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YTM/C
<br />365
<br />Page 2
<br />Par Value Book Value
<br />Maturity
<br />Date
<br />Stated
<br />RateMarket Value
<br />December 31, 2021
<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 />1.420Federal Farm Credit Bank13932 2,500,000.00 2,496,700.00 10/11/20221.37510/11/2019 2,524,350.00 1.4013133EKY91 283
<br />1.606Federal Farm Credit Bank13934 5,000,000.00 5,003,650.00 10/23/20231.62510/23/2019 5,105,950.00 1.5843133EK3M6 660
<br />0.690Federal Farm Credit Bank13974 6,000,000.00 6,000,000.00 07/22/20250.69007/22/2020 5,903,760.00 0.6813133ELX33 1,298
<br />0.530Federal Farm Credit Bank13988 5,000,000.00 5,000,000.00 09/29/20250.53009/29/2020 4,877,950.00 0.5233133EMBH4 1,367
<br />0.550Federal Farm Credit Bank13991 5,000,000.00 4,997,500.00 11/03/20250.54011/03/2020 4,875,600.00 0.5433133EMFR8 306
<br />0.800Federal Farm Credit Bank14005 4,000,000.00 4,000,000.00 03/09/20260.80003/09/2021 3,944,360.00 0.7893133EMSU7 432
<br />0.710Federal Farm Credit Bank14006 6,000,000.00 6,000,000.00 04/01/20250.71004/01/2021 5,922,240.00 0.7003133EMUP5 90
<br />0.710Federal Farm Credit Bank14016 5,000,000.00 5,000,000.00 04/21/20250.71004/21/2021 4,919,150.00 0.7003133EMWH1 110
<br />0.710Federal Farm Credit Bank14032 6,000,000.00 6,000,000.00 08/10/20260.71008/10/2021 5,861,820.00 0.7003133EM2C5 586
<br />1.980Federal Home Loan Bank13825 3,175,000.00 3,170,488.33 01/10/20221.95001/11/2017 3,176,016.00 1.9533130AAKW7 9
<br />1.815Federal Home Loan Bank13845 5,000,000.00 5,000,000.00 06/27/20221.81506/27/2017 5,037,600.00 1.7903130ABBNS1 177
<br />2.699Federal Home Loan Bank13854 1,500,000.00 1,486,650.00 03/10/20232.50005/31/2018 1,536,450.00 2.6623130ADMX7 433
<br />2.541Federal Home Loan Bank13873 2,000,000.00 1,996,220.00 02/13/20242.50002/27/2019 2,072,220.00 2.5063130AFW94 773
<br />2.380Federal Home Loan Bank13889 3,000,000.00 2,999,250.00 03/08/20242.37504/29/2019 3,100,290.00 2.3483130AB3H7 797
<br />0.580Federal Home Loan Bank13996 4,000,000.00 4,000,000.00 01/28/20260.58001/28/2021 3,920,040.00 0.5723130AKPQ3 27
<br />0.520Federal Home Loan Bank13997 5,000,000.00 5,000,000.00 01/28/20260.52001/28/2021 4,890,200.00 0.5133130AKU53 27
<br />0.500Federal Home Loan Bank13998 6,000,000.00 6,000,000.00 01/28/20260.50001/28/2021 5,866,440.00 0.4933130AKN69 27
<br />0.600Federal Home Loan Bank13999 5,000,000.00 5,000,000.00 02/25/20260.60002/25/2021 4,899,000.00 0.5923130ALA53 55
<br />0.625Federal Home Loan Bank14001 5,000,000.00 5,000,000.00 02/24/20260.62502/24/2021 4,903,150.00 0.6163130ALBM5 54
<br />0.375Federal Home Loan Bank14002 5,000,000.00 5,000,000.00 02/25/20250.37502/25/2021 4,889,400.00 0.3703130ALB52 55
<br />0.500Federal Home Loan Bank14003 4,000,000.00 4,000,000.00 03/10/20250.50003/10/2021 3,926,360.00 0.4933130ALDZ4 68
<br />0.500Federal Home Loan Bank14004 4,000,000.00 4,000,000.00 09/24/20240.50003/24/2021 3,954,200.00 0.4933130ALKN3 82
<br />0.702Federal Home Loan Bank14007 6,000,000.00 5,997,000.00 03/17/20250.65003/29/2021 5,918,760.00 0.6923130ALLP7 75
<br />1.100Federal Home Loan Bank14008 5,000,000.00 5,000,000.00 04/22/20261.10004/22/2021 4,971,200.00 1.0853130ALW67 21
<br />1.050Federal Home Loan Bank14024 6,000,000.00 6,000,000.00 06/30/20261.05006/30/2021 5,941,860.00 1.0363130AMYU0 88
<br />1.000Federal Home Loan Bank14025 6,000,000.00 6,000,000.00 03/30/20261.00006/30/2021 5,945,580.00 0.9863130AMYC0 88
<br />0.400Federal Home Loan Bank14026 6,000,000.00 6,000,000.00 06/28/20240.40006/28/2021 5,950,440.00 0.3953130AMSF0 86
<br />0.850Federal Home Loan Bank14027 5,000,000.00 5,000,000.00 07/29/20260.85007/29/2021 4,918,100.00 0.8383130ANFU9 209
<br />0.875Federal Home Loan Bank14028 5,000,000.00 5,000,000.00 05/18/20260.87508/18/2021 4,925,050.00 0.8633130ANFG0 48
<br />0.500Federal Home Loan Bank14029 5,000,000.00 5,000,000.00 07/29/20260.50007/29/2021 4,947,550.00 0.4933130ANE30 28
<br />0.550Federal Home Loan Bank14033 5,000,000.00 5,000,000.00 12/19/20240.55008/19/2021 4,953,600.00 0.5423130ANHV5 1,083
<br />0.700Federal Home Loan Bank14034 6,000,000.00 6,000,000.00 08/26/20250.70008/26/2021 5,897,100.00 0.6903130ANPE4 237
<br />0.900Federal Home Loan Bank14035 6,000,000.00 6,000,000.00 08/27/20260.90008/27/2021 5,905,920.00 0.8883130ANQ78 422
<br />0.820Federal Home Loan Bank14036 5,000,000.00 5,000,000.00 09/30/20260.82009/30/2021 4,917,200.00 0.8093130AP3E3 272
<br />0.650Federal Home Loan Bank14037 5,000,000.00 5,000,000.00 06/30/20250.65009/30/2021 4,921,100.00 0.6413130ANX62 88
<br />1.000Federal Home Loan Bank14038 5,000,000.00 5,000,000.00 09/30/20261.00009/30/2021 4,941,200.00 0.9863130APB79 272
<br />Portfolio COSA
<br />CP
<br />Run Date: 01/16/2022 - 12:14 PM (PRF_PM2) 7.3.0
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