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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />December 31, 2021
<br />Page 2
<br />CUSIP
<br />Investment #
<br />Issuer
<br />Average Purchase
<br />Balance 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 />3133EKY91
<br />13932
<br />Federal Farm Credit Bank
<br />10/11/2019
<br />2,500,000.00
<br />2,524,350.00
<br />2,496,700.00
<br />1.375
<br />1.401
<br />1.420
<br />283 10/11/2022
<br />3133EK3M6
<br />13934
<br />Federal Farm Credit Bank
<br />10/23/2019
<br />5,000,000.00
<br />5,105,950.00
<br />5,003,650.00
<br />1.625
<br />1.584
<br />1.606
<br />660 10/23/2023
<br />3133ELX33
<br />13974
<br />Federal Farm Credit Bank
<br />07/22/2020
<br />6,000,000.00
<br />5,903,760.00
<br />6,000,000.00
<br />0.690
<br />0.681
<br />0.690
<br />1,298 07/22/2025
<br />3133EMBH4
<br />13988
<br />Federal Farm Credit Bank
<br />09/29/2020
<br />5,000,000.00
<br />4,877,950.00
<br />5,000,000.00
<br />0.530
<br />0.523
<br />0.530
<br />1,367 09/29/2025
<br />3133EMFR8
<br />13991
<br />Federal Farm Credit Bank
<br />11/03/2020
<br />5,000,000.00
<br />4,875,600.00
<br />4,997,500.00
<br />0.540
<br />0.543
<br />0.550
<br />306 11/03/2025
<br />3133EMSU7
<br />14005
<br />Federal Farm Credit Bank
<br />03/09/2021
<br />4,000,000.00
<br />3,944,360.00
<br />4,000,000.00
<br />0.800
<br />0.789
<br />0.800
<br />432 03/09/2026
<br />3133EMUP5
<br />14006
<br />Federal Farm Credit Bank
<br />04/01/2021
<br />6,000,000.00
<br />5,922,240.00
<br />6,000,000.00
<br />0.710
<br />0.700
<br />0.710
<br />90 04/01/2025
<br />3133EMWH1
<br />14016
<br />Federal Farm Credit Bank
<br />04/21/2021
<br />5,000,000.00
<br />4,919,150.00
<br />5,000,000.00
<br />0.710
<br />0.700
<br />0.710
<br />110 04/21/2025
<br />3133EM2C5
<br />14032
<br />Federal Farm Credit Bank
<br />08/10/2021
<br />6,000,000.00
<br />5,861,820.00
<br />6,000,000.00
<br />0.710
<br />0.700
<br />0.710
<br />586 08/10/2026
<br />3130AAKW7
<br />13825
<br />Federal Home Loan Bank
<br />01/11/2017
<br />3,175,000.00
<br />3,176,016.00
<br />3,170,488.33
<br />1.950
<br />1.953
<br />1.980
<br />9 01/10/2022
<br />3130ABBNS1
<br />13845
<br />Federal Home Loan Bank
<br />06/27/2017
<br />5,000,000.00
<br />5,037,600.00
<br />5,000,000.00
<br />1.815
<br />1.790
<br />1.815
<br />177 06/27/2022
<br />3130ADMX7
<br />13854
<br />Federal Home Loan Bank
<br />05/31/2018
<br />1,500,000.00
<br />1,536,450.00
<br />1,486,650.00
<br />2.500
<br />2.662
<br />2.699
<br />433 03/10/2023
<br />3130AFW94
<br />13873
<br />Federal Home Loan Bank
<br />02/27/2019
<br />2,000,000.00
<br />2,072,220.00
<br />1,996,220.00
<br />2.500
<br />2.506
<br />2.541
<br />773 02/13/2024
<br />3130AB3H7
<br />13889
<br />Federal Home Loan Bank
<br />04/29/2019
<br />3,000,000.00
<br />3,100,290.00
<br />2,999,250.00
<br />2.375
<br />2.348
<br />2.380
<br />797 03/08/2024
<br />3130AKPQ3
<br />13996
<br />Federal Home Loan Bank
<br />01/28/2021
<br />4,000,000.00
<br />3,920,040.00
<br />4,000,000.00
<br />0.580
<br />0.572
<br />0.580
<br />27 01/28/2026
<br />313OAKU53
<br />13997
<br />Federal Home Loan Bank
<br />01/28/2021
<br />5,000,000.00
<br />4,890,200.00
<br />5,000,000.00
<br />0.520
<br />0.513
<br />0.520
<br />27 01/28/2026
<br />313OAKN69
<br />13998
<br />Federal Home Loan Bank
<br />01/28/2021
<br />6,000,000.00
<br />5,866,440.00
<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 />4,899,000.00
<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 />4,903,150.00
<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 />4,889,400.00
<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 />3,926,360.00
<br />4,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />68 03/10/2025
<br />3130ALKN3
<br />14004
<br />Federal Home Loan Bank
<br />03/24/2021
<br />4,000,000.00
<br />3,954,200.00
<br />4,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />82 09/24/2024
<br />3130ALLP7
<br />14007
<br />Federal Home Loan Bank
<br />03/29/2021
<br />6,000,000.00
<br />5,918,760.00
<br />5,997,000.00
<br />0.650
<br />0.692
<br />0.702
<br />75 03/17/2025
<br />3130ALW67
<br />14008
<br />Federal Home Loan Bank
<br />04/22/2021
<br />5,000,000.00
<br />4,971,200.00
<br />5,000,000.00
<br />1.100
<br />1.085
<br />1.100
<br />21 04/22/2026
<br />3130AMYUO
<br />14024
<br />Federal Home Loan Bank
<br />06/30/2021
<br />6,000,000.00
<br />5,941,860.00
<br />6,000,000.00
<br />1.050
<br />1.036
<br />1.050
<br />88 06/30/2026
<br />3130AMYCO
<br />14025
<br />Federal Home Loan Bank
<br />06/30/2021
<br />6,000,000.00
<br />5,945,580.00
<br />6,000,000.00
<br />1.000
<br />0.986
<br />1.000
<br />88 03/30/2026
<br />3130AMSFO
<br />14026
<br />Federal Home Loan Bank
<br />06/28/2021
<br />6,000,000.00
<br />5,950,440.00
<br />6,000,000.00
<br />0.400
<br />0.395
<br />0.400
<br />86 06/28/2024
<br />3130ANFU9
<br />14027
<br />Federal Home Loan Bank
<br />07/29/2021
<br />5,000,000.00
<br />4,918,100.00
<br />5,000,000.00
<br />0.850
<br />0.838
<br />0.850
<br />209 07/29/2026
<br />3130ANFGO
<br />14028
<br />Federal Home Loan Bank
<br />08/18/2021
<br />5,000,000.00
<br />4,925,050.00
<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 />4,947,550.00
<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 />4,953,600.00
<br />5,000,000.00
<br />0.550
<br />0.542
<br />0.550
<br />1,083 12/19/2024
<br />3130ANPE4
<br />14034
<br />Federal Home Loan Bank
<br />08/26/2021
<br />6,000,000.00
<br />5,897,100.00
<br />6,000,000.00
<br />0.700
<br />0.690
<br />0.700
<br />237 08/26/2025
<br />3130ANQ78
<br />14035
<br />Federal Home Loan Bank
<br />08/27/2021
<br />6,000,000.00
<br />5,905,920.00
<br />6,000,000.00
<br />0.900
<br />0.888
<br />0.900
<br />422 08/27/2026
<br />3130AP3E3
<br />14036
<br />Federal Home Loan Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,917,200.00
<br />5,000,000.00
<br />0.820
<br />0.809
<br />0.820
<br />272 09/30/2026
<br />3130ANX62
<br />14037
<br />Federal Home Loan Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,921,100.00
<br />5,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />88 06/30/2025
<br />3130APB79
<br />14038
<br />Federal Home Loan Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,941,200.00
<br />5,000,000.00
<br />1.000
<br />0.986
<br />1.000
<br />272 09/30/2026
<br />Run Date:01/16/2022-1(:1$`y Council
<br />10-7
<br />Portfolio COSA
<br />2/15/2022 CID
<br />PM (PRF_PM2) 7.3.0
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