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YTM/C
<br />365
<br />Page 3
<br />Par Value Book Value
<br />Maturity
<br />Date
<br />Stated
<br />RateMarket Value
<br />March 31, 2022
<br />Portfolio Details - Investments
<br />Average
<br />BalanceIssuer
<br />Portfolio Management
<br />City of Santa Ana
<br />Days to
<br />Maturity
<br />YTM/C
<br />360CUSIPInvestment #
<br />Purchase
<br />Date
<br />Federal Agency Coupon Securities
<br />0.700Federal Home Loan Bank14034 6,000,000.00 6,000,000.00 08/26/20250.70008/26/2021 5,647,320.00 0.6903130ANPE4 147
<br />0.900Federal Home Loan Bank14035 6,000,000.00 6,000,000.00 08/27/20260.90008/27/2021 5,576,460.00 0.8883130ANQ78 332
<br />0.820Federal Home Loan Bank14036 5,000,000.00 5,000,000.00 09/30/20260.82009/30/2021 4,676,150.00 0.8093130AP3E3 182
<br />0.650Federal Home Loan Bank14037 5,000,000.00 5,000,000.00 06/30/20250.65009/30/2021 4,719,350.00 0.6413130ANX62 90
<br />1.000Federal Home Loan Bank14038 5,000,000.00 5,000,000.00 09/30/20261.00009/30/2021 4,707,050.00 0.9863130APB79 182
<br />0.875Federal Home Loan Bank14039 5,000,000.00 4,998,750.00 06/29/20260.85009/29/2021 4,676,550.00 0.8633130AP3A1 89
<br />0.950Federal Home Loan Bank14040 10,000,000.00 10,000,000.00 10/13/20260.95010/13/2021 9,367,700.00 0.9373130APB46 560
<br />0.750Federal Home Loan Bank14041 5,000,000.00 5,000,000.00 05/23/20240.75011/23/2021 4,850,150.00 0.7403130APQC2 52
<br />1.500Federal Home Loan Bank14042 5,000,000.00 5,000,000.00 11/23/20261.50011/23/2021 4,801,200.00 1.4793130APQB4 22
<br />1.385Federal Home Loan Bank14058 5,000,000.00 4,997,500.00 12/01/20261.37512/14/2021 4,786,750.00 1.3663130APVC6 61
<br />1.625Federal Home Loan Bank14059 3,750,000.00 3,750,000.00 12/30/20261.62512/30/2021 3,600,450.00 1.6033130AQAB9 90
<br />1.650Federal Home Loan Bank14069 5,000,000.00 5,000,000.00 01/27/20271.65001/27/2022 4,800,700.00 1.6273130AQLQ4 301
<br />1.750Federal Home Loan Bank14070 1,500,000.00 1,500,000.00 01/28/20271.75001/28/2022 1,448,385.00 1.7263130AQKM4 27
<br />1.750Federal Home Loan Bank14071 3,000,000.00 3,000,000.00 01/27/20271.75001/27/2022 2,885,130.00 1.7263130AQNR0 301
<br />1.830Federal Home Loan Bank14072 5,000,000.00 5,000,000.00 02/10/20271.83002/10/2022 4,808,100.00 1.8053130AQSA2 315
<br />2.020Federal Home Loan Bank14073 5,000,000.00 5,000,000.00 02/24/20272.02002/24/2022 4,864,400.00 1.9923130AQW33 329
<br />2.255Federal Home Loan Bank14074 1,500,000.00 1,500,000.00 02/24/20272.25002/28/2022 1,470,300.00 2.2243130AQYA5 329
<br />2.000Federal Home Loan Bank14076 3,000,000.00 3,000,000.00 03/24/20252.00003/24/2022 2,964,000.00 1.9733130ARA35 84
<br />2.100Federal Home Loan Bank14077 3,000,000.00 3,000,000.00 03/29/20272.10003/29/2022 2,941,860.00 2.0713130ARC82 362
<br />4.315Federal Home Loan Bank14080 2,000,000.00 2,000,000.00 09/28/20231.62503/28/2022 1,990,980.00 4.2563130ARD65 88
<br />1.936Federal Home Loan Mortgage Co.13839 5,000,000.00 4,997,500.00 06/29/20221.92506/29/2017 5,013,800.00 1.9093134GBVA7 89
<br />0.720Federal Home Loan Mortgage Co.13962 5,000,000.00 4,995,000.00 05/05/20250.70005/05/2020 4,742,100.00 0.7113134GVQX9 1,130
<br />0.763Federal Home Loan Mortgage Co.13964 5,000,000.00 4,998,750.00 05/28/20250.75005/28/2020 4,726,550.00 0.7523134GVVX3 57
<br />0.700Federal Home Loan Mortgage Co.13967 6,000,000.00 6,000,000.00 06/25/20250.70006/25/2020 5,707,680.00 0.6903134GVR26 85
<br />0.650Federal Home Loan Mortgage Co.13968 6,000,000.00 6,000,000.00 06/30/20250.65006/30/2020 5,648,400.00 0.6413134GVT99 90
<br />0.570Federal Home Loan Mortgage Co.13979 6,000,000.00 6,000,000.00 07/15/20240.57007/15/2020 5,784,600.00 0.5623134GV5R5 14
<br />0.500Federal Home Loan Mortgage Co.13987 5,000,000.00 5,000,000.00 09/30/20250.50009/30/2020 4,650,700.00 0.4933134GWUE4 182
<br />0.540Federal Home Loan Mortgage Co.13989 6,000,000.00 6,000,000.00 10/27/20250.54010/27/2020 5,579,640.00 0.5333134GW4Z6 209
<br />0.500Federal Home Loan Mortgage Co.13995 6,000,000.00 6,000,000.00 12/30/20250.50012/30/2020 5,608,320.00 0.4933134GXJL9 273
<br />2.689Federal Nat'l Mtg. Assoc.13850 2,000,000.00 1,971,780.00 01/19/20232.37503/28/2018 2,013,300.00 2.6533135G0T94 293
<br />2.647Federal Nat'l Mtg. Assoc.13856 1,000,000.00 971,950.00 04/05/20221.87505/31/2018 1,000,190.00 2.6113135G0T45 4
<br />2.702Federal Nat'l Mtg. Assoc.13857 1,000,000.00 971,400.00 10/05/20222.00005/31/2018 1,004,320.00 2.6653135G0T78 187
<br />1.664Federal Nat'l Mtg. Assoc.13940 5,000,000.00 4,990,750.00 01/07/20251.62501/15/2020 4,886,550.00 1.6413135G0X24 1,012
<br />1.651Federal Nat'l Mtg. Assoc.13941 5,000,000.00 4,994,000.00 10/15/20241.62501/15/2020 4,903,500.00 1.6293135G0W66 928
<br />0.750Federal Nat'l Mtg. Assoc.13965 5,000,000.00 5,000,000.00 06/16/20250.75006/16/2020 4,750,450.00 0.7403136G4WV1 1,172
<br />0.510Federal Nat'l Mtg. Assoc.13976 8,000,000.00 8,000,000.00 07/28/20250.51007/28/2020 7,492,080.00 0.5033136G4D42 483
<br />Portfolio COSA
<br />CP
<br />Run Date: 04/15/2022 - 10:34 PM (PRF_PM2) 7.3.11
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