|
<br />City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />December 31, 2020
<br />Page 2
<br />Average
<br />Balance
<br />Purchase Stated
<br />Rate
<br />YTM/C YTM/C Days to Maturity
<br />CUSIP Investment #Issuer Date Par Value Market Value Book Value 360 365 Maturity Date
<br />Federal Agency Coupon Securities
<br />3134GWUE4
<br />3134GW4Z6
<br />3134GXJL9
<br />3135G0N82
<br />3135G0T94
<br />3135G0T45
<br />3135G0T78
<br />3135G0X24
<br />3135G0W66
<br />3136G4UH4
<br />3136G4WV1
<br />3136G4WQ2
<br />3136G4XU2
<br />3136G4YW7
<br />3136G4D42
<br />3136G4C43
<br />3136G4G98
<br />3136G45Q2
<br />3135GA4V0
<br />3135GAAN1
<br />3135G06J7
<br />13987
<br />13989
<br />13995
<br />13820
<br />13850
<br />13856
<br />13857
<br />13940
<br />13941
<br />13948
<br />13965
<br />13966
<br />13970
<br />13971
<br />13976
<br />13977
<br />13978
<br />13990
<br />13992
<br />13993
<br />13994
<br />Federal Home Loan Mortgage Co.
<br />Federal Home Loan Mortgage Co.
<br />Federal Home Loan Mortgage Co.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />Federal Nat'l Mtg. Assoc.
<br />09/30/2020
<br />10/27/2020
<br />12/30/2020
<br />11/18/2016
<br />03/28/2018
<br />05/31/2018
<br />05/31/2018
<br />01/15/2020
<br />01/15/2020
<br />02/26/2020
<br />06/16/2020
<br />06/17/2020
<br />06/30/2020
<br />07/13/2020
<br />07/28/2020
<br />08/14/2020
<br />08/12/2020
<br />10/28/2020
<br />11/25/2020
<br />12/17/2020
<br />12/10/2020
<br />5,000,000.00
<br />6,000,000.00
<br />6,000,000.00
<br />4,400,000.00
<br />2,000,000.00
<br />1,000,000.00
<br />1,000,000.00
<br />5,000,000.00
<br />5,000,000.00
<br />5,000,000.00
<br />5,000,000.00
<br />5,000,000.00
<br />6,000,000.00
<br />6,000,000.00
<br />8,000,000.00
<br />6,000,000.00
<br />6,000,000.00
<br />6,000,000.00
<br />5,000,000.00
<br />6,000,000.00
<br />6,000,000.00
<br />4,988,100.00
<br />5,990,820.00
<br />6,000,120.00
<br />4,431,504.00
<br />2,091,600.00
<br />1,022,100.00
<br />1,032,630.00
<br />5,268,850.00
<br />5,270,650.00
<br />5,008,200.00
<br />5,003,100.00
<br />5,003,700.00
<br />6,004,980.00
<br />5,997,120.00
<br />7,976,560.00
<br />6,000,780.00
<br />5,969,040.00
<br />5,995,320.00
<br />5,001,550.00
<br />6,001,500.00
<br />6,004,860.00
<br />5,000,000.00
<br />6,000,000.00
<br />6,000,000.00
<br />4,301,660.00
<br />1,971,780.00
<br />971,950.00
<br />0.500
<br />0.540
<br />0.500
<br />1.250
<br />2.375
<br />1.875
<br />2.000
<br />1.625
<br />1.625
<br />1.700
<br />0.750
<br />0.800
<br />0.700
<br />0.410
<br />0.510
<br />0.650
<br />0.560
<br />0.530
<br />0.625
<br />0.600
<br />0.650
<br />0.493
<br />0.533
<br />0.493
<br />1.719
<br />2.653
<br />2.611
<br />2.665
<br />1.641
<br />1.629
<br />1.677
<br />0.740
<br />0.789
<br />0.690
<br />0.404
<br />0.503
<br />0.641
<br />0.552
<br />0.523
<br />0.616
<br />0.592
<br />0.641
<br />0.500
<br />0.540
<br />0.500
<br />1.742
<br />2.689
<br />2.647
<br />2.702
<br />1.664
<br />1.651
<br />1.700
<br />0.750
<br />0.800
<br />0.700
<br />0.410
<br />0.510
<br />0.650
<br />0.560
<br />0.530
<br />0.625
<br />0.600
<br />0.650
<br />637 09/30/2025
<br />664 10/27/2025
<br />363 12/30/2025
<br />228 08/17/2021
<br />748 01/19/2023
<br />459 04/05/2022
<br />642 10/05/2022
<br />1,467 01/07/2025
<br />1,383 10/15/2024
<br />56 02/26/2025
<br />971,400.00
<br />4,990,750.00
<br />4,994,000.00
<br />5,000,000.00
<br />5,000,000.00
<br />5,000,000.00
<br />6,000,000.00
<br />6,000,000.00
<br />8,000,000.00
<br />6,000,000.00
<br />6,000,000.00
<br />6,000,000.00
<br />5,000,000.00
<br />6,000,000.00
<br />6,000,000.00
<br />1,627 06/16/2025
<br />167 06/17/2025
<br />180 06/30/2025
<br />193 07/13/2023
<br />938 07/28/2025
<br />1,686 08/14/2025
<br />588 08/12/2025
<br />665 10/28/2025
<br />693 11/25/2025
<br />350 12/17/2025
<br />160 12/10/2025
<br />Subtotal and Average
<br />Total and Average
<br />204,510,898.90
<br />359,720,199.08
<br />209,600,000.00
<br />290,119,030.55
<br />211,805,931.75
<br />292,324,962.30
<br />209,349,608.58
<br />289,868,639.13
<br />1.145
<br />0.975
<br />1.161
<br />0.988
<br />578
<br />418
<br />Portfolio COSA
<br />CP
<br />Run Date: 01/12/2021 - 06:36 PM (PRF_PM2) 7.3.0
|