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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />September 30, 2023
<br />Page 2
<br />CUSIP
<br />Investment #
<br />Average
<br />Issuer 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 />Subtotal and Average 86,509,164.62
<br />47,589,190.42
<br />47,589,190.42
<br />47,589,190.42
<br />3.307
<br />3.353
<br />1
<br />Federal Agency
<br />Coupon Securities
<br />3133EJ5W5
<br />13868
<br />Federal Farm Credit Bank
<br />01/29/2019
<br />925,000.00
<br />923,492.25
<br />924,195.25
<br />2.650
<br />2.634
<br />2.670
<br />22
<br />10/23/2023
<br />3133EKBW5
<br />13876
<br />Federal Farm Credit Bank
<br />03/04/2019
<br />3,000,000.00
<br />2,965,620.00
<br />2,998,740.00
<br />2.610
<br />2.583
<br />2.619
<br />149
<br />02/27/2024
<br />3133EK3M6
<br />13934
<br />Federal Farm Credit Bank
<br />10/23/2019
<br />5,000,000.00
<br />4,989,100.00
<br />5,003,650.00
<br />1.625
<br />1.584
<br />1.606
<br />22
<br />10/23/2023
<br />3133ELX33
<br />13974
<br />Federal Farm Credit Bank
<br />07/22/2020
<br />6,000,000.00
<br />5,524,380.00
<br />6,000,000.00
<br />0.690
<br />0.681
<br />0.690
<br />660
<br />07/22/2025
<br />3133EMBH4
<br />13988
<br />Federal Farm Credit Bank
<br />09/29/2020
<br />5,000,000.00
<br />4,558,150.00
<br />5,000,000.00
<br />0.530
<br />0.523
<br />0.530
<br />729
<br />09/29/2025
<br />3133EMFR8
<br />13991
<br />Federal Farm Credit Bank
<br />11/03/2020
<br />5,000,000.00
<br />4,533,550.00
<br />4,997,500.00
<br />0.540
<br />0.543
<br />0.550
<br />764
<br />11/03/2025
<br />3133EMSU7
<br />14005
<br />Federal Farm Credit Bank
<br />03/09/2021
<br />4,000,000.00
<br />3,598,440.00
<br />4,000,000.00
<br />0.800
<br />0.789
<br />0.800
<br />890
<br />03/09/2026
<br />3133EMUP5
<br />14006
<br />Federal Farm Credit Bank
<br />04/01/2021
<br />6,000,000.00
<br />5,592,180.00
<br />6,000,000.00
<br />0.710
<br />0.692
<br />0.701
<br />548
<br />04/01/2025
<br />3133EMWH1
<br />14016
<br />Federal Farm Credit Bank
<br />04/21/2021
<br />5,000,000.00
<br />4,657,600.00
<br />5,000,000.00
<br />0.710
<br />0.700
<br />0.710
<br />568
<br />04/21/2025
<br />3133EM2C5
<br />14032
<br />Federal Farm Credit Bank
<br />08/10/2021
<br />6,000,000.00
<br />5,301,780.00
<br />6,000,000.00
<br />0.710
<br />0.700
<br />0.710
<br />1,044
<br />08/10/2026
<br />3133ENPB0
<br />14075
<br />Federal Farm Credit Bank
<br />02/16/2022
<br />3,500,000.00
<br />3,182,375.00
<br />3,500,000.00
<br />2.180
<br />2.150
<br />2.180
<br />138
<br />02/16/2027
<br />3133ENUH1
<br />14086
<br />Federal Farm Credit Bank
<br />04/12/2022
<br />2,000,000.00
<br />1,890,200.00
<br />2,000,000.00
<br />3.330
<br />3.284
<br />3.330
<br />1,289
<br />04/12/2027
<br />3133ENVV9
<br />14088
<br />Federal Farm Credit Bank
<br />05/03/2022
<br />3,000,000.00
<br />2,839,260.00
<br />3,000,000.00
<br />3.630
<br />3.580
<br />3.630
<br />1,310
<br />05/03/2027
<br />3130AFW94
<br />13873
<br />Federal Home Loan Bank
<br />02/27/2019
<br />2,000,000.00
<br />1,977,820.00
<br />1,996,220.00
<br />2.500
<br />2.506
<br />2.541
<br />135
<br />02/13/2024
<br />3130AB3H7
<br />13889
<br />Federal Home Loan Bank
<br />04/29/2019
<br />3,000,000.00
<br />2,959,620.00
<br />2,999,250.00
<br />2.375
<br />2.348
<br />2.380
<br />159
<br />03/08/2024
<br />3130AKPQ3
<br />13996
<br />Federal Home Loan Bank
<br />01/28/2021
<br />4,000,000.00
<br />3,595,000.00
<br />4,000,000.00
<br />0.580
<br />0.572
<br />0.580
<br />27
<br />01/28/2026
<br />3130AKU53
<br />13997
<br />Federal Home Loan Bank
<br />01/28/2021
<br />5,000,000.00
<br />4,487,250.00
<br />5,000,000.00
<br />0.520
<br />0.513
<br />0.520
<br />27
<br />01/28/2026
<br />3130AKN69
<br />13998
<br />Federal Home Loan Bank
<br />01/28/2021
<br />6,000,000.00
<br />5,382,120.00
<br />6,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />119
<br />01/28/2026
<br />3130ALA53
<br />13999
<br />Federal Home Loan Bank
<br />02/25/2021
<br />5,000,000.00
<br />4,481,800.00
<br />5,000,000.00
<br />0.600
<br />0.592
<br />0.600
<br />55
<br />02/25/2026
<br />3130ALBM5
<br />14001
<br />Federal Home Loan Bank
<br />02/24/2021
<br />5,000,000.00
<br />4,485,050.00
<br />5,000,000.00
<br />0.625
<br />0.616
<br />0.625
<br />54
<br />02/24/2026
<br />3130ALB52
<br />14002
<br />Federal Home Loan Bank
<br />02/25/2021
<br />5,000,000.00
<br />4,655,450.00
<br />5,000,000.00
<br />0.375
<br />0.370
<br />0.375
<br />147
<br />02/25/2025
<br />3130ALDZ4
<br />14003
<br />Federal Home Loan Bank
<br />03/10/2021
<br />4,000,000.00
<br />3,725,800.00
<br />4,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />70
<br />03/10/2025
<br />3130ALKN3
<br />14004
<br />Federal Home Loan Bank
<br />03/24/2021
<br />4,000,000.00
<br />3,807,240.00
<br />4,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />84
<br />09/24/2024
<br />3130ALLP7
<br />14007
<br />Federal Home Loan Bank
<br />03/29/2021
<br />6,000,000.00
<br />5,596,260.00
<br />5,997,000.00
<br />0.650
<br />0.658
<br />0.667
<br />77
<br />03/17/2025
<br />3130ALW67
<br />14008
<br />Federal Home Loan Bank
<br />04/22/2021
<br />5,000,000.00
<br />4,514,350.00
<br />5,000,000.00
<br />1.100
<br />1.085
<br />1.100
<br />21
<br />04/22/2026
<br />3130AMYU0
<br />14024
<br />Federal Home Loan Bank
<br />06/30/2021
<br />6,000,000.00
<br />5,375,400.00
<br />6,000,000.00
<br />1.050
<br />1.036
<br />1.050
<br />90
<br />06/30/2026
<br />3130AMYC0
<br />14025
<br />Federal Home Loan Bank
<br />06/30/2021
<br />6,000,000.00
<br />5,413,800.00
<br />6,000,000.00
<br />1.000
<br />0.986
<br />1.000
<br />90
<br />03/30/2026
<br />3130AMSF0
<br />14026
<br />Federal Home Loan Bank
<br />06/28/2021
<br />6,000,000.00
<br />5,774,880.00
<br />6,000,000.00
<br />0.400
<br />0.395
<br />0.400
<br />88
<br />06/28/2024
<br />3130ANFU9
<br />14027
<br />Federal Home Loan Bank
<br />07/29/2021
<br />5,000,000.00
<br />4,442,250.00
<br />5,000,000.00
<br />0.850
<br />0.838
<br />0.850
<br />1,032
<br />07/29/2026
<br />3130ANFG0
<br />14028
<br />Federal Home Loan Bank
<br />08/18/2021
<br />5,000,000.00
<br />4,479,300.00
<br />5,000,000.00
<br />0.875
<br />0.863
<br />0.875
<br />48
<br />05/18/2026
<br />3130ANE30
<br />14029
<br />Federal Home Loan Bank
<br />07/29/2021
<br />5,000,000.00
<br />4,483,000.00
<br />5,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />28
<br />07/29/2026
<br />3130ANHV5
<br />14033
<br />Federal Home Loan Bank
<br />08/19/2021
<br />5,000,000.00
<br />4,709,750.00
<br />5,000,000.00
<br />0.550
<br />0.542
<br />0.550
<br />445
<br />12/19/2024
<br />3130ANPE4
<br />14034
<br />Federal Home Loan Bank
<br />08/26/2021
<br />6,000,000.00
<br />5,506,860.00
<br />6,000,000.00
<br />0.700
<br />0.690
<br />0.700
<br />330
<br />08/26/2025
<br />3130ANQ78
<br />14035
<br />Federal Home Loan Bank
<br />08/27/2021
<br />6,000,000.00
<br />5,323,020.00
<br />6,000,000.00
<br />0.900
<br />0.888
<br />0.900
<br />1,061
<br />08/27/2026
<br />3130AP3E3
<br />14036
<br />Federal Home Loan Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,446,450.00
<br />5,000,000.00
<br />0.820
<br />0.809
<br />0.820
<br />1,095
<br />09/30/2026
<br />Portfolio COSA
<br />CID
<br />Run Date: 10/20/2023 -
<br />10:48
<br />PM (PRF_PM2)
<br />7.3.11
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