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11-13-2018 CC Rpt 13COUNCIL AGENDA STAFF REPORTCOUNCIL AGENDA STAFF REPORT TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS DATE: NOVEMBER 13, 2018 FROM: CITY MANAGER ITEM NO:13 SUBJECT:INVESTMENT REPORT FOR SEPTEMBER 2018 RECOMMENDATION: Receive and file the Investment Report for the month ended September 30, 2018. BACKGROUND/ANALYSIS: The Investment Report presents the City's cash and investments for the month ended September 30, 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 September 30, 2018, the City's investment portfolio had a market value of $220,925,873. ENVIRONMENTAL (CEQA) REVIEW: This proposed action is exempt from review under the California Environmental Quality Act (California Public Resources Code §§ 21000, et seq., "CEQA") and CEQA Guidelines (Title 14 California Code of Regulations §§ 15000, et seq.) because it does not involve any commitment to a specific project which could result in a potentially significant physical impact on the environment; and constitutes an organizational or administrative activity that will not result in direct or indirect physical changes in the environment. Accordingly, this action does not constitute a "project" that requires environmental review (see specifically 14 CCR § 15378(b)(4-5)). FISCAL IMPACT: None. 40/211 REVIEWED BY OTHERS: None. Respectfully Submitted,Recommended By: Attachments Investment Report - September 2018 41/211 42/211 Attachment No. 1 Description Cost Value Market Value Maturity Date % of Portfolio Funds Held by Fiscal Agents US Bank CHFA Water Revenue Bonds Series 2012 Bond Fund First American Treasury Obligations Fund Class D 16,902$ 16,902$ 1.56% 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 1.56% 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 1.56% n/a 0.00% CHFA Revenue Bonds CFD #1 Rolling Ridge Bond Fund First American Treasury Obligations Fund Class D 26 26 1.56% 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 9,491 9,491 1.56% n/a 0.00% CHFA Revenue Bonds CFD #2 Los Ranchos Bond Fund First American Treasury Obligations Fund Class D 267 267 1.56% 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 0.76% CHFA Revenue Bonds CFD #2 Los Ranchos Reserve First American Treasury Obligations Fund Class D 22,055 22,055 1.56% n/a 0.01% CHFA Revenue Bonds CFD #4 Oaks Area Bond Fund First American Treasury Obligations Fund Class D 178,598 178,598 1.56% n/a 0.08% CHFA Revenue Bonds CFD #5 Soquel Canyon Bond Fund First American Treasury Obligations Fund Class D 362 362 1.56% 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 0.90% CHFA Revenue Bonds CFD #5 Soquel Canyon Reserve First American Treasury Obligations Fund Class D 26,306 26,306 1.56% n/a 0.01% CFD #6 (Carbon Canyon Area) Special Tax Series 2006 Bond Fund First American Treasury Obligations Fund Class D 27 27 1.54% 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 15,982 15,982 1.56% n/a 0.01% CHFA Revenue Bonds CFD #8 (Butterfield Area) Bond Fund First American Treasury Obligations Fund Class D 79,243 79,243 1.56% n/a 0.04% Reassessment District 10-1 LOIB Redemption First American Treasury Obligations Fund Class D 71 71 1.57% n/a 0.00% Reassessment District 10-1 LOIB Reserve First American Treasury Obligations Fund Class D 13,710 13,710 1.56% 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 6,345 6,345 1.56% 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 0.22% CFD #9 (Rincon Village Area) Special Tax Refunding Series 2011 Interest First American Treasury Obligations Fund Class D 8 8 1.61% n/a 0.00% CFD #9 (Rincon Village Area) Special Tax Refunding Series 2011 Principal First American Treasury Obligations Fund Class D 104 104 1.56% n/a 0.00% CFD #10 (Fairfield Ranch) Special Tax Refunding Series 2010 Improvement First American Treasury Obligations Fund Class D 146,468 146,468 1.56% n/a 0.07% CFD #10 (Fairfield Ranch) Special Tax Refunding Series 2010 Bond First American Treasury Obligations Fund Class D 86 86 1.56% n/a 0.00% CFD #10 (Fairfield Ranch) Special Tax Refunding Series 2010 Interest First American Treasury Obligations Fund Class D 39 39 1.56% n/a 0.00% CFD #10 (Fairfield Ranch) Special Tax Refunding Series 2010 Principal First American Treasury Obligations Fund Class D 106 106 1.56% 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 0.44% Total Funds Held by Fiscal Agents 8,389,348$ 8,389,348$ 3.81% Funds Held by Fiscal Agents Supplemental Interest/ Yield to Maturity 43/211 MONTHLY ACCOUNT STATEMENT City of Chino Hills - Account #10150 SEPTEMBER 1, 2018 THROUGH SEPTEMBER 30, 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 44/211 ACCOUNT SUMMARY Beg. Values as of 8/31/18 End Values as of 9/30/18 Market Value 195,059,821 194,676,829 Accrued Interest 824,256 860,548 Total Market Value 195,884,077 195,537,377 Income Earned 318,961 340,933 Cont/WD -11,419 Par 198,923,745 199,211,461 Book Value 198,270,264 198,563,486 Cost Value 198,098,157 198,375,320 TOP ISSUERS Government of United States 22.9% Federal National Mortgage Assoc 17.0% Federal Home Loan Mortgage Corp 11.5% Federal Home Loan Bank 7.7% John Deere ABS 2.7% Honda ABS 2.0% Toyota ABS 1.8% State Street Bank 1.6% Total 67.2% PORTFOLIO CHARACTERISTICS Average Modified Duration 2.34 Average Coupon 1.92% Average Purchase YTM 2.05% Average Market YTM 2.92% Average S&P/Moody Rating AA/Aa1 Average Final Maturity 2.60 yrs Average Life 2.45 yrs CREDIT QUALITY (S&P)MATURITY DISTRIBUTIONSECTOR ALLOCATION Portfolio Summary As of September 30, 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 -0.17%0.28%0.08%-0.22%0.13%0.70%1.01%N/A 1.01% ICE BAML 1-5 Yr US Treasury/Agency Index*-0.27%0.07%-0.18%-0.55%-0.29%0.30%0.74%N/A 0.74% *ICE BAML 1-3 Yr US Treasury/Agency Index to 7/31/12 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 1 45/211 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 September 30, 2018Assets managed by Chandler Asset Management are in full compliance with state law and the Client's investment policy.Statement of Compliance46/211 BOOK VALUE RECONCILIATION BEGINNING BOOK VALUE $198,270,263.97 Acquisition + Security Purchases $988,320.31 + Money Market Fund Purchases $1,000,615.16 + Money Market Contributions $0.00 + Security Contributions $0.00 + Security Transfers $0.00 Total Acquisitions $1,988,935.47 Dispositions - Security Sales $0.00 - Money Market Fund Sales $988,778.92 - MMF Withdrawals $11,419.13 - Security Withdrawals $0.00 - Security Transfers $0.00 - Other Dispositions $0.00 - Maturites $0.00 - Calls $0.00 - Principal Paydowns $712,701.74 Total Dispositions $1,712,899.79 Amortization/Accretion +/- Net Accretion $17,186.74 $17,186.74 Gain/Loss on Dispositions +/- Realized Gain/Loss $0.00 $0.00 ENDING BOOK VALUE $198,563,486.39 CASH TRANSACTION SUMMARY BEGINNING BALANCE $142,998.47 Acquisition Contributions $0.00 Security Sale Proceeds $0.00 Accrued Interest Received $0.00 Interest Received $281,973.20 Dividend Received $5,940.22 Principal on Maturities $0.00 Interest on Maturities $0.00 Calls/Redemption (Principal)$0.00 Interest from Calls/Redemption $0.00 Principal Paydown $712,701.74 Total Acquisitions $1,000,615.16 Dispositions Withdrawals $11,419.13 Security Purchase $988,320.31 Accrued Interest Paid $458.61 Total Dispositions $1,000,198.05 ENDING BOOK VALUE $143,415.58 Reconciliation Summary As of September 30, 2018 City of Chino Hills Account #10150 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 3 47/211 Holdings Report As of September 30, 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 123,368.67 03/07/2017 1.43% 123,356.76 123,364.11 99.93 2.56% 123,286.91 77.86 0.06% (77.20) Aaa / AAA NR 0.96 0.06 47787XAB3 John Deere Owner Trust 2017-A A2 1.5% Due 10/15/2019 103,272.76 02/22/2017 1.50% 103,272.35 103,272.60 99.93 2.65% 103,199.53 68.85 0.05% (73.07) Aaa / NR AAA 1.04 0.06 654747AB0 Nissan Auto Receivables 2017-A A2A 1.47% Due 1/15/2020 180,911.47 03/21/2017 1.47% 180,910.54 180,911.04 99.87 2.46% 180,676.57 118.20 0.09% (234.47) Aaa / NR AAA 1.29 0.13 47788MAC4 John Deere Owner Trust 2016-A A3 1.36% Due 4/15/2020 337,544.55 02/23/2016 1.37% 337,491.43 337,524.71 99.68 2.62% 336,456.92 204.03 0.17% (1,067.79) Aaa / NR AAA 1.54 0.26 47788BAB0 John Deere Owner Trust 2017-B A2A 1.59% Due 4/15/2020 1,135,816.18 Various 1.79% 1,133,836.73 1,134,522.94 99.74 2.58% 1,132,842.12 802.64 0.58% (1,680.82) Aaa / NR AAA 1.54 0.26 89237RAB4 Toyota Auto Receivable 2017-C A2A 1.58% Due 7/15/2020 1,118,763.36 07/25/2017 1.59% 1,118,752.73 1,118,756.92 99.60 2.61% 1,114,246.83 785.62 0.57% (4,510.09) Aaa / AAA NR 1.79 0.39 89238BAB8 Toyota Auto Receivables Owner 2018-A A2A 2.1% Due 10/15/2020 2,380,000.00 01/23/2018 2.12% 2,379,756.76 2,379,816.59 99.70 2.70% 2,372,919.50 2,221.33 1.21% (6,897.09) Aaa / AAA NR 2.04 0.50 65478VAD9 NAROT 2016-B A3 1.32% Due 1/15/2021 1,593,368.14 12/06/2017 1.73% 1,583,259.58 1,585,907.06 99.22 2.77% 1,580,920.73 233.70 0.81% (4,986.33) Aaa / NR AAA 2.30 0.54 161571HF4 Chase CHAIT 2016-A5 1.27% Due 7/15/2021 1,000,000.00 09/27/2018 2.11% 988,320.31 988,354.63 98.87 2.75% 988,702.00 564.44 0.51% 347.37 NR / AAA AAA 2.79 0.77 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 2,219,493.78 98.74 2.91% 2,221,749.00 1,680.00 1.14% 2,255.22 Aaa / AAA NR 2.88 1.03 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 1,134,101.12 98.63 3.01% 1,129,311.15 926.18 0.58% (4,789.97) Aaa / NR AAA 3.04 1.16 47788CAC6 John Deere Owner Trust 2016-B A4 2.66% Due 4/18/2022 620,000.00 02/21/2018 2.68% 619,955.42 619,961.77 99.27 3.13% 615,452.92 732.98 0.32% (4,508.85) Aaa / NR AAA 3.55 1.62 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 1,679,774.89 99.67 3.12% 1,674,477.84 1,376.67 0.86% (5,297.05) Aaa / NR AAA 3.90 2.10 02587AAJ3 American Express Credit 2017-1 1.93% Due 9/15/2022 925,000.00 06/21/2018 2.92% 910,619.14 911,532.51 98.61 2.98% 912,176.72 793.44 0.47% 644.21 Aaa / NR AAA 3.96 1.33 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 4 48/211 Holdings Report As of September 30, 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 1,909,861.47 99.83 3.18% 1,906,808.35 2,614.58 0.98% (3,053.12) Aaa / NR AAA 4.13 2.11 Total ABS 16,503,045.13 2.37% 16,417,113.25 16,427,156.14 2.87% 16,393,227.09 13,200.52 8.39% (33,929.05) Aaa / AAA AAA 2.81 1.04 AGENCY 3137EADK2 FHLMC Note 1.25% Due 8/1/2019 1,075,000.00 Various 1.81% 1,047,258.33 1,070,264.52 98.91 2.58% 1,063,254.55 2,239.58 0.54% (7,009.97) Aaa / AA+ AAA 0.84 0.82 3135G0ZG1 FNMA Note 1.75% Due 9/12/2019 1,900,000.00 10/07/2014 1.80% 1,895,725.00 1,899,178.25 99.18 2.63% 1,884,351.60 1,754.86 0.96% (14,826.65) Aaa / AA+ AAA 0.95 0.93 3137EADM8 FHLMC Note 1.25% Due 10/2/2019 2,500,000.00 09/30/2015 1.31% 2,494,100.00 2,498,523.99 98.62 2.65% 2,465,552.50 15,538.19 1.27% (32,971.49) Aaa / AA+ AAA 1.01 0.98 3137EAEE5 FHLMC Note 1.5% Due 1/17/2020 3,150,000.00 02/14/2017 1.61% 3,140,487.00 3,145,778.94 98.44 2.73% 3,100,856.85 9,712.50 1.59% (44,922.09) Aaa / AA+ AAA 1.30 1.27 3135G0A78 FNMA Note 1.625% Due 1/21/2020 3,500,000.00 12/08/2017 1.88% 3,481,485.00 3,488,545.19 98.58 2.74% 3,450,191.50 11,059.03 1.77% (38,353.69) Aaa / AA+ AAA 1.31 1.28 3137EADR7 FHLMC Note 1.375% Due 5/1/2020 2,550,000.00 Various 1.59% 2,525,807.60 2,541,739.01 97.82 2.79% 2,494,461.00 14,609.37 1.28% (47,278.01) Aaa / AA+ AAA 1.59 1.54 313383HU8 FHLB Note 1.75% Due 6/12/2020 2,500,000.00 09/15/2015 1.66% 2,510,425.00 2,503,733.97 98.19 2.84% 2,454,852.50 13,246.53 1.26% (48,881.47) Aaa / AA+ NR 1.70 1.65 3135G0D75 FNMA Note 1.5% Due 6/22/2020 2,625,000.00 09/29/2015 1.49% 2,626,417.50 2,625,517.10 97.86 2.77% 2,568,951.00 10,828.13 1.32% (56,566.10) Aaa / AA+ AAA 1.73 1.68 3137EAEK1 FHLMC Note 1.875% Due 11/17/2020 3,350,000.00 11/21/2017 1.96% 3,341,319.58 3,343,809.93 98.00 2.85% 3,283,073.70 23,380.21 1.69% (60,736.23) Aaa / AA+ AAA 2.13 2.05 3135G0F73 FNMA Note 1.5% Due 11/30/2020 2,700,000.00 12/16/2015 1.90% 2,648,970.00 2,677,699.04 97.19 2.85% 2,624,127.30 13,612.50 1.35% (53,571.74) Aaa / AA+ AAA 2.17 2.10 3130A7CV5 FHLB Note 1.375% Due 2/18/2021 2,235,000.00 02/17/2016 1.46% 2,225,970.60 2,230,695.34 96.58 2.87% 2,158,457.96 3,670.68 1.11% (72,237.38) Aaa / AA+ AAA 2.39 2.32 3135G0J20 FNMA Note 1.375% Due 2/26/2021 3,500,000.00 Various 1.59% 3,472,861.80 3,482,586.80 96.54 2.87% 3,378,914.00 4,678.82 1.73% (103,672.80) Aaa / AA+ AAA 2.41 2.34 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 5 49/211 Holdings Report As of September 30, 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 3135G0K69 FNMA Note 1.25% Due 5/6/2021 2,875,000.00 Various 1.29% 2,869,786.50 2,872,255.23 95.94 2.88% 2,758,177.25 14,474.83 1.42% (114,077.98) Aaa / AA+ AAA 2.60 2.52 313379RB7 FHLB Note 1.875% Due 6/11/2021 1,695,000.00 08/30/2017 1.67% 1,707,780.30 1,704,112.91 97.39 2.89% 1,650,753.72 9,710.94 0.85% (53,359.19) Aaa / AA+ AAA 2.70 2.59 3130A8QS5 FHLB Note 1.125% Due 7/14/2021 2,800,000.00 07/22/2016 1.29% 2,778,272.00 2,787,825.14 95.35 2.87% 2,669,934.40 6,737.50 1.37% (117,890.74) Aaa / AA+ AAA 2.79 2.71 3137EAEC9 FHLMC Note 1.125% Due 8/12/2021 3,200,000.00 09/26/2016 1.28% 3,176,448.00 3,186,159.89 95.17 2.89% 3,045,280.00 4,900.00 1.56% (140,879.89) Aaa / AA+ AAA 2.87 2.78 3135G0N82 FNMA Note 1.25% Due 8/17/2021 3,200,000.00 09/28/2016 1.28% 3,195,072.00 3,197,095.16 95.52 2.88% 3,056,752.00 4,888.89 1.57% (140,343.16) Aaa / AA+ AAA 2.88 2.79 3130AABG2 FHLB Note 1.875% Due 11/29/2021 3,375,000.00 02/27/2017 1.89% 3,373,110.00 3,373,741.82 96.87 2.92% 3,269,473.88 21,445.31 1.68% (104,267.94) Aaa / AA+ AAA 3.17 3.02 3135G0S38 FNMA Note 2% Due 1/5/2022 3,400,000.00 Various 2.02% 3,396,588.25 3,397,748.28 97.11 2.93% 3,301,848.80 16,244.45 1.70% (95,899.48) Aaa / AA+ AAA 3.27 3.11 3135G0T45 FNMA Note 1.875% Due 4/5/2022 3,485,000.00 06/19/2017 1.88% 3,484,473.77 3,484,614.50 96.47 2.94% 3,361,867.98 31,945.83 1.74% (122,746.52) Aaa / AA+ AAA 3.52 3.33 3135G0T78 FNMA Note 2% Due 10/5/2022 3,500,000.00 12/08/2017 2.22% 3,465,595.00 3,471,345.47 96.19 3.01% 3,366,804.00 34,222.22 1.74% (104,541.47) Aaa / AA+ AAA 4.02 3.78 3130A3KM5 FHLB Note 2.5% Due 12/9/2022 2,750,000.00 12/15/2017 2.25% 2,782,010.00 2,776,953.94 98.10 2.99% 2,697,684.00 21,388.89 1.39% (79,269.94) Aaa / AA+ NR 4.19 3.91 3135G0T94 FNMA Note 2.375% Due 1/19/2023 3,500,000.00 04/11/2018 2.71% 3,448,410.00 3,453,500.92 97.49 3.00% 3,412,034.50 16,625.00 1.75% (41,466.42) Aaa / AA+ AAA 4.31 4.03 3137EAEN5 FHLMC Note 2.75% Due 6/19/2023 3,750,000.00 07/20/2018 2.86% 3,731,175.00 3,731,910.35 98.77 3.03% 3,703,897.50 31,510.42 1.91% (28,012.85) Aaa / AA+ AAA 4.72 4.35 Total Agency 69,115,000.00 1.81% 68,819,548.23 68,945,335.69 2.87% 67,221,552.49 338,424.68 34.55% (1,723,783.20) Aaa / AA+ AAA 2.66 2.54 CMO 3137B5JM6 FHLMC K034 A2 3.531% Due 7/25/2023 3,100,000.00 08/28/2018 3.03% 3,165,753.91 3,164,614.52 101.25 3.21% 3,138,805.80 9,121.75 1.61% (25,808.72) NR / NR AAA 4.82 4.30 Total CMO 3,100,000.00 3.03% 3,165,753.91 3,164,614.52 3.21% 3,138,805.80 9,121.75 1.61% (25,808.72) NR / NR AAA 4.82 4.30 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 6 50/211 Holdings Report As of September 30, 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 143,415.58 Various 1.52% 143,415.58 143,415.58 1.00 1.52% 143,415.58 0.00 0.07% 0.00 Aaa / AAA AAA 0.00 0.00 Total Money Market Fund FI 143,415.58 1.52% 143,415.58 143,415.58 1.52% 143,415.58 0.00 0.07% 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 44,258.13 1.43% 0.00 P-1 / A-1 F-1+ 0.10 0.10 Total Negotiable CD 2,760,000.00 1.76% 2,760,000.00 2,760,000.00 1.76% 2,760,000.00 44,258.13 1.43% 0.00 P-1 / A-1 F-1+ 0.10 0.10 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 2,469,897.81 98.42 2.96% 2,460,377.50 10,312.50 1.26% (9,520.31) Aaa / AAA NR 2.32 2.23 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 2,875,560.89 95.18 3.05% 2,855,514.00 2,479.17 1.46% (20,046.89) NR / NR AAA 3.96 3.77 Total Supranational 5,500,000.00 2.83% 5,340,925.00 5,345,458.70 3.01% 5,315,891.50 12,791.67 2.73% (29,567.20) Aaa / AAA AAA 3.20 3.06 US CORPORATE 02665WAC5 American Honda Finance Note 2.125% Due 10/10/2018 1,770,000.00 Various 1.85% 1,787,921.40 1,770,117.43 99.99 2.57% 1,769,769.90 17,865.94 0.91% (347.53) A2 / A+ NR 0.03 0.03 74005PBH6 Praxair Note 1.25% Due 11/7/2018 1,400,000.00 01/08/2015 1.68% 1,377,978.00 1,399,415.48 99.85 2.73% 1,397,859.40 7,000.00 0.72% (1,556.08) A2 / A NR 0.10 0.10 91159HHE3 US Bancorp Callable Note Cont 10/15/2018 1.95% Due 11/15/2018 140,000.00 02/12/2014 1.90% 140,296.80 140,002.44 99.94 2.42% 139,914.60 1,031.33 0.07% (87.84) A1 / A+ AA- 0.13 0.12 24422ESF7 John Deere Capital Corp Note 1.95% Due 12/13/2018 1,095,000.00 Various 1.78% 1,100,497.65 1,095,361.15 99.90 2.45% 1,093,874.34 6,405.75 0.56% (1,486.81) A2 / A A 0.20 0.20 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 7 51/211 Holdings Report As of September 30, 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 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 1,001,026.71 99.90 2.63% 999,013.00 4,919.44 0.51% (2,013.71) A2 / A A 0.29 0.29 17275RAR3 Cisco Systems Note 2.125% Due 3/1/2019 2,230,000.00 Various 1.67% 2,256,499.90 2,234,128.55 99.85 2.48% 2,226,630.48 3,948.95 1.14% (7,498.07) A1 / AA- NR 0.42 0.42 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 1,701,944.03 99.75 2.64% 1,695,770.40 16,206.66 0.88% (6,173.63) A1 / A+ AA- 0.57 0.56 40434CAC9 HSBC USA Inc Note 2.25% Due 6/23/2019 2,200,000.00 06/20/2017 1.99% 2,211,242.00 2,204,081.00 99.67 2.71% 2,192,647.60 13,475.00 1.13% (11,433.40) A2 / A AA- 0.73 0.72 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 1,816,604.97 99.52 2.82% 1,806,215.40 2,319.16 0.92% (10,389.57) A1 / A AA- 0.95 0.93 94974BGF1 Wells Fargo Corp Note 2.15% Due 1/30/2020 2,025,000.00 Various 2.15% 2,024,153.60 2,025,021.43 98.82 3.06% 2,001,030.08 7,377.18 1.03% (23,991.35) A2 / A- A+ 1.33 1.30 22160KAG0 Costco Wholesale Corp Note 1.75% Due 2/15/2020 900,000.00 02/05/2015 1.77% 899,055.00 899,739.92 98.38 2.96% 885,446.10 2,012.50 0.45% (14,293.82) A1 / A+ A+ 1.38 1.34 747525AD5 Qualcomm Inc Note 2.25% Due 5/20/2020 1,930,000.00 Various 2.36% 1,918,856.25 1,926,920.47 98.69 3.07% 1,904,740.16 15,801.88 0.98% (22,180.31) A2 / A- NR 1.64 1.58 437076BQ4 Home Depot Note 1.8% Due 6/5/2020 875,000.00 05/24/2017 1.82% 874,492.50 874,716.15 98.40 2.78% 861,013.13 5,075.00 0.44% (13,703.02) A2 / A A 1.68 1.63 857477AS2 State Street Bank Note 2.55% Due 8/18/2020 1,750,000.00 01/21/2016 2.17% 1,778,420.00 1,761,719.41 99.23 2.97% 1,736,514.50 5,330.21 0.89% (25,204.91) A1 / A AA- 1.88 1.82 594918BG8 Microsoft Callable Note Cont. 10/03/20 2% Due 11/3/2020 1,025,000.00 Various 1.99% 1,025,086.50 1,025,098.50 98.23 2.88% 1,006,855.45 8,427.78 0.52% (18,243.05) Aaa / AAA AA+ 2.10 2.01 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 2,480,562.41 98.18 3.21% 2,429,979.75 23,402.50 1.25% (50,582.66) A3 / A A 2.10 2.00 92826CAB8 Visa Inc Note 2.2% Due 12/14/2020 1,800,000.00 Various 1.60% 1,845,865.00 1,822,723.98 98.27 3.02% 1,768,852.80 11,770.00 0.91% (53,871.18) A1 / A+ NR 2.21 2.12 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 2,532,103.41 98.37 3.24% 2,483,789.48 12,625.00 1.28% (48,313.93) Aa2 / AA- AA 2.31 2.21 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 1,805,310.59 98.01 3.08% 1,759,331.55 3,323.74 0.90% (45,979.04) Aaa / AA+ NR 2.42 2.33 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 8 52/211 Holdings Report As of September 30, 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 369550BE7 General Dynamics Corp Note 3% Due 5/11/2021 2,390,000.00 Various 3.25% 2,373,224.70 2,375,342.95 99.47 3.21% 2,377,218.28 27,883.34 1.23% 1,875.33 A2 / A+ NR 2.61 2.47 22160KAJ4 Costco Wholesale Corp Note 2.15% Due 5/18/2021 1,000,000.00 08/14/2017 2.01% 1,005,170.00 1,003,622.77 97.82 3.02% 978,240.00 7,943.06 0.50% (25,382.77) A1 / A+ A+ 2.63 2.52 857477AV5 State Street Bank Note 1.95% Due 5/19/2021 1,420,000.00 Various 2.33% 1,403,476.60 1,406,328.51 96.75 3.25% 1,373,869.88 10,153.00 0.71% (32,458.63) A1 / A AA- 2.64 2.52 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 1,224,170.14 95.98 3.03% 1,175,786.85 2,795.38 0.60% (48,383.29) Aaa / AAA AA+ 2.86 2.76 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 2,529,220.20 96.55 3.13% 2,476,571.63 2,166.00 1.27% (52,648.57) A1 / AA- A+ 2.96 2.84 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 1,770,944.24 97.98 3.31% 1,714,709.50 10,949.65 0.88% (56,234.74) A2 / A A 3.27 3.08 89236TDP7 Toyota Motor Credit Corp Note 2.6% Due 1/11/2022 2,000,000.00 Various 3.04% 1,968,104.46 1,972,683.33 97.85 3.30% 1,956,926.00 11,555.55 1.01% (15,757.33) Aa3 / AA- A 3.28 3.10 91159HHP8 US Bancorp Callable Cont 12/23/2021 2.625% Due 1/24/2022 1,000,000.00 01/19/2017 2.66% 998,280.00 998,859.30 97.76 3.34% 977,605.00 4,885.42 0.50% (21,254.30) A1 / A+ AA- 3.32 3.13 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 2,298,069.01 97.30 3.42% 2,286,472.45 28,173.89 1.18% (11,596.56) A3 / A A 3.54 3.31 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 2,364,837.27 96.25 3.50% 2,276,331.42 10,139.94 1.17% (88,505.85) A2 / A A+ 3.83 3.60 44932HAC7 IBM Credit Corp Note 2.2% Due 9/8/2022 2,400,000.00 Various 2.63% 2,354,504.00 2,361,956.46 95.68 3.38% 2,296,411.20 3,373.33 1.18% (65,545.26) A1 / A+ A+ 3.94 3.72 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 2,375,819.66 97.40 3.63% 2,337,516.00 15,058.14 1.20% (38,303.66) A3 / A- AA- 4.30 3.96 02665WCJ8 American Honda Finance Note 3.45% Due 7/14/2023 755,000.00 07/11/2018 3.49% 753,693.85 753,748.99 99.85 3.48% 753,850.14 5,426.56 0.39% 101.15 A2 / A+ NR 4.79 4.35 69371RP59 Paccar Financial Corp Note 3.4% Due 8/9/2023 1,910,000.00 08/06/2018 3.41% 1,909,216.90 1,909,239.63 99.54 3.50% 1,901,164.34 9,380.22 0.98% (8,075.29) A1 / A+ NR 4.86 4.42 Total US Corporate 55,980,000.00 2.35% 55,927,126.73 55,861,440.49 3.08% 55,041,920.81 318,201.50 28.31% (819,519.68) A1 / A+ A+ 2.29 2.16 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 9 53/211 Holdings Report As of September 30, 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 2,392,606.61 98.06 2.74% 2,353,500.00 5,054.35 1.21% (39,106.61) Aaa / AA+ AAA 1.34 1.31 912828J84 US Treasury Note 1.375% Due 3/31/2020 2,250,000.00 10/23/2015 1.35% 2,252,204.80 2,250,745.38 97.97 2.77% 2,204,298.00 84.99 1.13% (46,447.38) Aaa / AA+ AAA 1.50 1.47 912828VF4 US Treasury Note 1.375% Due 5/31/2020 2,350,000.00 07/10/2015 1.62% 2,323,478.58 2,340,961.31 97.70 2.80% 2,295,931.20 10,859.12 1.18% (45,030.11) Aaa / AA+ AAA 1.67 1.62 912828XM7 US Treasury Note 1.625% Due 7/31/2020 2,500,000.00 02/27/2017 1.57% 2,504,695.88 2,502,515.25 97.88 2.82% 2,447,070.00 6,844.43 1.25% (55,445.25) Aaa / AA+ AAA 1.84 1.78 912828L32 US Treasury Note 1.375% Due 8/31/2020 3,500,000.00 12/11/2017 1.91% 3,451,054.69 3,465,496.76 97.32 2.82% 3,406,210.50 4,121.20 1.74% (59,286.26) Aaa / AA+ AAA 1.92 1.87 912828L99 US Treasury Note 1.375% Due 10/31/2020 2,650,000.00 11/23/2015 1.71% 2,608,499.12 2,632,483.54 97.06 2.84% 2,572,052.90 15,248.30 1.32% (60,430.64) Aaa / AA+ AAA 2.09 2.02 912828N89 US Treasury Note 1.375% Due 1/31/2021 3,200,000.00 Various 1.48% 3,186,303.70 3,192,471.78 96.67 2.86% 3,093,376.00 7,413.04 1.59% (99,095.78) Aaa / AA+ AAA 2.34 2.27 912828B90 US Treasury Note 2% Due 2/28/2021 2,150,000.00 Various 1.55% 2,194,878.30 2,172,595.91 98.00 2.86% 2,106,916.15 3,682.32 1.08% (65,679.76) Aaa / AA+ AAA 2.42 2.33 912828Q37 US Treasury Note 1.25% Due 3/31/2021 3,200,000.00 Various 1.59% 3,155,350.56 3,173,679.34 96.14 2.86% 3,076,624.00 109.89 1.57% (97,055.34) Aaa / AA+ AAA 2.50 2.43 912828T34 US Treasury Note 1.125% Due 9/30/2021 3,200,000.00 11/09/2016 1.48% 3,145,885.73 3,166,803.85 94.97 2.89% 3,039,001.60 98.90 1.55% (127,802.25) Aaa / AA+ AAA 3.00 2.91 912828F96 US Treasury Note 2% Due 10/31/2021 2,800,000.00 01/27/2017 1.94% 2,807,337.51 2,804,761.98 97.39 2.89% 2,726,827.60 23,434.78 1.41% (77,934.38) Aaa / AA+ AAA 3.09 2.94 912828J43 US Treasury Note 1.75% Due 2/28/2022 3,610,000.00 03/13/2017 2.14% 3,544,721.85 3,565,087.48 96.26 2.91% 3,474,906.58 5,410.01 1.78% (90,180.90) Aaa / AA+ AAA 3.42 3.28 912828XG0 US Treasury Note 2.125% Due 6/30/2022 3,600,000.00 08/15/2017 1.82% 3,651,058.94 3,639,284.94 97.19 2.92% 3,498,750.00 19,332.88 1.80% (140,534.94) Aaa / AA+ AAA 3.75 3.55 912828L24 US Treasury Note 1.875% Due 8/31/2022 1,250,000.00 09/26/2017 1.87% 1,250,541.30 1,250,430.27 96.11 2.93% 1,201,416.25 2,007.08 0.62% (49,014.02) Aaa / AA+ AAA 3.92 3.73 912828L57 US Treasury Note 1.75% Due 9/30/2022 3,600,000.00 10/17/2017 1.99% 3,560,062.50 3,567,749.59 95.56 2.93% 3,440,109.60 173.08 1.76% (127,639.99) Aaa / AA+ AAA 4.00 3.82 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 10 54/211 Holdings Report As of September 30, 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 3,798,391.28 96.75 2.94% 3,725,025.15 20,675.44 1.92% (73,366.13) Aaa / AA+ AAA 4.25 4.00 Total US Treasury 46,110,000.00 1.78% 45,801,436.97 45,916,065.27 2.87% 44,662,015.53 124,549.81 22.90% (1,254,049.74) Aaa / AA+ AAA 2.77 2.66 TOTAL PORTFOLIO 199,211,460.71 2.05% 198,375,319.67 198,563,486.39 2.92% 194,676,828.80 860,548.06 100.00% (3,886,657.59) Aa1 / AA AAA 2.60 2.34 TOTAL MARKET VALUE PLUS ACCRUED 195,537,376.86 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 11 55/211 Transaction Ledger As of September 30, 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 09/01/2018 31846V401 43,636.20 First American Govt Obligation MMKT Class-D 1.000 1.38%43,636.20 0.00 43,636.20 0.00 Purchase 09/04/2018 31846V401 5,940.22 First American Govt Obligation MMKT Class-D 1.000 1.38%5,940.22 0.00 5,940.22 0.00 Purchase 09/08/2018 31846V401 26,400.00 First American Govt Obligation MMKT Class-D 1.000 1.38%26,400.00 0.00 26,400.00 0.00 Purchase 09/11/2018 31846V401 20,872.50 First American Govt Obligation MMKT Class-D 1.000 1.38%20,872.50 0.00 20,872.50 0.00 Purchase 09/12/2018 31846V401 16,625.00 First American Govt Obligation MMKT Class-D 1.000 1.38%16,625.00 0.00 16,625.00 0.00 Purchase 09/14/2018 31846V401 26,250.00 First American Govt Obligation MMKT Class-D 1.000 1.38%26,250.00 0.00 26,250.00 0.00 Purchase 09/15/2018 31846V401 24,367.50 First American Govt Obligation MMKT Class-D 1.000 1.38%24,367.50 0.00 24,367.50 0.00 Purchase 09/17/2018 31846V401 1,487.71 First American Govt Obligation MMKT Class-D 1.000 1.38%1,487.71 0.00 1,487.71 0.00 Purchase 09/17/2018 31846V401 3,150.00 First American Govt Obligation MMKT Class-D 1.000 1.38%3,150.00 0.00 3,150.00 0.00 Purchase 09/17/2018 31846V401 57,635.64 First American Govt Obligation MMKT Class-D 1.000 1.38%57,635.64 0.00 57,635.64 0.00 Purchase 09/17/2018 31846V401 140,640.33 First American Govt Obligation MMKT Class-D 1.000 1.38%140,640.33 0.00 140,640.33 0.00 Purchase 09/17/2018 31846V401 1,736.58 First American Govt Obligation MMKT Class-D 1.000 1.38%1,736.58 0.00 1,736.58 0.00 Purchase 09/17/2018 31846V401 1,374.33 First American Govt Obligation MMKT Class-D 1.000 1.38%1,374.33 0.00 1,374.33 0.00 Purchase 09/17/2018 31846V401 8,170.56 First American Govt Obligation MMKT Class-D 1.000 1.38%8,170.56 0.00 8,170.56 0.00 Purchase 09/17/2018 31846V401 56,120.80 First American Govt Obligation MMKT Class-D 1.000 1.38%56,120.80 0.00 56,120.80 0.00 Purchase 09/17/2018 31846V401 53,490.38 First American Govt Obligation MMKT Class-D 1.000 1.38%53,490.38 0.00 53,490.38 0.00 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 12 56/211 Transaction Ledger As of September 30, 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 09/17/2018 31846V401 138,249.36 First American Govt Obligation MMKT Class-D 1.000 1.38%138,249.36 0.00 138,249.36 0.00 Purchase 09/17/2018 31846V401 122,292.00 First American Govt Obligation MMKT Class-D 1.000 1.38%122,292.00 0.00 122,292.00 0.00 Purchase 09/17/2018 31846V401 4,165.00 First American Govt Obligation MMKT Class-D 1.000 1.38%4,165.00 0.00 4,165.00 0.00 Purchase 09/17/2018 31846V401 83,796.60 First American Govt Obligation MMKT Class-D 1.000 1.38%83,796.60 0.00 83,796.60 0.00 Purchase 09/21/2018 31846V401 66,957.62 First American Govt Obligation MMKT Class-D 1.000 1.38%66,957.62 0.00 66,957.62 0.00 Purchase 09/21/2018 31846V401 3,166.33 First American Govt Obligation MMKT Class-D 1.000 1.38%3,166.33 0.00 3,166.33 0.00 Purchase 09/25/2018 31846V401 9,121.75 First American Govt Obligation MMKT Class-D 1.000 1.38%9,121.75 0.00 9,121.75 0.00 Purchase 09/28/2018 161571HF4 1,000,000.00 Chase CHAIT 2016-A5 1.27% Due 7/15/2021 98.832 2.11%988,320.31 458.61 988,778.92 0.00 Purchase 09/30/2018 31846V401 84,968.75 First American Govt Obligation MMKT Class-D 1.000 1.52%84,968.75 0.00 84,968.75 0.00 Subtotal 2,000,615.16 1,988,935.47 458.61 1,989,394.08 0.00 TOTAL ACQUISITIONS 2,000,615.16 1,988,935.47 458.61 1,989,394.08 0.00 DISPOSITIONS Sale 09/28/2018 31846V401 988,778.92 First American Govt Obligation MMKT Class-D 1.000 1.52%988,778.92 0.00 988,778.92 0.00 Subtotal 988,778.92 988,778.92 0.00 988,778.92 0.00 Paydown 09/17/2018 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 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 13 57/211 Transaction Ledger As of September 30, 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 09/17/2018 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 09/17/2018 47787XAB3 57,434.76 John Deere Owner Trust 2017-A A2 1.5% Due 10/15/2019 100.000 57,434.76 200.88 57,635.64 0.00 Paydown 09/17/2018 47788BAB0 138,951.26 John Deere Owner Trust 2017-B A2A 1.59% Due 4/15/2020 100.000 138,951.26 1,689.07 140,640.33 0.00 Paydown 09/17/2018 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 09/17/2018 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 Paydown 09/17/2018 47788EAC2 0.00 John Deere Owner Trust 2018-B A3 3.08% Due 11/15/2022 100.000 0.00 8,170.56 8,170.56 0.00 Paydown 09/17/2018 47788MAC4 55,675.15 John Deere Owner Trust 2016-A A3 1.36% Due 4/15/2020 100.000 55,675.15 445.65 56,120.80 0.00 Paydown 09/17/2018 654747AB0 53,203.59 Nissan Auto Receivables 2017-A A2A 1.47% Due 1/15/2020 100.000 53,203.59 286.79 53,490.38 0.00 Paydown 09/17/2018 65478VAD9 136,346.67 NAROT 2016-B A3 1.32% Due 1/15/2021 100.000 136,346.67 1,902.69 138,249.36 0.00 Paydown 09/17/2018 89237RAB4 120,660.09 Toyota Auto Receivable 2017-C A2A 1.58% Due 7/15/2020 100.000 120,660.09 1,631.91 122,292.00 0.00 Paydown 09/17/2018 89238BAB8 0.00 Toyota Auto Receivables Owner 2018-A A2A 2.1% Due 10/15/2020 100.000 0.00 4,165.00 4,165.00 0.00 Paydown 09/17/2018 89238MAB4 83,551.74 Toyota Auto Receivables Owner 2017-A 1.42% Due 9/16/2019 100.000 83,551.74 244.86 83,796.60 0.00 Paydown 09/21/2018 43814TAB8 66,878.48 Honda Auto Receivables 2017-1 A2 1.42% Due 7/22/2019 100.000 66,878.48 79.14 66,957.62 0.00 Paydown 09/21/2018 43815HAC1 0.00 Honda Auto Receivables Owner 2018-3 A3 2.95% Due 8/22/2022 100.000 0.00 3,166.33 3,166.33 0.00 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 14 58/211 Transaction Ledger As of September 30, 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 09/25/2018 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 712,701.74 712,701.74 38,853.25 751,554.99 0.00 Security Withdrawal 09/07/2018 31846V401 11,314.96 First American Govt Obligation MMKT Class-D 1.000 11,314.96 0.00 11,314.96 0.00 Security Withdrawal 09/25/2018 31846V401 104.17 First American Govt Obligation MMKT Class-D 1.000 104.17 0.00 104.17 0.00 Subtotal 11,419.13 11,419.13 0.00 11,419.13 0.00 TOTAL DISPOSITIONS 1,712,899.79 1,712,899.79 38,853.25 1,751,753.04 0.00 OTHER TRANSACTIONS Interest 09/01/2018 17275RAR3 2,230,000.00 Cisco Systems Note 2.125% Due 3/1/2019 0.000 23,693.75 0.00 23,693.75 0.00 Interest 09/01/2018 30231GAV4 1,795,000.00 Exxon Mobil Corp Callable Note Cont 2/1/2021 2.222% Due 3/1/2021 0.000 19,942.45 0.00 19,942.45 0.00 Interest 09/08/2018 44932HAC7 2,400,000.00 IBM Credit Corp Note 2.2% Due 9/8/2022 0.000 26,400.00 0.00 26,400.00 0.00 Interest 09/11/2018 06406HCW7 1,815,000.00 Bank of New York Callable Note Cont 8/11/2019 2.3% Due 9/11/2019 0.000 20,872.50 0.00 20,872.50 0.00 Interest 09/12/2018 3135G0ZG1 1,900,000.00 FNMA Note 1.75% Due 9/12/2019 0.000 16,625.00 0.00 16,625.00 0.00 Interest 09/14/2018 4581X0CZ9 3,000,000.00 Inter-American Dev Bank Note 1.75% Due 9/14/2022 0.000 26,250.00 0.00 26,250.00 0.00 Interest 09/15/2018 68389XBK0 2,565,000.00 Oracle Corp Callable Note Cont 8/01/21 1.9% Due 9/15/2021 0.000 24,367.50 0.00 24,367.50 0.00 Interest 09/30/2018 912828J84 2,250,000.00 US Treasury Note 1.375% Due 3/31/2020 0.000 15,468.75 0.00 15,468.75 0.00 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 15 59/211 Transaction Ledger As of September 30, 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 09/30/2018 912828L57 3,600,000.00 US Treasury Note 1.75% Due 9/30/2022 0.000 31,500.00 0.00 31,500.00 0.00 Interest 09/30/2018 912828Q37 3,200,000.00 US Treasury Note 1.25% Due 3/31/2021 0.000 20,000.00 0.00 20,000.00 0.00 Interest 09/30/2018 912828T34 3,200,000.00 US Treasury Note 1.125% Due 9/30/2021 0.000 18,000.00 0.00 18,000.00 0.00 Subtotal 27,955,000.00 243,119.95 0.00 243,119.95 0.00 Dividend 09/04/2018 31846V401 186,634.67 First American Govt Obligation MMKT Class-D 0.000 5,940.22 0.00 5,940.22 0.00 Subtotal 186,634.67 5,940.22 0.00 5,940.22 0.00 TOTAL OTHER TRANSACTIONS 28,141,634.67 249,060.17 0.00 249,060.17 0.00 Execution Time: 10/2/2018 5:49:04 AMChandler Asset Management - CONFIDENTIAL Page 16 60/211 Cash And Equivalents 214,947.93 214,947.93 3.06Mutual Funds-Equity 3,543,883.95 3,043,547.95 50.51Mutual Funds-Fixed Income 3,242,840.94 3,297,077.31 46.22Accrued Income14,773.4414,773.44 0.21 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 5 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 201809/30/201809/30/2018 % OFASSETSMARKET BOOK VALUE MARKETTotal Assets 7,001,672.82 6,555,573.19 99.79Grand Total 7,016,446.26 6,570,346.63 100.00Estimated Annual Income 156,247.15ASSET SUMMARYCASH EQUIV & ACCRMUTUAL FUNDS61/211 1010101010101010101010110100110110010011101001000010101100101001001110000001010110100010111001000010100001010100011110011001010000010010110010011000100001000101110100000011011011001100101001000000010110000000111011000000101110011100110100111000001010101011010010100100100100111011100011100110011110001001000010001000000110100000101000010000110101100101010001011011111101101010001011111111111111111111First Am Govt 213,675.350 213,675.35 213,675.35.00 213,675.35332.08Ob Fd Cl Z1.0000.00.00 2.0031846V567 Asset Minor Code 1Cash1,272.581,272.581,272.58Ishares Core 3,574.000 1,046,217.02 853,330.93 192,886.09 976,849.154,565.32S P 500 Etf 292.7300- 5,029.3069,367.87 1.73464287200 Asset Minor Code 94Ishares S P 2,023.000 358,414.91 271,101.1187,313.80 329,308.57983.68500 Growth Etf 177.1700- 736.3529,106.34 1.10464287309 Asset Minor Code 94Ishares S P 4,063.000 470,657.92 433,907.6836,750.24 448,210.202,774.30500 Value Etf 115.8400- 2,084.1622,447.72 2.30464287408 Asset Minor Code 94 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 6 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 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 213,675.350 213,675.35 213,675.35.00 213,675.35332.08.00.00 2.00CashTotal Cash.0001,272.581,272.58.001,272.58.00.00.00 0.00Total Cash And 213,675.350 214,947.93 214,947.93.00 214,947.93332.08Equivalents.00.00 1.99Mutual Funds-EquityASSET DETAILCash And EquivalentsMutual Funds62/211 Ishares Msci 6,786.000 461,380.14 413,060.32 48,319.82 454,458.42 .00Eafe Etf 67.9900 4,313.84 6,921.72 3.08464287465 Asset Minor Code 94Ishares 1,270.000 280,035.00 242,783.92 37,251.08 269,950.20 1,557.58Russell Mid Cap Etf 220.5000 - 3,979.33 10,084.80 1.69464287499 Asset Minor Code 94Ishares 2,539.000 337,687.00 309,103.21 28,583.79 334,953.45 1,491.03Russell 2000 Value Etf 133.0000 - 9,819.65 2,733.55 1.77464287630 Asset Minor Code 94Ishares 1,215.000 261,322.20 202,635.99 58,686.21 248,260.95 397.91Russell 2000 Growth Etf 215.0800 - 7,289.12 13,061.25 0.61464287648 Asset Minor Code 94Vanguard Ftse 5,629.000 230,789.00 221,094.60 9,694.40 237,488.74 2,671.52Emerging Markets Etf 41.0000 - 5,711.97 - 6,699.74 2.56922042858 Asset Minor Code 94Vanguard Real 1,207.000 97,380.76 96,530.19 850.57 98,274.28 .00Estate Etf 80.6800 - 3,953.72 - 893.52 4.77922908553 Asset Minor Code 94Ishares Core 25,530.000 2,693,925.60 2,741,323.13 - 47,397.53 2,713,859.09 .00U.S. Aggregate Bond Etf 105.5200 - 22,134.41 - 19,933.49 2.53464287226 Asset Minor Code 95Vanguard 52,527.784 548,915.34 555,754.18 - 6,838.84 549,428.20 .02Short Term Invt Grade #539 10.4500 - 1,550.99 - 512.86 2.54922031836 Asset Minor Code 99 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 7 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018UNREALIZEDGAIN (LOSS)ADJ PRIOR MARKET /SHARES/MARKETSINCE INCEPTION/ADJ PRIOR MARKETENDING ACCRUALDESCRIPTIONFACE AMOUNTPRICE/UNITBOOK VALUECURRENT PERIODUNREALIZED GAIN/LOSSYIELD ON MARKETTotal Mutual Funds-Equity 28,306.000 3,543,883.95 3,043,547.95 500,336.00 3,397,753.96 14,441.34 - 34,289.76 146,129.99 1.97Mutual Funds-Fixed IncomeTotal Mutual Funds-Fixed 78,057.784 3,242,840.94 3,297,077.31 - 54,236.37 3,263,287.29 .02Income - 23,685.40 - 20,446.35 2.53ASSET DETAIL (continued)63/211 1010101010101010101010110100110100010011101001000010101100101001001110000000010110100010101001010110100001001100000010011001010000010111110010011000100100110011110100000010100110001100101000100001110110000000100100001000101110001000100100111000001110011000000010100110010111000111100010010010010010001001111000010100111110101110100000101110110001100101000101011011110111011001101011111111111111111111Time 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. 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 8 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 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 106,363.784 6,786,724.89 6,340,625.26 446,099.63 6,661,041.2514,441.36- 57,975.16 125,683.64 2.23Total Assets 320,039.134 7,001,672.82 6,555,573.19 446,099.63 6,875,989.1814,773.44- 57,975.16 125,683.64 2.23Accrued Income.00014,773.4414,773.44Grand Total 320,039.134 7,016,446.26 6,570,346.63ASSET DETAIL (continued)ASSET DETAIL MESSAGES64/211 213,675.350First Am Govt Ob Fd Cl Z 0.02 329.68 332.08 329.68 332.0831846V56710/01/18 3,574.000Ishares Core S P 500 Etf 5.06 .00 4,565.32 .00 4,565.3246428720009/26/1810/02/18 2,023.000Ishares S P 500 Growth Etf 1.95 .00 983.68 .00 983.6846428730909/26/1810/02/18 4,063.000Ishares S P 500 Value Etf 2.66 .00 2,774.30 .00 2,774.3046428740809/26/1810/02/18 1,270.000Ishares Russell Mid Cap Etf 3.74 .00 1,557.58 .00 1,557.5846428749909/26/1810/02/18 2,539.000Ishares Russell 2000 Value Etf 2.35 .00 1,491.03 .00 1,491.0346428763009/26/1810/02/18 1,215.000Ishares Russell 2000 Growth Etf 1.31 .00 397.91 .00 397.9146428764809/26/1810/02/18 5,629.000Vanguard Ftse Emerging Markets Etf 1.05 .00 2,671.52 .00 2,671.5292204285809/26/1810/01/18 1,207.000Vanguard Real Estate Etf 3.85 .00 1,346.13 1,346.13 .0092290855309/24/1809/27/18 25,530.000Ishares Core U.S. Aggregate Bond Etf 2.67 .00 5,808.51 5,808.51 .0046428722609/04/1809/10/18 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 9 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018SHARES/EXPAYANNBEGINNINGINCOMEINCOMEENDINGFACE AMOUNTDESCRIPTIONDATEDATERATEACCRUALEARNEDRECEIVEDACCRUALCash And EquivalentsTotal Cash And Equivalents 329.68 332.08 329.68 332.08Mutual Funds-EquityTotal Mutual Funds-Equity .00 15,787.47 1,346.13 14,441.34Mutual Funds-Fixed IncomeINCOME ACCRUAL DETAIL65/211 1010101010101010101010110100110010010011101001000010101100101001001110000001110110100010011001011010100001000100001001011001010000010110000010011000100101010101110100000010001010101100101001110001110110000000110111001000101110001010110110111000001011101001000010100011000001100111100010001111010100001000011111110010101110110011100010001000110100000100000101011011111011001000101011111111111111111111 52,527.784 Vanguard Short Term Invt Grade #539 0.27.001,272.601,272.58.0292203183609/28/18 09/30/18 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 10 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018SHARES/EX PAY ANN BEGINNINGINCOMEINCOMEENDINGFACE AMOUNT DESCRIPTIONDATE DATE RATE ACCRUALEARNEDRECEIVEDACCRUALTotal Mutual Funds-Fixed Income.007,081.117,081.09.02Grand Total329.6823,200.668,756.9014,773.44INCOME ACCRUAL DETAIL (continued)66/211 09/04/2018Interest From 8/1/18 To 8/31/18 329.6809/10/20180.232424 USD/Share On 24,991 Shares Due 9/10/18 5,808.5109/27/20181.1437 USD/Share On 1,177 Shares Due 9/27/18 1,346.1309/30/2018Dividend From 9/1/18 To 9/30/18 1,272.58 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 11 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018DATEDESCRIPTIONCASHInterestFirst Am Govt Ob Fd Cl Z31846V567Total Interest 329.68DividendsIshares Core U.S. Aggregate Bond Etf464287226Vanguard Real Estate Etf922908553Vanguard Short Term Invt Grade #539922031836Total Dividends 8,427.22INVESTMENT ACTIVITY67/211 101010101010101010101011010011000001001110100100001010110010100100110000000101011010001111100100111010000101110000110001100101000001011010001001100010010000010111010000001101001000110010100101110101011000000010010101000010111001010100011011100000110011001110001010010000101111011110001001110111101000100001111000011101011010100101001110000011001100110011111101101111111011101010101111111111111111111109/26/2018 Collected- 1,838.61Charged For Period 08/01/2018 Thru 08/31/2018 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 12 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018DATE DESCRIPTIONCASHTrust FeesTrust FeesTotal Trust Fees- 1,838.61Total Trust Fees- 1,838.61Total Plan Expenses- 1,838.61PLAN EXPENSES68/211 09/27/2018Paid To # 6746050100 - 1,467.22Per Dir Dtd 9/26/18 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 13 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018DATEDESCRIPTIONCASHTransfers OutTransfer To Another AccountTotal Transfer To Another Account - 1,467.22Total Transfers Out - 1,467.22Total Other Activity - 1,467.22OTHER ACTIVITY69/211 101010101010101010101011010011011001001110100100001010110010100100110000000101011010001110100100111010000101010001110101100101000001000011001001100010001001000111010000001111111010110010100010001101011000000011001111100010111000111000000011100000110010010000001010011110001010111110001001110111011000100001101100010101011010001001001000110011011001010101010101101111011001101100101111111111111111111109/05/2018 Purchased 1,625.480.00- 1,625.481,625.481,625.48 Units OfFirst Am Govt Ob Fd Cl ZTrade Date 9/5/1831846V56709/10/2018 Purchased 5,808.510.00- 5,808.515,808.515,808.51 Units OfFirst Am Govt Ob Fd Cl ZTrade Date 9/10/1831846V56709/25/2018 Purchased 33.000.11- 404.33404.33Shares OfIshares Russell 2000 Value EtfTrade Date 9/25/18Purchased Through Ubs Securities LLC3 Shares At 134.74 USD46428763009/25/2018 Purchased 246246.0008.61- 10,199.6510,199.65Shares OfVanguard Ftse Emerging Markets EtfTrade Date 9/25/18Purchased Through Ubs Securities LLC246 Shares At 41.427 USD922042858 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 14 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018SHARES/DATE DESCRIPTIONFACE AMOUNT COMMISSIONCASH BOOK VALUECash And EquivalentsTotal First Am Govt Ob Fd Cl Z 7,433.990.00- 7,433.997,433.99Total Cash And Equivalents 7,433.990.00- 7,433.997,433.99Mutual Funds-EquityTotal Ishares Russell 2000 Value Etf3.000.11- 404.33404.33Total Vanguard Ftse Emerging Markets Etf246.0008.61- 10,199.6510,199.65PURCHASES70/211 09/25/2018 Purchased 3030.0001.05- 2,407.632,407.63Shares OfVanguard Real Estate EtfTrade Date 9/25/18Purchased Through Ubs Securities LLC30 Shares At 80.2194 USD92290855309/25/2018 Purchased 539539.00018.87- 56,767.7056,767.70Shares OfIshares Core U.S. Aggregate Bond EtfTrade Date 9/25/18Purchased Through Ubs Securities LLC539 Shares At 105.2854 USD46428722609/25/2018 Purchased621.184.00- 6,485.166,485.16621.184 Shares OfVanguard Short Term Invt Grade #539Trade Date 9/25/18621.184 Shares At 10.44 USD922031836 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 15 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018SHARES/DATE DESCRIPTIONFACE AMOUNT COMMISSIONCASH BOOK VALUETotal Vanguard Real Estate Etf30.0001.05- 2,407.632,407.63Total Mutual Funds-Equity279.0009.77- 13,011.6113,011.61Mutual Funds-Fixed IncomeTotal Ishares Core U.S. Aggregate Bond Etf539.00018.87- 56,767.7056,767.70Total Vanguard Short Term Invt Grade #539621.184.00- 6,485.166,485.16Total Mutual Funds-Fixed Income 1,160.18418.87- 63,252.8663,252.86Total Purchases 8,873.17428.64- 83,698.4683,698.46PURCHASES (continued)71/211 101010101010101010101011010011010001001110100100001010110010100100110000000011011010001101100100111010000100110001110101100101000001011000001001100010010011100111010000001101100110110010100100110011011000000010010100000010111001001100100011100000100010110101001010011110110010011110001001000000101100100101101001000000011010000111100010010011011111110010000101101111000000101010101111111111111111111109/26/2018 Sold- 8,323.770.008,323.77- 8,323.77.00- 8,323.778,323.77 Units Of.00First Am Govt Ob Fd Cl ZTrade Date 9/26/1831846V56709/27/2018 Sold 983.75- 983.750.00983.75- 983.75.00- 983.75Units Of.00First Am Govt Ob Fd Cl ZTrade Date 9/27/1831846V56709/27/2018 Sold 121.09- 121.090.00121.09- 121.09.00- 121.09Units Of.00First Am Govt Ob Fd Cl ZTrade Date 9/27/1831846V56709/25/2018 Sold 113 - 113.0003.9633,243.17- 26,979.966,263.21- 30,885.27Shares Of2,357.90Ishares Core S P 500 EtfTrade Date 9/25/18Sold Through J.P. Morgan Securities LLCPaid 3.96 USD BrokeragePaid 0.43 USD Sec Fee113 Shares At 294.2262 USD464287200 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 16 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018PRIOR MARKET /SHARES/TRANSACTIONREALIZED PRIOR MARKETDATE DESCRIPTION FACE AMOUNT COMMISSIONPROCEEDS BOOK VALUEGAIN/LOSS REALIZED GAIN/LOSSCash And EquivalentsTotal First Am Govt Ob Fd- 9,428.610.009,428.61- 9,428.61.00- 9,428.61Cl Z.00Total Cash And- 9,428.610.009,428.61- 9,428.61.00- 9,428.61Equivalents.00Mutual Funds-EquityTotal Ishares Core S P- 113.0003.9633,243.17- 26,979.966,263.21- 30,885.27500 Etf2,357.90SALES AND MATURITIES72/211 09/25/2018 Sold 15 - 15.000.531,029.59- 913.04116.55- 1,004.55Shares Of25.04Ishares Msci Eafe EtfTrade Date 9/25/18Sold Through J.P. Morgan Securities LLCPaid 0.53 USD BrokeragePaid 0.01 USD Sec Fee15 Shares At 68.6754 USD46428746509/25/2018 Sold 20 - 20.000.704,448.46- 3,823.37625.09- 4,251.18Shares Of197.28Ishares Russell Mid Cap EtfTrade Date 9/25/18Sold Through J.P. Morgan Securities LLCPaid 0.70 USD BrokeragePaid 0.06 USD Sec Fee20 Shares At 222.461 USD46428749909/25/2018 Sold 17 - 17.000.603,691.23- 2,835.24855.99- 3,473.61Shares Of217.62Ishares Russell 2000 Growth EtfTrade Date 9/25/18Sold Through J.P. Morgan Securities LLCPaid 0.60 USD BrokeragePaid 0.05 USD Sec Fee17 Shares At 217.1694 USD464287648 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 17 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018PRIOR MARKET /SHARES/TRANSACTIONREALIZED PRIOR MARKETDATE DESCRIPTION FACE AMOUNT COMMISSIONPROCEEDS BOOK VALUEGAIN/LOSS REALIZED GAIN/LOSSTotal Ishares Msci Eafe- 15.000.531,029.59- 913.04116.55- 1,004.55Etf25.04Total Ishares Russell Mid- 20.000.704,448.46- 3,823.37625.09- 4,251.18Cap Etf197.28Total Ishares Russell- 17.000.603,691.23- 2,835.24855.99- 3,473.612000 Growth Etf217.62SALES AND MATURITIES (continued)73/211 101010101010101010101011010011011001001110100100000110110010100100110111000111011010001100100100001010000100010000111101100101000001000101001001100010001101011111010000001001001010110010100101000001011000000010011100000010111000110101011011100000100110001000001010010010010011111110001101010101100100100110100111101100011011001000111100001011010101011101111101101111001011101000101111111111111111111109/25/2018 Sold 61 - 61.0002.1410,779.20- 8,174.582,604.62- 9,929.72Shares Of849.48Ishares S P 500 Growth EtfTrade Date 9/25/18Sold Through J.P. Morgan Securities LLCPaid 2.14 USD BrokeragePaid 0.14 USD Sec Fee61 Shares At 176.7455 USD46428730909/25/2018 Sold 133 - 133.0004.6615,603.91- 14,203.721,400.19- 14,671.91Shares Of932.00Ishares S P 500 Value EtfTrade Date 9/25/18Sold Through J.P. Morgan Securities LLCPaid 4.66 USD BrokeragePaid 0.20 USD Sec Fee133 Shares At 117.3592 USD464287408 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 18 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018PRIOR MARKET /SHARES/TRANSACTIONREALIZED PRIOR MARKETDATE DESCRIPTION FACE AMOUNT COMMISSIONPROCEEDS BOOK VALUEGAIN/LOSS REALIZED GAIN/LOSSTotal Ishares S P 500- 61.0002.1410,779.20- 8,174.582,604.62- 9,929.72Growth Etf849.48Total Ishares S P 500- 133.0004.6615,603.91- 14,203.721,400.19- 14,671.91Value Etf932.00Total Mutual Funds-Equity- 359.00012.5968,795.56- 56,929.9111,865.65- 64,216.244,579.32Total Sales And- 9,787.61012.5978,224.17- 66,358.5211,865.65- 73,644.85Maturities4,579.32SALES AND MATURITIES (continued)74/211 Realized gain/loss should not be used for tax purposes. 00345701 40- -01-B -62 -277-010102 -19-00748-01PARS/CITY OF CHINO HILLS 115P Page 19 of 19ACCOUNT 6746053100 Period from September 1, 2018 to September 30, 2018SALES AND MATURITIES MESSAGES75/211