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YTM/C
<br />365
<br />Page 3
<br />Par Value Book Value
<br />Maturity
<br />Date
<br />Stated
<br />RateMarket Value
<br />December 31, 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 />Federal Agency Coupon Securities
<br />1.500Federal Home Loan Bank14042 5,000,000.00 5,000,000.00 11/23/20261.50011/23/2021 4,615,850.00 1.4793130APQB4 22
<br />1.396Federal Home Loan Bank14058 5,000,000.00 4,997,500.00 12/01/20261.37512/14/2021 4,597,500.00 1.3773130APVC6 60
<br />1.625Federal Home Loan Bank14059 3,750,000.00 3,750,000.00 12/30/20261.62512/30/2021 3,466,387.50 1.6033130AQAB9 89
<br />1.650Federal Home Loan Bank14069 5,000,000.00 5,000,000.00 01/27/20271.65001/27/2022 4,633,850.00 1.6273130AQLQ4 26
<br />1.750Federal Home Loan Bank14070 1,500,000.00 1,500,000.00 01/28/20271.75001/28/2022 1,394,310.00 1.7263130AQKM4 27
<br />1.750Federal Home Loan Bank14071 3,000,000.00 3,000,000.00 01/27/20271.75001/27/2022 2,788,860.00 1.7263130AQNR0 26
<br />1.830Federal Home Loan Bank14072 5,000,000.00 5,000,000.00 02/10/20271.83002/10/2022 4,654,700.00 1.8053130AQSA2 40
<br />2.020Federal Home Loan Bank14073 5,000,000.00 5,000,000.00 02/24/20272.02002/24/2022 4,678,300.00 1.9923130AQW33 54
<br />2.250Federal Home Loan Bank14074 1,500,000.00 1,500,000.00 02/24/20272.25002/28/2022 1,413,540.00 2.2193130AQYA5 54
<br />2.000Federal Home Loan Bank14076 3,000,000.00 3,000,000.00 03/24/20252.00003/24/2022 2,916,630.00 1.9733130ARA35 83
<br />2.100Federal Home Loan Bank14077 3,000,000.00 3,000,000.00 03/29/20272.10003/29/2022 2,825,040.00 2.0713130ARC82 1,183
<br />3.100Federal Home Loan Bank14087 2,000,000.00 2,000,000.00 04/29/20253.10004/29/2022 1,967,560.00 3.0583130ARR60 28
<br />5.375Federal Home Loan Bank14092 2,000,000.00 2,000,000.00 03/13/20245.37503/13/2023 1,999,980.00 5.3013130AVCN0 72
<br />6.000Federal Home Loan Bank14093 2,000,000.00 2,000,000.00 03/28/20286.00003/30/2023 1,999,800.00 5.9183130AVDB5 87
<br />5.443Federal Home Loan Bank14103 4,000,000.00 3,991,400.00 09/13/20245.25007/28/2023 4,007,720.00 5.3683130AVB84 256
<br />11.590Federal Home Loan Bank14113 10,000,000.00 9,993,000.00 04/19/20245.30011/03/2023 9,985,600.00 11.4313130AVRG9 20
<br />18.688Federal Home Loan Bank14120 5,000,000.00 4,994,850.00 05/07/20245.28011/08/2023 4,993,500.00 18.4323130AVM82 10
<br />5.405Federal Home Loan Bank14121 10,000,000.00 9,998,600.00 03/06/20245.42011/29/2023 9,998,800.00 5.3313130AV4B5 65
<br />0.720Federal Home Loan Mortgage Co.13962 5,000,000.00 4,995,000.00 05/05/20250.70005/05/2020 4,763,000.00 0.7113134GVQX9 490
<br />0.756Federal Home Loan Mortgage Co.13964 5,000,000.00 4,998,750.00 05/28/20250.75005/28/2020 4,755,550.00 0.7463134GVVX3 58
<br />0.700Federal Home Loan Mortgage Co.13967 6,000,000.00 6,000,000.00 06/25/20250.70006/25/2020 5,684,880.00 0.6903134GVR26 176
<br />0.650Federal Home Loan Mortgage Co.13968 6,000,000.00 6,000,000.00 06/30/20250.65006/30/2020 5,664,180.00 0.6413134GVT99 546
<br />0.570Federal Home Loan Mortgage Co.13979 6,000,000.00 6,000,000.00 07/15/20240.57007/15/2020 5,851,740.00 0.5623134GV5R5 14
<br />0.500Federal Home Loan Mortgage Co.13987 5,000,000.00 5,000,000.00 09/30/20250.50009/30/2020 4,670,000.00 0.4933134GWUE4 89
<br />0.540Federal Home Loan Mortgage Co.13989 6,000,000.00 6,000,000.00 10/27/20250.54010/27/2020 5,585,580.00 0.5333134GW4Z6 300
<br />0.500Federal Home Loan Mortgage Co.13995 6,000,000.00 6,000,000.00 12/30/20250.50012/30/2020 5,539,980.00 0.4933134GXJL9 364
<br />5.294Federal Home Loan Mortgage Co.14105 4,000,000.00 3,978,000.00 08/01/20255.00008/02/2023 3,982,560.00 5.2213134GYZ21 213
<br />1.664Federal Nat'l Mtg. Assoc.13940 5,000,000.00 4,990,750.00 01/07/20251.62501/15/2020 4,845,650.00 1.6413135G0X24 372
<br />1.651Federal Nat'l Mtg. Assoc.13941 5,000,000.00 4,994,000.00 10/15/20241.62501/15/2020 4,872,600.00 1.6293135G0W66 288
<br />0.750Federal Nat'l Mtg. Assoc.13965 5,000,000.00 5,000,000.00 06/16/20250.75006/16/2020 4,745,200.00 0.7403136G4WV1 532
<br />0.510Federal Nat'l Mtg. Assoc.13976 8,000,000.00 8,000,000.00 07/28/20250.51007/28/2020 7,531,040.00 0.5033136G4D42 574
<br />0.650Federal Nat'l Mtg. Assoc.13977 6,000,000.00 6,000,000.00 08/14/20250.65008/14/2020 5,649,720.00 0.6413136G4C43 591
<br />0.560Federal Nat'l Mtg. Assoc.13978 6,000,000.00 6,000,000.00 08/12/20250.56008/12/2020 5,642,400.00 0.5523136G4G98 42
<br />0.530Federal Nat'l Mtg. Assoc.13990 6,000,000.00 6,000,000.00 10/28/20250.53010/28/2020 5,583,960.00 0.5233136G45Q2 27
<br />0.625Federal Nat'l Mtg. Assoc.13992 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,646,950.00 0.6163135GA4V0 55
<br />0.600Federal Nat'l Mtg. Assoc.13993 6,000,000.00 6,000,000.00 12/17/20250.60012/17/2020 5,559,060.00 0.5923135GAAN1 76
<br />0.650Federal Nat'l Mtg. Assoc.13994 6,000,000.00 6,000,000.00 12/10/20250.65012/10/2020 5,568,780.00 0.6413135G06J7 69
<br />5.220Federal Nat'l Mtg. Assoc.14094 1,500,000.00 1,500,000.00 04/26/20245.22003/30/2023 1,497,420.00 5.1483135GAG62 89
<br />Portfolio COSA
<br />CP
<br />Run Date: 01/17/2024 - 14:38 PM (PRF_PM2) 7.3.11
<br />
<br />
<br />City Council 8 – 7 3/5/2024
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