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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />March 31, 2023
<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 />3136G4D42
<br />13976
<br />Federal NaVI Mtg. Assoc.
<br />07/28/2020
<br />8,000,000.00
<br />7,363,760.00
<br />8,000,000.00
<br />0.510
<br />0.503
<br />0.510
<br />118 07/28/2025
<br />3136G4C43
<br />13977
<br />Federal NaVI Mtg. Assoc.
<br />08/14/2020
<br />6,000,000.00
<br />5,504,520.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />866 08/14/2025
<br />3136G4G98
<br />13978
<br />Federal Nafl Mtg. Assoc.
<br />08/12/2020
<br />6,000,000.00
<br />5,522,700.00
<br />6,000,000.00
<br />0.560
<br />0.552
<br />0.560
<br />41 08/12/2025
<br />3136G45Q2
<br />13990
<br />Federal Nafl Mtg. Assoc.
<br />10/28/2020
<br />6,000,000.00
<br />5,453,460.00
<br />6,000,000.00
<br />0.530
<br />0.523
<br />0.530
<br />27 10/28/2025
<br />3135GA4V0
<br />13992
<br />Federal NaVI Mtg. Assoc.
<br />11/25/2020
<br />5,000,000.00
<br />4,575,250.00
<br />5,000,000.00
<br />0.625
<br />0.616
<br />0.625
<br />54 11/25/2025
<br />3135GAAN1
<br />13993
<br />Federal NaVI Mtg. Assoc.
<br />12/17/2020
<br />6,000,000.00
<br />5,461,920.00
<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 Nafl Mtg. Assoc.
<br />12/10/2020
<br />6,000,000.00
<br />5,472,660.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />70 12/10/2025
<br />3135GAG62
<br />14094
<br />Federal Nafl Mtg. Assoc.
<br />03/30/2023
<br />1,500,000.00
<br />1,499,715.00
<br />1,500,000.00
<br />5.220
<br />5.152
<br />5.224
<br />90 04/26/2024
<br />Subtotal
<br />and Average 393,093,596.38
<br />402,175,000.00
<br />375,262,963.50
<br />402,129,730.25
<br />1.311
<br />1.329
<br />304
<br />Treasury Coupon Securities
<br />9128286Z8 14081 U.S. Treasury
<br />Subtotal and Average
<br />Treasury Strips
<br />912797FZ5 14095 U.S. Treasury
<br />Subtotal and Average
<br />4,990,000.00
<br />03/16/2022
<br />5,000,000.00 4,838,100.00
<br />5,000,000.00 4,838,100.00
<br />4,990,000.00 1.750 1.814 1.839 456 06/30/2024
<br />4,990,000.00 1.814 1.839 456
<br />03/31/2023 5,000,000.00 4,926,350.00 4,925,500.00 4.759 4.825 115 07/25/2023
<br />158,887.10 5,000,000.00 4,926,350.00 4,925,500.00 4.759 4.825 115
<br />Total and Average 540,195,132.51 520,677,032.96 492,969,297.25 520,547,263.21 1.636 1.659 256
<br />Portfolio COSA
<br />CID
<br />Run Dale: 04/24/2023 - 1 F_PM2) 7.3.11
<br />City Council 10 - 8 5/16/2023
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