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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 />March 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 />0.755Federal Home Loan Mortgage Co.13964 5,000,000.00 4,998,750.00 05/28/20250.75005/28/2020 4,992,450.00 0.7453134GVVX3 57
<br />0.700Federal Home Loan Mortgage Co.13967 6,000,000.00 6,000,000.00 06/25/20250.70006/25/2020 5,977,860.00 0.6903134GVR26 85
<br />0.650Federal Home Loan Mortgage Co.13968 6,000,000.00 6,000,000.00 06/30/20250.65006/30/2020 5,964,900.00 0.6413134GVT99 455
<br />0.570Federal Home Loan Mortgage Co.13979 6,000,000.00 6,000,000.00 07/15/20240.57007/15/2020 6,002,640.00 0.5623134GV5R5 105
<br />0.500Federal Home Loan Mortgage Co.13987 5,000,000.00 5,000,000.00 09/30/20250.50009/30/2020 4,874,100.00 0.4933134GWUE4 547
<br />0.540Federal Home Loan Mortgage Co.13989 6,000,000.00 6,000,000.00 10/27/20250.54010/27/2020 5,848,020.00 0.5333134GW4Z6 574
<br />0.500Federal Home Loan Mortgage Co.13995 6,000,000.00 6,000,000.00 12/30/20250.50012/30/2020 5,851,620.00 0.4933134GXJL9 273
<br />1.742Federal Nat'l Mtg. Assoc.13820 4,400,000.00 4,301,660.00 08/17/20211.25011/18/2016 4,417,556.00 1.7193135G0N82 138
<br />2.689Federal Nat'l Mtg. Assoc.13850 2,000,000.00 1,971,780.00 01/19/20232.37503/28/2018 2,079,580.00 2.6533135G0T94 658
<br />2.647Federal Nat'l Mtg. Assoc.13856 1,000,000.00 971,950.00 04/05/20221.87505/31/2018 1,017,680.00 2.6113135G0T45 369
<br />2.702Federal Nat'l Mtg. Assoc.13857 1,000,000.00 971,400.00 10/05/20222.00005/31/2018 1,027,880.00 2.6653135G0T78 552
<br />1.664Federal Nat'l Mtg. Assoc.13940 5,000,000.00 4,990,750.00 01/07/20251.62501/15/2020 5,191,800.00 1.6413135G0X24 1,377
<br />1.651Federal Nat'l Mtg. Assoc.13941 5,000,000.00 4,994,000.00 10/15/20241.62501/15/2020 5,194,300.00 1.6293135G0W66 1,293
<br />0.750Federal Nat'l Mtg. Assoc.13965 5,000,000.00 5,000,000.00 06/16/20250.75006/16/2020 4,980,150.00 0.7403136G4WV1 1,537
<br />0.800Federal Nat'l Mtg. Assoc.13966 5,000,000.00 5,000,000.00 06/17/20250.80006/17/2020 4,991,250.00 0.7893136G4WQ2 77
<br />0.700Federal Nat'l Mtg. Assoc.13970 6,000,000.00 6,000,000.00 06/30/20250.70006/30/2020 5,964,420.00 0.6903136G4XU2 90
<br />0.410Federal Nat'l Mtg. Assoc.13971 6,000,000.00 6,000,000.00 07/13/20230.41007/13/2020 6,001,140.00 0.4043136G4YW7 103
<br />0.510Federal Nat'l Mtg. Assoc.13976 8,000,000.00 8,000,000.00 07/28/20250.51007/28/2020 7,872,400.00 0.5033136G4D42 848
<br />0.650Federal Nat'l Mtg. Assoc.13977 6,000,000.00 6,000,000.00 08/14/20250.65008/14/2020 5,937,720.00 0.6413136G4C43 1,596
<br />0.560Federal Nat'l Mtg. Assoc.13978 6,000,000.00 6,000,000.00 08/12/20250.56008/12/2020 5,914,860.00 0.5523136G4G98 498
<br />0.530Federal Nat'l Mtg. Assoc.13990 6,000,000.00 6,000,000.00 10/28/20250.53010/28/2020 5,893,320.00 0.5233136G45Q2 575
<br />0.625Federal Nat'l Mtg. Assoc.13992 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,927,050.00 0.6163135GA4V0 603
<br />0.600Federal Nat'l Mtg. Assoc.13993 6,000,000.00 6,000,000.00 12/17/20250.60012/17/2020 5,900,400.00 0.5923135GAAN1 260
<br />0.650Federal Nat'l Mtg. Assoc.13994 6,000,000.00 6,000,000.00 12/10/20250.65012/10/2020 5,914,560.00 0.6413135G06J7 70
<br />238,551,608.58 0.978238,549,273.75238,800,000.00230,096,253.74Subtotal and Average 0.991 450
<br />0.828367,161,988.23 313,684,521.43 0.840 343313,433,795.18 313,436,130.01Total and Average
<br />Portfolio COSA
<br />CP
<br />Run Date: 04/20/2021 - 15:23 PM (PRF_PM2) 7.3.0
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