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CP
<br />Date
<br />Page 2
<br />Maturity
<br />06/30/202603/30/202606/28/202406/29/202201/16/202505/05/202505/28/202506/25/202506/30/202507/15/202409/30/202510/27/202512/30/202508/17/202101/19/202304/05/202210/05/202201/07/202510/15/202406/16/202
<br />507/13/202307/28/202508/14/202508/12/202510/28/202511/25/202512/17/202512/10/2025
<br />9189155814471271
<br />261
<br />182363359364456483182567278461757407484512169 401
<br />Portfolio COSA
<br />1,4041,2861,2021,4461,505
<br />PM (PRF_PM2) 7.3.0
<br />Days to
<br />Maturity
<br />365
<br />0.698
<br />1.0501.0000.4001.9361.8000.7200.7670.7000.6500.5700.5000.5400.5001.7422.6892.6472.7021.6641.6510.7500.4100.5100.6500.5600.5300.6250.6000.650 0.933
<br />YTM/C
<br />8/17/2021
<br />360
<br />1.0360.9860.3951.9091.7750.7110.7560.6900.6410.5620.4930.5330.4931.7192.6532.6112.6651.6411.6290.7400.4040.5030.6410.5520.5230.6160.5920.641 0.9210.688
<br />YTM/C
<br />1.0501.0000.4001.9251.8000.7000.7500.7000.6500.5700.5000.5400.5001.2502.3751.8752.0001.6251.6250.7500.4100.5100.6500.5600.5300.6250.6000.650
<br />Rate
<br />Stated
<br />971,950.00971,400.00
<br />Book Value
<br />6,000,000.006,000,000.006,000,000.004,997,500.003,000,000.004,995,000.004,998,750.006,000,000.006,000,000.006,000,000.005,000,000.006,000,000.006,000,000.004,301,660.001,971,780.004,990,750.004,994,0
<br />00.005,000,000.006,000,000.008,000,000.006,000,000.006,000,000.006,000,000.005,000,000.006,000,000.006,000,000.00
<br />257,751,608.58
<br />396,898,347.08
<br />5,995,440.006,000,420.005,985,360.005,087,150.003,001,410.004,979,000.005,000,700.005,973,900.005,979,240.005,996,640.004,932,400.005,926,320.005,911,800.004,406,556.002,067,420.001,013,690.001,022,9
<br />50.005,178,150.005,179,500.005,001,300.006,000,000.007,917,200.005,972,460.005,960,640.005,930,040.004,957,250.005,937,540.005,950,380.00
<br />Market Value
<br />258,240,382.50397,387,121.00
<br />Par Value
<br />6,000,000.006,000,000.006,000,000.005,000,000.003,000,000.005,000,000.005,000,000.006,000,000.006,000,000.006,000,000.005,000,000.006,000,000.006,000,000.004,400,000.002,000,000.001,000,000.001,000,0
<br />00.005,000,000.005,000,000.005,000,000.006,000,000.008,000,000.006,000,000.006,000,000.006,000,000.005,000,000.006,000,000.006,000,000.00
<br />258,000,000.00397,146,738.50
<br />6
<br />June 30, 2021
<br />11
<br />City of Santa Ana
<br />Date
<br />Portfolio Management
<br />Purchase
<br />Portfolio Details - Investments
<br />06/30/202106/30/202106/28/202106/29/201701/16/202005/05/202005/28/202006/25/202006/30/202007/15/202009/30/202010/27/202012/30/202011/18/201603/28/201805/31/201805/31/201801/15/202001/15/202006/16/202
<br />007/13/202007/28/202008/14/202008/12/202010/28/202011/25/202012/17/202012/10/2020
<br />Balance
<br />Average
<br />249,218,275.25475,483,356.73
<br />Issuer
<br />Federal Home Loan BankFederal Home Loan BankFederal Home Loan BankFederal Home Loan Mortgage Co.Federal Home Loan Mortgage Co.Federal Home Loan Mortgage Co.Federal Home Loan Mortgage
<br /> Co.Federal Home Loan Mortgage Co.Federal Home Loan Mortgage Co.Federal Home Loan Mortgage Co.Federal Home Loan Mortgage Co.Federal Home Loan Mortgage Co.Federal Home Loan Mortgage Co.Federal
<br /> Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l
<br /> Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.Federal Nat'l Mtg. Assoc.
<br />
<br />Total and Average
<br />Subtotal and Average
<br />Council
<br />Investment #14024140251402613839139381396213964139671396813979139871398913995138201385013856138571394013941139651397113976139771397813990139921399313994
<br />City
<br />CUSIP Federal Agency Coupon Securities 3130AMYU03130AMYC03130AMSF03134GBVA73134GUS923134GVQX93134GVVX33134GVR263134GVT993134GV5R53134GWUE43134GW4Z63134GXJL93135G0N823135G0T943135G0T453135G0T783135G0X
<br />243135G0W663136G4WV13136G4YW73136G4D423136G4C433136G4G983136G45Q23135GA4V03135GAAN13135G06J7
<br />Run Date: 07/22/2021 - 14:08
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