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CUSIP Security
<br />Description
<br />Trade Date/
<br />Settlement
<br />Date
<br />Par Value
<br />Principal Cost/
<br />Purchased
<br />Interest
<br />Total Cost Yield at
<br />Cost
<br />Maturity/
<br />Duration
<br />Market Price/
<br />Market Value
<br />Unrealized Gain/
<br />(Loss)
<br />% of
<br />Assets
<br />Moody's/
<br />S&P
<br />Rating
<br />3130AQKM4 FHLB 1.750%
<br />01/28/2027
<br />1/28/2022
<br />1/28/2022
<br />$1,500,000.00 $1,500,000.00 $1,500,000.00 1.75%2.329
<br />2.283
<br />$95.16
<br />$1,427,400.00
<br />($72,600.00)0.37%Aaa
<br />AA+
<br />3130AQSA2 FHLB 1.830%
<br />02/10/2027
<br />2/10/2022
<br />2/10/2022
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 1.83%2.364
<br />2.315
<br />$95.28
<br />$4,763,900.00
<br />($236,100.00)1.24%Aaa
<br />AA+
<br />3133ENPB0 FFCB 2.180%
<br />02/16/2027
<br />2/16/2022
<br />2/16/2022
<br />$3,500,000.00 $3,500,000.00 $3,500,000.00 2.18%2.381
<br />2.323
<br />$96.14
<br />$3,365,040.00
<br />($134,960.00)0.88%Aaa
<br />AA+
<br />3130AQYA5 FHLB 2.250%
<br />02/24/2027
<br />2/28/2022
<br />2/28/2022
<br />$1,500,000.00 $1,500,000.00 $1,500,000.00 2.25%2.403
<br />2.344
<br />$96.36
<br />$1,445,430.00
<br />($54,570.00)0.38%Aaa
<br />AA+
<br />3130AQW33 FHLB 2.020%
<br />02/24/2027
<br />2/24/2022
<br />2/24/2022
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 2.02%2.403
<br />2.349
<br />$95.69
<br />$4,784,700.00
<br />($215,300.00)1.25%Aaa
<br />AA+
<br />3130ARC82 FHLB 2.100%
<br />03/29/2027
<br />3/29/2022
<br />3/29/2022
<br />$3,000,000.00 $3,000,000.00 $3,000,000.00 2.10%2.493
<br />2.445
<br />$96.16
<br />$2,884,920.00
<br />($115,080.00)0.75%Aaa
<br />AA+
<br />3133ENUH1 FFCB 3.330%
<br />04/12/2027
<br />4/12/2022
<br />4/12/2022
<br />$2,000,000.00 $2,000,000.00 $2,000,000.00 3.33%2.532
<br />2.412
<br />$98.58
<br />$1,971,540.00
<br />($28,460.00)0.51%Aaa
<br />AA+
<br />3133ENVV9 FFCB 3.630%
<br />05/03/2027
<br />5/3/2022
<br />5/3/2022
<br />$3,000,000.00 $3,000,000.00 $3,000,000.00 3.63%2.589
<br />2.460
<br />$98.95
<br />$2,968,620.00
<br />($31,380.00)0.77%Aaa
<br />AA+
<br />3130AFFX0 FHLB 3.250%
<br />11/16/2028
<br />1/26/2024
<br />1/26/2024
<br />$1,000,000.00 $969,118.00 $969,118.00 3.96%4.132
<br />3.849
<br />$98.97
<br />$989,670.00
<br />$20,552.00 0.26%Aaa
<br />AA+
<br />3133EPW84 FFCB 3.875%
<br />01/18/29
<br />1/26/2024
<br />1/26/2024
<br />$1,000,000.00 $992,169.00 $992,169.00 4.05%4.304
<br />3.975
<br />$101.03
<br />$1,010,282.00
<br />$18,113.00 0.26%Aaa
<br />AA+
<br />3133ENUR9 FFCB 3.700%
<br />04/18/2029
<br />7/25/2024
<br />7/26/2024
<br />$5,725,000.00 $5,556,742.25
<br />$57,663.47
<br />$5,614,405.72 4.39%4.551
<br />4.157
<br />$98.69
<br />$5,650,002.50
<br />$93,260.25 1.47%Aaa
<br />AA+
<br />3130B1BC0 FHLB 4.625%
<br />06/08/2029
<br />7/22/2024
<br />7/23/2024
<br />$2,950,000.00 $3,001,300.50
<br />$30,319.44
<br />$3,031,619.94 4.22%4.690
<br />4.206
<br />$104.50
<br />$3,082,750.00
<br />$81,449.50 0.80%Aaa
<br />AA+
<br />SubTotal $253,925,000.00 $253,724,129.75
<br />$87,982.91
<br />$253,812,112.66 1.29%$244,437,081.00 ($9,287,048.75)63.77%
<br />Commercial Paper
<br />63873JNP1 Natixis 01/23/2025 7/23/2024
<br />7/24/2024
<br />$5,060,000.00 $4,926,247.33 $4,926,247.33 5.34%0.315
<br />0.319
<br />$98.34
<br />$4,975,761.12
<br />$49,513.79 1.30%P-1
<br />A-1
<br />62479LPJ8 MUFG Bank, Ltd.
<br />02/18/2025
<br />7/24/2024
<br />7/25/2024
<br />$9,000,000.00 $8,732,720.00 $8,732,720.00 5.30%0.386
<br />0.392
<br />$97.96
<br />$8,816,193.00
<br />$83,473.00 2.30%P-1
<br />A-1
<br />63873JQQ6 Natixis 03/24/2025 7/24/2024
<br />7/25/2024
<br />$9,000,000.00 $8,694,475.00 $8,694,475.00 5.23%0.479
<br />0.486
<br />$97.53
<br />$8,777,304.00
<br />$82,829.00 2.29%P-1
<br />A-1
<br />Page 12 of 21
<br />City of Santa Ana
<br />POSITION STATEMENT
<br />As of September 30, 2024
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