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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 />June 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 5,995,440.00 1.0363130AMYU0 182
<br />1.000Federal Home Loan Bank14025 6,000,000.00 6,000,000.00 03/30/20261.00006/30/2021 6,000,420.00 0.9863130AMYC0 91
<br />0.400Federal Home Loan Bank14026 6,000,000.00 6,000,000.00 06/28/20240.40006/28/2021 5,985,360.00 0.3953130AMSF0 89
<br />1.936Federal Home Loan Mortgage Co.13839 5,000,000.00 4,997,500.00 06/29/20221.92506/29/2017 5,087,150.00 1.9093134GBVA7 363
<br />1.800Federal Home Loan Mortgage Co.13938 3,000,000.00 3,000,000.00 01/16/20251.80001/16/2020 3,001,410.00 1.7753134GUS92 15
<br />0.720Federal Home Loan Mortgage Co.13962 5,000,000.00 4,995,000.00 05/05/20250.70005/05/2020 4,979,000.00 0.7113134GVQX9 1,404
<br />0.767Federal Home Loan Mortgage Co.13964 5,000,000.00 4,998,750.00 05/28/20250.75005/28/2020 5,000,700.00 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 5,973,900.00 0.6903134GVR26 359
<br />0.650Federal Home Loan Mortgage Co.13968 6,000,000.00 6,000,000.00 06/30/20250.65006/30/2020 5,979,240.00 0.6413134GVT99 364
<br />0.570Federal Home Loan Mortgage Co.13979 6,000,000.00 6,000,000.00 07/15/20240.57007/15/2020 5,996,640.00 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 4,932,400.00 0.4933134GWUE4 456
<br />0.540Federal Home Loan Mortgage Co.13989 6,000,000.00 6,000,000.00 10/27/20250.54010/27/2020 5,926,320.00 0.5333134GW4Z6 483
<br />0.500Federal Home Loan Mortgage Co.13995 6,000,000.00 6,000,000.00 12/30/20250.50012/30/2020 5,911,800.00 0.4933134GXJL9 182
<br />1.742Federal Nat'l Mtg. Assoc.13820 4,400,000.00 4,301,660.00 08/17/20211.25011/18/2016 4,406,556.00 1.7193135G0N82 47
<br />2.689Federal Nat'l Mtg. Assoc.13850 2,000,000.00 1,971,780.00 01/19/20232.37503/28/2018 2,067,420.00 2.6533135G0T94 567
<br />2.647Federal Nat'l Mtg. Assoc.13856 1,000,000.00 971,950.00 04/05/20221.87505/31/2018 1,013,690.00 2.6113135G0T45 278
<br />2.702Federal Nat'l Mtg. Assoc.13857 1,000,000.00 971,400.00 10/05/20222.00005/31/2018 1,022,950.00 2.6653135G0T78 461
<br />1.664Federal Nat'l Mtg. Assoc.13940 5,000,000.00 4,990,750.00 01/07/20251.62501/15/2020 5,178,150.00 1.6413135G0X24 1,286
<br />1.651Federal Nat'l Mtg. Assoc.13941 5,000,000.00 4,994,000.00 10/15/20241.62501/15/2020 5,179,500.00 1.6293135G0W66 1,202
<br />0.750Federal Nat'l Mtg. Assoc.13965 5,000,000.00 5,000,000.00 06/16/20250.75006/16/2020 5,001,300.00 0.7403136G4WV1 1,446
<br />0.410Federal Nat'l Mtg. Assoc.13971 6,000,000.00 6,000,000.00 07/13/20230.41007/13/2020 6,000,000.00 0.4043136G4YW7 12
<br />0.510Federal Nat'l Mtg. Assoc.13976 8,000,000.00 8,000,000.00 07/28/20250.51007/28/2020 7,917,200.00 0.5033136G4D42 757
<br />0.650Federal Nat'l Mtg. Assoc.13977 6,000,000.00 6,000,000.00 08/14/20250.65008/14/2020 5,972,460.00 0.6413136G4C43 1,505
<br />0.560Federal Nat'l Mtg. Assoc.13978 6,000,000.00 6,000,000.00 08/12/20250.56008/12/2020 5,960,640.00 0.5523136G4G98 407
<br />0.530Federal Nat'l Mtg. Assoc.13990 6,000,000.00 6,000,000.00 10/28/20250.53010/28/2020 5,930,040.00 0.5233136G45Q2 484
<br />0.625Federal Nat'l Mtg. Assoc.13992 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,957,250.00 0.6163135GA4V0 512
<br />0.600Federal Nat'l Mtg. Assoc.13993 6,000,000.00 6,000,000.00 12/17/20250.60012/17/2020 5,937,540.00 0.5923135GAAN1 169
<br />0.650Federal Nat'l Mtg. Assoc.13994 6,000,000.00 6,000,000.00 12/10/20250.65012/10/2020 5,950,380.00 0.6413135G06J7 71
<br />257,751,608.58 0.921258,240,382.50258,000,000.00249,218,275.25Subtotal and Average 0.933 401
<br />0.688475,483,356.73 397,146,738.50 0.698 261397,387,121.00 396,898,347.08Total and Average
<br />Portfolio COSA
<br />CP
<br />Run Date: 07/22/2021 - 14:08 PM (PRF_PM2) 7.3.0
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