|
City of Louisville
<br />Portfolio Management
<br />Page 2
<br />Portfolio Details - Investments
<br />February 29, 2012
<br />YTM/CDays to
<br />StatedMaturity
<br />Purchase
<br />CUSIPInvestment #Issuer
<br />S&P365Maturity
<br />Par ValueMarket ValueBook ValueRateDate
<br />Date
<br />Managed Pool Accounts
<br />SYSLS0002LS0002CSAFE5,073,413.625,073,413.625,073,413.620.200AAAM0.2001
<br />Subtotal and Average5,073,413.625,073,413.625,073,413.620.2001
<br />Commercial Paper Disc. -Amortizing
<br />36959HC70LSVL0275GEN ELEC CAP CRP09/09/20111,000,000.00999,950.00999,950.000.300A-1+0.305603/07/2012
<br />Subtotal and Average1,000,000.00999,950.00999,950.000.3056
<br />Federal Agency Coupon Securities
<br />3133XJUT3LS0075FHLB01/15/20081,000,000.001,001,084.001,000,320.275.000AA+3.440803/09/2012
<br />31331GNQ8LS0080FFCB02/25/20091,000,000.001,003,089.001,000,139.602.250AA+2.1525404/24/2012
<br />31398AP71LS0155FNMA04/19/20101,500,000.001,505,223.001,500,023.391.250AA+1.24511306/22/2012
<br />3134G1VG6LS0225FHLMC03/31/20111,000,000.001,002,883.00999,656.180.625AA+0.67724310/30/2012
<br />31331YGE4LS0085FFCB01/15/20081,000,000.001,030,814.001,004,760.044.250AA+3.56027812/04/2012
<br />31398AE24LS0205FNMA01/21/20111,000,000.001,014,421.001,009,193.301.750AA+0.79735802/22/2013
<br />31359MSL8LS0115FNMA01/22/20091,000,000.001,055,328.001,025,214.614.375AA+2.43250307/17/2013
<br />3134G2SQ6LSVL0255FHLMC (StrNt - Callable 1x)07/26/20111,300,000.001,299,850.501,300,000.000.400AA+0.40014707/26/2013
<br />31398AX31LS0220FNMA02/24/20111,000,000.001,013,111.001,002,420.651.250AA+1.08353708/20/2013
<br />31398A3A8LS0190FNMA09/03/20101,500,000.001,513,443.001,499,811.811.050AA+1.05855109/03/2013
<br />313373ME9LSVL0235FHLB (Callable - NC1yr 1X)04/25/20111,000,000.001,001,195.001,000,000.001.000AA+1.00060310/25/2013
<br />313378H87LSVL0300FHLB (Callable - NC1yr 1X)02/29/20121,500,000.001,499,556.001,499,850.420.400AA+0.40572902/28/2014
<br />31331KKQ2LSVL0240FFCB05/12/20111,000,000.001,012,212.001,000,000.001.150AA+1.15080205/12/2014
<br />3136FRPJ6LSVL0265FNMA (StrNt - Callable 1x)08/04/20111,000,000.001,001,096.001,000,000.000.628AA+0.3529706/06/2014
<br />3137EACV9LSVL0280FHLMC02/28/20121,500,000.001,524,210.001,520,571.121.000AA+0.44590908/27/2014
<br />3136FPWZ6LSVL0260FNMA07/14/20111,000,000.001,018,510.001,006,750.061.300AA+1.04699111/17/2014
<br />3135G0FY4LSVL0285FNMA02/27/20121,000,000.001,007,360.001,006,165.530.750AA+0.5281,02312/19/2014
<br />3134G3PD6LSVL0290FHLMC (Callable- NC2yr1X)02/28/20121,500,000.001,497,678.001,497,008.340.550AA+0.6171,09302/27/2015
<br />Subtotal and Average20,800,000.0021,001,063.5020,871,885.321.174519
<br />Treasury Coupon Securities
<br />912828RK8LSVL0295US T-NOTE02/29/20121,000,000.00997,656.00997,972.260.125AA+0.25457809/30/2013
<br />Subtotal and Average1,000,000.00997,656.00997,972.260.254578
<br />Portfolio LSVL
<br />Data Updated: FUNDSNAP: 03/12/2012 13:02
<br />AP
<br />Run Date: 03/12/2012 - 13:02
<br />PM (PRF_PM2) SymRept 6.42
<br />11
<br />
|