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HomeMy WebLinkAboutAttachment Inv Report (Finance) (9)inI City of National City Account #10162 Holdings Report As of 9/30/12 CUSIP Security Description Par Value/Units Purchase Date Cost Value Mkt Price Market Value % of Port. Moody Maturity Book Yield Book Value Mkt YTM Accrued Int. Gain/Loss 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, 705.16 100.33 0.21 % 491, 607.69 925.41 2.45 % Aaa 1.13 (97.47) AA+ 1.12 912828PZ7 US Treasury Note 1.25% Due 3/15/2014 500,000.00 02/21/2012 0.32 % 509,493.86 509,493.86 101.48 507,422.00 2.53 % Aaa 1.45 0.23 % 276.24 (2,071.86) AA+ 1.45 912828LK4 US Treasury Note 2.375% Due 8/31/2014 470,000.00 02/24/2012 0.39 % 493,244.54 493,244.54 104.06 489,075.42 2.44 % Aaa 1.92 0.25 % 955.90 (4,169.12) AA+ 1.88 912828MZ0 US Treasury Note 2.5% Due 4/30/2015 420,000.00 02/24/2012 0.49 % 446,612.34 446,612.34 105.69 443,887.50 2.23 % Aaa 2.58 0.29 % 4,394.02 (2,724.84) AA+ 2.49 912828PE4 US Treasury Note 1.25% Due 10/31/2015 435,000.00 02/24/2012 0.59 % 445,434.66 445,434.66 102.80 447,200.45 2.24 % Aaa 3.08 0.34 % 2,275.48 1,765.79 AA+ 3.02 Total US Treasury 4,315,000.00 0.31 % 4,422,482.22 4,422,482.22 4,393,096.98 21.97 % Aaa 1.21 0.22 % 22,525.16 (29,385.24) AA+ 1.19 TOTAL PORTFOLIO 19,396,745.76 0.43 % 20,127,519.98 20,127,519.98 19,978,976.49 100.00 % Aaa 1.68 0.31 % 122,806.42 (148,543.49) AA+ 1.59 TOTAL MARKET VALUE PLUS ACCRUED 20,101,782.91 Chandler Asset Management - CONFIDENTIAL Page 4 Execution Time: 10/18/2012 11:29:29 AM