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City of Santa Ana
<br />Portfolio Management
<br />Portfolio Details - Investments
<br />March 31, 2022
<br />Page 2
<br />CUSIP
<br />Investment #
<br />Average
<br />Issuer Balance
<br />Purchase
<br />Date
<br />Par Value
<br />Market Value
<br />Book Value
<br />Stated
<br />Rate
<br />YTM/C
<br />360
<br />YTM/C
<br />365
<br />Days to
<br />Maturity
<br />Maturity
<br />Date
<br />Subtotal and Average 86,406,097.09
<br />55,517,255.84
<br />55,517,255.84
<br />55,517,255.84
<br />0.360
<br />0.365
<br />1
<br />Federal Agency
<br />Coupon Securities
<br />3133EJ5W5
<br />13868
<br />Federal Farm Credit Bank
<br />01/29/2019
<br />925,000.00
<br />933,954.00
<br />924,195.25
<br />2.650
<br />2.634
<br />2.670
<br />570
<br />10/23/2023
<br />3133EKBW5
<br />13876
<br />Federal Farm Credit Bank
<br />03/04/2019
<br />3,000,000.00
<br />3,027,120.00
<br />2,998,740.00
<br />2.610
<br />2.583
<br />2.619
<br />697
<br />02/27/2024
<br />3133ECPMO
<br />13884
<br />Federal Farm Credit Bank
<br />03/15/2019
<br />2,000,000.00
<br />2,005,820.00
<br />1,975,960.00
<br />2.125
<br />2.396
<br />2.430
<br />409
<br />05/15/2023
<br />3133EKPG5
<br />13897
<br />Federal Farm Credit Bank
<br />06/10/2019
<br />1,500,000.00
<br />1,502,985.00
<br />1,512,465.00
<br />2.125
<br />1.894
<br />1.920
<br />522
<br />09/05/2023
<br />3133EKY91
<br />13932
<br />Federal Farm Credit Bank
<br />10/11/2019
<br />2,500,000.00
<br />2,502,400.00
<br />2,496,700.00
<br />1.375
<br />1.401
<br />1.420
<br />193
<br />10/11/2022
<br />3133EK3M6
<br />13934
<br />Federal Farm Credit Bank
<br />10/23/2019
<br />5,000,000.00
<br />4,970,050.00
<br />5,003,650.00
<br />1.625
<br />1.584
<br />1.606
<br />570
<br />10/23/2023
<br />3133ELX33
<br />13974
<br />Federal Farm Credit Bank
<br />07/22/2020
<br />6,000,000.00
<br />5,645,940.00
<br />6,000,000.00
<br />0.690
<br />0.681
<br />0.690
<br />1,208
<br />07/22/2025
<br />3133EMBH4
<br />13988
<br />Federal Farm Credit Bank
<br />09/29/2020
<br />5,000,000.00
<br />4,653,550.00
<br />5,000,000.00
<br />0.530
<br />0.523
<br />0.530
<br />1,277
<br />09/29/2025
<br />3133EMFR8
<br />13991
<br />Federal Farm Credit Bank
<br />11/03/2020
<br />5,000,000.00
<br />4,661,950.00
<br />4,997,500.00
<br />0.540
<br />0.543
<br />0.550
<br />216
<br />11/03/2025
<br />3133EMSU7
<br />14005
<br />Federal Farm Credit Bank
<br />03/09/2021
<br />4,000,000.00
<br />3,765,160.00
<br />4,000,000.00
<br />0.800
<br />0.789
<br />0.800
<br />342
<br />03/09/2026
<br />3133EMUP5
<br />14006
<br />Federal Farm Credit Bank
<br />04/01/2021
<br />6,000,000.00
<br />5,676,240.00
<br />6,000,000.00
<br />0.710
<br />0.700
<br />0.710
<br />0
<br />04/01/2025
<br />3133EMWH1
<br />14016
<br />Federal Farm Credit Bank
<br />04/21/2021
<br />5,000,000.00
<br />4,747,200.00
<br />5,000,000.00
<br />0.710
<br />0.700
<br />0.710
<br />20
<br />04/21/2025
<br />3133EM2C5
<br />14032
<br />Federal Farm Credit Bank
<br />08/10/2021
<br />6,000,000.00
<br />5,576,100.00
<br />6,000,000.00
<br />0.710
<br />0.700
<br />0.710
<br />496
<br />08/10/2026
<br />3133ENPBO
<br />14075
<br />Federal Farm Credit Bank
<br />02/16/2022
<br />3,500,000.00
<br />3,408,475.00
<br />3,500,000.00
<br />2.180
<br />2.150
<br />2.180
<br />686
<br />02/16/2027
<br />3130ABBNS1
<br />13845
<br />Federal Home Loan Bank
<br />06/27/2017
<br />5,000,000.00
<br />5,012,650.00
<br />5,000,000.00
<br />1.815
<br />1.790
<br />1.815
<br />87
<br />06/27/2022
<br />3130ADMX7
<br />13854
<br />Federal Home Loan Bank
<br />05/31/2018
<br />1,500,000.00
<br />1,512,165.00
<br />1,486,650.00
<br />2.500
<br />2.662
<br />2.699
<br />343
<br />03/10/2023
<br />3130AFW94
<br />13873
<br />Federal Home Loan Bank
<br />02/27/2019
<br />2,000,000.00
<br />2,007,540.00
<br />1,996,220.00
<br />2.500
<br />2.506
<br />2.541
<br />683
<br />02/13/2024
<br />3130AB3H7
<br />13889
<br />Federal Home Loan Bank
<br />04/29/2019
<br />3,000,000.00
<br />3,003,960.00
<br />2,999,250.00
<br />2.375
<br />2.348
<br />2.380
<br />707
<br />03/08/2024
<br />3130AKPQ3
<br />13996
<br />Federal Home Loan Bank
<br />01/28/2021
<br />4,000,000.00
<br />3,742,800.00
<br />4,000,000.00
<br />0.580
<br />0.572
<br />0.580
<br />27
<br />01/28/2026
<br />313OAKU53
<br />13997
<br />Federal Home Loan Bank
<br />01/28/2021
<br />5,000,000.00
<br />4,668,300.00
<br />5,000,000.00
<br />0.520
<br />0.513
<br />0.520
<br />27
<br />01/28/2026
<br />313OAKN69
<br />13998
<br />Federal Home Loan Bank
<br />01/28/2021
<br />6,000,000.00
<br />5,599,320.00
<br />6,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />302
<br />01/28/2026
<br />3130ALA53
<br />13999
<br />Federal Home Loan Bank
<br />02/25/2021
<br />5,000,000.00
<br />4,675,000.00
<br />5,000,000.00
<br />0.600
<br />0.592
<br />0.600
<br />54
<br />02/25/2026
<br />3130ALBM5
<br />14001
<br />Federal Home Loan Bank
<br />02/24/2021
<br />5,000,000.00
<br />4,679,600.00
<br />5,000,000.00
<br />0.625
<br />0.616
<br />0.625
<br />53
<br />02/24/2026
<br />3130ALB52
<br />14002
<br />Federal Home Loan Bank
<br />02/25/2021
<br />5,000,000.00
<br />4,702,750.00
<br />5,000,000.00
<br />0.375
<br />0.370
<br />0.375
<br />146
<br />02/25/2025
<br />3130ALDZ4
<br />14003
<br />Federal Home Loan Bank
<br />03/10/2021
<br />4,000,000.00
<br />3,775,040.00
<br />4,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />70
<br />03/10/2025
<br />3130ALKN3
<br />14004
<br />Federal Home Loan Bank
<br />03/24/2021
<br />4,000,000.00
<br />3,823,040.00
<br />4,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />84
<br />09/24/2024
<br />3130ALLP7
<br />14007
<br />Federal Home Loan Bank
<br />03/29/2021
<br />6,000,000.00
<br />5,690,640.00
<br />5,997,000.00
<br />0.650
<br />0.675
<br />0.684
<br />77
<br />03/17/2025
<br />3130ALW67
<br />14008
<br />Federal Home Loan Bank
<br />04/22/2021
<br />5,000,000.00
<br />4,757,100.00
<br />5,000,000.00
<br />1.100
<br />1.085
<br />1.100
<br />21
<br />04/22/2026
<br />3130AMYUO
<br />14024
<br />Federal Home Loan Bank
<br />06/30/2021
<br />6,000,000.00
<br />5,671,920.00
<br />6,000,000.00
<br />1.050
<br />1.036
<br />1.050
<br />90
<br />06/30/2026
<br />3130AMYCO
<br />14025
<br />Federal Home Loan Bank
<br />06/30/2021
<br />6,000,000.00
<br />5,683,140.00
<br />6,000,000.00
<br />1.000
<br />0.986
<br />1.000
<br />90
<br />03/30/2026
<br />3130AMSFO
<br />14026
<br />Federal Home Loan Bank
<br />06/28/2021
<br />6,000,000.00
<br />5,769,900.00
<br />6,000,000.00
<br />0.400
<br />0.395
<br />0.400
<br />88
<br />06/28/2024
<br />3130ANFU9
<br />14027
<br />Federal Home Loan Bank
<br />07/29/2021
<br />5,000,000.00
<br />4,685,550.00
<br />5,000,000.00
<br />0.850
<br />0.838
<br />0.850
<br />119
<br />07/29/2026
<br />3130ANFGO
<br />14028
<br />Federal Home Loan Bank
<br />08/18/2021
<br />5,000,000.00
<br />4,697,500.00
<br />5,000,000.00
<br />0.875
<br />0.863
<br />0.875
<br />47
<br />05/18/2026
<br />3130ANE30
<br />14029
<br />Federal Home Loan Bank
<br />07/29/2021
<br />5,000,000.00
<br />4,735,950.00
<br />5,000,000.00
<br />0.500
<br />0.493
<br />0.500
<br />28
<br />07/29/2026
<br />3130ANHV5
<br />14033
<br />Federal Home Loan Bank
<br />08/19/2021
<br />5,000,000.00
<br />4,777,850.00
<br />5,000,000.00
<br />0.550
<br />0.542
<br />0.550
<br />993
<br />12/19/2024
<br />Portfolio COSA
<br />(('�IIt Council 13 - 6 5/17/2022 CP
<br />Run Date: 04/15/2022 - 10 34 Y PM (PRF_PM2) 7.3.11
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