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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />December 31, 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 Days to Maturity
<br />365 Maturity Date
<br />Federal Agency Coupon Securities
<br />3133EKBW5
<br />13876
<br />Federal Farm Credit Bank
<br />03/04/2019
<br />3,000,000.00
<br />2,986,170.00
<br />2,998,740.00
<br />2.610
<br />2.583
<br />2.619
<br />57 02/27/2024
<br />3133ELX33
<br />13974
<br />Federal Farm Credit Bank
<br />07/22/2020
<br />6,000,000.00
<br />5,645,520.00
<br />6,000,000.00
<br />0.690
<br />0.681
<br />0.690
<br />568 07/22/2025
<br />3133EMBH4
<br />13988
<br />Federal Farm Credit Bank
<br />09/29/2020
<br />5,000,000.00
<br />4,673,000.00
<br />5,000,000.00
<br />0.530
<br />0.523
<br />0.530
<br />637 09/29/2025
<br />3133EMFR8
<br />13991
<br />Federal Farm Credit Bank
<br />11/03/2020
<br />5,000,000.00
<br />4,650,700.00
<br />4,997,500.00
<br />0.540
<br />0.543
<br />0.550
<br />672 11/03/2025
<br />3133EMSU7
<br />14005
<br />Federal Farm Credit Bank
<br />03/09/2021
<br />4,000,000.00
<br />3,704,640.00
<br />4,000,000.00
<br />0.800
<br />0.789
<br />0.800
<br />798 03/09/2026
<br />3133EMUP5
<br />14006
<br />Federal Farm Credit Bank
<br />04/01/2021
<br />6,000,000.00
<br />5,710,620.00
<br />6,000,000.00
<br />0.710
<br />0.692
<br />0.701
<br />456 04/01/2025
<br />3133EMWH1
<br />14016
<br />Federal Farm Credit Bank
<br />04/21/2021
<br />5,000,000.00
<br />4,743,100.00
<br />5,000,000.00
<br />0.710
<br />0.700
<br />0.710
<br />476 04/21/2025
<br />3133EM2C5
<br />14032
<br />Federal Farm Credit Bank
<br />08/10/2021
<br />6,000,000.00
<br />5,469,180.00
<br />6,000,000.00
<br />0.710
<br />0.700
<br />0.710
<br />952 08/10/2026
<br />3133ENPB0
<br />14075
<br />Federal Farm Credit Bank
<br />02/16/2022
<br />3,500,000.00
<br />3,267,250.00
<br />3,500,000.00
<br />2.180
<br />2.150
<br />2.180
<br />46 02/16/2027
<br />3133ENUH1
<br />14086
<br />Federal Farm Credit Bank
<br />04/12/2022
<br />2,000,000.00
<br />1,948,420.00
<br />2,000,000.00
<br />3.330
<br />3.284
<br />3.330
<br />1,197 04/12/2027
<br />3133ENVV9
<br />14088
<br />Federal Farm Credit Bank
<br />05/03/2022
<br />3,000,000.00
<br />2,915,250.00
<br />3,000,000.00
<br />3.630
<br />3.580
<br />3.630
<br />1,218 05/03/2027
<br />3130AFW94
<br />13873
<br />Federal Home Loan Bank
<br />02/27/2019
<br />2,000,000.00
<br />1,993,240.00
<br />1,996,220.00
<br />2.500
<br />2.506
<br />2.541
<br />43 02/13/2024
<br />3130AB3H7
<br />13889
<br />Federal Home Loan Bank
<br />04/29/2019
<br />3,000,000.00
<br />2,984,160.00
<br />2,999,250.00
<br />2.375
<br />2.348
<br />2.380
<br />67 03/08/2024
<br />3130AKPQ3
<br />13996
<br />Federal Home Loan Bank
<br />01/28/2021
<br />4,000,000.00
<br />3,704,880.00
<br />4,000,000.00
<br />0.580
<br />0.572
<br />0.580
<br />27 01/28/2026
<br />3130AKU53
<br />13997
<br />Federal Home Loan Bank
<br />01/28/2021
<br />5,000,000.00
<br />4,625,200.00
<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 />01/28/2021
<br />6,000,000.00
<br />5,547,900.00
<br />6,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />27 01/28/2026
<br />3130ALA53
<br />13999
<br />Federal Home Loan Bank
<br />02/25/2021
<br />5,000,000.00
<br />4,618,100.00
<br />5,000,000.00
<br />0.600
<br />0.592
<br />0.600
<br />55 02/25/2026
<br />3130ALBM5
<br />14001
<br />Federal Home Loan Bank
<br />02/24/2021
<br />5,000,000.00
<br />4,621,100.00
<br />5,000,000.00
<br />0.625
<br />0.616
<br />0.625
<br />54 02/24/2026
<br />3130ALB52
<br />14002
<br />Federal Home Loan Bank
<br />02/25/2021
<br />5,000,000.00
<br />4,778,400.00
<br />5,000,000.00
<br />0.375
<br />0.370
<br />0.375
<br />55 02/25/2025
<br />3130ALDZ4
<br />14003
<br />Federal Home Loan Bank
<br />03/10/2021
<br />4,000,000.00
<br />3,823,600.00
<br />4,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />69 03/10/2025
<br />3130ALKN3
<br />14004
<br />Federal Home Loan Bank
<br />03/24/2021
<br />4,000,000.00
<br />3,869,960.00
<br />4,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />83 09/24/2024
<br />3130ALLP7
<br />14007
<br />Federal Home Loan Bank
<br />03/29/2021
<br />6,000,000.00
<br />5,741,520.00
<br />5,997,000.00
<br />0.650
<br />0.658
<br />0.667
<br />76 03/17/2025
<br />3130ALW67
<br />14008
<br />Federal Home Loan Bank
<br />04/22/2021
<br />5,000,000.00
<br />4,648,450.00
<br />5,000,000.00
<br />1.100
<br />1.085
<br />1.100
<br />21 04/22/2026
<br />3130AMYU0
<br />14024
<br />Federal Home Loan Bank
<br />06/30/2021
<br />6,000,000.00
<br />5,537,640.00
<br />6,000,000.00
<br />1.050
<br />1.036
<br />1.050
<br />89 06/30/2026
<br />3130AMYC0
<br />14025
<br />Federal Home Loan Bank
<br />06/30/2021
<br />6,000,000.00
<br />5,571,060.00
<br />6,000,000.00
<br />1.000
<br />0.986
<br />1.000
<br />89 03/30/2026
<br />3130AMSF0
<br />14026
<br />Federal Home Loan Bank
<br />06/28/2021
<br />6,000,000.00
<br />5,862,300.00
<br />6,000,000.00
<br />0.400
<br />0.395
<br />0.400
<br />87 06/28/2024
<br />3130ANFU9
<br />14027
<br />Federal Home Loan Bank
<br />07/29/2021
<br />5,000,000.00
<br />4,578,800.00
<br />5,000,000.00
<br />0.850
<br />0.838
<br />0.850
<br />940 07/29/2026
<br />3130ANFG0
<br />14028
<br />Federal Home Loan Bank
<br />08/18/2021
<br />5,000,000.00
<br />4,611,450.00
<br />5,000,000.00
<br />0.875
<br />0.863
<br />0.875
<br />48 05/18/2026
<br />3130ANE30
<br />14029
<br />Federal Home Loan Bank
<br />07/29/2021
<br />5,000,000.00
<br />4,622,300.00
<br />5,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />28 07/29/2026
<br />3130ANHV5
<br />14033
<br />Federal Home Loan Bank
<br />08/19/2021
<br />5,000,000.00
<br />4,794,600.00
<br />5,000,000.00
<br />0.550
<br />0.542
<br />0.550
<br />353 12/19/2024
<br />3130ANPE4
<br />14034
<br />Federal Home Loan Bank
<br />08/26/2021
<br />6,000,000.00
<br />5,647,440.00
<br />6,000,000.00
<br />0.700
<br />0.690
<br />0.700
<br />238 08/26/2025
<br />3130ANQ78
<br />14035
<br />Federal Home Loan Bank
<br />08/27/2021
<br />6,000,000.00
<br />5,488,320.00
<br />6,000,000.00
<br />0.900
<br />0.888
<br />0.900
<br />969 08/27/2026
<br />3130AP3E3
<br />14036
<br />Federal Home Loan Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,584,650.00
<br />5,000,000.00
<br />0.820
<br />0.809
<br />0.820
<br />1,003 09/30/2026
<br />3130ANX62
<br />14037
<br />Federal Home Loan Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,731,400.00
<br />5,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />89 06/30/2025
<br />3130APB79
<br />14038
<br />Federal Home Loan Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,571,650.00
<br />5,000,000.00
<br />1.000
<br />0.986
<br />1.000
<br />1,003 09/30/2026
<br />3130AP3A1
<br />14039
<br />Federal Home Loan Bank
<br />09/29/2021
<br />5,000,000.00
<br />4,591,750.00
<br />4,998,750.00
<br />0.850
<br />0.848
<br />0.860
<br />88 06/29/2026
<br />3130APB46
<br />14040
<br />Federal Home Loan Bank
<br />10/13/2021
<br />10,000,000.00
<br />9,121,400.00
<br />10,000,000.00
<br />0.950
<br />0.937
<br />0.950
<br />12 10/13/2026
<br />3130APQC2
<br />14041
<br />Federal Home Loan Bank
<br />11/23/2021
<br />5,000,000.00
<br />4,912,300.00
<br />5,000,000.00
<br />0.750
<br />0.740
<br />0.750
<br />143 05/23/2024
<br />Portfolio COSA
<br />CP
<br />Run Date: 01/17/2024 - 14:38
<br />PM (PRF_PM2) 7.3.11
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