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Davidson Fixed Income Mgmt
<br />City of Louisville
<br />Interest Earnings
<br />Sorted by Fund - Fund
<br />February 1, 2012 - February 29, 2012
<br />Yield on Average Book Value
<br />Adjusted Interest Earnings
<br />EndingBeginningAverageMaturityCurrentAnnualizedInterest
<br />Amortization/Adjusted Interest
<br />CUSIPInvestment #FundIssuerPar ValueBook ValueBook ValueDateRateYieldEarnedAccretionEarnings
<br />Fund: City of Louisville
<br />31398A3A8LS0190100FNMA1,500,000.001,499,801.391,499,806.6109/03/20131.0501.1101,312.5010.421,322.92
<br />31359MSL8LS0115100FNMA1,000,000.001,026,739.691,025,975.4007/17/20134.3752.6023,645.83-1,525.082,120.75
<br />31398AX31LS0220100FNMA1,000,000.001,002,557.921,002,489.1308/20/20131.2501.1351,041.66-137.27904.39
<br />31398AP71LS0155100FNMA1,500,000.001,500,029.711,500,026.5406/22/20121.2501.3061,562.50-6.321,556.18
<br />3135G0FY4LSVL0285100FNMA1,000,000.000.00104,087.1412/19/20140.7500.71283.33-24.4758.86
<br />31398AE24LS0205100FNMA1,000,000.001,009,979.051,009,585.2802/22/20131.7500.8381,458.33-785.75672.58
<br />3136FPWZ6LSVL0260100FNMA1,000,000.001,006,957.541,006,853.5611/17/20141.3001.0951,083.34-207.48875.86
<br />3134G1VG6LS0225100FHLMC1,000,000.00999,613.02999,634.6510/30/20120.6250.710520.8343.16563.99
<br />3137EACV9LSVL0280100FHLMC1,500,000.000.00104,868.5608/27/20141.0000.674125.00-68.8856.12
<br />31331KKQ2LSVL0240100FFCB1,000,000.001,000,000.001,000,000.0005/12/20141.1501.206958.330.00958.33
<br />31331YGE4LS0085100FFCB1,000,000.001,005,283.121,005,020.9812/04/20124.2503.7803,541.66-523.083,018.58
<br />31331GNQ8LS0080100FFCB1,000,000.001,000,218.611,000,179.0104/24/20122.2502.2601,875.00-79.011,795.99
<br />3133XJUT3LS0075100FHLB1,000,000.001,001,521.271,000,919.3903/09/20125.0003.7294,166.67-1,201.002,965.67
<br />912828RK8LSVL0295100USTR1,000,000.000.0034,412.8409/30/20130.1250.2533.413.516.92
<br />SYSLS0002LS0002100CSAFE5,073,413.629,571,381.1610,702,787.750.2000.1641,395.450.001,395.45
<br />36959HC70LSVL0275100GECC1,000,000.00999,708.33999,833.3303/07/20120.3000.3040.00241.67241.67
<br />3134G12L7LS0215100FHLMC11,000,000.00999,796.11241,330.6302/08/20130.8500.882165.283.89169.17
<br />313378H87LSVL0300100FHLBC11,500,000.000.0051,718.9802/28/20140.4000.82133.330.4233.75
<br />313373ME9LSVL0235100FHLBC11,000,000.001,000,000.001,000,000.0010/25/20131.0001.049833.330.00833.33
<br />3134G2SQ6LSVL0255100FHLMCS1,300,000.001,300,000.001,300,000.0007/26/20130.4000.420433.340.00433.34
<br />3136FRPJ6LSVL0265100FNMAS11,000,000.001,000,000.001,000,000.0006/06/20140.6280.659523.610.00523.61
<br />3134G2TD4LSVL0270100FHLMC61,000,000.001,000,116.67241,391.3808/08/20141.1250.532218.75-116.67102.08
<br />3134G3PD6LSVL0290100FHLMC21,500,000.000.00103,241.7602/27/20150.5500.94068.758.3477.09
<br />Subtotal29,873,413.6227,923,703.5927,934,162.920.93225,050.23-4,363.6020,686.63
<br />Total29,873,413.6227,923,703.5927,934,162.920.93225,050.23-4,363.6020,686.63
<br />Portfolio LSVL
<br />Data Updated: FUNDSNAP: 03/12/2012 13:02AP
<br />No fiscal year history available
<br />Run Date: 03/12/2012 - 13:02IE (PRF_IE) SymRept 6.42
<br />Report Ver. 5.00
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