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HomeMy WebLinkAboutCity Investment Attachment (Finance) (8)City of National City Account #10162 Holdings Report As of 6/30/12 CUSIP Security Description Purchase Date Par Value/Units Book Yield Cost Value Mkt Price Market Value % of Port. Moody Maturity Book Value Mkt YTM Accrued Int. Gain/Loss S&P Duration AGENCY 3137EAAV1 FHLMC Note 5.5% Due 8/20/2012 485,000.00 03/06/2012 0.15 % 496,732.15 496,732.15 100.71 0.36 % 488,457.08 9,706.74 2.49 % Aaa 0.14 (8,275.07) AA+ 0.14 31359MPF4 FNMA Note 4.375% Due 9/15/2012 385,000.00 03/06/2012 393,477.32 0.16 % 393,477.32 100.86 388,295.99 1.96 % Aaa 0.21 0.26 % 4,959.55 (5,181.33) AA+ 0.21 3133MTZL5 FHLB Note 4.5% Due 11/15/2012 570,000.00 02/28/2012 0.18% 587,476.20 587,476.20 101.58 578,981.49 2.91 % Aaa 0.38 0.29 % 3,277.50 (8,494.71) AA+ 0.37 3137EACG2 FHLMC Note 1.375% Due 1/9/2013 590, 000.00 02/27/2012 0.18% 596,064.61 596,064.61 100.59 593,508.73 2.98 % Aaa 0.53 0.24 % 3,875.97 (2,555.88) AA+ 0.52 3133XW7L7 FHLB Note 590,000.00 02/29/2012 1.5% Due 1/16/2013 0.20 % 596,684.70 596,684.70 100.67 593,936.48 2.98 % Aaa 0.55 0.27 % 4,056.25 (2,748.22) AA+ 0.54 31331KCP3 FFCB Note 490,000.00 02/24/2012 0.9% Due 2/22/2013 0.20 % 493, 361.40 493, 361.40 100.40 491,943.34 2.46 % Aaa 0.65 0.28 % 1,580.25 (1,418.06) AA+ 0.64 31331GPN3 FFCB Note 325,000.00 03/07/2012 2.6% Due 3/4/2013 0.22 % 332,635.88 332,635.88 101.56 330,056.35 1.66 % Aaa 0.68 0.30 % 2,746.25 (2,579.53) AA+ 0.67 31398AMW9 FNMA Note 575,000.00 3.25% Due 4/9/2013 02/27/2012 0.22 % 594,371.18 594,371.18 102.35 588,521.13 2.96 % Aaa 0.78 0.21 % 4,256.60 (5,850.05) AA+ 0.77 31398AJ94 FNMA Note 1.75% Due 5/7/2013 580,000.00 02/24/2012 0.24 % 590,420.86 590,420.86 101.22 587,060.34 2.94 % Aaa 0.85 0.32 % 1,522.50 (3,360.52) AA+ 0.85 31331KU40 FFCB Note 0.29% Due 5/16/2013 490,000.00 02/24/2012 0.26 % 490,164.15 490,164.15 99.99 489,933.85 2.45 % Aaa 0.88 0.31 % 177.63 (230.30) AA+ 0.88 3133XXYX9 FHLB Note 585,000.00 02/27/2012 1.875% Due 6/21/2013 0.27 597,343.50 597,343.50 101.57 594,157.01 2.97 % Aaa 0.98 0.27 % 304.69 (3,186.49) AA+ 0.97 31398AX31 FNMA Note 490,000.00 03/07/2012 496,872.25 1.25% Due 8/20/2013 0.28 % 496,872.25 101.05 495,167.54 2.48 % Aaa 1.14 0.32 % 2,228.82 (1,704.71) AA+ 1.13 3133X1BV8 FHLB Note 415,000.00 03/07/2012 4.5% Due 9/16/2013 0.30 % 441,480.32 441,480.32 105.05 435,956.67 2.20 % Aaa 1.21 0.32 % 5,446.88 (5,523.65) AA+ 1.18 3133XSAE8 FHLB Note 560,000.00 02/21/2012 3.625% Due 10/18/2013 0.34 % 590,312.81 590,312.81 104.25 583,794.40 2.93 % Aaa 1.30 0.35 % 4,116.39 (6,518.41) AA+ 1.27 3134A4UK8 FHLMC Note 4.875% Due 11/15/2013 460,000.00 02/24/2012 0.34 % 495, 671.16 495,671.16 106.31 489,028.76 2.45 % Aaa 1.38 0.27 % 2,865.42 (6,642.40) AA+ 1.34 31331RP90 FFCB Note 545,000.00 02/28/2012 5.45% Due 12/11/2013 0.42 % 593,701.20 593,701.20 107.36 585,106.55 2.93 % Aaa 1.45 0.35 % 1,650.14 (8,594.65) AA+ 1.41 31398AVZ2 FNMA Note 2.75% Due 3/13/2014 470,000.00 02/24/2012 492,683.61 0.38 % 492,683.61 104.06 489,067.43 2.46 % Aaa 1.70 0.36 % 3,877.50 (3,616.18) AA+ 1.66 3137EACB3 FHLMC Note 475,000.00 02/21/2012 2.5% Due 4/23/2014 0.42 % 496,260.53 496,260.53 103.89 493,498.87 2.47 % Aaa 1.81 0.34 % 2,243.06 (2,761.66) AA+ 1.77 3133X7FK5 FHLB Note 530,000.00 02/21/2012 5.25% Due 6/18/2014 0.40 % 589,291.10 589,291.10 109.56 580,642.56 2.90 % Aaa 1.97 0.37 % 1,004.79 (8,648.54) AA+ 1.89 3137EACD9 FHLMC Note 470,000.00 02/24/2012 3% Due 7/28/2014 0.45 % 498,859.88 498,859.88 105.25 494,666.54 2.50 % Aaa 2.08 0.46 % 5,992.50 (4,193.34) AA+ 2.00 Chandler Asset Management - CONFIDENTIAL Page 2 Execution Time: 713/2012 11:27:29 AM