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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />September 30, 2022
<br />Page 3
<br />Average
<br />Purchase
<br />Staked
<br />YTMIC
<br />YTM1C Bays to Maturity
<br />CUSiP
<br />Investment #
<br />Issuer Balance
<br />Bate
<br />Par Value
<br />Market Value
<br />Book Value
<br />Rate
<br />360
<br />365 Maturity Dat%
<br />Federal Agency Coupon Securities
<br />3130ANHV5
<br />14033
<br />Federal Home Loan Bank
<br />0811912021
<br />5,000,OOO.DO
<br />4,580,DDO.00
<br />5,000.wo.00
<br />0.550
<br />0.542
<br />0.550
<br />810 12119/2024
<br />3130ANPE4
<br />14034
<br />Federal Horne Loan Bank
<br />08126/2021
<br />6,000,000.00
<br />5,374.860.00
<br />6,000,000.00
<br />0.700
<br />0.69D
<br />0.700
<br />329 0812612025
<br />3130ANQ78
<br />14036
<br />Federal Home Loan Bank
<br />08127/2021
<br />6,00D,00D,00
<br />5,248,B00.00
<br />6,000,000.00
<br />0.900
<br />0.88B
<br />0.900
<br />149 00127/2026
<br />3130AP3E3
<br />14036
<br />Federal Home Loan Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,339,750.00
<br />5,OOO,D00.00
<br />0.820
<br />0.809
<br />0.820
<br />1,460 09/30/2026
<br />3130ANX62
<br />14037
<br />Federal Home Loan Bank
<br />09130/2021
<br />51000,000.00
<br />4,499,050.00
<br />5,OW,000.00
<br />0.550
<br />0.641
<br />0.650
<br />90 06/30/2025
<br />3130APB79
<br />14038
<br />Federal Home Loan Bank
<br />09/30/2021
<br />5,OOD,000.00
<br />4,368,850.00
<br />5,000,000,D0
<br />1.DDO
<br />0.986
<br />1.000
<br />1,460 09/30/2026
<br />3130AP3A1
<br />14039
<br />Federal Home Loan Bank
<br />09129/2021
<br />5,000,D00.00
<br />4,377,150.00
<br />4,996,750.00
<br />0.850
<br />0.855
<br />0.867
<br />89 06/29/2026
<br />3130APB46
<br />14040
<br />Federal Home Loan Bank
<br />1BY1312021
<br />10,000,000,00
<br />8,710,10O.D0
<br />10,000,000.00
<br />0.950
<br />0.937
<br />0,950
<br />377 10/13/2026
<br />3130APQC2
<br />14041
<br />Federal Home Loan Bank
<br />11123/2021
<br />5,OW,000.OD
<br />4,699,300.D0
<br />5,000,DW.W
<br />0.750
<br />0.740
<br />0,750
<br />53 05/23/2024
<br />3130APQ84
<br />14042
<br />Federal Home Loan Bank
<br />11/23/2021
<br />51000,000.00
<br />4,439,550.00
<br />510001000.00
<br />1.500
<br />1.479
<br />1.500
<br />22 11/23/2026
<br />3130APVC6
<br />14058
<br />Federal Home Loan Bank
<br />12/14/2021
<br />510001000.00
<br />4,414,850.D0
<br />4,997,500.00
<br />1.375
<br />1.408
<br />1.427
<br />61 12/01/2026
<br />3130ACtAB9
<br />14059
<br />Federal Home Loan Bank
<br />12/3012021
<br />3,750,000.00
<br />3,33a,287.50
<br />3,750,000.00
<br />1,625
<br />1.603
<br />1.625
<br />90 12/30/2026
<br />313OAQLQ4
<br />14069
<br />Federal Home Loan Bank
<br />01/2712022
<br />5,000,000.00
<br />4,447.550.00
<br />5,000,000.00
<br />1.650
<br />1.627
<br />1.650
<br />118 01/27/2027
<br />3130AQKM4
<br />14070
<br />Federal Hume Loan Bank
<br />01128)2022
<br />1,500,000.00
<br />1,339,590.0D
<br />1,501),00D.00
<br />1.750
<br />1.726
<br />1.750
<br />27 01/2WO27
<br />313DAQNRO
<br />14071
<br />Federal Home Loan Bank
<br />0112112072
<br />3,000,n00.()O
<br />2,679,450.00
<br />3,000,oulwu
<br />1.750
<br />1.726
<br />1.750
<br />118 01/27/2027
<br />3130AQSA2
<br />14072
<br />Federal Home Loan Bank
<br />02/10/2022
<br />5,000,0DO.00
<br />4,491,600.00
<br />5,0001WO,00
<br />1.830
<br />1.805
<br />1.830
<br />132 02/10/2027
<br />313OAQW33
<br />14073
<br />Federal Home Loan Bank
<br />O2J2412022
<br />5,000,DO 0.00
<br />4,506,650.00
<br />5,ODO,000.00
<br />2.020
<br />1.992
<br />2.020
<br />146 02124/2027
<br />313OAQYAS
<br />14074
<br />Federal Home Loan Bank
<br />0212812022
<br />1,50D,000.0D
<br />1,371,900.00
<br />1,500,000.00
<br />2.250
<br />2.224
<br />2.255
<br />146 02/24/2027
<br />313GARA35
<br />14076
<br />Federal Home Loan Bank
<br />03124/2022
<br />3,00D,000.Oo
<br />2,820,090.00
<br />3,000,DDO.00
<br />2.000
<br />1.973
<br />2.000
<br />84 03/24/2025
<br />3130ARC82
<br />141377
<br />Federal Home Loan Bank
<br />0312912022
<br />3,00O,OD0.00
<br />217161980.00
<br />3,000,0130.00
<br />2.100
<br />Z.071
<br />2100
<br />179 03/29/2027
<br />3130ARD65
<br />14080
<br />Federal Home Loan Bank
<br />D312812022
<br />2,00[3,000.00
<br />1,942,660,00
<br />2,OD1),DO0.00
<br />1.625
<br />1.548
<br />1,510
<br />362 0912B12D23
<br />3130ARR60
<br />14087
<br />Federal Home Loan Bank
<br />04/2912022
<br />2,000,DDD.00
<br />1,924,140.00
<br />2,000,DDO.00
<br />3.1DO
<br />3.058
<br />3.100
<br />28 04/29/2025
<br />3130ASHV4
<br />14089
<br />Federal Home Loan Bank
<br />0612812022
<br />20,000,000.D0
<br />19,753,600.00
<br />20,000,000.00
<br />3.050
<br />3.008
<br />3.050
<br />270 07/25/2023
<br />3130ASLJ6
<br />14090
<br />Federal Home Loan Bank
<br />06129/2022
<br />20,000,000 00
<br />19,636,600,00
<br />20,000.000,00
<br />3.100
<br />2.028
<br />2056
<br />357 12/29/2023
<br />3134GVQX9
<br />13962
<br />Federal Home Loan Mortgage Co.
<br />05/05/2020
<br />5,000,000.00
<br />4,533,050.00
<br />4,995,DD0.D0
<br />0,700
<br />0.711
<br />0,720
<br />947 05/05/2025
<br />3134GVVX3
<br />13964
<br />Federal Home Loan Mortgage Co.
<br />0512812020
<br />5,ODD,000.00
<br />4,527,950.00
<br />4,998,750.00
<br />0.750
<br />0.750
<br />0,760
<br />58 0512812025
<br />3134GVR26
<br />13967
<br />Federal Home Loan Mortgage Co,
<br />06125/2020
<br />6,000,00D.00
<br />5,423,640.00
<br />6,000,000.00
<br />a.700
<br />0.690
<br />0,700
<br />267 0612512025
<br />3134GVTO9
<br />13968
<br />Federal Home Loan Mortgage Co
<br />06/3012020
<br />6,000,000.00
<br />5,443,860.DD
<br />5,ODO,000.DD
<br />0.650
<br />0.641
<br />0,6W
<br />1,003 06/30/2025
<br />3134GVSRS
<br />13979
<br />Federal Home Loan Mortgage Co.
<br />07/15/2020
<br />6,000,0D0.00
<br />5,598,420.00
<br />6,ODO,000.DD
<br />0.570
<br />0.562
<br />0,570
<br />14 07/15/2024
<br />3134GWUE4
<br />13987
<br />Federal Home Loan Mortgage Co,
<br />09/30/2020
<br />5,000,000.00
<br />4,441,000.00
<br />5,000,000.00
<br />0.500
<br />0,493
<br />0,5DO
<br />90 09/3012025
<br />3134GW4Z6
<br />13989
<br />Federal Home Loan Mortgage Co.
<br />10/27/2020
<br />6,000,000.00
<br />5,322,9DO.00
<br />6,000,000.131)
<br />0.540
<br />0,533
<br />0,540
<br />26 1012712025
<br />3134GXJL9
<br />13995
<br />Federal Home Loan Mortgage Co.
<br />WJ3012020
<br />6,000,0DO.00
<br />5,283,000.D0
<br />6,01)0,000.00
<br />0.500
<br />OA93
<br />0,500
<br />90 12130YL025
<br />3135GOT94
<br />13850
<br />Federal Nat'l Mtg. Assoc.
<br />03/28/2016
<br />2,000,000.00
<br />1,992.240.00
<br />1,971,780.00
<br />2.375
<br />2,653
<br />2,589
<br />110 0111912023
<br />3135GOT78
<br />13857
<br />Federal Nat'l Mtg, Assoc,
<br />05/31/2018
<br />1,000,000,00
<br />999,920.00
<br />971,4D0,DO
<br />2.DOO
<br />2.665
<br />2,702
<br />4 101D512022
<br />3135UGX24
<br />13940
<br />Federal Nat'i Mtg. Assoc.
<br />01/15/2020
<br />5,000,000.oO
<br />4,717,900.00
<br />4,990,750.DO
<br />1.525
<br />1.641
<br />1,664
<br />829 01107/2025
<br />3135GOW66
<br />13941
<br />Federal Nat'l Mtg. Assoc.
<br />01/15/2020
<br />5,000,00O.DO
<br />4,745,600.00
<br />4,994,OW,00
<br />1.625
<br />1.629
<br />1,651
<br />745 1011512024
<br />Portfolio COSA
<br />CP
<br />Run Dee: 1011912022 - 13:28
<br />PM (PRF_PM2) 7.3.11
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