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HomeMy WebLinkAboutAttachment Inv Report (Finance) (8)City of National City Account #10162 Holdings Report As of 9/30/12 Purchase Date Cost Value Mkt Price Market Value % of Port. Moody Maturity CUSIP Security Description Par Value/Units Book Yield Book Value Mkt YTM Accrued Int. Gain/Loss S&P Duration AGENCY 3135G0LC5 FNMA Callable Note Qtrly 11/29/12 0.7% Due 5/29/2015 470,000.00 Various 0.70 % 470,000.00 470,000.00 100.05 0.39 % 470,236.88 1,114.95 2.34 % Aaa 2.66 236.88 AA+ 0.84 31398AU34 FNMA Note 2.375% Due 7/28/2015 470,000.00 02/24/2012 0.65 % 497,406.17 497,406.17 105.55 496,099.10 2.48 % Aaa 2.82 0.40 % 1,953.44 (1,307.07) AA+ 2.74 3133EADW5 FFCB Note 0.55% Due 8/17/2015 425,000.00 04/19/2012 0.60 % 424,260.50 424,260.50 100.11 425,476.85 2.12 % Aaa 2.88 0.51 % 285.69 1,216.35 AA+ 2.85 3137EACM9 FHLMC Note 1.75% Due 9/10/2015 535, 000.00 02/24/2012 0.67 % 555,169.50 555,169.50 103.93 556,006.24 2.77 % Aaa 2.95 0.41 % 546.15 836.74 AA+ 2.88 31331J2S1 FFCB Note 1.5% Due 11/16/2015 375,000.00 02/27/2012 0.66 % 386,490.75 386,490.75 103.41 387,777.00 1.94 % Aaa 3.13 0.40 % 2,109.38 1,286.25 AA+ 3.05 3135G0BA0 FNMA Note 375,000.00 02/24/2012 2.375% Due 4/11/2016 0.86 % 397, 993.13 397, 993.13 106.60 399,743.63 2.01 % Aaa 3.53 0.49 % 4,205.73 1,750.50 AA+ 3.37 3137EACT4 FHLMC Note 375,000.00 03/20/2012 2.5% Due 5/27/2016 1.14 % 395,804.63 395,804.63 107.25 402,193.88 2.02 % Aaa 3.66 0.50 % 3,229.17 6,389.25 AA+ 3.49 31331V3Z7 FFCB Note 5.2% Due 9/15/2016 365,000.00 06/22/2012 0.88 % 430,134.25 430,134.25 117.42 428,587.38 2.14 % Aaa 3.96 0.73 % 843.56 (1,546.87) AA+ 3.64 313371PV2 FHLB Note 1.625% Due 12/9/2016 480,000.00 02/29/2012 0.97 % 494,668.80 494,668.80 103.96 499,030.56 2.49 % Aaa 4.19 0.66 % 2,426.67 4,361.76 AA+ 4.04 3135G0GY3 FNMA Note 400,000.00 09/17/2012 1.25% Due 1/30/2017 0.71 % 409,328.00 409,328.00 102.65 410,610.40 2.05 % Aaa 4.34 0.63 % 847.22 1,282.40 AA+ 4.21 3137EADCO FHLMC Note 535,000.00 08/20/2012 1% Due 3/8/2017 0.86 % 538,386.55 538,386.55 101.28 541,834.09 2.70 % Aaa 4.44 0.71 % 341.81 3,447.54 AA+ 4.34 Total Agency 15,045,000.00 15,668,292.00 0.47 % 15,668,292.00 15,549,133.75 77.85 % Aaa 1.81 0.33 % 100,281.26 (119,158.25) AA+ 1.71 MONEY MARKET FUND Fl 60934N807 Federated Govt Oblig Fund Inst. 36,745.76 Various 36,745.76 1.00 36,745.76 0.18 % Aaa 0.00 0.01 % 36,745.76 0.01 % 0.00 0.00 AAA 0.00 Total Money Market Fund Fl 36,745.76 0.01 % 36,745.76 36,745.76 0.18 % Aaa 0.00 36,745.76 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, 009.62 544,009.62 100.05 540,253.26 2.70 % Aaa 0.04 0.23 % 3,428.48 (3,756.36) AA+ 0.04 912828MB3 US Treasury Note 1.125% Due 12/15/2012 495,000.00 03/06/2012 0.18 % 498,617.48 498,617.48 100.20 496,005.35 2.48 % Aaa 0.21 0.15 % 1,643.24 (2,612.13) AA+ 0.21 912828HQ6 US Treasury Note 485,000.00 2.875% Due 1/31/2013 02/27/2012 0.19 % 497,012.95 497,012.95 100.91 489,395.07 2.45 % Aaa 0.34 0.16 % 2,349.22 (7,617.88) AA+ 0.33 912828HY9 US Treasury Note 3.125% Due 4/30/2013 480, 000.00 02/24/2012 0.22 % 496,351.61 496,351.61 101.72 488,250.24 2.46 % Aaa 0.58 0.18 % 6,277.17 (8,101.37) AA+ 0.58 Chandler Asset Management - CONFIDENTIAL Page 3 Execution Time: 10/18/2012 11:29:29 AM