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HomeMy WebLinkAboutCity Investment Attachment (Finance) (9)CA% City of National City Account #10162 Holdings Report As of 6/30/12 CUSIP AGENCY Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value % of Port. Moody Maturity Accrued Int. Gain/Loss S&P Duration 31398AZV7 FNMA Note 2.625% Due 11/20/2014 470,000.00 02/21/2012 0.54 % 496,614.22 496,614.22 3137EACHO FHLMC Note 2.875% Due 2/9/2015 3135G0LC5 FNMA Callable Note Qtrly 11/29/12 0.7% Due 5/29/2015 31398AU34 FNMA Note 2.375% Due 7/28/2015 3133EADW5 FFCB Note 0.55% Due 8/17/2015 560,000.00 02/24/2012 0.53 % 598,380.16 598, 380.16 470,000.00 Various 470,000.00 0.70 % 470,000.00 470, 000.00 425, 000.00 02/24/2012 0.65 % 04/19/2012 0.60 % 497,406.17 497,406.17 424,260.50 424,260.50 105.27 494,746.44 2.48 % Aaa 2.39 0.41 % 1,405.10 (1,867.78) AA+ 2.32 106.16 594,523.44 3.00 % Aaa 2.61 0.49 % 6,350.56 (3,856.72) AA+ 2.50 99.99 469,963.34 2.35 % Aaa 2.91 0.70 % 292.45 (36.66) AA+ 1.74 105.52 495,944.94 2.50 % Aaa 3.08 0.56 % 4,744.06 (1,461.23) AA+ 2.95 100.20 425,836.83 2.13 % Aaa 3.13 0.49 % 870.07 1,576.33 AA+ 3.09 3137EACM9 FHLMC Note 1.75% Due 9/10/2015 535,000.00 02/24/2012 0.67 % 555,169.50 555,169.50 103.74 554,995.63 2.78 % Aaa 3.20 0.57 % 2,886.77 (173.87) AA+ 3.10 31331J2S1 FFCB Note 1.5% Due 11/16/2015 375, 000.00 02/27/2012 0.66 % 386,490.75 386,490.75 103.01 386,297.25 1.93 % Aaa 3.38 0.60 % 703.13 (193.50) AA+ 3.29 3135G0BA0 FNMA Note 2.375% Due 4/11/2016 375, 000.00 02/24/2012 0.86 % 397,993.13 397,993.13 106.22 398,323.88 2.00 % Aaa 3.78 0.70 % 1,979.17 330.75 AA+ 3.61 3137EACT4 FHLMC Note 2.5% Due 5/27/2016 375,000.00 03/20/2012 1.14 % 395,804.63 395,804.63 106.69 400,068.75 2.00 % Aaa 3.91 0.76 % 885.42 4,264.12 AA+ 3.73 31331V3Z7 FFCB Note 5.2% Due 9/15/2016 313371PV2 FHLB Note 1.625% Due 12/9/2016 365,000.00 480,000.00 06/22/2012 0.88 cYci 02/29/2012 0.97 % 430,134.25 430,134.25 494,668.80 494,668.80 Total Agency 14,980,000.00 0.43 % 15,610,786.92 15,610,786.92 117.44 428,666.59 2.17 % Aaa 4.21 0.96 % 5,588.56 (1,467.66) AA+ 3.80 102.83 493,562.40 2.47 % Aaa 4.45 0.97 % 476.67 (1,106.40) AA+ 4.28 15,514,710.60 77.88 % Aaa 1.80 0.42 % 92,071.39 (96,076.32) AA+ 1.70 MONEY MARKET FUND Fl 60934N807 Federated Govt Oblig Fund Inst. Total Money Market Fund Fl 10,649.66 Various 10,649.66 1.00 10,649.66 0.05 % Aaa 0.00 0.01 % 10,649.66 0.01 % 0.00 0.00 AAA 0.00 10,649.66 10,649.66 0.05 % Aaa 0.00 10,649.66 0.01 % 10,649.66 0.01 % 0.00 0.00 AAA 0.00 US TREASURY 912828LR9 US Treasury Note 1.375% Due 10/15/2012 540,000.00 03/06/2012 0.15 % 544,009.62 544,009.62 912828MB3 US Treasury Note 1.125% Due 12/15/2012 912828HQ6 US Treasury Note 2.875% Due 1/31/2013 912828HY9 US Treasury Note 3.125% Due 4/30/2013 495,000.00 485,000.00 480,000.00 03/06/2012 0.18 % 02/27/2012 0.19 % 02/24/2012 0.22 % 498,617.48 498,617.48 497,012.95 497,012.95 496,351.61 496,351.61 100.35 541,898.64 2.71 % Aaa 0.29 0.17 % 1,562.09 (2,110.98) AA+ 0.29 100.43 497,107.71 2.48 % Aaa 0.46 0.20 % 243.44 (1,509.77) AA+ 0.46 101.56 492,559.21 2.49 % Aaa 0.59 0.21 % 5,822.66 (4,453.74) AA+ 0.58 102.39 491,493.60 2.47 % Aaa 0.83 0.25 % 2,527.17 (4,858.01) AA+ 0.83 Chandler Asset Management - CONFIDENTIAL Page 3 Execution Time: 7/3/2012 11:27:29 AM