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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />December 31, 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 />3130APQB4
<br />14042
<br />Federal Home Loan
<br />Bank
<br />11/23/2021
<br />5,000,000.00
<br />4,615,850.00
<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 />4,597,500.00
<br />4,997,500.00
<br />1.375
<br />1.377
<br />1.396
<br />60
<br />12/01/2026
<br />3130AQAB9
<br />14059
<br />Federal Home Loan
<br />Bank
<br />12/30/2021
<br />3,750,000.00
<br />3,466,387.50
<br />3,750,000.00
<br />1.625
<br />1.603
<br />1.625
<br />89
<br />12/30/2026
<br />3130AQLQ4
<br />14069
<br />Federal Home Loan
<br />Bank
<br />01/27/2022
<br />5,000,000.00
<br />4,633,850.00
<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 />1,394,310.00
<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 />2,788,860.00
<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 />4,654,700.00
<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 />4,678,300.00
<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 />1,413,540.00
<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 />2,916,630.00
<br />3,000,000.00
<br />2.000
<br />1.973
<br />2.000
<br />83
<br />03/24/2025
<br />3130ARC82
<br />14077
<br />Federal Home Loan
<br />Bank
<br />03/29/2022
<br />3,000,000.00
<br />2,825,040.00
<br />3,000,000.00
<br />2.100
<br />2.071
<br />2.100
<br />1,183
<br />03/29/2027
<br />3130ARR60
<br />14087
<br />Federal Home Loan
<br />Bank
<br />04/29/2022
<br />2,000,000.00
<br />1,967,560.00
<br />2,000,000.00
<br />3.100
<br />3.058
<br />3.100
<br />28
<br />04/29/2025
<br />3130AVCN0
<br />14092
<br />Federal Home Loan
<br />Bank
<br />03/13/2023
<br />2,000,000.00
<br />1,999,980.00
<br />2,000,000.00
<br />5.375
<br />5.301
<br />5.375
<br />72
<br />03/13/2024
<br />3130AVDB5
<br />14093
<br />Federal Home Loan
<br />Bank
<br />03/30/2023
<br />2,000,000.00
<br />1,999,800.00
<br />2,000,000.00
<br />6.000
<br />5.918
<br />6.000
<br />87
<br />03/28/2028
<br />3130AVB84
<br />14103
<br />Federal Home Loan
<br />Bank
<br />07/28/2023
<br />4,000,000.00
<br />4,007,720.00
<br />3,991,400.00
<br />5.250
<br />5.368
<br />5.443
<br />256
<br />09/13/2024
<br />3130AVRG9
<br />14113
<br />Federal Home Loan
<br />Bank
<br />11/03/2023
<br />10,000,000.00
<br />9,985,600.00
<br />9,993,000.00
<br />5.300
<br />11.431
<br />11.590
<br />20
<br />04/19/2024
<br />3130AVM82
<br />14120
<br />Federal Home Loan
<br />Bank
<br />11/08/2023
<br />5,000,000.00
<br />4,993,500.00
<br />4,994,850.00
<br />5.280
<br />18.432
<br />18.688
<br />10
<br />05/07/2024
<br />3130AV4135
<br />14121
<br />Federal Home Loan
<br />Bank
<br />11/29/2023
<br />10,000,000.00
<br />9,998,800.00
<br />9,998,600.00
<br />5.420
<br />5.331
<br />5.405
<br />65
<br />03/06/2024
<br />3134GVQX9
<br />13962
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />05/05/2020
<br />5,000,000.00
<br />4,763,000.00
<br />4,995,000.00
<br />0.700
<br />0.711
<br />0.720
<br />490
<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 />4,755,550.00
<br />4,998,750.00
<br />0.750
<br />0.746
<br />0.756
<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 />5,684,880.00
<br />6,000,000.00
<br />0.700
<br />0.690
<br />0.700
<br />176
<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 />5,664,180.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />546
<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 />5,851,740.00
<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 />4,670,000.00
<br />5,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />89
<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 />5,585,580.00
<br />6,000,000.00
<br />0.540
<br />0.533
<br />0.540
<br />300
<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 />5,539,980.00
<br />6,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />364
<br />12/30/2025
<br />3134GYZ21
<br />14105
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />08/02/2023
<br />4,000,000.00
<br />3,982,560.00
<br />3,978,000.00
<br />5.000
<br />5.221
<br />5.294
<br />213
<br />08/01/2025
<br />3135GOX24
<br />13940
<br />Federal Nat'l Mtg. Assoc.
<br />01/15/2020
<br />5,000,000.00
<br />4,845,650.00
<br />4,990,750.00
<br />1.625
<br />1.641
<br />1.664
<br />372
<br />01/07/2025
<br />3135GOW66
<br />13941
<br />Federal Nat'l Mtg. Assoc.
<br />01/15/2020
<br />5,000,000.00
<br />4,872,600.00
<br />4,994,000.00
<br />1.625
<br />1.629
<br />1.651
<br />288
<br />10/15/2024
<br />3136G4WV1
<br />13965
<br />Federal Nat'l Mtg. Assoc.
<br />06/16/2020
<br />5,000,000.00
<br />4,745,200.00
<br />5,000,000.00
<br />0.750
<br />0.740
<br />0.750
<br />532
<br />06/16/2025
<br />3136G4D42
<br />13976
<br />Federal Nat'l Mtg. Assoc.
<br />07/28/2020
<br />8,000,000.00
<br />7,531,040.00
<br />8,000,000.00
<br />0.510
<br />0.503
<br />0.510
<br />574
<br />07/28/2025
<br />3136G4C43
<br />13977
<br />Federal Nat'l Mtg. Assoc.
<br />08/14/2020
<br />6,000,000.00
<br />5,649,720.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />591
<br />08/14/2025
<br />3136G4G98
<br />13978
<br />Federal Nat'l Mtg. Assoc.
<br />08/12/2020
<br />6,000,000.00
<br />5,642,400.00
<br />6,000,000.00
<br />0.560
<br />0.552
<br />0.560
<br />42
<br />08/12/2025
<br />3136G45Q2
<br />13990
<br />Federal Nat'l Mtg. Assoc.
<br />10/28/2020
<br />6,000,000.00
<br />5,583,960.00
<br />6,000,000.00
<br />0.530
<br />0.523
<br />0.530
<br />27
<br />10/28/2025
<br />3135GA4V0
<br />13992
<br />Federal Nat'l Mtg. Assoc.
<br />11/25/2020
<br />5,000,000.00
<br />4,646,950.00
<br />5,000,000.00
<br />0.625
<br />0.616
<br />0.625
<br />55
<br />11/25/2025
<br />3135GAAN1
<br />13993
<br />Federal Nat'l Mtg. Assoc.
<br />12/17/2020
<br />6,000,000.00
<br />5,559,060.00
<br />6,000,000.00
<br />0.600
<br />0.592
<br />0.600
<br />76
<br />12/17/2025
<br />3135G06J7
<br />13994
<br />Federal Nat'l Mtg. Assoc.
<br />12/10/2020
<br />6,000,000.00
<br />5,568,780.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />69
<br />12/10/2025
<br />3135GAG62
<br />14094
<br />Federal Nat'l Mtg. Assoc.
<br />03/30/2023
<br />1,500,000.00
<br />1,497,420.00
<br />1,500,000.00
<br />5.220
<br />5.148
<br />5.220
<br />89
<br />04/26/2024
<br />Portfolio COSA
<br />CP
<br />Run Date: 01/17/2024 - 14:38
<br />PM (PRF_PM2) 7.3.11
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