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HomeMy WebLinkAboutCity Investment Attachment (Finance) (10)City of National City Account #10162 Holdings Report As of 6/30/12 USIP Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. % of Port. Gain/Loss Moody Maturity S&P Duration US TREASURY 912828PU8 US Treasury Note 0.5% Due 11/15/2013 490,000.00 02/21/2012 0.30 % 491,705.16 491,705.16 100.29 0.29 % 491,397.48 312.91 2.45 % (307.68) Aaa 1.38 AA+ 1.37 912828PZ7 US Treasury Note 1.25% Due 3/15/2014 500,000.00 02/21/2012 0.32 % 509,493.86 509,493.86 101.57 0.33 507,871.00 1,834.24 2.54 % (1,622.86) Aaa AA+ 1.71 1.69 912828LK4 US Treasury Note 2.375% Due 8/31/2014 470,000.00 02/24/2012 0.39 % 493,244.54 493,244.54 104.36 0.36 % 490,489.18 3,730.94 2.47 % (2,755.36) Aaa AA+ 2.17 2.11 912828MZ0 US Treasury Note 2.5% Due 4/30/2015 420,000.00 02/24/2012 0.49 % 446,612.34 446,612.34 105.85 0.42 % 444,576.72 1,769.02 2.23 % (2,035.62) Aaa AA+ 2.83 2.74 912828PE4 US Treasury Note 1.25% Due 10/31/2015 435,000.00 02/24/2012 0.59 % 445,434.66 445,434.66 102.49 0.50 % 445,841.07 916.10 2.23 % 406.41 Aaa AA+ 3.34 3.26 Total US Treasury 4,315,000.00 0.31 % 4,422,482.22 4,422,482.22 0.30 % 4,403,234.61 18,718.57 22.07 % (19,247.61) Aaa AA+ 1.46 1.43 TOTAL PORTFOLIO 19,305,649.66 20,043,918.80 0.40 % 20,043,918.80 0.40 % 19,928,594.87 110,789.96 100.00 % (115,323.93) Aaa AA+ 1.72 1.64 TOTAL MARKET VALUE PLUS ACCRUED 20,039,384.83 Chandler Asset Management - CONFIDENTIAL Page 4 Execution Time: 7/3/2012 11:27:29 AM