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YTM/C
<br />365
<br />Page 4
<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 />0.650Federal Nat'l Mtg. Assoc.13977 6,000,000.00 6,000,000.00 08/14/20250.65008/14/2020 5,647,860.00 0.6413136G4C43 1,231
<br />0.560Federal Nat'l Mtg. Assoc.13978 6,000,000.00 6,000,000.00 08/12/20250.56008/12/2020 5,628,480.00 0.5523136G4G98 133
<br />0.530Federal Nat'l Mtg. Assoc.13990 6,000,000.00 6,000,000.00 10/28/20250.53010/28/2020 5,566,440.00 0.5233136G45Q2 210
<br />0.625Federal Nat'l Mtg. Assoc.13992 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,684,950.00 0.6163135GA4V0 238
<br />0.600Federal Nat'l Mtg. Assoc.13993 6,000,000.00 6,000,000.00 12/17/20250.60012/17/2020 5,612,700.00 0.5923135GAAN1 77
<br />0.650Federal Nat'l Mtg. Assoc.13994 6,000,000.00 6,000,000.00 12/10/20250.65012/10/2020 5,603,220.00 0.6413135G06J7 70
<br />355,525,710.25 0.995338,587,474.00355,675,000.00348,848,290.90Subtotal and Average 1.008 305
<br />Treasury Coupon Securities
<br />1.839U.S. Treasury14081 5,000,000.00 4,990,000.00 06/30/20241.75003/16/2022 4,931,250.00 1.8149128286Z8 821
<br />4,990,000.00 1.8144,931,250.005,000,000.002,575,483.87Subtotal and Average 1.839 821
<br />0.884475,424,689.36 454,971,073.34 0.896 271437,473,058.33 454,811,783.59Total and Average
<br />Portfolio COSA
<br />CP
<br />Run Date: 04/15/2022 - 10:34 PM (PRF_PM2) 7.3.11
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