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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 />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 />0.855Federal Home Loan Bank14039 5,000,000.00 4,998,750.00 06/29/20260.85009/29/2021 4,914,300.00 0.8443130AP3A1 87
<br />0.950Federal Home Loan Bank14040 10,000,000.00 10,000,000.00 10/13/20260.95010/13/2021 9,852,200.00 0.9373130APB46 650
<br />0.750Federal Home Loan Bank14041 5,000,000.00 5,000,000.00 05/23/20240.75011/23/2021 4,989,750.00 0.7403130APQC2 142
<br />1.500Federal Home Loan Bank14042 5,000,000.00 5,000,000.00 11/23/20261.50011/23/2021 4,995,600.00 1.4793130APQB4 22
<br />1.385Federal Home Loan Bank14058 5,000,000.00 4,997,500.00 12/01/20261.37512/14/2021 4,997,850.00 1.3663130APVC6 151
<br />1.625Federal Home Loan Bank14059 3,750,000.00 3,750,000.00 12/30/20261.62512/30/2021 3,750,300.00 1.6033130AQAB9 88
<br />1.936Federal Home Loan Mortgage Co.13839 5,000,000.00 4,997,500.00 06/29/20221.92506/29/2017 5,041,250.00 1.9093134GBVA7 179
<br />0.720Federal Home Loan Mortgage Co.13962 5,000,000.00 4,995,000.00 05/05/20250.70005/05/2020 5,001,750.00 0.7113134GVQX9 1,220
<br />0.763Federal Home Loan Mortgage Co.13964 5,000,000.00 4,998,750.00 05/28/20250.75005/28/2020 4,928,550.00 0.7523134GVVX3 58
<br />0.700Federal Home Loan Mortgage Co.13967 6,000,000.00 6,000,000.00 06/25/20250.70006/25/2020 5,903,700.00 0.6903134GVR26 175
<br />0.650Federal Home Loan Mortgage Co.13968 6,000,000.00 6,000,000.00 06/30/20250.65006/30/2020 5,909,880.00 0.6413134GVT99 180
<br />0.570Federal Home Loan Mortgage Co.13979 6,000,000.00 6,000,000.00 07/15/20240.57007/15/2020 6,000,660.00 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 4,881,350.00 0.4933134GWUE4 272
<br />0.540Federal Home Loan Mortgage Co.13989 6,000,000.00 6,000,000.00 10/27/20250.54010/27/2020 5,862,000.00 0.5333134GW4Z6 299
<br />0.500Federal Home Loan Mortgage Co.13995 6,000,000.00 6,000,000.00 12/30/20250.50012/30/2020 5,871,840.00 0.4933134GXJL9 363
<br />2.689Federal Nat'l Mtg. Assoc.13850 2,000,000.00 1,971,780.00 01/19/20232.37503/28/2018 2,041,080.00 2.6533135G0T94 383
<br />2.647Federal Nat'l Mtg. Assoc.13856 1,000,000.00 971,950.00 04/05/20221.87505/31/2018 1,004,120.00 2.6113135G0T45 94
<br />2.702Federal Nat'l Mtg. Assoc.13857 1,000,000.00 971,400.00 10/05/20222.00005/31/2018 1,012,710.00 2.6653135G0T78 277
<br />1.664Federal Nat'l Mtg. Assoc.13940 5,000,000.00 4,990,750.00 01/07/20251.62501/15/2020 5,091,350.00 1.6413135G0X24 1,102
<br />1.651Federal Nat'l Mtg. Assoc.13941 5,000,000.00 4,994,000.00 10/15/20241.62501/15/2020 5,094,100.00 1.6293135G0W66 1,018
<br />0.750Federal Nat'l Mtg. Assoc.13965 5,000,000.00 5,000,000.00 06/16/20250.75006/16/2020 4,948,750.00 0.7403136G4WV1 1,262
<br />0.510Federal Nat'l Mtg. Assoc.13976 8,000,000.00 8,000,000.00 07/28/20250.51007/28/2020 7,821,360.00 0.5033136G4D42 573
<br />0.650Federal Nat'l Mtg. Assoc.13977 6,000,000.00 6,000,000.00 08/14/20250.65008/14/2020 5,895,240.00 0.6413136G4C43 1,321
<br />0.560Federal Nat'l Mtg. Assoc.13978 6,000,000.00 6,000,000.00 08/12/20250.56008/12/2020 5,876,100.00 0.5523136G4G98 223
<br />0.530Federal Nat'l Mtg. Assoc.13990 6,000,000.00 6,000,000.00 10/28/20250.53010/28/2020 5,861,040.00 0.5233136G45Q2 300
<br />0.625Federal Nat'l Mtg. Assoc.13992 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,900,900.00 0.6163135GA4V0 328
<br />0.600Federal Nat'l Mtg. Assoc.13993 6,000,000.00 6,000,000.00 12/17/20250.60012/17/2020 5,873,820.00 0.5923135GAAN1 75
<br />0.650Federal Nat'l Mtg. Assoc.13994 6,000,000.00 6,000,000.00 12/10/20250.65012/10/2020 5,863,680.00 0.6413135G06J7 68
<br />326,196,198.58 0.899323,032,051.75326,350,000.00320,592,408.26Subtotal and Average 0.912 351
<br />0.777439,900,865.03 403,100,335.26 0.788 305399,693,659.46 402,946,533.84Total and Average
<br />Portfolio COSA
<br />CP
<br />Run Date: 01/16/2022 - 12:14 PM (PRF_PM2) 7.3.0
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