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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />September 30, 2022
<br />Page 2
<br />Average
<br />Purchase
<br />Stated
<br />YTM1C
<br />YTMIC
<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 Maturit v Date
<br />Subtotal and Average 92,385,038.02
<br />72,516,236.15
<br />72,616,230.15
<br />72,615,230.15
<br />1.492
<br />1.513
<br />1
<br />Federal Agency Coupon Securities
<br />3133EJ5W5
<br />13868
<br />Federal Farm Credit Bank
<br />01/29/2019
<br />925,000,DO
<br />909,756.00
<br />924.195,25
<br />2.650
<br />2.634
<br />2 670
<br />387 1012312023
<br />3133EKBW5
<br />13876
<br />Federal Farm Credit Bank
<br />03104/2019
<br />3,000,0D0.D0
<br />2,930,040.00
<br />2,998,740.DD
<br />2.610
<br />2.583
<br />2 619
<br />514 0212712024
<br />3133ECPMO
<br />13804
<br />Federal Farm Credit Bank
<br />03115/2019
<br />2,000,000.00
<br />1,915,280.00
<br />1,975,960.D0
<br />2.125
<br />2,396
<br />2 430
<br />226 D511512023
<br />3133EKPG5
<br />13897
<br />Federal Farm Credit Bank
<br />o611012019
<br />1,50D,000.00
<br />1,469.100.00
<br />1,512,455.00
<br />2,125
<br />1,894
<br />1.9ZU
<br />339 0910572D23
<br />3133FKY91
<br />13932
<br />Federal Farm Credit Bank
<br />10111/2019
<br />2,500,0D0.00
<br />2,498,900.00
<br />2,496.700.00
<br />1.375
<br />1,401
<br />1,420
<br />10 10111/2022
<br />3133EK3M6
<br />13934
<br />Federal Farm Credit Bank
<br />10/23/2019
<br />5,000,000.00
<br />4,865,400.00
<br />5,003,650.00
<br />1.625
<br />1,584
<br />1.606
<br />387 10123/2023
<br />3133ELX33
<br />13974
<br />Federal Farm Credit Bank
<br />07/22/2020
<br />6,000,000.00
<br />5,415,960.00
<br />6,000,000.00
<br />0.690
<br />0,681
<br />0,690
<br />1,025 07122/2025
<br />3133EMBH4
<br />13988
<br />Federal Farm Credit Bank
<br />09/29/2020
<br />5,000,000.00
<br />4,446,500.00
<br />5,000,0150.00
<br />0.530
<br />0,523
<br />0.530
<br />1,094 0912912025
<br />3133EMFREI
<br />13991
<br />Federal Farm Credit Bank
<br />11/0312020
<br />5,000,OD0.00
<br />4,432,650.00
<br />4,997,500.00
<br />0.540
<br />0.551
<br />0.565
<br />33 11/03/2025
<br />3133EMSU7
<br />14005
<br />Federal Farm Credit Bank
<br />03M912021
<br />4,000,000.00
<br />3,535,80D.06
<br />4,000,000.00
<br />0.800
<br />0.789
<br />0.800
<br />159 03/09/2026
<br />3133EMUP5
<br />14006
<br />Federal Farm Credit Bank
<br />04/01/2021
<br />6,ODO,O00.0O
<br />5,454,880.00
<br />6,ODD,000,00
<br />0.710
<br />0.692
<br />0.701
<br />913 04/01/2025
<br />3133EMWH1
<br />14016
<br />Federal Farm Credit Sank
<br />OV2112021
<br />5,000,D00.00
<br />4,545,100.00
<br />5,000,000,00
<br />0.710
<br />0.700
<br />0.710
<br />933 04/21/2025
<br />3133EM2C5
<br />14032
<br />Federal Farm Credit Bank
<br />08/10/2021
<br />6,000,000.00
<br />5,213,88UM
<br />6,000,D00.00
<br />0.710
<br />0.700
<br />0.710
<br />313 08/10/2026
<br />3133ENPBO
<br />14075
<br />Federal Farm Credit Bank
<br />02/16/2022
<br />3,500,000.00
<br />3,181,885,00
<br />3,5D0,000.00
<br />2.180
<br />2.150
<br />2.180
<br />503 02/16/2027
<br />3133ENUH1
<br />14086
<br />Federal Farm Credit Bank
<br />04I1212022
<br />2,000,000.00
<br />1,889,220.00
<br />2,000,D00.00
<br />3.330
<br />3.284
<br />3.330
<br />193 04/12/2027
<br />3133ENVV9
<br />14688
<br />Federal Farm Credit Bank
<br />05/03/2022
<br />3,0DOM0,00
<br />2,858,100.0D
<br />3,ODO.DOO.00
<br />3.630
<br />3.580
<br />3.630
<br />1,675 05/03/2027
<br />3130ADMX7
<br />13854
<br />Federal Home Loan Bank
<br />06/31/2018
<br />1,500,D0000
<br />1,491,705.0o
<br />1,486,650,130
<br />2,5D0
<br />2.662
<br />2.699
<br />160 0311012023
<br />3130AFW94
<br />13873
<br />Federal Home Loan Bank
<br />07J2712019
<br />2,000,000.00
<br />1,954,950.00
<br />1,996,220.DD
<br />2,5D0
<br />2.506
<br />2.541
<br />500 0211312024
<br />313OA93H7
<br />13889
<br />Federal Home Loan Bank
<br />o412912019
<br />3,0130,ODO.D0
<br />2,916,750.00
<br />2,999,250.()0
<br />2.375
<br />2.348
<br />2.380
<br />524 03108/2024
<br />3130AKPQ3
<br />13996
<br />Federal Home Loan Bank
<br />01/28/2021
<br />4,000,000.D0
<br />3,515,680.OD
<br />4,000,000,00
<br />0.580
<br />0.572
<br />0,580
<br />27 01128/2026
<br />3130AKU53
<br />13997
<br />Federal Home Loan Bank
<br />0112812021
<br />5,000,OD0.00
<br />4,385,450.00
<br />5,000,000,00
<br />0.520
<br />0.513
<br />0 520
<br />27 01/28/2026
<br />3130AKN69
<br />13998
<br />Federal Home Loan Bank
<br />0112812021
<br />6,000,0D0,00
<br />5,258,940.00
<br />6,01)0,00t1.00
<br />0.500
<br />0.493
<br />0,500
<br />119 01128/2(126
<br />3130ALA53
<br />13999
<br />Federal Home Loan Bank
<br />02/25/2021
<br />5,000,DD0.00
<br />4,385,800.00
<br />5,OD0,000.00
<br />0.600
<br />0.592
<br />0,600
<br />55 02125/2026
<br />3130ALBM5
<br />140D1
<br />Federal Home Loan Bank
<br />02124/2021
<br />5,000,000.00
<br />4,390,100.00
<br />5,OD0,000.00
<br />0.625
<br />0.616
<br />0,625
<br />54 02124/2026
<br />3130ALB52
<br />14002
<br />Federal Home Loan Bank
<br />02125/2021
<br />5,000,000,00
<br />4,527,400.00
<br />5,000,000.D0
<br />0.375
<br />0.370
<br />0,375
<br />147 02/2512025
<br />3130ALDZ4
<br />14003
<br />Federal Home Loan Bank
<br />03/10/2021
<br />4,000,000.00
<br />3,627,680.00
<br />4,000,13O0.D0
<br />0.500
<br />0.493
<br />0,500
<br />70 03/1012025
<br />3130ALKN3
<br />14004
<br />Federal Home Loan Bank
<br />03124/2021
<br />4,000,000.00
<br />3,694,360.01)
<br />4,000,000.D0
<br />0.500
<br />0.493
<br />0,500
<br />84 09124121124
<br />3130ALLP7
<br />14007
<br />Federal Home Loan Bank
<br />03/29/2021
<br />6,ODO,DOD,00
<br />5,458,260.00
<br />5,997,0oo.00
<br />0.650
<br />0.666
<br />0,676
<br />77 03117/2025
<br />3130ALW67
<br />14008
<br />Federal Home Loan Bank
<br />04122J2021
<br />5,000,000.00
<br />4,443,100.00
<br />5,000,000.D0
<br />1.100
<br />1.085
<br />1,10D
<br />21 0412212026
<br />3130AMYUO
<br />14024
<br />Federal Home Loan Bank
<br />06130/2021
<br />6,000,000.00
<br />5,292,480.00
<br />6,000,000.Do
<br />1.050
<br />1.036
<br />1,050
<br />90 06/30/2026
<br />3130AMYCO
<br />14025
<br />Federal Home Loan Bank
<br />06/30/2021
<br />6,00Q000.00
<br />5,323,080.00
<br />6,000,000.D0
<br />1.0w
<br />0.986
<br />1,000
<br />90 03130/2026
<br />3130AMSFO
<br />14026
<br />Federal Home Loan Bank
<br />06/28/2021
<br />6,000,000.00
<br />5,584,26D.00
<br />6,000.000.00
<br />0.400
<br />0,395
<br />0,400
<br />88 06128/2024
<br />3130ANFU9
<br />14027
<br />Fasteral Home Loan Bank
<br />07/29/2021
<br />5,000,0DO.00
<br />4,365,700.00
<br />5,000,000.00
<br />0.850
<br />0.838
<br />D.850
<br />1,397 07129I2025
<br />3130ANFGB
<br />14028
<br />Federal Home Loan Bank
<br />08I18/2021
<br />5,000,ODO.00
<br />4,397,40D.00
<br />5,000,000.00
<br />0.875
<br />0.063
<br />0 B75
<br />48 05M U2026
<br />3130ANE30
<br />14029
<br />Federal Home Loan Bank
<br />07/29/2021
<br />5,000,000 0D
<br />4,389,000.00
<br />5,000,000.00
<br />0.500
<br />0 493
<br />0.500
<br />28 07129/2026
<br />Portfolio COSA
<br />CP
<br />Run DAa: UP W2022 - 13:28
<br />PM (PRF_PM2) 7.3.11
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