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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />June 30, 2023
<br />Page 3
<br />CUSIP
<br />Investment #
<br />Issuer
<br />Average
<br />Balance
<br />Purchase
<br />Date
<br />Par Value
<br />Market Value
<br />Book Value
<br />Stated
<br />Rate
<br />YTM/C
<br />360
<br />YTM/C
<br />365
<br />Days to
<br />Maturity
<br />Maturity
<br />Date
<br />Federal Agency
<br />Coupon Securities
<br />3130AP3E3
<br />14036
<br />Federal Home Loan
<br />Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,428,650.00
<br />5,000,000.00
<br />0.820
<br />0.809
<br />0.820
<br />1,187
<br />09/30/2026
<br />3130ANX62
<br />14037
<br />Federal Home Loan
<br />Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,586,900.00
<br />5,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />91
<br />06/30/2025
<br />3130APB79
<br />14038
<br />Federal Home Loan
<br />Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,459,650.00
<br />5,000,000.00
<br />1.000
<br />0.986
<br />1.000
<br />1,187
<br />09/30/2026
<br />3130AP3A1
<br />14039
<br />Federal Home Loan
<br />Bank
<br />09/29/2021
<br />5,000,000.00
<br />4,463,200.00
<br />4,998,750.00
<br />0.850
<br />0.851
<br />0.863
<br />90
<br />06/29/2026
<br />3130APB46
<br />14040
<br />Federal Home Loan
<br />Bank
<br />10/13/2021
<br />10,000,000.00
<br />8,912,800.00
<br />10,000,000.00
<br />0.950
<br />0.937
<br />0.950
<br />104
<br />10/13/2026
<br />3130APQC2
<br />14041
<br />Federal Home Loan
<br />Bank
<br />11/23/2021
<br />5,000,000.00
<br />4,791,150.00
<br />5,000,000.00
<br />0.750
<br />0.740
<br />0.750
<br />53
<br />05/23/2024
<br />3130APQB4
<br />14042
<br />Federal Home Loan
<br />Bank
<br />11/23/2021
<br />5,000,000.00
<br />4,527,050.00
<br />5,000,000.00
<br />1.500
<br />1.479
<br />1.500
<br />22
<br />11/23/2026
<br />3130APVC6
<br />14058
<br />Federal Home Loan
<br />Bank
<br />12/14/2021
<br />5,000,000.00
<br />4,506,350.00
<br />4,997,500.00
<br />1.375
<br />1.382
<br />1.401
<br />62
<br />12/01/2026
<br />3130AQAB9
<br />14059
<br />Federal Home Loan
<br />Bank
<br />12/30/2021
<br />3,750,000.00
<br />3,402,937.50
<br />3,750,000.00
<br />1.625
<br />1.603
<br />1.625
<br />91
<br />12/30/2026
<br />3130AQLQ4
<br />14069
<br />Federal Home Loan
<br />Bank
<br />01/27/2022
<br />5,000,000.00
<br />4,526,700.00
<br />5,000,000.00
<br />1.650
<br />1.627
<br />1.650
<br />26
<br />01/27/2027
<br />3130AQKM4
<br />14070
<br />Federal Home Loan
<br />Bank
<br />01/28/2022
<br />1,500,000.00
<br />1,362,510.00
<br />1,500,000.00
<br />1.750
<br />1.726
<br />1.750
<br />27
<br />01/28/2027
<br />3130AQNR0
<br />14071
<br />Federal Home Loan
<br />Bank
<br />01/27/2022
<br />3,000,000.00
<br />2,725,260.00
<br />3,000,000.00
<br />1.750
<br />1.726
<br />1.750
<br />26
<br />01/27/2027
<br />3130AQSA2
<br />14072
<br />Federal Home Loan
<br />Bank
<br />02/10/2022
<br />5,000,000.00
<br />4,549,100.00
<br />5,000,000.00
<br />1.830
<br />1.805
<br />1.830
<br />40
<br />02/10/2027
<br />3130AQW33
<br />14073
<br />Federal Home Loan
<br />Bank
<br />02/24/2022
<br />5,000,000.00
<br />4,575,350.00
<br />5,000,000.00
<br />2.020
<br />1.992
<br />2.020
<br />54
<br />02/24/2027
<br />3130AQYA5
<br />14074
<br />Federal Home Loan
<br />Bank
<br />02/28/2022
<br />1,500,000.00
<br />1,383,000.00
<br />1,500,000.00
<br />2.250
<br />2.219
<br />2.250
<br />54
<br />02/24/2027
<br />3130ARA35
<br />14076
<br />Federal Home Loan
<br />Bank
<br />03/24/2022
<br />3,000,000.00
<br />2,831,700.00
<br />3,000,000.00
<br />2.000
<br />1.973
<br />2.000
<br />85
<br />03/24/2025
<br />3130ARC82
<br />14077
<br />Federal Home Loan
<br />Bank
<br />03/29/2022
<br />3,000,000.00
<br />2,752,320.00
<br />3,000,000.00
<br />2.100
<br />2.071
<br />2.100
<br />1,367
<br />03/29/2027
<br />3130ARD65
<br />14080
<br />Federal Home Loan
<br />Bank
<br />03/28/2022
<br />2,000,000.00
<br />1,981,660.00
<br />2,000,000.00
<br />1.625
<br />1.548
<br />1.570
<br />89
<br />09/28/2023
<br />3130ARR60
<br />14087
<br />Federal Home Loan
<br />Bank
<br />04/29/2022
<br />2,000,000.00
<br />1,927,380.00
<br />2,000,000.00
<br />3.100
<br />3.058
<br />3.100
<br />28
<br />04/29/2025
<br />3130ASHV4
<br />14089
<br />Federal Home Loan
<br />Bank
<br />06/28/2022
<br />20,000,000.00
<br />19,966,200.00
<br />20,000,000.00
<br />3.050
<br />3.010
<br />3.051
<br />27
<br />07/28/2023
<br />3130ASLJ6
<br />14090
<br />Federal Home Loan
<br />Bank
<br />06/29/2022
<br />20,000,000.00
<br />19,758,800.00
<br />20,000,000.00
<br />3.100
<br />2.028
<br />2.056
<br />84
<br />12/29/2023
<br />3130AV5C2
<br />14091
<br />Federal Home Loan
<br />Bank
<br />03/15/2023
<br />12,000,000.00
<br />11,988,360.00
<br />12,000,000.00
<br />5.150
<br />5.079
<br />5.150
<br />76
<br />09/15/2023
<br />3130AVCN0
<br />14092
<br />Federal Home Loan
<br />Bank
<br />03/13/2023
<br />2,000,000.00
<br />1,998,120.00
<br />2,000,000.00
<br />5.375
<br />5.301
<br />5.375
<br />256
<br />03/13/2024
<br />3130AVDB5
<br />14093
<br />Federal Home Loan
<br />Bank
<br />03/30/2023
<br />2,000,000.00
<br />1,993,220.00
<br />2,000,000.00
<br />6.000
<br />5.918
<br />6.000
<br />271
<br />03/28/2028
<br />3130AWBL3
<br />14102
<br />Federal Home Loan
<br />Bank
<br />05/30/2023
<br />10,000,000.00
<br />9,997,900.00
<br />10,000,000.00
<br />5.250
<br />5.250
<br />5.323
<br />121
<br />10/30/2023
<br />3134GVQX9
<br />13962
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />05/05/2020
<br />5,000,000.00
<br />4,615,000.00
<br />4,995,000.00
<br />0.700
<br />0.711
<br />0.720
<br />674
<br />05/05/2025
<br />3134GVVX3
<br />13964
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />05/28/2020
<br />5,000,000.00
<br />4,609,850.00
<br />4,998,750.00
<br />0.750
<br />0.747
<br />0.757
<br />58
<br />05/28/2025
<br />3134GVR26
<br />13967
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />06/25/2020
<br />6,000,000.00
<br />5,512,260.00
<br />6,000,000.00
<br />0.700
<br />0.690
<br />0.700
<br />360
<br />06/25/2025
<br />3134GVT99
<br />13968
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />06/30/2020
<br />6,000,000.00
<br />5,511,300.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />730
<br />06/30/2025
<br />3134GV5R5
<br />13979
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />07/15/2020
<br />6,000,000.00
<br />5,701,140.00
<br />6,000,000.00
<br />0.570
<br />0.562
<br />0.570
<br />14
<br />07/15/2024
<br />3134GWUE4
<br />13987
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />09/30/2020
<br />5,000,000.00
<br />4,534,700.00
<br />5,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />91
<br />09/30/2025
<br />3134GW4Z6
<br />13989
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />10/27/2020
<br />6,000,000.00
<br />5,414,040.00
<br />6,000,000.00
<br />0.540
<br />0.533
<br />0.540
<br />118
<br />10/27/2025
<br />3134GXJL9
<br />13995
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />12/30/2020
<br />6,000,000.00
<br />5,357,160.00
<br />6,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />182
<br />12/30/2025
<br />3135GOX24
<br />13940
<br />Federal NaVI Mtg. Assoc.
<br />01/15/2020
<br />5,000,000.00
<br />4,740,100.00
<br />4,990,750.00
<br />1.625
<br />1.641
<br />1.664
<br />556
<br />01/07/2025
<br />3135GOW66
<br />13941
<br />Federal Nafl Mtg. Assoc.
<br />01/15/2020
<br />5,000,000.00
<br />4,769,950.00
<br />4,994,000.00
<br />1.625
<br />1.629
<br />1.651
<br />472
<br />10/15/2024
<br />3136G4WV1
<br />13965
<br />Federal Nafl Mtg. Assoc.
<br />06/16/2020
<br />5,000,000.00
<br />4,601,650.00
<br />5,000,000.00
<br />0.750
<br />0.740
<br />0.750
<br />716
<br />06/16/2025
<br />Portfolio COSA
<br />CP
<br />Run Date: 07/24/2023 - 08:34
<br />PM (PRF_PM2) 7.3.11
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