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City of National City
Account#10162
Portfolio Summary
As of 6/30/2012
PORTFOLIO CHARACTERISTICS
ACCOUNT SUMMARY
TOP ISSUERS
Average Duration
Average Coupon
Average Purchase YTM
Average Market YTM
Average S&P/Moody Rating
Average Final Maturity
Average Life
1.64
2.52
0.40 %
0.40 %
AA+/Aaa
1.72 yrs
1.72 yrs
Market Value
Accrued Interest
Total Market Value
Income Earned
Cont/WD
Par
Book Value
Cost Value
Beg. Values End Values
as of 5/31/12 as of 6/30/12
19, 925,257 19, 928,595
110,552 110,790
20,035,809 20,039,385
40,341 39,604
-1,002
19,332,421 19,305,650
20,007,523 20,043,919
20,007,523 20,043,919
Issuer % Portfolio
Federal National Mortgage Assoc 22.1
Government of United States 22.1 %
Federal Home Loan Mortgage Corp 20.7 %
Federal Home Loan Bank 19.4
Federal Farm Credit Bank 15.7 %
Federated Govt Obligation Money 0.1 %
100.0 %
SECTOR ALLOCATION
MATURITY DISTRIBUTION
CREDIT QUALITY (S&P)
Agency
(77.9 %)
Money
Market
Fund
FI
(0.1 %)
US
Treasury
(22.1 %)
30%
25%
20%
15%
10%
8.1
26.3 % 25.8 %
15.0% 15.6%
4.6
0-.25 .25-.5 .5-1 1-2 2-3 3-4 4-5 5+
Maturity (Yrs)
AA
(99.9 %)
0
AAA
(0.1 %)
PERFORMANCE REVIEW
Total Rate of Return
As of 6/30/2012
Current
Month
Latest Year
3 Months To Date
1 Yr
Annualized
3 Yrs
5 Yrs
10 Yrs
Since
2/29/2012 2/29/2012
City of National City
0.02 % 0.23
N/A
N/A
N/A
N/A N/A N/A
0.19
1-3 Yr TreasuryAgency
-0.04 % 0.19
N/A
N/A
N/A
N/A N/A N/A
0.15 %
Chandler Asset Management - CONFIDENTIAL
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Execution Time: 7/3/2012 11:27:29 AM