3,397,806.84 96.93 3.02% 3,295,722.00 21,911.11 1.70% (102,084.84) Aaa / AA+ AAA 3.18 3.03 3135G0T45 FNMA Note 1.875% Due 4/5/2022 3,485,000.00 06/19/2017 1.88% 3,484,473.77 3,484,623.82 96.35 3.00% 3,357,633.71 4,719.27 1.72% (126,990.11) Aaa / AA+ AAA 3.43 3.28 3135G0T78 FNMA Note 2% Due 10/5/2022 3,500,000.00 12/08/2017 2.22% 3,465,595.00 3,471,951.81 96.16 3.04% 3,365,687.50 5,055.56 1.72% (106,264.31) Aaa / AA+ AAA 3.93 3.73 3130A3KM5 FHLB Note 2.5% Due 12/9/2022 2,750,000.00 12/15/2017 2.25% 2,782,010.00 2,776,407.81 97.85 3.06% 2,690,916.25 27,118.06 1.39% (85,491.56) Aaa / AA+ NR 4.11 3.83 3135G0T94 FNMA Note 2.375% Due 1/19/2023 3,500,000.00 04/11/2018 2.71% 3,448,410.00 3,454,418.47 97.33 3.05% 3,406,466.00 23,552.08 1.75% (47,952.47) Aaa / AA+ AAA 4.22 3.95 3137EAEN5 FHLMC Note 2.75% Due 6/19/2023 3,750,000.00 07/20/2018 2.86% 3,731,175.00 3,732,236.01 98.45 3.11% 3,691,998.75 40,104.17 1.91% (40,237.26) Aaa / AA+ AAA 4.64 4.27 Total Agency 67,440,000.00 1.81% 67,173,639.90 67,280,720.76 2.94% 65,517,836.51 348,611.14 33.67% (1,762,884.25) Aaa / AA+ AAA 2.62 2.50 CMO 3137B5JM6 FHLMC K034 A2 3.531% Due 7/25/2023 3,100,000.00 08/28/2018 3.03% 3,165,753.91 3,163,475.13 100.58 3.36% 3,117,908.64 9,121.75 1.60% (45,566.49) NR / NR AAA 4.73 4.22 3137B7MZ9 FHLMC K036 A2 3.527% Due 10/25/2023 2,695,000.00 10/29/2018 3.32% 2,721,528.91 2,721,514.14 100.50 3.39% 2,708,475.00 1,584.21 1.39% (13,039.14) Aaa / NR AAA 4.99 4.39 Total CMO 5,795,000.00 3.17% 5,887,282.82 5,884,989.27 3.37% 5,826,383.64 10,705.96 2.98% (58,605.63) Aaa / NR AAA 4.85 4.30 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 6 72/296 Holdings Report As of October 31, 2018 City of Chino Hills Account #10150 CUSIP Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. % of Port. Gain/Loss Moody/S&P Fitch Maturity Duration MONEY MARKET FUND FI 31846V401 First American Govt Obligation MMKT Class-D 100,927.02 Various 1.62% 100,927.02 100,927.02 1.00 1.62% 100,927.02 0.00 0.05% 0.00 Aaa / AAA AAA 0.00 0.00 Total Money Market Fund FI 100,927.02 1.62% 100,927.02 100,927.02 1.62% 100,927.02 0.00 0.05% 0.00 Aaa / AAA AAA 0.00 0.00 NEGOTIABLE CD 06371ETT4 Bank of Montreal Chicago Yankee CD 1.76% Due 11/7/2018 2,760,000.00 11/06/2017 1.76% 2,760,000.00 2,760,000.00 100.00 1.76% 2,760,000.00 48,441.07 1.44% 0.00 P-1 / A-1 F-1+ 0.02 0.02 Total Negotiable CD 2,760,000.00 1.76% 2,760,000.00 2,760,000.00 1.76% 2,760,000.00 48,441.07 1.44% 0.00 P-1 / A-1 F-1+ 0.02 0.02 SUPRANATIONAL 45950KCM0 International Finance Corp Note 2.25% Due 1/25/2021 2,500,000.00 08/27/2018 2.79% 2,468,725.00 2,470,999.55 98.35 3.02% 2,458,852.50 15,000.00 1.26% (12,147.05) Aaa / AAA NR 2.24 2.15 4581X0CZ9 Inter-American Dev Bank Note 1.75% Due 9/14/2022 3,000,000.00 08/21/2018 2.87% 2,872,200.00 2,878,232.37 94.98 3.14% 2,849,463.00 6,854.17 1.46% (28,769.37) NR / NR AAA 3.87 3.69 Total Supranational 5,500,000.00 2.83% 5,340,925.00 5,349,231.92 3.08% 5,308,315.50 21,854.17 2.73% (40,916.42) Aaa / AAA AAA 3.11 2.97 US CORPORATE 74005PBH6 Praxair Note 1.25% Due 11/7/2018 1,400,000.00 01/08/2015 1.68% 1,377,978.00 1,399,905.21 99.98 2.32% 1,399,748.00 8,458.33 0.72% (157.21) A2 / A NR 0.02 0.02 24422ESF7 John Deere Capital Corp Note 1.95% Due 12/13/2018 1,095,000.00 Various 1.78% 1,100,497.65 1,095,207.79 99.90 2.78% 1,093,911.57 8,185.13 0.56% (1,296.22) A2 / A A 0.12 0.12 36962G7G3 General Electric Capital Corp Note 2.3% Due 1/14/2019 1,000,000.00 09/10/2015 1.93% 1,011,900.00 1,000,723.58 99.93 2.64% 999,280.00 6,836.11 0.51% (1,443.58) Baa1 / BBB+ A 0.21 0.20 17275RAR3 Cisco Systems Note 2.125% Due 3/1/2019 2,230,000.00 Various 1.67% 2,256,499.90 2,233,280.98 99.83 2.64% 2,226,159.94 7,897.93 1.14% (7,121.04) A1 / AA- NR 0.33 0.33 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 7 73/296 Holdings Report As of October 31, 2018 City of Chino Hills Account #10150 CUSIP Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. % of Port. Gain/Loss Moody/S&P Fitch Maturity Duration US CORPORATE 91159HHH6 US Bancorp Callable Note Cont 3/25/2019 2.2% Due 4/25/2019 1,700,000.00 Various 1.95% 1,712,152.45 1,701,595.92 99.74 2.75% 1,695,510.31 623.34 0.87% (6,085.61) A1 / A+ AA- 0.48 0.48 40434CAC9 HSBC USA Inc Note 2.25% Due 6/23/2019 2,200,000.00 06/20/2017 1.99% 2,211,242.00 2,203,603.60 99.48 3.07% 2,188,571.00 17,600.00 1.13% (15,032.60) A2 / A AA- 0.64 0.63 06406HCW7 Bank of New York Callable Note Cont 8/11/2019 2.3% Due 9/11/2019 1,815,000.00 Various 2.19% 1,822,288.25 1,816,446.27 99.41 2.99% 1,804,338.69 5,797.91 0.93% (12,107.58) A1 / A AA- 0.86 0.84 94974BGF1 Wells Fargo Corp Note 2.15% Due 1/30/2020 2,025,000.00 Various 2.15% 2,024,153.60 2,025,020.07 98.70 3.22% 1,998,687.15 11,005.31 1.03% (26,332.92) A2 / A- A+ 1.25 1.21 22160KAG0 Costco Wholesale Corp Note 1.75% Due 2/15/2020 900,000.00 02/05/2015 1.77% 899,055.00 899,755.98 98.34 3.07% 885,096.90 3,325.00 0.45% (14,659.08) Aa3 / A+ A+ 1.29 1.26 747525AD5 Qualcomm Inc Note 2.25% Due 5/20/2020 1,930,000.00 Various 2.36% 1,918,856.25 1,927,080.37 98.54 3.22% 1,901,850.96 19,420.62 0.98% (25,229.41) A2 / A- NR 1.55 1.50 437076BQ4 Home Depot Note 1.8% Due 6/5/2020 875,000.00 05/24/2017 1.82% 874,492.50 874,730.51 98.04 3.07% 857,872.75 6,387.50 0.44% (16,857.76) A2 / A A 1.60 1.54 857477AS2 State Street Bank Note 2.55% Due 8/18/2020 1,750,000.00 01/21/2016 2.17% 1,778,420.00 1,761,190.59 98.96 3.15% 1,731,798.25 9,048.96 0.89% (29,392.34) A1 / A AA- 1.80 1.73 594918BG8 Microsoft Callable Note Cont. 10/03/20 2% Due 11/3/2020 1,025,000.00 Various 1.99% 1,025,086.50 1,025,093.95 97.94 3.06% 1,003,889.10 10,136.11 0.52% (21,204.85) Aaa / AAA AA+ 2.01 1.93 00440EAT4 Chubb INA Holdings Inc Callable Note Cont 10/3/2020 2.3% Due 11/3/2020 2,475,000.00 Various 2.18% 2,484,922.25 2,480,327.16 98.07 3.30% 2,427,274.58 28,146.25 1.26% (53,052.58) A3 / A A 2.01 1.92 92826CAB8 Visa Inc Note 2.2% Due 12/14/2020 1,800,000.00 Various 1.60% 1,845,865.00 1,821,848.90 97.97 3.20% 1,763,445.60 15,070.00 0.91% (58,403.30) A1 / A+ NR 2.12 2.03 78012KKU0 Royal Bank of Canada Note 2.5% Due 1/19/2021 2,525,000.00 12/11/2017 2.37% 2,534,569.75 2,531,841.57 98.16 3.37% 2,478,562.73 17,885.42 1.28% (53,278.84) Aa2 / AA- AA 2.22 2.12 30231GAV4 Exxon Mobil Corp Callable Note Cont 2/1/2021 2.222% Due 3/1/2021 1,795,000.00 Various 1.97% 1,815,422.45 1,804,948.20 97.70 3.25% 1,753,747.31 6,647.48 0.90% (51,200.89) Aaa / AA+ NR 2.33 2.24 369550BE7 General Dynamics Corp Note 3% Due 5/11/2021 2,390,000.00 Various 3.25% 2,373,224.70 2,375,819.73 99.30 3.29% 2,373,150.50 33,858.34 1.23% (2,669.23) A2 / A+ NR 2.53 2.38 22160KAJ4 Costco Wholesale Corp Note 2.15% Due 5/18/2021 1,000,000.00 08/14/2017 2.01% 1,005,170.00 1,003,505.79 97.56 3.16% 975,577.00 9,734.72 0.50% (27,928.79) Aa3 / A+ A+ 2.55 2.43 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 8 74/296 Holdings Report As of October 31, 2018 City of Chino Hills Account #10150 CUSIP Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. % of Port. Gain/Loss Moody/S&P Fitch Maturity Duration US CORPORATE 857477AV5 State Street Bank Note 1.95% Due 5/19/2021 1,420,000.00 Various 2.33% 1,403,476.60 1,406,769.54 96.52 3.38% 1,370,608.14 12,460.50 0.71% (36,161.40) A1 / A AA- 2.55 2.44 594918BP8 Microsoft Callable Note Cont 7/8/21 1.55% Due 8/8/2021 1,225,000.00 Various 1.57% 1,223,545.75 1,224,194.83 95.79 3.15% 1,173,394.43 4,377.67 0.60% (50,800.40) Aaa / AAA AA+ 2.77 2.67 68389XBK0 Oracle Corp Callable Note Cont 8/01/21 1.9% Due 9/15/2021 2,565,000.00 Various 2.40% 2,507,672.07 2,530,247.21 96.03 3.36% 2,463,228.50 6,227.25 1.26% (67,018.71) A1 / AA- A 2.88 2.75 24422ETL3 John Deere Capital Corp Note 2.65% Due 1/6/2022 1,750,000.00 09/21/2017 2.26% 1,777,457.50 1,770,400.01 97.72 3.41% 1,710,112.25 14,814.24 0.88% (60,287.76) A2 / A A 3.19 2.99 89236TDP7 Toyota Motor Credit Corp Note 2.6% Due 1/11/2022 2,000,000.00 Various 3.04% 1,968,104.46 1,973,390.19 97.61 3.39% 1,952,236.00 15,888.89 1.01% (21,154.19) Aa3 / AA- A+ 3.20 3.01 91159HHP8 US Bancorp Callable Cont 12/23/2021 2.625% Due 1/24/2022 1,000,000.00 01/19/2017 2.66% 998,280.00 998,888.50 97.39 3.48% 973,927.00 7,072.92 0.50% (24,961.50) A1 / A+ AA- 3.24 3.04 674599CK9 Occidental Petroleum Callable Note Cont 3/15/2022 2.6% Due 4/15/2022 2,350,000.00 06/18/2018 3.27% 2,293,929.00 2,299,315.03 96.87 3.57% 2,276,381.55 2,715.56 1.17% (22,933.48) A3 / A A 3.46 3.26 69353RFE3 PNC Bank Callable Note Cont 6/28/2022 2.45% Due 7/28/2022 2,365,000.00 07/25/2017 2.45% 2,364,787.15 2,364,840.89 96.00 3.60% 2,270,397.64 14,968.48 1.17% (94,443.25) A2 / A A+ 3.74 3.51 44932HAC7 IBM Credit Corp Note 2.2% Due 9/8/2022 2,400,000.00 Various 2.63% 2,354,504.00 2,362,776.59 94.51 3.74% 2,268,136.80 7,773.34 1.16% (94,639.79) A1 / A A 3.86 3.63 48128BAB7 JP Morgan Chase & Co Callable Note 1X 1/15/2022 2.972% Due 1/15/2023 2,400,000.00 Various 3.23% 2,372,445.00 2,376,298.02 96.75 3.81% 2,322,112.80 21,002.14 1.20% (54,185.22) A2 / A- AA- 4.21 3.87 02665WCJ8 American Honda Finance Note 3.45% Due 7/14/2023 755,000.00 07/11/2018 3.49% 753,693.85 753,771.19 99.39 3.59% 750,393.75 7,597.19 0.39% (3,377.44) A2 / A+ NR 4.70 4.26 69371RP59 Paccar Financial Corp Note 3.4% Due 8/9/2023 1,910,000.00 08/06/2018 3.41% 1,909,216.90 1,909,252.92 99.51 3.51% 1,900,679.20 14,791.89 0.98% (8,573.72) A1 / A+ NR 4.78 4.34 02665WCQ2 American Honda Finance Note 3.625% Due 10/10/2023 1,870,000.00 10/03/2018 3.64% 1,868,466.60 1,868,485.07 99.98 3.63% 1,869,584.86 3,954.27 0.96% 1,099.79 A2 / A+ NR 4.95 4.48 Total US Corporate 55,940,000.00 2.41% 55,867,375.13 55,820,556.16 3.26% 54,859,665.26 359,708.80 28.23% (960,890.90) A1 / A+ A+ 2.37 2.23 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 9 75/296 Holdings Report As of October 31, 2018 City of Chino Hills Account #10150 CUSIP Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. % of Port. Gain/Loss Moody/S&P Fitch Maturity Duration US TREASURY 912828H52 US Treasury Note 1.25% Due 1/31/2020 2,400,000.00 Various 1.49% 2,375,218.98 2,393,077.24 98.12 2.79% 2,354,906.40 7,581.52 1.21% (38,170.84) Aaa / AA+ AAA 1.25 1.22 912828J84 US Treasury Note 1.375% Due 3/31/2020 2,250,000.00 10/23/2015 1.35% 2,252,204.80 2,250,703.14 98.00 2.82% 2,205,087.75 2,719.78 1.13% (45,615.39) Aaa / AA+ AAA 1.42 1.38 912828VF4 US Treasury Note 1.375% Due 5/31/2020 2,350,000.00 07/10/2015 1.62% 2,323,478.58 2,341,422.16 97.73 2.85% 2,296,575.10 13,595.97 1.18% (44,847.06) Aaa / AA+ AAA 1.58 1.54 912828XM7 US Treasury Note 1.625% Due 7/31/2020 2,500,000.00 02/27/2017 1.57% 2,504,695.88 2,502,398.70 97.88 2.87% 2,447,070.00 10,266.64 1.26% (55,328.70) Aaa / AA+ AAA 1.75 1.70 912828L32 US Treasury Note 1.375% Due 8/31/2020 3,500,000.00 12/11/2017 1.91% 3,451,054.69 3,467,024.76 97.34 2.88% 3,406,756.50 8,242.40 1.75% (60,268.26) Aaa / AA+ AAA 1.84 1.79 912828L99 US Treasury Note 1.375% Due 10/31/2020 2,650,000.00 11/23/2015 1.71% 2,608,499.12 2,633,197.09 97.08 2.89% 2,572,673.00 100.66 1.32% (60,524.09) Aaa / AA+ AAA 2.00 1.95 912828N89 US Treasury Note 1.375% Due 1/31/2021 3,200,000.00 Various 1.48% 3,186,303.70 3,192,745.38 96.70 2.90% 3,094,374.40 11,119.56 1.59% (98,370.98) Aaa / AA+ AAA 2.25 2.18 912828B90 US Treasury Note 2% Due 2/28/2021 2,150,000.00 Various 1.55% 2,194,878.30 2,171,800.82 97.97 2.91% 2,106,329.20 7,364.64 1.08% (65,471.62) Aaa / AA+ AAA 2.33 2.25 912828Q37 US Treasury Note 1.25% Due 3/31/2021 3,200,000.00 Various 1.59% 3,155,350.56 3,174,574.01 96.18 2.90% 3,077,750.40 3,516.49 1.58% (96,823.61) Aaa / AA+ AAA 2.42 2.35 912828T34 US Treasury Note 1.125% Due 9/30/2021 3,200,000.00 11/09/2016 1.48% 3,145,885.73 3,167,743.65 94.98 2.93% 3,039,376.00 3,164.84 1.56% (128,367.65) Aaa / AA+ AAA 2.92 2.83 912828F96 US Treasury Note 2% Due 10/31/2021 2,800,000.00 01/27/2017 1.94% 2,807,337.51 2,804,630.88 97.32 2.94% 2,724,859.20 154.70 1.39% (79,771.68) Aaa / AA+ AAA 3.00 2.88 912828J43 US Treasury Note 1.75% Due 2/28/2022 3,610,000.00 03/13/2017 2.14% 3,544,721.85 3,566,204.89 96.22 2.95% 3,473,498.68 10,820.03 1.78% (92,706.21) Aaa / AA+ AAA 3.33 3.19 912828XG0 US Treasury Note 2.125% Due 6/30/2022 3,600,000.00 08/15/2017 1.82% 3,651,058.94 3,638,394.71 97.10 2.96% 3,495,657.60 25,777.17 1.80% (142,737.11) Aaa / AA+ AAA 3.67 3.47 912828L24 US Treasury Note 1.875% Due 8/31/2022 1,250,000.00 09/26/2017 1.87% 1,250,541.30 1,250,420.94 96.04 2.98% 1,200,488.75 4,014.16 0.62% (49,932.19) Aaa / AA+ AAA 3.84 3.65 912828L57 US Treasury Note 1.75% Due 9/30/2022 3,600,000.00 10/17/2017 1.99% 3,560,062.50 3,568,434.35 95.50 2.98% 3,438,000.00 5,538.46 1.76% (130,434.35) Aaa / AA+ AAA 3.92 3.74 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 10 76/296 Holdings Report As of October 31, 2018 City of Chino Hills Account #10150 CUSIP Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. % of Port. Gain/Loss Moody/S&P Fitch Maturity Duration US TREASURY 912828N30 US Treasury Note 2.125% Due 12/31/2022 3,850,000.00 01/25/2018 2.46% 3,790,144.53 3,799,422.13 96.66 2.98% 3,721,263.70 27,567.26 1.92% (78,158.43) Aaa / AA+ AAA 4.17 3.92 Total US Treasury 46,110,000.00 1.78% 45,801,436.97 45,922,194.85 2.91% 44,654,666.68 141,544.28 22.90% (1,267,528.17) Aaa / AA+ AAA 2.68 2.57 TOTAL PORTFOLIO 199,391,931.14 2.08% 198,592,670.54 198,791,640.03 3.03% 194,655,580.90 943,571.87 100.00% (4,136,059.13) Aa1 / AA AAA 2.62 2.36 TOTAL MARKET VALUE PLUS ACCRUED 195,599,152.77 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 11 77/296 Transaction Ledger As of October 31, 2018 City of Chino Hills Account #10150 Transaction Type Settlement Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/Sold Total Amount Gain/Loss ACQUISITIONS Purchase 10/01/2018 31846V401 570.44 First American Govt Obligation MMKT Class-D 1.000 1.52%570.44 0.00 570.44 0.00 Purchase 10/02/2018 31846V401 15,625.00 First American Govt Obligation MMKT Class-D 1.000 1.52%15,625.00 0.00 15,625.00 0.00 Purchase 10/05/2018 31846V401 67,671.88 First American Govt Obligation MMKT Class-D 1.000 1.52%67,671.88 0.00 67,671.88 0.00 Purchase 10/10/2018 02665WCQ2 1,870,000.00 American Honda Finance Note 3.625% Due 10/10/2023 99.918 3.64%1,868,466.60 0.00 1,868,466.60 0.00 Purchase 10/10/2018 31846V401 1,770,000.00 First American Govt Obligation MMKT Class-D 1.000 1.52%1,770,000.00 0.00 1,770,000.00 0.00 Purchase 10/10/2018 31846V401 18,806.25 First American Govt Obligation MMKT Class-D 1.000 1.52%18,806.25 0.00 18,806.25 0.00 Purchase 10/15/2018 31846V401 141,137.50 First American Govt Obligation MMKT Class-D 1.000 1.52%141,137.50 0.00 141,137.50 0.00 Purchase 10/15/2018 31846V401 30,550.00 First American Govt Obligation MMKT Class-D 1.000 1.52%30,550.00 0.00 30,550.00 0.00 Purchase 10/15/2018 31846V401 1,487.71 First American Govt Obligation MMKT Class-D 1.000 1.52%1,487.71 0.00 1,487.71 0.00 Purchase 10/15/2018 31846V401 1,058.33 First American Govt Obligation MMKT Class-D 1.000 1.52%1,058.33 0.00 1,058.33 0.00 Purchase 10/15/2018 31846V401 3,150.00 First American Govt Obligation MMKT Class-D 1.000 1.52%3,150.00 0.00 3,150.00 0.00 Purchase 10/15/2018 31846V401 58,670.05 First American Govt Obligation MMKT Class-D 1.000 1.52%58,670.05 0.00 58,670.05 0.00 Purchase 10/15/2018 31846V401 143,511.55 First American Govt Obligation MMKT Class-D 1.000 1.52%143,511.55 0.00 143,511.55 0.00 Purchase 10/15/2018 31846V401 1,736.58 First American Govt Obligation MMKT Class-D 1.000 1.52%1,736.58 0.00 1,736.58 0.00 Purchase 10/15/2018 31846V401 1,374.33 First American Govt Obligation MMKT Class-D 1.000 1.52%1,374.33 0.00 1,374.33 0.00 Purchase 10/15/2018 31846V401 4,902.33 First American Govt Obligation MMKT Class-D 1.000 1.52%4,902.33 0.00 4,902.33 0.00 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 12 78/296 Transaction Ledger As of October 31, 2018 City of Chino Hills Account #10150 Transaction Type Settlement Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/Sold Total Amount Gain/Loss ACQUISITIONS Purchase 10/15/2018 31846V401 46,950.83 First American Govt Obligation MMKT Class-D 1.000 1.52%46,950.83 0.00 46,950.83 0.00 Purchase 10/15/2018 31846V401 43,559.76 First American Govt Obligation MMKT Class-D 1.000 1.52%43,559.76 0.00 43,559.76 0.00 Purchase 10/15/2018 31846V401 116,908.49 First American Govt Obligation MMKT Class-D 1.000 1.52%116,908.49 0.00 116,908.49 0.00 Purchase 10/15/2018 31846V401 107,794.96 First American Govt Obligation MMKT Class-D 1.000 1.52%107,794.96 0.00 107,794.96 0.00 Purchase 10/15/2018 31846V401 176,118.26 First American Govt Obligation MMKT Class-D 1.000 1.52%176,118.26 0.00 176,118.26 0.00 Purchase 10/15/2018 31846V401 73,302.07 First American Govt Obligation MMKT Class-D 1.000 1.52%73,302.07 0.00 73,302.07 0.00 Purchase 10/22/2018 31846V401 4,130.00 First American Govt Obligation MMKT Class-D 1.000 1.52%4,130.00 0.00 4,130.00 0.00 Purchase 10/25/2018 31846V401 18,700.00 First American Govt Obligation MMKT Class-D 1.000 1.52%18,700.00 0.00 18,700.00 0.00 Purchase 10/25/2018 31846V401 9,121.75 First American Govt Obligation MMKT Class-D 1.000 1.52%9,121.75 0.00 9,121.75 0.00 Purchase 10/30/2018 31846V401 1,663,927.55 First American Govt Obligation MMKT Class-D 1.000 1.52%1,663,927.55 0.00 1,663,927.55 0.00 Purchase 10/31/2018 3137B7MZ9 2,695,000.00 FHLMC K036 A2Due 10/25/2023 100.984 3.32%2,721,528.91 7,921.05 2,729,449.96 0.00 Purchase 10/31/2018 31846V401 46,218.75 First American Govt Obligation MMKT Class-D 1.000 1.62%46,218.75 0.00 46,218.75 0.00 Subtotal 9,131,984.37 9,156,979.88 7,921.05 9,164,900.93 0.00 Short Sale 10/10/2018 31846V401 -1,868,466.60 First American Govt Obligation MMKT Class-D 1.000 -1,868,466.60 0.00 -1,868,466.60 0.00 Subtotal -1,868,466.60 -1,868,466.60 0.00 -1,868,466.60 0.00 TOTAL ACQUISITIONS 7,263,517.77 7,288,513.28 7,921.05 7,296,434.33 0.00 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 13 79/296 Transaction Ledger As of October 31, 2018 City of Chino Hills Account #10150 Transaction Type Settlement Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/Sold Total Amount Gain/Loss DISPOSITIONS Closing Purchase 10/10/2018 31846V401 -1,868,466.60 First American Govt Obligation MMKT Class-D 1.000 -1,868,466.60 0.00 -1,868,466.60 0.00 Subtotal -1,868,466.60 -1,868,466.60 0.00 -1,868,466.60 0.00 Sale 10/10/2018 31846V401 1,868,466.60 First American Govt Obligation MMKT Class-D 1.000 1.52%1,868,466.60 0.00 1,868,466.60 0.00 Sale 10/30/2018 3135G0ZG1 600,000.00 FNMA Note 1.75% Due 9/12/2019 99.213 2.67%595,278.00 1,400.00 596,678.00 -4,484.25 Sale 10/30/2018 3137EADK2 1,075,000.00 FHLMC Note 1.25% Due 8/1/2019 98.970 2.64%1,063,927.50 3,322.05 1,067,249.55 -6,788.75 Sale 10/31/2018 31846V401 2,729,449.96 First American Govt Obligation MMKT Class-D 1.000 1.62%2,729,449.96 0.00 2,729,449.96 0.00 Subtotal 6,272,916.56 6,257,122.06 4,722.05 6,261,844.11 -11,273.00 Call 10/15/2018 91159HHE3 140,000.00 US Bancorp Callable Note Cont 10/15/2018 1.95% Due 11/15/2018 100.000 1.95%140,000.00 1,137.50 141,137.50 0.00 Subtotal 140,000.00 140,000.00 1,137.50 141,137.50 0.00 Paydown 10/15/2018 02587AAJ3 0.00 American Express Credit 2017-1 1.93% Due 9/15/2022 100.000 0.00 1,487.71 1,487.71 0.00 Paydown 10/15/2018 161571HF4 0.00 Chase CHAIT 2016-A5 1.27% Due 7/15/2021 100.000 0.00 1,058.33 1,058.33 0.00 Paydown 10/15/2018 43811BAC8 0.00 Honda Auto Receivables 2017-2 A3 1.68% Due 8/16/2021 100.000 0.00 3,150.00 3,150.00 0.00 Paydown 10/15/2018 47787XAB3 58,540.96 John Deere Owner Trust 2017-A A2 1.5% Due 10/15/2019 100.000 58,540.96 129.09 58,670.05 0.00 Paydown 10/15/2018 47788BAB0 142,006.59 John Deere Owner Trust 2017-B A2A 1.59% Due 4/15/2020 100.000 142,006.59 1,504.96 143,511.55 0.00 Paydown 10/15/2018 47788BAD6 0.00 John Deere Owner Trust 2017-B A3 1.82% Due 10/15/2021 100.000 0.00 1,736.58 1,736.58 0.00 Paydown 10/15/2018 47788CAC6 0.00 John Deere Owner Trust 2016-B A4 2.66% Due 4/18/2022 100.000 0.00 1,374.33 1,374.33 0.00 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 14 80/296 Transaction Ledger As of October 31, 2018 City of Chino Hills Account #10150 Transaction Type Settlement Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/Sold Total Amount Gain/Loss DISPOSITIONS Paydown 10/15/2018 47788EAC2 0.00 John Deere Owner Trust 2018-B A3 3.08% Due 11/15/2022 100.000 0.00 4,902.33 4,902.33 0.00 Paydown 10/15/2018 47788MAC4 46,568.28 John Deere Owner Trust 2016-A A3 1.36% Due 4/15/2020 100.000 46,568.28 382.55 46,950.83 0.00 Paydown 10/15/2018 654747AB0 43,338.14 Nissan Auto Receivables 2017-A A2A 1.47% Due 1/15/2020 100.000 43,338.14 221.62 43,559.76 0.00 Paydown 10/15/2018 65478VAD9 115,155.78 NAROT 2016-B A3 1.32% Due 1/15/2021 100.000 115,155.78 1,752.71 116,908.49 0.00 Paydown 10/15/2018 89237RAB4 106,321.92 Toyota Auto Receivable 2017-C A2A 1.58% Due 7/15/2020 100.000 106,321.92 1,473.04 107,794.96 0.00 Paydown 10/15/2018 89238BAB8 171,953.26 Toyota Auto Receivables Owner 2018-A A2A 2.1% Due 10/15/2020 100.000 171,953.26 4,165.00 176,118.26 0.00 Paydown 10/15/2018 89238MAB4 73,156.08 Toyota Auto Receivables Owner 2017-A 1.42% Due 9/16/2019 100.000 73,156.08 145.99 73,302.07 0.00 Paydown 10/22/2018 43815HAC1 0.00 Honda Auto Receivables Owner 2018-3 A3 2.95% Due 8/22/2022 100.000 0.00 4,130.00 4,130.00 0.00 Paydown 10/25/2018 3137B5JM6 0.00 FHLMC K034 A2 3.531% Due 7/25/2023 100.000 0.00 9,121.75 9,121.75 0.00 Subtotal 757,041.01 757,041.01 36,735.99 793,777.00 0.00 Maturity 10/10/2018 02665WAC5 1,770,000.00 American Honda Finance Note 2.125% Due 10/10/2018 100.000 1,770,000.00 0.00 1,770,000.00 0.00 Subtotal 1,770,000.00 1,770,000.00 0.00 1,770,000.00 0.00 Security Withdrawal 10/03/2018 31846V401 11,452.20 First American Govt Obligation MMKT Class-D 1.000 11,452.20 0.00 11,452.20 0.00 Security Withdrawal 10/25/2018 31846V401 104.17 First American Govt Obligation MMKT Class-D 1.000 104.17 0.00 104.17 0.00 Subtotal 11,556.37 11,556.37 0.00 11,556.37 0.00 TOTAL DISPOSITIONS 7,083,047.34 7,067,252.84 42,595.54 7,109,848.38 -11,273.00 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 15 81/296 Transaction Ledger As of October 31, 2018 City of Chino Hills Account #10150 Transaction Type Settlement Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest Pur/Sold Total Amount Gain/Loss OTHER TRANSACTIONS Interest 10/02/2018 3137EADM8 2,500,000.00 FHLMC Note 1.25% Due 10/2/2019 0.000 15,625.00 0.00 15,625.00 0.00 Interest 10/05/2018 3135G0T45 3,485,000.00 FNMA Note 1.875% Due 4/5/2022 0.000 32,671.88 0.00 32,671.88 0.00 Interest 10/05/2018 3135G0T78 3,500,000.00 FNMA Note 2% Due 10/5/2022 0.000 35,000.00 0.00 35,000.00 0.00 Interest 10/10/2018 02665WAC5 1,770,000.00 American Honda Finance Note 2.125% Due 10/10/2018 0.000 18,806.25 0.00 18,806.25 0.00 Interest 10/15/2018 674599CK9 2,350,000.00 Occidental Petroleum Callable Note Cont 3/15/2022 2.6% Due 4/15/2022 0.000 30,550.00 0.00 30,550.00 0.00 Interest 10/25/2018 91159HHH6 1,700,000.00 US Bancorp Callable Note Cont 3/25/2019 2.2% Due 4/25/2019 0.000 18,700.00 0.00 18,700.00 0.00 Interest 10/31/2018 912828F96 2,800,000.00 US Treasury Note 2% Due 10/31/2021 0.000 28,000.00 0.00 28,000.00 0.00 Interest 10/31/2018 912828L99 2,650,000.00 US Treasury Note 1.375% Due 10/31/2020 0.000 18,218.75 0.00 18,218.75 0.00 Subtotal 20,755,000.00 197,571.88 0.00 197,571.88 0.00 Dividend 10/01/2018 31846V401 143,415.58 First American Govt Obligation MMKT Class-D 0.000 570.44 0.00 570.44 0.00 Subtotal 143,415.58 570.44 0.00 570.44 0.00 TOTAL OTHER TRANSACTIONS 20,898,415.58 198,142.32 0.00 198,142.32 0.00 Execution Time: 11/1/2018 7:20:16 PMChandler Asset Management - CONFIDENTIAL Page 16 82/296 Cash And Equivalents 203,977.72 203,977.72 3.03Mutual Funds-Equity 3,344,590.46 3,113,572.75 49.73Mutual Funds-Fixed Income 3,176,906.72 3,255,989.30 47.23Accrued Income399.77399.77 0.01 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 5 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 201810/31/201810/31/2018 % OFASSETSMARKET BOOK VALUE MARKETTotal Assets 6,725,474.90 6,573,539.77 99.99Grand Total 6,725,874.67 6,573,939.54 100.00Estimated Annual Income 157,911.64ASSET SUMMARYCASH EQUIV & ACCRMUTUAL FUNDS83/296 1010101010101010101010100100010000010011101001010011101100101001001101110000110110100010001001000110101011001100000100011001011000010010010010011101100100000001110000000011011000101101101000000001010110000000100110011000101110001101101010111000001101101100110010100001001011000011100010110001011000001001001111101100010110101100010111111010110011011111101111011100101100001000001011111111111111111111First Am Govt 202,606.010 202,606.01 202,606.01.00 202,606.01399.77Ob Fd Cl Z1.0000.00.00 2.0631846V567 Asset Minor Code 1Cash1,371.711,371.711,371.71Ishares Core 3,651.000 995,846.76 874,218.87 121,627.89 997,737.09.00S P 500 Etf 272.7600- 71,258.20- 1,890.33 1.86464287200 Asset Minor Code 94Ishares S P 2,066.000 336,510.08 278,091.6558,418.43 336,299.11.00500 Growth Etf 162.8800- 28,895.37210.97 1.19464287309 Asset Minor Code 94Ishares S P 4,151.000 455,157.15 443,459.7311,697.42 457,762.25.00500 Value Etf 109.6500- 25,052.82- 2,605.10 2.43464287408 Asset Minor Code 94 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 6 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018UNREALIZEDGAIN (LOSS) ADJ PRIOR MARKET /SHARES/MARKETSINCE INCEPTION/ ADJ PRIOR MARKET ENDING ACCRUALDESCRIPTIONFACE AMOUNTPRICE/UNIT BOOK VALUE CURRENT PERIOD UNREALIZED GAIN/LOSS YIELD ON MARKETMoney MarketsTotal Money Markets 202,606.010 202,606.01 202,606.01.00 202,606.01399.77.00.00 2.06CashTotal Cash.0001,371.711,371.71.001,371.71.00.00.00 0.00Total Cash And 202,606.010 203,977.72 203,977.72.00 203,977.72399.77Equivalents.00.00 2.05Mutual Funds-EquityASSET DETAILCash And EquivalentsMutual Funds84/296 Ishares Msci 6,933.000 433,035.18 422,154.83 10,880.35 463,552.93 .00Eafe Etf 62.4600 - 37,439.47 - 30,517.75 3.36464287465 Asset Minor Code 94Ishares 5,188.000 262,305.28 248,174.82 14,130.46 275,341.10 .00Russell Mid Cap Etf 50.5600 - 23,120.62 - 13,035.82 1.85464287499 Asset Minor Code 94Ishares 2,594.000 314,263.10 315,702.70 - 1,439.60 341,552.94 .00Russell 2000 Value Etf 121.1500 - 30,023.39 - 27,289.84 1.94464287630 Asset Minor Code 94Ishares 1,241.000 233,171.49 207,472.18 25,699.31 253,097.14 .00Russell 2000 Growth Etf 187.8900 - 32,986.90 - 19,925.65 0.70464287648 Asset Minor Code 94Vanguard Ftse 5,751.000 217,732.86 225,711.43 - 7,978.57 242,105.57 .00Emerging Markets Etf 37.8600 - 17,672.97 - 24,372.71 2.77922042858 Asset Minor Code 94Vanguard Real 1,233.000 96,568.56 98,586.54 - 2,017.98 100,330.63 .00Estate Etf 78.3200 - 2,868.55 - 3,762.07 4.91922908553 Asset Minor Code 94Ishares Core 25,212.000 2,636,923.08 2,707,177.39 - 70,254.31 2,680,055.44 .00U.S. Aggregate Bond Etf 104.5900 - 22,856.78 - 43,132.36 2.58464287226 Asset Minor Code 95Vanguard 51,871.627 539,983.64 548,811.91 - 8,828.27 542,564.95 .00Short Term Invt Grade #539 10.4100 - 1,989.43 - 2,581.31 2.63922031836 Asset Minor Code 99 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 7 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018UNREALIZEDGAIN (LOSS)ADJ PRIOR MARKET /SHARES/MARKETSINCE INCEPTION/ADJ PRIOR MARKETENDING ACCRUALDESCRIPTIONFACE AMOUNTPRICE/UNITBOOK VALUECURRENT PERIODUNREALIZED GAIN/LOSSYIELD ON MARKETTotal Mutual Funds-Equity 32,808.000 3,344,590.46 3,113,572.75 231,017.71 3,467,778.76 .00 - 269,318.29 - 123,188.30 2.13Mutual Funds-Fixed IncomeTotal Mutual Funds-Fixed 77,083.627 3,176,906.72 3,255,989.30 - 79,082.58 3,222,620.39 .00Income - 24,846.21 - 45,713.67 2.58ASSET DETAIL (continued)85/296 1010101010101010101010100100010110010011101001010011101100101001001111110000110110100010111001010110101011010100010000011001011000010111100010011100100110101001110000000010000010101101101000011101010110000000100111000000101110011100110000111000001100010001010010100001111001110011100010011101010010001000100110101100011110101000000111100110110100010100011011011100100011101010101011111111111111111111Time of trade execution and trading party (if not disclosed) will be provided upon request.Publicly traded assets are valued in accordance with market quotations or valuation methodologies from financial industry services believed by us to be reliable. Assets that are notpublicly traded may be reflected at values from other external sources. Assets for which a current value is not available may be reflected at a previous value or as not valued, at par value,or at a nominal value. Values shown do not necessarily reflect prices at which assets could be bought or sold. Values are updated based on internal policy and may be updated lessfrequently than statement generation.For further information, please contact your account manager or relationship manager. 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 8 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018UNREALIZEDGAIN (LOSS) ADJ PRIOR MARKET /SHARES/MARKETSINCE INCEPTION/ ADJ PRIOR MARKET ENDING ACCRUALDESCRIPTIONFACE AMOUNTPRICE/UNIT BOOK VALUE CURRENT PERIOD UNREALIZED GAIN/LOSS YIELD ON MARKETTotal Mutual Funds 109,891.627 6,521,497.18 6,369,562.05 151,935.13 6,690,399.15.00- 294,164.50- 168,901.97 2.35Total Assets 312,497.637 6,725,474.90 6,573,539.77 151,935.13 6,894,376.87399.77- 294,164.50- 168,901.97 2.34Accrued Income.000399.77399.77Grand Total 312,497.637 6,725,874.67 6,573,939.54ASSET DETAIL (continued)ASSET DETAIL MESSAGES86/296 202,606.010 First Am Govt Ob Fd Cl Z 0.02332.08399.77332.08399.7731846V56711/01/18 3,651.000 Ishares Core S P 500 Etf 5.06 4,565.32.004,565.32.0046428720009/26/18 10/02/18 2,066.000 Ishares S P 500 Growth Etf 1.95983.68- 29.93953.75.0046428730909/26/18 10/02/18 4,151.000 Ishares S P 500 Value Etf 2.66 2,774.30.002,774.30.0046428740809/26/18 10/02/18 5,188.000 Ishares Russell Mid Cap Etf 0.93 1,557.58.001,557.58.0046428749909/26/18 10/02/18 2,594.000 Ishares Russell 2000 Value Etf 2.35 1,491.03- 247.201,243.83.0046428763009/26/18 10/02/18 1,241.000 Ishares Russell 2000 Growth Etf 1.31397.91- 41.79356.12.0046428764809/26/18 10/02/18 5,751.000 Vanguard Ftse Emerging Markets Etf 1.05 2,671.52.002,671.52.0092204285809/26/18 10/01/18 25,212.000 Ishares Core U.S. Aggregate Bond Etf 2.70.006,422.456,422.45.0046428722610/01/18 10/05/18 51,871.627 Vanguard Short Term Invt Grade #539 0.27.021,371.691,371.71.0092203183610/31/18 11/01/18 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 9 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018SHARES/EX PAY ANN BEGINNINGINCOMEINCOMEENDINGFACE AMOUNT DESCRIPTIONDATE DATE RATE ACCRUALEARNEDRECEIVEDACCRUALCash And EquivalentsTotal Cash And Equivalents332.08399.77332.08399.77Mutual Funds-EquityTotal Mutual Funds-Equity14,441.34- 318.9214,122.42.00Mutual Funds-Fixed IncomeTotal Mutual Funds-Fixed Income.027,794.147,794.16.00INCOME ACCRUAL DETAIL87/296 1010101010101010101010100100010100010011101001010011101100101001001111110001110110100010101001000010101011001100001100011001011000010010100010011100100011011111110000000011111111101101101001111100110110000000111000001000101110001000100000111000001000100010000010100011001010001111100011101001011110001000011100110000100110100110001111011000110000010100001111011100101001011001001011111111111111111111 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 10 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018SHARES/EX PAY ANN BEGINNINGINCOMEINCOMEENDINGFACE AMOUNT DESCRIPTIONDATE DATE RATE ACCRUALEARNEDRECEIVEDACCRUALGrand Total14,773.447,874.9922,248.66399.77INCOME ACCRUAL DETAIL (continued)88/296 10/01/2018Interest From 9/1/18 To 9/30/18 332.0810/02/20181.277369 USD/Share On 3,574 Shares Due 10/2/18 4,565.3210/05/20180.251565 USD/Share On 25,530 Shares Due 10/5/18 6,422.4510/02/20181.226444 USD/Share On 1,270 Shares Due 10/2/18 1,557.5810/02/20180.293101 USD/Share On 1,215 Shares Due 10/2/18 356.1210/02/20180.48989 USD/Share On 2,539 Shares Due 10/2/18 1,243.8310/02/20180.471452 USD/Share On 2,023 Shares Due 10/2/18 953.75 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 11 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018DATEDESCRIPTIONCASHInterestFirst Am Govt Ob Fd Cl Z31846V567Total Interest 332.08DividendsIshares Core S P 500 Etf464287200Ishares Core U.S. Aggregate Bond Etf464287226Ishares Russell Mid Cap Etf464287499Ishares Russell 2000 Growth Etf464287648Ishares Russell 2000 Value Etf464287630Ishares S P 500 Growth Etf464287309Ishares S P 500 Value Etf464287408INVESTMENT ACTIVITY89/296 101010101010101010101010010001001001001110100101001110110010100100111111000001011010001001100100111010101100010000011101100101100001001101001001110010001011100111000000001101001100110110100010110011011000000010101100100010111000101011001011100000110101001100001010011001110010111110001111010001100000100111101101011011011011101100110111111011010111010100111101110010010100100000101111111111111111111110/02/2018 0.682821 USD/Share On 4,063 Shares Due 10/2/182,774.3010/01/2018 0.4746 USD/Share On 5,629 Shares Due 10/1/182,671.5210/31/2018 Dividend From 10/1/18 To 10/31/181,371.7110/29/2018 Income Payments.15Interest Earned On Income Payments 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 12 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018DATE DESCRIPTIONCASHVanguard Ftse Emerging Markets Etf922042858Vanguard Short Term Invt Grade #539922031836Total Dividends21,916.58Other EarningsInterest-Bank CompensationTotal Other Earnings.15INVESTMENT ACTIVITY (continued)90/296 10/26/2018 Collected- 1,830.56Charged For Period 09/01/2018 Thru 09/30/2018 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 13 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018DATE DESCRIPTIONCASHTrust FeesTrust FeesTotal Trust Fees- 1,830.56Total Trust Fees- 1,830.56Total Plan Expenses- 1,830.56PLAN EXPENSES91/296 101010101010101010101010010001000001001110100101001110110010100100110111000011011010001111100101101010101101110000001001100101100001001111001001110010001110100111000000001000101110110110100000000001011000000011100101000010111001010100001011100000101000100110001010000101011011111110001110011011011000100111101010001100111010000111110001011011001011110111010101110010000011101000101111111111111111111110/30/2018 Paid To # 6746050100- 1,461.76Per Dir Dtd 10/29/2018 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 14 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018DATE DESCRIPTIONCASHTransfers OutTransfer To Another AccountTotal Transfer To Another Account- 1,461.76Total Transfers Out- 1,461.76Total Other Activity- 1,461.76OTHER ACTIVITY92/296 10/26/2018 Stock Split 3,810.00.00.00.00.004 For 1 Stock Split On.00Ishares Russell Mid Cap Etf Due 10/25/183,810 Additional Shares ReceivedThis Is A 4 For 1 Stock Split46428749910/26/2018 Stock Split81.00.00.00.00.004 For 1 Stock Split On.00Ishares Russell Mid Cap Etf Due 10/25/1881 Additional Shares ReceivedThis Is A 4 For 1 Stock Split464287499 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 15 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018REALIZED/ PRIOR MARKET /SHARES ORMARKET UNREALIZED PRIOR MARKETDATE DESCRIPTIONFACE AMOUNT BOOK VALUEVALUEGAIN/LOSS REALIZED GAIN/LOSSStock Dividends/Stock SplitsTotal Stock Dividends/Stock Splits 3,891.00.00.00.00.00.00Total Corporate Changes And Adjustments 3,891.00.00.00.00.00.00CORPORATE CHANGES AND ADJUSTMENTS93/296 101010101010101010101010010001011001001110100101001110110010100100110111000011011010001110100101101010101101010001001101100101100001010110001001110010010111110111000000001010011100110110100111111001011000000010111111100010111000111000010011100000101001111000001010001011111110011110001110011011101000100111111110000100111010101011110111101011011110010001111101110010100001101110101111111111111111111110/01/2018 Purchased 2,671.520.00- 2,671.522,671.522,671.52 Units OfFirst Am Govt Ob Fd Cl ZTrade Date 10/1/1831846V56710/02/2018 Purchased 332.08332.080.00- 332.08332.08Units OfFirst Am Govt Ob Fd Cl ZTrade Date 10/2/1831846V56710/02/2018 Purchased 11,450.900.00- 11,450.9011,450.9011,450.9 Units OfFirst Am Govt Ob Fd Cl ZTrade Date 10/2/1831846V56710/03/2018 Purchased 43.743.700.00- 43.7043.70Units OfFirst Am Govt Ob Fd Cl ZTrade Date 10/3/1831846V56710/04/2018 Purchased 1,272.580.00- 1,272.581,272.581,272.58 Units OfFirst Am Govt Ob Fd Cl ZTrade Date 10/4/1831846V56710/05/2018 Purchased 6,422.450.00- 6,422.456,422.456,422.45 Units OfFirst Am Govt Ob Fd Cl ZTrade Date 10/5/1831846V56710/26/2018 Purchased 5,006.600.00- 5,006.605,006.605,006.6 Units OfFirst Am Govt Ob Fd Cl ZTrade Date 10/26/1831846V567 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 16 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018SHARES/DATE DESCRIPTIONFACE AMOUNT COMMISSIONCASH BOOK VALUECash And EquivalentsPURCHASES94/296 10/30/2018 Purchased 0.15.150.00- .15.15Units OfFirst Am Govt Ob Fd Cl ZTrade Date 10/30/1831846V56710/25/2018 Purchased 7777.0002.70- 20,887.9420,887.94Shares OfIshares Core S P 500 EtfTrade Date 10/25/18Purchased Through Sanford C. Bernstein & Co., Ll77 Shares At 271.2369 USD46428720010/25/2018 Purchased 147147.0005.15- 9,094.519,094.51Shares OfIshares Msci Eafe EtfTrade Date 10/25/18Purchased Through Sanford C. Bernstein & Co., Ll147 Shares At 61.8324 USD46428746510/25/2018 Purchased 2727.000.95- 5,390.905,390.90Shares OfIshares Russell Mid Cap EtfTrade Date 10/25/18Purchased Through Sanford C. Bernstein & Co., Ll27 Shares At 199.6278 USD464287499 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 17 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018SHARES/DATE DESCRIPTIONFACE AMOUNT COMMISSIONCASH BOOK VALUETotal First Am Govt Ob Fd Cl Z 27,199.980.00- 27,199.9827,199.98Total Cash And Equivalents 27,199.980.00- 27,199.9827,199.98Mutual Funds-EquityTotal Ishares Core S P 500 Etf77.0002.70- 20,887.9420,887.94Total Ishares Msci Eafe Etf147.0005.15- 9,094.519,094.51PURCHASES (continued)95/296 101010101010101010101010010001010001001110100101001110110010100100110111000101011010001101100101101010101100110001001101100101100001001101001001110010001101010111000000001000000000110110100001000111011000000011100100000010111001001100110011100000111001011101001010001011000110111110001110101100011100100011111011010001111010100101011101001011011000110110101101110010111000101000101111111111111111111110/25/2018 Purchased 2626.000.91- 4,836.194,836.19Shares OfIshares Russell 2000 Growth EtfTrade Date 10/25/18Purchased Through Sanford C. Bernstein & Co., Ll26 Shares At 185.9723 USD46428764810/25/2018 Purchased 5555.0001.93- 6,599.496,599.49Shares OfIshares Russell 2000 Value EtfTrade Date 10/25/18Purchased Through Sanford C. Bernstein & Co., Ll55 Shares At 119.9557 USD46428763010/25/2018 Purchased 4343.0001.51- 6,990.546,990.54Shares OfIshares S P 500 Growth EtfTrade Date 10/25/18Purchased Through Sanford C. Bernstein & Co., Ll43 Shares At 162.5355 USD46428730910/25/2018 Purchased 8888.0003.08- 9,552.059,552.05Shares OfIshares S P 500 Value EtfTrade Date 10/25/18Purchased Through Sanford C. Bernstein & Co., Ll88 Shares At 108.511 USD464287408 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 18 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018SHARES/DATE DESCRIPTIONFACE AMOUNT COMMISSIONCASH BOOK VALUETotal Ishares Russell Mid Cap Etf27.000.95- 5,390.905,390.90Total Ishares Russell 2000 Growth Etf26.000.91- 4,836.194,836.19Total Ishares Russell 2000 Value Etf55.0001.93- 6,599.496,599.49Total Ishares S P 500 Growth Etf43.0001.51- 6,990.546,990.54PURCHASES (continued)96/296 10/25/2018 Purchased 122122.0004.27- 4,616.834,616.83Shares OfVanguard Ftse Emerging Markets EtfTrade Date 10/25/18Purchased Through Sanford C. Bernstein & Co., Ll122 Shares At 37.8079 USD92204285810/25/2018 Purchased 2626.000.91- 2,056.352,056.35Shares OfVanguard Real Estate EtfTrade Date 10/25/18Purchased Through Sanford C. Bernstein & Co., Ll26 Shares At 79.0554 USD922908553 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 19 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018SHARES/DATE DESCRIPTIONFACE AMOUNT COMMISSIONCASH BOOK VALUETotal Ishares S P 500 Value Etf88.0003.08- 9,552.059,552.05Total Vanguard Ftse Emerging Markets Etf122.0004.27- 4,616.834,616.83Total Vanguard Real Estate Etf26.000.91- 2,056.352,056.35Total Mutual Funds-Equity611.00021.41- 70,024.8070,024.80Total Purchases 27,810.98021.41- 97,224.7897,224.78PURCHASES (continued)97/296 101010101010101010101010010001011001001110100101001110110010100100110110000111011010001100100101011010101100010001101001100101100001011110001001110010000001111111000000001011100110110110100010101111011000000011100011000010111001111011000011100000110001100100001010001101110100101110001111001101111000100100111111110100011010100010110010010011010010111011011101110010001011101110101111111111111111111110/03/2018 Sold 43.7- 43.700.0043.70- 43.70.00- 43.70Units Of.00First Am Govt Ob Fd Cl ZTrade Date 10/3/1831846V56710/29/2018 Sold- 36,763.860.0036,763.86- 36,763.86.00- 36,763.8636,763.86 Units Of.00First Am Govt Ob Fd Cl ZTrade Date 10/29/1831846V56710/30/2018 Sold- 1,461.760.001,461.76- 1,461.76.00- 1,461.761,461.76 Units Of.00First Am Govt Ob Fd Cl ZTrade Date 10/30/1831846V56710/25/2018 Sold 318 - 318.00011.1333,260.94- 34,145.74- 884.80- 33,803.65Shares Of- 542.71Ishares Core U.S. Aggregate Bond EtfTrade Date 10/25/18Sold Through Sanford C. Bernstein & Co., LlPaid 11.13 USD BrokeragePaid 0.43 USD Sec Fee318 Shares At 104.6305 USD464287226 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 20 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018PRIOR MARKET /SHARES/TRANSACTIONREALIZED PRIOR MARKETDATE DESCRIPTION FACE AMOUNT COMMISSIONPROCEEDS BOOK VALUEGAIN/LOSS REALIZED GAIN/LOSSCash And EquivalentsTotal First Am Govt Ob Fd- 38,269.320.0038,269.32- 38,269.32.00- 38,269.32Cl Z.00Total Cash And- 38,269.320.0038,269.32- 38,269.32.00- 38,269.32Equivalents.00Mutual Funds-Fixed IncomeTotal Ishares Core U.S.- 318.00011.1333,260.94- 34,145.74- 884.80- 33,803.65Aggregate Bond Etf- 542.71SALES AND MATURITIES98/296 Realized gain/loss should not be used for tax purposes.10/25/2018 Sold - 656.157.006,837.16- 6,942.27- 105.11- 6,863.25656.157 Shares Of- 26.09Vanguard Short Term Invt Grade #539Trade Date 10/25/18656.157 Shares At 10.42 USD922031836 00294101 40- -01-B -62 -310-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 21 of 21ACCOUNT 6746053100 Period from October 1, 2018 to October 31, 2018PRIOR MARKET /SHARES/TRANSACTIONREALIZED PRIOR MARKETDATE DESCRIPTION FACE AMOUNT COMMISSIONPROCEEDS BOOK VALUEGAIN/LOSS REALIZED GAIN/LOSSTotal Vanguard Short Term- 656.157.006,837.16- 6,942.27- 105.11- 6,863.25Invt Grade #539- 26.09Total Mutual Funds-Fixed- 974.15711.1340,098.10- 41,088.01- 989.91- 40,666.90Income- 568.80Total Sales And- 39,243.47711.1378,367.42- 79,357.33- 989.91- 78,936.22Maturities- 568.80SALES AND MATURITIES (continued)SALES AND MATURITIES MESSAGES99/296