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03 - CC-3 - Attachment 1 - 4/15/2014
Monthly Account Statement City of Costa Mesa Consolidated February 1, 2014 through February 28, 2014 Chandler Team For questions about your account, please call (800) 317-4747 or Email operations@chandlerasset.com Custodian Bank of New York Mellon Trust Company Justin Bui +1(213)630-6420 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 Bou Diego, CA 921 one 800.317.4747 1 1 OR W.546.3747mmr'www.chandlerasset.c City of Costa Mesa Consolidated Account #10196 Average Duration 1.24 Average Coupon 0.51 % Average Purchase YTM 0.53% Average Market YTM 0.61 % Average S&P/Moody Rating AA+/Aaa Average Final Maturity 1.65 yrs Average Life 1.57 yrs Cash (0.0%) Agenc (45.3%, Money Market Fund FI (6.5%) us Corporate (2.3%) i �asury (1.6 %) r Market Value Accrued Interest Total Market Value Income Earned Cont/WD Par Book Value Cost Value 60% 40% 20% Portfolio Summary As of 2/28/2014 Beg. Values End Values as of 1/31/14 as of 2/28/14 91,653,947 90,097,441 1 90,792 76,573 91,744,739 90,174,014 41,487 39,382 95,918,845 94,293,611 91,564,397 89,596,662 91,221,895 89,596,662 0-.25 .25-.5 .5-1 1 -2 2-3 3-4 4-5 5+ Maturity (Yrs) Issuer Local Agency Investment Fund Federal National Mortgage Assoc Federal Home Loan Bank Federal Farm Credit Bank Bank Cash Account Federal Home Loan Mortgage Corp Government of United States Lehman Brothers Holdings % Portfolio 44.3% 17.7% 12.1 % 10.0% 6.7% 5.5% 1.6% 99.1 % NR AA (46.9%) Chandler Asset Management - CONFIDENTIAL Page 1 Execution Time: 3/27/2014 12:10:53 PM Cit of Costa Mesa Consolidated _ Y February 28, 2014 I & 0 Lei &a *1110 Ly� 1 -4 r L ffil 4 10 Assets managed by Chandler Asset Management are in full compliance with State law and with the City's investment policy. Category Standard Comment Treasury Issues No limitations Complies Federal Agencies 60% per issuer Complies Banker's Acceptances 40% maximum; 10% per issuer; 180 days max maturity Complies Commercial Paper A -1/P -1/F-1; 25% maximum; 10% per issuer; 270 days maximum maturity Complies Medium Term Notes "A" rated; 30% maximum; 5% per issuer Complied at time of purchase* Negotiable Certificates of Deposit 30% maximum; Liquidity requirements Complies Bank and Time Deposits FDIC Insurance and/or Collateralization 360 day maximum maturity Complies Repurchase Agreements >102% collateralization; 1 year max maturity Complies Money Market Mutual Funds "AAA" rated; 20% maximum; 10% per fund Complies Asset -Backed and Mortgage- Backed Securities "AA" rated; 20% maximum Complies LAIF $50 million limit Complies County Pool Not used by investment adviser Complies Maximum Maturity j5 years lComplies *Lehman Brothers (LEH) filed for bankruptcy on September 15, 2008. The city owns $51VI par of LEH. / ks ss City of Costa Mesa Consolidated r ' S Account #10196 Security Description AGENCY 3133ECL85 FFCB Callable Note Cont 7/15/13 0.29% Due 7/15/2015 Holdings Report As of 2/28/14 2,000,000.00 04/29/2013 1,998,500.00 99.97 1,999,440.00 2.22% Aaa 1.38 0.03% 1,998,500.00 0.02% 0.00 940.00 AA+ 0.84 3133ECL93 FFCB Callable Note Cont 7/15/13 2,000,000.00 08/08/2013 2,000,000.00 100.00 2,000,020.00 2.22% Aaa 1.63 0.32% Due 10/15/2015 0.32% 2,000,000.00 0.32% 2,417.78 20.00 AA+ 0.80 3133ECR55 FFCB Callable Note Cont 6/6/14 2,000,000.00 05/31/2013 1,997,500.00 99.99 1,999,820.00 2.22% Aaa 2.27 0.54% Due 6/6/2016 0.58% 1,997,500.00 0.54% 2,550.00 2,320.00 AA+ 1.40 3133ECLB8 FFCB Callable Note Cont 7/12/13 2,000,000.00 04/29/2013 1,999,500.00 99.69 1,993,800.00 2.21 % Aaa 2.37 0.45% Due 7/12/2016 0.46% 1,999,500.00 0.58% 1,225.00 (5,700.00) AA+ 1.68 3135GOCM3 FNMA Note 2,000,000.00 05/17/2013 2,050,520.00 101.57 2,031,498.00 2.26% Aaa 2.58 1.25% Due 9/28/2016 0.49% 2,050,520.00 0.63% 10,625.00 (19,022.00) AA+ 2.53 3135GOES8 FNMA Note 2,000,000.00 05/17/2013 2,058,980.00 101.99 2,039,768.00 2.27% Aaa 2.72 1.375% Due 11/15/2016 0.52% 2,058,980.00 0.63% 8,097.22 (19,212.00) AA+ 2.66 31338OA80 FHLB Callable Note Cont 11/16/12 2,000,000.00 07/19/2012 2,000,000.00 99.50 1,990,060.00 2.21 % Aaa 3.47 1% Due 8/16/2017 1.00% 2,000,000.00 1.15% 833.33 (9,940.00) AA+ 1.76 3135GONRO FNMA Callable Note Qtrly 8/28/13 2,000,000.00 08/09/2012 2,000,000.00 99.82 1,996,440.00 2.21 % Aaa 3.50 1.1 % Due 8/28/2017 1.10% 2,000,000.00 1.15% 61.11 (3,560.00) AA+ 2.53 313381SP1 FHLB Callable Note Qtrly 7/30/13 2,000,000.00 01/04/2013 2,000,000.00 98.96 1,979,140.00 2.20% Aaa 3.92 1.05% Due 1/30/2018 1.05% 2,000,000.00 1.32% 1,808.33 (20,860.00) AA+ 2.47 3136G1AZ2 FNMA Callable Note Qtrly 1/30/14 2,000,000.00 01/04/2013 2,000,000.00 98.93 1,978,680.00 2.20% Aaa 3.92 1% Due 1/30/2018 1.00% 2,000,000.00 1.28% 1,722.22 (21,320.00) AA+ 3.30 313381RE7 FHLB Callable Note Qtrly 7/30/13 2,000,000.00 01/14/2013 2,000,000.00 98.80 1,975,940.00 2.19% Aaa 3.92 1% Due 1/30/2018 1.00% 2,000,000.00 1.32% 1,722.22 (24,060.00) AA+ 2.71 3135GOTK9 FNMA Callable Note Qtrly 7/30/13 2,000,000.00 01/14/2013 2,000,000.00 99.00 1,979,980.00 2.20% Aaa 3.92 1.05% Due 1/30/2018 1.05% 2,000,000.00 1.31 % 1,808.33 (20,020.00) AA+ 2.92 3134G34Y3 FHLMC Callable Note Qtrly 5/14/13 3,000,000.00 01/24/2013 2,998,500.00 97.94 2,938,260.00 3.26% Aaa 3.96 1% Due 2/14/2018 1.01% 2,998,500.00 1.54% 1,416.67 (60,240.00) AA+ 2.88 3135GOUD3 FNMA Callable Note Qtrly 2/14/14 2,000,000.00 01/24/2013 2,000,000.00 98.95 1,979,020.00 2.20% Aaa 3.96 1.01 % Due 2/14/2018 1.01% 2,000,000.00 1.28% 953.89 (20,980.00) AA+ 3.18 3136G1CJ6 FNMA Callable Note Qtrly 2/21/14 2,000,000.00 01/24/2013 2,000,000.00 98.09 1,961,800.00 2.18% Aaa 3.98 0.75% Due 2/21/2018 1.09% 2,000,000.00 1.68% 416.67 (38,200.00) AA+ 2.87 3133ECPB4 FFCB Note 1,000,000.00 05/17/2013 997,810.00 98.33 983,296.00 1.09% Aaa 4.21 0.875% Due 5/14/2018 0.92% 997,810.00 1.28% 2,600.69 (14,514.00) AA+ 4.11 3135GOWJ8 FNMA Note 2,000,000.00 05/17/2013 1,993,660.00 98.02 1,960,306.00 2.18% Aaa 4.23 0.875% Due 5/21/2018 0.94% 1,993,660.00 1.36% 4,861.11 (33,354.00) AA+ 4.12 313383J44 FHLB Callable Note 1X 6/26/15 2,000,000.00 05/30/2013 2,000,000.00 99.65 1,992,902.00 2.21 % Aaa 4.33 0.75% Due 6/26/2018 1.34% 2,000,000.00 1.02% 2,708.33 (7,098.00) AA+ 1.31 313383HQ7 FHLB Callable Note 1X 6/24/14 3,000,000.00 05/30/2013 3,000,000.00 99.58 2,987,340.00 3.32% Aaa 4.33 1.2% Due 6/27/2018 1.20% 3,000,000.00 1.30% 6,400.00 (12,660.00) AA+ 3.69 Chandler Asset Management -CONFIDENTIAL Page 3 Execution Time: 3/27/2014 12:10:53 PM City of Costa Mesa Consolidated Holdings Report Account #10196 As of 2/28/14 AGENCY 3134G4A57 FHLMC Callable Note 1X 6/24/14 1.25% Due 6/27/2018 2,000,000.00 05/31/2013 1.25% 2,000,000.00 2,000,000.00 99.07 1.47% 1,981,360.00 4,444.44 2.20% (18,640.00) Aaa AA+ 4.33 3.77 Total Agency 41,000,000.00 0.88% 41,094,970.00 41,094,970.00 1.07% 40,748,870.00 56,672.34 45.25% (346,100.00) Aaa AA+ 3.46 2.57 CASH 901MPR$00 City of Costa Mesa Imprest Account Balance 20,010.00 08/31/2013 0.00% 20,010.00 20,010.00 1.00 0.00% 20,010.00 0.00 0.02% 0.00 NR NR 0.00 0.00 Total Cash 20,010.00 N/A 20,010.00 20,010.00 0.00% 20,010.00 0.00 0.02% 0.00 NR NR 0.00 0.00 LAIF 90LAIF$00 Local Agency Investment Fund State Pool 39,956,380.43 Various 0.23% 39,956,380.43 39,956,380.43 1.00 0.23% 39,956,380.43 14,306.11 44.33% 0.00 NR NR 0.00 0.00 Total LAIF 39,956,380.43 0.23% 39,956,380.43 39,956,380.43 0.23% 39,956,380.43 14,306.11 44.33% 0.00 NR NR 0.00 0.00 MONEY MARKET FUND FI 94975H312 Wells Fargo Advantage Treasury Plus MMF 210,782.74 Various 0.01 % 210,782.74 210,782.74 1.00 0.01 % 210,782.74 0.00 0.23% 0.00 Aaa AAA 0.00 0.00 90BAS1$00 Bank of America Money Market Fund -362,821.82 02/28/2014 0.00% (362,821.82) (362,821.82) 1.00 0.00% (362,821.82) 0.00 -0.40% 0.00 NR NR 0.00 0.00 9000CM$00 Summary of Cash Held in Trust *See Details (Attached) 6,019,259.99 Various 0.00% 6,019,259.99 6,019,259.99 1.00 0.00% 6,019,259.99 0.00 6.68% 0.00 NR NR 0.00 0.00 Total Money Market Fund FI 5,867,220.91 0.00% 5,867,220.91 5,867,220.91 0.00% 5,867,220.91 0.00 6.51 % 0.00 Aaa AAA 0.00 0.00 US CORPORATE 525ESCI137 Lehman Brothers Note -Defaulted Due 1/24/2015 2,500,000.00 04/17/2012 0.00% 115,631.00 115,631.00 21.25 0.00% 531,250.00 0.00 0.59% 415,619.00 NR NR 0.90 0.00 525ESC2W8 Lehman Brothers ESCROW CUSIP - Defaulted Due 2/6/2015 2,500,000.00 04/17/2012 0.00% 107,497.66 107,497.66 21.25 0.00% 531,250.00 0.00 0.59% 423,752.34 NR NR 0.94 0.00 68389XAN5 Oracle Corp Note 1.2% Due 10/15/2017 1,000,000.00 10/30/2013 1.40% 992,140.00 992,140.00 99.73 1.28% 997,330.00 4,533.33 1.11 % 5,190.00 Al A+ 3.63 3.53 Total US Corporate 6,000,000.00 1.15% 1,215,268.66 1,215,268.66 0.62% 2,059,830.00 4,533.33 2.29% 844,561.34 Al A+ 2.24 1.71 Chandler Asset Management - CONFIDENTIAL Page 4 Execution Time: 3/27/2014 12:10:53 PM City of Costa Mesa Consolidated Holdings Report Account #10196 As of 2/28/14 US TREASURY 912828VC1 US Treasury Note 1,450,000.00 10/29/2013 1,442,811.50 99.66 1,445,129.45 1.60% Aaa 2.21 0.25% Due 5/15/2016 0.45% 1,442,811.50 0.40% 1,061.46 2,317.95 AA+ 2.20 1,442,811.50 1,445,129.45 1.60% Aaa 2.21 Total US Treasury 1,450,000.00 0.45% 1,442,811.50 0.40% 1,061.46 2,317.95 AA+ 2.20 89,596,661.50 90,097,440.79 100.00% Aaa 1.65 TOTAL PORTFOLIO 94,293,611.34 0.53% 89,596,661.50 0.61 % 76,573.24 500,779.29 AA+ 1.24 TOTAL MARKET VALUE PLUS ACCRUED 90,174,014.03 Chandler Asset Management - CONFIDENTIAL Page 5 Execution Time: 3/27/2014 12:10:53 PM City of Costa Mesa Consolidated Account #10196 Transaction Ledger 1/31/14 Thru 2/28/14 Transaction Settlement Acq/Disp Interest Type Date CUSIP Quantity Security Description Price Yield Amount Pur/Sold Total Amount Gain/Loss ACQUISITIONS Purchase 02/04/2014 949751-1312 0.97 Wells Fargo Advantage Treasury Plus MMF 1.000 0.01 % 0.97 0.00 0.97 0.00 Purchase 02/14/2014 949751-1312 25,100.00 Wells Fargo Advantage Treasury Plus MMF 1.000 0.01 % 25,100.00 0.00 25,100.00 0.00 Purchase 02/16/2014 949751-1312 10,000.00 Wells Fargo Advantage Treasury Plus MMF 1.000 0.01 % 10,000.00 0.00 10,000.00 0.00 Purchase 02/21/2014 949751-1312 7,500.00 Wells Fargo Advantage Treasury Plus MMF 1.000 0.01 % 7,500.00 0.00 7,500.00 0.00 Purchase 02/28/2014 949751-1312 11,000.00 Wells Fargo Advantage Treasury Plus MMF 1.000 0.01 % 11,000.00 0.00 11,000.00 0.00 Subtotal 53,600.97 53,600.97 0.00 53,600.97 0.00 Security 02/28/2014 9000CM$0 25,323.16 Summary of Cash Held in Trust *See Details 1.000 25,323.16 0.00 25,323.16 0.00 Contribution 0 (Attached) Subtotal 25,323.16 25,323.16 0.00 25,323.16 0.00 Short Sale 02/28/2014 90BASI$00 -362,821.82 Bank of America Money Market Fund 1.000 -362,821.82 0.00 -362,821.82 0.00 Subtotal -362,821.82 -362,821.82 0.00 -362,821.82 0.00 TOTAL ACQUISITIONS -283,897.69 -283,897.69 0.00 -283,897.69 0.00 DISPOSITIONS Security 02/28/2014 90BASI$00 341,335.48 Bank of America Money Market Fund 1.000 341,335.48 0.00 341,335.48 0.00 Withdrawal Security 02/28/2014 90LAIF$00 1,000,000.00 Local Agency Investment Fund State Pool 1.000 1,000,000.00 0.00 1,000,000.00 0.00 Withdrawal Subtotal 1,341,335.48 1,341,335.48 0.00 1,341,335.48 0.00 TOTAL DISPOSITIONS 1,341,335.48 1,341,335.48 0.00 1,341,335.48 0.00 OTHER TRANSACTIONS Interest 02/14/2014 3134G34Y3 3,000,000.00 FHLMC Callable Note Qtrly 5/14/13 0.000 15,000.00 0.00 15,000.00 0.00 1% Due 2/14/2018 Interest 02/14/2014 3135GOUD3 2,000,000.00 FNMA Callable Note Qtrly 2/14/14 0.000 10,100.00 0.00 10,100.00 0.00 1.01% Due 2/14/2018 Interest 02/16/2014 313380A80 2,000,000.00 FHLB Callable Note Cont 11/16/12 0.000 10,000.00 0.00 10,000.00 0.00 1% Due 8/16/2017 Interest 02/21/2014 3136G1CJ6 2,000,000.00 FNMA Callable Note Qtrly 2/21/14 0.000 7,500.00 0.00 7,500.00 0.00 0.75% Due 2/21/2018 Chandler Asset Management - CONFIDENTIAL Page 6 Execution Time: 3/27/2014 12:10:53 PM City of Costa Mesa Consolidated Transaction Ledger 5' Account #10196 �J-- 1/31/14 Thru 2/28/14 Transaction Settlement .. .• Date CUSIP Quantity Security Description Price Yield Amount Pur/Sold Total Amount Gain/Loss OTHER TRANSACTIONS Interest 02/28/2014 3135GONRO 2,000,000.00 FNMA Callable Note Qtrly 8/28/13 0.000 11,000.00 0.00 11,000.00 0.00 1.1 % Due 8/28/2017 Subtotal 11,000,000.00 53,600.00 0.00 53,600.00 0.00 Dividend 02/04/2014 949751-1312 157,181.77 Wells Fargo Advantage Treasury Plus MMF 0.000 0.97 0.00 0.97 0.00 Subtotal 157,181.77 0.97 0.00 0.97 0.00 TOTAL OTHER TRANSACTIONS 11,157,181.77 53,600.97 0.00 53,600.97 0.00 Chandler Asset Management - CONFIDENTIAL Page 7 Execution Time: 3/27/2014 12:10:53 PM City of Costa Mesa Consolidated A Account #10196 Fixed Income Income Earned 1/31/14 Thru 2/28/14 31338OA80 FHLB 2,000,000.00 9,166.67 0.00 Callable Note Cont 11/16/12 07/19/2012 0.00 10,000.00 0.00 1 % Due 08/16/2017 08/16/2012 0.00 833.33 0.00 0.00 2, 000, 000.00 2, 000, 000.00 1,666.66 1,666.66 1,666.66 313381 RE7 FHLB 2,000,000.00 55.56 0.00 Callable Note Qtrly 7/30/13 01/14/2013 0.00 0.00 0.00 1 % Due 01 /30/2018 01/30/2013 0.00 1,722.22 0.00 0.00 2, 000, 000.00 2, 000, 000.00 1,666.66 1,666.66 1,666.66 313381SP1 FHLB 2,000,000.00 58.33 0.00 Callable Note Qtrly 7/30/13 01/04/2013 0.00 0.00 0.00 1.05% Due 01/30/2018 01/30/2013 0.00 1,808.33 0.00 0.00 2, 000, 000.00 2, 000, 000.00 1,750.00 1,750.00 1,750.00 313383HQ7 FHLB 3,000,000.00 3,400.00 0.00 Callable Note 1X 6/24/14 05/30/2013 0.00 0.00 0.00 1.2% Due 06/27/2018 06/27/2013 0.00 6,400.00 0.00 0.00 3,000,000.00 3,000,000.00 3,000.00 3,000.00 3,000.00 313383,144 FHLB 2,000,000.00 1,458.33 0.00 Callable Note 1X 6/26/15 05/30/2013 0.00 0.00 0.00 0.75% Due 06/26/2018 06/26/2013 0.00 2,708.33 0.00 0.00 2,000,000.00 2,000,000.00 1,250.00 1,250.00 1,250.00 3133ECL85 FFCB 1,998,500.00 0.00 0.00 Callable Note Cont 7/15/13 04/29/2013 0.00 0.00 0.00 0.29% Due 07/15/2015 04/30/2013 0.00 0.00 0.00 0.00 2, 000, 000.00 1, 998, 500.00 0.00 0.00 0.00 3133ECL93 FFCB 2,000,000.00 1,884.44 0.00 Callable Note Cont 7/15/13 08/08/2013 0.00 0.00 0.00 0.32% Due 10/15/2015 08/08/2013 0.00 2,417.78 0.00 0.00 2,000,000.00 2,000,000.00 533.34 533.34 533.34 3133ECLB8 FFCB 1,999,500.00 475.00 0.00 Callable Note Cont 7/12/13 04/29/2013 0.00 0.00 0.00 0.45% Due 07/12/2016 04/30/2013 0.00 1,225.00 0.00 0.00 2, 000, 000.00 1, 999, 500.00 750.00 750.00 750.00 3133ECPB4 FFCB 997,810.00 1,871.53 0.00 Note 05/17/2013 0.00 0.00 0.00 0.875% Due 05/14/2018 05/21/2013 0.00 2,600.69 0.00 0.00 1, 000, 000.00 997, 810.00 729.16 729.16 729.16 3133ECR55 FFCB 1,997,500.00 1,650.00 0.00 Callable Note Cont 6/6/14 05/31/2013 0.00 0.00 0.00 0.54% Due 06/06/2016 06/06/2013 0.00 2,550.00 0.00 0.00 2, 000, 000.00 1, 997, 500.00 900.00 900.00 900.00 Chandler Asset Management - CONFIDENTIAL Page 8 Execution Time: 3/27/2014 12:10:53 PM .City of Costa Mesa Consolidated ."(jLIL Account #10196 Income Earned 1/31/14 Thru 2/28/14 3134G34Y3 FHLMC Callable Note Qtrly 5/14/13 1 % Due 02/14/2018 01/24/2013 02/14/2013 3,000,000.00 2,998,500.00 0.00 0.00 2,998,500.00 13, 916.67 0.00 15, 000.00 0.00 1,416.67 0.00 2,500.00 2,500.00 0.00 2,500.00 3134G4A57 FHLMC 2,000,000.00 2,361.11 0.00 Callable Note 1X 6/24/14 05/31/2013 0.00 0.00 0.00 1.25% Due 06/27/2018 06/27/2013 0.00 4,444.44 0.00 0.00 2,000,000.00 2,000,000.00 2,083.33 2,083.33 2,083.33 3135GOCM3 FNMA 2,050,520.00 8,541.67 0.00 Note 05/17/2013 0.00 0.00 0.00 1.25% Due 09/28/2016 05/20/2013 0.00 10,625.00 0.00 0.00 2,000,000.00 2,050,520.00 2,083.33 2,083.33 2,083.33 3135GOES8 FNMA 2,058,980.00 5,805.56 0.00 Note 05/17/2013 0.00 0.00 0.00 1.375% Due 11/15/2016 05/20/2013 0.00 8,097.22 0.00 0.00 2,000,000.00 2,058,980.00 2,291.66 2,291.66 2,291.66 3135GONRO FNMA 2,000,000.00 9,350.00 0.00 Callable Note Qtrly 8/28/13 08/09/2012 0.00 11,000.00 0.00 1.1 % Due 08/28/2017 08/28/2012 0.00 61.11 0.00 0.00 2,000,000.00 2,000,000.00 1,711.11 1,711.11 1,711.11 3135GOTK9 FNMA 2,000,000.00 58.33 0.00 Callable Note Qtrly 7/30/13 01/14/2013 0.00 0.00 0.00 1.05% Due 01/30/2018 01/30/2013 0.00 1,808.33 0.00 0.00 2, 000, 000.00 2, 000, 000.00 1,750.00 1,750.00 1,750.00 3135GOUD3 FNMA 2,000,000.00 9,370.56 0.00 Callable Note Qtrly 2/14/14 01/24/2013 0.00 10,100.00 0.00 1.01% Due 02/14/2018 02/14/2013 0.00 953.89 0.00 0.00 2, 000, 000.00 2, 000, 000.00 1,683.33 1,683.33 1,683.33 3135GOWJ8 FNMA 1,993,660.00 3,402.78 0.00 Note 05/17/2013 0.00 0.00 0.00 0.875% Due 05/21/2018 05/21/2013 0.00 4,861.11 0.00 0.00 2,000,000.00 1,993,660.00 1,458.33 1,458.33 1,458.33 3136G1AZ2 FNMA 2,000,000.00 55.56 0.00 Callable Note Qtrly 1/30/14 01/04/2013 0.00 0.00 0.00 1 % Due 01 /30/2018 01/30/2013 0.00 1,722.22 0.00 0.00 2, 000, 000.00 2, 000, 000.00 1,666.66 1,666.66 1,666.66 3136G1CJ6 FNMA 2,000,000.00 6,666.67 0.00 Callable Note Qtrly 2/21/14 01/24/2013 0.00 7,500.00 0.00 0.75% Due 02/21/2018 02/21/2013 0.00 416.67 0.00 0.00 2,000,000.00 2,000,000.00 1,250.00 1,250.00 1,250.00 525ESC2W8 Lehman Brothers 107,497.66 0.00 0.00 ESCROW CUSIP - Defaulted 04/17/2012 0.00 0.00 0.00 Due 02/06/2015 04/18/2012 0.00 0.00 0.00 0.00 2,500,000.00 107,497.66 0.00 0.00 0.00 Chandler Asset Management - CONFIDENTIAL Page 9 Execution Time: 3/27/2014 12:10:53 PM City of Costa Mesa Consolidated Income Earned F"'CANt Account #10196 1/31/14 Thru 2/28/14 525ESCIB7 Lehman Brothers 115,631.00 0.00 0.00 Note -Defaulted 04/17/2012 0.00 0.00 0.00 Due 01/24/2015 04/18/2012 0.00 0.00 0.00 0.00 2,500,000.00 115,631.00 0.00 0.00 0.00 68389XAN5 Oracle Corp 992,140.00 3,533.33 0.00 Note 10/30/2013 0.00 0.00 0.00 1.2% Due 10/15/2017 10/31/2013 0.00 4,533.33 0.00 0.00 1, 000, 000.00 992,140.00 1,000.00 1,000.00 1,000.00 912828VC1 US Treasury 1,442,811.50 781.08 0.00 Note 10/29/2013 0.00 0.00 0.00 0.25% Due 05/15/2016 10/30/2013 0.00 1,061.46 0.00 0.00 1,450,000.00 1,442,811.50 280.38 280.38 280.38 43,753,050.16 83,863.18 0.00 0.00 53,600.00 0.00 0.00 62,267.13 0.00 0.00 TOTAL Fixed Income 48,450,000.00 43,753,050.16 32,003.95 32,003.95 32,003.95 Cash & Equivalent 90BAS1$00 Bank of America 341,335.48 0.00 0.00 Money Market Fund Various (362,821.82) 0.00 0.00 Various 341,335.48 0.00 0.00 0.00 362,821.82 (362,821.82) 0.00 0.00 0.00 9000CM$00 Summary of Cash Held in Trust 5,993,936.83 0.00 0.00 *See Details (Attached) Various 25,323.16 0.00 0.00 Various 0.00 0.00 0.00 0.00 6,019,259.99 6,019,259.99 0.00 0.00 0.00 901MPR$00 City of Costa Mesa 20,010.00 0.00 0.00 Imprest Account Balance 08/31/2013 0.00 0.00 0.00 08/31/2013 0.00 0.00 0.00 0.00 20,010.00 20,010.00 0.00 0.00 0.00 94975H312 Wells Fargo 157,181.77 0.00 0.00 Advantage Treasury Plus MMF Various 53,600.97 0.97 0.00 Various 0.00 0.00 0.00 0.00 210,782.74 210,782.74 0.97 0.97 0.97 6,512,464.08 0.00 0.00 (283,897.69) 0.97 0.00 341,335.48 0.00 0.00 0.00 TOTAL Cash & Equivalent 6,612,874.55 5,887,230.91 0.97 0.97 0.97 Chandler Asset Management - CONFIDENTIAL Page 10 Execution Time: 3/27/2014 12:10:53 PM City of Costa Mesa Consolidated Account #10196 CUSIP Security Description Agency Investment Fund 90LAIF$00 Local Agency Investment Fund State Pool Income Earned 1/31/14 Thru 2/28/14 40, 956, 380.43 6,929.03 0.00 Various 0.00 0.00 0.00 Various 1,000,000.00 14,306.11 0.00 0.00 39,956,380.43 39,956,380.43 7,377.08 7,377.08 7,377.08 40,956,380.43 6,929.03 0.00 0.00 0.00 0.00 1,000,000.00 14,306.11 0.00 0.00 TOTAL Local Agency Investment Fund 39,956,380.43 39,956,380.43 7,377.08 7,377.08 7,377.08 91,221,894.67 90,792.21 0.00 (283,897.69) 1,341,335.48 53,600.97 76,573.24 0.00 0.00 0.00 TOTAL PORTFOLIO 95,019,254.98 89,596,661.50 39,382.00 39,382.00 39,382.00 Chandler Asset Management - CONFIDENTIAL Page 11 Execution Time: 3/27/2014 12:10:53 PM City of Costa Mesa Consolidated Cash Flow Report Account #10196 From 02/28/2014 Transaction Payment Date Type CUSIP Quantity Security Description Principal 03/28/2014 Interest 3135GOCM3 2,000,000.00 FNMA Note 0.00 12,500.00 12,500.00 1.25% Due 9/28/2016 Mar 2014 0.00 12,500.00 12,500.00 04/15/2014 Dividend 90LAIF$00 39,956,380.43 Local Agency Investment Fund State Pool 0.00 13,962.95 13,962.95 04/15/2014 Interest 68389XAN5 1,000,000.00 Oracle Corp Note 0.00 6,000.00 6,000.00 1.2% Due 10/15/2017 04/15/2014 Interest 3133ECL93 2,000,000.00 FFCB Callable Note Cont 7/15/13 0.00 3,200.00 3,200.00 0.32% Due 10/15/2015 Apr 2014 0.00 23,162.95 23,162.95 05/14/2014 Interest 3133ECPB4 1,000,000.00 FFCB Note 0.00 4,375.00 4,375.00 0.875% Due 5/14/2018 05/15/2014 Interest 912828VC1 1,450,000.00 US Treasury Note 0.00 1,812.50 1,812.50 0.25% Due 5/15/2016 05/15/2014 Interest 3135GOES8 2,000,000.00 FNMA Note 0.00 13,750.00 13,750.00 1.375% Due 11/15/2016 05/21/2014 Interest 3135GOWJ8 2,000,000.00 FNMA Note 0.00 8,750.00 8,750.00 0.875% Due 5/21/2018 May 2014 0.00 28,687.50 28,687.50 06/06/2014 Interest 3133ECR55 2,000,000.00 FFCB Callable Note Cont 6/6/14 0.00 5,400.00 5,400.00 0.54% Due 6/6/2016 06/26/2014 Interest 313383J44 2,000,000.00 FHLB Callable Note 1X 6/26/15 0.00 7,500.00 7,500.00 0.75% Due 6/26/2018 06/27/2014 Interest 3134G4A57 2,000,000.00 FHLMC Callable Note 1X 6/24/14 0.00 12,500.00 12,500.00 1.25% Due 6/27/2018 06/27/2014 Interest 313383HQ7 3,000,000.00 FHLB Callable Note 1X 6/24/14 0.00 18,000.00 18,000.00 1.2% Due 6/27/2018 Jun 2014 0.00 43,400.00 43,400.00 07/12/2014 Interest 3133ECLB8 2,000,000.00 FFCB Callable Note Cont 7/12/13 0.00 4,500.00 4,500.00 0.45% Due 7/12/2016 07/30/2014 Interest 313381 RE7 2,000,000.00 FHLB Callable Note Qtrly 7/30/13 0.00 10,000.00 10,000.00 1% Due 1/30/2018 07/30/2014 Interest 3136G1AZ2 2,000,000.00 FNMA Callable Note Qtrly 1/30/14 0.00 10,000.00 10,000.00 1% Due 1/30/2018 07/30/2014 Interest 3135GOTK9 2,000,000.00 FNMA Callable Note Qtrly 7/30/13 0.00 10,500.00 10,500.00 1.05% Due 1/30/2018 07/30/2014 Interest 313381 SP1 2,000,000.00 FHLB Callable Note Qtrly 7/30/13 0.00 10,500.00 10,500.00 1.05% Due 1/30/2018 Jul 2014 0.00 45,500.00 45,500.00 Chandler Asset Management - CONFIDENTIAL Page 12 Execution Time: 3/27/2014 12:10:53 PM City of Costa Mesa Consolidated Cash Flow Report Account #10196 From 02/28/2014 Transaction Payment Date Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/14/2014 Interest 3134G34Y3 3,000,000.00 FHLMC Callable Note Qtrly 5/14/13 0.00 15,000.00 15,000.00 1% Due 2/14/2018 08/14/2014 Interest 3135GOUD3 2,000,000.00 FNMA Callable Note Qtrly 2/14/14 0.00 10,100.00 10,100.00 1.01% Due 2/14/2018 08/16/2014 Interest 31338OA80 2,000,000.00 FHLB Callable Note Cont 11/16/12 0.00 10,000.00 10,000.00 1% Due 8/16/2017 08/21/2014 Interest 3136G1CJ6 2,000,000.00 FNMA Callable Note Qtrly 2/21/14 0.00 7,500.00 7,500.00 0.75% Due 2/21/2018 08/28/2014 Interest 3135GONRO 2,000,000.00 FNMA Callable Note Qtrly 8/28/13 0.00 11,000.00 11,000.00 1.1 % Due 8/28/2017 Aug 2014 0.00 53,600.00 53,600.00 09/28/2014 Interest 3135GOCM3 2,000,000.00 FNMA Note 0.00 12,500.00 12,500.00 1.25% Due 9/28/2016 Sep 2014 0.00 12,500.00 12,500.00 10/15/2014 Interest 68389XAN5 1,000,000.00 Oracle Corp Note 0.00 6,000.00 6,000.00 1.2% Due 10/15/2017 10/15/2014 Interest 3133ECL93 2,000,000.00 FFCB Callable Note Cont 7/15/13 0.00 3,200.00 3,200.00 0.32% Due 10/15/2015 Oct 2014 0.00 9,200.00 9,200.00 11/14/2014 Interest 3133ECPB4 1,000,000.00 FFCB Note 0.00 4,375.00 4,375.00 0.875% Due 5/14/2018 11/15/2014 Interest 912828VC1 1,450,000.00 US Treasury Note 0.00 1,812.50 1,812.50 0.25% Due 5/15/2016 11/15/2014 Interest 3135GOES8 2,000,000.00 FNMA Note 0.00 13,750.00 13,750.00 1.375% Due 11/15/2016 11/21/2014 Interest 3135GOWJ8 2,000,000.00 FNMA Note 0.00 8,750.00 8,750.00 0.875% Due 5/21/2018 Nov 2014 0.00 28,687.50 28,687.50 12/06/2014 Interest 3133ECR55 2,000,000.00 FFCB Callable Note Cont 6/6/14 0.00 5,400.00 5,400.00 0.54% Due 6/6/2016 12/26/2014 Interest 313383J44 2,000,000.00 FHLB Callable Note 1X 6/26/15 0.00 7,500.00 7,500.00 0.75% Due 6/26/2018 12/27/2014 Interest 3134G4A57 2,000,000.00 FHLMC Callable Note 1X 6/24/14 0.00 12,500.00 12,500.00 1.25% Due 6/27/2018 12/27/2014 Interest 313383HQ7 3,000,000.00 FHLB Callable Note 1X 6/24/14 0.00 18,000.00 18,000.00 1.2% Due 6/27/2018 Dec 2014 0.00 43,400.00 43,400.00 Chandler Asset Management - CONFIDENTIAL Page 13 Execution Time: 3/27/2014 12:10:53 PM City of Costa Mesa Consolidated Cash Flow Report Account #10196 From 02/28/2014 Transaction Payment Date Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/12/2015 Interest 3133ECLB8 2,000,000.00 FFCB Callable Note Cont 7/12/13 0.00 4,500.00 4,500.00 0.45% Due 7/12/2016 01/30/2015 Interest 3136G1AZ2 2,000,000.00 FNMA Callable Note Qtrly 1/30/14 0.00 10,000.00 10,000.00 1% Due 1/30/2018 01/30/2015 Interest 313381SP1 2,000,000.00 FHLB Callable Note Qtrly 7/30/13 0.00 10,500.00 10,500.00 1.05% Due 1/30/2018 01/30/2015 Interest 3135GOTK9 2,000,000.00 FNMA Callable Note Qtrly 7/30/13 0.00 10,500.00 10,500.00 1.05% Due 1/30/2018 01/30/2015 Interest 313381 RE7 2,000,000.00 FHLB Callable Note Qtrly 7/30/13 0.00 10,000.00 10,000.00 1% Due 1/30/2018 Jan 2015 0.00 45,500.00 45,500.00 02/14/2015 Interest 3135GOUD3 2,000,000.00 FNMA Callable Note Qtrly 2/14/14 0.00 10,100.00 10,100.00 1.01% Due 2/14/2018 02/14/2015 Interest 3134G34Y3 3,000,000.00 FHLMC Callable Note Qtrly 5/14/13 0.00 15,000.00 15,000.00 1 % Due 2/14/2018 02/16/2015 Interest 31338OA80 2,000,000.00 FHLB Callable Note Cont 11/16/12 0.00 10,000.00 10,000.00 1% Due 8/16/2017 02/21/2015 Interest 3136G1CJ6 2,000,000.00 FNMA Callable Note Qtrly 2/21/14 0.00 7,500.00 7,500.00 0.75% Due 2/21/2018 02/28/2015 Interest 3135GONRO 2,000,000.00 FNMA Callable Note Qtrly 8/28/13 0.00 11,000.00 11,000.00 1.1 % Due 8/28/2017 Feb 2015 0.00 53,600.00 53,600.00 Total 0.00 399,737.95 399,737.95 Chandler Asset Management - CONFIDENTIAL Page 14 Execution Time: 3/27/2014 12:10:53 PM