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City of Lino Lakes – Investment Report <br /> <br /> <br /> Source: Bloomberg, Wells Fargo Securities <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br />Periodic Portfolio Book Yield and Treasury Benchmark Yield <br />Portfolio History <br />Total Par Unrealized Wtg Avg Effective Mkt. Avg.Benchmark Avg Bk Average Average Ratings # of <br />Date ($000)G/L ($000)Life(Yrs)Duration Convexity YTW (%)Tsy Yld (%)Yld (%)Coupon(%)Price($)Moody S&P Positions <br />05/31/2017 32,592 (96)1.99 1.53 (0.13)1.37 1.24 1.31 1.60 100.44 Aa1 AA 92 <br />04/28/2017 29,791 (65)1.93 1.51 (0.14)1.29 1.19 1.25 1.55 100.61 Aa2 AA 84 <br />03/31/2017 30,535 (84)1.94 1.52 (0.13)1.23 1.14 1.54 1.67 100.55 Aa2 AA 86 <br />02/28/2017 30,635 (65)1.98 1.56 (0.10)1.30 1.05 1.56 1.69 100.64 Aa2 AA 87 <br />01/31/2017 40,133 (71)1.57 1.24 (0.08)1.11 0.82 1.26 1.38 100.49 Aa2 AA 94 <br />12/30/2016 26,720 (85)2.45 1.95 (0.11)1.57 1.13 1.55 1.92 100.72 Aa2 AA 88 <br />11/30/2016 22,287 61 1.92 1.47 (0.14)1.21 0.90 1.43 1.76 100.94 Aa2 AA 73 <br />10/31/2016 23,029 135 1.93 1.45 (0.12)1.08 0.66 1.41 1.74 101.26 Aa2 AA 76 <br />09/30/2016 23,775 158 1.95 1.47 (0.11)1.10 0.62 1.39 1.73 101.36 Aa2 AA 79 <br />08/31/2016 24,524 196 2.08 1.52 (0.12)0.95 0.62 1.39 1.72 101.50 Aa2 AA 81 <br />07/29/2016 24,774 191 2.14 1.57 (0.12)1.04 0.54 1.40 1.73 101.49 Aa2 AA 82 <br />Current Portfolio Performance <br />Average Convexity:(0.13)Unrealized Gain/(Loss) ($000): <br />Average Book Yield:1.31 Total Par Value ($000): <br />Average Effective Duration:1.53 Annual Interest Income ($000): <br />$32,592 <br />$495 <br />($96) <br />Portfolio Sector Allocations