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10-11-2011 CC Rpt A06 COUNCIL AGENDA STAFF REPORT CITY CLERK USE ONLY RECEIVED 704„.. Meeting Date: October 11. 2011 -;70.1:tri Mil .0e4.3 Ad 8: 00 Public Hearing: 0 Discussion Item: 0 / yr ICE OF (Alt CLERKR::�ai%^-- Consent Item: p/ CHINO HILLS [77ffj OCTOBER 4, 2011 TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS FROM: CITY MANAGER SUBJECT: TREASURER'S REPORT FOR AUGUST 2011 RECOMMENDATION: Approve the Treasurer's Report for August 2011. BACKGROUND/ANALYSIS: The Treasurer's Report for August 2011 may be seen in Exhibit A(attached). The amount of cash and investments for all funds amounts to $137,512,894.30. The amount of cash shown in the checking accounts may be either a positive or negative (overdrawn) amount, depending on whether or not there is an opportunity to invest the "float" amount. It is the Treasurer's intention to invest all cash not needed for the immediate cash flow needs of the City. The cash flow for all major fund types is also reported in Exhibit A. As shown, the City's cash reserves, coupled with the month's cash receipts, are sufficient to meet the City's cash disbursement requirements for the month. Additionally, there are sufficient reserves and forecasted cash receipts to meet the City's future cash disbursement needs. Attached are copies of the summary reports received from the agency pools and Government Obligations and money market mutual funds in which the City invests. Due to the different styles and lengths of reports, only summary information is excerpted from the reports and attached as exhibits to the Treasurer's Report. Additionally, the agencies reports that will be attached to the City Treasurer's Report may not necessarily correspond according to dates, due to the lag time in producing and mailing these reports. Included in Exhibit A is a column showing the market value of investments the City has in the various pooled investment accounts. The investment pools provide the market valuation information for the total pool and City staff then calculates and reports the City's pro rata share of the market valuation amount. /LLP 1/39 AGENDA DATE: OCTOBER 11, 2011 SUBJECT: TREASURER'S REPORT FOR AUGUST 2011 PAGE TWO The market value may show unrealized gains or losses for the pooled investments. This does not mean that the pool has actually gained or lost any money on these transactions; it just shows what would have occurred if the pool had redeemed any of the investments as of the date of the report. Typically, the pools may not actually earn any gains nor suffer any losses, since the pools hold the investments to their maturity dates. For interest bearing instruments (which usually comprise most, if not all, of the pools' investments), a change in the market rate of an instrument will cause the value of the instrument to change. For example, when the interest rates increase, the value of bonds, notes, and other interest-rate-sensitive investments will decrease. Conversely, when the market interest rates decrease, the value of bonds, etc., will increase. But the risk of any actual loss (or gain) occurs only if the bonds or other investments are sold before their maturity date. If the investments are held until their maturity date, the investor will receive the total principal of the investment as well as any interest earned on the investment. FISCAL IMPACT: In accordance with California Government Code, the Finance Director/City Treasurer certifies that sufficient investment liquidity, as well as sufficient anticipated revenues, are available to meet the City's budgeted expenditure requirements for the six months ending February 29, 2012. The investments reported in the Treasurer's Report are in compliance with the City's Investment Policy. Respectfully submitted, Recommended by: (;11i4- C44t1M-AA/ Mictfael S. Fleafrity Manager pdy' wLancaster, Finance Director MSF:JRL:PS:dk Attachments 2/39 EXHIBIT A CITY OF CHINO HILLS TREASURER'S REPORT AUGUST 2011 I. Funds Held by City and Fiscal Agents: A. Funds Held by City: Market Investments Cost Value San Bernardino County Pooled Funds of Investments(SBCPFI) $ 48,485,186.77 $ 48,653,194.81 Los Angeles County Pooled Funds of Investments (LACPFI) 28,777,118.88 (3) (1) State of California Local Agency Investment Fund (LAIF) 29,933,255.72 (1) Union Bank/Chandler Asset Management 10,068,539.13 10,057,910.28 Total Investments 117,264,100.50 (2) Cash Bank of America-Checking 256,017.27 256,017.27 Citizens Business Bank-Checking 640,674.96 640,674.96 Citizens Business Bank-Payroll 10,000.00 10,000.00 Wells Fargo Bank-Credit Card 129,954.82 129,954.82 Total Cash in Bank 1,036,647.05 1,036,647.05 Petty Cash , 2,800.00 2,800.00 Total Cash 1,039,447.05 1,039,447.05 Total Funds Held by City 118,303,547.55 (2) B. Funds Held by Fiscal Agents: U.S. Bank 19,209,346.75 19,209,346.75 Total Funds Held by Fiscal Agents 19,209,346.75 19,209,346.75 Total Funds Held by City and Fiscal Agents $ 137,512,894.30 $ (2) II. Estimated Composite Investment Earnings Rate: 0.85% (Estimate Investment Earnings Rate for SBCPFI:0.81%,for LAIF:0.48%; and for the LACPFI : 1.13%;Average Purchase Yield-to-Maturity Rate for Chandler Asset Management:0.84%) III. Cash Flow Transactions by Major Fund Types: Beginning Ending Cash Balance Cash Cash Cash Balance Fund 08/01/11 Receipts Disbursements 08/31/11 General Fund $ 29,395,124.28 $ 4,474,366.63 (5,178,342.80) $ 28,691,148.11 Water Funds 28,003,576.27 2,697,508.61 (5,233,823.22) 25,467,261.66 Sewer Funds 18,075,652.52 549,157.88 (1,697,263.58) 16,927,546.82 Parks&Landscape 7,254,574.38 614,013.04 (1,024,740.50) 6,843,846.92 Development Funds 6,301,836.50 78,896.01 (9,312.79) 6,371,419.72 Comm. Facilities Dist. 37,462,531.59 6,480,023.47 (7,606,017.41) 36,336,537.65 Assessment Districts 1,996,879.03 328,568.54 (331,697.78) 1,993,749.79 Miscellaneous Funds 15,006,053.26 3,324,659.95 (3,449,329.58) 14,881,383.63 Total $ 143,496,227.83 $ 18,547,194.13 $ (24,530,527.66) $ 137,512,894.30 3/39 EXHIBIT A CITY OF CHINO HILLS TREASURER'S REPORT AUGUST 2011 Page 2 of 2 IV.Funds Held by Deferred Compensation Providers- Market Month Ending August 2011 Value ING Life Insurance and Annuity Company N/A ICMA 5,962,240.16 Total Funds Held by Deferred Compensation Providers $ (4) Footnotes: (1)The market valuation is not available as of the date of this report. (2)Total market valuation cannot be determined since the market value for Los Angeles County Pooled Funds of Investments and the State of California Local Agency Investment Fund are not available. (3)The Los Angeles County Pooled Funds of Investments statement is not available as of the date of this report. (4)The total market valuation cannot be determined as the market value for ING Life Insurance and Annuity Company is provided to the City on a quarterly basis. In accordance with the California Government Code,the Finance Director/City Treasurer certifies that the investments reported in the Treasurer's Report comply with the City's Investment Policy and that sufficient liquidity, as well as sufficient anticipated revenues, are available to meet the City's budgeted expenditure requirements for the six months ending February 29, 2012. 4111 � . Laj .§te`f t`in-n Director/City Treasurer 4/39 City of Chino Hills Treasurers Report Worksheet General I Water I Sewer II Parks& II Development It Comm.Facilities II Assessment II Miscellaneous II Fund I Funds I Funds 'I Landscape I Funds II District II Districts II Funds II Total unds Held by City: I I I! I II II 1 II =ginning Book Balance al 8/01/11 25,865,679.44 I 27,111,788.77 I 18,075,652.52 I 7,254,574.38 6,301,836.50 I 30,698,004.49 II 1,636,455.98 I 15,006,053.26 Ii 131,950,045.34 I 1 I 1 1 I I ash Receipts 3,583,877.24 I 2,561,371.61 I 549,157.88 ! 614,013.04 78,896.01 I 34,063.05 II 1,854.09 I 3,324,659.95 1 10,747,892.87 1 1 II ash Disbursements (5,159,239.80)1 (5,233,621.88)1 (1,697,263.58)1 (1,024,740.50) (9,312.79)1 (7,606,017.41)11 (331,697.78)1 (3,449,329.58)1 (24,511,223.32; 1 I I I II 1! 1 ,umal Entries For Month (19,103.00)1 (201.34)1 I I II I I (19,304.34) II I I II II ndinq Book Balance A 8/31/11 24,271,213.88 I 24,439,337.16 I 16,927,546.82 I! 6,843,846.92 6,371,419.72 I 23,126,050.13 11. 1,306,612.29 I 14,881,383.63 I) 118,167,410.55 I I I IF 1 11 econciling Transactions 1 I 136,137.00 I 1 I I ( II 136,137.00 I 1 I 1 I riding Bank Balance Funds Held by City 24.271.213.88 I 24,575 474.16 I 16,927,546.82 I 6,843,846.92 6,371,419.72 I 23 126.050.13 I 1.306,612.29 1 14,881.383.63 1 118,303,547.55 I 1 I 1 1 I 1 1 I I unds Held by Fiscal Aoent: I I I ! I I ?ginning Book Balance Col 8/01/11 3,529,444.84 1 891,787.50 I 0.00 I 0.00 0.00 I 6,764,527.10 360,423.05 0.00 I 11,546,182.49 i 1 1 I 1 I ash Receipts 890,489.39 I 0.00 I 0.00 1 0.00 0.00 I 6,445,960.42 326,714.45 1 0.00 1 7,663,164.26 i 1 1 1 1 1 ash Disbursements 0.00 1 0.00 1 0.00 1 0.00 0.00 1 0.00 0.00 0.00 Ii 0.00 I 1 1 1 1 'Puma!Entries For Month 0.00 I I I I I 0.00 I ndinq Book Balance @ 8131111 4,419,934.23 1 891,787.50 11 0.00 1 0.00 0.00 1 13,210,487.52 687,137.50 0.00 ; 19,209,346.75 1 1 1 I econciling Transactions 1 I I I 1 0.00 1 I 1 1 _ndinp Bank Balance Funds Held by F/A 4,419,934.23 1 891.787.50 1 0.00 1 0.00 0.00 1 13,210,487.52 687,137.50 0.00 19,2C9,346.75 i 1 I 1 I 1 I I 1 I I I 1 iummary of Cash Balances: I I I I I ;eginning Cash Balance II 1 I 1 Funds Held by City I 25,865,679.44 I 27,111,788.77 1 18,075,652.52 I 7,254,574.38 6,301,836.50 I 30,698,004.49 1,636,455.98 15,006,053.26 131,950,045.34 Funds Held by Fiscal Agent 1 3,529 444.84 I 891.787.50 1 0.00 I 0.00 0.00 I 6.764,527.10 360,423.05 0.00 11,546 182.49 I 'olal Beginning Cash Balance I 29,344,618.28 I 29,915,868.61 I 17,801,314.78 I 9,376,050.77 I 8,508,858.14 I 37.661.178.44 1.995 847.58 15,548,487.39 143.496,227,83 I I I I I I I :ndinq Cash Balance I I 1 I I I I I Funds Held by City I 24,271,213.88 I 24,575,474.16 I 16,927,546.82 1 6,843,846.92 II 6,371,419.72 I 23,126,050.13 1 1,306,612.29 14,881,383.63 I 118,303,547.55 1 Funds Held by Fiscal Agent I 4,419,934.23 1 891.787.50 1 0.00 I 0.00 I: 0.00 I 13.210,487.52 I 687,137.50 0.00 I 19,209 346.75 1 :otal Ending Cash Balance 1 28,691,148.11 I 25.467.261.66 I 16.927.546.82 I 6.843.846.92 1 6.371.419.72 I 36.336.537.65 I 1.993.749.79 14.881.383.63 I137.512,894.30 W (D *k+x***+***++**k***+*+**+x***x+*x++Y**n*********knn*n*4*****+tY*+*n***#+n**n+***++n*tn**n*x*+n**+ni***++n++*t++**+****4***t*n+x** * * *• * * * * * * * * * * * * * * *• * * * * * * * REPORT CODE NAME: FE360 *• * * * * * * * * * * * * * * * * * * * * * * * * * REPORT DISTRIBUTION SYSTEM * * * * iS"+O 1 � FINAL REPORTS * * * * , Y *. t' :i FOR AUGUST, 2011 * * * *• * * * * * * * mak, it 1 93 *• * EXPENDITURE DETAIL TRANSACTIONS * * * * * * * * . * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * * • +*******t***.****************************+****tn**********************#**************************t*********************t+t * * * * *• * * * * * * CITY OF CHINO HILLS (CMO02 ) PACKET PAGE NUMBER 1 x** , PGM : FE360 DETAIL EXPENDITURE TRANSACTION LISTING BY OBJECT CODE PAGE: 6881 TIME: 16:11:11 ACCOUNTING PERIOD 02 - 08/2011 DATE: 09/11/2011 FUND/DEPT/ORG1: SED OBJECT/ ORG GRC TRANSACTION ID DESCRIPTION/VENDOR EXPENDITURES ENCUMBRANCES PRE-ENCUMBRANCES REMAINING BUD ET TR DATGET *** NO ACTIVITY FOR THIS PERIOD *** SED BEGINNING PAL - CASH IN COUNTY TREASURY 48,485,186.77 SED ENDING HAL - CASH IN COUNTY TREASURY 48,485,186.77 CITY OF CHINO HILLS (CM002 ) PACKET PAGE NUMBER 2 ..6/39 pflf 3110101110111 Managed Account Summary Statement For the Month Ending August 31, 2011 plearerW 1 -4 sac - .r'd"hsz '^ .k 'do-- _ - G53 nn jt;y kaineMbilOW e-._ _ e Opening Market Value $4,067,743,908.60 Maturities/Calls 7,646,074,525.01 ,000,000.00) Sale Proceeds 0.00 (7,646 Maturities/Calls Coupon/Interest Income 4,687,513.10 Principal Dispositions 0.00 Principal Payments 0.00 Principal Acquisitions 7,783,919,103.16 Security Purchases (7,858,978,678.16) Unsettled Trades 24,987,250.00 Net Cash Contribution 208,216,640.05 Change in Current Value 1,866,379.67 Reconciling Transactions 0.00 Closing Market Value $4,232,516,641.43 Interest/Coupons Received 4,762,038.11 Closing Cash Balance $0.00 Less Purchased Interest Related to Interest/Coupons (68,675.00) Plus Net Realized Gains/Losses (1,039,811.81) Total Cash Basis Earnings $3,653,551.30 Ending Amortized Value of Securities 4,217,590,966.11 Ending Accrued Interest 6,402,709.36 Plus Proceeds from Sales 0.00 Plus Proceeds of Maturities/Calls/Principal Payments 7,646,074,525.01 Plus Coupons Received 4,687,513.10 Less Cost of New Purchases (7,808,963,590.66) Less Beginning Amortized Value of Securities (4,055,235,833.04) Less Beginning Accrued Interest (8,507,486.82) Total Accrual Basis Earnings $2,048,803.06 PFhi- Account 76990800 Page 1 PFM Asset Management T A C Allit — PFM` 11111161101/111 ineillifell Portfolio Summary and Statistics For the Month Ending August 31,2011 �t f m -�/h'��'-""hhs..11fgy.;v`R7ry3��'�'ryg, grfi -cz`_'z �z-r;(� .ts✓,. sm 7:1'141 %* 1 : ,r ".:- 3� . Y'S V lt3tiJlJ1V�� I1oc d�Y ie.�. ... is :, , 'rata li 4o.;'i $ 'was r�,F ��g tr��f7 =" 'S4"' / r �- rv�,"vzeG�� � 5 =3a�L .. ��X�.+ X�D� .. •.'.. - �`�r�SL�+Ef'. " P Y��.. . yd`i'°'-tl �.:_.]Yh�.M�. .. v �h' � v&.g 4. SS. i.1{3ofi ..e. Description Par Value Market Value Percent U.S.Treasury Bond/Note 300,000,000.00 303,413,800.00 7.17 Cert oof Deposit US TSY Bond/Note 23.67/o U.S.Government Supported Corporate 50,000,000.00 50,495,850.00 1.19 7.17% Debt US Govt Supported itt, :M � Money Market Fund 2,000,000.00 2,000,000.00 0.05 Corp Debt : ant ppm- Managed Account Issuer Summary For the Month Ending August 31, 2011 '.2" .+s.. Fli.-y z.': ty .r ^s ^mss^ier-rs'i. '"fs"-.'rg _ is est , 2 phve�A'°=+ r 6``�me �� "s�hYhktY ��V�7V +1]��0-`Pt��yek��. � � T.:. - { �.s. lr.� c�� �'.� N �z .3 ` ',....ar. .:� ...✓ x'n.. �.��... a, ...�v�es�:= �`& Market Value Issuer of Holdings Percent A_1 BANK OF MONTREAL 76,980,158.79 1.82 AAAm 1.82% BANK OF NOVA SCOTIA 179,985,365.00 4.25 0.05% A-1+ BARCLAYS PLC 179,999,280.00 4.25 l r 44.67% BNP PARIBAS 75,000,010.00 1.77 : CmGROUP INC 25,234,425.00 0.60 /' � v 3 COMMONWEALTH BANK OF AUSTRALIA 174,952,543.50 4.13 ---•-...-:_ FANNIE MAE - 666,059,493.32 15.75 FEDERAL FARM CREDIT BANKS 242,605,356.89 5.73 FEDERAL HOME LOAN BANKS 514,933,117.76 12.17 * Yr FEDERATED INVESTORS INC 2,000,000.00 0.05 _ FREDDIE MAC 531,290,604.42 12.56 - f - GENERAL ELECTRIC CO 205,257,900.00 4.85 -----7-1--7$ NORDEA BANK AB 174,914,500.00 4.13 RABOBANK NEDERLAND 174,997,538.50 4.13 AA+ 53.46% ROYAL BANK OF CANADA 174,947,686.25 4.13 SVENSKA HANDELSBANKEN 174,994,978.75 4.13 TORONTO-DOMINION BANK 124,973,231.75 2.95 UNITED STATES TREASURY 303,413,800.00 7.17 US BANCORP 179,980,555.00 4.25 WESTPAC BANKING CORP NY 49,996,096.50 1.18 Total $4,232,516,641.43 100.000/0 PFIi- Account 76990800 Page 3 PFM Asset Management Ti C AmiC nislairenPFM" Managed Account Detail of Securities Held For the Month Ending August 31, 2011 aB .. crn- sosoz � � � a7. � R gg . e.e�; Yz`F, .: . #;�.a,^ a3. 'm �:z,:-*%.ri:cL �?Y�:XaTi. vST � � - c� Ar'.{?Ybhx4cvss.Sl� x_e.:: Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value US TREASURY NOTES 912828N82 50,000,000.00 AA+ Aaa 05/16/11 - --05117/11 50,378,906.25 0.20- 168,478.26 50,263,462.00- - 50,302,500.00 DTD 04/30/2010 1.000%04/30/2012 - - - - USTREASURYNOTES 912828KP4 5,000,000.00 AA+ Aaa 06/05/09 06/08/09 4,948,828,12 1.73 20,363.45 4,987,504.15 5,044,920.00 DTD 05/15/2009 1.375%05/15/2012 US TREASURY NOTES 912828KP4 10,000,000.00 AA+ Aaa 06/08/09 06/09/09- 9,838;281.25 1.95 -40,726,90 9.960,382.60 - 10;089;840.00 DTD 05/15/2009 1.375%05/15/2012 - - - - - - USTREASURYNOTES 912828KP4 10,000,000.00 AA+ Ma 06/09/09 06/10/09 9,852,343.75 1.90 40,726.90 9,963,814,60 10,089,840.00 DTD 05/15/2009 1.375%05/15/2012 US TREASURY NOTES 912828KP4 25,000,000.00 M+ Aaa 04/06/10 04/07/10 25,088,867.18 1.20 101,817.26- ,25,029,976.50 -25,224,600.00 DTD 05[15/2009 1375%05/15/2012 - - - - US TREASURY NOTES 912828NS5 50,000,000.00 AA+ Aaa 05/25/11 05/26/11 50,208,984.38 0.24 53,498.64 50,157,986.50 50,211,000.00 DTD 06/30/2010 0.625%06/30/2012 US TREASURY NOTES 912828M02 25,000,000.00 AA+ Aaa 12/28/10 12/29/10 - 25,302,734.38 0.78 - 44,836.96 -- 25,203,149;50 - -25,412,100.00 DTD 01/15/2010 1.375%01/15/2013 - - - - - - - - US TREASURY NOTES 912828MT4 25,000,000.00 AA+ Ma 01/05/11 01/06/11 25,310,546.88 0.80 158,797.55 25,218,926.00 25.457,000.00 DTD 03/15/2010 1.375%03/15/2013 US TREASURY NOTES 912828NH9 25,000,000.00 AA+ Ma 03/28/11 03/29/11 -25,117,187.50- 0.91 59,938.52 - 25;094,799.75 - 25,414,000;00 DTD 06/15/20101.125%06/15/2013 - - - USTREASURYNOTES 912828NH9 25,000,000.00 M+ Aaa 03/29/11 03/30/11 25,109,375.00 0.92 59,938.52 25,088,596,00 25,414,000.00 DTD 06/15/2010 1.125%06/15/2013 US TREASURY NOTES 912828NN6 25.000,000.00 M+ Ma 04/05/11 04/06/11. 25,028,320.31 0.95- 1 32,608.70 25,023,362.75 25,377,000.00 DTD 07/15/2010 1.000%07/15/2013 - - - _ - US TREASURY NOTES 912828NN6 25,000.000.00 AA+ Aaa 04/06/11 04/07/11 25.000,000.00 1.00 32,608.70 25,000,000.00 25,377,000.00 DTD 07/15/2010 1.0000/0 07/15/2013 Security Type Sub-Total 300,000,000.00 301,184,375.00 0.78 814,340.36 300,991,960.35 303,413,800.00 L .Government."upporte. Corporate �e't ' - PFJI' Account 76990800 Page 4 PFM Asset Management T A C PFM` Managed Account Detail of Securities Held For the Month Ending August 31, 2011 ... :t. ,'r,;>r<sr, ,-z...m_.r�('�,....�.. _„C�.R-..,F.�`1�,'t...s°-..1.-� l,rQrU.xk..`,�., , .� �s.'�•.4.°`'4�,l``"� s;_' 'FOP”; ," YY '.�. Y� Y xU � Y ti» r f; p ^aP NWitt Vii ��: .4 1: _ . . 4Cw4Y Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value pported Col,ill:V:• Oil GENERAL ELEC CAP CORP(FDIC)GLOBAL 36967HAN7 23000,000.00 AA+ Aaa 03/11/10 03/16/10 25,557,750.00 1.11 -.264,062.50 25,149,973.25 25,261,425.00 NOTE DTD 03/12/2009 2.250%03/12/2012 - cITIGROUP FUNDING INC(FDIC)GLOBAL 17314AAF9 25.000,000.00 M+ Aaa 03/10/10 03/15/10 25,447,372,25 1.11 209,722.22 25,128,217.25 25,234,425.00 NOTE DTD 03/30/2009 2.000%03/30/2012 Security Type Sub-Total 50,000,000.00 51,005,122.25 1.11 473,784.72 50,278,190.50 50,495,850.00 FEDERATED PRIME OBLIGATION MUTUAL 60934N203 1,000,000.00AAAm Ma 08/27/08 08/27/08 :1,000,000.00 0.06 0.00 1,000,000.00- - 1,000,000,00 FEDERATED GOVT OBLIGATIONS FUND 60934N104 1,000,000.00 AAAm Aaa 05/18/11 05/18/11 1,000,000.00 0.06 0.00 1,000,000.00 1,000,000.00 Security Type Sub-Total 2,000,000.00 2,000,000.00 0.06 0.00 2,000,000.00 2,000,000.00 FHLB DISC NOTE 3133845E7 25,000,000.00 A-1+ P-1- - 07/29/11 07/29/11 24,971,250.00 0.23 - 0.00 .24,976,680.50 24,990,930.75 -- 0.000%01/25/2012 - - FFCB DISC NOTE 3133125M3 21,000,000.00 A-1+ P-1 07/29/11 07/29/11 20,975,045.00 0.23 0.00 20,979,606.69 20,991,601.89 — 0.000°/°01/31/2012 Security Type Sub-Total 46,000,000.00 45,946,295.00 0.23 0.00 45,956,287.19 45,982,532.64 -!era cy,ion. / i'o e FHLMC(FLOATING)MTN 3134G16L7 20,800,000.00 AA+ Ma 05/06/10 05/07/10 20,795,840.00 0.28 758.99 20,798,384.46 20.801,809,60 DTD 04/26/2010 0.219%10/26/2011FFCB BONDS(FLOATING) 31331G2M0 25,000,000.00 M+ An 11/06/09 11/09/09 25,000,000.00 0.22 3,564.58 25,000,000.00 25,000,925.00 DTD 11/02/2009 0.171%11/02/2011 FFCB BONDS 3133135L6 25,000,000.00 M+ - Ma 02/18/10.- 02/19/10 _25,065.000.00 056 -- 37,430.56 25,012,561.00 -25,087,275.00 DTD 01/12/2010 1.100%01/12/2012 - FHLB BONDS 3133XWFP9 25,000,000.00 M+ An 12/29/09 12/30/09 24,854,250.00 1.33 5,104.17 24,967,048.00 25,105,850.00 DTD 12/24/2009 1.050%02/24/2012 Account 76990800 Page 5 PFM Asset Management I I C PgI4 ° Managed Account Detail of Securities Held For the Month Ending ..".. ... August 31, 2011 i. i— l ^vg kefrt $rat"' � �5s 7::;� sxF c' s.' 4;-:f to . :'u. ., -a� %�» .�_yt�..vr.�rt_:� a,_c3:ai`' . `" - . _ .P- L.-. ,.v& � .. v°`r a,.", .:4... r.:0_ ..i._ali Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value FHLB GLOBAL BONDS 3133XXPV3 25,000,000.00 M+ "Aaa. 05/11/10 05/12/10 25,035,750.00- 1.05 " " - - -80,468.75 25,012,734.50 - 25,156,675.00 DTD 03/19/2010 1.125%05/18/2012 FFCB NOTES(FLOAT) 313315282 25,000,000.00 M+ Aaa 10/05/10 10/06/10 24,997,925.00 0.33 1,302.08 24,997,925.00 24,990,000,00 DTD 0B/23/2010 0.205%05/23/2012 FHLMC GLOBAL NOTES 3137EACC1 25,000,000.00 AA+ Aaa 05/11/10 -05/12/10 25,329,750.00 -1:11- - -92,361,11 - -- -25,125,246.75 25,297,325.00_ DTD 05/21/2009 1.750%06/15/2012 FHLB NOTES(CALLABLE) 313374KV1 50,000,000.00 M+ Aaa 06/28/11 07/14/11 49,990,000.00 0.37 22,847.22 49,991,259,50 49,991,050.00 DTD 07/14/2011 0.350%07/25/2012 FHLB GLOBAL BONDS 3133XUE41 50,000,000.00 M+ -Aaa- 07/31/09 . _-08/03/09 49,767,500.00- 1.91 21;875.00 - 49,924,227.00 50,726,300.00 DTD 07/23/2009 1.750%08/22/2012 - - - FHLB NOTES 313375F67 25,000,000.00 M+ Ma 08/24/11 08/25/11 24,995,334.75 0.24 1222.22 24,995,413.00 24,990,825.00 DTD 08/23/2011 0.220%08/23/2012 FHLMC GLOBAL REFERENCE NOTES 3137EACE7 25,000,000.00 AA+ Aaa 12/22/09- " 12/23/09 - -25,393,000.00- -1.54 236,111.11 - 25,153,183.75 25,489,875,00 DTD 08/06/2009 2.125%09/21/2012 FNMA NOTES 31398A3N0 25,000,000.00 AA+ Aaa 08/03/11 08/04/11 25,090,900,00 0.30 68,142.36 25,084,928.75 25,108,750.00 DTD 08/30/2010 0.625%09/24/2012 FHLMC NOTES(FLOATING) 3134G1WN0 25,000,000.00 M+ Aaa 10/13/1010/14/10 25,002,500.00 _0.32- 7,916:66 _, 25,000,000.00 24,982,325.00 DTD 10/12/2010 0.220%10/12/2012 L - FNMA NOTES(CALLABLE) 31398A584 25,000,000.00 M+ Ma 11/04/10 11/05/10 25,000,000.00 0.55 45,833.33 25,000,000.00 25,012,050.00 DTD 11/01/2010 0.550%11/01/2012 FFCB NOTES 313315Y56 20,000,000.00 M+ - Aaa 11/22/10 11/23/10- '19,904,400.00 0:55 26,444.44 - 19,942,290.40 _20,027,780.00 DTD 11/02/2010 0.400%11/02/2012 - - - - - FHLMC NOTES 3134G1WT7 8,400,000.00 M+ Aaa 11/22/10 11/23/10 8,378,412.00 0.64 11.415.83 8,386,681.80 8,424,418.80 DTD 10/08/2010 0.515%11/26/2012 FHLMC NOTES 3134G1WT7 18,989,000.00 M+ Ma - 11/22/10- 11/23/10 "18,938.29937 - 0.65- 25,806,58 18:957,720.94" 19,044,201.02- DTD 10/08/2010 0.515%11/26/2012 FHLB NOTES 3133XVMF5 25,000,000.00 M+ Ma 12/08/10 12/09/10 25,481,750.00 0.76 110,337.50 25,305,022.50 25,455,925.00 DTD 10/30/2009 1.746%11/30/2012 tf Account 76990800 Page 6 PFM Asset Management IA C PFM," Managed Account Detail of Securities Held For the Month Ending August 31, 2011 ATs a^;^r>lii.--ro:'i'i-�.."CS,Y:.�,S^ il c s;-'.u�.'r� a. 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WA Z1 ;„„'C B�-,T„� I�-2, 11 £1 � OH@A`` kali its'. alti4 ' 3eat z�� p. rT ,4 € � A S:, . <3 ='A' r 't ` .:a,..> Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value FNMA NOTES(FLOATING) 31398A6V9 25,000.000.00- AA+ Aaa 01/18/11 01/19/11 -24.997,500:00- -0.37 17,819:45 24,997,500.00 24,996,025.00 DTD 12/03/2010 0.290%12/03/2012 - - - - - - - FNMA NOTES(FLOATING) 31398A6V9 25,000,000.00 M+ Ma 07/29/11 08/01/11 25,003,400.00 0.27 17,819.45 25,002,237.00 24,996,025.00 DTD 12/03/2010 0.290%12/03/2012 FNMA NOTES(FLOATING) 31398A6V9 50,000,000.00 M+ Aaa 12/22/10 12/23/10 49,995,000.00 0.41 35,638.90- 49,995,000.00 - 49;992,050.00 DTD 12/03/2010 0.290%12/03/2012 - - - - - FHLB BONDS 3133XVN14 25,000,000,00 M+ Aaa 12/01/09 12/02/09 25,216,250.00 1.46 93,576.39 25,092,807,00 25,454,150.00 DTD 11/04/2009 1.750%12/14/2012 FHLB BONDS 3133XVNT4 25,000,000.00 M+ Aaa - 12/04/09" 12/07/09 25,039500.00-- 1.70 - 93,576.39 :- 25,017,055.25 - 25,454,150:00 DTD 11/04/2009 1.750%12/14/2012 - FHLB BONDS 3133XVNT4 25,000,000.00 M+ Aaa 11(18/10 11/19/10 25,565,250.00 0,65 93,576.39 25,352,152,00 25,454,150.00 DTD 11/04/2009 1.750%12/14/2012 FFCB BONDS 313311A39 25,000,000.00 M+ - Aaa 12/21/09 12/24/09- -24;930,000:00' -1:72 - , 75,607.64 - :24;968,911:00 - 25,434,650.00 DTD 12/24/2009 1.625%12/24/2012 FHLMC NOTES(FLOATING) 3134G1U69 25,000,000.00 AA+ Aaa 03/24/11 03/25/11 25,010,200.00 0.30 10,069.44 25,005,970.50 24,990,250.00 DTD 01/10/2011 0.270%01/10/2013 FHLMC NOTES(FLOATING) 3134G1U69 50,000,000.00 -AA+ Aaa- - 01/05/11 01/10/11 -49,979,800.00 0.39 20;138.88 -_ 49,979,800.00-" 49,980,500.00 DTD 01/10/2011 0.270%01(10/2013 - - - - - - - - - FFCB NOTES(FLOATING) 31331)71(3 50,000,000.00 AA+ Ma 01/05/11 01/14/11 49,987,500.00 0.36 16,805.55 49,987,500.00 49,966,350.00 DTD 01/14/2011 0.250%01/14/2013 FHLB GLOBAL NOTES 3133XW7L7 25,000,000.00 AA+ Ma 12/02/10 12/03/10 25.414,250.00 0.71 -_ 46,875.00 " ' -25,269,46225 25,407.725.00 DTD 12/10/2009 1.500%01/16/2013 FHLMC NOTES(FLOATING) 3134G1X90 25,000,000.00 M+ Ma 01/18/11 01/24/11 24,982,350.00 0.37 7,05536 24,984,594.25 24,982.250.00 DTD 01/24/2011 0.250%01/24/2013 FNMA GLOBAL BENCHMRK NOTES 31359M0V8 20,000,000.00 M+ Aaa - 02/04/11 02/07/11 21,530,800.00 0.95. 26,388.89 - 21;108323.20 . -21,294,660.00 (EX-CALLABLE) DTD 02/18/2003 4.750%02/21/2013 - FFCB BONDS 31331JBV4 25,000,000.00 M+ Aaa 02/11/10 02/12/10 25,035,250.00 1.70 12,152.78 25,017,365.25 25,488,450.00 DTD 01/15/2010 1.750%02(21/2013 ,gamr Account 76990800 Page 7 PFM Asset Management J A C __PFM` Managed Account Detail of Securities Held For the Month Ending August Si., 2011 ..,.rw.�r.,v,."_. -=�'�"i'Y.�"r,;^a���=s�:^E'y:%.=:'-_ `r�'...�lv.-srzs„'M�? r '� n.,,,�t.. 7' .c1 ..:r _�' �.i�.; '? y'y �- �."j'`.'°. .� ,�,s^4... .c.7� t .. .,�.t: ATISBi Rl�tfk�Fftl'Gi` OU h �90SOEJ.t tatat w" PI;CI . .S� '.. .. vn.. .c. ..cg , _ - �.. ��.�� .F,..�r:�..sl.�-..� sr.,F= � as.:��. �.......,.. .,� .- �t:.°a- ,e:n _.v:��3� � ..fn_�,n�`�� Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value FNMA GLOBAL BENCHMRK NOTES 31359M0V8 25,000,000.00 AA+ Aaa 12/16/10 12/17/10 27,054;375.00 0.93 - - 32,986.11- - 26,393;491:75 - 26,618,325.00 (EX-CALLABLE) - DTD 02/18/2003 4.750%02/21/2013 FHLMC NOTES 3137EACS6 25,000,000.00 AA+ Aaa 02/04/11 02/07/11 24,881,750.00 0.97 79,687.50 24,912,775.00 25,171,950.00 DTD 02/04/2011 0.750%03/28/2013 FFCB BONDS 313313K51 25,000,000.00 AA+ Aaa 04/19/10 04/20/10 25,118,100:00-,1;71 177,083.33 25,064,903.00 - 25,618,325.00 DTD 04/15/2010 1.875%04/15/2013FHLMC FLOATING NOTES 3134G2MJ8 50,000,000.00 AA+ Aaa 06/09/11 06/17/11 49,949,405.00 0.19 3,337.92 49,954,509.00 49,949,750.00 DTD 06/17/20110.160°/n 06/17/2013 FNMA GLOBAL NOI tS 31398AT44 25,000.000.00 AA+ Aaa 02/02/11 02/03/11 25,307,750,00 0.98- - - .67,708.33 25,234,255.00 25,529,525.00 DTD 05/21/2010 1.500%06/26/2013 - - - - - - - FHLB NOTES 313371PM2 40,565,000.00 AA+ Aaa 01/12/11 01/13/11 40,075,786.10 1.00 36.621.18 40,201,036.62 40,678,987.65 DTD 11/08/2010 0.500%06/26/2013 FHLMC GLOBAL REFERENCE NOTES 3134A4TZ7 25,000,000.00 AA+ Ma 06/28/11 --06/29/11 26,966.500.00=--0.62- - 143,750,00-- 26,801,728.50. . 26,949;175.00 DTD 07/18/2003 4.500%07/15/2013 -- FNMA GLOBAL NOTES(EX-CALLABLE) 31359MSL8 13,500,000.00 AA+ Aaa 01/24/11 01/25/11 14,607,270.00 1.01 72,187.50 14,341,604.18 14,502,699.00 DTD 07/14/2003 4.375%07/17/2013 FNMA GLOBAL NOTES(EX-CALLABLE) 31359MSL8 19,950,000.00 AA+ -Aaa- 01/20/11 01/21/11 - _ 21;609,840.00- 0.98 - - 106;677.08- - --21,205,901.18 21,431,766.30 DTD 07/14/2003 4.375%07/17/2013 - - - - - FNMA NOTES 3135G0BR3 12.500,000.00 AA+ Aaa 07/05/11 07/06/11 12,477,125.00 0.59 3,819.44 12.478,782.50 12.531,225.00 DTD 06/17/2011 0.500%08/09/2013 FNMA NOTES 3135G08R3 12,500,000.00 AA+ Aaa 07/05/11 -07/06/11 12,479,125.00 0.58 - - ,1819.44 - - 12,480,637.25 - -12,531.225.00 DTD 06/17/20110,500%08/09/2013 - -- - FNMA NOTES 31398AX31 50,000,000.00 AA+ Ma 02/01/11 02/02/11 50,324.000.00 0.99 19,097.22 50,250,997.50 50,827,550.00 DTD 07/09/2010 1.250%08/20/2013 FNMA NOTES(CALLABLE) 3136FPCR6 10,390.000.00 M+. -Aaa- - --08/17/10 -08/27/10 10,385,844.00 - 1.01 .-1,154.44 - - 10,387,230.75 10,453,576.41- DTD 08/27/2010 1.000%08/27/2013 - - - - - - - -- - FNMA NOTES(CALLABLE) 3136FPCR6 39,610,000.00 AA+ Aaa 08/17/10 08/27/10 39,598,117.00 1.01 4,401,11 39,602.081.96 39,852,373.59 DTD 08/27/2010 1.000%08/27/2013 ,rAccount 76990800 Page 8 �1 8 r PPM Asset Management T,T C PFM,: �.: Managed Account Detail of Securities Held For the Month Ending August 31, 2011 H�w�g ��� .g �TN � ��gY ti<� " � Y� 'x �`� u �a�ti•IIY � �"6 " s�� �e : _ - �F.,;�u:xz ^.r:::,,...s,va..::4, a:itis;..a�,:.s. ..eTsisth:3a;x�»pe�r��.. ' . .va.�.5:�,c� �ax; � t��eomSah ',_ . .�y ; au# , -v.. y,:4 � xw. ��0 Security Type/Description 5&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value e.era_ gency :'on. `o e' ' FHLMC NOTES(FLOATING) 313402850 25,000,000.00 AA+ Aaa 08/29/11 09/01/11 :24,987250.00= 035 0.00 -- -- 24,987,250,00 24987,250,00 DTD 09/01/2011 0.320%09/03/2013 - FHLB NOTES TAP ISSUE 313370L82 25,000,000.00 Mt Aaa 10/26/10 10/27/10 25,195,250.00 0.73 116,666.67 25,138,403.50 25,315,350.00 DTD 08/09/2010 1.000%09/13/2013 FHLB NOTES TAP ISSUE 313370LB2 25,000,000.00 M+ -Aaa-- -11/02/10- -11/03/10 -- -25;261,750:00 - 0.63 - _ '116,666.67 - 25,186,527,75 - 25,315,350.00_ DTD 08/09/2010 1.000%09/13/2013 - FHLB NOTES TAP ISSUE 313370L82 25,000,000.00 Mt Aaa 11/02/10 11/03/10 25.261,775,00 0.63 116,666.67 25,186,545.50 25,315,350.00 DTD 08/09/2010 1.000%09/13/2013 FHLB NOTES TAP ISSUE 3133701.52 25,000,000.00 Mt Aaa 11/02/10 11/03/10 25,261,780.25-_- 0.63 . 116,666.67 25,186,549,25" - _ 25,315,350.00 DTD 08/09/2010 1.000%09/13/2013 - FHLB NOTES TAP ISSUE 313370182 25,000,000.00 Mt Aaa 11/10/10 11/12/10 25,159,475.00 0.77 116,666.67 25,114,722.50 25,315,350.00 DTD 08/09/2010 1.000%09/13/2013 FNMA NOTES(EX-CALLABLE) 31398A3L4 1,980,000.00 Mt -Aaa'- 09/21/10 - 09/22/10 1,979;901,00 1.13 -- 10,147.50 -- _ 1;979,932.44 . 2,006,371.62, DTD 09/17/2010 1.125%09/17/2013 - - - - - -FNMA NOTES(EX'CALLABLE) 31398A3L4 12,500,000.00 Mt Aaa 09/21/10 09/22/10 12,499,750.00 1.13 64,062,50 12,499,831.63 12,666,487.50 DTD 09/17/2010 1.125%09/17/2013 FNMA NOTES(EX-CALLABLE) 31398A3L4 12,500,000.00 Mt Aaa 09/21/10- 09/22110-- - 12,499,750.00 1.13 _64,062,50 - 12,499,831.63- _ 12,666,487.50 DTD 09/17/2010 1.125%09/17/2013 - - - - - - - - FHLMC GLOBAL REFERENCE NOTES 3137EABS7 25,000,000.00 Mt Aaa 12/01/10 12/02/10 27,217,500.00 0.93 441,145.83 26,635,536.75 26,932,475.00 DTD 08/20/2008 4.125%09/27/2013 FHLMC GLOBAL REFERENCE NOTES 3137EABS7 25,000,000.00 Mt Aaa -_ 12/07/10 .-12/08/10 27,185,500.00 : 0.96" 441,145:83- .- _ 26,621,562.00 26,932,475.00 DTD 08/20/2008 4.125%09/27/2013 -- FNMA NOTES 31398A2M3 25,000,000.00 Mt Aaa 09/09/10 09/10/10 25,041,250.00 1.07 117,968.75 25,028.217.75 25,376.875.00 DTD 08/02/2010 1.125%09/30/2013 FNMA NOTES(EX-CALLABLE) 31398A4H2 25,000,000.00- Mt Aaa- 09/23/10 10/08/10 25,000,000.00" 1.13 - 111718.75- 25,000,000.00 - 25;378,550.00- DTD 10/08/2010 1.125%10/08/2013 - - - - - - - FNMA NOTES(CALLABLE) 31398A402 5,000.000,00 Mt Aaa 09/28/10 10/18/10 5,000,000.00 1.00 18,472.22 5,000.000.00 5,004,525.00 DTD 10/18/2010 1.000%10/18/2013 ee_®FPNS. 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Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value yh„ r �� . rh.:iu/ •ipii FNMA NOTES(CALLABLE) 31398A402 5,000,000.00 AA+ - Aaa.- 09/28/10 10/18/10 .5,000,000,00. 1.00 18,472.22 5,000,000.00 5,004525.00 DTD 10/18/2010 1.0000/0 10/18/2013 - - - - FNMA NOTES(CALLABLE) 31398A402 5,000,000.00 M+ Aaa 09/28/10 10/18/10 5000,000.00 1,00 18,472.22 5,000,000.00 5,004,525.00 DTD 10/18/2010 1.000%10/18/2013 FNMA NOTES(CALLABLE) 31398A402 5,000,000.00 M+ -Aaa 09/28/10 10/18/10 5,000;000:00" 1.00 - -18;472.22. 5,000000.00 - 5,004,525.00 DTD 10/18/2010 1.000%10/18/2013 - FNMA STEP-RATE NOTES(CALLABLE) 3136FPNTO 25,000,000.00 M+ Aaa 10/08/10 10/18/10 24,992,500.00 1.05 57,725,69 25,084,943,25 25,005,850.00 DTD 10/18/2010 0.625%10/18/2013 FHLMC NOTES 3137EACL1 25,000,000.00 AA+ Aaa 09/02/10 09/03/10. 24,903,675.75 -_1.00-- -74;739:58 24,933,708.75 -25,246,700,00 DTD 08/20/2010 0.875%10/28/2013 - FNMA NOTES(CALLABLE) 31398A5S7 50,000,000.00 M+ Aaa 11/01/10 11/15/10 50,025,000.00 0.88 132,500,00 50,005,150.00 50,068,450.00 DTD 11/15/2010 0.9000/0 11/15/2013 FNMA NOTES(CALLABLE) 31398A6L1 25,000,000.00 M+ Aaa 11/12/10 11/29/10 -24,957,500.00 1,06 - 63;888.89 - ---24;968,082.00 25,037;425.00 DTD 11/29/2010 1.000%11/29/2013 FHLB NOTES 313371PU4 845,000.00 PA+ Aaa 12/14/10 12/15/10 827,170,50 1.22 915.42 831,348.26 846,504.95 DTD 11/09/2010 0.500%12/13/2013 FHLB NOTES 313371PU4 18,610,000.00 M+ Aaa - 12/14/10- - 12/15/10-- --18,217,329.00- 1.22 - 20;160.83 18,309,338.51 - -18;643,144.41 DTD 11/09/2010 0.500%12/13/2013 - FNMA NOTES 31398A5W8 5,545,000.00 AA+ Aaa 03/22/11 03/23/11 5,479,846.25 1.19 8,433,02 5,490,177,03 5,580,432.55 DTD 11/01/2010 0.750%12/18/2013 FNMA NOTES 31398A5W8 25,000,000.00 M+ Aaa 11/16/10 --11/17/10 24,818,000,00 -0.99- _ 38,020.83 24,863,99550 - -25.159,750.00 DTD 11/01/2010 0.750%12/18/2013 - -- - - FNMA GLOBAL NOTES(CALLABLE) 3135G0AH6 25,000,000.00 M+ Aaa 01/26/11 01/27/11 24,992,500.00 1.39 32,465,28 24,993,962.25 25,093,650.00 DTD 01/27/2011 1.375%01/27/2014 FNMA GLOBAL NOTES(CALLABLE) 3135G0AH6 26,225,000.00 AA+ Ma - 01/26/11- - -01/27/11- --26;216,608;00-- °-1.39- - -34,056,08 - -26,218244:18 - - 26,323.238.85 DTD 01/27/2011 1.375°!°01/27/2014 - - - -- - - - FHLMC NOTES 3137EACR8 25,000,000.00 AA+ Ma 02/03/11 02/04/11 24,952,750.00 1.44 5,729.17 24,961,715,75 25,565,725.00 DTD 01/06/2011 1.375%02/25/2014 Account 76990800 Page 10 PF41 PFM Asset Management LT C Managed Account Detail of Securities Held For the Month Ending August 31, 2011 �'.. tVliLa "---- �r hV Zfr�/ ©��r.,4 j-- r:^#a` F'A' ��k ,y. I : „x- x' 5 ''3 .-4* 4 °'r` .rt.4.- ... f '� F'N>.+, rz..-Y..-v�":6s.-....:...s:4'f'.`.�"s aSM v...a.P.ni.. -- �::ay.'Fe ...z't}�,v...v...x.L.,.n., -xsvtra��u...ixv. .fi'�3, .N.::+ §: ..A. f6Yui�.[ t .-v"�v�.Ca '.:. � '' B,.C'��. L� Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value FHLMC NOTES 3137EACU1 25,000,000.00 AA+ Ma 06/14/11 06/15/11 25,020,500.00 0.97 61,805.56 25,019,172,25 25,348,050.00 DTD 06102/2011 1.000%07/30/2014 - FHLMCNOTES(CALLABLE) 3134G2TK8 25,000,000.00 AA+ Ma 07/18/11 08/08/11 24,993,750.00 1.11 17,569.44 24,993,881.25 25,107,050.00 DTD 08/08/2011 1.100%08/08/2014 FHLMC NOTES(CALLABLE) 3134G2TK8 25,000,000.00 AA+ Ma 07/18/11 1)B/08/11 - 24,993,750;00 1.11 _ ' _ -17,569.44 24,993,881.25 . 25,107,050,00 DTD 08/08/20111.100%08/08/2014 Security Type Sub-Total 1,885,409,000.00 1,900,484,458.97 0.86 4,591,426.92 1,896,475,750.67 1,908,906,039.75 a-Yf Wi 911111 1/ US BANK NA COMM PAPER 9033E1W18 5.000,000.00 A-1+ P-1 08/31/11 08/31/11 4,999,993.06 0.05 0.00 5,000,000.00 4,999,980.00 -- 0.000%09/01/2011 BNP PARIBAS FINANCE INC COMM PAPER 0556N1W17 25,000,000.00 A-1+ P-1 06/07/11 06/07/11 24;986,263.89 -0.23 0,00- -25,000,000.00- - - 24,999,900.00 - 0.000%09/01/2011 - - - - - BARCLAYS US FUNDING LLC COMM PAPER 057373W19 30,000,000.00 A-1+ P-1 08/31/11 08/31/11 29,999,916.67 0.10 0,00 30,000,000.00 29,999,880.00 -- 0.000%09/01/2011 BANK OF NOVA SCOTIA NY COMM PAPER 06416KW14 30,000,000.00 A-1+ -P-1 08/31/11 08/31/11 29,999,958.33 --0.05 - 0.00 1 30,000,000.00- - 29,999,940.00 - 0.000%09/01/2011 - - - - - - GENERAL ELECTRIC CO COMM PAPER 36960MW17 50,000,000.00 A-1+ P-1 07/07/11 07/08/11 49,991,597.22 0,11 0.00 50,000,000.00 49,999,900.00 -- 0.000%09/01/2011 BARCLAYS US FUNDING LLC COMM PAPER 067377W19 50,000,000.00 A-1+ P-1 08/31/11 --08/31/11 - 49;999,861.11 0.10 - - 0.00 50,000,000.00 - - 49;999,800.00 - 0.000%09/01/2011 - - -_ - - - - - - - BARCLAYS US FUNDING LLC COMM PAPER 057373W19 50,000,000.00 A-1+ P-1 08/31/11 08/31/11 49,999,861.11 0.10 0,00 50,000,000.00 49,999,800.00 -- 0.000%09/01/2011 - BARCLAYS US FUNDING LLC COMM PAPER 067377W19 50,000,000.00 A-1+- .-P-1 -08/31/11-- -08/31/11 -49,999,861.11 0,10 -0.00 - 50,000;000.00 49,999,800.00 - 0.000%09/01/2011 - - - - - - - - - - - - BANK OF NOVA SCOTIA NY COMM PAPER 06416KW14 50,000,000.00 A-1+ P-1 08/31/11 08/31/11 49,999,930.56 0.05 0,00 50,000,000,00 49,999,900.00 -- 0.000%09/01/2011 BANK OF NOVA SCOTIA NY COMM PAPER 06416KW14 50,000,000.00A-1+ °P-1 08/31/11 08/31/11 -49,999,930.56 -0.05 - 0.00 - - 50,000,000.00 _ -49,999,900.00. -- 0.000%09/01/2011 - - - - _ - -- - - Account 76990800 Page 11 YS Thr1 PPM Asset Management I 1 C ___ PFM- Managed Account Detail of Securities Held For the Month Ending August 31, 2011 . - tw 't �R sa�h§2tggat gaTet tgf`990;80Tr r ^ � f 'rt � _ u � ct c � , z� ., > iF- ta�✓1i�.v�,,a;,a,:�:,n_.�,aa � ;:._�. zry .: , r a ..z ...x� ,r : z ' - em Tl,., .,; Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value US BANK NA COMM PAPER 9033E1W18 50,000,000.00 A-1+ P-1 08/31/11 08/31/11 49,999,930.56 0.05 0.00 50,000,000.00 49,999,800.00 -- 0.0000/D 09/01/2011 US BANK NA COMM PAPER 9033E1W18 50,000,000.00 A-I+ P-1 -08/31/11 -08/31/11 49,999,930.56- 0.05 _ ,0.00" -- -50,000,000.00 49,999,800.00 - 0.000%09/01/2011 - - - - GENERAL ELECTRIC CO COMM PAPER 36960MW25 35,000,000.00 A-1+ P-I 08/12/11 08/12/11 34,997,754.17 0.11 0.00 34,999,892.90 34,999,860,00 - 0.000%09/02/2011 US BANK NA COMM PAPER 9033E1W75 25,000,000.00 A-1+ - _ P-L - 08/30/11-- 08/30/11 24,999,722.22- - 0.05 _ 0.00 --24,999,791.75 24,999,375.00 - 0.000%09/07/2011 - - - - - - - - - - GENERAL ELEC CAP CORP COMM PAPER 36959)WC3 20,000,000.00 A-1+ P-1 08/17/11 08/17/11 19,998,266.67 0.12 0.00 19,999,266.60 19,999,540.00 -- 0.000%09/12/2011 ' GENERAL ELECTRIC CO COMM PAPER 36960MWD1 25,000,000.00.A-1+ . P-1 .-08/22/11 - 08/22/11- 24,998,166.67 0.12 - - 0.00 - - 24,999,000.00 24,999,375.00 -- 0.000%09/13/2011 - GENERAL ELEC CAP CORP COMM PAPER 36959)WF6 25,000,000.00 A-1+ P-I 07/15/11 07/15/11 24,994,833.33 0.12 0.00 24,998,833.25 24,999,275,00 -- 0.000%09/15/2011 US BANK NA COMM PAPER 9033E1WK6 25,000,000.00 A-1+ P-I" - 08/29/11 - 08/29/11 -24,998,687.50. 0.09 - - - - 0.00 - 14,998,875.00 24,998,050.00 - 0.000%09/19/2011GENERAL ELECTRIC CO COMM PAPER 36960MWP4 25,000,000.00 A-1+ P-1 08/23/11 08/24/11 24,997,708.33 0.11 0.00 24,998,319,50 24,998,525,00 - 0.000%09/23/2011 NORDEA NORTH AMERICA INC COMM 6555P1X05 50,000,000.00 A-l+ P-1 _ 08/26/11 08/30/11 - 49,983,956.33 - 0.21 - _ 0.00 -- - 49,984,541,50 49,982,150.00 PAPER - - - - - - - - - - - - - - 0.000%10/24/2011 NORDEA NORTH AMERICA INC COMM 6555P1Y19 25.000,000.00 A-1+ P-1 08/24/11 08/25/11 24,990,555.56 0.20 0.00 24,991,527.75 24,989,100.00 PAPER - 0.000% 11/01/2011 NORDEA NORTH AMERICA INC COMM 6555P1Y27 25,000,000.00-A-1+ P-1 08/23/11. -08/24/11. 24,987,847.22 . -0.25 - -- 0.00 - 24,989,236.00 24,988,900,00 PAPER-- 0.000%0 11/02/2011 - - - - - - - - -BANK OF NOVA SCOTIA NY COMM PAPER 06416KY79 25,000,000.00 A-1+ P-1 08/10/11 08/10/11 24,985,784.72 0.23 0,00 24,989,298.50 24,993,100.00 - 0.000%11/07/2011 M" Account 76990800 Page 12. PP PFM Asset Management I I C Agat— PPM" Managed Account Detail of Securities Held For the Month Ending August 31, 2011 .�.;rr: 5 SJ.x^d';'�:sem,-_ ®...=� '4' 'a r,^:.+�.m,.... .1' d`.<^ ,,ce w. - 4'. en:�^, c3 r i 11i'R �V. 4��IIYr re .Es lJ(J V V'a�'a.^.z�a'.rt pr " h, ice. .e .,""3m s- �,E pr" r^„+e 5'i 3.�.d ' evt;v�.:x�..r�-1-. x .w-:.a..--_._x'��hcz..,e�rxn:�.vSzx:.b}�:C..,".��.f::i�-.a,, s':z A.. .:�:. � 3��'- -::.' _ �6 �' 'yh�".a'�y'��` -.*:r"a-"�'vY:.�R �i '- zi ,ss�.'.�-s.�a..s'�` ':a`'._' a� ti.� Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value BANK OF NOVA SCOTIA NY COMM PAPER 06416KY95 25,000,000.00 A-1+ P-1 08/11/1L 08/11/11 24,964.375:00 025-- 0.00- - 24,988,020.75 - 24,992,525.00 — 0.000%11/09/2011 - NORDEA NORTH AMERICA INC COMM 6555P1YG6 50,000,000.00 A-1+ P-1 08/17/11 08/18/11 49,966,875.00 0.27 0.00 49,972,028.00 49,970,800.00 PAPER — 0.000%11/16/2011 US BANK NA COMM PAPER 9033E1YP3 25,000,000.00 A-1+ -P-1- 08/22/11- 0822/11 =24,987,083:34 020 - - -0:00 - 24,988:472.25 - --24,983,550.00 — 0.000%11/23/2011 - - - NORDEA NORTH AMERICA INC COMM 6555P1YP6 25,000,000.00 A-1+ P-1 08/23/11 06/24/11 24,982,937.50 0.27 0.00 24,984,437.50 24,983,550.00 PAPER — 0.000%11/23/2011 Security Type Sub-Total 920,000,000.00 919,831,590.30 0.13 0.00 919,881,541.25 919,876,075.00 BNP PARIBAS SF CERT DEPOS 05572NDS2 50,001000.00 A-1+ P=1 06/01/11 06/01/11 51000,000.00. 022 26,111.11" 50,000,000.00 50;000,110.00 DTD 06/01/2011 0.220%09/01/2011 - - ROYAL BANK OF CANADA NY CERT DEPOS 7800934X0 25,000,000.00 A-1+ P-1 04/07/11 04/07/11 25,000,000.00 0.24 24,500.00 25,000,000.00 25,000,340.00 DID 04/07/2011 0.240%09/06/2011 SVENSKA HANDELSBANKEN NY CERT DEPOS 86959BUX1 35,000,000.00 A-1+- P-1 06/08/11 -06/08/11 35,000,437.30 0.18 -15,288.19 -_ 35,000,024.15- - °35,001157.50 DTD 06/08/2011 0.185%09/06/2011 _ - BANK OF MONTREAL CHICAGO CERT DEPOS 06366WHF4 17,000,000,00 A-1 P-1 08/31/11 08/31/11 17,000,000.00 0,07 33.06 17,000,000.00 16,999,697.74 DTD 08/31/2011 0.070%09/07/2011 SVENSKA HANDELSBANKEN NY CERT DEPOS 869598UY9 50,000,000.00 A-1+ P-1 "07/05/11- 07/06/11 50,000;886.50--0.18 - 21;583.33 50,000,097.00 _ 50,000,225.00 DTD 06/09/2011 0.185%09/08/2011 CBA AUSTRALIA CERT DEPOS 20271EGO6 25,000,000.00 A-1+ P-1 03/09/11 03/10/11 25,000,000.00 0.29 35,243.06 25,000,000.00 25,000,760.00 DTD 03/10/2011 0.290%09/09/2011 RABOBANK NEDERLAND NV NY CERT DEPOS 74977MYF6 50,000,000.00 A-1+ - - P-1- .`08/17/11 ' 08/18/11- ---50;000;000.00 0.16-= - 3,111.11 _ : 50,000,000.00 -- 49,998,558.50- DTD 08/18/20110.160%09/21/2011 - RABOBANK NEDERLAND NV NY CERT DEPOS 74977MUR4 50,000,00000 A-1+ P-1 07/06/11 07/06/11 50,019,806.18 0.17 75,555.56 50,006,366.50 50,004,130.00 DTD 03/25/2011 0.340%09/28/2011 PFJ!' Account 76990800 Page 13 PFM Asset Management T A C PFM` Managed Account Detail of Securities Held For the Month Ending August 31, 2011 „ ,rwr yWacex� w ..p;�-�. tg�litn �srATrAE Fye $"r s _ a , 7 2 :r`hc~ dam. - 7flp v _1.c�-a.nem-...a`�x_£a...,.€'sl_..t.,.....m£.-.a^...mue.3.,,-..z...cau.�a-..v t_ e...,s.'Y�-, '..moi.€...,_t_n-... Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value „1 is U.in Jl Pii l'ii ivo , iii ROYAL BANK OF CANADA NY CERT DEPOS 780093467 23000,000.00 A-i+- 19-1 03/30/11 -03/30/11 25,000,000.00'- -0.24" - 25,833.33- - .`43000,000.00 24,999392.50_ DTD 03/30/2011 0.240%09/30/2011 WESTPAC BANKING CORP NY CERT DEPOS 96121TFS2 50,000,000.00 A-1+ P-1 07/01/11 07/05/11 50,000,000.00 0.16 12,888.89 50,000,000.00 49,996,096.50 DTD 07/05/2011 0.160%10/03/2011 TORONTO DOMINION BANK NY CERT 89112YT29 50,000,000.00.A-1+ P-1 07/01/11-- '07/01/11 50,000,000.0E -0.15. -12,916.67 _ '50,000,000.00 - - 49,995,638.00 DEPOS DTD 07/01/20110.150%10/03/2011 - - - - BANK OF MONTREAL CHICAGO CERT DEPOS 06366U7E2 35,000,000.00 A-1 P-1 07/07/11 07/08/11 34,999,999.86 0.17 9,420.83 35,000,000.00 34,997,055.80 DTD 07/06/2011 0.170%10/07/2011 CBA AUSTRALIA CERT DEPOS 20271EG52 50,000,000.00 A-1+ P-1 -04/05/11.- -04707/11, - 50,000,000.00-- -0,27 ' - 55,125.00 . - 50,000,000.00 50,000,920.00 DTD 04/07/2011 0.270%10/07/2011 - - - - - - ROYAL BANK OF CANADA NY CERT DEPOS 780093587 25,000,000.00 A-1+ P-1 04/11/11 04/11/11 25,000,000,00 0.25 24,826.39 25,000,000,00 24,999,751.25 DTD 04/11/2011 0.250%10/11/2011 SVENSKA HANDELSBANKEN NY CERT DEPOS 86959BWT8 25,000,000.00 A-1+ P-1 07/15/11 07/15/11 '25,000,000.00 0.20 - 6;666.67 - --25,000,000.00 24,998,152,25 DTD 07/15/2011 0.200%10/13/2011 - - - - - -RABOBANK NEDERLAND NV NY CERT DEPOS 74977MW30 25,000,000,00 A-1+ P-1 05/18/11 05/19/11 25,000,000.00 0.21 15,312.50 25,000,000.00 24,998,085.50 DTD 05/19/2011 0.210%10/17/2011 RABOBANK NEDERLAND NV NY CERT DEPOS 74977MVP7 25,000,000.00 A-1+ P-1 - 04/29/11 -.05/03/11 25,000,000.00 0.26 21,847.22 - - 25,000,000,00 - 24,998,642.25 DTD 05/03/20110.260%10/31/2011 RABOBANK NEDERLAND NV NY CERT DEPOS 74977MWD3 25,000,000.00 A-1+ P-1 05/10/11 05/12/11 25,000,000.00 0.25 19,444,44 25,000,000.00 24,998,122.25 DTD 05/12/2011 0.250%11/01/2011 SVENSKA HANDELSBANKEN NY CERT DEPOS 86959BYM1 15,000,000.00 A-1+ P-1 08/30/11- _08/30/11 - 15,000,176.60 . 0.30 - .762.50, -,15,000,172.50 - 14,999,179.50 DTD 08/26/2011 0.305%11/23/2011 - TORONTO DOMINION BANK NY CERT 89112YF99 25,000,000.00 A-1+ P-1 05/24/11 05/24/11 25,000,000.00 0.21 14,583.33 25,000,000.00 24,993,084.75 DEPOS DTD 05/24/2011 0.210%11/23/2011 SVENSKA HANDELSBANKEN NY CERT DEPOS 86959BYG4 50,000,000.00- A-1+ _P-1 08/24/11. 108/25/11 50,000,624.50 1.0.30.- - 2,965.28 ':50,00,576.00 49,99726430 DTD 08/25/20110.305%11/23/2011 N! Account 76990800 Page 14 PE PFM Asset Management T A C PFMr. IMOSIMINVOt Managed Account Detail of Securities Held For the Month Ending August 31, 2011 A gv_� �J;V �pT x?( _V, .a �, ; a,� .y ; Y ssri-.x'#., � al xA r ' �« . „,,. _ak;:. .y ._ ,-.--,5 , � a�ev,:,sA"z;,,„ ne<:a: `,,4 � 4. ° t- ; e..�:, {�&' r.. s!“: :: "�` Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value TORONTO DOMINION BANK NY CERT 59112Y353 50,000,000.00 A-1+ P-1 06/01/11 06/01/11 50,000,000.00 0.22 28,111.11 50,000,000.00 49,984,509.00 DEPOS DTD 06/01/2011 0.220%12/01/2011 ROYAL BANK OF CANADA NY CERT DEPOS 780093686 25,000,000.00 A-1+ P-1_, - 06/20/11 06/20/11 - 25,000,000.00- ,0.25 13,368.06 '25,000,000.00. 24,990,722-.75 DTD 06/16/2011 0.250% 12/20/2011 CBA AUSTRALIA CERT DEPOS 20271EGU7 25,000,000.00 A-i+ P-1 06/28/11 06/30/11 25,000,000.00 0.25 10,937.50 25,000,000.00 24,989,044.75 DTD 06/30/2011 0.250%12/28/2011 CBA AUSTRALIA CERT DEPOS 20271EGU7 25,000,000.00 A-1+ --P-1_ 06/29/11 06/30/11. 25,000;000.00. 0.25 10,937.50 25,000,000.00 _ 24,989.044.75 DTD 06/30/2011 0.250%12/28/2011 - ' CBA AUSTRALIA CERT DEPOS 20271EGV5 25,000,000.00 A-1+ P-1 07/06/11 07/08/11 25,000,000.00 0.25 9,548.61 25,000,000.00 24.986,993.50 DTD 07/08/2011 0.250%01/06/2012 ROYAL BANK OF CANADA NY CERT DEPOS 7800936U4 25,000,000.00 A-1+ P-1 07/11/11 _ -07/12/11 25,000,000.00 -0.26 _ 9,388.89,- - 25,000,000,00 24,986,701:25 DTD 07/11/20110.260%01/11/2012 CBAAUSTRALIACERTDEPOS 20271EGX1 25,000,000.00 A-1+ P-1 07/15/11 07/15/11 25,000,000.00 0.25 8,333.33 25,000,000.00 24,985,780.50 DTD 07/15/2011 0,250%01/11/2012 BANK OF MONTREAL CHICAGO CERT DEPOS 06366WFH2 25,000,000.00 A-1 P-1 08/17/11 08/18/11 25,000.000.00 0.32 - :3,111.11- - - 25,000,000100-- - 24,983,405.25 DTD 08/18/20110.320%02/17/2012 - ROYAL BANK OF CANADA NY CERT DEPOS 7800937K5 50,000,000.00 A-1+ P-1 08/23/11 08/25/11 50,000,000.00 0.35 3,402.78 50,000,000.00 49,970,178.50 DTD 08/25/2011 0.350%02/24/2012 Security Type Sub-Total 1,002,000,000.00 1,002,021,930.94 0.23 523,157.36 1,002,007,236.15 1,001,842,344.04 Managed Account Sub-Total 4,205,409,000.00 4,222,473,772.46 0.54 6,402,709.36 4,217,590,966.11 4,232,516,641.43 Securities Sub-Total 64,205,409,000.00 $4,222,473,772.46 0.54% $6,402,709.36 $4,217,590,966.11 $4,232,516,641.43 Accrued Interest $6,402,709.36 Total Investments $4,238,919,350.79 Bolded items are forward settling trades. Account 76990800 Page 15 W 5 PFM Asset Management T i C LAIF Regular Monthly Statement Page 1 of 1 Local Agency Investment Fund P.O.Box 942809 www.treasurer.ca.n_ovinmia-laif Sacramento, CA 94209-0001 September 12,2011 (916)653-3001 CITY OF CHINO HILLS FINANCE DIRECTOR 14000 CITY CENTER DRIVE CHINO HILLS,CA 91709 PMIA Average Monthly Yields Account Number: 98-36-151 Transactions August 2011 Statement Tran WOO Definitions Account Summary Total Deposit: 0.00 Beginning Balance: 29,933,255.72 Total Withdrawal: 0.00 Ending Balance: 29,933,255.72 22/39 httns://laifms.treasurer.cn ov/ReOnlarStatement.acnx 9/12/2011 State of California Pooled Money Investment Account Market Valuation 8/31/2011 Pxm� 5'Y - v LN IW."^h 4./(%'n iY'4Aj Y ..;P ^ad ire d '+t m *,i Y i e$,°".,",�'+arl'Y.zio aS, titst i.im i tirsii`'`e -���`'N.f `� 'j}.r'.,'r,,.. . De cr itvi' ,. ''c ruel nares-P Ogg,1:,,�frt rtz Air=baba ee, J,i, ';„_cruT: Interest United States Treasury: Bills $ 24,894,010,395.85 $ 24,943,856,500.00 NA Notes $ 9,909,865,786.49 $ 9,996,594,000.00 $ 29,615,086.00 Federal Agency: SBA $ 536,541,863.32 $ 536,035,794.39 $ 571,381.90 MBS-REMICs $ 443,251,351.70 $ 484,559,455.78 $ 2,103,475.50 Debentures $ 1,376,078,433.27 $ 1,376,877,750.00 $ 2,955,686.75 Debentures FR $ - $ - $ - Discount Notes $ 5,239,808,583.20 $ _ 5,246,271,500.00 NA GNMA $ 37,735.42 $ 38,583.43 $ 371.70 IBRD Deb FR $ 300,000,000.00 $ 300,453,000.00 $ 151,366.67 CDs and YCDs FR $ 600,000,000.00 $ 600,000,000.00 $ 52,622.44 Bank Notes $ - $ - $ - CDs and YCDs $ 5,385,001,221.90 $ 5,379,473,899.58 $ 1,614,993.05 Commercial Paper $ 5,086,975,948.53 $ 5,088,058,291.67 NA Corporate: Bonds FR $ - $ - $ - Bonds $ - $ - $ - Repurchase Agreements $ - $ - $ - Reverse Repurchase $ - $ - $ - Time Deposits $ 4,011,140,000.00 $ 4,011,140,000.00 NA AB 55&GF Loans $ 5,376,707,341,39 $ 5,376,707,341.39 NA TOTAL $ 63,159,418,661.07 $ 63,340,066,116.24 $ 37,064,984.01 Fair Value Including Accrued Interest $ 63,377,131,100.25 Repurchase Agreements,Time Deposits,AB 55 &General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value(carrying cost). 23/39 CHANDLER ASSET MANAGEMENT Monthly Account Statement City of Chino Hills August 1 , 2011 through August 31 , 2011 Chandler Team Custodian For questions about your account, Union Bank of California please call (800) 317-4747 or Carmen Coniendo Email operations@chandlerasset.com 415-705-7207 Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Prices are provided by IDC, an independent pricing source. 6225 Lusk Boulevard ( Ban Diego,CA 92121 I Phone 800.317A747 , I Fax 858.5• 11 i www.chand erasse .corn co co City of Chino Hills Portfolio Summary Ciit Account#10150 As of 8/31/2011 I Ip,i ,li, ul„ii dill 1.4 i1J114 1 11414 i:1111Y11 Yiii1411.441,1 li.il,YIIW I.l,i 41e,IIII,iY,Y,oli!Ywu 11J,11i,JLI,IIiYYYl!IYn Iii J 1,4III Ii ilu,iWi111m.tlIIW,JJiI,I!,L!.II.IW 141, .u,l,le WI,Y Illi,1111',111 lJ.II Ill.i1 aIJII1:..11 Y 1111,YIIJI I..YiI 11 IJ1 JI,I,II J1 LI Ii; I.I lLIIILL,4. ill III.I,J .,,i iuel.I,IIIII4i„II wlelYJlil„JUYWIWY aOjC;11641410 1TilC•WliltmildiiThiiti` I 1 Iii I,i ii ,I li, 1 1 , 1,m„ itilloggiattiasisiosi, . -= '`"- _i ';'ge itai`ilio: ;- E d Vatues= Issuer % Portfolio ; ,. asmf1/31/ .. -"" i o ,831 Average Duration 1.45 - -• -•--=-" -- - r.. :-,. -.,fiasofr7(31A1"1?':1`_""-':%as.of8t31(1fi f Government of United States 23.8 o ".i � Fes. Average Coupon 2.87 /° - Mekket:-Valae_a= ='s' 10,028,355 10,057,920 ; Federal Home Loan Bank 18.6% Average Purchase YTM 0-84% Accrue'dlnterest;`:ti_ 78,615 72,697 Federal Farm Credit Bank 17.9% Average Market YTM 0.30% Total Mafkef,Value- 10,106,970 10,130,616 i.--.".±:::: :1-.f-.-;:c-1-.7..:-7 Federal Home Loan Mortgage Corp 17.6 Average S&P Rating AA+ inconie_Earned'- :` 6,632 6,658 l Federal National Mortgage Assoc 16.1 % Average Final Maturity 1.49 yrs Cent/INDYr;2;-1:-----,-.- -1,010 : Tennessee Valley Authority 5.8% 9,706,798 9,717,251 Average Life 1.49 yrs Highmark US Govt Money Market F 0.2 - ,- Bool,Value _y._.,<>. ' 9,953,541 9,965,107 100.0 % Cost Value Y', , 10,046,775 10,068,539 50% Money 41.6% Market 40% AA FI Fund (99.8%)\ n- (0.2%) 30% 25.9 20% 17.5% 10% 39% _ _ _ Agency _, .US (76.1 %) Treasury 29w ' --3 3.1% �. AAA (23.8%) _ ;'17-',P. _ (0.2%} % 0-.25 .25-.5 .5-1 1-2 2.3 3.4 4-5 5+ Maturity(Yrs) 111:• T 4 p:E 1.11 i ii iii" ,c +.` F wF a+} L N+�,a• "Y�"' r,.s ? sz"'�hyy x k' x> x� ,.i < y.�e» u. `a..v TotafRate-of i':eturn - = Current r�Latest, !: Yeatr"��` "� ' a °` ",Annual/'z4'ed' ``c+�`'�,.,,�"^ ;ni-- Smce:° " , .... ,y.,_.. : D., ..., As of 8!31!2011- � � - - - . Month _3 Months -% .7o Dafe��:; - - 1 Yr' -_- !T4,YPs-'�°,'��`.;t}c5tY?s -.10`Yrs " `.2/28/201.1"s.='<`'2/26/2011 rl'= City of Chino Hills 0.24% 0.43% N/A N/A N/A N/A N/A N/A 1.15% 1-3 Yr TreasuryAgency 0.34% 0.63 % N/A N/A N/A N/A N/A N/A 1.39% . N r1 \p Chandler Asset Management-CONFIDENTIAL Page 1 Execution Time:9/2/2011 12:54:31 PM .City of Chino Hills Holdings Report Account#10150 As of 8/31111 ry ,1• CUSIP Security Description Par Value/Units '`Book Yield Book Value Mkt YTM Accrued Int .- Gam/Loss ' S&P Duration`. ,y ",f: y s. f i e a s .p 7- rvz #3 7 fc .li* A lS't' s 'r t -"k AGENCY � . - - .. . .. >r'. :,__ .,, � . - ._ . - -- -.. .,. _ _,-,. . . . .. .. ... ... . . .._. . ..,, . . --. 31331GDC0 FFCB Note 290,000.00 - `02/09/2011 296,574.30 J 100.41 291,197.70 2.91 % Aaa 0,12 3.6%Due 10/14/2011 0.25% 291,149.17 0.14% 3,973.00 48.53 AA+ 0,12 3137EACF4 FHLMC Note 295,000.00 02/09/2011 297,075.92 100.28 295,838.69 2.93% Aaa 0.29 1,125%Due 12/15/2011 0.29% 295,707.70 0.14% 700.63 130.99 AA+ 0.29 880591076 Tennessee Valley Authority Note 275,000.00 02/08/2011 297,173.25 104.65 287,787.77 2.89% Aaa 0.73 6.79%Due 5/23/2012 0.51 % 287,528.60 0.38% 5,083.07 259.17 AA+ 0,71 31331GYP8 FFCB Note 295,000.00 02/07/2011 301,253.12 101.48 299;354.50 2.97% Aaa 0,80 2.125%Due 6/18/2012 0.56% 298,676.06 0.27% 1,271.16 678,42 AA+ 0.79 3133XTS49 FHLB Note 295,000.00 02/07/2011 300,349.83 101.30 298,841.79 2.96% Ma 0.81 1.875%Due 6/20/2012 0,54% 298,153.92 0.25% 1,090.89 687.87 AA+ 0.80 3137F_AAV1 FHLMC Note 275,000.00 02/07/2011 295,287.58 105.07 288,952.13 2.86% Aaa 0.97 5,5%Due 8/20/2012 0.65% 287,870.62 0.26% 462.15 1,081,51 PA+ 0.96 31359MPF4 FNMA Note 280,000.00 02/07/2011 296,368.80 104,26 291,935.56 2.94% Aaa 1.04 4.375%Due 9/15/2012 0.69% 290,650.93 0.26% 5,648.61 1,284.63 AA+ 1.01 31331X3S9 FFCB Note 280,000.00 02/07/2011 297,633.28 104.75 293,308.68 2,94% Aaa 1.13 4.5%Due 10/17/2012 0.74% 291,793.69 0.28% 4,690.00 1,514.99 AA+ 1.09 3133MTZL5 FHLB Note 280,000,00 02/08/2011 298,184.60 104.98 293,941.76 2.94% Aaa 1.21 4.5%Due 11/15/2012 0.78% 292,452.50 0.36% 3,710.00 1,489.26 AA+ 1.17 3137EACG2 FHLMC Note 295,000.00 02/07/2011 297,821.38 101.47 299,331.49 2.96% Aaa 1.36 1.375%Due 1/9/2013 0.87% 296,999.15 0.29% 585.90 2,332,34 AA+ 1.34 3133XW7L7 FHLB Note 295,000.00 02/07/2011 298,656.53 101.63 299,811.15 2.96% Aaa 1.38 1.5%Due 1/16/2013 0.85% 297,601.46 0.31 % 553.13 2,209.69 AM- 1.36 31331JBV4 FFCB Note 295,000.00 02/08/2011 299,861.60 101.95 300,763.71 2.97% Aaa 1.48 1.75%Due 2/21/2013 0.93% 298,531.54 0.42% 143,40 2,232.17 AA+ 1.46 31398AMW9 FNMA Note 285,000.00 02/08/2011 298,804.55 104.81 298,704.51 2.98% Aaa 1.61 3.25%Due 4/9/2013 0.98% 295,252.81 0.25% 3,653,54 3,451.70 AM 1.56 31396AJ94 FNMA Note 295,000.00 02/07/2011 299,725,31 102.30 301,777.63 3.00% Ma 1.68 1.75%Due 5/7/2013 1.03% 298,546.87 0.38% • 1,634.79 3,230.76 AA+ 1.65 3133XXYX9 FHLB Note 295,000.00 02/07/2011 300,302.04 102.77 303,181.53 3.00% Aaa 1.81 1.875%Due 6/21/2013 1.10% 299,048.72 0.33% 1,075.52 4,132.81 AA+ 1.78 31331JPK3 FFCB Note 300,000.00 02/07/2011 301,896.00 101,94 305,818.50 3.03% Aaa 1.82 1.375%Due 6/25/2013 1.10% 301449.88 0.30% 756.25 4,368.62 AA+ 1.79 680591 DW9 Tennessee Valley Authority Note 275,000.00 02/07/2011 299,191.75 108.19 297,509.58 2.95% Aaa 1.92 4.75%Due 8/1/2013 1.14% 293,732.55 0.46% 1,088.54 3,777,03 AA+ 1,85 3137EABS7 FHLMC Note 275,000.00 02/07/2011 295,189.40 107.73 296,257.22 2.97% Aaa 2.08 4.125%Due 9/27/2013 1.26% 290,903.62 0.38% 4,852.80 5,353.60 AA+ 1.97 3133XSAE8 FHLB Note 280,000.00 02/07/2011 296,891.56 106.80 299,051.20 2.99% Ma 2.13 3.625%Due 10/18/2013 1.34% 293,382.52 0.41 % 3,749.86 5,668.68 AA+ 2.04 3134A4UK8 FHLMC Note 265,000.00 02/14/2011 289,619.83 109.90 291,272,02 2.91.% Aaa 2.21 N 4.875%Due 11/15/2013 1.42% 284,764,52 0.37% 3,803.85 6,457.50 AA+ 2.09 vi Cs) CO Chandler Asset Management-CONFIDENTIAL Page 2 Execution Time:9/2/2011 12:54:31 PM City of Chino Hills Holdings Report Account#10150 As of 8/31/11 ,.yi, .. I � ,�ir,u i. ' 14 .�r , a rl �. :�� •�: � '!':�r- Term ra)< tv ) CUSIP; Security Description Par Value/Units Book Yield Book Value `Mkt YTM Accrued int. Gain/Loss:= . S&P` " Duration ... '-=1.f.= =: .. . . .. .. ... ..__. .. _. :_.., .:.-.. ..:.....s,;.,.,,_., - - ±n�r "`>I ?:§lis .,,a., "et.E:3i7�"C^�fi�AGENCY ..._. -._ _- _ . . . , . .- . . . . ,,. . . . . .... - . .. __.,. ... ._„ ..,,..� ,. .,.�...;. 'tee- _ _ . 3137EA6X6 FHLMC Note 290,000.00 02/08/2011 298,366.79 104.86 304,103.86 3.01 % Aaa 2.36 2.5%Due 1/7/2014 1.48% 296,767.49 0.42% 1,087.50 7,336.37 AA+ 2.29 31398AVD1 FNMA Note 285,000.00 02/07/2011 295,388.54 105.63 301,045.22 2.98% Aaa 2.44 2.75%Due 2/5/2014 1.50% 293,447.82 0.42% 566.04 7,597.40 AA+ 2.36 31398AVZ2 FNMA Note 400,000.00 03/31/2011 415,715,20 105.80 423,204.80 4.23% Aaa 2.53 2.75%Due 3/13/2014 1.39% 413,470,17 0.44% 5,133.33 9,734.63 AA+ 2.43 31331 GTJ8 FFCB Note 290,000.00 04/29/2011 302,396.63 105.37 305,574.45 3.04% Ma 2.63 2.625%Due 4/17/2014 1.16% 300,967.13 0.56% 2,633.54 4,607.32 AA+ 2.53 313373JR4 FHLB Note 370,000.00 07/01/2011 374,347.50 102.41 378,917.37 3.75% Aaa 2.74 1.375%Due 5/28/2014 0.96% 374,109.17 0.49% 1,314.27 4,808.20 AA+ 2.69 7,644,075.29 7,647,432.82 76.08% Aaa 1.61 Total Agency _ 7,355,000.00 0.95% 7,562,958.63 _ 0.35% 59,461.57 84,474.19 AA+ 1.56 MONEY MARKET FUND FI - ' ' -_ ' --' _ _ - _ _ - 431114701 Highmark Govt Money Market Fund 17,251.28 Various 17,251,28 1.00 17,251.28 0.17% Aaa 0.00 0.00% 17,251.28 0.00% 0.00 0.00 MA 0.00 17,251.28 17,251.28 0.17% Aaa 0.00 Total Money Market Fund Fl 17,251.28 N/A 17,251.28 0.00% 0.00 0.00 AAA 0.00 US TREASURY - - Hi - 912828FU9 US Treasury Note 290,000.00 02/08/2011 297,862.69 100.35 291,019.64 2.93% Aaa 0.08 4.5%Due 9/30/2011 0.22% 290,982.84 0.21 % 5,490.98 36.80 AA+ 0.08 912628GA2 US Treasury Note 290,000.00 02/08/2011 299,822.46 101.10 293,183:33 2.93% Aaa 0.25 4.5%Due 11/30/2011 0.27% 293,017.14 0.08% 3,315.98 166.19 AA+ 0.25 912828KP4 US Treasury Note 295,000.00 02/07/2011 298,411.93 100.90 297,650.28 2.95% Aaa 0.71 1.375%Due 5/15/2012 0.46% 296,902.10 0.10% 1,201.44 748.18 AA+ 0.70 912828LH1 US Treasury Note 290,000.00 02/08/2011 295,053.32 101.54 294,463.39 2.91 % Aaa 0.96 1.75%Due 8/15/2012 0.59% 293,194.94 0.14% 234.44 1,268.45 AA+ 0.95 912828LR9 US Treasury Note 295,000.00 02/07/2011 298,504.11 101.38 299,056.25 2.97% Aaa 1.13 1.375%Due 10/15/2012 0.66% 297,339.88 0.15% 1,540.49 1,716.37 AA+ 1.11 912826M63 US Treasury Note 295,000.00 02/07/2011 297,075.21 101.23 298,641.48 2.95% Aaa 1.29 1.125%Due 12/15/2012 0.74% 296,448,04 0.17% 707.27 2,193,44 AM- 1.28 9128281106 US Treasury Note 290,000.00 02/07/2011 302,224,02 103.80 301,033.63 2,98% Aaa 1.42 2.875%Due 1/31/2013 0.72% 298,770.14 0.18% 725,00 2,263.49 AA+ 1.39 912828LK4 US Treasury Note 300,000.00 08/30/2011 318,258.82 106.06 318,187.50 3.14% Ma 3.00 2,375%Due 8/31/2014 0.33% 318,242.16 0.34% 19,57 (54.66) AA+ 2.91 2,407,212.56 2,393,235.50 23.75% Aaa 1.12 Total US Treasury 2,345,000.00 0.50% 2,384,897.24 0.17% 13,235.17 8,338.26 AA+_ 1.10 r. .J 10,068,539.13 10,057,919.60 100.00% Aaa 1.49 'TOTAL PORTFOLIO 9,717,251.28 0.84% 9,965,107.15 0.30% 72,696.74 92,812.45 AA+ 1.45 CD Exec Won Time:912/2011 12:54:31 PM Chandler Asset Management-CONFIDENTIAL Page 3 TOTAL MARKET VALUE PLUS ACCRUED 10,130,616.34 N OD (Randier Asset Management-CONFIDENTIAL Page 4 Execution Time:9/2/2011 12:54:31 PM CAlsas City of Chino Hills Transaction Ledger .Account#10150 7/31/11 Thru 8/31/11 Type ,Date CUSIP Quantity ' Security Description Price Yield. Amount Pur(Sold Total.Amount Gain/Loss r�'�:i z:z a-c<i: rcsp LLs : ter;:. ac::«---"A-',v:.;a',,:� ,'" e.�3ri �v-rrr �'gz Z:tsps;?' v{a5�a.."1: r`l.Y: -.:x:� ACQUISITIONS, :: - --.;:; _: - ? -,r; - r��- {, Purchase 08/01/2011 431114701 6,531.25 Highmark Govt Money Market Fund 1.000 6,53125 0.00 6,531.25 0.00 Purchase 08/01/2011 431114701 0.44 Highmark Govt Money Market Fund 1.000 0.44 0.00 0.44 0.00 Purchase 08/05/2011 431114701 3,918.75 Highmark Govt Money Market Fund 1.000 3,918.75 0.00 3,918.75 0.00 Purchase 08/15/2011 431114701 2,537.50 Highmark Govt Money Market Fund 1.000 2,537.50 0.00 2,537.50 0.00 Purchase 08/20/2011 431114701 7,562.50 Highmark Govt Money Market Fund 1.000 7,562,50 0.00 7,562.50 0.00 Purchase 08/21/2011 431114701 2,581.25 Highmark Govt Money Market Fund 1.000 2,581.25 0.00 2,581.25 0.00 Purchase 08/31/2011 431114701 6,590.63 Highmark Govt Money Market Fund 1.000 6,590.63 0.00 6,590.63 0.00 Purchase 08/31/2011 431114701 285,000.00 Highmark Govt Money Market Fund 1.000 285,000.00 0.00 285,000.00 0.00 Purchase 08/31/2011 912828LK4 300,000.00 US Treasury Note 106,086 0.33% 318,258.82 0.00 318,258.82 0.00 2.375%Due 8/31/2014 Subtotal 614,722.32 632,981.14 0.00 632,981.14 0.00 Short Sale 08/31/2011 431114701 -318,258.82 Highmark Govt Money Market Fund 1.000 -318,258.82 0.00 -318,258.82 0.00 Subtotal -318,258.82 -318,258.82 D.00 318,258.82 0.00 TOTAL ACQUISITIONS 296,463.50 314,722.32 0.00 314,722.32 0.00 DISPOSITIONS Closing 08/31/2011 431114701 -318,258.82 Highmark Govt Money Market Fund 1.000 -318,258.82 0.00 -318,258.82 0.00 Purchase Subtotal -318,258.82 318,258.82 0.00 318,258.82 0.00 Sale 08/31/2011 431114701 318,258.82 Highmark Govt Money Market Fund 1.000 318,258.82 0.00 318,258.82 0.00 Subtotal 318,258.82 318,258.82 0.00 318,258.82 0.00 Maturity 08/31/2011 912828FS4 285,000.00 US Treasury Note 100,000 285,000.00 0.00 285,000.00 0.00 4.625%Due 8/31/2011 Subtotal 285,000.00 285,000.00 0.00 285,000.00 0.00 Security 08/03/2011 431114701 1,010.00 Highmark Govt Money Market Fund 1.000 1,010.00 0.00 1,010.00 0.00 Withdrawal Subtotal 1,010.00 1,010.0 0.00 1,010.00 0.00 Tail DISPOSITIONS 286,010.00 286,010.00 0.00 286,010&0 0.00 Chandler dler Asset Management-CONFIDENTIAL Page 5 Execution Time:9/2/2011 12:54:31 PM CittCity of Chino Hills Transaction Ledger Account#10150 7/31111 Thru 8/31/11 Type Date, CUSP I Quantity ;" Security Description <Price --Yield `Amount Pur/Sold Total Amount Gam/Loss ..';;�e-G�' Fs,:r;ti n<.4',Fleg77.F.z` �'"' 'F' *eVil Via" x 4' x cert y, ' OTHER TRANSACTIONS - - --. -';�. - -' ',:: - .- -�.,_. .., � �- - rg,�Si ar e i .� i^s+siY• yr�.�t*. - �..� e r Interest 08/01/2011 880591DW9 275,000.00 Tennessee Valley Authority Note 0.000 6,531.25 0.00 6,531.25 0.00 4.75%Due 8/1/2013 Interest 08/05/2011 31398AVD1 285,000.00 FNMA Note 0.000 3,918.75 0.00 3,918.75 0.00 2.75%Due 2/5/2014 Interest 08/15/2011 912828LH1 290,000.00 US Treasury Note 0.000 2,537.50 0.00 2,537.50 0.00 1.75%Due 8/15/2012 Interest 08/20/2011 3137EAAV1 275,000,00 FHLMC Note 0.000 7,562.50 0.00 7,562.50 0.00 5.5%Due 8/20/2012 Interest 08/21/2011 31331JBV4 295,000.00 FFCB Note 0.000 2,581.25 0.00 2,581.25 0.00 1.75%Due 2/21/2013 Interest 08/31/2011 912828F54 285,000.00 US Treasury Note 0.000 5,590.63 0.00 6,590.63 0.00 4.625%Due 8/31/2011 Subtotal 1,705,000.00 29,721.88 0.00 29,721.88 0.00 Dividend 08/01/2011 431114701 28,329.03 Highmark Govt Money Market Fund 0.000 0,44 0,00 0.44 0.00 Subtotal 28,329.03 0.44 0.00 0.44 0.00 TOTAL OTHER TRANSACTIONS 1,733,329.03 29,722.32 0.00 29,722.32 0.00 CO O Execution Time:9!212077 12:54:31 PM dallier Asset Management-CONFIDENTIAL Page 6 ACity of ccount Chino Hills Income Earned 7/31/11 Thru 8/31/11 settle Bate Book Value:Acq Inc.Received Amort.Of.Premium Units Book Value:Disp Ending.Accrued Net Acc�et/Amort Unreal GIL CUSIP. ' Security Description ,Book Value:End Total Interest Income Earned Total Incom•'_. , =, a- t- C -f n, am t F^k c�mG.fir FixedIncom ' _ ,, 313310DC0 FFCB 291,977.63 3,103.00 0.00 Note 02/09/2011 0.00 0.00 828.46 3.6%Due 10/14/2011 02/10/2011 0.00 3,973.00 (828.46) 0.00 290,000.00 291,149.17 870.00 41.54 41.54 31331GTJ8 FFCB 301,321.65 2,199.17 0.00 Note 04/29/2011 0.00 0.00 354.52 2.625%Due 04/17/2014 04/29/2011 0.00 2,833.54 (354.52) 0.00 290,000.00 300,967.13 634.37 279.85 279.85 • 31331GYP8 FFCB 299,067.69 748.77 0.00 Note 02/07/2011 0.00 0.00 391.61 2.125%Due 06/18/2012 02/09/2011 0.00 1,271.16 (391.61) 0.00 295,000.00 298,676.08 522.39 130.78 130.78 31331JBV4 FFCB 298,734.65 2,294.44 0.00 Note 02/08/2011 0.00 2,581.25 203.11 1.75%Due 02/21/2013 02/10/2011 0.00 143.40 (203.11) 0.00 295,000.00 298,531.54 430.21 227.10 227.10 31331JPK3 FFCB 301,517.67 412.50 0.00 Note 02/07/2011 0.00 0.00 67.79 1.375%Due 06/25/2013 02/09/2011 0.00 756.25 (67.79) 0.00 300,000.00 301,449.88 343.75 275.96 275.96 31331X3S9 FFCB - 292,681.08 3,640,00 0.00 Note 02/07/2011 0.00 0.00 887.39 4.5%Due 10/17/2012 02/09/2011 0.00 4,690.00 (887.39) 0.00 280,000.00 291,793.69 1,050.00 162.61 162.61 313373JR4 FHLB 374,236.55 890.31 0.00 Note 07/01/2011 0.00 0.00 127.38 1.375%Due 05/28/2014 07/05/2011 0.00 1,314.27 (127.38) 0.00 370,000.00 374,109.17 423.96 296.58 296.58 3133MTZL5 FHLB 293,327.84 2,660.00 0.00 Note 02/08/2011 0.00 0.00 875.34 4.5%Due 11/15/2012 02/10/2011 0.00 3,710.00 (875.34) 0.00 280,000.00 292,452.50 1,050.00 174.66 174.66 3133XSAE8 FHLB 293,915.76 2,904.03 0.00 Note 02/07/2011 0.00 0.00 533.24 3.625%Due 10/18/2013 02/09/2011 0.00 3,749.86 (533.24) 0.00 280,000.00 293,382.52 845.83 312.59 312.59 3133XTS49 FHLB 298,487.62 629.95 0.00 Note 02/07/2011 0.00 0.00 333.70 1.875%Due 06/20/2012 02/09/2011 0.00 1,090.89 (333.70) 0.00 295,000.00 298,153.92 460.94 127.24 127.24 CO CO Chandler Asset Management-CONFIDENTIAL Page 7 Execution Time:9/2/2011 12:54:31 PM City of Chino Hills Income Earned Account#10150 7/31/11 Thru 8/31/11 i iiu,w.y,u .' £ I I.'I•°' te,:.!„ "''i:n qa nib iia„ i�, ,�li .1' i Settle Date Book Value:Acq Inc.Received Amort.Of Premium _ Units ` Book Value:Disp Ending.Accrued Net Accret!Amort Unreal GIC CUSIP Security Description Book Value:End Total Interest Income Earned Total Income 3133XW7L7 FHLB 297,761.79 184.38 0.00 Note 02/07/2011 0.00 0.00 160.33 1.5%Due 01/16/2013 02/09/2011 0.00 553.13 (160.33) 0.00 295,000.00 297,601.46 368.75 208.42 208.42 3133XXYX9 FHLB 299,239.17 614.58 0.00 Note 02/07/2011 0.00 0.00 190.45 1.875%Due 06/21/2013 02/09/2011 0.00 1,075.52 (190.45) 0.00 295,000.00 299,048.72 460.94 270.49 270.49 3134A4UK8 FHLMC 285,524.70 2,727.29 0.00 Note 02/14/2011 0.00 0.00 760.18 4.875%Due 11/15/2013 02/15/2011 0.00 3,803.85 (760.18) 0.00 265,000.00 284,764.52 1,076.56 316.38 316.38 • 31359MPF4 FNMA 291,519.82 4,627.78 0.00 Note 02/07/2011 0.00 0.00 868.89 4.375%Due 09/15/2012 02/09/2011 0.00 5,648.61 (868.89) 0.00 280,000.00 290,650.93 1,020,83 151.94 151.94 3137EAAV1 FHLMC 288,997.70 6,764.24 0.00 Note 02/07/2011 0.00 7,562.50 1,127.08 5.5"/Due 08/20/2012 02/09/2011 0.00 462.15 (1,127.08) 0.00 275,000.00 287,870.62 1,260.41 133.33 133.33 3137EABS7 FHLMC 291,554.89 3,907.29 0.00 Note 02/07/2011 0.00 0.00 651.27 4.125%Due 09/27/2013 02/09/2011 0.00 4,852.60 (651.27) 0.00 275,000.00 290,903.62 945.31 294.04 294.04 3137EABX6 FHLMC 297,011.72 483.33 0.00 Note 02/08/2011 0.00 0.00 244.23 2.5%Due 01/07/2014 02/10/2011 0,00 1,087.50 (244.23) 0,00 290,000.00 296,767.49 604.17 359.94 359.94 3137EACF4 FHLMC 295,916.64 424.06 0.00 Note 02/09/2011 0.00 0.00 208.94 1.125%Due 12/15/2011 02/10/2011 0.00 700,63 (208.94) 0.00 295,000.00 295,707.70 276.57 67.63 67.63 3137EACG2 FHLMC 297,124.10 247.88 0.00 Note 02/07/2011 0.00 0.00 124.95 1.375%Due 01/09/2013 02/09/2011 0.00 585.90 (124.95) 0.00 295,000.00 296,999.15 338.02 213.07 213.07 31398AJ94 FNMA 298,725.95 1,204.58 0.00 Note 02/07/2011 0.00 0.00 179.08 1.75%Due 05/07/2013 02/09/2011 0.00 1,634.79 (179.08) 0.00 295,000.00 298,546.87 430.21 251.13 251.13 31398AMW9 FNMA 295,795.19 2,881.67 0.00 Note 02/08/2011 0.00 0.00 542.38 W 3.25%Due 04/09/2013 02/10/2011 0.00 3,653.54 (542.38) 0.00 N 285,000.00 295,252.81 771.87 229.49 229.49 Chandler Meet Management-CONFIDENTIAL Page 8 Execution Time:9/2/2011 12:54:31 PM City of Chino Hills Income Earned Account#10150 7/31111 Thru 8/31/11 I I 'I 1 , II I I I 1 ILI I,A,u I I I 6 III Settle Date .:Book Value:Acq Inc.Received Amort,Of Premium Units Book Value:Disp Ending Accrued NetiAccretlAmorf Unreal G/L CUSIP Security Description Book Value:End Total Interest Income Earned Total.Income 31398AVD1 FNMA 293,742.74 3,831.67 0.00 Note 02/07/2011 0.00 3,918.75 294.92 2.75%Due 02/05/2014 02/09/2011 0.00 566.04 (294.92) 0.00 285,000.00 293,447.82 653.12 358.20 358.20 31398AVZ2 FNMA 413,922.09 4,216.67 0.00 Note 03/31/2011 0.00 0.00 451.92 2.75%Due 03/13/2014 03/31/2011 0.00 5,133.33 (451.92) 0.00 400,000.00 413,470.17 916.66 464.74 464.74 880591DT6 Tennessee Valley Authority 288,994.20 3,527.03 0.00 Note 02/08/2011 0.00 0.00 1,465.60 6.79%Due 05/23/2012 02/09/2011 0.00 5,083.07 (1,465.60) 0.00 275,000.00 287,528.60 1,556.04 90.44 90.44 880591DW9 Tennessee Valley Authority 294,562.13 6,531.25 0.00 Note 02/07/2011 0.00 6,531.25 829.58 4.75%Due 08/01/2013 02/09/2011 0.00 1,088.54 (829.58) 0.00 275,000.00 293,732.55 1,088.54 258.96 258.96 912828F54 US Treasury 286,026.77 5,516.07 0.00 Note 02/07/2011 0.00 6,590.63 1,026.77 Due 08/31/2011 02/09/2011 285,000.00 0.00 (1,026.77) 0.00 0.00 0.00 1,074.56 47.79 47.79 912828FU9 US Treasury 292,033.45 4,385.66 0.00 Note 02/08/2011 0.00 0.00 1,050.61 4.5%Due 09/30/2011 02/10/2011 0.00 5,490.98 (1,050.61) 0.00 290,000.00 290,982.84 1,105.32 54.71 54.71 912828GA2 US Treasury 294,056.37 2,210.66 0.00 Note 02/08/2011 0.00 0.00 1,039.23 4.5%Due 11/30/2011 02/10/2011 0.00 3,315.98 (1,039.23) 0.00 290,000.00 293,017.14 1,105.32 66.09 66.09 912828HQ6 US Treasury 299,295.00 22.66 0.00 Note 02/07/2011 0.00 0.00 524.86 2.875%Due 01/31/2013 02/09/2011 0.00 725.00 (524.86) 0.00 290,000.00 298,770.14 702.34 177.48 177.48 912828KP4 US Treasury 297,131.53 859.75 0.00 Note 02/07/2011 0.00 0.00 229.43 1.375%Due 05/15/2012 02/09/2011 0.00 1,201.44 (229.43) 0.00 295,000.00 296,902.10 341.69 112.26 112.26 912828LH1 US Treasury 293,478.73 2,341.23 0.00 Note • 02/08/2011 0.00 2,537.50 283.79 1.75%Due 08/15/2012 02/10/2011 0.00 234.44 (283.79) 0.00 290,000,00 293,194.94 430.71 146.92 146.92 912828LK4 US Treasury 0.00 0.00 0.00 Note 08/30/2011 318,258.82 0.00 16.66 CO 2.375%Due 08/31/2014 08/31/2011 0.00 19.57 (16.66) 0.00 CA) 300,000.00 318,242.16 19.57 2.91 2,91 • Cldler Asset Management-CONFIDENTIAL Page 9 Execution Time:9/2/2011 12:54:31 PM • city of Chino Hills Income Earned Account#10150 7/31111 Thru 8/31/11 Settle Date Book Value:Acq Inc.:Received Amort.Of Premium Units Book Value:Disp Ending Accrued Net AccretlAmort Unreal G/U CUSIP SecurityDescription Book Value:End Total Interest Income Earned PTotal Income'. 912828LR9 US Treasury 297,516.80 1,196.93 0.00 Note 02/07/2011 0.00 0.00 176.92 1.375%Due 10/15/2012 02/09/2011 0.00 1,540.49 (176.92) 0.00 295,000.00 297,339.68 343.56 166.64 166.64 912828MB3 US Treasury 296,543.34 426.18 0.00 Note 02/07/2011 0.00 0.00 95.30 1.125%Due 12/15/2012 02/09/2011 0.00 707.27 295,000.00 296,448.04 281.09 71 5.709 0.00 185.79 9,931,742.96 78,615.01 0.00 318,258.82 29,721.88 17,145.91 285,000.00 72,696.74 (17,145.91) 0.00 TOTAL Fixed Income 9,700,000.00 9,947,855.87 23,803.61 6,657.70 6,657.70 • Cash&E u v 1 .... ::.:.. :._ -_ 431114701 Highmark 21,797.78 0.00 0.00 Govt Money Market Fund Various (3,536.50) 0.44 0.00 Various 1,010.00 0.00 0.00 0.00 17,251.28 17,251.28 0.44 0.44 0.44 21,797.78 0.00 0.00 (3,536.50) 0.44 0.00 1,010.00 0.00 0.00 0.00 TOTAL Cash&Equivalent 17,251.28 17,251.28 0.44 0.44 0.44 9,953,540.74 78,615.01 0.00 314,722.32 29,722.32 17,145.91 286,010.00 72,696.74 (17,145.91) 0.00 TOTAL PORTFOLIO 9,717,251.28 9,965,107.15 23,804.05 6,658.14 6,658.14 Oa 4a. CD Chandler Asset Management-CONFIDENTIAL Page 10 Execution Time:9/2/201112:54:31 PM cAttCity of Chino Hills Cash Flow Report Account#10150 From 08/31/2011 Payment Date Type CUSIP- Quantity Security Description Principal Amount Income Total Amount 09/13/2011 Interest 31398AVZ2 400,000.00 FNMA Note 0.00 5,500.00 5,500.00 2.75%Due 3/13/2014 09/15/2011 Interest 31359MPF4 280,000.00 FNMA Note 0.00 6,125.00 6,125.00 4.375%Due 9/15/2012 09/27/2011 Interest 3137EA857 275,000.00 FHLMC Note 0.00 5,671.88 5,671.88 4.125%Due 9/27/2013 09/30/2011 Maturity 912828FU9 290,000.00 US Treasury Note 290,000.00 6,525.00 296,525.00 4.5%Due 9/30/2011 Sep 2011 290,000.00 23,821.88 313,821.88 10/09/2011 Interest 31398AMW9 285,000.00 FNMA Note 0.00 4,631.25 4,631.25 3.25%Due 4/9/2013 10/14/2011 Maturity 31331GDC0 290,000.00 FFCB Note 290,000.00 5,220.00 295,220.00 3.6%Due 10/14/2011 10/15/2011 Interest 912828LR9 295,000.00 US Treasury Note 0.00 2,028.13 2,028.13 1.375%Due 10/15/2012 10/17/2011 Interest 31331 GTJ8 290,000.00 FFCB Note 0.00 3,806.25 3,806.25 2.625%Due 4/17/2014 10/17/2011 Interest 31331X359 280,000,00 FFCB Note 0.00 6,300.00 6,300.00 4.5%Due 10/17/2012 10/18/2011 Interest 3133XSAE8 280,000.00 FHLB Note 0.00 5,075.00 5,075.00 3.625%Due 10/18/2013 Oct 2011 290,000.00 27,060.63 317,060.63 11/07/2011 Interest 31398AJ94 295,000.00 FNMA Note 0.00 2,581.25 2,581.25 1.75%Due 5/7/2013 11/15/2011 Interest 3133MTZL5 280,000.00 FHLB Note 0.00 6,300.00 6,300.00 4.5%Due 11/15/2012 11/15/2011 Interest 3134A4UK8 265,000.00 FHLMC Note 0.00 6,459.38 6,459.38 4.875%Due 11/15/2013 11/15/2011 Interest 912828KP4 295,000.00 US Treasury Note 0.00 2,028.13 2,028.13 1.375%Due 5/15/2012 11/23/2011 Interest 880591DT6 275,000.00 Tennessee Valley Authority Note 0.00 9,336.25 9,336.25 6.79%Due 5/23/2012 11/28/2011 Interest 313373JR4 370,000.00 FHLB Note 0.00 2,543.75 2,543.75 1.375%Due 5/28/2014 11/30/2011 Maturity 9126250A2 290,000.00 US Treasury Note 290,000,00 6,525.00 296,525,00 4.5%Due 11/30/2011 Nov 2011 290,000.00 35,773.76 325,773.76 12/15/2011 Interest 912828M53 295,000.00 US Treasury Note 0.00 1,659.38 1,659.38 W 1.125%Due 12/15/2012 c� Dec 2011 Execution Time:9/2/2011 12:54:31 PM 295,000.00 14,046.90 309,046.90 Cn�ntller Asset Management-CONFIDENTIAL Page 11 GilCity of Chino Hills Cash Flow Report i Account#10150 From 08/31/2011 Payment Date ' Type CUSH" Quantity Security Description Principal Amount -.Income Total Amount 12/15/2011 Maturity 3137EACF4 295,000.00 FHLMC Note 295,000.00 1,659.38 296,659.38 1,125%Due 12/15/2011 12/18/2011 Interest 31331GYP8 295,000.00 FFCB Note 0.00 3,134.36 3,134,38 2.125%Due 6/18/2012 12/20/2011 Interest 3133XTS49 295,000.00 FHLB Note 0.00 2,765.63 2,765,63 1.875%Due 6/20/2012 12/21/2011 Interest 3133XXYX9 295,000.00 FHLB Note 0.00 2,765.63 2,765.63 1.875%Due 6/21/2013 12/25/2011 Interest 31331JPK3 300,000,00 FFCB Note 0.00 2,062.50 2,062.50 1.375%Due 6/25/2013 Dec 2011 295,000.00 14,046.90 309,046.90 01/07/2012 Interest 3137EABX6 290,000.00 FHLMC Note 0.00 3,625.00 3,625.00 2.5%Due 1/7/2014 01/09/2012 Interest 3137EACG2 295,000,00 FHLMC Note 0.00 2,028.13 2,028.13 1.375%Due 1/9/2013 01/16/2012 Interest 3133XW7L7 295,000.00 FHLB Note 0.00 2,212.50 2,212.50 1.5%Due 1/16/2013 01/31/2012 Interest 912828HQ6 290,000.00 US Treasury Note 0.00 4,168.75 4,168,75 2.875%Due 1/31/2013 Jan 2012 0.00 12,034.38 12,034.38 02/01/2012 Interest 880591DW9 275,000,00 Tennessee Valley Authority Note 0.00 6,531.25 6,531.25 4.75%Due 8/1/2013 02/05/2012 Interest 31398AVD1 285,000.00 FNMA Note 0.00 3,918.75 3,918.75 2.75%Due 2/5/2014 02/15/2012 Interest 912828LH1 290,000.00 US Treasury Note 0.00 2,537.50 2,537.50 1.75%Due 8/15/2012 02/20/2012 Interest 3137EAAV1 275,000.00 FHLMC Note 0.00 7,562.50 7,562.50 5.5%Due 8/20/2012 02/21/2012 Interest 31331JBV4 295,000.00 FFCB Note 0.00 2,581.25 2,581.25 1.75%Due 2/21/2013 Feb 2012 0.00 23,131.25 23,131.25 03/13/2012 Interest 31398AVZ2 400,000,00 FNMA Note 0.00 5,500.00 5,500.00 2.75%Due 3/13/2014 03/15/2012 Interest 31359MPF4 280,000.00 FNMA Note 0.00 6,125.00 6,125.00 4.375%Due 9/15/2012 03/27/2012 Interest 3137EABS7 275,000.00 FHLMC Note 0.00 5,671.88 5,671.88 4.125%Due 9/27/2013 Mar 2012 0.00 17,296.88 17,296.88 CO tT N. Ca Chandler Asset Management-CONFIDENTIAL Page 12 Execution Time:9/2/2011 12:54:31 PM City of Chino Hills Gash Flow Report CA it Account#10150 From 08/31/2011 " I.•II„III II ih 11 I ' ' + Payment Date Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/09/2012 Interest 31398AMW9 285,000.00 FNMA Note 0.00 4,63125 4,631,25 3.25%Due 4/9/2013 04/15/2012 Interest 912828LR9 295,000.00 US Treasury Note 0.00 2,026.13 2,028.13 1375%Due 10/15/2012 04/17/2012 Interest 31331X389 280,000.00 FFCB Note 0.00 6,300.00 6,300.00 4.5%Due 10/17/2012 04/17/2012 Interest 31331GTJ8 290,000.00 FFCB Note 0.00 3,806.25 3,806.25 2.625%Due 4/17/2014 04/18/2012 Interest 3133XSAE8 280,000.00 FHLB Note 0.00 5,075.00 5,075,00 3.625%Due 10/18/2013 Apr2012 0.00 21,840.63 21,840.63 05/07/2012 Interest 31398AJ94 295,000.00 FNMA Note 0.00 2,581.25 2,581.25 1.75%Due 5/7/2013 05/15/2012 Interest 3134A4UK8 265,000.00 FHLMC Note 0.00 6,459.38 6,459.38 4.875%Due 11/15/2013 05/15/2012 Interest 3133MTZL5 280,000.00 FHLB Note 0.00 6300.00 6,300.00 4.5%Due 11/15/2012 05/15/2012 Maturity 912828KP4 295,000.00 US Treasury Note 295,000.00 2,028.13 297,028.13 1.375%Due 5/15/2012 05/23/2012 Maturity 880591 DT6 275,000.00 Tennessee Valley Authority Note 275,000.00 9,336.25 284,336.25 6.79%Due 5/23/2012 05/28/2012 Interest 313373JR4 370,000.00 FHLB Note 0.00 2,543.75 2,543.75 1.375%Due 5/28/2014 May 2012 570,000.00 29,248.76 599,248.76 06/15/2012 Interest 912828M83 295,000.00 US Treasury Note 0.00 1,659.38 1,659.38 1.125%Due 12/15/2012 06/18/2012 Maturity 31331GYP8 295,000.00 FFCB Note 295,000.00 3,134.38 298,134.38 2.125%Due 6/18/2012 06/20/2012 Maturity 3133XTS49 295,000.00 FHLB Note 295,000.00 2,765.63 297,765.63 1.875%Due 6/20/2012 06/21/2012 Interest 3133XXYX9 295,000.00 FHLB Note 0.00 2,765.63 2,765.63 1.875%Due 6/21/2013 06/25/2012 Interest 31331JPK3 300,000.00 FFCB Note 0.00 2,062.50 2,062.50 1.375%Due 6/25/2013 Jun 2012 590,000.00 12,387.52 602,387.52 07/07/2012 Interest 3137EABX6 290,000.00 FHLMC Note 0.00 3,625.00 3,625.00 2.5%Due 1/7/2014 07/09/2012 Interest 3137EACG2 295,000.00 FHLMC Note 0.00 2,028.13 2,028.13 CO 1.375%Due 1/9/2013 N. Jul2012 0.00 12,034.38 12,034.38 CoC el Chandler Asset Management-CONFIDENTIAL Page 13 Execution Time:9/2/2011 12:54:31 PM City of Chino Hills Cash Flow Report Account#10150 From 08/31/2011 Payment Date Type. CUSIP7. Quantity Security Description Principal Amount income Total Amount 07/16/2012 Interest 3133XW7L7 295,000.00 FHLB Note 0.00 2,212.50 2,212.50 1.5%Due 1/16/2013 07/31/2012 Interest 912828H06 290,000.00 US Treasury Note 0.00 4,168.75 4,168.75 2.875%Due 1/31/2013 Jul 2012 0.00 12,034.38 12,034.38 08/01/2012 Interest 880591DW9 275,000.00 Tennessee Valley Authority Note 0.00 6,531.25 6,531.25 4.75%Due 8/1/2013 08/05/2012 Interest 31398AVD1 285,000.00 FNMA Note 0.00 3,918.75 3,918/5 2.75%Due 2/5/2014 08/15/2012 Maturity 912828LH1 290,000.00 US Treasury Note 290,000.00 2,537.50 292,537.50 1.75%Due 8/15/2012 08/20/2012 Maturity 3137EAAV1 275,000.00 FHLMC Note 275,000.00 7,562.50 282,562.50 5.5%Due 8/20/2012 08/21/2012 Interest 31331JBV4 295,000.00 FFCB Note 0.00 2,581.25 2,581.25 1.75%Due 2/21/2013 Aug 2012 555,000.00 23,131.25 588,131.25 Total 2,890,000.00 251,80822 3,141,808.22 W CO C( tller Asset Management-CONFIDENTIAL Page 14 Execution Time:9/2/201112:54:31 PM City of Chino Hills August 31, 2011 Assets managed by Chandler Asset Management are in full compliance with State law and with the City's investment policy. _ - _ =�sr.,,� -_<>-,...�,,. ,C,,:�� y..:;.;, -- - - YFi:�;�,, ..y,�.<:�=:,c--.moi:;- - Category j- ✓`. S_fandacd ��. t Comment Local Agency Bonds INo Limitation Complies Treasury Issues INo Limitation 'Complies 'Agency issues INo Limitation (except for SBAs) 'Complies Money Market Mutual Funds 120% maximum; AAAf/Aaaf, minimum rating (Complies Local Agency Investment Fund - L.A.I.F. Currently not used by investment adviser (Complies {Prohibited Securities - per State Code inverse floaters; Ranges notes, Interest- Complies 'Prohibited only strips from mortgaged backed securities; Zero interest accrual securities Prohibited Securities -per City restrictions Small Business Administration (SBA) debt; Complies Bankers Acceptance; Commercial Paper; Medium Term Corporate Notes; Reverse Repurchase Agreements; Mortgage- Backed Securities Maximum maturity 13 years 'Complies CO CON. (0