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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />March 31, 2022
<br />Page 3
<br />Average
<br />Purchase
<br />Stated
<br />YTM/C
<br />YTM/C
<br />Days to
<br />Maturity
<br />CUSIP
<br />Investment #
<br />Issuer
<br />Balance
<br />Date
<br />Par Value
<br />Market Value
<br />Book Value
<br />Rate
<br />360
<br />365
<br />Maturity
<br />Date
<br />Federal Agency
<br />Coupon Securities
<br />3130ANPE4
<br />14034
<br />Federal Home Loan
<br />Bank
<br />08/26/2021
<br />6,000,000.00
<br />5,647,320.00
<br />6,000,000.00
<br />0.700
<br />0.690
<br />0.700
<br />147
<br />08/26/2025
<br />3130ANQ78
<br />14035
<br />Federal Home Loan
<br />Bank
<br />08/27/2021
<br />6,000,000.00
<br />5,576,460.00
<br />6,000,000.00
<br />0.900
<br />0.888
<br />0.900
<br />332
<br />08/27/2026
<br />3130AP3E3
<br />14036
<br />Federal Home Loan
<br />Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,676,150.00
<br />5,000,000.00
<br />0.820
<br />0.809
<br />0.820
<br />182
<br />09/30/2026
<br />3130ANX62
<br />14037
<br />Federal Home Loan
<br />Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,719,350.00
<br />5,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />90
<br />06/30/2025
<br />3130APB79
<br />14038
<br />Federal Home Loan
<br />Bank
<br />09/30/2021
<br />5,000,000.00
<br />4,707,050.00
<br />5,000,000.00
<br />1.000
<br />0.986
<br />1.000
<br />182
<br />09/30/2026
<br />3130AP3A1
<br />14039
<br />Federal Home Loan
<br />Bank
<br />09/29/2021
<br />5,000,000.00
<br />4,676,550.00
<br />4,998,750.00
<br />0.850
<br />0.863
<br />0.875
<br />89
<br />06/29/2026
<br />3130APB46
<br />14040
<br />Federal Home Loan
<br />Bank
<br />10/13/2021
<br />10,000,000.00
<br />9,367,700.00
<br />10,000,000.00
<br />0.950
<br />0.937
<br />0.950
<br />560
<br />10/13/2026
<br />3130APQC2
<br />14041
<br />Federal Home Loan
<br />Bank
<br />11/23/2021
<br />5,000,000.00
<br />4,850,150.00
<br />5,000,000.00
<br />0.750
<br />0.740
<br />0.750
<br />52
<br />05/23/2024
<br />3130APQB4
<br />14042
<br />Federal Home Loan
<br />Bank
<br />11/23/2021
<br />5,000,000.00
<br />4,801,200.00
<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 />4,786,750.00
<br />4,997,500.00
<br />1.375
<br />1.366
<br />1.385
<br />61
<br />12/01/2026
<br />313OAQAB9
<br />14059
<br />Federal Home Loan
<br />Bank
<br />12/30/2021
<br />3,750,000.00
<br />3,600,450.00
<br />3,750,000.00
<br />1.625
<br />1.603
<br />1.625
<br />90
<br />12/30/2026
<br />313OAQLQ4
<br />14069
<br />Federal Home Loan
<br />Bank
<br />01/27/2022
<br />5,000,000.00
<br />4,800,700.00
<br />5,000,000.00
<br />1.650
<br />1.627
<br />1.650
<br />301
<br />01/27/2027
<br />313OAQKM4
<br />14070
<br />Federal Home Loan
<br />Bank
<br />01/28/2022
<br />1,500,000.00
<br />1,448,385.00
<br />1,500,000.00
<br />1.750
<br />1.726
<br />1.750
<br />27
<br />01/28/2027
<br />313OAQNRO
<br />14071
<br />Federal Home Loan
<br />Bank
<br />01/27/2022
<br />3,000,000.00
<br />2,885,130.00
<br />3,000,000.00
<br />1.750
<br />1.726
<br />1.750
<br />301
<br />01/27/2027
<br />313OAQSA2
<br />14072
<br />Federal Home Loan
<br />Bank
<br />02/10/2022
<br />5,000,000.00
<br />4,808,100.00
<br />5,000,000.00
<br />1.830
<br />1.805
<br />1.830
<br />315
<br />02/10/2027
<br />313OAQW33
<br />14073
<br />Federal Home Loan
<br />Bank
<br />02/24/2022
<br />5,000,000.00
<br />4,864,400.00
<br />5,000,000.00
<br />2.020
<br />1.992
<br />2.020
<br />329
<br />02/24/2027
<br />3130AQYA5
<br />14074
<br />Federal Home Loan
<br />Bank
<br />02/28/2022
<br />1,500,000.00
<br />1,470,300.00
<br />1,500,000.00
<br />2.250
<br />2.224
<br />2.255
<br />329
<br />02/24/2027
<br />3130ARA35
<br />14076
<br />Federal Home Loan
<br />Bank
<br />03/24/2022
<br />3,000,000.00
<br />2,964,000.00
<br />3,000,000.00
<br />2.000
<br />1.973
<br />2.000
<br />84
<br />03/24/2025
<br />3130ARC82
<br />14077
<br />Federal Home Loan
<br />Bank
<br />03/29/2022
<br />3,000,000.00
<br />2,941,860.00
<br />3,000,000.00
<br />2.100
<br />2.071
<br />2.100
<br />362
<br />03/29/2027
<br />3130ARD65
<br />14080
<br />Federal Home Loan
<br />Bank
<br />03/28/2022
<br />2,000,000.00
<br />1,990,980.00
<br />2,000,000.00
<br />1.625
<br />4.256
<br />4.315
<br />88
<br />09/28/2023
<br />3134GBVA7
<br />13839
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />06/29/2017
<br />5,000,000.00
<br />5,013,800.00
<br />4,997,500.00
<br />1.925
<br />1.909
<br />1.936
<br />89
<br />06/29/2022
<br />3134GVQX9
<br />13962
<br />Federal Home Loan
<br />Mortgage
<br />Co.
<br />05/05/2020
<br />5,000,000.00
<br />4,742,100.00
<br />4,995,000.00
<br />0.700
<br />0.711
<br />0.720
<br />1,130
<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 />4,726,550.00
<br />4,998,750.00
<br />0.750
<br />0.752
<br />0.763
<br />57
<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 />5,707,680.00
<br />6,000,000.00
<br />0.700
<br />0.690
<br />0.700
<br />85
<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 />5,648,400.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />90
<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 />5,784,600.00
<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 />4,650,700.00
<br />5,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />182
<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 />5,579,640.00
<br />6,000,000.00
<br />0.540
<br />0.533
<br />0.540
<br />209
<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 />5,608,320.00
<br />6,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />273
<br />12/30/2025
<br />3135GOT94
<br />13850
<br />Federal NaVI Mtg. Assoc.
<br />03/28/2018
<br />2,000,000.00
<br />2,013,300.00
<br />1,971,780.00
<br />2.375
<br />2.653
<br />2.689
<br />293
<br />01/19/2023
<br />3135GOT45
<br />13856
<br />Federal Nafl Mtg. Assoc.
<br />05/31/2018
<br />1,000,000.00
<br />1,000,190.00
<br />971,950.00
<br />1.875
<br />2.611
<br />2.647
<br />4
<br />04/05/2022
<br />3135GOT78
<br />13857
<br />Federal Nafl Mtg. Assoc.
<br />05/31/2018
<br />1,000,000.00
<br />1,004,320.00
<br />971,400.00
<br />2.000
<br />2.665
<br />2.702
<br />187
<br />10/05/2022
<br />3135GOX24
<br />13940
<br />Federal NaVI Mtg. Assoc.
<br />01/15/2020
<br />5,000,000.00
<br />4,886,550.00
<br />4,990,750.00
<br />1.625
<br />1.641
<br />1.664
<br />1,012
<br />01/07/2025
<br />3135GOW66
<br />13941
<br />Federal NaVI Mtg. Assoc.
<br />01/15/2020
<br />5,000,000.00
<br />4,903,500.00
<br />4,994,000.00
<br />1.625
<br />1.629
<br />1.651
<br />928
<br />10/15/2024
<br />3136G4WV1
<br />13965
<br />Federal Nafl Mtg. Assoc.
<br />06/16/2020
<br />5,000,000.00
<br />4,750,450.00
<br />5,000,000.00
<br />0.750
<br />0.740
<br />0.750
<br />1,172
<br />06/16/2025
<br />3136G4D42
<br />13976
<br />Federal Nafl Mtg. Assoc.
<br />07/28/2020
<br />8,000,000.00
<br />7,492,080.00
<br />8,000,000.00
<br />0.510
<br />0.503
<br />0.510
<br />483
<br />07/28/2025
<br />Run Date: 04/15/2122-10'34ty Council
<br />13-7
<br />Portfolio COSA
<br />5/17/2022 CP
<br />PM (PRF_PM2) 7.3.11
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