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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />December 31, 2021
<br />Page 3
<br />Average
<br />Purchase
<br />Stated
<br />YTM/C
<br />YTM/C
<br />Days to 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 Date
<br />Federal Agency
<br />Coupon Securities
<br />3130AP3A1
<br />14039
<br />Federal Home Loan Bank
<br />09/29/2021
<br />5,000,000.00
<br />4,914,300.00
<br />4,998,750.00
<br />0.850
<br />0.844
<br />0.855
<br />87
<br />06/29/2026
<br />3130APB46
<br />14040
<br />Federal Home Loan Bank
<br />10/13/2021
<br />10,000,000.00
<br />9,852,200.00
<br />10,000,000.00
<br />0.950
<br />0.937
<br />0.950
<br />650
<br />10/13/2026
<br />3130APQC2
<br />14041
<br />Federal Home Loan Bank
<br />11/23/2021
<br />5,000,000.00
<br />4,989,750.00
<br />5,000,000.00
<br />0.750
<br />0.740
<br />0.750
<br />142
<br />05/23/2024
<br />3130APQB4
<br />14042
<br />Federal Home Loan Bank
<br />11/23/2021
<br />5,000,000.00
<br />4,995,600.00
<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 Bank
<br />12/14/2021
<br />5,000,000.00
<br />4,997,850.00
<br />4,997,500.00
<br />1.375
<br />1.366
<br />1.385
<br />151
<br />12/01/2026
<br />313OAQAB9
<br />14059
<br />Federal Home Loan Bank
<br />12/30/2021
<br />3,750,000.00
<br />3,750,300.00
<br />3,750,000.00
<br />1.625
<br />1.603
<br />1.625
<br />88
<br />12/30/2026
<br />3134GBVA7
<br />13839
<br />Federal Home Loan Mortgage
<br />Co.
<br />06/29/2017
<br />5,000,000.00
<br />5,041,250.00
<br />4,997,500.00
<br />1.925
<br />1.909
<br />1.936
<br />179
<br />06/29/2022
<br />3134GVQX9
<br />13962
<br />Federal Home Loan Mortgage
<br />Co.
<br />05/05/2020
<br />5,000,000.00
<br />5,001,750.00
<br />4,995,000.00
<br />0.700
<br />0.711
<br />0.720
<br />1,220
<br />05/05/2025
<br />3134GVVX3
<br />13964
<br />Federal Home Loan Mortgage
<br />Co.
<br />05/28/2020
<br />5,000,000.00
<br />4,928,550.00
<br />4,998,750.00
<br />0.750
<br />0.752
<br />0.763
<br />58
<br />05/28/2025
<br />3134GVR26
<br />13967
<br />Federal Home Loan Mortgage
<br />Co.
<br />06/25/2020
<br />6,000,000.00
<br />5,903,700.00
<br />6,000,000.00
<br />0.700
<br />0.690
<br />0.700
<br />175
<br />06/25/2025
<br />3134GVT99
<br />13968
<br />Federal Home Loan Mortgage
<br />Co.
<br />06/30/2020
<br />6,000,000.00
<br />5,909,880.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />180
<br />06/30/2025
<br />3134GV5R5
<br />13979
<br />Federal Home Loan Mortgage
<br />Co.
<br />07/15/2020
<br />6,000,000.00
<br />6,000,660.00
<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 Mortgage
<br />Co.
<br />09/30/2020
<br />5,000,000.00
<br />4,881,350.00
<br />5,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />272
<br />09/30/2025
<br />3134GW4Z6
<br />13989
<br />Federal Home Loan Mortgage
<br />Co.
<br />10/27/2020
<br />6,000,000.00
<br />5,862,000.00
<br />6,000,000.00
<br />0.540
<br />0.533
<br />0.540
<br />299
<br />10/27/2025
<br />3134GXJL9
<br />13995
<br />Federal Home Loan Mortgage
<br />Co.
<br />12/30/2020
<br />6,000,000.00
<br />5,871,840.00
<br />6,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />363
<br />12/30/2025
<br />3135GOT94
<br />13850
<br />Federal Nat'l Mtg. Assoc.
<br />03/28/2018
<br />2,000,000.00
<br />2,041,080.00
<br />1,971,780.00
<br />2.375
<br />2.653
<br />2.689
<br />383
<br />01/19/2023
<br />3135GOT45
<br />13856
<br />Federal Nat'l Mtg. Assoc.
<br />05/31/2018
<br />1,000,000.00
<br />1,004,120.00
<br />971,950.00
<br />1.875
<br />2.611
<br />2.647
<br />94
<br />04/05/2022
<br />3135GOT78
<br />13857
<br />Federal Nat'l Mtg. Assoc.
<br />05/31/2018
<br />1,000,000.00
<br />1,012,710.00
<br />971,400.00
<br />2.000
<br />2.665
<br />2.702
<br />277
<br />10/05/2022
<br />3135GOX24
<br />13940
<br />Federal Nat'l Mtg. Assoc.
<br />01/15/2020
<br />5,000,000.00
<br />5,091,350.00
<br />4,990,750.00
<br />1.625
<br />1.641
<br />1.664
<br />1,102
<br />01/07/2025
<br />3135GOW66
<br />13941
<br />Federal Nat'l Mtg. Assoc.
<br />01/15/2020
<br />5,000,000.00
<br />5,094,100.00
<br />4,994,000.00
<br />1.625
<br />1.629
<br />1.651
<br />1,018
<br />10/15/2024
<br />3136G4WV1
<br />13965
<br />Federal Nat'l Mtg. Assoc.
<br />06/16/2020
<br />5,000,000.00
<br />4,948,750.00
<br />5,000,000.00
<br />0.750
<br />0.740
<br />0.750
<br />1,262
<br />06/16/2025
<br />3136G4D42
<br />13976
<br />Federal Nat'l Mtg. Assoc.
<br />07/28/2020
<br />8,000,000.00
<br />7,821,360.00
<br />8,000,000.00
<br />0.510
<br />0.503
<br />0.510
<br />573
<br />07/28/2025
<br />3136G4C43
<br />13977
<br />Federal Nat'l Mtg. Assoc.
<br />08/14/2020
<br />6,000,000.00
<br />5,895,240.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />1,321
<br />08/14/2025
<br />3136G4G98
<br />13978
<br />Federal Nat'l Mtg. Assoc.
<br />08/12/2020
<br />6,000,000.00
<br />5,876,100.00
<br />6,000,000.00
<br />0.560
<br />0.552
<br />0.560
<br />223
<br />08/12/2025
<br />3136G45Q2
<br />13990
<br />Federal Nat'l Mtg. Assoc.
<br />10/28/2020
<br />6,000,000.00
<br />5,861,040.00
<br />6,000,000.00
<br />0.530
<br />0.523
<br />0.530
<br />300
<br />10/28/2025
<br />3135GA4VO
<br />13992
<br />Federal Nat'l Mtg. Assoc.
<br />11/25/2020
<br />5,000,000.00
<br />4,900,900.00
<br />5,000,000.00
<br />0.625
<br />0.616
<br />0.625
<br />328
<br />11/25/2025
<br />3135GAAN1
<br />13993
<br />Federal Nat'l Mtg. Assoc.
<br />12/17/2020
<br />6,000,000.00
<br />5,873,820.00
<br />6,000,000.00
<br />0.600
<br />0.592
<br />0.600
<br />75
<br />12/17/2025
<br />3135GO6J7
<br />13994
<br />Federal Nat'l Mtg. Assoc.
<br />12/10/2020
<br />6,000,000.00
<br />5,863,680.00
<br />6,000,000.00
<br />0.650
<br />0.641
<br />0.650
<br />68
<br />12/10/2025
<br />Subtotal and Average 320,592,408.26
<br />326,350,000.00
<br />323,032,051.75
<br />326,196,198.58
<br />0.899
<br />0.912
<br />351
<br />Total and Average 439,900,865.03
<br />403,100,335.26
<br />399,693,659.46
<br />402,946,533.84
<br />0.777
<br />0.788
<br />305
<br />Run Date:01/16/2022-lpltty Council
<br />Portfolio COSA
<br />2/15/2022 CID
<br />PM (PRF_PM2) 7.3.0
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