HomeMy WebLinkAboutAttachment Inv Report (Finance) (6)City of National City
Account #10162
Portfolio Summary
As of 9/30/2012
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
1.59
2.34 %
0.43 %
0.31 %
AA+/Aaa
1.68 yrs
1.62 yrs
Market Value
Accrued Interest
Total Market Value
Income Earned
Cont/WD
Par
Book Value
Cost Value
Beg. Values End Values
as of 8/31/12 as of 9/30/12
19,961,440 19, 978,976
132,420 122,806
20,093,860 20,101,783
40,009 38,139
-1,004
19, 359, 326 19, 396, 746
20,089,249 20,127,520
20,089,249 20,127,520
Issuer % Portfolio
Federal National Mortgage Assoc 22.1
Government of United States 22.0
Federal Home Loan Mortgage Corp 20.8 %
Federal Home Loan Bank 19.3 %
Federal Farm Credit Bank 15.6 %
Federated Govt Obligation Money 0.2 %
100.0
SECTOR ALLOCATION
MATURITY DISTRIBUTION
CREDIT QUALITY (S&P)
Agency
(77.9 %)
Money
Market
Fund
FI
(0.2 %)
US
Treasury
(22.0 %)
30%
25%
20%
15%
10%
5%
12.4 °%
8.3 %
1
18.4 %
26.0%
17.4 %
10.3 %
7.2%
0-.25 .25-.5 .5-1 1-2 2-3 3-4 4-5 5+
Maturity (Yrs)
AA
(99.8 %)
AM
(0.2 %)
PERFORMANCE REVIEW
Total Rate of Return
As of 9/30/2012
Current
Month
Latest Year
3 Months To Date
1 Yr
Annualized
3 Yrs
Since
5 Yrs 10 Yrs 2/29/2012 2/29/2012
City of National City
0.04 % 0.33 %
N/A
N/A
N/A
N/A N/A N/A
0.52 %
1-3 Yr TreasuryAgency
0.01 % 0.25 %
N/A
N/A
N/A
N/A N/A N/A
0.40
Chandler Asset Management - CONFIDENTIAL
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Execution Time: 10118/2012 11:29:29 AM