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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />June 30, 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 />7,262,560.00
<br />8,000,000.00
<br />0.510
<br />0.503
<br />0.510
<br />27 07/28/2025
<br />3136G4C43
<br />13977
<br />Federal NaVI Mtg. Assoc.
<br />08/14/2020
<br />6,000,000.00
<br />5,456,340.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />775 08/14/2025
<br />3136G4G98
<br />13978
<br />Federal Nafl Mtg. Assoc.
<br />08/12/2020
<br />6,000,000.00
<br />5,473,200.00
<br />6,000,000.00
<br />0.560
<br />0.552
<br />0.560
<br />42 08/12/2025
<br />3136G45Q2
<br />13990
<br />Federal Nafl Mtg. Assoc.
<br />10/28/2020
<br />6,000,000.00
<br />5,433,060.00
<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 />4,534,150.00
<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 NaVI Mtg. Assoc.
<br />12/17/2020
<br />6,000,000.00
<br />5,416,680.00
<br />6,000,000.00
<br />0.600
<br />0.592
<br />0.600
<br />78 12/17/2025
<br />3135G06J7
<br />13994
<br />Federal Nafl Mtg. Assoc.
<br />12/10/2020
<br />6,000,000.00
<br />5,426,880.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />71 12/10/2025
<br />3135GAG62
<br />14094
<br />Federal Nafl Mtg. Assoc.
<br />03/30/2023
<br />1,500,000.00
<br />1,492,410.00
<br />1,500,000.00
<br />5.220
<br />9.748
<br />9.883
<br />91 04/26/2024
<br />Subtotal
<br />and Average 410,153,770.25
<br />410,175,000.00
<br />380,896,995.50
<br />410,153,770.25
<br />1.418
<br />1.438
<br />266
<br />Treasury Coupon Securities
<br />9128286Z8 14081
<br />Treasury Strips
<br />912797FZ5 14095
<br />Run Date: 07/24/2023 - 08:34
<br />U.S. Treasury
<br />Subtotal and Average
<br />U.S. Treasury
<br />Subtotal and Average
<br />03/16/2022
<br />4,990,000.00
<br />03/31 /2023
<br />4,925,500.00
<br />5,000,000.00
<br />5,000,000.00
<br />5,000,000.00
<br />5,000,000.00
<br />4,822,650.00
<br />4,822,650.00
<br />4,984,750.00
<br />4,984,750.00
<br />4,990,000.00
<br />1.750 1.814
<br />1.839
<br />365 06/30/2024
<br />4,990,000.00
<br />1.814
<br />1.839
<br />365
<br />4,925,500.00
<br />4.759
<br />4.825
<br />24 07/25/2023
<br />4,925,500.00
<br />4.759
<br />4.825
<br />24
<br />Total and Average 595,430,414.28 559,697,316.00 529,584,431.30 559,591,586.25
<br />1.853 1.879 212
<br />Portfolio COSA
<br />CID
<br />PM (PRF_PM2) 7.3.11
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