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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />March 31, 2022
<br />Page 4
<br />Average
<br />Purchase
<br />Stated
<br />YTM/C
<br />YTM/C
<br />Days to Maturity
<br />CUSIP
<br />Investment #
<br />Issuer Balance
<br />Date
<br />Par Value
<br />Market Value
<br />Book Value
<br />Rate
<br />360
<br />365 Maturity Date
<br />Federal Agency
<br />Coupon Securities
<br />3136G4C43
<br />13977
<br />Federal Nat'I Mtg. Assoc.
<br />08/14/2020
<br />6,000,000.00
<br />5,647,860.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />1,231 08/14/2025
<br />3136G4G98
<br />13978
<br />Federal Nat'I Mtg. Assoc.
<br />08/12/2020
<br />6,000,000.00
<br />5,628,480.00
<br />6,000,000.00
<br />0.560
<br />0.552
<br />0.560
<br />133 08/12/2025
<br />3136G45Q2
<br />13990
<br />Federal Nat'l Mtg. Assoc.
<br />10/28/2020
<br />6,000,000.00
<br />5,566,440.00
<br />6,000,000.00
<br />0.530
<br />0.523
<br />0.530
<br />210 10/28/2025
<br />3135GA4V0
<br />13992
<br />Federal Nat'l Mtg. Assoc.
<br />11/25/2020
<br />5,000,000.00
<br />4,684,950.00
<br />5,000,000.00
<br />0.625
<br />0.616
<br />0.625
<br />238 11/25/2025
<br />3135GAAN1
<br />13993
<br />Federal Nat'l Mtg. Assoc.
<br />12/17/2020
<br />6,000,000.00
<br />5,612,700.00
<br />6,000,000.00
<br />0.600
<br />0.592
<br />0.600
<br />77 12/17/2025
<br />3135G06J7
<br />13994
<br />Federal Nat'I Mtg. Assoc.
<br />12/10/2020
<br />6,000,000.00
<br />5,603,220.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />70 12/10/2025
<br />Subtotal
<br />and Average 348,848,290.90
<br />355,675,000.00
<br />338,587,474.00
<br />355,525,710.25
<br />0.995
<br />1.008
<br />305
<br />Treasury Coupon Securities
<br />9128286Z8 14081 U.S. Treasury 03/16/2022 5,000,000.00 4,931,250.00 4,990,000.00 1.750 1.814 1.839 821 06/30/2024
<br />Subtotal and Average 2,575,483.87 5,000,000.00 4,931,250.00 4,990,000.00 1.814 1.839 821
<br />Run Date: 04/15/2122-10'34ty Council
<br />Total and Average 475,424,689.36 454,971,073.34 437,473,058.33 454,811,783.59 0.884 0.896 271
<br />13-8
<br />Portfolio COSA
<br />5/17/2022 CID
<br />PM (PRF_PM2) 7.3.11
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