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NINON
<br />XM.4k ES
<br />Davidson
<br />Fixed lawn Management
<br />REGIs1EED IHV= STNEt4 A.,VSER
<br />City of Louisville
<br />GASB 31
<br />GROSS OF FEES
<br />From 02 -28 -14 to 03 -31 -14
<br />Yield on time weighted return value
<br />Beginning Time Weighted Ending
<br />Invested Investment Invested Maturity Current Total
<br />CUSIP Description Value Value Value Date Rate Return
<br />CSAFE CSAFE 215,811.95 465,010.00 2,731,542.32 0.100 0.00
<br />31331KKQ2 FFCB 1.150 %Due 05 -12 -14 1,005,263.11 1,005,263.11 1,005,599.28 05 -12 -14 1.150 0.03
<br />3133EAQP6 FFCB 0.320 %Due 05-16-14 1,001,352.67 1,001,352.67 1,001,502.00 05-16-14 0.320 0.01
<br />3133ECFV1 FFCB 0.430 %Due 01 -29 -16 1,001,611.39 1,001,611.39 1,002,303.56 01 -29 -16 0.430 0.07
<br />3133ECKZ6 FFCB (Callable - Cont.) 0.430 %Due 04.11.16 1,600,891.82 1,600,891.82 1,599,644.09 04 -11 -16 0.430 -0.08
<br />313371NW2 FHLB 1.375 %Due 12-11-15 1,021,631.97 1,021,631.97 1,019,730.39 12-11-15 1.375 -0.19
<br />313373SZ6 FHLB 2.125% Due 06-10-16 1,041,173.17 1,041,173.17 1,039,815.08 06 -10 -16 2.125 -0.13
<br />313379ER6 FHLB 0.500 %Due 06-12-15 1,506,497.33 1,506,497.33 1,506,524.83 06-12-15 0.500 0.00
<br />313379SK6 FHLB 0.400 %Due 07 -02 -14 1,001,613.22 1,001,613.22 1,001,809.89 07 -02 -14 0.400 0.02
<br />313382B77 FHLB 0.420 %Due 02-12-16 1,501,411.00 1,501,411.00 1,497,415.00 02-12-16 0.420 -0.27
<br />313379UC1 FHLB ( Callable -NC2yr 1X) 0.550% Due 06 -26 -15 1,503,333.33 1,503,333.33 1,503,563.08 06 -26 -15 0.550 0.02
<br />3134G2UA8 FHLMC 1.000% Due 08 -20 -14 1,506,334.83 1,506334.83 1,506,131.83 08 -20 -14 1.000 -0.01
<br />3134G3W55 FHLMC 0.450 %Due 11-24-15 1,103,425.40 1,103,425.40 1,102,798.95 11-24-15 0.450 -0.06
<br />3134G3ZA1 FHLMC 0.500% Due 08 -28 -15 1,504,693.50 1,504,693.50 1,504,175.00 08 -28 -15 0.500 -0.03
<br />3137EACV9 FHLMC 1.000% Due 08 -27 -14 1,506,788.67 1,506,788.67 1,505,877.67 08 -27 -14 1.000 -0.06
<br />3137EADA4 FHLMC 0.625% Due 12-29-14 1,004,844.31 1,004,844.31 1,004,093.22 12-29-14 0.625 -0.07
<br />3137EADD8 FHLMC 0.500% Due 04 -17 -15 1,005,140.44 1,005,140.44 1,005,479.78 04 -17 -15 0.500 0.03
<br />3134G3SD3 FHLMC (Callable - NC2yr 1X) 0.750% Due 09-28-15 1,505,337.00 1,359,631.35 0.00 03 -28 -14 0.750 0.02
<br />3135G0FY4 FNMA 0.750% Due 12 -19 -14 1,006,146.50 1,006,146.50 1,006,581.00 12 -19 -14 0.750 0.04
<br />3135GOHG1 FNMA 0.375% Due 03-16-15 1,505,409.75 1,503,958.14 1,503,250.87 03 -16 -15 0.375 0.04
<br />3135GOKM4 FNMA 0.500% Due 05 -27 -15 1,406,372.64 1,406,372.64 1,407,30131 05-27-15 0.500 0.07
<br />3135GOSBO FNMA 0.375% Due 12-21-15 1,502,639.87 1,502,639.87 1,502,437.00 12 -21 -15 0.375 -0.01
<br />3136FPWZ6 FNMA 1.300% Due 11 -17 -14 1,011,781.22 1,011,781.22 1,012,280.89 11 -17 -14 1.300 0.05
<br />31398A3G5 FNMA 1.500 %Due 09 -08 -14 1,014,226.33 1,008,419.88 1,007,137.33 09-08-14 1.500 0.04
<br />3135GORY1 FNMA (Callable - NC2yr 1X) 0.480 %Due 11 -25 -15 1,002,898.00 1,002,898.00 1,002,763.00 11 -25 -15 0.480 -0.01
<br />36959JDR1 GENERAL ELEC CAP CORP 0.000% Due 04-25-14 998,21333 998,213.33 998,213.33 04 -25 -14 0.000 0.00
<br />89233HCU6 TOYOTA MOTOR CREDIT CORP 0.000% Due 03 -28 -14 998,333.33 901,559.14 0.00 03 -28 -14 0.000 0.17
<br />912828SC5 U.S. TREASURY NOTE 0.875% Due 01-31-17 1,509,686.69 1,509,686.69 1,504,014.16 01-31-17 0.875 -038
<br />912828UC2 U.S. TREASURY NOTE 0.250% Due 12 -15 -15 1,000,085.11 1,000,085.11 999,673.02 12 -15 -15 0.250 -0.04
<br />912828VY3 U.S. TREASURY NOTE 0.250% Due 09 -30 -15 1,001,506.09 1,001,465.77 1,000,391.00 09 -30 -15 0.250 0.01
<br />912828WA4 U.S. TREASURY NOTE 0.625% Due 10 -15 -16 1,506,315.25 1,506,315.25 1,501,839.67 10-15-16 0.625 -0.30
<br />912828WB2 U.S. TREASURY NOTE 0.250 %Due 10 -31 -15 1,000,906.73 1,000,906.73 1,000,808.82 10 -31 -15 0.250 -0.01
<br />912828RZ5 US TREASURY NOTE 0.250% Due 01 -15 -15 1,001,319.87 1,001 ,319.87 1,001,611.96 01 -15 -15 0.250 0.03
<br />TOTAL 39,002,995.84 39,002,415.66 38,986,309.33 -0.04.
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<br />16
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