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YTM/C
<br />365
<br />Page 2
<br />Par Value Book Value
<br />Maturity
<br />Date
<br />Stated
<br />RateMarket Value
<br />June 30, 2023
<br />Portfolio Details - Investments
<br />Average
<br />BalanceIssuer
<br />Portfolio Management
<br />City of Santa Ana
<br />Days to
<br />Maturity
<br />YTM/C
<br />360CUSIPInvestment #
<br />Purchase
<br />Date
<br />59,582,074.22 3.12459,582,074.2259,582,074.2294,572,168.92Subtotal and Average 3.167 1
<br />Federal Agency Coupon Securities
<br />2.670Federal Farm Credit Bank13868 925,000.00 924,195.25 10/23/20232.65001/29/2019 917,193.00 2.6343133EJ5W5 114
<br />2.619Federal Farm Credit Bank13876 3,000,000.00 2,998,740.00 02/27/20242.61003/04/2019 2,944,920.00 2.5833133EKBW5 241
<br />1.920Federal Farm Credit Bank13897 1,500,000.00 1,512,465.00 09/05/20232.12506/10/2019 1,490,955.00 1.8943133EKPG5 66
<br />1.606Federal Farm Credit Bank13934 5,000,000.00 5,003,650.00 10/23/20231.62510/23/2019 4,942,000.00 1.5843133EK3M6 114
<br />0.690Federal Farm Credit Bank13974 6,000,000.00 6,000,000.00 07/22/20250.69007/22/2020 5,471,160.00 0.6813133ELX33 752
<br />0.530Federal Farm Credit Bank13988 5,000,000.00 5,000,000.00 09/29/20250.53009/29/2020 4,538,250.00 0.5233133EMBH4 821
<br />0.550Federal Farm Credit Bank13991 5,000,000.00 4,997,500.00 11/03/20250.54011/03/2020 4,533,450.00 0.5433133EMFR8 856
<br />0.800Federal Farm Credit Bank14005 4,000,000.00 4,000,000.00 03/09/20260.80003/09/2021 3,600,240.00 0.7893133EMSU7 982
<br />0.701Federal Farm Credit Bank14006 6,000,000.00 6,000,000.00 04/01/20250.71004/01/2021 5,555,220.00 0.6923133EMUP5 640
<br />0.710Federal Farm Credit Bank14016 5,000,000.00 5,000,000.00 04/21/20250.71004/21/2021 4,620,400.00 0.7003133EMWH1 660
<br />0.710Federal Farm Credit Bank14032 6,000,000.00 6,000,000.00 08/10/20260.71008/10/2021 5,319,600.00 0.7003133EM2C5 40
<br />2.180Federal Farm Credit Bank14075 3,500,000.00 3,500,000.00 02/16/20272.18002/16/2022 3,220,840.00 2.1503133ENPB0 230
<br />3.330Federal Farm Credit Bank14086 2,000,000.00 2,000,000.00 04/12/20273.33004/12/2022 1,905,480.00 3.2843133ENUH1 1,381
<br />3.630Federal Farm Credit Bank14088 3,000,000.00 3,000,000.00 05/03/20273.63005/03/2022 2,876,190.00 3.5803133ENVV9 1,402
<br />2.541Federal Home Loan Bank13873 2,000,000.00 1,996,220.00 02/13/20242.50002/27/2019 1,964,980.00 2.5063130AFW94 227
<br />2.380Federal Home Loan Bank13889 3,000,000.00 2,999,250.00 03/08/20242.37504/29/2019 2,938,950.00 2.3483130AB3H7 251
<br />0.580Federal Home Loan Bank13996 4,000,000.00 4,000,000.00 01/28/20260.58001/28/2021 3,593,760.00 0.5723130AKPQ3 27
<br />0.520Federal Home Loan Bank13997 5,000,000.00 5,000,000.00 01/28/20260.52001/28/2021 4,485,050.00 0.5133130AKU53 27
<br />0.500Federal Home Loan Bank13998 6,000,000.00 6,000,000.00 01/28/20260.50001/28/2021 5,379,180.00 0.4933130AKN69 211
<br />0.600Federal Home Loan Bank13999 5,000,000.00 5,000,000.00 02/25/20260.60002/25/2021 4,447,850.00 0.5923130ALA53 55
<br />0.625Federal Home Loan Bank14001 5,000,000.00 5,000,000.00 02/24/20260.62502/24/2021 4,451,300.00 0.6163130ALBM5 54
<br />0.375Federal Home Loan Bank14002 5,000,000.00 5,000,000.00 02/25/20250.37502/25/2021 4,591,150.00 0.3703130ALB52 55
<br />0.500Federal Home Loan Bank14003 4,000,000.00 4,000,000.00 03/10/20250.50003/10/2021 3,677,400.00 0.4933130ALDZ4 71
<br />0.500Federal Home Loan Bank14004 4,000,000.00 4,000,000.00 09/24/20240.50003/24/2021 3,751,400.00 0.4933130ALKN3 85
<br />0.670Federal Home Loan Bank14007 6,000,000.00 5,997,000.00 03/17/20250.65003/29/2021 5,526,180.00 0.6613130ALLP7 78
<br />1.100Federal Home Loan Bank14008 5,000,000.00 5,000,000.00 04/22/20261.10004/22/2021 4,464,600.00 1.0853130ALW67 21
<br />1.050Federal Home Loan Bank14024 6,000,000.00 6,000,000.00 06/30/20261.05006/30/2021 5,388,300.00 1.0363130AMYU0 91
<br />1.000Federal Home Loan Bank14025 6,000,000.00 6,000,000.00 03/30/20261.00006/30/2021 5,416,320.00 0.9863130AMYC0 91
<br />0.400Federal Home Loan Bank14026 6,000,000.00 6,000,000.00 06/28/20240.40006/28/2021 5,703,240.00 0.3953130AMSF0 89
<br />0.850Federal Home Loan Bank14027 5,000,000.00 5,000,000.00 07/29/20260.85007/29/2021 4,455,850.00 0.8383130ANFU9 1,124
<br />0.875Federal Home Loan Bank14028 5,000,000.00 5,000,000.00 05/18/20260.87508/18/2021 4,486,900.00 0.8633130ANFG0 48
<br />0.500Federal Home Loan Bank14029 5,000,000.00 5,000,000.00 07/29/20260.50007/29/2021 4,492,250.00 0.4933130ANE30 28
<br />0.550Federal Home Loan Bank14033 5,000,000.00 5,000,000.00 12/19/20240.55008/19/2021 4,660,800.00 0.5423130ANHV5 537
<br />0.700Federal Home Loan Bank14034 6,000,000.00 6,000,000.00 08/26/20250.70008/26/2021 5,482,560.00 0.6903130ANPE4 56
<br />0.900Federal Home Loan Bank14035 6,000,000.00 6,000,000.00 08/27/20260.90008/27/2021 5,344,380.00 0.8883130ANQ78 1,153
<br />Portfolio COSA
<br />CP
<br />Run Date: 07/24/2023 - 08:34 PM (PRF_PM2) 7.3.11
<br />
<br />
<br />City Council 5 – 6 8/29/2023
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