|
YTM/C
<br />365
<br />Page 3
<br />Par Value Book Value
<br />Maturity
<br />Date
<br />Stated
<br />RateMarket Value
<br />June 30, 2023
<br />Portfolio Details - Investments
<br />Average
<br />BalanceIssuer
<br />Portfolio Management
<br />City of Santa Ana
<br />Days to
<br />Maturity
<br />YTM/C
<br />360CUSIPInvestment #
<br />Purchase
<br />Date
<br />Federal Agency Coupon Securities
<br />0.820Federal Home Loan Bank14036 5,000,000.00 5,000,000.00 09/30/20260.82009/30/2021 4,428,650.00 0.8093130AP3E3 1,187
<br />0.650Federal Home Loan Bank14037 5,000,000.00 5,000,000.00 06/30/20250.65009/30/2021 4,586,900.00 0.6413130ANX62 91
<br />1.000Federal Home Loan Bank14038 5,000,000.00 5,000,000.00 09/30/20261.00009/30/2021 4,459,650.00 0.9863130APB79 1,187
<br />0.863Federal Home Loan Bank14039 5,000,000.00 4,998,750.00 06/29/20260.85009/29/2021 4,463,200.00 0.8513130AP3A1 90
<br />0.950Federal Home Loan Bank14040 10,000,000.00 10,000,000.00 10/13/20260.95010/13/2021 8,912,800.00 0.9373130APB46 104
<br />0.750Federal Home Loan Bank14041 5,000,000.00 5,000,000.00 05/23/20240.75011/23/2021 4,791,150.00 0.7403130APQC2 53
<br />1.500Federal Home Loan Bank14042 5,000,000.00 5,000,000.00 11/23/20261.50011/23/2021 4,527,050.00 1.4793130APQB4 22
<br />1.401Federal Home Loan Bank14058 5,000,000.00 4,997,500.00 12/01/20261.37512/14/2021 4,506,350.00 1.3823130APVC6 62
<br />1.625Federal Home Loan Bank14059 3,750,000.00 3,750,000.00 12/30/20261.62512/30/2021 3,402,937.50 1.6033130AQAB9 91
<br />1.650Federal Home Loan Bank14069 5,000,000.00 5,000,000.00 01/27/20271.65001/27/2022 4,526,700.00 1.6273130AQLQ4 26
<br />1.750Federal Home Loan Bank14070 1,500,000.00 1,500,000.00 01/28/20271.75001/28/2022 1,362,510.00 1.7263130AQKM4 27
<br />1.750Federal Home Loan Bank14071 3,000,000.00 3,000,000.00 01/27/20271.75001/27/2022 2,725,260.00 1.7263130AQNR0 26
<br />1.830Federal Home Loan Bank14072 5,000,000.00 5,000,000.00 02/10/20271.83002/10/2022 4,549,100.00 1.8053130AQSA2 40
<br />2.020Federal Home Loan Bank14073 5,000,000.00 5,000,000.00 02/24/20272.02002/24/2022 4,575,350.00 1.9923130AQW33 54
<br />2.250Federal Home Loan Bank14074 1,500,000.00 1,500,000.00 02/24/20272.25002/28/2022 1,383,000.00 2.2193130AQYA5 54
<br />2.000Federal Home Loan Bank14076 3,000,000.00 3,000,000.00 03/24/20252.00003/24/2022 2,831,700.00 1.9733130ARA35 85
<br />2.100Federal Home Loan Bank14077 3,000,000.00 3,000,000.00 03/29/20272.10003/29/2022 2,752,320.00 2.0713130ARC82 1,367
<br />1.570Federal Home Loan Bank14080 2,000,000.00 2,000,000.00 09/28/20231.62503/28/2022 1,981,660.00 1.5483130ARD65 89
<br />3.100Federal Home Loan Bank14087 2,000,000.00 2,000,000.00 04/29/20253.10004/29/2022 1,927,380.00 3.0583130ARR60 28
<br />3.051Federal Home Loan Bank14089 20,000,000.00 20,000,000.00 07/28/20233.05006/28/2022 19,966,200.00 3.0103130ASHV4 27
<br />2.056Federal Home Loan Bank14090 20,000,000.00 20,000,000.00 12/29/20233.10006/29/2022 19,758,800.00 2.0283130ASLJ6 84
<br />5.150Federal Home Loan Bank14091 12,000,000.00 12,000,000.00 09/15/20235.15003/15/2023 11,988,360.00 5.0793130AV5C2 76
<br />5.375Federal Home Loan Bank14092 2,000,000.00 2,000,000.00 03/13/20245.37503/13/2023 1,998,120.00 5.3013130AVCN0 256
<br />6.000Federal Home Loan Bank14093 2,000,000.00 2,000,000.00 03/28/20286.00003/30/2023 1,993,220.00 5.9183130AVDB5 271
<br />5.323Federal Home Loan Bank14102 10,000,000.00 10,000,000.00 10/30/20235.25005/30/2023 9,997,900.00 5.2503130AWBL3 121
<br />0.720Federal Home Loan Mortgage Co.13962 5,000,000.00 4,995,000.00 05/05/20250.70005/05/2020 4,615,000.00 0.7113134GVQX9 674
<br />0.757Federal Home Loan Mortgage Co.13964 5,000,000.00 4,998,750.00 05/28/20250.75005/28/2020 4,609,850.00 0.7473134GVVX3 58
<br />0.700Federal Home Loan Mortgage Co.13967 6,000,000.00 6,000,000.00 06/25/20250.70006/25/2020 5,512,260.00 0.6903134GVR26 360
<br />0.650Federal Home Loan Mortgage Co.13968 6,000,000.00 6,000,000.00 06/30/20250.65006/30/2020 5,511,300.00 0.6413134GVT99 730
<br />0.570Federal Home Loan Mortgage Co.13979 6,000,000.00 6,000,000.00 07/15/20240.57007/15/2020 5,701,140.00 0.5623134GV5R5 14
<br />0.500Federal Home Loan Mortgage Co.13987 5,000,000.00 5,000,000.00 09/30/20250.50009/30/2020 4,534,700.00 0.4933134GWUE4 91
<br />0.540Federal Home Loan Mortgage Co.13989 6,000,000.00 6,000,000.00 10/27/20250.54010/27/2020 5,414,040.00 0.5333134GW4Z6 118
<br />0.500Federal Home Loan Mortgage Co.13995 6,000,000.00 6,000,000.00 12/30/20250.50012/30/2020 5,357,160.00 0.4933134GXJL9 182
<br />1.664Federal Nat'l Mtg. Assoc.13940 5,000,000.00 4,990,750.00 01/07/20251.62501/15/2020 4,740,100.00 1.6413135G0X24 556
<br />1.651Federal Nat'l Mtg. Assoc.13941 5,000,000.00 4,994,000.00 10/15/20241.62501/15/2020 4,769,950.00 1.6293135G0W66 472
<br />0.750Federal Nat'l Mtg. Assoc.13965 5,000,000.00 5,000,000.00 06/16/20250.75006/16/2020 4,601,650.00 0.7403136G4WV1 716
<br />Portfolio COSA
<br />CP
<br />Run Date: 07/24/2023 - 08:34 PM (PRF_PM2) 7.3.11
<br />
<br />
<br />City Council 5 – 7 8/29/2023
|