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12-13-2011 CC Rpt A06 COUNCIL AGENDA STAFF REPORT CITY CLERK USE ONLY RECEIVED Meeting Date: December 13.2011 �D{) DEC _6 AN : pg Public Hearing: V o ;';i;; 4': CITY CLERK Discussion Item: C!i i; 0 h;L L S Consent Item: December 6, 2011 TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS FROM: CITY MANAGER SUBJECT: TREASURER'S REPORT FOR OCTOBER 2011 RECOMMENDATION: Approve the Treasurer's Report for October 2011. BACKGROUND/ANALYSIS: The Treasurer's Report for October 2011 may be seen in Exhibit A(attached). The amount of cash and investments for all funds amounts to $128,531,605.98. 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. 1/1c AGENDA DATE: DECEMBER 13, 2011 SUBJECT: TREASURER'S REPORT FOR OCTOBER 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 April 30, 2012. The investments reported in the Treasurer's Report are in compliance with the City's Investment Policy. Respectfully submitted, Recommended by: lefA Michael S. Flearr, City Manager Judy R. L n aster, Finance Director MSF:JRL:PS:ga Attachments 1-2 EXHIBIT A CITY OF CHINO HILLS TREASURER'S REPORT OCTOBER 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) $ 48,571,401.68 $ 48,708,817.99 Los Angeles County Pooled Funds of Investments (LACPFI) 26,196,968.77 (3) (1) State of California Local Agency Investment Fund (LAIF) 29,961,955.10 (1) Union Bank/Chandler Asset Management 10,101,823.75 10,060,857.07 Total Investments 114,832,149.30 (2) Cash Bank of America-Checking 153,030.76 153,030.76 Citizens Business Bank-Checking 1,953,112.12 1,953,112.12 Citizens Business Bank-Payroll 10,000.00 10,000.00 Wells Fargo Bank-Credit Card 186,822.34 186,822.34 Total Cash in Bank 2,302,965.22 2,302,965.22 Petty Cash 2,800.00 2,800.00 Total Cash 2,305,765.22 2,305,765.22 Total Funds Held by City 117,137,914.52 (2) B. Funds Held by Fiscal Agents: U.S. Bank 11,393,691.46 11,393,691.46 Total Funds Held by Fiscal Agents 11,393,691.46 11,393,691.46 Total Funds Held by City and Fiscal Agents $ 128,531,605.98 $ (2) II. Estimated Composite Investment Earnings Rate: 0.79% (Estimated Investment Earnings Rate for SBCPFI:0.71%,for LAIF:0.38%; and for the LACPFI : 1.20%;Average Purchase Yield-to-Maturity Rate for Chandler Asset Management:0.86%) III. Cash Flow Transactions by Major Fund Types: Beginning Ending Cash Balance Cash Cash Cash Balance Fund 10/01/11 Receipts Disbursements 10/31/11 General Fund $ 26,402,504.22 $ 1,549,200.71 (2,314,995.14) $ 25,636,709.79 Water Funds 26,663,993.32 4,771,047.33 (3,651,028.74) 27,784,011.91 Sewer Funds 16,955,182.71 514,603.30 (421,935.48) 17,047,850.53 Parks& Landscape 6,409,292.73 266,062.57 (952,055.65) 5,723,299.65 Development Funds 6,364,125.74 23,581.95 (9,303.83) 6,378,403.86 Comm. Facilities Dist. 29,865,641.93 10,488,756.55 (10,505,642.59) 29,848,755.89 Assessment Districts 1,650,560,22 362,485.81 (369,866.81) 1,643,179.22 Miscellaneous Funds 14,849,297.84 1,935,906.29 (2,315,809.00) 14,469,395.13 Total $ 129,160,598.71 $ 19,911,644.51 $ (20,540,637.24) $ 128,531,605.98 1-3 EXHIBIT A CITY OF CHINO HILLS TREASURER'S REPORT OCTOBER 2011 Page 2 of 2 IV.Funds Held by Deferred Compensation Providers - Market Month Ending October 2011 Value ING Life Insurance and Annuity Company N/A ICMA 6,094,582.56 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 is 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 re. ments o the six months ending April 30,2012. Q '/, l�j�,® gyp` `1&J JMAn�. Judy ancaster Finance Director/City Treasurer 1 -4 City of Chino Hills Treasurer's Report Worksheet General Water Sewer I Parks& II Development !1 Comm. Facilities I Assessment 1 Miscellaneous 1 .I Fund Funds Funds I Landscape I! Funds I District I Districts I Funds I Total I Funds Held by City: I I I I Beginning Book Balance to 10/01/11 I 23,007,740.62 1 25,772,205.82 I 16,955,182.71 I 6,409,292.73 1 6,364,125.74 1 23,109,001.57 I 1,300,060.22 I 14,849,297.84 1 117,766,907.25 Cash Receipts 1,546,858.71 I 3,879,259.83 I 514,603.30 I 266,062.57 1 23,581.95 I 3,724,229.45 I 2,062.76 I 1,935,906.29 I 11,892,564.86 � 1 I I 1 1 Cash Disbursements (2,311,940.14)1 (2,759,419.14)1 (421,935.48)( (952,055.65)1 (9,303.83)1 (3,741,115.49)1 (9,443.76)1 (2,315,809.00)1 (12,521,022.4911 I 1 II 1 1 I I 1 Journal Entries For Month (3,055.00)1 177.90 1 II1 I 1 1 1 (2,877.10)_ I II 1 1 I Ending Book Balance a 10/31/11 22,239,604.19 I 26,892,224.41 I 17,047,850.53 II 5,723,299.65 I 6,378,403.86 1 23,092,115.53 II 1,292,679.22 14,469,395.13 11 117,135,572.52 i 11 11 1 1 II II Reconciling Transactions 2,342.00 I II 11 1 1II II 2,342.00 I 1' I 1 I II II Ending Bank Balance Funds Held by City 22.241.946.19 I 26.892 224.41 I 17.047.850.53 I 5.723.299.65 I 6.378.403.86 I 23.092.115.53 II 1 292.679.22 14469.395.13 it 117.137.914,521 I I I 1 I C 1 I ! I I I Funds Held by Fiscal Aaent: I I i I I 1 I Beginning Book Balance as 10/01/11 1 3,394.763.60 1 891,787.50 I 0.00 1 0.00 I 0.00 I 6,756,640.36 350,500.00 0.00 I 11,393,691.46 I I 1 1 Cash Receipts 0.00 1 891,787.50 1 0.00 I 0.00 1 0.00 I 6,764,527.10 I 360,423.05 0.00 I 8,016,737.65, 1 I! 1 I Cash Disbursements 0.001 (891,787.50)1 0.00 0.001 0.001 (6,764,527.10)1 (360,423.05) 0.00 I (8,016,737.65) i 1 I 1 I I 1 Joumal Entries For Month 0.00 I I I 1 1I I 0.001 I 1 I 1 I; I Ending Book Balance a 10/31/11 3,394,763.60 I 891,787.50 I' 0.00 I 0.00 I 0.00 1 6,756,640.36 ( 350,500.00 0.00 I 11,393,691.46 1 I I I I I I 'Reconciling Transactions I 1 1 I 1 I 1 ! I 0.00 1 I I I I 1 1 1 !Ending Bank Balance Funds Held by F/A I 3._3.94.763.60 I 891,787.50 I 0.00 I 0.00 1 0.00 I 6,756,640.36 350,500.00 0.00 I 11.393,691.46 I 1 I I I 1 1 1' 1 I r 1 1 I 1 I 1 Summary of Cash Balances: I I I I I I II Beginning Cash Balance I I I I1 I 1 Funds Held by City I 23,007,740.62 1 25,772,205.82 1 16,955,182.71 I 6,409,292.73 1! 6,364,125.74 1 23,109,001.57 1,300,060.22 14,849,297.84 I 117,766,907.25 Funds Held by Fiscal Agent 1 3,394.763.60 I 891.787.50 I 0.00 I 0.00 1 0.00 I 6,756,640.36 350,500.00 0.00 I 11,393.691.46 Total Beginning Cash Balance I 26.402.504.22 I 26.663 993.32 I 16.955,182.71 I 6.409,292.73 I 6.364.125.74 I 29.865,641.93 1,650,560.22 1 14.849,297.84 1 129.160.598.71 I 1 I I I I 1 I Ending Cash Balance I1 II 1 Funds Held by City 22,241,946.19 1 26,892,224.41 I 17,047,850.53 I 5,723,299.65 I 6,378,403.86 II 23,092,115.53 1,292,679.22 1 14,469,395.13 1 117,137,914.52 ' Funds Held by Fiscal Agent I 3,394,763.60 1 891,787.50 I 0.00 I 0.00 I 0.00 ;I 6,756,640.36 350,500.00 1 0.00 I 11,393,691.46 1 (Total Ending Cash Balance I 25.636.709.79 I 27.784.011.91 I 17 047.850.53 I 5,723,299.65 I 6.378.403.86 II 29,848.755.89 1 643,179.22 I 14,469,395.13 I 128.531.605.98, J Cl • +*4*44++***x*1*##t#4***#*+*414**s4**4#***+*#+1***4***k***+*44********#4*1*+****4***+4**1#*+**##+44+*4++**4****4*+*4**x444**+**4** k * * x*+******4**+***#**+***************************444.*444****************x*#******4*****4*************x*********+********* * REPORT CODE NAME: F8360 „ 4 REPORT DISTRIBUTION SYSTEM FINAL REPORTS FOR OCTOBER, 2011 * * * EXPENDITURE DETAIL TRANSACTIONS * t*+************************************************************************4***********+*x*******************44*********+* * * * * * * 4**4**********************************************************************4******************+*****4*4*****4*4*******4******+*****+* CITY OF CHINO HILLS (CMO02 ) PACKET PAGE NUMBER 1 *** TPGM : IME: 23:560 4:48 DETAIL EXAACCCOIING PERTRANIODTI04 - 10/2011ON STING Y OBJECT CODE DATE: 11/01/2011 FUND/DEPT/ORG1: SED OBJECT/ BUDGET/ TR DATE ORG GRC TRANSACTION ID DESCRIPTION/VENDOR EXPENDITURES ENCUMBRANCES PRE-ENCUMBRANCES REMAINING BUDGET *** NO ACTIVITY FOR THIS PERIOD *** SED BEGINNING BAL - CASH IN COUNTY TREASURY 48,485,186.77 SED ENDING BAL - CASH IN COUNTY TREASURY 48,571,401.68 CITY OF CHINO HILLS (CMO02 ) PACKET PAGE NUMBER 2 -4-6 r 'r-11 - Managed Account Summary Statement For the Month Ending October 31,2011 ^ izingragig �u:hrr�..., :r: �,' ,. �(..t .rir- " �.. Fm :' � ^s �'. a taeW'r11I�r1:Ihii Lv-i.t_u,Lkryc aA 3(;e �Io4LN �Vi4��1 -i� �igOU —Yah . e . akizor vgc 5f� - '' � v : u� .4 - - . �h. ;l :-rHrG _\ �I “:,-,-.F..4,444--,. .._... as u :!da. rad �vr awr.re� .. atraptF'e _ztr_.�-� fn - rh ?- .ur b at . a . Transaction Summary-Managed Account 1i4e5 ,nu , I i iii—kWig Opening Market Value $4,361,318,675.28 Maturities/Calls 6,893,031,955.55 Maturities/Calls (6,892,800,000.00) Sale Proceeds 145,000,000.00 Coupon/Interest Income 1,087,839.23 Principal Dispositions (195,000,000.00) Principal Acquisitions 6,952,724,548.74 Principal Payments 0.00 Security Purchases (6,977,773,556.80) Unsettled Trades 0.00 Change in Current Value (762,179.87) Net Cash Contribution (111,346,237.98) Reconciling Transactions 0.00 Closing Market Value $4,225,481,044.15 Interest/Coupons Received 1,319,794.78 Closing Cash Balance $0.00 Less Purchased Interest Related to Interest/Coupons (62,758.06) Plus Net Realized Gains/Losses 46,500.83 Total Cash Basis Earnings $1,303,537.55 Ending Amortized Value of Securities 4,213,290,437.46 Ending Accrued Interest 6,649,584.58 Plus Proceeds from Sales 195,000,000.00 Plus Proceeds of Maturities/Calls/Principal Payments 6,893,031,955.55 Plus Coupons Received 1,087,839.23 Less Cost of New Purchases (6,952,787,306.80) Less Beginning Amortized Value of Securities (4,349,026,075.39) Less Beginning Accrued Interest (5,396,974.76) • Total Accrual Basis Earnings $1,849,459.87 • - -...�PP f' Account 76990800 Page 1 I PFM Asset Management T A C Agmat- pFM` t Portfolio Summary and Statistics For the Month Ending October 31, 2011 W..�..__,.�.�. _�� ..._._ ....m_.-� ,,:., > - ._ _..� .....�..�. � -,. .,,rte__. .v_ >.. —_ - ,.:..r.-" -'_-..____•____ ....._�.. _ ,: ..t_..:.xa - �.__azr_� _._ , ...:...,,mss:: ,• - -' . .. .... . .._ ,.. � ... -,.:.._�..... .<.._ :.,c t.:�::x:.m..-�-:�;_-,;�., ._.-..,,F-._.amu, .,��yyt� .T....:.Y. .._'e:,:..x;.»yt._.r.�� ......�,.�- f.:-. �..-u._..v.:;e :a:w`...._x?j_ev:ss v�u.^.^. -...aK':ii:.: .".:'�.'' i 55: e — „r-, -.Xt itiu r_5' -.?Y i-Wf y+harr-riiC iY s"''-- -a-_.v 5':c1.3:.Ih.'..i=%04,er-fri'�` aai -3 ,! � i : M ,; _.. . .�D�. O�CO.t1�1TY`- .t�9��80-a� _ ��a .�:r-` =�;�,.m � _..,...__ _ Account Summary Sector Allocation Description Par Value Market Value Percent U.S.Treasury Bond/ Note 300,000,000.00 302,865,945.35 7.17 Cert of Deposit US TSY Bond/ Note 15,50% U.S.Government Supported Corporate 50,000,000.00 50,366,550.00 1.19 7.17% ,. Commercial Paper Debt US Govt Supported *l M.9\ 18.34% Repurchase Agreement 150,000,000.00 149,999 791.50 3.55 Corp Debt � ' :,� ' 1.19% �0 `� •�� � Money Market Fund 27,000,000.00 27,000,000.00 0.64 Repo Agreement _ s ��`\���.`• Federal Agency Discount Note 46,000,000.00 45,993,275.44 1.09 3.55% ' \` Federal Agency Bond/ Note 2,199,459,000.00 2,219,384,602.11 52.52 Mny Mkt Fund _` " Commercial Paper 775,000,000.00 774,927,885.00 18.34 0.64% — ' Certificate of Deposit 655,000,000.00 654,942,994.75 15.50 Fed Agy DN Managed Account Sub-Total 4,202,459,000.00 4,225,481,044.15 100.00% -- Accrued Interest 6,649,584.58 - Total Portfolio 4,202,459,000.00 4,232,130,628.73 ,!:--_,.-..- ,:, ,,:,,,:..,- __ Fed Agy Bond/ Note 52.52% Unsettled Trades 0.00 0.00 Maturity Distribution i ' 1 1 jo-ii - -I I 1 42.67°ro+T Yield to Maturity at Cost 0.57% 5 r vF 3s 40: - Yield to Maturity at Market 0.33% We-_g _ y tia: Duration to Worst 0.84 Weighted Average Days to Maturity 347 o 00 10.92% :Sinn - - I i-Srt cccalikilb 0.00% 0.00% 0.00% 0-6 Months 6-12 Months 1-2Years 2-3 Years 3-4Years 4-5Years Over Years— Account 76990800 Page 2 I PPM Asset Management T I C Managed Account Issuer Summary For the Month Ending October 31, 2011 C "if`fY'��ra .>... ...r...i'..rFv.«...��..... ::.j^�. Mr-:iVe qt'.'.. iy^1�.4..:.Lk`; YracY(.C...... llagrelig �Af�LBEf21�A�t,�IN .x N....,ii .:._- - }. .. ., �<i_�...A '���`-`-"'`- �-� Y T'•x; n=i:"�-.z; z . s7.,�<�.�..,�,��.u�: .�=w.L._...ti _ -..-•w �� e e "issuer Summary � _ Market Value Issuer of Holdings Percent A-1 BANK OF MONTREAL 124,990,947.00 2.96 AAAm 6.51% BANK OF NOVA SCOTIA 74,994,900.00 1.77 0,64% _+.-T7-: 0.-:;109‘.. _A-1+ BARCLAYS PLC 189,999,240.00 4.50 3197% CITIGROUP INC 25,173,075.00 0.60 \�3 COMMONWEALTH BANK OF AUSTRALIA 99,986,695.25 2.37 FANNIE MAE 819,650,948.05 1939 FEDERAL FARM CREDIT BANKS 267,270,364.09 6.33 ' ? FEDERAL HOME LOAN BANKS 539,012,390.96 12.75 FEDERATED INVESTORS INC 20,000,000.00 0.47 ay—:::',."—FIDELITY INSTITUTIONAL FUND 7,000,000.00 0.17 FREDDIE MAC 639,444,174.45 15.12 — _-- - ,-; <- GENERAL ELECTRIC CO 175,185,050.00 4.15 GOLDMAN SACHS GROUP INC 149,999,791.50 3.55 88 NORDEA BANK AB 174,961,250.00 4.14 6D.88%% RABOBANK NEDERLAND 25,000,070.00 0.59 ROYAL BANK OF CANADA 99,978,455.75 2.37 SVENSKA HANDELSBANKEN 180,006,504.25 4.26 TORONTO-DOMINION BANK 124,980,322.50 2.96 UNITED STATES TREASURY 302,865,945.35 7.17 US BANCORP 184,980,920.00 4.38 Total $4,225,481,044.15 100.0O% �— Account 76990800 Page 3 —kC.PFM I---- coils `° 's PPM Asset Management 11 C S '+C Managed Account Detail of Securities Held For the Month Ending October 31,2011 _ .. , te ^_ - ..i...t�-y- � n - >:y..,.-.,; -.:..... E ' F" '"." ...... -- $ 3rd S�ryr:B=RRARDTNO,GOUN7Y7908Q , eriviiv ' - - r . ,& ,�q.� m __. -_ � � . ._. - ;ca. :e -" _ + 5 4 _ . rs . 'Y >F __x_ . e.. ...» _.., i. �L :. S � 1y � F >�i{ - .ko .-`�uY1n-fs ' > v _ �,,r, V :.au, .rwo .u _ .>;a Security Type/DescriptionS&P Moody's TradeSettle 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 M+ Aaa 05/16/11 05/17/11 '50378,906.25 020 - 1373.63 ' 50;197,63450- 50,226,500.00 DTD 04/30/2010 1,000%04/30/2012 _ US TREASURY NOTES 912828KP4 5,000,000.00 M+ Aaa 06/05/09 06/08/09 4,948,828.12 1.73 31,759.51 4,990,429.15 5,034,179.69 DTD 05/15/2009 1.375%05/15/2012 US TREASURY NOTES 912828KP4 10,000,000.00 M+ Aaa 06708/09 06/09/09 9,838,281.25 -1.95 - _63,519.02 9,969,649.30 10,068,359.38 DTD 05/15/2009 1.3750/0 05/15/2012 - USTREASURYNOTES 912828KP4 10,000,000.00 M+ Aaa 06/09/09 06/10/09 9,852,343.75 1.90 63,519.02 9,972,280.10 10,068,359.38 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- 1.20 158,797.55 25,022,946.50 -25,170,898.45 DTD 05/15/2009 1.375%05/15/2012 - -- - - USTREASURYNOTES 912828N55 50,000,000,00 AA+ Ma 05/25/11 05/26/11 50,208,984.38 0.24 105,298.91 50,126,412.50 50,168,000.00 DID 06/30/2010 0.625%06/30/2012 US TREASURY NOTES 912828MG2 25,000,000.00 AA+-- Ma - --12/28/10 12/29/10 25,302,734.38 0.78 101,817.26 25,178,666.25 25,358,398.45 DTD 01/15/2010 1.375%01/15/2013 _ -- US TREASURY NOTES 912828MT4 25,000,000.00 M+ Ma 01/05/11 01/06/11 25,310,546.88 0,80 44,385,30 25,195,243,75 25,402,250.00 DTD 03/15/2010 1.375%03/15/2013 US TREASURY NOTES 912828NH9 25,000,000.00 AA+ -Aaa 03/28/11 03/29/11 _ 25;117,187.50 0.91 106,813.52 25,086,025.00 25,361,250.00 DTD 06/15/2010 1.125%06/15/2013 US TREASURY NOTES 912828NH9 25,000,000.00 M+ Aaa 03/29/11 03/30/11 25,109,375.00 0.92 106,813.52 25,080,396.25 25,361,250.00 DTD 06/15/2010 1.125%06/15/2013 US TREASURY NOTES 912828NN6 25.000,000.00 M+ Aaa 04/05/11 -04/06/11 25,028,320.31. 0.95 - 74,048.91 25,021,307:00 25,323,250.00 DTD 07/15/2010 1.000%07/15/2013 - - - - - USTREASURYNOTES 912828NN6 25,000,000.00 AA+ Ma 04/06/11 04/07/11 25,000,000.00 1.00 74,048.91 25,000,000.00 25,323,250.00 DT O 07/15/2010 1.000%07/15/2013 Security Type Sub-Total 300,000,000.00 301,184,375.00 0.78 932,195.06 300,840,990,30 302,865,945.35 U:S.Government Supported Corporate Debt _.Alt Account 76990800 Page 4 i =PPM' PFM Asset Management Ti C SPP ` amai - Managed Account Detail of Securities Held For the Month Ending October 31,2011 ...� .._._....ee.v_.�...... . � �. _ . e..._. . . . M.t:.. .........-._._ ....`_`ftk.K. " � .:-....fl.�•9j;.�. y?ii.s_;Y..: ii A - 4R _GO _ ;r 00 _._ ! 2_ _ s _z:v- _s.V _.sas ^a _,^»_iL-r -__V$- Juc c3i . ....._,. '.- aw,.x ., - r--:a.. , ,.v_�_ .u... r ,_v1F"�L<. _ .».tv���' 34�m -�_ �._v .u..w._ rbY.._�T`d_....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 GENERAL ELEC CAP CORP(FDIC)GLOBAL 36967HAN7 25,000,000.00 AA+ Aaa 03/11(10 - 03/16/10 : 25,557,750.00 1.11 76,562.50 25,102,894.00 25,193,475.00 NOTE DTD 03/12/2009 2.250%03/12/2012 CITIGROUP FUNDING INC(FDIC)GLOBAL 17314AAF9 25,000,000.00 AA+ Aaa 03/10/10 03/15/10 25,447,372.25 1.11 43,055.56 25,091,478.75 25,173,075.00 NOTE DID 03/30/2009 2.000%03/30/2012 Security Type Sub-Total 50,000,000.00 51,005,122.25 1.11 119,618.06 50,194,372.75 50,366,550.00 '116 Q I�.il 119111 A 111 1;111 1 1 GOLDMAN SACHS GROUP REPO AGRMT RE0855594 150,000,000.00 A-1 P-1 10/31/11 10/31/11 150,000,000.00 0.08 333.33 -150,000,000.00 149,999,791.50 DTD 10/31/2011 0.080°/a 11/01/2011 Security Type Sub-Total 150,000,000.00 150,000,000.00 0.08 333.33 150,000,000.00 149,999,791.50 FEDERATED PRIME OBLIGATION MUTUAL 60934N203 1,000,000.00 AAAm Ma 08/27/08 08/27/08 1,000.000.00 0.02 0.00 1,000,000.00 1.000,000.00 FIDELITY GOVT MM FUND 57 316175108 7,000,000.00 AAAm Ma 10/28/11 10/28/11 7,000,000,00 0.02 0.00 7,000,000,00 7,000,000.00 FEDERATED GOVT OBLIGATIONS FUND 60934N104 19,000,000.00 AAAm Aaa 10/21/11 1021/11 19,000,000.00 0.02 0.00 19,000,000.00 19,000,000.00 Security Type Sub-Total 27,000,000.00 27,000,000.00 0.02 0.00 27,000,000.00 27,000,000.00 FHLB DISC NOTE 3133845F7 25,000,000,00 A-1+ P-1 -07/29/11 07/29/11 24,971,250.00 0.23 0.00 24,986,423.50 24,996,517,00 -- 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 20,987,790.81 20,996,758.44 — 0.000%01/31/2012 Security Type Sub-Total 46,000,000.00 45,946,295.00 0.23 0.00 45,974,21431 45,993,275.44 FNMA NOTES(CALLED,OMD 11/01/2012) 31398A584 25,000,000.00 AA+ Aaa - 11/04/10 11/05/10 25,000,000.00- 0.55 66,750.00 - - 25.000,000.00 -25,000.000.00 DTD 11/01/2010 0.550%11/01/2011 --1 Account 76990800 Page 5 1 =PEW '—sW PFM Asset Management T A C Amwmlappm- Managed Account Detail of Securities Held For the Month Ending October 31, 2011 _ _ -a......o-...>w_.-.,.n ...,...c,.,�....�«..-.,r_..-mv. .n�<....gg :..w-,fm,w.,u.-+r.....m ss,.:500: :,^.:'1.......^..�. g-tcg.:....,.t:12;,`=r_- .jti...^,r 'T:± _ -...... r;�:,t......=.-..tee. .,l5- ......... _ .SRR`.'-..�.^.�... __ `n / § —,,a2: t�D-, 11 GOURInY ,7690800 '` ,t '. _ - .____. " .w, .,_n . r_ .;.:>s�:ue ....e.c._.-Rm.u.v,.v..W_.A.,.e .,s,�.,.:.e-c..._L......kikz-.,r._ .._. .-- -•s+s4r__�__ < .s "..v vs�, ,_.gzwi a.°...._. ., ,....?.r,....1_..,_.,.<.............in (i, , s ...._�:...4..._. ..., 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 1,1,12111 Iv ii ��'1 ,1 i� I I FFCB BONDS(FLOATING) 31331G2M0 25,000,000.00 M+ Aaa 11/06/09 11/09/09 25,000,000.00 0.22 4,571.67 25,000,000.00 25,000.000.00 DTD 11/02/2009 0.219%11/02/2011 FFCB BONDS 3133138L6 25,000,000.00 M+ - Aaa 02/18110 02/19/10 25,065,000.00 - 0;96 83,263.89 25,006,808.00 25,049,275.00 DTD 01/12/2010 1.100%01/12/2012 - - - FHLB BONDS 3133XWFP9 25,000,000.00 M+ Ma 12/29/09 12/30/09 24,854,250.00 1.33 48,854.17 24,978,476.50 25,074,500.00 DTD 12/24/2009 1.050%02/24/2012 FHLB GLOBAL BONDS 3133XXPV3 25,000,000:00 -AA+ Aaa 05/11/10 05/12/10 25,035,750.00 1.05 127;343,75 25,009,772.50 25,122,300.00 DTD 03/19/2010 1.125%05/18/2012 FFCB NOTES(FLOAT) 313311282 25,000,000.00 M+ Aaa 10/05/10 10/06/10 24,997,925.00 0.33 9,888.88 24,997,925.00 24,992,500,00 DTD 08/23/2010 0.205%05/23/2012 FHLMC GLOBAL NOTES 3137EACC1 25,000,000.00 AA+ Ma. 05/11/10 -05/12/10 25,329,750.00 1.11- - -165,277.78 25,098,878.75 25,234,550.00 DTD 05/21/2009 1.750%06/15/2012 - - - - - - FHLB NOTES(CALLABLE) 3133741C/1 50,000,000.00 AA+ Aaa 06/28/11 07/14/11 49,990,000.00 0,37 8,263.89 49,992,870.00 49,979,500.00 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 1.91 167,708.33 49,937,116.50 50;585,950.00 DTD 07/23/2009 1.750%08/22/2012 - - - - - FHLB NOTES 313375FG7 25,000,000.00 AA+ Aaa 08/24/11 08/25/11 24,995,334.75 0.24 10,388.89 24,996,194.25 24,984,300.00 DTD 08/23/2011 0.220%08/23/2012 FHLMC GLOBAL REFERENCE NOTES 3137EACE7 25,000,000.00 M+ Aaa 12/22/09 12/23/09 25,393,000.00 1.54 59,027.78 25,129,136.25 25,413,675.00 DTD 08/06/2009 2.125%09/21/2012 - - FNMA NOTES 31398A3NO 25,000,000.00 M+ Aaa 08/03/11 08/04/11 25,090,900.00 0.30 16,059.03 25,071,642.25 25,092,950.00 0Th 08/30/2010 0.625%09/24/2012 FHLMC NOTES(FLOATING) 3134G1WN0 25,000,000.00 AA+ Aaa 10/13/10. 10/14/10 - 25,002,500.00- 0.32 2,923.61- 25,000;000.00 24,989,025,00 DTD 10/12/2010 0.220%10/12/2012 FFCB NOTES 31331J5'56 20,000,000.00 M+ Aaa 11/22/10 11/23/10 19,904,400.00 0.65 39,777.78 19,950,480.80 20,013,860.00 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 18,625.83 -8,388,470.50 .8,421,042.00 DTD 10/08/2010 0.515%11/26/2012 - I ,r z, Account 76990800 Page 6 PFM Asset Management LLC PFAr Managed Account Detail of Securities Held For the Month Ending October 31,2011 __._ ...�._.. ^...,,..� ........... ...n....—rvrn-ar mru.__+.a..+.,.....m..._vn .« 1..,.�N,vca=�..xx...... R.».`^:F. .mm^na.«. wn_:rt•m...v:^ P.^...f^^::C:..:�.;.v :�W,_ t:.rx _ :'.R.M .??R:.` I�.^1^i.<-^ �..r,�..��..�.............K.-'s <C..: i '-_- .z -'.4g�'t.'..i.,:..�-S ice:: ..;i:.v!mr'��:5i .a =`Y�ieii�.'x..`S,�i:E?LR`^ _ T _ '^" v _ `laWA ,t _, _ 7 - .:3:C. � � .._:. v� ��'.::'::�.Y.Fy.�ive=:!'s. } .��:�fa-.''ss.^T��^.'...`'.`a 5..�.::i^... -v.s ��.u.,y�-....�:..5'i':._�..'_.3.^.•.r-�.v.vn:���^,z�:'f F.:<i v�s".µsi�i^i:�i- - '[}- ,,, SERNA,,„_..�_,GQ.,1.,:r 7699Q866 __ _s tz z � - .: 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 3134G1WT7 18.989,000.00 M+ Aaa 11/22/10 11/23/10 18,938,299.37 0.65 42.105.47 18,961.921.69 19,036,567.45 DTD 10/08/2010 0.515%11/26/2012 FHLB NOTES 3133XVMF5 25,000,000.00 M+ Aaa 12/08/10- --12/09/10 25,481,750;00 0.76 183,087.50 25,264,448.25 25,379,650.00 DTD 10/30/2009 1.746%11/30/2012 - - FNMA NOTES(FLOATING) 31398A6V9 25,000,000.00 AA+ Aaa 01/18/11 01/19/11 24,997,500.00 0.37 11,368,06 24,997,500.00 25,000,675.00 DTD 12/03/2010 0.280%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 11,368.06- 25,001,855.75 25,000,675.00 DTD 12/03/2010 0.280% 12/03/2012 - - FNMA NOTES(FLOATING) 31398A6V9 50,000,000.00 AA+ Aaa 12/22/10 12/23/10 49,995,000.00 0.41 22,736,11 49,995,000.00 50,001,350.00 DTD 12/03/2010 0.280%12/03/2012 FHLB BONDS 3133XVNT4 25,000,000.00 M+ Ma 12/01/09 12/02/09 25,216,250.00 1.46 166,493,06 - 25,080,881.75 25,379,425.00 DTD 11/04/2009 1.750%12/14/2012 FHLB BONDS 3133XVNT4 25,000,000.00 AA+ Ma 12104/09 12/07/09 25,039,500.00 1.70 166,493.06 25,014,866.75 25,379,425.00 DTD 11/04/2009 1.750%12/14/2012 FHLB BONDS 3133XVNT4 25,000,000.00 AA+ Aaa 11/18/10 11/19/10 -- 25,565,250:00- 0.65 166,493.06 25,306,688.75- 25,379,425.00 DTD 11/04/2009 1.750%12/14/2012 - - FFCB BONDS 313311,069 25,000,000.00 AA+ Aaa 12/21/09 12/24/09 24,930,000.00 1.72 143,315.97 24,972,816.00 25,366,025.00 DTD 12/24/2009 1.625%12/24/2012 FHLMC NOTES(FLOATING) 3134G1U69 25,000,000.00- AA+ Ma -03/24/11- :03/25/11 25,010,200,00 0.30 - - -3,979.17- 25,004,560.50 24,994:700.00 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 7,958.33 49,979,800.00 49,989,400,00 DTD 01/10/2011 0.270%01/10/2013 FFCB NOTES(FLOATING) 3133137K3 50,000,000.00- AA+ Aaa- 01/05/11 01/14/11 49,987;500.00- 0.36 6,180.56 49,987,500.00 - 49,976,650.00 DTD 01/14/2011 0.240%01/14/2013 - - - - FHLB GLOBAL NOTES 3133XW7L7 25,000,000.00 AA+ Aaa 12/02/10 12/03/10 25,414,250.00 0.71 109,375.00 25,236,927.00 25,341,150.00 DTD 12/10/2009 1.500%01/16/2013 FHLMC NOTES(FLOATING) 313461X90 25,000,000.00 AA+ -Aaa 01/18/11 01/24/11- - 24,982,350.00 --0.37 1,340.28 24,985,428.25 24,987,225.00 DTD 01/24/2011 0.250%01/24/2013 - - —1 — Account 76990800 Page 7 I =PP 1' 'Cr-W PFM Asset Management LLC Managed Account Detail of Securities Held For the Month Ending October 31, 2011 StkN=BERNARD.FNI FG:UJU 7 996800 ' _fA �—> ,, a, - aF - : Ai.. � a ° x :ai...__ s,. .n.....lJ...S ...¢u. .. ..,..x • •_ ..-,......�...::' ........,.._Y.... 8 4:v.�: Q is S��" ...-c.. a , a.-...: ..._.®....e...:� .�...e.......e ... ., - SecurityType/Descriptiony S&P Moody's Trade Settle Original TTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value d iI I� 'i.. �J, ii n •� , FNMA GLOBAL BENCHMRK NOTES 31359MOV8 20,000,000.00 AA+ Aaa 02/04/11 02/07/11 21,530,800.00 0.95 184,722.22 20,983,458.20 21,147560.00 (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- 85,069,44 25,015,416.25 25,418,875.00 DTD 01/15/2010 1.750%02/21/2013 - - FNMA GLOBAL BENCHMRK NOTES 31359M0V8 25,000,000.00 M+ Aaa 12/16/10 12/17/10 27,054,375.00 0.93 230,902,78 26,236,482.25 26,434,450.00 (IX-CALLABLE) DTD 02/18/2003 4.750%02/21/2013 FHLMC NOTES 3137EACS6 25,000,000.00 M+ Aaa- 02/04/11 -02/07/11 24,881,750,00 0.97 17,187.50 24,921,944.50 25,148,450.00 DTD 02/04/2011 0.750%03/28/2013 FHLB BONDS(FLOATING) 313375ZY6 25,000,000,00 M+ Aaa 10/13/11 10/14/11 24,997,500.00 0,08 3,569.45 24,997,500.00 24,988,100.00 DTD 10/13/2011 0.280%04/12/2013 FFCB BONDS 31331JKS1 25,000,000.00 M+ -Aaa 04/19/10 04/20/10 - 25,118,100.00 1.71 - 20,833.33 25,058,324.50 25,543,575.00 DTD 04/15/2010 1.875%04/15/2013 FFCB NOTES 31331KLR9 24,850,000.00 M+ Aaa 10/11/11 10/12/11 24,916,101.00 0.43 65,438.33 24,913,952.47 24,912,845.65 DTD 05/23/2011 0.600%05/23/2013 FHLMC FLOATING NOTES 3134G2M38 50,000,000.00 M+ Aaa 06/09/11 06/17/11 49,949,405.00 0.19 4,027.71 49,962,278.50 50,002,500.00 DTD 06/17/2011 0.193%06/17/2013 FNMAGLOBALNOTES 31398AT44 25,000,000.00 AA+ Aaa 02/02/11 02/03/11 25,307,750.00 0.98 130,208.33 25,212,968.75 25,482,675.00 DTD 05/21/2010 1.500%06/26/2013 FHLB NOTES 313371PM2 40,565,000.00 M+ Aaa 01112/11 01/13/11 40,075,786.10 1.00 - - 70,425.35- 40,234,10359 40,635,339.71 DTD 11/08/2010 0.500%06/26/2013 FHLMC GLOBAL REFERENCE NOTES 3134A4TZ7 25,000,000.00 M+ Aaa 06/28/11 06/29/11 26,966,500.00 0.62 331,250.00 26,642,134.00 26,766,525,00 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 ,1.01 170,625.00 14,267,508.08 14,414,584.50 DTD 07/14/2003 4.375%07/17/2013 FNMA GLOBAL NOTES(EX-CALLABLE) 31359MSLB 19,950,000.00 AA+ Aaa 01/20/11 01/21/11 21,609.840.00 0.98 252,145.83 21,095,301.77 21,301,552.65 DTD 07/14/2003 4.375%07/17/2013 i g`I, Account 76990800 Page 8 PFM Asset Management LT C PFM ManagedFor the Month EndingOctober 31 2011 gargarAccount Detail of Securities Held e i: - nI - t, talaf- 'g3'<- AllaTifarc''Isar,r�,v .:G:m"'_ n , — _ — ...w.-..., __.L.--.._,.........._..�.-.:....��.1:- te. .,. ? %.:�_..a.._- =��u-�`i.°,1:t. i.....L^...a va..2..ca:u.�_.^ v._^..s.e.e.�..... k .rm.�..-...�..._v.?..� .vw._:it- ....., 4 _v_. .__., Security Type/Description S&P Moody's Trade Settle Original�i -YTM ,— Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value I FNMA NOTES 313SGOBR3 12,500,000,00 AA+ Aaa 07/05/11 ;07/06111 :12477,125,00 0,59 14236,11 12480,598.00 12,528,812,50 DTD 06/17/2011 0.500%08/09/2013 - FNMA NOTES 3135009R3 12,500,000.00 AA+ Aaa 07/05/11 07/06/11 12,979,125.00 0.58 14236.11 12,482,294.25 12,528,812,50 DTD 06/17/2011 0.500%08/09/2013 FNMA NOTES 31398AX31 50,000,000,00 M+ Aaa - 02/01/11 02/02/11" 50,324,000.00 0.99 123,263,89 50,229,916.00 50,758,250:00 DTD 07/09/2010 1.2500/0 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 18,471.11 10,387,961.00 10,496,033.27 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 _ 70;417,78 39,602,740.68„ 39,823,616.73 DTD 08/27/2010 1.000%08/27/2013 FIILMC NOTES(FLOATING) 3131G2850 25,000,000,00 AA+ Aaa 08/29/11 09/01/11 24,987,250,00 0.35 13,277.78 24,987,250.00 29,970,950,00 DTD 09/01/2011 0.300%09/03/2013 FHLMC NOTES(FLOATING) 3134G2K43 25,000,000,00-AA+ -Aaa- -09/12/11 09/13/12 24,982.250,00 -034 10,138,89- - 24,982,546.00 24;959.150.00 DTD 09/12/20110.280%09/12/2013 FHLB NOTES TAP ISSUE 313370L82 25,000,000,00 AA+ Aaa 10/26/10 10/27/10 25,195,250.00 0.73 33,333,33 25,127,127.00 25,265,000.00 DTD 08/09/2010 1.000%09/13/2013 FHLB NOTES TAP ISSUE 313370182 25,000,000.00 AA+ Aaa- -11/02/10 - 11/03/10- 25,261250.00 0163 - 33,333.33- 25,171,318.25 25,265,000,00 DTD 08/09/2010 1.000%09/13/2013 - - - FHLB NOTES TAP ISSUE 313370L82 25,000,000,00 AA-F Aaa 11/02/10 11/03/10 25,261,775,00 0,63 33,333.33 25,171,339.75 25,265,000.00 DTD 08/09/2010 1.000%09/13/2013 FHLB NOTES TAP ISSUE 313370232 25,000,000:00 AA+ Aaa- .11/02/10 '11/03/10- -25,261,780.25 0.63 33,333.33 25,171,338,00 25,265.000.00 DTD 08/09/2010 1.000%09/13/2013 - - - - FHLB NOTES TAP ISSUE 313370232 25,000,000.00 M+ Aaa 11710/10 11112(10 25,159,475,00 0,77 33,33333 25,105.379,00 25,265,000-00 DTD 08/09/2010 1.0000/0 09/13/2013 FNMA NOTES(EX-CALLABLE) 31398A3L4 1,980,000.00 AA+ Aaa 09/21/10 _ 09/22/10 1,979,901,00 '1.13 -- 2,722.50 1,979,937.91. '2,004,268.86. DTD 09/17/2010 1.125%09/17/2013 FNMA NOTES(EX-CALLABLE) 31398A3L4 12,500,000,00 AA+ Aaa 09/21/10 09/22/10 12,499,750.00 1.13 17,187.50 12,499,845,25 12,653,212.50 DTD 09/17/2010 1,125%09/17/2013 J�PL31 Account 76990800 Page 9 t" PFM Asset Management LLC ®'PFM" Managed Account Detail of Securities Held For the Month Ending October 31, 2011 ,..a-. _7_W . . _.._,��0� .0NT. .. . .__, __ _v. -.,. 4.. .t _ r_-iA._x..,,._.. ._..�_ m . __ _ . ._. . .� ..: _: _.4: :.� ;.s:,„_ ,,.¢p_ _ _ ;"g ";�f SFCN.,$ER�1ERIN6 Is_ 76�9680si .... -_. � Y.....?.._ . . .�s., l .ch� + .Y.a..0R1 ?3} F. � : �:L =:,.M_ � � ,Cz _' p'6�=s ^ q < . _,"e......... ... - . _ . . . �z .. . . _i. __ .._...,.?_-��� ..<..-+v.fa.$_ _< ��m_r_ a.._.._.� k .:2::k::sasc:_ <.:. . y _.$ 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 Federal Agency Bond/-Note FNMA NOTES(EX-CALLABLE) 31398A3L4 12300,000.00 AA+ Aaa 09/21/10 09/22/10 12;499;750.00-- 1.13 17,187.50 -12,499,845.25 -12,653,212.50 DTD 09/17/2010 1.125%09/17/2013 - - FNMA NOTES(CALLABLE) 3135GODNO 25,000,000.00 AA+ Aaa 09/22/11 09/26/11 24,999,750.00 0.50 12,152.78 24,999,762.00 24,941,900.00 DTD 09/26/2011 0.500%09/26/2013 FNMA NOTES(CALLABLE) 3135G0DN0 25,000,000.00 M+ Aaa 09/22/11- `09/26/11. 25,000,000;00 0.50 12,152.78 25,000;000.00 24,941,900.00 DTD 09/26/2011 0.500%09/26/2013 - - - -FHLMC GLOBAL REFERENCE NOTES 3137EABS7 25,000,000.00 M+ Aaa 12/01/10 12/02/10 27,217,500.00 0,93 97,395.83 26,505,115.50 26,765,150.00 DTD 08/20/2008 4.125%09/27/2013 FHLMC GLOBAL REFERENCE NOTES 3137EABS7 25,000,000.00 AA+ _ -Ma 12/07/10- 12/08/10 - -27,185,500.00. 0.96 - 97,395.83 - - 26,492,286.50 - 26,765,150.00 DTD 08/20/2008 4.125%09/27/2013 - - - -FNMA NOTES 31398A2M3 25,000,000.00 AA+ Ma 09/09/10 09/10/10 25,041,250.00 1.07 24,218.75 25,025,980.00 25,347,625.00 DTD 08/02/2010 1.125%09/30/2013 FNMA NOTES(CALLABLE) 3135G0DR1 25,000,000.00 AA+ Aaa 09/22/11 10/03/11 24,986,250;00--0.53 - _ -9;722.22 - 24,986.782.50 - 24,958,525.00 DTD 10/03/2011 0.500%10/03/2013 - - - - - FNMA NOTES(EX-CALLABLE) 31398A4H2 25,000,000.00 M+ Ma 09/23/10 10/08/10 25,000,000.00 1.13 17,968,75 25,000,000.00 25,349,725.00 DTD 10/08/2010 1.125%10/08/2013 FNMA NOTES(CALLABLE) 3135G0EE9 25,000,000.00 M+ Ma 10/06/11- 10/24/11 24,987,500.00- --0:63 2,916.67 24,987,621.00 24,993,825.00 DTD 10/24/2011 0.600%10/24/2013 - FANNIE MAE(CALLABLE)GLOBAL NOTES 3135G0EU3 25,000,000.00 M+ Aaa 10/26/11 10/27/11 24,995,000.00 0.64 2,604.17 24,995,027.75 25,015.275.00 DTD 10/25/2011 0.625%10/25/2013 FHLMC NOTES 3137EACL1 25,000,000.00. AA+ Ma 09/02/10. °09/03/10- 24,903.675.75 1.00- 1,822.92 - 24;938,770.00 25,216,100.00 DTD 08/20/2010 0.875%10/28/2013 - - - FNMA NOTES(CALLABLE) 31398A5S7 50,000,000.00 AA+ Aaa 11/01/10 11/15/10 50,025,000.00 0.88 207,500.00 50,000,974.50 50.014,450.00 DTD 11/15/2010 0.900%11/15/2013 FNMA NOTES(CALLABLE) 31398A6L1 25,000,000.00 M+ . -Aaa -11/12/10_ 11/29/10 - - 24,957500.00 1.06 105555.56 - 24,970,424.25 23013,350.00 DTD 11/29/2010 1.000%11/29/2013 FHLB NOTES 313371PU4 845,000.00 AA+ Aaa 12/14/10 12/15/10 827,170.50 1.22 1,619.58 832,331.52 845,295.75 DTD 11/09/2010 0.500%12/13/2013 Account 76990800 Page 10 I �PFIW �= PFM Asset Management J,i C PP,m.. Managed Account Detail of Securities Held For the Month Ending October 31, 2011 r<: ,w z = .A,. b-.GaCJN 76490$ , -1, ,£- Y_h miser_ , r, r . 3 r .� 5AN BERG R -� -.,:,.TX__. _ �� - � ,- ��� � . _ � d�.. _<__ . 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 NOTES 313371PU4 18,610,000.00- M+ Ma 12/14/10 12/15/10 -18,217,329,00 1.22 35,669.17 16,330.99367 18,616,513.50' 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 15,364,27 5,494,103.44 5,576,711.86 DTD 11/01/2010 0,750%12/18/2013 FNMA NOTES 31398A5W8 25,000,000.00 AA+ Ma 11/16/10 11/17/10 24,818,000.00 0.99 69,270.83 24,873,757.00 -25;142,975.00 DTD 11/01/2010 0.750%12/18/2013 - FNMA GLOBAL NOTES(CALLABLE) 3135G0AH6 25,000,000.00 AA+ Aaa 01/26/11 01/27/11 24,992,500.00 1.39 89,756.94 24,994,374.50 25,058,575.00 DTD 01/27/2011 1.375%01/27/2014 FNMA GLOBAL NOTES(CALLABLE) 3135GOAH6 26,225,000.00- AA+ Aaa -01126/11 01/27/11 26,216,608.00 1,39 - 94,155,03 26,218,705.48 26,286,445.18 DTD 01/27/2011 1.375%01/27/2014 - - - FHLMC NOTES 3137EACR8 25,000,000.00 AA+ Aaa 02/03/11 02/04/11 24,952,750.00 1,44 63,020.83 24,963,994.00 25,491,900.00 DTD 01/06/2011 1.375%02/25/2014 FHLMC NOTES - 3137EACU1 25,000,000,00 M+ Aaa 06/14/11 _ -06/15/11 25,020,500.00 0.97 103,472.22- 25,018:124.00 25,248,700,00 DID 06/02/2011 1.000%07/30/2014 - - - - FHLMC NOTES(CALLABLE) 3134G2TK8 25,000,000.00 AA+ Ma 07/18/11 08/08/11 24,993,750.00 1.11 63,40178 24,994,223.75 25,066,450.00 DTD 08/08/2011 1.100%08/08/2014 FHLMC NOTES(CALLABLE) 3134G2TK8 25,000,000.00 AA+ Aaa- 07/18/11 08/08/11-- 24,993,750.00 -1.11 63,402.78 24,994,223.75 25,066,450.00 DTD 08/08/2011 1.100%08/08/2014 FNMA NOTES(CALLABLE) 3135G00F7 25,000,000,00 AA+ Aaa 09/26/11 09/27/11 24,998,125.00 0.70 20,416.67 24,998,185.00 24,912,325.00 DTD 09/19/2011 0.700%09/19/2014 FNMA NOTES(CALLABLE) 3135000F7 50,000,000.00 AA+ Aaa 09/07/11 09/19/11 -49,970,000.00 0.72 40,833.33 49,971,156.00 49,824,650,00 DTD 09/19/2011 0.700%09/19/2014 - - FREDDIE MAC GLOBAL NOTES 3134G2WG3 55,000,000.00 AA+ Aaa 09/27/11 09/28/11 55,082,500.00 0.70 44,687.50 55,079,98925 55,059.015.00 DTD 08/05/2011 0.750%09/22/2014 FHLMC NOTES(CALLABLE) 3134G2X98 25,000,000.00 AA+ Ma 10/04/11 10/17/11 24,963,750,00 - 0.80 7,291.67 24,964,215.25- 24,925,600.00 DTD 10/17/2011 0.750%10/17/2014 - - - - FHLMC NOTES(CALLABLE) 3134G2X98 25,000,000.00 AA+ Aaa 10/04/11 10/17/11 24,963,750.00 0.80 7,291.67 24,964,215.25 24,925,600.00 DTD 10/17/2011 0.750%10/17/2014 Security Type Sub-Total 2,199,459,000.00 2,214,538,594.97 0.81 5,218,291.59 2,209,363,606.05 2,219,384,602.11 Account 76990800 Page 11 1 PFM Asset Management LLC -PFM Managed Account Detail of Securities Held For the Month Ending October 31,2011 _:. ,....G.. �.....- ....�..:-e....n..-.--� - .......-....-...�.. >_...... ,..,g -.....�mx_.vmr unnm� f-:..�.m. . x§qmx..::nPrEa..�.d-'.-s3t..�.,^R4^.-e;II I:.r.;.�cn _ _ - tKO ;f:::5c-' _ iNBiiioWIajei :6990 00 _ - 4rv : rF . ( [ - _ fT me. ` 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 BARCLAYS US FUNDING[IC COMM PAPER 0673731'17 5,000,000.00 A-1+ P-1 10/31/11 10/31/11 -4,999.983.33- - 0.12 0.00 5.000,000.00 4,999,980.00 -- 0.000%11/01/2011 US BANK NA COMM PAPER 9033E1Y16 15,000,000.00 A-1+ P-1 10/31/11 10/31/11 14,999,979.17 0.05 0.00 15,000,000,00 14,999,940.00 -- 0.000%11/01/2011 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 25,000,000.00 24,999,900.00 PAPER - - 0.000%11/01/2011 - BARCLAYS US FUNDING LLC COMM PAPER 06737JY17 35,000,000.00 A-1+ P-1 10/31/11 10/31/11 34,999,883.33 0.12 0.00 35,000,000.00 34,999,860.00 - 0.000%11/01/2011 BARCLAYS US FUNDING LLC COMM PAPER 067377(17 50,000,000.00 -A-1+ P-1 10/31/11 10/31/11 - 49,999,833.33- -0.12 0,00 50,000,000.00 49,999,800.00 - 0.000%11/01/2011 - - - BARCLAYS US FUNDING LLC COMM PAPER 067377717 50,000,000.00 A-1+ P-1 10/31/11 10/31/11 49,999,833.33 0.12 0.00 50,000,000.00 49,999,800.00 -- 0.000%11/01/2011 BARCLAYS US FUNDING LIC COMM PAPER 06737JY17 50,000,000.00 A-1+- -_-P-1 10/31/11 10/31/11 -49,999,833.33 0.12 0.00- 50,000,000.00 49,999,800.00 - 0.000%11/01/2011 - - - - US BANK NA COMM PAPER 9033E1Y16 50,000,000.00 A-1+ P-1 10/31/11 10/31/11 49,999,930.56 0.05 0.00 50,000,000.00 49,999,800.00 - 0.000°/D 11/01/2011 US BANK NA COMM PAPER 9033E1Y16 50,000,000.00 A-1+ -P-1 .10/31/11 10/31/11 49,999,930.56- 0.05 0.00 50,000;000.00 49,999,800.00 -- 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 24,999,826.50 24,999,825.00 PAPER - 0.000%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 24,999,041.75 24,999,850.00 - 0.000%11/07/2011 - GENERAL ELEC CAP SVCS COMM PAPER 36959SY72 25,000,000.00 A-1+ P-1 10/06/11 10/06/11 24,998,000.00 0.09 0.00 24,999,625.00 24,999,600.00 - 0.000%11/07/2011 GENERAL ELECTRIC CO COMM PAPER 36960MY80 50,000,000.00 A-1+ P-1 10/31/11 -10/31/11 49,999,000.00 0.09 0.00 49,999,125.00 49,999,100.00 - 0.000%11/08/2011 - -• Account 76990800 Page 12 I AT=PFNI °rt PPM Asset Management I A C atmin PFM„ Managed Account Detail of Securities Held For the Month Ending October 31, 2011 -; - _�_...,_. - - - ...�__w. ,�.�.,.,._ - -- - `A 9RNBERNAkQIN3 COUN,TX _,769978G „a ,, a ;n -� ° ��. .� � � - � � vW, _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 BANK OF NOVA SCOTIA NY COMM PAPER 06416KY95 25,000000.00 A-1+ P-1 08/11/11 08/11/11 24384,375.00 025 0.00 24,998,611.00 24,999,825.00 - 0.000% 11/09/2011 NORDEA NORTH AMERICA INC COMM 6555P1YG6 50,003000.00.A-1+ P-1 08/17/11 08/18/11 49,966,875.00 0.27 - 0.00 49,994,479.00 49,996,400.00 PAPER - - 0.000%11/16/2011 - - - - - GENERAL ELEC CAP SVCS COMM PAPER 36959SYH0 25,000,000.00 A-1+ P-1 10/06/11 10/06/11 24,997,375.00 0.09 0.00 24,999,000.00 24,998,825.00 - 0.000%11/17/2011 US BANK NA COMM PAPER 9033E1YP3 25,000,000.00 A-1+ P-1 08/22/11 - 08/22/11 24,987,08334 0.20 -0.00 - 24,996,944.50 24,997,175.00 -- 0.000°/a 11/23/2011 - - - - NORDEA NORTH AMERICA INC COMM 6555P1YP6 25,000,000.00 A-1+ P-1 08/23/11 08/24/11 24,982,937.50 0.27 0.00 24,995,875.00 24,997,175.00 PAPER -- 0.000%11/23/2011 GENERAL ELEC CAP SVCS COMM PAPER 369595214 25,000,000.00 A-1+ P-1 10/11/11 10/12/11 24,995,833.33 0.12.- 0.00 24,997,500.00 -24,997,850.00 - 0.000%12/01/2011 - - - - - US BANK NA COMM PAPER 9033E1ZM9 45,000,000.00 A-1+ P-1 10/19/11 10/19/11 44,988,187.50 0.15 0.00 44,990,625.15 44,984,205.00 -- 0.000%12/21/2011 GENERAL ELECTRIC CO COMM PAPER 36960MZN6 25000,000.00- A-1+ P-1 -10/28/11 10/31/11 24,995,666.67 0.12 _ 0.00 24,995,750.00 24,996,200.00 -- 0.000%12/22/2011 - -- - - BANK OF NOVA SCOTIA NY COMM PAPER 064163A37 25,000,000.00 A-1+ P-1 10/04/11 10/D5/11 24,981,875.00 0.29 0.00 24,987,312.50 24,995,225.00 -- 0.000%01/03/2012 NORDEA NORTH AMERICA INC COMM 6555P0AH2 50,000,000.00 A-1+ --P-I - 10/24/11 .10/26/11- - 49,959,652.78 -0.35 0.00 49,962,569.50 -49,967,950.00 PAPER - - -- - - - - 0.000%01/17/2012 Security Type Sub-Total 775,000,000.00 774,800,255.56 0.16 0,00 774,916,284.90 774,927,885,00 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 30.034.72 25,000,000.00 25300,070.00 DTD 05/12/2011 0.250%11/01/2011 BANK OF MONTREAL CHICAGO CERT DEPOS 06366WLG7 50,000,000.00 A-1 P-1 09/22/11 .09/22/11 _ 50,000,000.00 0.10 5,555.56- 50,000,000.00 49,999,929.50 DTD 09/22/20110.100%11/01/2011 - - - � Account 76990800 Page 13 PFM Asset Management T d C PFM` M Managed Account Detail of Securities Held For the Month Ending October 31,2011 -m:... .. _.�,..._..._..<.._ r ... .,.:. v< , .� .. _ ...... , t ...:. ._.. .�. . .ngWpti 1AOB:ERP NOCOUY `ZOP, $DO r ; Ma' <:;it� �- Sz_ c � -_ est. * a � } eW , = L .tg _ 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 II111111 { iIl,iiriPR •II li a L, BANK OF MONTREAL CHICAGO CERT DEPOS 063654VME1 50,000,000.00 A-I P-1 09/27/11 09/28/11 50,000,000.00 0.08 3,777.78 50,000,000,00 49,999,901,50 OTD 09/28/2011 0.080%11/01/2011 SVENSKA HANDELSBANKEN NY CERT DEPOS 86959137X6 25,000,000,00 A-1+ P-1 09/15/11 09/15/11'- 25,000;000.00 .0,23 7,506,94-- 25,000,000.00 25,000,380.00 DTD 09/15/2011 0.230%11/14/2011 SVENSKA HANDELSBANKEN NY CERT DEPOS 869598YM1 15,000,000,00 A-1+ P-1 08/30/11 08/30/11 15,000,176,60 0.30 8,514.58 15,000,045,75 15,000,826.50 DTD 08/26/2011 0.305%11/23/2011 TORONTO DOMINION BANK NY CERT 891121/F99 25,000,000,00 A-1+ P-1 -05/24/11 05/24/11 25,000,000,00 -0.21 23,479,17 '25,000,000.00 24,999,858.75 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 08/25/11 50,000,624,50 0.30 28,805.56 50.000.152.50 50,002,755.00 DTD 08/25/2011 0.305%11/23/2011 SVENSKA HANDELSBANKEN NY CERT DEPOS 86959BZB4 25,000,000.00 A-1+ P-1. 09/13/11 - - 09/13/11 .25,000,546.50 -- 0.30 13,131.94 25,000,207.50 25,001,450.00 DTD 09/01/2011 0,310%12/01/2011 - TORONTO DOMINION BANK NY CERT 891121053 50,000,000,00 A-14- P-1 06/01/11 06/01/11 50,000,000,00 0.22 46,750.00 50,000,000.00 49,999,021.50 DEPOS OTD 06/01/2013 0.220%12/01/2011 SVENSKA HANDELSBANKEN NY CERT DEPOS 86959BZC2 15,000,000,00 A-1+ -P-1 10/03/11_ 10/04/11 15,000;735.27 -0.28 7,750,00 15,000,386.40 15,000,867.00 DTD 09/0212011 0,310%12/02/2011 ROYAL BANK OF CANADA NY CERT DEPOS 7800936136 25,000,000.00 A-1+ P-1 06/20/11 06/20/11 25,000,000,00 0,25 23,958.33 25,000,000.00 24,998,708.50 DTII 06/16/2011 0.250%12/20/2011 SVENSKA HANDELSBANKEN NY CERT DEPOS 869598096 25,000,000,00_A-1+ P-i . -09/20/11. 09/22/11 "25,000;315.72 -0.32 95027.78 25;000,177.00 25,001,202.50 DTD 09/22/2011 0.325%12/22/2011 - C8A AUSTRALIA CERTDEPOS 20271EGU7 25,000.000.00 A-1+ P-1 06/28/11 06/30/11 25,000,400,00 0.25 21,527.78 25,000,000,00 24.997,749.25 DTD 06/30/2011 0.250%12/28/2011 CPA AUSTRALIA CERT DEPOS 20271EGU7 25,000,000;00 A-1+ P-1 /06/29111 06730/11 . 25,000,000,00 0,25 21,527,78 25,000,000.00 24,997,749.25 DTD 06/30/20110.250°/a 12/28/2011 TORONTO DOMINION BANK NY CERT 89112Y6W8 25,000,000.00 A-1+ P-1 09/15/11 09/16/11 25,000.000.00 0.23 7,347.22 25,000,000.00 24,996,802.75 DEPOS DTD 09/16/2011 0.230%12/29/2011 j :Ll' Account 76990800 Page 14 Or PPM Asset Management 141 C tar iimiiii P ` insw iiias ~ Managed Account Detail of Securities Held For the Month Ending October 31,2011 kf8l�.B IrNAItD 34 �.,. _ YI�1C3:,G(llJ,l�T,(;-;7699080�! _ = y� Y �' �>:���� :t-�..�t. .>r����r� -:�f,:� � �., �i,;��'�,�.�,.a � �' - : - ._.. ..,. — .Aea.::x..:..:W::..._ - - r:- .�.._.+ra, , - '�'-• wi1'X -yuan.:n..e...�_m,.. -5„z:..�,.w.-..:-.. .. ._..''`�`.r.. .xi-e....,,._� .. z�� ., .0 ..d., 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 CBA AUSTRAUA CERT DEPOS 20271EGV5 25,000,000,00 A-I+ -P-1 07/06/11 -07/08/11- 25,000,000;00 025 20,138.89 25,000,000.00 24,996,140,00 DID 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 20,402.78 25,000,000.00 24,995,555,25 DTD 07/11/20110.260°/0 01/11/2012 CBA AUSTRALIA CERT DEPOS 20271EGX1 25,000,000,00`A-1+ P-1 07/15/11-- 07/15/11 25,000,000,00 :0,25 18,923.61 25,000,000:00 24,995,056,75 DID 07/15/2011 0.250%01/11/2012 SVENSKA HANDELSBANKEN NY CERT DEPOS 8695913E92 25,000,000.00 A-1+ P-1 10/18/11 10/20/11 25,000,000.00 0.36 3,000.00 25,000,000.00 24,999,023,25 DTD 10/20/2011 0.360%01/20/2012 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 16,666,67 -25,000,000.00, 24,991,116.00 DTD 08/18/2011 0.320%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 33,055,56 50,000,000.00 49,984,192,00 DTD 08/25/2011 0,350%02/24/2012 TORONTO DOMINION BANK NY CERT 89112XAK1 25,000,000.00 A-1+ -P-1 09/26/11 '09/28/11:. 25,000,000.00 0,35-,- - 8,263.89'-- - 25,000,000.00 24,984,639.50 DEPOS - DTD 09/28/2011 0,350%03/28/2012 - - - - - - Security Type Sub-Total 655,000,000.00 655,002,398.59 0.25 379,145.54 655,000,969,15 654,942,994,75 • Managed Account Sub-Total 4,202,459,000.00 4,219,477,041,37 0.57 6,649,584.58 4,213,290,437.46 4,225,481,044.15 Securities Sub-Total $4,202,459,000,00 $4,219,477,041.37 0.57°J° $6,649,584.58 $4,213,290,437,46 $4,225,481,044.15 Accrued Interest $6,649,584.58 Total Investments $4,232,130,628.73 1 ' P£SS" Account 76990800 Page 15 PPM Asset Management IA C LAIF Regular Monthly Statement Page 1 of 1 Local Agency Investment Fund P.O.Box 942809 Sacramento, CA 94209-0001 www.treasurer.ca.eov/omia-laif (916) 653-3001 November 07, 2011 CITY OF CHINO HILLS FINANCE DIRECTOR 14000 CITY CENTER DRIVE CHINO HILLS,CA 91709 PMIA Average Monthly Yields Account Number: 98-36-151 Transactions October 2011 Statement Tran Tvoe Definitions Effective Transaction Tran Confirm Date Date TYPe Number Authorized Caller Amount 10/14/2011 10/13/2011 QRD 1335601 SYSTEM 28,699.38 Account Summary Total Deposit: 28,699.38 Beginning Balance: 29,933,255.72 Total Withdrawal: 0.00 Ending Balance: 29,961,955.10 1 -22 https://laifms.treasurer.ca.gov/RegularStatement.aspx 11/7/2011 State of California Pooled Money Investment Account Market Valuation 10/31/2011 5 v ,Aa y n}�y t7 "'TA N � � ii yiW i v t�4 � '�� t `� v ,7' '����'�4 i,� l i � tvu �u� 4' 1 . `�, ,',P ,islwi`v ,, t, parrying�Cosk F?lus a is<;,r ,x, , , , a wv� F. '' ��� :SA0 '#ion' a ' "Acker lit0es` `Pur`461 �'"' ' 1 rFair,,,alue','^, ` '' ,1 ,., .,.�. v �. ,.,.P ��, .�4�.�.t�i„,_.�,z� ...� .,.. .. , . �.. , � .. ..,� , `.�..��.> , � . .. .,..,�Accrued,Interest, United States Treasury: Bills $ 21,802,311,930.60 $ 21,844,637,500.00 NA Notes $ 12,845,889,199.79 $ 12,922,285,500,00 $ 15,550,242.501 1 Federal Agency: 1 SBA $ 541,938,967.72 $ 542,581,753.90 $ 571,963.60 'I MBS-REMICS $ 418,332,756.32 $ 454,879,521.35 $ 1,987,893.25 Debentures $ 875,740,732.39 $ 876,298,250.00 $ 1,753,687.50 I Debentures FR $ - $ - $ - Discount Notes $ 3,892,816,666.60 $ 3,897,717,000.00 NA GNMA $ 33,885.08 $ 34,601.41 I $ 333.52 IBRD Deb FR $ 300,000,000.00 $ 300,459,000.00 $ 42,704.00 CDs and YCDs FR $ 600,000,000.00 $ 600,000,000.00 $ 525,670.66 Bank Notes $ - $ - $ - CDsandYCDs $ 6,160,014,763.15 $ 6,156,076,692.54 $ 2,665,394.46I Commercial Paper $ 4,023,311,749.83 $ 4,024,136,944.44 NA Corporate: Bonds FR $ - $ - $ - Bonds $ - $ - $ - Repurchase Agreements $ - $ - I $ - � Reverse Repurchase $ - $ - $ - Time Deposits $ 4,188,140,000.00 $ 4,188,140,000.00 NA AB 55&GF Loans $ 12,210,868,533.16 $ 12,210,868,533.16 NA TOTAL $ 67,859,399,184.64 $ 68,018,115,296.80 $ 23,097,889.49 Fair Value Including Accrued Interest $ 68,041,213,186.29 Repurchase Agreements, Time Deposits,AB 55 &General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value(carrying cost). 1-23 Monthly Account Statement City of Chino Hills October 1 , 2011 through October 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 415.708.7207 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. cy rsaip re- � ete �i l iti1,0A � tt� 1 j Sne �tibieyAh PeY� of . ogszdm �S „aW,Yh" Y ,ck@E ro of Chino Accout#10150Iis PortfolioAf10/31/2011 lleliil,Lxlllillil,ll„ InIn.,W,,YIIUII,Y„II,yf,YInI:IIeJ11y1,J1„1.a„IIIYIu,JWIi.IALu.IiIL,I;,I,YnL YI.III,YLYII,L,IWY1,111111,.14J1,1„WIOIiI, ,NY,Y i„1 YY ,IfY � sof Summary Ii i1l 1, 1i ii li i11uY1,1111eii,11 eIR111JL uu IIIn,411,1unIJ,11i1.,Illili,lilliu1,4 e111,111/iue1111i1I! IMIlY,Jlli„II,IYIIVIII i11,u11111JIlil,id4111411141u,li111111,1111,1i11111111 JYY1u1J1,411ui.11 J V_�i��y�y.s� .e r, .x,..,.+ ,c..= --,-c.". =a,_"=,.-i..-`-.�-1.a.vi116u.v.n'"._ yii:irgiAntsit lalik•th,w:.:Yg -lig : Be ,Values- _ `- -End Values: Issuer % Portfolio Average Duration 1.46 - rasof 9f30?11 2- as of10/31/11_; Government of United States 23.9% Average Coupon 2.84°!o ',N arket Value =`: 10,051,789 10,060,855 Federal National Mortgage Assoc 19.1 % Average Purchase YTM 0.86% Accraed97eresl:' 71,994 67,857 - Federal Home Loan Bank 18.6% .TootaLMarketrValUet,,,-r 10,123,783 10,128,712 Federal Home Loan Mortgage Cop 17.6 Average Market YTM 0.35% - "e;;��,i fcl-X:° ,,;s,,,_z; Average S&P/Moody Rating AA+/Aaa .Incoma-Earne t _ 7,070 6,760 - Federal Farm Credit Bank 14.9 """' �<-" -1,888 Tennessee Valley Authority 5.8 Average Final Maturity 1.50 yrs _ .,__: _._ "n,_, . < -Far `- r - = 9,740,061 9,714,436 Highmark US Govt Money Market F 0.1 % Average Life 1.50 yrs - - - , 9,971,868 9,980,877 - 100.0 Be'okfVaimie,Y_r {, tost_;Value `'' g„; L.i. 10,083,486 10,101,824 t,tl�,�IYY1cYY'r'�i�yt��io:'JIY'-iY'i'YC:9'.�' 1I � I, 'e'Y1 40% 38.5% Money Market 1 29.3/° M tattalatara Fund1. 30% 26,3% (99.9%) - �'� y hl *f+�F .q =21021 ttttittivit ck 5.9! _ ''-"' :-.,;(':;.1--,;:::‘::':::' - k. AAA Agency Treasury - u (0.1 %) (76.0%) (23.9%) of . '-- ::? .3_- - 0-.25 .25-.5 .5-1 1-2 2 3-4 4-5 5+ Maturity(Yrs) 1i e : 11 „I, II LI - -' ,s ,r r ,rta- r ij' n n x n' ""`t i ° '.'� yAnnualtw d s' r TTofafKate of Ke:.zs Current Latest dear -4, _ S ice As£of 10131/241;1 Month..,y :;3 Months To Date' 1 Yr 3 Y 5"Yrs_ 10 Yrs 2!28/2011 2/28/2011 City of Chino Hills - --- 0.07% 0.25% N/A N/A N/A ,...N/A - N/A N/A 1.16% • 1-3 Yr TreasuryAgency 0.09% 0.30 % N/A N/A N/A N/A N/A N/A 1.35 I N 01 Chandler Asset Management-CONFIDENTIAL Page 1 Execution Time:11/2/2011 11:28:23 AM City of Chino Hills Holdings Report Account#10150 As of 10/31/11 'i: ° , 'i1 niyI,u';i'„, ir, ;o til 1.!di' iyi/i„;I i.ix iii CUSIP Security Description ParValue/Units Book Yield .Book Value Mkt YTM Accrued Int. Gain/Loss S&P Duration: .__ ._ 7 yrs .- -._. / -_. ....�On _tel_ 3137EACF4 FHLMC Note 295,000.00 02/09/2011 297,075.92 100.13 295,369.34 2.93% Aaa 0.12 1.125%Due 12/15/2011 0.29% 295296.56 0.10% 1,253.75 72.78 AA+ 0.12 880591016 Tennessee Valley Authority Note 275,000.00 02/08/2011 297,173.25 103.69 285,135.40 2.90% Aaa 0.56 6.79%Due 5/23/2012 0.51 % 284,644.65 0.21 % 8,195.15 490.75 AA+ 0.54 31331GYP8 FFCB Note 295,000.00 02/07/2011 301,253.12 101.15 298,396.34 2.97% Aaa 0.63 2.125%Due 6/18/2012 0.56% 297,905.49 0.30% 2,315.95 490.85 AA+ 0.62 3133XTS49 FHLB Note 295,000.00 02/07/2011 300,349.83 101.02 298,013.43 2.96% Aaa 0.64 1.875%Due 6/20/2012 0.54% 297,497.30 0.27% 2,012.76 516.13 AA+ 0.63 3137EAAV1 FHLMC Note 275,000.00 02/07/2011 295,287.58 104.20 286,547.25 2.86% Aaa 0.81 5.5%Due 8/20/2012 0.65% 285,652.80 0.26% 2,982.99 894.45 AA+ 0.79 31359MPF4 FNMA Note 280,000.00 02/07/2011 296,368.80 103.58 290,031.00 2.88% Aaa 0.88 4.375%Due 9/15/2012 0.69% 288,941.18 0.26% 1,565.28 1,089.82 AA+ 0.86 31331X3S9 FFCB Note 280,000.00 02/07/2011 297,633.28 104.01 291,218.76 2.88% Aaa 0.96 4.5%Due 10/17/2012 0.74% 290,047.53 0.32% 490,00 1,171.23 AA+ 0.95 3133MTZL5 FHLB Note 280,000.00 02/08/2011 298,184.60 104.23 291,849.04 2.94% Aaa 1,04 4.5%Due 11/15/2012 0.78% 290,730.04 0.41 % 5,810.00 1,119.00 AA+ 1.01 3137EACG2 FHLMC Note 295,000.00 02/07/2011 297,821.38 101.28 298,770.69 2.96% Aaa 1.19 1.375%Due 1/9/2013 0.87% 296,753.29 0.30% 1,261.94 2,017.40 AA+ 1.18 3133XW7L7 FHLB Note 295,000.00 02/07/2011 298,656.53 101.36 299,025.57 2.96% Aaa 1.21 1.5%Due 1/16/2013 0.85% 297,285.98 0.37% 1,290.63 1,739.59 AA+ 1.20 31331JBV4 FFCB Note 295,000.00 02/08/2011 299,861.60 101.68 299,942.72 2.97% Ma 1.31 1.75%Due 2/21/2013 0.93% 298,131.87 0.46% 1,003.82 1,810.85 AA+ 1.29 31398AMW9 FNMA Note 285,000.00 02/08/2011 298,804.55 104.32 297,297.75 2.94% Aaa 1.44 3.25%Due 4/9/2013 0.98% 294,185.54 0.24% 566.04 3,112.21 AA+ 1.41 31398AJ94 FNMA Note 295,000.00 02/07/2011 299,725.31 102.08 301,137.77 3.00% Ma 1,52 1.75%Due 5/7/2013 1.03% 298,194.49 0.37% 2,495.21 2,943.28 AA+ 1.49 3133XXYX9 FHLB Note 295,000.00 02/07/2011 300,302.04 102.44 302,186.50 3.00% Aaa 1.64 1.875%Due 6/21/2013 1.10% 298,673.95 0.38% 1,997.40 3,512.55 AA+ 1.61 31331JPK3 FFCB Note 300,000.00 02/07/2011 301,896.00 101.74 305,213.40 3.03% Aaa 1.65 1.375%Due 6/25/2013 1.10% 301,316.48 0.32% 1,443.75 3,896,92 AA+ 1.63 880591DW9 Tennessee Valley Authority Note 275,000.00 02/07/2011 299,191,75 107.39 295,312.33 2.95% Aaa 1.75 4.75%Due 8/1/2013 1.14% 292,100.14 0.50% 3,265.63 3,212.19 AA+ 1.68 3137EABS7 FHLMC Note 275,000.00 02/07/2011 295,189.40 107.06 294,416.65 2.92% Aaa 1.91 4.125%Due 9/27/2013 1.28% 289,622.08 0.40% 1,071,35 4,794.57 AA+ 1.84 3133XSAE8 FHLB Note 280,000.00 02/07/2011 296,891.56 106.17 297,279.64 2.94% Aaa 1.97 3.625%Due 10/18/2013 1.34% 292,333.25 0.46% 366.53 4,946.39 AA+ 1.91 3134A4UK8 FHLMC Note 265,000.00 02/14/2011 289,619.83 109.09 289,087.70 2.91 % Ma 2,04 4.875%Due 11/15/2013 1.42% 283,268.70 0.39% 5,956.98 5,819.00 PA+ 1.93 3137EABX6 FHLMC Note 290,000.00 02/08/2011 298,366.79 104.42 302,811.91 3.01 % Ma 2.19 -+ 2.5%Due 1/7/2014 1.48% 296,286.91 0.46% 2,295.83 6,525.00 AA+ 2.12 1 N Chandler Asset Management-CONFIDENTIAL Page 2 Execution Time:11/2/2011 11:28:23 AM So t City of China Hills y., Holdings Report , Account#10150 ''1•164.11A As of 18631/11 • ' ' ' ' ' ' ' ' 11 ! ' 'Pik Ii'l 6 ' I:'1141 11. l'S t 'ILL. 811r 1 U. c :1 0,44, 'to.ly Terls ra ; CUSIP Security Description Par Value/Units Book Yield Book Value roktmo Accrued Int Gain/Loss S&P Duration! cAottitr-z:-2.,;,;tc...,---_<,-±:f;,,- -;.Vt:I.C:1'.1::: W4trff•-.V:" A,F1;7,Cfri,CP:=S--t1'13Z.::: /i-,7VIng-r:EX,i'L-A.1:Cla ,:&;?1,af,:, ,,Z.,,,,frC:-.pl-':::::',.1,.:7,Z 31398AVD1 FNMA Note 285,000.00 02/07/2011 295,388.54 105.19 299,794,35 2.98% Aaa 2.27 2.75%Due 2/5/2014 1,50% 292,867,51 0.44% 1,872,29 6,926.84 AA+ 2.19 31398AVZ2 FNMA Note - 400,000.00 03/31/2011 415,715.20 105,34 421,344.40 4.17% Aaa 2.37 2.75%Due 3/1312014 1.39% 412,580,91 0.46% 1,466.67 8,763.49 AA+ 2.30 31331GTJ8 FFCB Note 290,000.00 04/29/2011 302,396.63 104.95 304,348.04 3.01 % Aaa 2.46 2.625%Due 4/17/2014 1.16% 300,269.53 0.60% 296.04 4,078.51 AA+ 2.39 313373JR4 FHLB Note 370,000.00 07/01/2011 374,347.50 101.96 377,242.38 3.75% Aaa 2.58 1.375%Due 5/28/2014 0,96% 373,858.51 0.61 % 2,162.19 3,383.87 AM- 2.52 31359MW.J8 FNMA Note 285.000.00 10/19/2011 317,840.55 111,62 318,112.16 3,15% Aaa 2.96 4.625%Due 10/15/2014 0.72% 317,479.33 0.65% 585.83 632.83 AA+ 2.79 7,665,341.54 , 7,839,884.52 75.96% Aaa 1.66 Total Agency „ 7,350,000.00 0.97% 7,565,924.02 0.39% 54,024.01 73,960.50 AA+ 1.51 ... .-_,, 1.,-ilV:1iitt>7.21lii-1--,till:: /11,l2,.,-/A.- 431114701 Highmark Govt Money Market Fund 9,436.02 Various 9,436.02 1.00 9,436.02 0.09% Aaa 0.00 0.00% 9,436.02 0.00% 0.00 0.00 AAA 0.00 9,436.02 9,436.02 0.09% Aaa 0.00 Total Money Market Fund Fl 9,436.02 N/A 9,436.02 0.00% ' 0.00 0.00 AAA 0.00 •912828GA2 US Treasury Note 290,000.00 02/08/2011 299,822,46 100.35 291,019,64 2.93% Ma 0,08 4.5%Due 11/30/2011 0.27% 290,972.19 0.21% 5,490.98 47.45 AA+ 0.08 912628KP4 US Treasury Note 295,000,00 02/07/2011 298,411.93 100.58 297,016,62 2.95% Aaa 0.54 1.375%Due 5115/2012 0.46% 296,450.63 0.11 % 1,873.81 565.99 AA+ 0,54 912828LH1 US Treasury Note 290,000,00 02/08/2011 295,053.32 101.26 293,658.93 2.91 % Ma 0.79 1.75%Due 8/15/2012 0.59% 292,636.51 0.15% 1,075.68 1,022.42 AA+ 0,79 912828LR9 US Treasury Note 295,000.00 02/07/2011 298,504.11 101.15 298,399.28 2.95% Aaa 0.96 1,375%Due 10/15/2012 0.66% 296,991.75 0.17% 188.41 1,407.53 AA+ 0.95 912828M63 US Treasury Note 295,000.00 02/07/2011 297,075.21 101.05 298,111.37 2.96% Aaa 1.13 1,125%Due 12/15/2012 0.74% 296,260.50 0.18% 1,260.40 1,850,87 AA+ 1.11 91282814Q6 US Treasury Note 290,000.00 02/07/2011 302,224.02 103.35 299,719.64 2.98% Aaa 1.25 2.875%Due 1/31/2013 0.72% 297,737.36 0.19% 2,107.03 1,982.28 AA+ 1.23 912828LK4 US Treasury Note 300,000.00 08/30/2011 318,258.82 105.52 316,570.20 3,14% Aaa 2,84 2,375%Due 8/31/2014 0.33% 317,225.93 0.41 % 1,213.60 (655.73) AA+ 2.74 912828LQ1 US Treasury Note 300,000.00 10/03/2011 317,696.32 105.68 317,039.10 3,14% Ma 2.92 2,375%Due 9130/2014 0.39% 317,242,57 0.41 % 622.95 (203.47) AA+ 2.83, 2,427,046.19 2,411,534.78 23,95% Aaa 1.34 Total US Treasury -- 2,405,517.44. . % 13,832.86 6,017-34 AA+ ---.-052-% 0231,31.. - - - -- - ---. I 10,101,823.75 10,060,855.32 100.00% Aaa 1.50 i"),TOTAL PORTFOLIO 9,714,436.02 0.86% 9,980,877.48 0.35% 67,856.87 79,977.84 AA+ 1.46 Chandler Asset Management'CONFIDENTIAL Page 3 Execution Time:11/2/2011 11:28.23 AM TOTAL MARKET VALUE PLUS ACCRUED 10,128,712.19 N OD Chandler Asset Management-CONFIDENTIAL Page 4 Execution Time:11/2/2011 11:2823 AM OM City of Chino Hills Transaction Ledger tx A Account#10150 01 9/30/11 Thru 10/31/11 Type Date CUSIP Quantity Security Description Price Yield Amount - Pur/Sold Total Amount GainfLoss-r rAccii8mtitsisce,..:::,,,,:r.;,:f., ,i-:i•cr,,Trfeci,r,-,,,;:ktfrg,,:,te.rf,is!iinme,c-fiNt-rs,..wAva-eft?::gp'xiiWicaM,a2n{,W,',ilt.:g;sir":-?- ;vtor,:: t'll:'rit?- L'.: - Purchase 10/03/2011 431114701 0.03 Highmark Govt Money Market Fund 1.000 0.03 0,00 0.03 0.00 Purchase 10/04/2011 9128281.401 300,000.00 US Treasury Note 105.899 0.39% 317,696,32 77.87 317,774.19 0,00 2.375%Due 9/30/2014 Purchase 10/09/2011 431114701 4,631.25 Highmark Govt Money Market Fund 1.000 4,631.25 0.00 4,631.25 0.00 Purchase 10/14/2011 431114701 5,220.00 Highmark Govt Money Market Fund 1.000 5,220.00 0.00 5,220.00 0.00 Purchase 10/14/2011 431114701 290,000.00 Highmark Govt Money Market Fund 1.000 290,000.00 0.00 290,000.00 0.00 Purchase 10/15/2011 431114701 2,028.13 Highmark Govt Money Market Fund 1.000 2,028.13 0.00 2,028.13 0.00 Purchase 10/17/2011 431114701 10,106.25 Highmark Govt Money Market Fund 1,000 10,106.25 0.00 10,10025 0.00 Purchase 10/18/2011 431114701 5,075,00 Highmark Govt Money Market Fund 1,000 5,075.00 0.00 5,075.00 0.00 Purchase 10120/2011 31359MW.I8 285,000.00 FNMA Note 111,523 0,72% 317,840.55 183.07 318,023,62 0.00 4,625%Due 10/15/2014 Subtotal 902,060.66 952,597.53 260,94 952,858.47 0.00 TOTAL ACQUISITIONS 902,060.66 952,597.53 280.94 952,858.47 0.00 _ Sale 10/04/2011 431114701 317,774.19 Highmark Govt Money Market Fund 1,000 317,774.19 0.00 317,774.19 0.00 Sale 10/20/2011 431114701 318,023.62 Highmark Govt Money Market Fund .1.000 318,023.62 0.00 318023.62 0.00 Subtotal 635.797.81 635,797.81 0.00 635,797.81 0.00 Maturity 10/14/2011 31331GDC0 290,000.00 FFCB Note 100.000 290000,00 0.00 290,000.00 0.00 3.6%Due 10/14/2011 Subtotal 290,000.00 290,000.00 0.00 290,000,00 0.00 Security 10/05/2011 431114701 1,013.00 Highmark Govt Money Market Fund 1,000 1,013.00 0.00 1,013.00 0.00 Withdrawal Security 10/17/2011 431114701 875.00 Highmark Govt Money Market Fund 1,000 875.00 0.00 875.00 0.00 Withdrawal Subtotal 1,888.00 1,888.00 0,00 1,888.00 0.00 TOTAL DISPOSITIONS 927,685.81 927,685.81 0.00 927,685.81 0.00 :: 1 Interest 10/09/2011 31398AMW9 285,000.00 FNMA Note 0.000 4,631.25 0.00 4,631.25 0,00 ra 3.25%Due 4/9/2013 ED Chandler Asset Management.CONFIDENTIAL Page 5 Execution Time:11/2/2011 11:2823 AM City of Chino Hills Transaction Ledger ,f acwAlt Account#10150 9/30111 Thru 10/31/11 ransac ion a omen : - - cq •isp .* n ores ..... 5 Type Date - OUSIF Quantity Security Description Price Yield Amount Pur/Sold Total Amount Gbmfiossr `OTHERTRfi;�VSF+CTIONs - r -- r . _ 1. Feu 1` t t. , - Interest 10/14/2011 31331GDC0 290,000.00 FFCB Note , 0.000 5,220.00 0.00 5,220.00 0,00' 3.6%Due 104/2011 Interest 10/15/2011 912828LR9 295,000.00 US Treasury Note 0.000 2,028.13 0,00 2,028.13 0.00 1.375%Due 10t15/2012 Interest 10/17/2011 31331GTJ8 290.000.00 FFCB Note 0.000 3,806.25 0.00 3,806.25 0.00 2.625%Due 4/17/2014 Interest 10/17/2011 31331X359 280,000.00 FFCB Note 0.000 6,300.00 0.00 8,300.00 0.00 4.5%Due 10/17/2012 Interest 10/18/2011 3133X3AE8 280,000.00 FHLB Note 0.000 5,075.00 0.00 5,075.00 0.00 3.625%Due 10/18/2013 Subtotal 1,720,000.00 27,060.63 0.00 27,060.63 0.00 Dividend 10/03/2011 431114701 12,286,98 Highmark Govt Money Market Fund 0.000 0.03 0.00 0.03 0.00 Subtotal 12,286.98 0.03 0.00 0.03 0.00 • TOTAL OTHER TRANSACTIONS 1,732,266.98 27,060.66 0.00 27,060.66 0.00 0.) 0 Chandler Asset Management-CONFIDENTIAL Page 6 Execution Time:17/212917 11:2023 AM City of Chino Hills Income Earned Account#10150 9/30/11 Thru 10/31/11 r V '.it iI �iY Itll.::l ixitlI im'i.li. liII r, I .`x.�t aIni�IP Settle Date Book Value:Acq Inc.Received Amon.Of Premium Units Book Value:Disp Ending Accrued Net AccretlAmort Unreal G/ CUSIP Security Description Book Value:End Total Interest Income Earned Total Income`' i,inconie, Fiket , . + 31331G000 FFCB 290,347.42 4,843.00 0.00 - - Note 02/09/2011 0,00 5,220.00 347.42 Due 10/14/2011 02110/2011 290,000,00 0.00 (347.42) 0,00 0.00 0.00 377.00 29.58 29,58 • 31331GTJ8 FFCB 300,624,05 3,467.92 0.00 Note 04/29/2011 0,00 3,806.25 354,52 2.625%Due 04/17/2014 04/29/2011 0,00 296.04 (354.52) 0.00 290,000.00 300,269.53 634.37 279.85 279.85 31331 GYPS FFCB 298,297.10 1,793.56 0.00 Note 02/07/2011 0,00 0.00 391.61 2.125%Due 06/18/2012 02/09/2011 0.00 2,315.95 (391.61) 0.00 295,000.00 297,905.49 522,39 130,78 130.78 • 31331JBV4 FFCB 298,334,98 573.61 0.00 Note 02/08/2011 0.00 0.00 203.11 1.75%Due 02/21/2013 02/10/2011 0.00 1,003.82 (203.11) 0.00 295,000,00 298,131,87 430,21 227.10 227.10 31331JPK3 FFCB 301,384.28 1,100.00 0.00 Note 02/07/2011 0.00 0.00 67,80 1.375%0 Due 06/25/2013 02/09/2011 0.00 1,443.75 (67,80) 0.00 300,000.00 301,316.48 343,75 275.95 275.95 31331X389 FFCB 290,934.92 5,740,00 0.00 Note 02/07/2011 0,00 6,300.00 887.39 4.5%Due 10/17/2012 02/09/2011 0.00 490.00 (887.39) 0,00 280,000.00 290,047,53 1,050.00 162.61 162.61 313373JR4 FHLB 373,985.89 1,738.23 0.00 Note 07/01/2011 0.00 0.00 127.38 1,375%Due 05/28/2014 07/05/2011 0.00 2,162.19 (127.38) 0.00 370,000.00 373,858.51 423.96 296,58 296,58 3133MTZL5 FHLB 291,605.39 4,760.00 0,00 Note 02/08/2011 0.00 0.00 875.35 4.5%Due 11/15/2012 02/10/2011 0.00 5,810,00 (875.35) 0.00 280,000.00 290,730.04 1,050.00 174.65 174,85 • 3133XSAE8 FHLB 292,866.48 4,595.69 0.00 Note 02/07/2011 0,00 5,075.00 533.23 3.625%Due 10/18/2013 02/09/2011 0.00 366.53 (53323) 0,00 280,000.00 292,333,25 845.84 312.61 312,61 3133X7549 FHLB 297,831,00 1,551.82 0.00 Note 02/07/2011 0,00 0.00 333,70 1.875%0 Due 06/20/2012 02/09/2011 0.00 2,012.76 (333.70) 0,00 295,000.00 297,497.30 460.94 127.24 127,24 CO -S Chandler Asset Management-CONFIDENTIAL Page 7 Execution Time:11/2/2011 11:2823 AM ttitof Chino Hills Income Earned Account#10150 9/30/11 Thru 10/31/11 s - :_ _ Settle Date Book Vaiue:Acg Inc,Received Amort.01 Premium Units Book Value:Di§p Ending Accrued Net Acoret(Amort 'Unreal dic: CUSIP Security Description Book Value:End Total Interest Income Earned Total Income 3133XW7L7 FHLB 297,446.31 921.88 0,00 Note 02/07/2011 0,00 0.00 160.33 1.5%Due 01/16/2013 02/09/2011 0,00 1,290.63 (160,33) 0.00 295,000.00 297,285,98 368.75 208.42 208.42 3133XXYX9 FHLB 298,864.41 1,538.46 0.00 Note 02/07/2011 0.00 0.00 190.46 1.875%Due 06/21/2013 02/09/2011 0.00 1,997.40 (190.46) 0,00 295,000.00 298,673,95 460.94 270.48 270.48 3134A4UK8 FHLMC 284,028,67 4,880,42 0.00 Note Note 02/14/2011 0.00 0.00 760,17 4.875%Due 11/15/2013 02/15/2011 0.00 5,956.98 (760,17) 0,00 265,000.00 283,268.70 1,076.56 316,39 316,39 31359MPF4 FNMNote 289,810,07 544.44 0.00 Note 02/07/2011 0.00 0.00 868.89 4.375%Due 09/15/2012 02/09/2011 0,00 1,565.28 (868.89) 0.00 280,000.00 288,941.18 1,020.84 151.95 151.95 31359MWJ8 FNMA 0.00 3.00 0.00 Note 10/19/2011 317,840.55 (183.07) 361.22 4.625%Due 10/15/2014 10/20/2011 0,00 585.83 (361.22) 0.00 285,000.00 317,479,33 402,76 41.54 41,54 3137EAAY1 FHLMC 286,779.89 1,722.57 0.00 Note 02/07/2011 0,00 0.00 1,127.09 5.5%Due 08/20/2012 02/09/2011 0.00 2,982.99 (1,127,09) 0.00 275,000.00 285,6652,80 1,260.42 133.33 133.33 3137EABS7 FHLMC 290,273.35 126.04 0.00 Note 02/07/2011 0.00 0.00 651,27 4.125%Due 09/27/2013 32/09/2011 0.00 1,071.35 (651.27) 0,00 275,000.00 289,622.08 945.31 294.04 294.04 3137EABX6 FHLMC 296,531.14 1,691.67 0,00 Note 02/08/2011 0,00 0.00 244.23 2,5%Due 01/07/2014 02/10/2011 0.00 2,295.83 (244.23) 0,00 290,000.00 296,286,91 604.16 359.93 359.93 3137FACF4 FHLMC 295,505.50 977.19 0.00 Note 02/09/2011 0.00 0.00 208.94 1.125%Due 12/15/2011 02/10/2011 0.00 1,253.75 (208.94) 0.00 295,000.00 295,296.56 276.56 67.62 67.62 3137EACG2 FHLMC 296,878.23 923.92 0.00 Note 02/07/2011 0.00 0.00 124.94 1.375%Due 01/09/2013 02/09/2011 0.00 1,281.94 (124.94) 0.00 295,000.00 296,753,29 338.02 213.08 213,08 31398AJ94 FNMA 298,373.57 2,065.00 0.00 Note 02/07/2011 0.00 0.00 179.08 t 1.75%Due 05/07/2013 02/09/2011 0.00 2,495.21 (179.08) 0.00 co 295,000.00 298,194.49 430.21 251.13 251.13 N • Chandler Asset Management-CONFIDENTIAL Page 8 Execution Time:11/2/2011 11:28:23 AM AllCity of Chino Hills Income Earned Account#10150 9130/11 Thru 10/31/11 Settle Date •Book Value:Acq Inc.Received Amort,or Premium Units Book Value:Disp Ending Accrued Net Accret/Amort` Unreal GIL CUSIP Security Description' Book Value:End Total Interest Income Earned Total.income: 31398AMW9 FNMA 294,727.92 4,425.42 0.00 Note 02/08/2011 0,00 4,631.25 542.38 3.25%Due 04/09/2013 02/10/2011 0.00 566.04 (542.38) 0,00 285,000.00 294,185.54 771.87 229.49 229.49 31398AVD1 FNMA 293,162.42 1,219.17 0,30 Note 02/07/2011 0.00 0.00 294.91 2.75%Due 02/05/2014 02/09/2011 0,00 1,872.29 (294,91) 0.00 285,000.00 292,867.51 653.12 358.21 358,21 • 31396AVZ2 FNMA 413,032.83 550.00 0.00 Note 03/31/2011 0,00 0.00 451.92 2.75%Due 03/13/2014 03/31/2011 0,00 1,466.67 (451.92) 0.00 400,000.00 412,580,91 916.67 464.75 464.75 880591 DT6 Tennessee Valley Authority 286,110,26 6,639.11 0.00 Note 02/08/2011 0.00 0.00 1,465.61 6.79%Due 05/23/2012 02109/2011 0.00 8,195.15 (1,465.61) 0.00 275,000.00 284,544.65 1,555.04 90.43 90.43 8805910W9 Tennessee Valley Authority 292,929,73 2,177.08 0.00 Note 02/07/2011 0.00 0.00 829.59 4.75%Due 08/01/2013 02/09/2011 0.00 3,265.63 (829.59) 0.00 275,000.00 292,100,14 1,088.55 258.96 258.96 912828GA2 US Treasury 292,011.43 4,385.66 0.00 Note 02/08/2011 0.00 0.00 1,039,24 4.5%Due 11/30/2011 02/10/2011 0.00 5,490.98 (1,039.24) 0.00 290,000,00 290,972.19 1,105.32 66.08 66,08 • 912828HQ6 US Treasury 298,262,22 1,404.69 0.00 Note 02/07/2011 0.00 0.00 524.86 2.875%Due 01/31/2013 02/09/2011 0.00 2,107,03 (524.86) 0.00 290800.00 297,737,36 702.34 177,46 177.48 912828KP4 US Treasury 296,680.06 1,532.12 0.00 Note 02/07/2011 0.00 0.00 - 229,43 1.375%Due 05/15/2012 02/09/2011 0.00 1,873.81 (229.43) 0.00 295,000.00 296,450,63 341.69 112.26 112.26 912828L.H1 US Treasury 292,920.31 648.17 0.00 Note 02/08/2011 0.00 0.00 283.80 1.75%Due 08/15/2012 02/10/2011 0.00 1,075.68 (283,80) 0,00 290,000.00 292,636.51 427.51 143.71 143.71 9128281.K4 US Treasury 317,742.38 606,80 0.00 Note 08/30/2011 0.00 0.00 516.45 2.375%Due 08/31/2014 08/31/2011 0.00 1,213.60 (516.45) 0.00 300,000.00 317,225.93 606.80 90,35 90,35 • 912828L01 US Treasury 0.00 0.00 0.00 Note 10/03/2011 317,696,32 (77.87) 453.75 2.375%Due 09/30/2014 10/0412011 0.00 622.95 (453.75) 0,00 CO 300,000.00 317,242.57 545.08 91.33 91.33 Gil • Chandler Asset Management-CONFIDENTIAL Page 9 Execution Time:11/2/2011 11:2823 AM r ... ' City of Chino Hills Income Earned Account#10150 9130/11 Thru 10/31/11 Settle Date '.Book Value:AcqInc.Received Amort.Of Premium - Units Book Value:Dist) Ending Accrued Net Accret/Amort Unreal t:USiP Security Description Book Value:End : Total Interest Income Earned" Total Income 912828LR9 US Treasury 297,168.67 1,872.97 0.00 Note 02/07/2011 0.00 2,028.13 176.92 1.375%Due 10/15/2012 02/09/2011 0.00 188.41 (176.92) 0,00 295,000.00 296,991,75 343.57 166.65 166.65 912828MB3 US Treasury 296,355.80 979.30 0.00 Note 02/07/2011 0.00 0.00 95.30 1.125%Due 12/15/2012 02/09/2011 0.00 1,260.40 (95.30) 0.00 295,000.00 296,2660.50 281.10 185.80 185,80 9,641,806.88 71,993,91 0.00 635,536,87 26,799.69 15,902.29 290,000,00 67,856.87 (15,902.29) 0.00 TOTAL Fixed Income 9,706,000.00 9,971,441.46 22,662.65 6,760.36 6,760,36 Cash&Equivalenf': 431114701 Highmark 330,061,17' ' 0.00 0.00 Govt Money Market Fund Various 317,060.66 0.03 0,00 Various 637,685,81 0.00 0.00 0,00 9,436.02 9,436.02 0.03 0.03 0.03 330,061.17 0.00 0.00 317,060.66 0.03 0,00 637,685.81 0.00 0.00 0.00 TOTAL Cash&Equivalent 9,436.02 9,436.02 0.03 0.03 0,03 9,971,868.05 71,993.91 0.00 952,597.53 26,799.72 15,902.29 927,685.81 67,856.87 (15,902.29) 0,00 TOTAL PORTFOLIO 9,714,436.02 9,980,877,48 22,662.68 6,760.39 6,760,39 __1 I Co T Chandler Asset Management-CONFIDENTIAL Page 10 Execution Time:111212011 11:26:23 AM �f ' City of Chino Hills Cash Flow Report • Account#10150 From 10/31/2011 Ii i I IIII1 - r, Payment Date Type CUSIP Quantity Security Description Principal Amount Income -' Total Amount 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 5.300.00 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 880591 DT6 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 912828GA2 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 912828MB3 295,000,00 US Treasury Note 0.00 1,659.38 1,659,38 1.125%Due 12/15/2012 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 3,134.38 3,134.38 2.125%Due 6/18/2012 12/20/2011 Interest 3133XT549 295,000.00 FHLB Ncte 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 3137EA0X6 290,000,00 FHLMC Note 0.00 3,625,00 3,525.00 2.5%Due 1/7/2014 01/09/2012 Interest 3137FACG2 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 9128281106 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 J02/01/2012 Interest 880591DW9 275,000.00 Tennessee Valley Authority Note 0.00 6,531.25 6,531.25 I 4.75% Due 8/1/2013 W Feb 2012 0.00 26,693.75 26,693.75 CJ1 Chandler Asset Management-CONFIDENTIAL Page 11 Execution Time:118/2011 11:29:23 AM itiCity of Chino Hills Cash Flow Report Account#10150 From 10/31/2011 Payment Date Type CL/SIP Quantity Security Description Principal Amount income Total Amount. 02/05/2012 Interest 31398AVD1 285,000.00 FNMA Note 0.00 3,918.75 3,918/5 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 7562.50 7,562.50 5.5%Due 8/20/2012 02/21/2012 Interest 31331J8V4 295000.00 FFCB Note 0.00 2,581.25 2,581,25 1.75%Due 2/21/2013 02/29/2012 Interest 912828LK4 300,000.00 US Treasury Note MO 3,562.50 3,562.50 2.375%Due 8/31/2014 Feb 2012 0.00 26,693.75 26,693,75 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 03/31/2012 interest 912828LQ1 300,000.00 US Treasury Note 0.00 3,562.50 3,562.50 2.375%Due 9/30/2014 Mar 2012 0,00 20,859.38 20,859.38 04/09/2012 Interest 31398AMW9 285,000.00 FNMA Note 0.00 4,631.25 4,631.25 3,25%Due 4/9/2013 04/15/2012 Interest 31359MWJ8 285,000.00 FNMA Note 0.00 6,590,63 6,590,63 4.625%Due 10/15/2014 04/15/2012 Interest 912828LR9 295,000.00 US Treasury Note 000 2,028.13 2.028.13 1.375%Due 10/15/2012 04/17/2012 Interest 31331X359 280,000.00 FFCB Note 0.00 6,300,00 5,300.00 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 • Apr 2012 0.00 28,431.26 28,431.26 05/07/2012 Interest 31398AJ94 295,000.00 FNMA Note 0.60 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 FHL8 Note 0.00 6,300.00 6,300.00 i 4.5%Due 11/15/2012 CO May 2012 570,000.00 29,248.76 599,248.76 Chandler Asset Management-CONFIDENTIAL Page 12 Execution Time:11/2/2011 11:28:23 AM ilkCity of Chino Hills Cash Flow Report Account#10150 From 10/31/2011 Payment Date Type CUSIP Quantity Security Description Principal Amount Income Total Amount. 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 880591076 275,000.00 Tennessee Valley Authority Note 275,000.00 9,336.25 284,336.25 6.79%Due 5/23/2012 0528/2012 Interest 313373JR4 370,000.00 FHLB Note ODD 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 912628M83 295,000.00 US Treasury Note 0.00 1,659.38 1,659.35 1.125%Due 12J15/2012 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 3133X1549 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 1.375%Due 1/9/2013 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 912828HQ6 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 3.918.75 2.75%Due 2/5/2014 08/152012 Maturity 912828LH1 290,000.00 US Treasury Note 290,000.00 2,537.50 292,537.50 1.75%Due 6/15/2012 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 3133105V4 295,000.00 FFCB Note 0,00 2,581.25 2,581.25 1.75%Due 2/21/2013 08/31/2012 Interest 912828LK4 300,000.00 US Treasury Note 0,00 3,562.50 3,562,50 I 2.375%Due 8/31/2014 CO Aug 2012 565,000,00 26,693,75 591,693.75 J Chandler Asset Management-CONFIDENTIAL Page 13 Execution Time:11/2/2011 1 1:25:23 AM City of Chino Hills Cash Flow Report Account#10150 From 10/31/2011 i,p u Payment Date Type CUSIP Quantity! Security Description Principal.Amount Income Total Amount' 09/13/2012 Interest 31398AVZ2 400,000.00 FNMA Note 0.00 5,500.00 5,500.00 2.75%Due 3/13/2014 09(15/2012 Maturity 31359MPF4 280,000.00 FNMA Note 280,000.00 6,125.00 286,125.00 4.375%Due 9/15/2012 09/27/2012 Interest 3137EA857 275,000.00 FHLMC Note 0.00 5,671.88 5,671.88 4.125%Due 9/27/2013 09/30/2012 Interest 912828L01 300,000.00 US Treasury Note 0.00 3,562.50 3,562.50 2.375%Due 9/30/2014 Sep 2012 280,000.00 20,859.38 300,859.38 10/09/2012 Interest 31398AMW9 285,000.00 FNMA Note 0.00 4,631.25 4,631.25 3.25%Due 4/9/2013 10/15/2012 Interest 31359MWJ8 285,000.00 FNMA Note 0.00 6,590.63 6,590.63 4.625%Due 10/15/2014 10/15/2012 Maturity 912828LR9 295,000.00 US Treasury Note 295,000.00 2,028.13 297,028,13 1.375%Due 10/15(2012 10/17/2012 Interest 31331GTJ8 290,000.00 FFCB Note 0.00 3,806.25 3,806.25 2.625%Due 4/17/2014 10/17/2012 Maturity 31331X359 280,000.00 FFCB Note 280,000.00 6,300.00 286,300.00 4.5%Due 10/17/2012 10/18(2012 Interest 3133XSAE8 280,000.00 FHLB Note 0.00 5,075.00 5,075.00 3.625%Due 10/18/2013 Oct 2012 575,000.00 28,431.26 603,431.26 Total 3,165,000.00 267,494.48 3,432,494.48 I w CO Chandler Asset Management-CONFIDENTIAL Page 14 Execution Time:11/2/2011 11'28:23 AM CAW City of Chino Hills October 31, 2011 ' �•�iii 1 Jl'�I Ws�i+l'�I lel r'�: 1'tl 1�"e�1:�r iii i�l�+r l�'�®��W ion° Assets managed by Chandler Asset Management are in full compliance with State law and with the City's investment policy. Category a - ' Standard ' Comment Local Agency Bonds INo Limitation 'Complies Treasury Issues INo Limitation (Complies Agency Issues INo Limitation (except for SBAs) IComplies Money Market Mutual Funds 20% 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 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 IComplies J Co