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YTM/C
<br />365
<br />Page 4
<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 />0.510Federal Nat'l Mtg. Assoc.13976 8,000,000.00 8,000,000.00 07/28/20250.51007/28/2020 7,262,560.00 0.5033136G4D42 27
<br />0.650Federal Nat'l Mtg. Assoc.13977 6,000,000.00 6,000,000.00 08/14/20250.65008/14/2020 5,456,340.00 0.6413136G4C43 775
<br />0.560Federal Nat'l Mtg. Assoc.13978 6,000,000.00 6,000,000.00 08/12/20250.56008/12/2020 5,473,200.00 0.5523136G4G98 42
<br />0.530Federal Nat'l Mtg. Assoc.13990 6,000,000.00 6,000,000.00 10/28/20250.53010/28/2020 5,433,060.00 0.5233136G45Q2 27
<br />0.625Federal Nat'l Mtg. Assoc.13992 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,534,150.00 0.6163135GA4V0 55
<br />0.600Federal Nat'l Mtg. Assoc.13993 6,000,000.00 6,000,000.00 12/17/20250.60012/17/2020 5,416,680.00 0.5923135GAAN1 78
<br />0.650Federal Nat'l Mtg. Assoc.13994 6,000,000.00 6,000,000.00 12/10/20250.65012/10/2020 5,426,880.00 0.6413135G06J7 71
<br />9.883Federal Nat'l Mtg. Assoc.14094 1,500,000.00 1,500,000.00 04/26/20245.22003/30/2023 1,492,410.00 9.7483135GAG62 91
<br />410,153,770.25 1.418380,896,995.50410,175,000.00410,153,770.25Subtotal and Average 1.438 266
<br />Treasury Coupon Securities
<br />1.839U.S. Treasury14081 5,000,000.00 4,990,000.00 06/30/20241.75003/16/2022 4,822,650.00 1.8149128286Z8 365
<br />4,990,000.00 1.8144,822,650.005,000,000.004,990,000.00Subtotal and Average 1.839 365
<br />Treasury Strips
<br />4.825U.S. Treasury14095 5,000,000.00 4,925,500.00 07/25/202303/31/2023 4,984,750.00 4.759912797FZ5 24
<br />4,925,500.00 4.7594,984,750.005,000,000.004,925,500.00Subtotal and Average 4.825 24
<br />1.853595,430,414.28 559,697,316.00 1.879 212529,584,431.30 559,591,586.25Total and Average
<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 – 8 8/29/2023
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