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CM2018-077 INVESTMENT REPORT FOR OCTOBER 2018CM2018-077 City of Chino Hills DATE: TO: FROM: RE: et* alaitas MEMORANDUM November 26, 2018 Honorable Mayor and City Council Konradt Bartlam, City Mana Investment Report for October 2018 Attached is the Investment Report for October 2018. The City Treasurer is required to forward the monthly Investment Report to the City Council within 30 days following the end of the month for which the Investment Report is prepared. The Investment Report will be presented to the City Council at a regular council meeting for formal approval. This presentation generally occurs at the first council meeting of the second month following the month for which the Investment Report is being prepared. KB:CB:EC:NL:RB:mh Attachment Attachment No. 1 City of Chino Hills Investment Report For the Month Ended October 31, 2018 Description Cash and Cash Equivalents Citizens Business Bank - Checking Citizens Business Bank - Payroll Citizens Business Bank - Certificate of Deposit Citizens Business Bank - Credit Card State of California Local Agency Investment Fund (LAIF) Los Angeles County Investment Pool (LACIP) Investments - US Bank / Chandler Asset Management Asset -Backed Securities Federal Agencies Collateralized Mortgage Obligation Money Market Funds Negotiable CD Supranational US Corporate US Treasury Description Restricted Funds - Pension Stabilization Fund US Bank Money Markets Cash Mutual Funds - Equity Mutual Funds - Fixed Income Funds Held by Fiscal Agents US Bank First AmericanTreasury Obligations Fund Class D US Bank N.A. Certificate of Deposit US Bank N.A. Certificate of Deposit (See Attached Supplemental) Total Investment Portfolio $ 221,499,006 Cost Value $ 1,540,825 456,218 Market Value $ 1,540,825 456,218 1,094,766 1,092,715 4,849,830 4,849,830 15,661,084 67,173,640 5,887,283 100,927 2,760,000 5,340,925 55,867,375 45,801,437 Cost Value 202,606 1,372 3,113,573 3,255,989 997,210 232,056 7,161,890 1 Blended Yield of Cash and Investments* 2.09%1 Benchmarks: LAIF LACIP 6mo U.S. Treasury 2yr U.S. Treasury 5yr U.S. Treasury 2.14% 1.93% 2.49% 2.87% 2.98% 15,627,786 65,517,837 5,826,384 100,927 2,760,000 5,308,315 54,859,665 44,654,667 Market Value 202,606 1,372 3,344,590 3,176, 907 997,210 232,056 7,161,890 $ 217,711,800 * To ensure timely submission of the Investment Report, the prior month's LACIP percentage yield is I hereby certify that the investments are in compliance with the investment policy adopted by the City provides sufficient funds to meet the budgeted expenditures over the next six months. This report m Code Section 53646. PREPARED BY: REVIEWED BY: -GILL Ht,u_c__ or\AM Ten' Holle, Senior Account Technician APPRO Christa Buhagiar, Finance Director Interest/ Book % of Yield Maturity Date Portfolio 0.00% n/a 0.71% 0.00% n/a 0.00% 0.36% 4/29/2019 0.21% 0.00% n/a 0.00% 2.14% n/a 0.50% 1.93% n/a 2.21% 2.40% See attached 7.18% 1.81% See attached 30.09% 3.17% See attached 2.68% 1.62% n/a 0.05% 1.76% See attached 1.27% 2.83% See attached 2.44% 2.41 % See attached 25.20% 1.78% See attached 20.51% Market Yield to % of Maturity Maturity Date Portfolio 2.06% 0.00% 2.13% 2.58% 1.65% 2.02% 2.30% used. n/a n/a n/a n/a n/a 1/4/2019 6/3/2019 0.09% 0.00% 1.54% 1.46% 0.46% 0.11% 3.29% 100.00% Council. The investment portfolio eets the requirements of Government Nicole Lugotoff, Accoutdting Str/i&Gisor Attachment No. 1 Funds Held by Fiscal Agents Supplemental Interest/ Yield to % of Description Cost Value Market Value Maturity Maturity Date 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% ICity of Chino Hills -Account #10150 MONTHLY ACCOUNT STATEMENT OCTOBER 1, 2018 I rinuuGH OCTOBER 31, 2018 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 CHANDLER ASSET MANAGEMENT chandlerasset,com 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. City of Chino Hills Account#10150 PORTFOLIO CHARACTERISTICS Average Modified Duration Average Coupon Average Purchase YTM Average Market YTM Average S&P/Moody Rating Average Final Maturity Average Life SECTOR ALLOCATION Agency US Corp US Treasury ABS CMO. 3.0% Supras , 2.7% Neg CD 1.4% Money Mkt Fd 0.1% 8.0% PERFORMANCE REVIEW 22.9% 2.36 1.97% 2.08% 3.03% AA/Aa1 2.62 yrs 2.48 yrs 28.2% 33.7% Portfolio Summary As of October 31, 2018 ACCOUNT SUMMARY Beg. Values as of 9/30/18 End Values as of 10/31/18 Market Value Accrued Interest Total Market Value Income Earned Cont/WD Par Book Value Cost Value MATURITY DISTRIBUTION 35% 30% 25% 20% 15% 10% 5% % 194,676,829 860,548 195,537,377 340,933 199,211,461 198,563,486 198,375,320 33.2% 194,655,581 943,572 195,599,153 334,007 -11,556 199,391,931 198,791,640 198,592,671 0-.25 .25-.5 .5-1 1-2 2-3 3-4 4-5 Maturity (Yrs) 5+ TOP ISSUERS Government of United States Federal National Mortgage Assoc Federal Home Loan Mortgage Corp Federal Home Loan Bank John Deere ABS Honda ABS Toyota ABS State Street Bank Total CREDIT QUALITY (S&P) AA (63.6%) A (21.0%) Annualized CM 22.9% 16.7% 12.3% 7.7% 2.5% 2.0% 1.7% 1.6% 67.4% BBB (0.5%) AAA (5.7%) NR (9.1%) TOTAL RATE OF RETURN 1M 3M YTD 1YR 2YRS 3YRS SYRS 10YRS 2/28/2011 City of Chino Hills ICE BAML 1-5 Yr US Treasury/Agency Index* *ICE BAML 1-3 Yr US Treasury/Agency Index to 7/31/12 0.04% 0.30% 0.12% -0.13% 0.12% 0.27% -0.06% -0.34% 0.22% 0.74% 0.96% -0.14% 0.42% 0.71% N/A N/A 1.01% 0.75% Chandler Asset Management - CONFIDENTIAL Page 1 Execution Time: 11/1/2018 7:20:16 PM Statement of Compliance As of October 31, 2018 City of Chino Hills Assets managed by Chandler Asset Management are in full compliance with state law and the Client's investment policy. C'A. Category Standard Comment Treasury Issues Agency Issues Supranationals Municipal Issues Banker's Acceptances Commercial Paper Negotiable Certificates of Deposit Time Deposits (TD)/Certificates of Deposit (CD) Corporate Medium Term Notes Asset -Backed (ABS), Mortgage -Backed Securities; Pass-Throughs; CMOs Mutual Fund & Money Market Mutual Fund LAIF LGIP Repurchase Agreements Prohibited Max Callables Max Per Issuer Maximum maturity No Limitation 25% max per Agency/GSE issuer; 20% max agency callable securities "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") "A" rated or better by a NRSRO; 30% maximum; 5% max per issuer "Al" 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 "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 assets No 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 issuer 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 amounts "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. "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. Highest 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 Maximum amount permitted by LAIF Los Angles County Investment Pool (LACIP) 102% collateralized; 1 year max maturity Inverse floaters, Range notes, Mortgage -derived, Interest -only strips; Zero interest accrual securities; Reverse Repurchase Agreements; Foreign currency denominated securities 20% maximum callable securities (does not include "make whole call" securities) 5% 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) 5 years Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies City of Chino Hills Account#10150 Reconciliation Summary As of October 31, 2018 BOOK VALUE RECONCILIATION BEGINNING BOOK VALUE Acquisition + Security Purchases + Money Market Fund Purchases + Money Market Contributions + Security Contributions + Security Transfers Total Acquisitions $4,589,995.51 $4,566,984.37 $0.00 $0.00 $0.00 $198,563,486.39 $9,156,979.88 Dispositions - Security Sales - Money Market Fund Sales - MMF Withdrawals - Security Withdrawals - Security Transfers - Other Dispositions - Maturites - Calls - Principal Paydowns Total Dispositions $1,659,205.50 $4,597,916.56 $11,556.37 $0.00 $0.00 $0.00 $1,770,000.00 $140,000.00 $757,041.01 $8,935,719.44 Amortization/Accretion +/- Net Accretion $18,166.20 $18,166.20 Gain/Loss on Dispositions +/- Realized Gain/Loss ($11,273.00) ENDING BOOK VALUE ($11,273.00) $198,791,640.03 CM Mr CASH TRANSACTION SUMMARY BEGINNING BALANCE Acquisition Contributions Security Sale Proceeds Accrued Interest Received Interest Received Dividend Received Principal on Maturities Interest on Maturities Calls/Redemption (Principal) Interest from Calls/Redemption Principal Paydown Total Acquisitions $0.00 $1,659,205.50 $4,722.05 $234,307.87 $570.44 $1,770,000.00 $0.00 $140,000.00 $1,137.50 $757,041.01 $4,566,984.37 $143,415.58 Dispositions Withdrawals Security Purchase Accrued Interest Paid Total Dispositions $11,556.37 $4,589,995.51 $7,921.05 $4,609,472.93 ENDING BOOK VALUE $100,927.02 Chandler Asset Management - CONFIDENTIAL Page 3 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Holdings Report As of October 31, 2018 CM CUSIP Security Description Par Value/Units Purchase Date Cost Value Mkt Price Market Value % of Port. Moody/S&P Maturity Book Yield Book Value Mkt YTM Accrued Int. Gain/Loss Fitch Duration ABS 89238MAB4 Toyota Auto Receivables Owner 2017-A 50,212.59 03/07/2017 50,207.74 99.98 50,201.30 0.03% Aaa / AAA 0.88 1.42% Due 9/16/2019 1.43% 50,210.90 2.70% 31.69 (9.60) NR 0.02 47787XAB3 John Deere Owner Trust 2017-A A2 44,731.80 02/22/2017 44,731.62 99.94 44,707.04 0.02% Aaa / NR 0.96 1.5% Due 10/15/2019 1.50% 44,731.73 5.94% 29.82 (24.69) AAA 0.03 654747AB0 Nissan Auto Receivables 2017-A A2A 137,573.33 03/21/2017 137,572.62 99.87 137,398.60 0.07% Aaa / NR 1.21 1.47% Due 1/15/2020 1.47% 137,573.02 2.79% 89.88 (174.42) AAA 0.10 47788MAC4 John Deere Owner Trust 2016-A A3 290,976.27 02/23/2016 290,930.48 99.70 290,103.87 0.15% Aaa / NR 1.46 1.36% Due 4/15/2020 1.37% 290,960.11 2.63% 175.88 (856.24) AAA 0.24 47788BAB0 John Deere Owner Trust 2017-B A2A 993,809.59 Various 992,077.62 99.75 991,288.88 0.51% Aaa / NR 1.46 1.59% Due 4/15/2020 1.79% 992,740.46 2.73% 702.29 (1,451.58) AAA 0.22 89237RAB4 Toyota Auto Receivable 2017-C A2A 1,012,441.44 07/25/2017 1,012,431.82 99.59 1,008,310.40 0.52% Aaa / AAA 1.71 1.58% Due 7/15/2020 1.59% 1,012,435.89 2.72% 710.96 (4,125.49) NR 0.36 89238BAB8 Toyota Auto Receivables Owner 2018-A 2,208,046.74 01/23/2018 2,207,821.07 99.66 2,200,638.59 1.13% Aaa / AAA 1.96 A2A 2.12% 2,207,883.65 2.82% 2,060.84 (7,245.06) NR 0.47 2.1% Due 10/15/2020 65478VAD9 NAROT 2016-B A3 1,478,212.36 12/06/2017 1,468,834.36 99.17 1,465,920.81 0.75% Aaa / NR 2.21 1.32% Due 1/15/2021 1.73% 1,471,546.86 2.95% 216.80 (5,626.05) AAA 0.51 161571HF4 Chase CHAIT 2016-A5 1,000,000.00 09/27/2018 988,320.31 98.88 988,832.00 0.51% NR / AAA 2.71 1.27% Due 7/15/2021 2.11% 988,709.25 2.91% 564.44 122.75 AAA 0.68 43811BAC8 Honda Auto Receivables 2017-2 A3 2,250,000.00 04/27/2018 2,215,019.53 98.65 2,219,652.00 1.14% Aaa / AAA 2.79 1.68% Due 8/16/2021 2.62% 2,220,394.44 3.08% 1,680.00 (742.44) NR 0.97 47788BAD6 John Deere Owner Trust 2017-B A3 1,145,000.00 Various 1,132,937.25 98.59 1,128,829.15 0.58% Aaa / NR 2.96 1.82% Due 10/15/2021 2.73% 1,134,405.50 3.13% 926.18 (5,576.35) AAA 1.09 47788CAC6 John Deere Owner Trust 2016-B A4 620,000.00 02/21/2018 619,955.42 99.18 614,915.37 0.31% Aaa / NR 3.47 2.66% Due 4/18/2022 2.68% 619,962.68 3.20% 732.98 (5,047.31) AAA 1.55 43815HAC1 Honda Auto Receivables Owner 2018-3 1,680,000.00 08/21/2018 1,679,769.50 99.52 1,671,959.52 0.86% Aaa / NR 3.81 A3 2.98% 1,679,779.80 3.19% 1,376.67 (7,820.28) AAA 2.13 2.95% Due 8/22/2022 02587AAJ3 American Express Credit 2017-1 925,000.00 06/21/2018 910,619.14 98.50 911,110.20 0.47% Aaa / NR 3.88 1.93% Due 9/15/2022 2.92% 911,821.43 3.15% 793.44 (711.23) AAA 1.24 Chandler Asset Management - CONFIDENTIAL Page 4 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Holdings Report As of October 31, 2018 CM CUSIP Security Description Par Value/Units Purchase Date Cost Value Mkt Price Market Value % of Port. Moody/S&P Maturity Book Yield Book Value Mkt YTM Accrued Int. Gain/Loss Fitch Duration ABS 47788EAC2 John Deere Owner Trust 2018-B A3 3.08% Due 11/15/2022 Total ABS 1,910,000.00 07/18/2018 1,909,855.22 3.10% 1,909,864.33 99.68 1,903,918.56 0.97% Aaa / NR 3.24% 2,614.58 (5,945.77) AAA 15,661,083.70 15,627,786.29 8.00% Aaa / AAA 15,746,004.12 2.40% 15,673,020.05 3.01% 12,706.45 (45,233.76) AAA 4.04 2.25 2.77 1.05 AGENCY 3135G0ZG1 FNMA Note 1,300,000.00 10/07/2014 1,297,075.00 99.18 1,289,337.40 0.66% Aaa / AA+ 0.87 1.75% Due 9/12/2019 1.80% 1,299,488.13 2.72% 3,096.53 (10,150.73) AAA 0.85 3137EADM8 FHLMC Note 2,500,000.00 09/30/2015 2,494,100.00 98.64 2,466,117.50 1.26% Aaa /AA+ 0.92 1.25% Due 10/2/2019 1.31% 2,498,649.01 2.75% 2,517.36 (32,531.51) AAA 0.90 3137EAEE5 FHLMC Note 3,150,000.00 02/14/2017 3,140,487.00 98.48 3,102,012.90 1.59% Aaa / AA+ 1.21 1.5% Due 1/17/2020 1.61% 3,146,055.59 2.79% 13,650.00 (44,042.69) AAA 1.18 3135G0A78 FNMA Note 3,500,000.00 12/08/2017 3,481,485.00 98.62 3,451,581.00 1.77% Aaa / AA+ 1.22 1.625% Due 1/21/2020 1.88% 3,489,289.64 2.78% 15,798.61 (37,708.64) AAA 1.19 3137EADR7 FHLMC Note 2,550,000.00 Various 2,525,807.60 97.86 2,495,356.05 1.28% Aaa / AA+ 1.50 1.375% Due 5/1/2020 1.59% 2,542,182.07 2.84% 17,531.25 (46,826.02) AAA 1.46 313383HU8 FHLB Note 2,500,000.00 09/15/2015 2,510,425.00 98.22 2,455,420.00 1.26% Aaa / AA+ 1.62 1.75% Due 6/12/2020 1.66% 2,503,547.27 2.89% 16,892.36 (48,127.27) NR 1.57 3135G0D75 FNMA Note 2,625,000.00 09/29/2015 2,626,417.50 97.83 2,568,155.63 1.32% Aaa / AA+ 1.64 1.5% Due 6/22/2020 1.49% 2,625,491.65 2.86% 14,109.38 (57,336.02) AAA 1.60 3137EAEK1 FHLMC Note 3,350,000.00 11/21/2017 3,341,319.58 97.87 3,278,748.85 1.69% Aaa / AA+ 2.05 1.875% Due 11/17/2020 1.96% 3,344,056.58 2.95% 28,614.58 (65,307.73) AAA 1.97 3135G0F73 FNMA Note 2,700,000.00 12/16/2015 2,648,970.00 97.19 2,624,043.60 1.35% Aaa / AA+ 2.08 1.5% Due 11/30/2020 1.90% 2,678,573.04 2.90% 16,987.50 (54,529.44) AAA 2.02 3130A7CV5 FHLB Note 2,235,000.00 02/17/2016 2,225,970.60 96.56 2,158,133.88 1.11% Aaa / AA+ 2.30 1.375% Due 2/18/2021 1.46% 2,230,848.55 2.93% 6,231.61 (72,714.67) AAA 2.23 3135G0J20 FNMA Note 3,500,000.00 Various 3,472,861.80 96.57 3,380,104.00 1.73% Aaa / AA+ 2.33 1.375% Due 2/26/2021 1.59% 3,483,200.92 2.91% 8,689.24 (103,096.92) AAA 2.25 3135G0K69 FNMA Note 2,875,000.00 Various 2,869,786.50 95.95 2,758,467.63 1.42% Aaa / AA+ 2.52 1.25% Due 5/6/2021 1.29% 2,872,344.98 2.93% 17,469.62 (113,877.35) AAA 2.43 Chandler Asset Management - CONFIDENTIAL Page 5 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Holdings Report As of October 31, 2018 CM CUSIP Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. % of Port. Moody/S&P Maturity Gain/Loss Fitch Duration AGENCY 313379RB7 FHLB Note 1.875% Due 6/11/2021 3130A8QS5 FHLB Note 1.125% Due 7/14/2021 3137EAEC9 FHLMC Note 1.125% Due 8/12/2021 3135GON82 FNMA Note 1.25% Due 8/17/2021 3130AABG2 FHLB Note 1.875% Due 11/29/2021 3135G0S38 FNMA Note 2% Due 1/5/2022 3135GOT45 FNMA Note 1.875% Due 4/5/2022 3135G0T78 FNMA Note 2% Due 10/5/2022 3130A3KM5 FHLB Note 2.5% Due 12/9/2022 3135G0T94 FNMA Note 2.375% Due 1/19/2023 3137EAEN5 FHLMC Note 2.75% Due 6/19/2023 Total Agency 1,695,000.00 2,800,000.00 3,200,000.00 3,200,000.00 3,375,000.00 3,400,000.00 3,485,000.00 3,500,000.00 2,750,000.00 3,500,000.00 3,750,000.00 67,440,000.00 08/30/2017 1,707,780.30 97.37 1,650,497.78 1.67% 1,703,825.82 2.93% 12,359.38 07/22/2016 2,778,272.00 95.30 2,668,377.60 1.29% 2,788,196.25 2.95% 9,362.50 09/26/2016 3,176,448.00 95.07 3,042,204.80 1.28% 3,186,570.07 2.99% 7,900.00 09/28/2016 3,195,072.00 95.42 3,053,404.80 1.28% 3,197,180.84 2.97% 8,222.22 02/27/2017 3,373,110.00 96.81 3,267,448.88 1.89% 3,373,775.59 2.97% 26,718.75 Various 3,396,588.25 96.93 3,295,722.00 2.02% 3,397,806.84 3.02% 21,911.11 06/19/2017 3,484,473.77 96.35 3,357,633.71 1.88% 3,484,623.82 3.00% 4,719.27 12/08/2017 3,465,595.00 96.16 3,365,687.50 2.22% 3,471,951.81 3.04% 5,055.56 12/15/2017 2,782,010.00 97.85 2,690,916.25 2.25% 2,776,407.81 3.06% 27,118.06 04/11/2018 3,448,410.00 97.33 3,406,466.00 2.71% 3,454,418.47 3.05% 23,552.08 07/20/2018 3,731,175.00 98.45 3,691,998.75 2.86% 3,732,236.01 3.11% 40,104.17 67,173,639.90 65,517,836.51 1.81% 67,280,720.76 2.94% 348,611.14 0.85% (53,328.04) 1.37% (119,818.65) 1.56% (144,365.27) 1.57% (143,776.04) 1.68% (106,326.71) 1.70% (102,084.84) 1.72% (126,990.11) 1.72% (106,264.31) 1.39% (85,491.56) 1.75% (47,952.47) 1.91% (40,237.26) 33.67% (1,762,884.25) Aaa / AA+ 2.61 AAA 2.50 Aaa / AA+ 2.70 AAA 2.62 Aaa / AA+ 2.78 AAA 2.70 Aaa / AA+ 2.80 AAA 2.71 Aaa / AA+ 3.08 AAA 2.94 Aaa / AA+ 3.18 AAA 3.03 Aaa / AA+ 3.43 AAA 3.28 Aaa / AA+ 3.93 AAA 3.73 Aaa / AA+ 4.11 NR 3.83 Aaa / AA+ 4.22 AAA 3.95 Aaa / AA+ 4.64 AAA 4.27 Aaa / AA+ 2.62 AAA 2.50 CMO 3137B51M6 FHLMC K034 A2 3.531% Due 7/25/2023 3137B7MZ9 FHLMC K036 A2 3.527% Due 10/25/2023 Total CMO Chandler Asset Management - CONFIDENTIAL 3,100,000.00 08/28/2018 3.03% 2,695,000.00 10/29/2018 3.32% 5,795,000.00 3.17% 3,165,753.91 3,163,475.13 2,721,528.91 2,721,514.14 5,887,282.82 5,884,989.27 100.58 3,117,908.64 1.60% NR / NR 3.36% 9,121.75 (45,566.49) AAA 100.50 2,708,475.00 1.39% Aaa / NR 3.39% 1,584.21 (13,039.14) AAA 5,826,383.64 2.98% Aaa / NR 3.37% 10,705.96 (58,605.63) AAA 4.73 4.22 4.99 4.39 4.85 4.30 Page 6 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Holdings Report As of October 31, 2018 CM CUSIP Security Description Par Value/Units Purchase Date Cost Value Mkt Price Market Value % of Port. Moody/S&P Maturity Book Yield Book Value Mkt YTM Accrued Int. Gain/Loss Fitch Duration MONEY MARKET FUND FI 31846V401 First American Govt Obligation MMKT Class-D Total Money Market Fund FI 100,927.02 Various 1.62% 100,927.02 1.62% 100,927.02 100,927.02 100,927.02 100,927.02 1.00 1.62% 1.62% 100,927.02 0.00 100,927.02 0.00 0.05% Aaa / AAA 0.00 AAA 0.05% Aaa / AAA 0.00 AAA 0.00 0.00 0.00 0.00 NEGOTIABLE CD 06371ETT4 Bank of Montreal Chicago Yankee CD 2,760,000.00 11/06/2017 2,760,000.00 100.00 2,760,000.00 1.76% Due 11/7/2018 1.76% 2,760,000.00 1.76% 48,441.07 2,760,000.00 2,760,000.00 Total Negotiable CD 2,760,000.00 1.76% 2,760,000.00 1.76% 48,441.07 1.44% P-1 / A-1 0.00 F-1+ 1.44% P-1 / A-1 0.00 F-1+ 0.02 0.02 0.02 0.02 SUPRANATIONAL 45950KCM0 International Finance Corp Note 2,500,000.00 08/27/2018 2,468,725.00 98.35 2,458,852.50 1.26% Aaa / AAA 2.24 2.25% Due 1/25/2021 2.79% 2,470,999.55 3.02% 15,000.00 (12,147.05) NR 2.15 4581X0CZ9 Inter -American Dev Bank Note 3,000,000.00 08/21/2018 2,872,200.00 94.98 2,849,463.00 1.46% NR / NR 3.87 1.75% Due 9/14/2022 2.87% 2,878,232.37 3.14% 6,854.17 (28,769.37) AAA 3.69 5,340,925.00 5,308,315.50 2.73% Aaa / AAA 3.11 Total Supranational 5,500,000.00 2.83% 5,349,231.92 3.08% 21,854.17 (40,916.42) AAA 2.97 US CORPORATE 74005PBH6 Praxair Note 1,400,000.00 01/08/2015 1,377,978.00 99.98 1,399,748.00 0.72% A2 / A 0.02 1.25% Due 11/7/2018 1.68% 1,399,905.21 2.32% 8,458.33 (157.21) NR 0.02 24422ESF7 John Deere Capital Corp Note 1,095,000.00 Various 1,100,497.65 99.90 1,093,911.57 0.56% A2 / A 0.12 1.95% Due 12/13/2018 1.78% 1,095,207.79 2.78% 8,185.13 (1,296.22) A 0.12 36962G7G3 General Electric Capital Corp Note 1,000,000.00 09/10/2015 1,011,900.00 99.93 999,280.00 0.51% Baal / BBB+ 0.21 2.3% Due 1/14/2019 1.93% 1,000,723.58 2.64% 6,836.11 (1,443.58) A 0.20 17275RAR3 Cisco Systems Note 2,230,000.00 Various 2,256,499.90 99.83 2,226,159.94 1.14% Al / AA- 0.33 2.125% Due 3/1/2019 1.67% 2,233,280.98 2.64% 7,897.93 (7,121.04) NR 0.33 Chandler Asset Management - CONFIDENTIAL Page 7 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Holdings Report As of October 31, 2018 CM CUSIP Security Description Par Value/Units Purchase Date Cost Value Mkt Price Market Value % of Port. Moody/S&P Maturity Book Yield Book Value Mkt YTM Accrued Int. Gain/Loss Fitch Duration US CORPORATE 91159HHH6 US Bancorp Callable Note Cont 3/25/2019 2.2% Due 4/25/2019 40434CAC9 HSBC USA Inc Note 2.25% Due 6/23/2019 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% Al / A+ (6,085.61) AA- 0.48 0.48 2,200,000.00 06/20/2017 2,211,242.00 99.48 2,188,571.00 1.13% A2 / A 0.64 1.99% 2,203,603.60 3.07% 17,600.00 (15,032.60) AA- 0.63 06406HCW7 Bank of New York Callable Note Cont 1,815,000.00 Various 1,822,288.25 99.41 1,804,338.69 0.93% Al / A 0.86 8/11/2019 2.19% 1,816,446.27 2.99% 5,797.91 (12,107.58) AA- 0.84 2.3% Due 9/11/2019 94974BGF1 Wells Fargo Corp Note 2,025,000.00 Various 2,024,153.60 98.70 1,998,687.15 1.03% A2 / A- 1.25 2.15% Due 1/30/2020 2.15% 2,025,020.07 3.22% 11,005.31 (26,332.92) A+ 1.21 22160KAG0 Costco Wholesale Corp Note 900,000.00 02/05/2015 899,055.00 98.34 885,096.90 0.45% Aa3 / A+ 1.29 1.75% Due 2/15/2020 1.77% 899,755.98 3.07% 3,325.00 (14,659.08) A+ 1.26 747525AD5 Qualcomm Inc Note 1,930,000.00 Various 1,918,856.25 98.54 1,901,850.96 0.98% A2 / A- 1.55 2.25% Due 5/20/2020 2.36% 1,927,080.37 3.22% 19,420.62 (25,229.41) NR 1.50 437076BQ4 Home Depot Note 875,000.00 05/24/2017 874,492.50 98.04 857,872.75 0.44% A2 / A 1.60 1.8% Due 6/5/2020 1.82% 874,730.51 3.07% 6,387.50 (16,857.76) A 1.54 857477AS2 State Street Bank Note 1,750,000.00 01/21/2016 1,778,420.00 98.96 1,731,798.25 0.89% Al / A 1.80 2.55% Due 8/18/2020 2.17% 1,761,190.59 3.15% 9,048.96 (29,392.34) AA- 1.73 594918BG8 Microsoft Callable Note Cont. 10/03/20 1,025,000.00 Various 1,025,086.50 97.94 1,003,889.10 0.52% Aaa / AAA 2.01 2% Due 11/3/2020 1.99% 1,025,093.95 3.06% 10,136.11 (21,204.85) AA+ 1.93 00440EAT4 Chubb INA Holdings Inc Callable Note 2,475,000.00 Various 2,484,922.25 98.07 2,427,274.58 1.26% A3 / A 2.01 Cont 10/3/2020 2.18% 2,480,327.16 3.30% 28,146.25 (53,052.58) A 1.92 2.3% Due 11/3/2020 92826CAB8 Visa Inc Note 1,800,000.00 Various 1,845,865.00 97.97 1,763,445.60 0.91% Al / A+ 2.12 2.2% Due 12/14/2020 1.60% 1,821,848.90 3.20% 15,070.00 (58,403.30) NR 2.03 78012KKU0 Royal Bank of Canada Note 2,525,000.00 12/11/2017 2,534,569.75 98.16 2,478,562.73 1.28% Aa2 / AA- 2.22 2.5% Due 1/19/2021 2.37% 2,531,841.57 3.37% 17,885.42 (53,278.84) AA 2.12 30231GAV4 Exxon Mobil Corp Callable Note Cont 1,795,000.00 Various 1,815,422.45 97.70 1,753,747.31 0.90% Aaa / AA+ 2.33 2/1/2021 1.97% 1,804,948.20 3.25% 6,647.48 (51,200.89) NR 2.24 2.222% Due 3/1/2021 3695506E7 General Dynamics Corp Note 2,390,000.00 Various 2,373,224.70 99.30 2,373,150.50 1.23% A2 / A+ 2.53 3% Due 5/11/2021 3.25% 2,375,819.73 3.29% 33,858.34 (2,669.23) NR 2.38 22160KAJ4 Costco Wholesale Corp Note 1,000,000.00 08/14/2017 1,005,170.00 97.56 975,577.00 0.50% Aa3 / A+ 2.55 2.15% Due 5/18/2021 2.01% 1,003,505.79 3.16% 9,734.72 (27,928.79) A+ 2.43 Chandler Asset Management - CONFIDENTIAL Paee 8 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Holdings Report As of October 31, 2018 CM CUSIP Security Description Par Value/Units Purchase Date Cost Value Mkt Price Market Value % of Port. Moody/S&P Maturity Book Yield Book Value Mkt YTM Accrued Int. Gain/Loss Fitch Duration US CORPORATE 857477AV5 State Street Bank Note 1,420,000.00 Various 1,403,476.60 1.95% Due 5/19/2021 2.33% 1,406,769.54 594918BP8 Microsoft Callable Note Cont 7/8/21 1,225,000.00 Various 1,223,545.75 1.55% Due 8/8/2021 1.57% 1,224,194.83 68389XBK0 Oracle Corp Callable Note Cont 8/01/21 2,565,000.00 Various 2,507,672.07 1.9% Due 9/15/2021 2.40% 2,530,247.21 24422ETL3 John Deere Capital Corp Note 1,750,000.00 09/21/2017 1,777,457.50 2.65% Due 1/6/2022 2.26% 1,770,400.01 96.52 1,370,608.14 0.71% Al / A 3.38% 12,460.50 (36,161.40) AA- 95.79 3.15% 96.03 3.36% 97.72 3.41% 89236TDP7 Toyota Motor Credit Corp Note 2,000,000.00 Various 1,968,104.46 97.61 2.6% Due 1/11/2022 3.04% 1,973,390.19 3.39% 91159HHP8 US Bancorp Callable Cont 12/23/2021 1,000,000.00 01/19/2017 998,280.00 97.39 2.625% Due 1/24/2022 2.66% 998,888.50 3.48% 674599CK9 Occidental Petroleum Callable Note 2,350,000.00 06/18/2018 2,293,929.00 96.87 Cont 3/15/2022 3.27% 2,299,315.03 3.57% 2.6% Due 4/15/2022 69353RFE3 PNC Bank Callable Note Cont 6/28/2022 2,365,000.00 07/25/2017 2,364,787.15 96.00 2,270,397.64 1.17% A2 / A 3.74 2.45% Due 7/28/2022 2.45% 2,364,840.89 3.60% 14,968.48 (94,443.25) A+ 3.51 44932HAC7 IBM Credit Corp Note 2,400,000.00 Various 2,354,504.00 94.51 2,268,136.80 1.16% Al / A 3.86 2.2% Due 9/8/2022 2.63% 2,362,776.59 3.74% 7,773.34 (94,639.79) A 3.63 48128BAB7 JP Morgan Chase & Co Callable Note 1X 2,400,000.00 Various 2,372,445.00 96.75 2,322,112.80 1.20% A2 / A- 4.21 1/15/2022 3.23% 2,376,298.02 3.81% 21,002.14 (54,185.22) AA- 3.87 2.972% Due 1/15/2023 02665WCJ8 American Honda Finance Note 755,000.00 07/11/2018 753,693.85 99.39 750,393.75 0.39% A2 / A+ 4.70 3.45% Due 7/14/2023 3.49% 753,771.19 3.59% 7,597.19 (3,377.44) NR 4.26 69371RP59 Paccar Financial Corp Note 1,910,000.00 08/06/2018 1,909,216.90 99.51 1,900,679.20 0.98% Al / A+ 4.78 3.4% Due 8/9/2023 3.41% 1,909,252.92 3.51% 14,791.89 (8,573.72) NR 4.34 02665WCQ2 American Honda Finance Note 1,870,000.00 10/03/2018 1,868,466.60 99.98 1,869,584.86 0.96% A2 / A+ 4.95 3.625% Due 10/10/2023 3.64% 1,868,485.07 3.63% 3,954.27 1,099.79 NR 4.48 55,867,375.13 54,859,665.26 28.23% Al / A+ 2.37 Total US Corporate 55,940,000.00 2.41% 55,820,556.16 3.26% 359,708.80 (960,890.90) A+ 2.23 2.55 2.44 1,173,394.43 0.60% Aaa / AAA 2.77 4,377.67 (50,800.40) AA+ 2.67 2,463,228.50 1.26% Al / AA- 2.88 6,227.25 (67,018.71) A 2.75 1,710,112.25 0.88% A2 / A 3.19 14,814.24 (60,287.76) A 2.99 1,952,236.00 1.01% Aa3 / AA- 3.20 15,888.89 (21,154.19) A+ 3.01 973,927.00 0.50% Al / A+ 3.24 7,072.92 (24,961.50) AA- 3.04 2,276,381.55 1.17% A3 / A 3.46 2,715.56 (22,933.48) A 3.26 Chandler Asset Management - CONFIDENTIAL Paee 9 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Holdings Report As of October 31, 2018 CM CUSIP Security Description Par Value/Units Purchase Date Cost Value Mkt Price Market Value % of Port. Moody/S&P Maturity Book Yield Book Value Mkt YTM Accrued Int. Gain/Loss Fitch Duration US TREASURY 912828H52 US Treasury Note 1.25% Due 1/31/2020 912828J84 US Treasury Note 1.375% Due 3/31/2020 912828VF4 US Treasury Note 1.375% Due 5/31/2020 912828XM7 US Treasury Note 1.625% Due 7/31/2020 912828L32 US Treasury Note 1.375% Due 8/31/2020 912828L99 US Treasury Note 1.375% Due 10/31/2020 912828N89 US Treasury Note 1.375% Due 1/31/2021 912828B90 US Treasury Note 2% Due 2/28/2021 912828Q37 US Treasury Note 1.25% Due 3/31/2021 912828T34 US Treasury Note 1.125% Due 9/30/2021 912828F96 US Treasury Note 2% Due 10/31/2021 912828J43 US Treasury Note 1.75% Due 2/28/2022 912828XG0 US Treasury Note 2.125% Due 6/30/2022 912828L24 US Treasury Note 1.875% Due 8/31/2022 912828L57 US Treasury Note 1.75% Due 9/30/2022 2,400,000.00 Various 2,375,218.98 1.49% 2,393,077.24 2,250,000.00 10/23/2015 2,252,204.80 1.35% 2,250,703.14 2,350,000.00 07/10/2015 2,323,478.58 1.62% 2,341,422.16 2,500,000.00 02/27/2017 2,504,695.88 1.57% 2,502,398.70 3,500,000.00 12/11/2017 3,451,054.69 1.91% 3,467,024.76 2,650,000.00 11/23/2015 2,608,499.12 1.71% 2,633,197.09 3,200,000.00 Various 3,186,303.70 1.48% 3,192,745.38 2,150,000.00 Various 2,194,878.30 1.55% 2,171,800.82 3,200,000.00 Various 3,155,350.56 1.59% 3,174,574.01 3,200,000.00 11/09/2016 3,145,885.73 1.48% 3,167,743.65 2,800,000.00 01/27/2017 2,807,337.51 1.94% 2,804,630.88 3,610,000.00 03/13/2017 3,544,721.85 2.14% 3,566,204.89 3,600,000.00 08/15/2017 3,651,058.94 1.82% 3,638,394.71 1,250,000.00 09/26/2017 1,250,541.30 1.87% 1,250,420.94 3,600,000.00 10/17/2017 3,560,062.50 1.99% 3,568,434.35 98.12 2,354,906.40 1.21% Aaa / AA+ 1.25 2.79% 7,581.52 (38,170.84) AAA 1.22 98.00 2,205,087.75 1.13% Aaa / AA+ 1.42 2.82% 2,719.78 (45,615.39) AAA 1.38 97.73 2,296,575.10 1.18% Aaa / AA+ 1.58 2.85% 13,595.97 (44,847.06) AAA 1.54 97.88 2,447,070.00 1.26% Aaa / AA+ 1.75 2.87% 10,266.64 (55,328.70) AAA 1.70 97.34 3,406,756.50 1.75% Aaa / AA+ 1.84 2.88% 8,242.40 (60,268.26) AAA 1.79 97.08 2,572,673.00 1.32% Aaa / AA+ 2.00 2.89% 100.66 (60,524.09) AAA 1.95 96.70 3,094,374.40 1.59% Aaa / AA+ 2.25 2.90% 11,119.56 (98,370.98) AAA 2.18 97.97 2,106,329.20 1.08% Aaa / AA+ 2.33 2.91% 7,364.64 (65,471.62) AAA 2.25 96.18 3,077,750.40 1.58% Aaa / AA+ 2.42 2.90% 3,516.49 (96,823.61) AAA 2.35 94.98 3,039,376.00 1.56% Aaa / AA+ 2.92 2.93% 3,164.84 (128,367.65) AAA 2.83 97.32 2,724,859.20 1.39% Aaa / AA+ 3.00 2.94% 154.70 (79,771.68) AAA 2.88 96.22 3,473,498.68 1.78% Aaa / AA+ 3.33 2.95% 10,820.03 (92,706.21) AAA 3.19 97.10 3,495,657.60 1.80% Aaa / AA+ 3.67 2.96% 25,777.17 (142,737.11) AAA 3.47 96.04 1,200,488.75 0.62% Aaa / AA+ 3.84 2.98% 4,014.16 (49,932.19) AAA 3.65 95.50 3,438,000.00 1.76% Aaa / AA+ 3.92 2.98% 5,538.46 (130,434.35) AAA 3.74 Chandler Asset Management - CONFIDENTIAL Page 10 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Holdings Report As of October 31, 2018 CM Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. of Port. Moody/S&P Maturity Gain/Loss Fitch Duration US TREASURY 912828N30 US Treasury Note 2.125% Due 12/31/2022 Total US Treasury TOTAL PORTFOLIO TOTAL MARKET VALUE PLUS ACCRUED 3,850,000.00 01/25/2018 2.46% 46,110,000.00 1.78% 199,391,931.14 2.08% 3,790,144.53 3,799,422.13 45,801,436.97 45,922,194.85 198,592,670.54 198,791,640.03 96.66 2.98% 2.91% 3.03% 3,721,263.70 27,567.26 44,654,666.68 141,544.28 194,655,580.90 943,571.87 195,599,152.77 1.92% (78,158.43) 22.90% (1,267,528.17) Aaa / AA+ 4.17 AAA 3.92 Aaa / AA+ 2.68 AAA 2.57 100.00% Aa1 / AA (4,136,059.13) AAA 2.62 2.36 Chandler Asset Management - CONFIDENTIAL Page 11 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Transaction Ledger As of October 31, 2018 CM Transaction Settlement Type Date CUSIP Quantity Security Description Acq/Disp Price Yield Amount Interest Pur/Sold Total Amount Gain/Loss ACQUISITIONS Purchase 10/01/2018 31846V401 570.44 First American Govt Obligation MMKT 1.000 1.52% 570.44 0.00 570.44 0.00 Class-D Purchase 10/02/2018 31846V401 15,625.00 First American Govt Obligation MMKT 1.000 1.52% 15,625.00 0.00 15,625.00 0.00 Class-D Purchase 10/05/2018 31846V401 67,671.88 First American Govt Obligation MMKT 1.000 1.52% 67,671.88 0.00 67,671.88 0.00 Class-D Purchase 10/10/2018 02665WCQ2 1,870,000.00 American Honda Finance Note 99.918 3.64% 1,868,466.60 0.00 1,868,466.60 0.00 3.625% Due 10/10/2023 Purchase 10/10/2018 31846V401 1,770,000.00 First American Govt Obligation MMKT 1.000 1.52% 1,770,000.00 0.00 1,770,000.00 0.00 Class-D Purchase 10/10/2018 31846V401 18,806.25 First American Govt Obligation MMKT 1.000 1.52% 18,806.25 0.00 18,806.25 0.00 Class-D Purchase 10/15/2018 31846V401 141,137.50 First American Govt Obligation MMKT 1.000 1.52% 141,137.50 0.00 141,137.50 0.00 Class-D Purchase 10/15/2018 31846V401 30,550.00 First American Govt Obligation MMKT 1.000 1.52% 30,550.00 0.00 30,550.00 0.00 Class-D Purchase 10/15/2018 31846V401 1,487.71 First American Govt Obligation MMKT 1.000 1.52% 1,487.71 0.00 1,487.71 0.00 Class-D Purchase 10/15/2018 31846V401 1,058.33 First American Govt Obligation MMKT 1.000 1.52% 1,058.33 0.00 1,058.33 0.00 Class-D Purchase 10/15/2018 31846V401 3,150.00 First American Govt Obligation MMKT 1.000 1.52% 3,150.00 0.00 3,150.00 0.00 Class-D Purchase 10/15/2018 31846V401 58,670.05 First American Govt Obligation MMKT 1.000 1.52% 58,670.05 0.00 58,670.05 0.00 Class-D Purchase 10/15/2018 31846V401 143,511.55 First American Govt Obligation MMKT 1.000 1.52% 143,511.55 0.00 143,511.55 0.00 Class-D Purchase 10/15/2018 31846V401 1,736.58 First American Govt Obligation MMKT 1.000 1.52% 1,736.58 0.00 1,736.58 0.00 Class-D Purchase 10/15/2018 31846V401 1,374.33 First American Govt Obligation MMKT 1.000 1.52% 1,374.33 0.00 1,374.33 0.00 Class-D Purchase 10/15/2018 31846V401 4,902.33 First American Govt Obligation MMKT 1.000 1.52% 4,902.33 0.00 4,902.33 0.00 Class-D Chandler Asset Management - CONFIDENTIAL Page 12 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Transaction Ledger As of October 31, 2018 CM Transaction Type Settlement Date CUSIP Quantity Security Description Acq/Disp Price Yield Amount Interest Pur/Sold Total Amount Gain/Loss ACQUISITIONS Purchase 10/15/2018 31846V401 46,950.83 First American Govt Obligation MMKT 1.000 1.52% 46,950.83 0.00 46,950.83 Class-D 0.00 Purchase 10/15/2018 31846V401 43,559.76 First American Govt Obligation MMKT 1.000 1.52% 43,559.76 0.00 43,559.76 0.00 Class-D Purchase 10/15/2018 31846V401 116,908.49 First American Govt Obligation MMKT 1.000 1.52% 116,908.49 0.00 116,908.49 0.00 Class-D Purchase 10/15/2018 31846V401 107,794.96 First American Govt Obligation MMKT 1.000 1.52% 107,794.96 0.00 107,794.96 0.00 Class-D Purchase 10/15/2018 31846V401 176,118.26 First American Govt Obligation MMKT 1.000 1.52% 176,118.26 0.00 176,118.26 0.00 Class-D Purchase 10/15/2018 31846V401 73,302.07 First American Govt Obligation MMKT 1.000 1.52% 73,302.07 0.00 73,302.07 0.00 Class-D Purchase 10/22/2018 31846V401 4,130.00 First American Govt Obligation MMKT 1.000 1.52% 4,130.00 0.00 4,130.00 0.00 Class-D Purchase 10/25/2018 31846V401 18,700.00 First American Govt Obligation MMKT 1.000 1.52% 18,700.00 0.00 18,700.00 0.00 Class-D Purchase 10/25/2018 31846V401 9,121.75 First American Govt Obligation MMKT 1.000 1.52% 9,121.75 0.00 9,121.75 0.00 Class-D Purchase 10/30/2018 31846V401 1,663,927.55 First American Govt Obligation MMKT 1.000 1.52% 1,663,927.55 0.00 1,663,927.55 0.00 Class-D 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 1.000 1.62% 46,218.75 0.00 46,218.75 0.00 Class-D 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 1.000 -1,868,466.60 0.00-1,868,466.60 0.00 Class-D 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 Chandler Asset Management - CONFIDENTIAL Page 13 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Transaction Ledger As of October 31, 2018 CAS Transaction Type Settlement Date CUSIP Quantity Security Description c Price Aq/Disp Yield Amount Interest Pur/Sold Total Amount Gain/Loss DISPOSITIONS Closing Purchase Subtotal 10/10/2018 31846V401 -1,868,466.60 First American Govt Obligation MMKT 1.000 Class-D -1,868,466.60 -1,868,466.60 -1,868,466.60 0.00-1,868,466.60 0.00 0.00-1,868,466.60 0.00 Sale 10/10/2018 31846V401 1,868,466.60 First American Govt Obligation MMKT 1.000 1.52% 1,868,466.60 0.00 1,868,466.60 0.00 Class-D Sale 10/30/2018 3135GOZG1 600,000.00 FNMA Note 99.213 2.67% 595,278.00 1,400.00 596,678.00 -4,484.25 1.75% Due 9/12/2019 Sale 10/30/2018 3137EADK2 1,075,000.00 FHLMC Note 98.970 2.64% 1,063,927.50 3,322.05 1,067,249.55 -6,788.75 1.25% Due 8/1/2019 Sale 10/31/2018 31846V401 2,729,449.96 First American Govt Obligation MMKT 1.000 1.62% 2,729,449.96 0.00 2,729,449.96 0.00 Class-D 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 100.000 1.95% 140,000.00 1,137.50 141,137.50 0.00 10/15/2018 1.95% Due 11/15/2018 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 2017-1 100.000 0.00 1,487.71 1,487.71 0.00 1.93% Due 9/15/2022 Paydown 10/15/2018 161571HF4 0.00 Chase CHAIT 2016-A5 100.000 0.00 1,058.33 1,058.33 0.00 1.27% Due 7/15/2021 Paydown 10/15/2018 43811BAC8 0.00 Honda Auto Receivables 2017-2 A3 100.000 0.00 3,150.00 3,150.00 0.00 1.68% Due 8/16/2021 Paydown 10/15/2018 47787XAB3 58,540.96 John Deere Owner Trust 2017-A A2 100.000 58,540.96 129.09 58,670.05 0.00 1.5% Due 10/15/2019 Paydown 10/15/2018 47788BAB0 142,006.59 John Deere Owner Trust 2017-B A2A 100.000 142,006.59 1,504.96 143,511.55 0.00 1.59% Due 4/15/2020 Paydown 10/15/2018 47788BAD6 0.00 John Deere Owner Trust 2017-B A3 100.000 0.00 1,736.58 1,736.58 0.00 1.82% Due 10/15/2021 Paydown 10/15/2018 47788CAC6 0.00 John Deere Owner Trust 2016-B A4 100.000 0.00 1,374.33 1,374.33 0.00 2.66% Due 4/18/2022 Chandler Asset Management - CONFIDENTIAL Page 14 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Transaction Ledger As of October 31, 2018 CM Transaction Type Settlement Date CUSIP Quantity Security Description Acq/Disp Price Yield Amount Interest Pur/Sold Total Amount Gain/Loss DISPOSITIONS Paydown 10/15/2018 47788EAC2 Paydown 10/15/2018 47788MAC4 Paydown 10/15/2018 654747AB0 Paydown 10/15/2018 65478VAD9 Paydown 10/15/2018 89237RAB4 Paydown 10/15/2018 89238BAB8 Paydown Paydown Paydown 10/15/2018 89238MAB4 10/22/2018 43815HAC1 10/25/2018 3137B5JM6 0.00 John Deere Owner Trust 2018-B A3 3.08% Due 11/15/2022 46,568.28 John Deere Owner Trust 2016-A A3 1.36% Due 4/15/2020 43,338.14 Nissan Auto Receivables 2017-A A2A 1.47% Due 1/15/2020 115,155.78 NAROT 2016-B A3 1.32% Due 1/15/2021 106,321.92 Toyota Auto Receivable 2017-C A2A 1.58% Due 7/15/2020 171,953.26 Toyota Auto Receivables Owner 2018-A A2A 2.1% Due 10/15/2020 73,156.08 0.00 0.00 100.000 0.00 4,902.33 4,902.33 100.000 46,568.28 382.55 46,950.83 100.000 43,338.14 221.62 43,559.76 100.000 115,155.78 1,752.71 116,908.49 100.000 106,321.92 1,473.04 107,794.96 100.000 171,953.26 4,165.00 176,118.26 Toyota Auto Receivables Owner 2017-A 100.000 73,156.08 145.99 73,302.07 1.42% Due 9/16/2019 Honda Auto Receivables Owner 2018-3 100.000 0.00 4,130.00 4,130.00 A3 2.95% Due 8/22/2022 FHLMC K034 A2 3.531% Due 7/25/2023 100.000 0.00 9,121.75 9,121.75 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 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 10/03/2018 31846V401 Withdrawal Security Withdrawal 10/25/2018 31846V401 11,452.20 First American Govt Obligation MMKT Class-D 104.17 First American Govt Obligation MMKT Class-D 1.000 1.000 11,452.20 104.17 0.00 0.00 11,452.20 104.17 0.00 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 Chandler Asset Management - CONFIDENTIAL Page 15 Execution Time: 11/1/2018 7:20:16 PM City of Chino Hills Account#10150 Transaction Ledger As of October 31, 2018 CM Transaction Settlement Type Date CUSIP Quantity Security Description Acq/Disp Price Yield Amount Interest Pur/Sold Total Amount Gain/Loss OTHER TRANSACTIONS Interest 10/02/2018 3137EADM8 2,500,000.00 FHLMC Note 0.000 15,625.00 0.00 15,625.00 1.25% Due 10/2/2019 Interest 10/05/2018 3135GOT45 3,485,000.00 FNMA Note 0.000 32,671.88 0.00 32,671.88 0.00 1.875% Due 4/5/2022 Interest 10/05/2018 3135GOT78 3,500,000.00 FNMA Note 0.000 35,000.00 0.00 35,000.00 0.00 2% Due 10/5/2022 Interest 10/10/2018 02665WAC5 1,770,000.00 American Honda Finance Note 0.000 18,806.25 0.00 18,806.25 0.00 2.125% Due 10/10/2018 Interest 10/15/2018 674599CK9 2,350,000.00 Occidental Petroleum Callable Note 0.000 30,550.00 0.00 30,550.00 0.00 Cont 3/15/2022 2.6% Due 4/15/2022 Interest 10/25/2018 91159HHH6 1,700,000.00 US Bancorp Callable Note Cont 0.000 18,700.00 0.00 18,700.00 0.00 3/25/2019 2.2% Due 4/25/2019 Interest 10/31/2018 912828F96 2,800,000.00 US Treasury Note 0.000 28,000.00 0.00 28,000.00 0.00 2% Due 10/31/2021 Interest 10/31/2018 912828L99 2,650,000.00 US Treasury Note 0.000 18,218.75 0.00 18,218.75 0.00 1.375% Due 10/31/2020 Subtotal 20,755,000.00 197,571.88 0.00 197,571.88 0.00 0.00 Dividend 10/01/2018 31846V401 143,415.58 First American Govt Obligation MMKT 0.000 570.44 0.00 570.44 0.00 Class-D 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 Chandler Asset Management - CONFIDENTIAL Page 16 Execution Time: 11/1/2018 7:20:16 PM 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 ASSET SU M ASSETS Cash And Equivalents Mutual Funds -Equity Mutual Funds -Fixed Income Total Assets Accrued Income Grand Total 10/31/2018 MARKET 203,977.72 3, 344, 590.46 3,176, 906.72 6,725,474.90 399.77 6,725,874.67 Estimated Annual Income 157,911.64 10/31/2018 % OF BOOK VALUE MARKET 203,977.72 3,113,572.75 3,255,989.30 6,573,539.77 399.77 6,573,939.54 3.03 49.73 47.23 99.99 0.01 100.00 MUTUAL FUNDS mbank Page 5 of 21 Period from October 1, 2018 to October 31, 2018 CASH EQUIV & ACCR 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 ASS ET DETAIL DESCRIPTION SHARES/ FACE AMOUNT MARKET PRICE/UNIT mbank Page 6 of 21 Period from October 1, 2018 to October 31, 2018 UNREALIZED GAIN (LOSS) ADJ PRIOR MARKET / SINCE INCEPTION/ ADJ PRIOR MARKET ENDING ACCRUAL BOOK VALUE CURRENT PERIOD UNREALIZED GAIN/LOSS YIELD ON MARKET Cash And Equivalents Money Markets First Am Govt 202,606.010 202,606.01 202,606.01 .00 202,606.01 399.77 Ob Fd CI Z 1.0000 .00 .00 2.06 31846V567 Asset Minor Code 1 Total Money Markets 202,606.010 202,606.01 202,606.01 .00 202,606.01 399.77 .00 .00 2.06 Cash Cash 1,371.71 1,371.71 1,371.71 Total Cash .000 1,371.71 1,371.71 .00 1,371.71 .00 .00 .00 0.00 Total Cash And 202,606.010 203,977.72 203,977.72 .00 203,977.72 399.77 Equivalents .00 .00 2.05 Mutual Funds Mutual Funds -Equity (shares Core 3,651.000 S P 500 Etf 464287200 Asset Minor Code 94 (shares S P 2,066.000 500 Growth Etf 464287309 Asset Minor Code 94 (shares S P 4,151.000 500 Value Etf 464287408 Asset Minor Code 94 995,846.76 874,218.87 121,627.89 997,737.09 .00 272.7600 - 71,258.20 - 1,890.33 1.86 336,510.08 278,091.65 58,418.43 336,299.11 .00 162.8800 - 28,895.37 210.97 1.19 455,157.15 443,459.73 11,697.42 457,762.25 .00 109.6500 - 25,052.82 - 2,605.10 2.43 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 ASS ET'DETAIL (continuied) DESCRIPTION SHARES/ FACE AMOUNT (shares Msci 6,933.000 Eafe Etf 464287465 Asset Minor Code 94 (shares 5,188.000 Russell Mid Cap Etf 464287499 Asset Minor Code 94 (shares 2,594.000 Russell 2000 Value Etf 464287630 Asset Minor Code 94 (shares 1,241.000 Russell 2000 Growth Etf 464287648 Asset Minor Code 94 Vanguard Ftse 5,751.000 Emerging Markets Etf 922042858 Asset Minor Code 94 Vanguard Real 1,233.000 Estate Etf 922908553 Asset Minor Code 94 Total Mutual Funds -Equity Mutual Funds -Fixed Income MARKET PRICE/UNIT 433,035.18 62.4600 262,305.28 50.5600 314,263.10 121.1500 233,171.49 187.8900 217,732.86 37.8600 96,568.56 78.3200 32,808.000 3,344,590.46 (shares Core 25,212.000 U.S. Aggregate Bond Etf 464287226 Asset Minor Code 95 2,636,923.08 104.5900 Vanguard 51,871.627 539,983.64 Short Term Invt Grade #539 10.4100 922031836 Asset Minor Code 99 Total Mutual Funds -Fixed Income 77,083.627 3,176,906.72 BOOK VALUE 422,154.83 248,174.82 315, 702.70 207,472.18 225,711.43 98,586.54 3,113, 572.75 2,707,177.39 548,811.91 3,255,989.30 mbank Page 7 of 21 Period from October 1, 2018 to October 31, 2018 UNREALIZED GAIN (LOSS) ADJ PRIOR MARKET / SINCE INCEPTION/ ADJ PRIOR MARKET ENDING ACCRUAL CURRENT PERIOD UNREALIZED GAIN/LOSS YIELD ON MARKET 10,880.35 - 37,439.47 14,130.46 - 23,120.62 - 1,439.60 - 30,023.39 25,699.31 - 32,986.90 - 7,978.57 - 17,672.97 - 2,017.98 - 2,868.55 231,017.71 - 269,318.29 - 70,254.31 - 22,856.78 - 8,828.27 - 1,989.43 - 79,082.58 - 24, 846.21 463,552.93 - 30,517.75 .00 3.36 275,341.10 .00 - 13,035.82 1.85 341,552.94 .00 - 27,289.84 1.94 253,097.14 .00 - 19,925.65 0.70 242,105.57 .00 - 24,372.71 2.77 100,330.63 .00 - 3,762.07 4.91 3,467,778.76 .00 - 123,188.30 2.13 2,680,055.44 .00 - 43,132.36 2.58 542,564.95 .00 - 2,581.31 2.63 3,222,620.39 .00 - 45,713.67 2.58 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 ASSET DETAI DESCRIPTION Total Mutual Funds Total Assets Accrued Income Grand Total L (continued) SHARES/ FACE AMOUNT BOOK VALUE 109,891.627 6,521,497.18 6,369,562.05 312,497.637 6,725,474.90 6,573,539.77 .000 399.77 399.77 312,497.637 ASSET DETAIL MESSAGES MARKET PRICE/UNIT 6,725,874.67 6,573,939.54 Time of trade execution and trading party (if not disclosed) will be provided upon request. mbank Page 8 of 21 Period from October 1, 2018 to October 31, 2018 UNREALIZED GAIN (LOSS) ADJ PRIOR MARKET / SINCE INCEPTION/ ADJ PRIOR MARKET ENDING ACCRUAL CURRENT PERIOD UNREALIZED GAIN/LOSS YIELD ON MARKET 151,935.13 - 294,164.50 151,935.13 - 294,164.50 6,690,399.15 - 168,901.97 6,894,376.87 - 168,901.97 .00 2.35 399.77 2.34 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 not publicly 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 less frequently than statement generation. For further information, please contact your account manager or relationship manager. 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 INCOME ACCRUAL DETAIL SHARES/ FACE AMOUNT DESCRIPTION Cash And Equivalents 202,606.010 First Am Govt Ob Fd CI Z 31846V567 EX PAY ANN DATE DATE RATE 11/01/18 Total Cash And Equivalents Mutual Funds -Equity 3,651.000 (shares Core S P 500 Etf 464287200 09/26/18 10/02/18 2,066.000 (shares S P 500 Growth Etf 464287309 09/26/18 10/02/18 4,151.000 (shares S P 500 Value Etf 464287408 09/26/18 10/02/18 5,188.000 (shares Russell Mid Cap Etf 464287499 09/26/18 10/02/18 2,594.000 (shares Russell 2000 Value Etf 464287630 09/26/18 10/02/18 1,241.000 (shares Russell 2000 Growth Etf 464287648 09/26/18 10/02/18 5,751.000 Vanguard Ftse Emerging Markets Etf 922042858 09/26/18 10/01/18 Total Mutual Funds -Equity Mutual Funds -Fixed Income 25,212.000 (shares Core U.S. Aggregate Bond Etf 464287226 10/01/18 10/05/18 51,871.627 Vanguard Short Term Invt Grade #539 922031836 10/31/18 11/01/18 BEGINNING ACCRUAL mbank Page 9 of 21 Period from October 1, 2018 to October 31, 2018 INCOME EARNED INCOME RECEIVED ENDING ACCRUAL 0.02 332.08 399.77 332.08 399.77 332.08 399.77 332.08 399.77 5.06 4,565.32 .00 4,565.32 .00 1.95 983.68 - 29.93 953.75 .00 2.66 2,774.30 .00 2,774.30 .00 0.93 1,557.58 .00 1,557.58 .00 2.35 1,491.03 - 247.20 1,243.83 .00 1.31 397.91 - 41.79 356.12 .00 1.05 2,671.52 .00 2,671.52 .00 14,441.34 - 318.92 14,122.42 .00 2.70 .00 6,422.45 6,422.45 .00 0.27 .02 1,371.69 1,371.71 .00 Total Mutual Funds -Fixed Income .02 7,794.14 7,794.16 .00 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 INCOME ACCRUALHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHHH [DETAIL continued)' SHARES/ FACE AMOUNT DESCRIPTION Grand Total EX PAY ANN DATE DATE RATE BEGINNING ACCRUAL 14,773.44 embank Page 10 of 21 Period from October 1, 2018 to October 31, 2018 INCOME EARNED 7,874.99 INCOME RECEIVED 22,248.66 ENDING ACCRUAL 399.77 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 INVESTIVI DATE Interest ENT ACTIVITY' DESCRIPTION First Am Govt Ob Fd CI Z 31846V567 10/01/2018 Interest From 9/1/18 To 9/30/18 Total Interest Dividends (shares Core S P 500 Etf 464287200 mbank Page 11 of 21 Period from October 1, 2018 to October 31, 2018 CASH 332.08 332.08 10/02/2018 1.277369 USD/Share On 3,574 Shares Due 10/2/18 4,565.32 (shares Core U.S. Aggregate Bond Etf 464287226 10/05/2018 0.251565 USD/Share On 25,530 Shares Due 10/5/18 6,422.45 (shares Russell Mid Cap Etf 464287499 10/02/2018 1.226444 USD/Share On 1,270 Shares Due 10/2/18 1,557.58 (shares Russell 2000 Growth Etf 464287648 10/02/2018 0.293101 USD/Share On 1,215 Shares Due 10/2/18 356.12 (shares Russell 2000 Value Etf 464287630 10/02/2018 0.48989 USD/Share On 2,539 Shares Due 10/2/18 1,243.83 (shares S P 500 Growth Etf 464287309 10/02/2018 0.471452 USD/Share On 2,023 Shares Due 10/2/18 953.75 (shares S P 500 Value Etf 464287408 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 INVESTMENT ACTIVITY',(continued) DATE DESCRIPTION 10/02/2018 0.682821 USD/Share On 4,063 Shares Due 10/2/18 Vanguard Ftse Emerging Markets Etf 922042858 10/01/2018 0.4746 USD/Share On 5,629 Shares Due 10/1/18 Vanguard Short Term Invt Grade #539 922031836 10/31/2018 Dividend From 10/1/18 To 10/31/18 Total Dividends Other Earnings Interest -Bank Compensation 10/29/2018 Income Payments Interest Earned On Income Payments Total Other Earnings mbank Page 12 of 21 Period from October 1, 2018 to October 31, 2018 CASH 2,774.30 2,671.52 1,371.71 21,916.58 .15 .15 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 PLAN EXPENSES DATE DESCRIPTION Trust Fees Trust Fees 10/26/2018 Collected Charged For Period 09/01/2018 Thru 09/30/2018 Total Trust Fees Total Trust Fees Total Plan Expenses mbank Page 13 of 21 Period from October 1, 2018 to October 31, 2018 CASH - 1,830.56 - 1,830.56 - 1,830.56 - 1,830.56 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 OTHER ACTI /IT`Yr DATE DESCRIPTION Transfers Out Transfer To Another Account 10/30/2018 Paid To # 6746050100 Per Dir Dtd 10/29/2018 Total Transfer To Another Account Total Transfers Out Total Other Activity mbank Page 14 of 21 Period from October 1, 2018 to October 31, 2018 CASH - 1,461.76 - 1,461.76 - 1,461.76 - 1,461.76 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 CORPORATE CHANGES AND ADJUSTMENTS DATE DESCRIPTION Stock Dividends/Stock Splits 10/26/2018 Stock Split 4 For 1 Stock Split On (shares Russell Mid Cap Etf Due 10/25/18 3,810 Additional Shares Received This Is A 4 For 1 Stock Split 464287499 10/26/2018 Stock Split 4 For 1 Stock Split On (shares Russell Mid Cap Etf Due 10/25/18 81 Additional Shares Received This Is A 4 For 1 Stock Split 464287499 SHARES OR FACE AMOUNT BOOK VALUE MARKET VALUE mbank Page 15 of 21 Period from October 1, 2018 to October 31, 2018 REALIZED/ PRIOR MARKET / UNREALIZED PRIOR MARKET GAIN/LOSS REALIZED GAIN/LOSS 3,810.00 .00 .00 .00 .00 .00 81.00 .00 .00 .00 .00 .00 Total Stock Dividends/Stock Splits 3,891.00 .00 .00 .00 .00 .00 Total Corporate Changes And Adjustments 3,891.00 .00 .00 .00 .00 .00 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 PURCHASES' DATE DESCRIPTION Cash And Equivalents 10/01/2018 Purchased 2,671.52 Units Of First Am Govt Ob Fd CI Z Trade Date 10/1/18 31846V567 10/02/2018 Purchased 332.08 Units Of First Am Govt Ob Fd CI Z Trade Date 10/2/18 31846V567 10/02/2018 Purchased 11,450.9 Units Of First Am Govt Ob Fd CI Z Trade Date 10/2/18 31846V567 10/03/2018 Purchased 43.7 Units Of First Am Govt Ob Fd CI Z Trade Date 10/3/18 31846V567 10/04/2018 Purchased 1,272.58 Units Of First Am Govt Ob Fd CI Z Trade Date 10/4/18 31846V567 10/05/2018 Purchased 6,422.45 Units Of First Am Govt Ob Fd CI Z Trade Date 10/5/18 31846V567 10/26/2018 Purchased 5,006.6 Units Of First Am Govt Ob Fd CI Z Trade Date 10/26/18 31846V567 SHARES/ FACE AMOUNT 2,671.520 332.080 11,450.900 43.700 1,272.580 6,422.450 5,006.600 mbank Page 16 of 21 Period from October 1, 2018 to October 31, 2018 COMMISSION .00 BOOK VALUE - 2,671.52 2,671.52 CASH .00 - 332.08 332.08 .00 - 11,450.90 11,450.90 .00 - 43.70 43.70 .00 - 1,272.58 1,272.58 .00 - 6,422.45 6,422.45 .00 - 5,006.60 5,006.60 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 PURCHASES (continued) DATE DESCRIPTION 10/30/2018 Purchased 0.15 Units Of First Am Govt Ob Fd CI Z Trade Date 10/30/18 31846V567 Total First Am Govt Ob Fd CI Z Total Cash And Equivalents Mutual Funds -Equity 10/25/2018 Purchased 77 Shares Of (shares Core S P 500 Etf Trade Date 10/25/18 Purchased Through Sanford C. Bernstein & Co., LI 77 Shares At 271.2369 USD 464287200 SHARES/ FACE AMOUNT .150 mbank Page 17 of 21 Period from October 1, 2018 to October 31, 2018 COMMISSION .00 CASH - .15 BOOK VALUE .15 27,199.980 .00 - 27,199.98 27,199.98 27,199.980 .00 - 27,199.98 27,199.98 77.000 2.70 - 20,887.94 20,887.94 Total (shares Core S P 500 Etf 77.000 2.70 - 20,887.94 20,887.94 10/25/2018 Purchased 147 147.000 5.15 - 9,094.51 9,094.51 Shares Of (shares Msci Eafe Etf Trade Date 10/25/18 Purchased Through Sanford C. Bernstein & Co., LI 147 Shares At 61.8324 USD 464287465 Total (shares Msci Eafe Etf 147.000 5.15 - 9,094.51 10/25/2018 Purchased 27 27.000 .95 - 5,390.90 Shares Of (shares Russell Mid Cap Etf Trade Date 10/25/18 Purchased Through Sanford C. Bernstein & Co., LI 27 Shares At 199.6278 USD 464287499 9,094.51 5,390.90 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 PURCHASES (continued) DATE DESCRIPTION Total (shares Russell Mid Cap Etf 10/25/2018 Purchased 26 Shares Of (shares Russell 2000 Growth Etf Trade Date 10/25/18 Purchased Through Sanford C. Bernstein & Co., LI 26 Shares At 185.9723 USD 464287648 Total (shares Russell 2000 Growth Etf SHARES/ FACE AMOUNT 27.000 26.000 mbank Page 18 of 21 Period from October 1, 2018 to October 31, 2018 COMMISSION .95 .91 CASH - 5,390.90 - 4,836.19 26.000 .91 - 4,836.19 10/25/2018 Purchased 55 55.000 1.93 - 6,599.49 Shares Of (shares Russell 2000 Value Etf Trade Date 10/25/18 Purchased Through Sanford C. Bernstein & Co., LI 55 Shares At 119.9557 USD 464287630 Total (shares Russell 2000 Value Etf BOOK VALUE 5,390.90 4,836.19 4,836.19 6,599.49 55.000 1.93 - 6,599.49 6,599.49 10/25/2018 Purchased 43 43.000 1.51 - 6,990.54 6,990.54 Shares Of (shares S P 500 Growth Etf Trade Date 10/25/18 Purchased Through Sanford C. Bernstein & Co., LI 43 Shares At 162.5355 USD 464287309 Total (shares S P 500 Growth Etf 10/25/2018 Purchased 88 Shares Of (shares S P 500 Value Etf Trade Date 10/25/18 Purchased Through Sanford C. Bernstein & Co., LI 88 Shares At 108.511 USD 464287408 43.000 1.51 88.000 3.08 - 6,990.54 - 9,552.05 6,990.54 9,552.05 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 PURCHASES (continued) DATE DESCRIPTION Total (shares S P 500 Value Etf 10/25/2018 Purchased 122 Shares Of Vanguard Ftse Emerging Markets Etf Trade Date 10/25/18 Purchased Through Sanford C. Bernstein & Co., LI 122 Shares At 37.8079 USD 922042858 Total Vanguard Ftse Emerging Markets Etf SHARES/ FACE AMOUNT mbank Page 19 of 21 Period from October 1, 2018 to October 31, 2018 COMMISSION 88.000 3.08 122.000 4.27 CASH - 9,552.05 - 4,616.83 122.000 4.27 - 4,616.83 10/25/2018 Purchased 26 26.000 .91 - 2,056.35 Shares Of Vanguard Real Estate Etf Trade Date 10/25/18 Purchased Through Sanford C. Bernstein & Co., LI 26 Shares At 79.0554 USD 922908553 BOOK VALUE 9,552.05 4,616.83 4,616.83 2,056.35 Total Vanguard Real Estate Etf 26.000 .91 - 2,056.35 2,056.35 Total Mutual Funds -Equity 611.000 21.41 - 70,024.80 70,024.80 Total Purchases 27,810.980 21.41 - 97,224.78 97,224.78 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 SALES AND MATURITIES DATE DESCRIPTION Cash And Equivalents SHARES/ FACE AMOUNT 10/03/2018 Sold 43.7 Units Of First Am Govt Ob Fd CI Z Trade Date 10/3/18 31846V567 10/29/2018 Sold 36,763.86 Units Of First Am Govt Ob Fd CI Z Trade Date 10/29/18 31846V567 10/30/2018 Sold 1,461.76 Units Of First Am Govt Ob Fd CI Z Trade Date 10/30/18 31846V567 Total First Am Govt Ob Fd CI Z Total Cash And Equivalents Mutual Funds -Fixed Income - 43.700 - 36,763.860 - 1,461.760 COMMISSION .00 .00 TRANSACTION PROCEEDS 43.70 36,763.86 BOOK VALUE - 43.70 - 36,763.86 .00 1,461.76 - 1,461.76 mbank Page 20 of 21 Period from October 1, 2018 to October 31, 2018 PRIOR MARKET / REALIZED PRIOR MARKET GAIN/LOSS REALIZED GAIN/LOSS .00 - 43.70 .00 .00 .00 - 36,763.86 .00 - 1,461.76 .00 - 38,269.320 .00 38,269.32 - 38,269.32 .00 - 38,269.32 .00 - 38,269.320 .00 38,269.32 - 38,269.32 .00 - 38,269.32 .00 10/25/2018 Sold 318 - 318.000 Shares Of (shares Core U.S. Aggregate Bond Etf Trade Date 10/25/18 Sold Through Sanford C. Bernstein & Co., LI Paid 11.13 USD Brokerage Paid 0.43 USD Sec Fee 318 Shares At 104.6305 USD 464287226 Total (shares Core U.S. - 318.000 Aggregate Bond Etf 11.13 33,260.94 11.13 33,260.94 - 34,145.74 - 884.80 - 34,145.74 - 884.80 - 33,803.65 - 542.71 - 33,803.65 - 542.71 00294101 40- -01-B -62-310-01 0102-19-00748-01 PARS/CITY OF CHINO HILLS 115P ACCOUNT 6746053100 SALES AN D MATURITI DATE DESCRIPTION SHARES/ FACE AMOUNT 10/25/2018 Sold - 656.157 656.157 Shares Of Vanguard Short Term Invt Grade #539 Trade Date 10/25/18 656.157 Shares At 10.42 USD 922031836 Total Vanguard Short Term Invt Grade #539 Total Mutual Funds -Fixed Income Total Sales And Maturities COMMISSION - 656.157 - 974.157 TRANSACTION PROCEEDS BOOK VALUE mbank Page 21 of 21 Period from October 1, 2018 to October 31, 2018 PRIOR MARKET / REALIZED PRIOR MARKET GAIN/LOSS REALIZED GAIN/LOSS .00 6,837.16 - 6,942.27 - 105.11 .00 11.13 - 39,243.477 11.13 SALES AND MATURITIES MESSAGES Realized gain/loss should not be used for tax purposes. - 6,863.25 - 26.09 6,837.16 - 6,942.27 - 105.11 - 6,863.25 - 26.09 40,098.10 - 41,088.01 - 989.91 - 40,666.90 - 568.80 78,367.42 - 79,357.33 - 989.91 - 78,936.22 - 568.80