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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />September 30, 2022
<br />Page 4
<br />Average Purchase
<br />Stated
<br />YTM1C
<br />YTMIC Day%to Maturity
<br />CUSIP
<br />Investment 0
<br />Issuer
<br />balance Date
<br />Par Value
<br />Market Value
<br />Book Value
<br />Rate
<br />380
<br />365 Maturity Date
<br />Federal Agency Coupon Securities
<br />3136G4WV1
<br />13965
<br />Federal Nat'l Mtg. Assoc.
<br />06116/2020
<br />5,000,000.OD
<br />4,524,200.00
<br />5,000,0D0.00
<br />0.750
<br />0,740
<br />0.750
<br />989 06116/2025
<br />3136G4D42
<br />13976
<br />Federal Nat'l Mtg. Assoc.
<br />07128/2020
<br />8,000,00D,00
<br />7,150,720.00
<br />8,000,000.00
<br />0.510
<br />0.503
<br />0.510
<br />300 07I28I2025
<br />3136G4C43
<br />13977
<br />Federal Nat'l Mtg. Assoc.
<br />08/14/2020
<br />6,000.000.00
<br />5r381,040.00
<br />6,0D0,000.00
<br />0.660
<br />0.641
<br />0.650
<br />1,048 08I14/2025
<br />3135G4G98
<br />1397a
<br />Federal Nat'l Mtg. Assoc.
<br />08/1212020
<br />6,000,000.00
<br />5,367,840.00
<br />6,0D0,000.00
<br />0.560
<br />0.552
<br />0.SW
<br />42 08112/2025
<br />3136G45Q2
<br />13990
<br />Federal Nat'I Mtg. Assoc.
<br />10/28/2020
<br />6,000,OD0.00
<br />5,320,560.00
<br />5,000,D00.00
<br />0.530
<br />0.623
<br />0.530
<br />27 IW2812025
<br />3135GA4VO
<br />13992
<br />Federal Nat'I Mtg. Assoc.
<br />11/26/2020
<br />5,000.000.00
<br />4,435,400.00
<br />5,000,000.00
<br />0.625
<br />0.616
<br />0.625
<br />55 11/25/2025
<br />3135GAAN1
<br />13993
<br />Federal Nat'l Mtg. Assoc.
<br />12117/2020
<br />6,000,000.00
<br />5,306,940.00
<br />6,000,000.00
<br />0.600
<br />0.592
<br />0.600
<br />77 12/17/2025
<br />3135GO6J7
<br />13994
<br />Federal Nat'l Mtg. Assoc.
<br />1211012020
<br />6,000,000.00
<br />5,319,360.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.550
<br />70 12/10/2025
<br />Subtotal and Average 391,556,26D.2S
<br />1.153 1.169 339
<br />Treasury Coupon Securities
<br />9128286ZB 14081 U.S. Treasury 03116/2022 S,000,000.00 4.788r300.00 4,990,000.00 1.750 1.B14 1.839 638 O6130I2024
<br />Subtotal and Average 4,990,000.00 5,000,000.00 4,788,300.00 4,090,000.00 1.814 1.839 636
<br />Total and Average 518,667,510.38 494,083,114.93 458,417,366.27 483,904,376.18 1.222 1.239 294
<br />391,676,000.00 356,898,433.50 391.556,260.28
<br />Portfolio COSA
<br />CP
<br />Run Date: 1011 M22 - 13:28
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