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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 />September 30, 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 />1.050Federal Home Loan Bank14024 6,000,000.00 6,000,000.00 06/30/20261.05006/30/2021 5,988,600.00 1.0363130AMYU0 90
<br />1.000Federal Home Loan Bank14025 6,000,000.00 6,000,000.00 03/30/20261.00006/30/2021 5,991,300.00 0.9863130AMYC0 90
<br />0.400Federal Home Loan Bank14026 6,000,000.00 6,000,000.00 06/28/20240.40006/28/2021 5,990,880.00 0.3953130AMSF0 88
<br />0.850Federal Home Loan Bank14027 5,000,000.00 5,000,000.00 07/29/20260.85007/29/2021 4,968,000.00 0.8383130ANFU9 301
<br />0.875Federal Home Loan Bank14028 5,000,000.00 5,000,000.00 05/18/20260.87508/18/2021 4,985,900.00 0.8633130ANFG0 140
<br />0.908Federal Home Loan Bank14029 5,000,000.00 5,000,000.00 07/29/20260.50007/29/2021 4,983,400.00 0.8963130ANE30 28
<br />0.550Federal Home Loan Bank14033 5,000,000.00 5,000,000.00 12/19/20240.55008/19/2021 4,991,700.00 0.5423130ANHV5 49
<br />0.700Federal Home Loan Bank14034 6,000,000.00 6,000,000.00 08/26/20250.70008/26/2021 5,981,280.00 0.6903130ANPE4 329
<br />0.900Federal Home Loan Bank14035 6,000,000.00 6,000,000.00 08/27/20260.90008/27/2021 5,970,720.00 0.8883130ANQ78 514
<br />0.820Federal Home Loan Bank14036 5,000,000.00 5,000,000.00 09/30/20260.82009/30/2021 4,948,150.00 0.8093130AP3E3 364
<br />0.650Federal Home Loan Bank14037 5,000,000.00 5,000,000.00 06/30/20250.65009/30/2021 4,991,000.00 0.6413130ANX62 180
<br />1.000Federal Home Loan Bank14038 5,000,000.00 5,000,000.00 09/30/20261.00009/30/2021 4,993,800.00 0.9863130APB79 364
<br />0.855Federal Home Loan Bank14039 5,000,000.00 4,998,750.00 06/29/20260.85009/29/2021 4,975,050.00 0.8443130AP3A1 179
<br />1.936Federal Home Loan Mortgage Co.13839 5,000,000.00 4,997,500.00 06/29/20221.92506/29/2017 5,068,350.00 1.9093134GBVA7 271
<br />0.720Federal Home Loan Mortgage Co.13962 5,000,000.00 4,995,000.00 05/05/20250.70005/05/2020 5,002,150.00 0.7113134GVQX9 1,312
<br />0.767Federal Home Loan Mortgage Co.13964 5,000,000.00 4,998,750.00 05/28/20250.75005/28/2020 4,994,250.00 0.7563134GVVX3 58
<br />0.700Federal Home Loan Mortgage Co.13967 6,000,000.00 6,000,000.00 06/25/20250.70006/25/2020 5,973,180.00 0.6903134GVR26 267
<br />0.650Federal Home Loan Mortgage Co.13968 6,000,000.00 6,000,000.00 06/30/20250.65006/30/2020 5,969,400.00 0.6413134GVT99 272
<br />0.570Federal Home Loan Mortgage Co.13979 6,000,000.00 6,000,000.00 07/15/20240.57007/15/2020 6,001,260.00 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 4,931,350.00 0.4933134GWUE4 364
<br />0.540Federal Home Loan Mortgage Co.13989 6,000,000.00 6,000,000.00 10/27/20250.54010/27/2020 5,922,060.00 0.5333134GW4Z6 391
<br />0.500Federal Home Loan Mortgage Co.13995 6,000,000.00 6,000,000.00 12/30/20250.50012/30/2020 5,935,560.00 0.4933134GXJL9 90
<br />2.689Federal Nat'l Mtg. Assoc.13850 2,000,000.00 1,971,780.00 01/19/20232.37503/28/2018 2,056,540.00 2.6533135G0T94 475
<br />2.647Federal Nat'l Mtg. Assoc.13856 1,000,000.00 971,950.00 04/05/20221.87505/31/2018 1,009,210.00 2.6113135G0T45 186
<br />2.702Federal Nat'l Mtg. Assoc.13857 1,000,000.00 971,400.00 10/05/20222.00005/31/2018 1,019,330.00 2.6653135G0T78 369
<br />1.664Federal Nat'l Mtg. Assoc.13940 5,000,000.00 4,990,750.00 01/07/20251.62501/15/2020 5,169,450.00 1.6413135G0X24 1,194
<br />1.651Federal Nat'l Mtg. Assoc.13941 5,000,000.00 4,994,000.00 10/15/20241.62501/15/2020 5,166,050.00 1.6293135G0W66 1,110
<br />0.750Federal Nat'l Mtg. Assoc.13965 5,000,000.00 5,000,000.00 06/16/20250.75006/16/2020 4,999,250.00 0.7403136G4WV1 1,354
<br />0.510Federal Nat'l Mtg. Assoc.13976 8,000,000.00 8,000,000.00 07/28/20250.51007/28/2020 7,960,640.00 0.5033136G4D42 665
<br />0.650Federal Nat'l Mtg. Assoc.13977 6,000,000.00 6,000,000.00 08/14/20250.65008/14/2020 5,954,280.00 0.6413136G4C43 1,413
<br />0.560Federal Nat'l Mtg. Assoc.13978 6,000,000.00 6,000,000.00 08/12/20250.56008/12/2020 5,966,760.00 0.5523136G4G98 315
<br />0.530Federal Nat'l Mtg. Assoc.13990 6,000,000.00 6,000,000.00 10/28/20250.53010/28/2020 5,950,320.00 0.5233136G45Q2 392
<br />0.625Federal Nat'l Mtg. Assoc.13992 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,969,500.00 0.6163135GA4V0 420
<br />0.600Federal Nat'l Mtg. Assoc.13993 6,000,000.00 6,000,000.00 12/17/20250.60012/17/2020 5,950,620.00 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 5,950,080.00 0.6413135G06J7 70
<br />297,448,698.58 0.881297,570,931.75297,600,000.00278,283,198.58Subtotal and Average 0.894 400
<br />Portfolio COSA
<br />CP
<br />Run Date: 10/11/2021 - 17:38 PM (PRF_PM2) 7.3.0
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