Loading...
HomeMy WebLinkAboutAttachment Inv Report (Finance) (7)City of National City Account #10162 Holdings Report As of 9/30/12 CUSIP Purchase Date Cost Value Mkt Price Market Value % of Port. Moody Maturity Security Description Par Value/Units Book Yield Book Value Mkt YTM Accrued Int. Gain/Loss S&P Duration AGENCY 3133MTZL5 FHLB Note 4.5% Due 11/15/2012 570,000.00 02/28/2012 0.18 % 587,476.20 587,476.20 100.52 0.35 % 572,949.75 9,690.00 2.90 % Aaa 0.13 (14,526.45) AA+ 0.12 3137EACG2 FHLMC Note 1.375% Due 1/9/2013 590,000.00 02/27/2012 0.18 % 596,064.61 596,064.61 100.33 591,949.95 2.95 % Aaa 0.28 0.17 % 1,847.85 (4,114.66) AA+ 0.27 3133XW7L7 FHLB Note 1.5% Due 1/16/2013 590,000.00 02/29/2012 0.20 % 596,684.70 596,684.70 100.38 592,234.92 2.96 % Aaa 0.30 0.21 % 1,843.75 (4,449.78) AA+ 0.29 31331 KCP3 FFCB Note 0.9% Due 2/22/2013 490,000.00 02/24/2012 0.20 % 493,361.40 493,361.40 100.29 491,419.04 2.45 % Aaa 0.40 0.17 % 477.75 (1,942.36) AA+ 0.39 31331GPN3 FFCB Note 325,000.00 03/07/2012 2.6% Due 3/4/2013 0.22 % 332,635.88 332,635.88 101.03 328,363.10 1.64 % Aaa 0.42 0.18 % 633.75 (4,272.78) AA+ 0.43 31398AMW9 FNMA Note 575,000.00 3.25% Due 4/9/2013 02/27/2012 0.22 % 594,371.18 594,371.18 101.63 584,392.05 2.95 % Aaa 0.52 0.14 % 8,928.47 (9,979.13) AA+ 0.52 31398AJ94 FNMA Note 1.75% Due 5/7/2013 580,000.00 02/24/2012 0.24 % 590,420.86 590,420.86 100.89 585,177.08 2.93 % Aaa 0.60 0.27 % 4,060.00 (5,243.78) AA+ 0.60 31331KU40 FFCB Note 490,000.00 02/24/2012 0.29% Due 5/16/2013 0.26 % 490,164.15 490,164.15 100.05 490,244.51 2.44 % Aaa 0.62 0.21 % 532.88 80.36 AA+ 0.63 3133XXYX9 FHLB Note 585,000.00 02/27/2012 1.875% Due 6/21/2013 0.27 % 597,343.50 597,343.50 101.22 592,110.09 2.96 % Aaa 0.72 0.20 % 3,046.88 (5,233.41) AA+ 0.72 31398AX31 FNMA Note 1.25% Due 8/20/2013 490,000.00 03/07/2012 0.28 % 496,872.25 496,872.25 100.89 494,377.66 2.46 % Aaa 0.89 0.24 % 697.57 (2,494.59) AA+ 0.88 3133X1BV8 FHLB Note 415,000.00 03/07/2012 4.5% Due 9/16/2013 0.30 % 441,480.32 441,480.32 104.11 432,051.52 2.15 % Aaa 0.96 0.22 % 778.13 (9,428.80) AA+ 0.95 3133XSAE8 FHLB Note 560,000.00 02/21/2012 3.625% Due 10/18/2013 0.34 % 590, 312.81 590, 312.81 103.54 579,848.08 2.93 % Aaa 1.05 0.24 % 9,191.39 (10,464.73) AA+ 1.02 3134A4UK8 FHLMC Note 460,000.00 02/24/2012 4.875% Due 11/15/2013 0.34 % 495, 671.16 495, 671.16 105.28 484,291.22 2.45 % Aaa 1.13 0.17 % 8,471.67 (11,379.94) AA+ 1.09 31331RP90 FFCB Note 545,000.00 02/28/2012 5.45% Due 12/11/2013 0.42 % 593,701.20 593,701.20 106.21 578,843.41 2.92 % Aaa 1.20 0.25 % 9,075.76 (14,857.79) AA+ 1.16 31398AVZ2 FNMA Note 2.75% Due 3/13/2014 470,000.00 02/24/2012 0.38 % 492,683.61 492,683.61 103.61 486,958.07 2.43 % Aaa 1.45 0.26 % 646.25 (5,725.54) AA+ 1.43 3137EACB3 FHLMC Note 475,000.00 02/21/2012 2.5% Due 4/23/2014 0.42 % 496,260.53 496,260.53 103.52 491,732.35 2.47 % Aaa 1.56 0.24 % 5,211.81 (4,528.18) AA+ 1.53 3133X7FK5 FHLB Note 5.25% Due 6/18/2014 530,000.00 02/21/2012 0.40 % 589,291.10 589,291.10 108.59 575,547.14 2.90 % Aaa 1.72 0.23 % 7,961.04 (13,743.96) AA+ 1.64 3137EACD9 FHLMC Note 470,000.00 02/24/2012 3% Due 7/28/2014 0.45 % 498,859.88 498,859.88 104.82 492,641.31 2.46 % Aaa 1.82 0.35 % 2,467.50 (6,218.57) AA+ 1.78 31398AZV7 FNMA Note 470,000.00 02/21/2012 2.625% Due 11/20/2014 0.54 % 496,614.22 496,614.22 104.99 493,454.41 2.48 % Aaa 2.14 0.28 % 4,489.48 (3,159.81) AA+ 2.07 3137EACHO FHLMC Note 560,000.00 02/24/2012 2.875% Due 2/9/2015 0.53 % 598,380.16 598,380.16 105.88 592,952.08 2.96 % Aaa 2.36 0.37 % 2,325.56 (5,428.08) AA+ 2.29 Chandler Asset Management - CONFIDENTIAL Page 2 Execution Time: 10118/2012 11:29:29 AM