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<br />City of Santa Ana
<br />P o rtfo lio Management
<br />P o rtfo lio De ta ils - Inves tments
<br />March 31, 2024
<br />Page 4
<br />Average
<br />Balance
<br />Purchas e Stated
<br />Rate
<br />YTM/C YTM/C Days to Maturity
<br />DateCUSIPInves tment #Is s uer Par Value Market Value Book ValueDate 360 365 Maturity
<br />Federal Agency Coupon Securities
<br />3136G4C43
<br />3136G4G98
<br />3136G45Q2
<br />3135GA4V0
<br />3135GAAN1
<br />3135G06J7
<br />3135GAG62
<br />13977
<br />13978
<br />13990
<br />13992
<br />13993
<br />13994
<br />14094
<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 />08/14/2020
<br />08/12/2020
<br />10/28/2020
<br />11/25/2020
<br />12/17/2020
<br />12/10/2020
<br />03/30/2023
<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 />1,500,000.00
<br />5,663,700.00
<br />5,658,420.00
<br />5,594,220.00
<br />4,651,550.00
<br />5,562,960.00
<br />5,591,280.00
<br />1,499,925.00
<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 />1,500,000.00
<br />0.650
<br />0.560
<br />0.530
<br />0.625
<br />0.600
<br />0.650
<br />5.220
<br />0.641
<br />0.552
<br />0.523
<br />0.616
<br />0.592
<br />0.641
<br />5.152
<br />0.650
<br />0.560
<br />0.530
<br />0.625
<br />0.600
<br />0.650
<br />5.224
<br />500 08/14/2025
<br />41 08/12/2025
<br />27 10/28/2025
<br />54 11/25/2025
<br />77 12/17/2025
<br />70 12/10/2025
<br />25 04/26/2024
<br />Subtotal and Average 368,444,293.45
<br />9,641,088.89
<br />4,990,000.00
<br />363,750,000.00 343,891,277.50 363,638,237.00 1.358 1.376 267
<br />Federal Agency Dis count Securities
<br />313384VE6 14104 Federal Home Loan Bank 08/01/2023
<br />03/16/2022
<br />03/11/2024
<br />10,000,000.00 9,988,500.00 9,641,088.89 5.210
<br />1.750
<br />5.040
<br />5.482 5.558 4 04/05/2024
<br />Subtotal and Average 10,000,000.00 9,988,500.00 9,641,088.89 5.482 5.558 4
<br />Treas ury Coupon Securities
<br />9128286Z8 14081
<br />14134
<br />U.S. Treasury 5,000,000.00 4,955,350.00 4,990,000.00 1.814 1.839 90 06/30/2024
<br />Subtotal and Average 5,000,000.00 4,955,350.00 4,990,000.00 1.814 1.839 90
<br />Treas ury Strips
<br />912797GL5 US Treasury 9,000,000.00 8,799,120.00 8,775,720.00 5.241 5.313 157 09/05/2024
<br />Subtotal and Average 5,944,842.58 9,000,000.00 8,799,120.00 8,775,720.00 5.241 5.313 157
<br />Total and Average 490,400,907.46 443,231,608.13 422,621,606.86 442,526,654.02 1.831 1.857 236
<br />Portfolio COSA
<br />CP
<br />Run Date: 04/19/2024 - 10:21 PM (PRF_PM2) 7.3.11
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