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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />September 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 />3136G4G98
<br />13978
<br />Federal Nat'I Mtg. Assoc.
<br />08/12/2020
<br />6,000,000.00
<br />5,500,080.00
<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 Nat'I Mtg. Assoc.
<br />10/28/2020
<br />6,000,000.00
<br />5,444,880.00
<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 Nat'l Mtg. Assoc.
<br />11/25/2020
<br />5,000,000.00
<br />4,530,700.00
<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 />12/17/2020
<br />6,000,000.00
<br />5,420,700.00
<br />6,000,000.00
<br />0.600
<br />0.592
<br />0.600
<br />77 12/17/2025
<br />3135G06J7
<br />13994
<br />Federal Nat'l Mtg. Assoc.
<br />12/10/2020
<br />6,000,000.00
<br />5,431,140.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />70 12/10/2025
<br />3135GAG62
<br />14094
<br />Federal Nat'I Mtg. Assoc.
<br />03/30/2023
<br />1,500,000.00
<br />1,495,425.00
<br />1,500,000.00
<br />5.220
<br />5.148
<br />5.220
<br />90 04/26/2024
<br />Subtotal
<br />and Average 390,212,367.25
<br />382,675,000.00
<br />354,313,132.25
<br />382,610,705.25
<br />1.280
<br />1.298
<br />283
<br />Federal Agency Discount Securities
<br />313384VE6 14104 Federal Home Loan Bank 08/01/2023
<br />10,000,000.00
<br />9,743,100.00
<br />9,641,088.89 5.210
<br />5.482
<br />5.558
<br />187 04/05/2024
<br />Subtotal and Average 9,641,088.89
<br />10,000,000.00
<br />9,743,100.00
<br />9,641,088.89
<br />5.482
<br />5.558
<br />187
<br />Treasury Coupon Securities
<br />9128286Z8 14081 U.S. Treasury 03/16/2022
<br />5,000,000.00
<br />4,864,050.00
<br />4,990,000.00 1.750
<br />1.814
<br />1.839
<br />273 06/30/2024
<br />Subtotal and Average 4,990,000.00
<br />5,000,000.00
<br />4,864,050.00
<br />4,990,000.00
<br />1.814
<br />1.839
<br />273
<br />Total and Average 521,417,323.42 465,662,226.41 436,202,682.33 465,229,020.55
<br />Run Date: 10/20/2023 - 10:48
<br />1.644 1.667 254
<br />Portfolio COSA
<br />CID
<br />PM (PRF_PM2) 7.3.11
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