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(7■11% <br />City of Louisville <br />Account #10236 <br />Portfolio Summary <br />As of 3/31/2015 <br />PORTFOLIO CHARACTERISTICS <br />ACCOUNT SUMMARY <br />TOP ISSUERS <br />Average Duration <br />Average Coupon <br />Average Purchase YTM <br />Average Market YTM <br />Average S &P /Moody Rating <br />Average Final Maturity <br />Average Life <br />1.06 <br />0.61 % <br />0.56 <br />0.39 % <br />AA + /Aaa <br />1.10 yrs <br />1.05 yrs <br />Market Value <br />Accrued Interest <br />Total Market Value <br />Income Earned <br />Cont /WD <br />Par <br />Book Value <br />Cost Value <br />Beg. Values End Values <br />as of 2/28/15 as of 3/31/15 <br />35,089,202 35,125,271 <br />41,491 50,560 <br />35,130,693 35,175,830 <br />13,278 15,532 <br />2,348 <br />35,041,281 35,059,896 <br />35,055,260 35,064,071 <br />35,101,225 35,110,047 <br />Issuer % Portfolio <br />Government of United States 33.4 <br />Federal Home Loan Mortgage Corp 17.4 <br />Federal Home Loan Bank 14.3 <br />Federal National Mortgage Assoc 8.3 <br />Federal Farm Credit Bank 7.4 <br />Exxon Mobil Corp 4.3 <br />General Electric Co 4.3 % <br />Toyota Motor Credit Corp 4.3 % <br />93.6 % <br />SECTOR ALLOCATION <br />MATURITY DISTRIBUTION <br />CREDIT QUALITY (S &P) <br />US <br />Corporate <br />(4.3 %) <br />Local <br />Gov <br />Investment <br />Pool <br />(0.7 %) <br />Commercial <br />Paper <br />(14.2 %) <br />Agency <br />(47.4 %) <br />US <br />Treasury <br />(33.4 %) <br />35% <br />30% <br />25% <br />20% <br />15% <br />10% <br />5% <br />21.8 % <br />30.2% 2955% <br />4.3 % <br />■ <br />14.3 <br />0 -.25 .25 -.5 .5 -1 1 -2 2 -3 3 -4 4 -5 5+ <br />Maturity (Yrs) <br />AA <br />(86.5 %) <br />AAA <br />(13.5 %) <br />PERFORMANCE REVIEW <br />Total Rate of Return <br />As of 3/31/2015 <br />Current <br />Month <br />Latest Year <br />3 Months To Date <br />1 Yr <br />Annualized <br />3 Yrs <br />Since <br />5 Yrs 10 Yrs 6/30/2014 6/30/2014 <br />City of Louisville <br />0.12 % <br />0.27 % 0.27 % <br />N/A <br />N/A <br />N/A N/A N/A <br />0.42 <br />BAML 1 -Yr US Treasury Bill Index <br />0.01 <br />0.09% 0.09% <br />N/A <br />N/A <br />N/A N/A N/A <br />0.18 <br />0 -3 yr Treasury ** <br />0.09 % <br />0.22 % 0.22 % <br />N/A <br />N/A <br />N/A N/A N/A <br />0.33 <br />* *1 Year T -Bills until 12/31/00; Then 60% 0 -1 Year Bills and 40% 1 -3 yr Treasuries <br />Chandler Asset Management - CONFIDENTIAL <br />Page 1 <br />Execution Time: 4/2/2015 12:11:55 PM <br />