HomeMy WebLinkAboutItem 10 - Periodic Quarterly Report of Investments as of March 31, 2023 Finance and Management Services
www.santa-ana.org/finance
Item # 10
City of Santa Ana
20 Civic Center Plaza, Santa Ana, CA 92701
Staff Report
May 16, 2023
TOPIC: Periodic Quarterly Report of Investments as of March 31, 2023
AGENDA TITLE
Periodic Quarterly Report of Investments as of March 31, 2023
RECOMMENDED ACTION
Receive and file.
DISCUSSION
California Code Section 53646 (b) states that if a quarterly report is rendered to the
legislative body, the quarterly investment report shall be submitted within 45 days
following the end of the quarter covered by the report. In an effort to meet the statutory
requirement, the Finance and Management Services Agency (“FMSA”) submits the
Report via email for review and distribution to the City Council in advance. The report
was emailed for distribution on April 26, 2023. The legislation specifies that this
quarterly report contain the seven major elements listed below:
1. Type of investments
2. Date of maturity
3. Par and dollar amounts invested in each security
4. Weighted average maturity of the investments
5. Market value as of the date of the report
6. Source of the market value information
7. Any funds, investments, or programs, including loans,
under the management of contracted parties
These specifications include a statement outlining the ability of the City to meet the
budgeted expenditures for the subsequent six months be submitted to the City Council
on a quarterly basis. Staff performs an end-of-month expenditure analysis to comply
with the expenditure requirement and a statement confirming the ability to meet this
requirement in the monthly and quarter-ending Treasurer’s Report. The information is in
compliance with State law and the City’s Investment Policy.
The attached Treasurer’s Report (Exhibit 1) accurately reflects all pooled investments
held on behalf of the City as of March 31, 2023.
Quarterly Report of Investments
May 16, 2023
Page 2
3
4
4
0
The attached Cash held by Bank and Cash held by Fund(s) Listing (Exhibit 2) is a
schedule of cash by funds added to the monthly and quarterly Report of Investments to
enhance FMSA’s reporting and transparency.
The following two tables represent: (1) percentage limits set by the City’s Investment
Policy and State Law and shows respective City investment portfolio investment types,
amounts, and percentages; and (2) the restricted cash balance as of March 31, 2023.
Type of Investment Amounts
Invested $
Portfolio
%
COSA
Policy
Limits
%
State Law
Limits %
Certificates of Deposit (CDs)$6,696,000 1.29%30%30%
Federal Farm Credit Bank (FFCB)$57,912,510 11.12%None None
Federal Home Loan Bank (FHLB)$239,738,720 46.06%None None
Federal Home Loan Mortgage Corp. (FHLMC)$44,993,750 8.64%None None
Federal National Mortgage Association (FNMA)$59,484,750 11.43%None None
Local Agency Investment Fund (LAIF)$38,877,328 7.47%None None
Local Agency Investment Fund (LAIF – ARPA)$62,928,705 12.09%None None
U.S. Treasury $9,915,500 1.90%None None
Sub- Total:$520,547,263 100%None None
Cash :$16,065,446
Total:$536,612,709
Restricted Cash In $
Restricted Cash †,$12,906,612
Total $12,906,612
† Restricted cash is held by various Trustees such as Bank of New York Mellon; US Bank; Signature Bank; and
State of California Condemnation Fund. Restricted Cash is segregated from cash used for daily operations.
The following City investment portfolio graph represents percentages within the
respective investment types as of March 31, 2023.
Quarterly Report of Investments
May 16, 2023
Page 3
3
4
4
0
The following two tables represent, as of March 31, 2023: (1) the aggregate Average
Market Yield To Date (AMTD); and (2) the breakdown of by investment type.
Aggregate Average Market Yield To Date
Average Month To Date (AMTD)1.658%
Investments Book Value of Investments YTM
% of
Portfolio
Certificates of Deposit $6,696,000 1.181%1.29%0.015%
LAIF $38,877,328 2.831%7.47%0.211%
LAIF (ARPA)$62,928,705 2.831%12.09%0.342%
Federal Agency Securities $402,129,730 1.329%77.25%1.027%
U.S. Treasury $9,915,500 3.299%1.91%0.063%
$520,547,263 1.658%100%1.658%
Cash held by Bank and Cash by Fund(s) Listing (Exhibit 2)
The above-referenced exhibit (Exhibit 2) includes a comparison of bank balances
between each City Cash account including Investments; Cash held at a City designated
financial institution; Cash on Hand; and Restricted Cash versus the Cash held by
various Fund(s).
FISCAL IMPACT
There is no fiscal impact associated with this action.
EXHIBIT(S)
1. Treasurer’s Report
2. Cash Held by Bank and Cash Fund(s) Listing
Submitted By: Kathryn Downs, FMSA Executive Director
Approved By: Kristine Ridge, City Manager
City of Santa Ana
Portfolio Management
March 31, 2023
Portfolio Summary
% of
Portfolio
Book
ValueInvestmentsMarket
Value
Par
Value
Days to
MaturityTerm
YTM/C
Certificates of Deposit 6,696,000.00 1,6531.29 1.1811,1886,135,850.796,696,000.00
Local Agency Investment Funds 38,877,328.22 17.47 2.831138,877,328.2238,877,328.22
Cash in Banks 62,928,704.74 112.09 2.831162,928,704.7462,928,704.74
Federal Agency Coupon Securities 402,129,730.25 1,52677.25 1.329304375,262,963.50402,175,000.00
Treasury Coupon Securities 4,990,000.00 8370.96 1.8394564,838,100.005,000,000.00
Treasury Strips 4,925,500.00 1160.95 4.7591154,926,350.005,000,000.00
520,547,263.21 100.00%Investments 492,969,297.25520,677,032.96 1,209 256 1.658
Cash
(not included in yield calculations)
Passbook/Checking 16,065,446.40 1 0.000116,065,446.4016,065,446.40
536,612,709.61Total Cash and Investments 509,034,743.65536,742,479.36 1,209 256 1.658
Current Year
March 31
696,036.64
Fiscal Year To Date
5,280,661.00
Average Daily Balance
Effective Rate of Return
540,195,132.51 531,410,699.17
1.32%1.52%
Total Earnings Month Ending
This report contains all the required information in SB 866 and SB 564 and accurately reflects all pooled investments held during this reporting period on behalf of the City and the City of Santa Ana acting
on behalf of the Community Redevelopment Agency. The information reported herein is in compliance with State law and the City's Investment Policy. Based on liquidity of investments, the City of Santa
Ana is able to meet budgeted expenditure requirements for the next six months, barring any catastrophic natural disasters. Market pricings are obtained through the City's third party trust services at BNY
Mellon Trust.
__________________________________________________ ____________________
Finance & Mgmt Services Agency,
Portfolio COSA
CP
Reporting period 03/01/2023-03/31/2023
Run Date: 04/24/2023 - 14:50 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
EXHIBIT 1
YTM/C
365
Page 1
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIPInvestment #
Purchase
Date
Certificates of Deposit
0.600BANK OZK14051 248,000.00 248,000.00 05/12/20260.60011/12/2021 222,994.16 0.59206417NF73 1,137
0.700American Equity Bank14043 248,000.00 248,000.00 05/27/20260.70011/26/2021 223,429.72 0.69002568KAJ4 1,152
1.000PENTAGON FCU14050 248,000.00 248,000.00 11/10/20261.00011/10/2021 223,513.47 0.98670962LAV4 1,319
0.600LUANA SAVINGS BK14046 248,000.00 248,000.00 11/05/20260.60011/05/2021 220,430.21 0.592549104ZS9 1,314
1.100SYNCHRONY BANK14047 248,000.00 248,000.00 11/05/20261.10011/05/2021 224,612.83 1.08587165FD76 1,314
2.000AMERICA EXPRESS NATL BK14078 248,000.00 248,000.00 03/16/20272.00003/16/2022 231,318.53 1.97302589ABT8 1,445
0.850CFBANK14044248,000.00 248,000.00 07/10/20260.85011/10/2021 223,972.22 0.83815721UET2 1,196
0.850FIRST FEDERAL14065 248,000.00 248,000.00 08/29/20250.85012/29/2021 228,320.28 0.83832022EAU0 881
0.800THIRD FEDERAL S&L14056 248,000.00 248,000.00 05/23/20250.80011/24/2021 229,834.62 0.78988413QDE5 783
2.250BEAL BANK PLANO TX14084 248,000.00 248,000.00 03/24/20272.25003/30/2022 233,535.92 2.21907371AH22 1,453
1.000GOLDMAN SACHS14064 248,000.00 248,000.00 12/22/20251.00012/22/2021 227,789.86 0.98638149MR47 996
1.150ST BK INDIA NY14057 248,000.00 248,000.00 11/30/20261.15011/29/2021 224,621.11 1.134856285YQ8 1,339
2.000CAPITAL ONE BANK14079 248,000.00 248,000.00 03/16/20272.00003/16/2022 231,318.97 1.97314042TEP8 1,445
1.100MERRICK BANK14049 248,000.00 248,000.00 11/09/20261.10011/09/2021 224,376.26 1.08559013KPN0 1,318
0.850FARMERS & MERCHANTS14054 248,000.00 248,000.00 11/19/20260.85011/19/2021 222,081.00 0.83830781JAW0 1,328
0.950BMW BANK OF NA14061 248,000.00 248,000.00 12/17/20240.95012/17/2021 232,619.76 0.93705580AH64 626
0.900INSBANK14062248,000.00 248,000.00 06/19/20260.90012/20/2021 224,616.70 0.88845776NEN2 1,175
1.250MEDALLION BK UT14063 248,000.00 248,000.00 12/21/20261.25012/20/2021 225,132.59 1.23358404DMQ1 1,360
1.100TOYOTA FINANCIAL14052 248,000.00 248,000.00 11/12/20261.10011/12/2021 224,495.73 1.08589235MMB4 1,321
0.900EMPIRE ST BK NA14045 248,000.00 248,000.00 07/13/20260.90011/12/2021 224,472.59 0.888292079AR1 1,199
2.250BEAL BANK USA14085 248,000.00 248,000.00 03/24/20272.25003/30/2022 233,535.92 2.21907371CT25 1,453
0.800POPPY BANK14053 248,000.00 248,000.00 11/17/20260.80011/17/2021 221,692.14 0.78973319FBJ7 1,326
0.500FIRST GENERAL BK14048 248,000.00 248,000.00 02/05/20250.50011/05/2021 229,960.38 0.493320337EZ7 676
0.900GREENSTATE CU14055 248,000.00 248,000.00 11/24/20250.90011/23/2021 227,362.11 0.88839573LCC0 968
2.250MORGAN STANLEY PVT BANK14082 248,000.00 248,000.00 03/30/20272.25003/31/2022 233,482.92 2.21961768U3U9 1,459
2.250MORGAN STANLEY PVT BANK14083 248,000.00 248,000.00 03/30/20272.25003/31/2022 233,482.92 2.21961773TCX9 1,459
1.000SALLIE MAE BANK14060 248,000.00 248,000.00 12/16/20241.00012/15/2021 232,847.87 0.986795451BA0 625
6,696,000.00 1.1656,135,850.796,696,000.006,696,000.00Subtotal and Average 1.181 1,188
Local Agency Investment Funds
2.831Local Agency Investment FundLAIFCITY 38,877,328.22 38,877,328.22 2.83138,877,328.22 2.792LAIFCITY 1
38,877,328.22 2.79238,877,328.2238,877,328.2238,877,328.22Subtotal and Average 2.831 1
Cash in Banks
2.831Local Agency Investment FundLAIF ARPA 62,928,704.74 62,928,704.74 2.83162,928,704.74 2.792LAIF ARPA 1
Portfolio COSA
CP
Run Date: 04/24/2023 - 14:50 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM/C
365
Page 2
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIPInvestment #
Purchase
Date
62,928,704.74 2.79262,928,704.7462,928,704.7496,379,320.81Subtotal and Average 2.831 1
Federal Agency Coupon Securities
2.670Federal Farm Credit Bank13868 925,000.00 924,195.25 10/23/20232.65001/29/2019 914,381.00 2.6343133EJ5W5 205
2.619Federal Farm Credit Bank13876 3,000,000.00 2,998,740.00 02/27/20242.61003/04/2019 2,943,360.00 2.5833133EKBW5 332
2.430Federal Farm Credit Bank13884 2,000,000.00 1,975,960.00 05/15/20232.12503/15/2019 1,993,880.00 2.3963133ECPM0 44
1.920Federal Farm Credit Bank13897 1,500,000.00 1,512,465.00 09/05/20232.12506/10/2019 1,482,465.00 1.8943133EKPG5 157
1.606Federal Farm Credit Bank13934 5,000,000.00 5,003,650.00 10/23/20231.62510/23/2019 4,913,900.00 1.5843133EK3M6 205
0.690Federal Farm Credit Bank13974 6,000,000.00 6,000,000.00 07/22/20250.69007/22/2020 5,519,220.00 0.6813133ELX33 843
0.530Federal Farm Credit Bank13988 5,000,000.00 5,000,000.00 09/29/20250.53009/29/2020 4,580,550.00 0.5233133EMBH4 912
0.550Federal Farm Credit Bank13991 5,000,000.00 4,997,500.00 11/03/20250.54011/03/2020 4,572,450.00 0.5433133EMFR8 947
0.800Federal Farm Credit Bank14005 4,000,000.00 4,000,000.00 03/09/20260.80003/09/2021 3,633,640.00 0.7893133EMSU7 1,073
0.701Federal Farm Credit Bank14006 6,000,000.00 6,000,000.00 04/01/20250.71004/01/2021 5,593,920.00 0.6923133EMUP5 731
0.710Federal Farm Credit Bank14016 5,000,000.00 5,000,000.00 04/21/20250.71004/21/2021 4,639,750.00 0.7003133EMWH1 751
0.710Federal Farm Credit Bank14032 6,000,000.00 6,000,000.00 08/10/20260.71008/10/2021 5,371,200.00 0.7003133EM2C5 131
2.180Federal Farm Credit Bank14075 3,500,000.00 3,500,000.00 02/16/20272.18002/16/2022 3,245,165.00 2.1503133ENPB0 321
3.330Federal Farm Credit Bank14086 2,000,000.00 2,000,000.00 04/12/20273.33004/12/2022 1,914,360.00 3.2843133ENUH1 11
3.630Federal Farm Credit Bank14088 3,000,000.00 3,000,000.00 05/03/20273.63005/03/2022 2,906,370.00 3.5803133ENVV9 1,493
2.541Federal Home Loan Bank13873 2,000,000.00 1,996,220.00 02/13/20242.50002/27/2019 1,961,100.00 2.5063130AFW94 318
2.380Federal Home Loan Bank13889 3,000,000.00 2,999,250.00 03/08/20242.37504/29/2019 2,939,100.00 2.3483130AB3H7 342
0.580Federal Home Loan Bank13996 4,000,000.00 4,000,000.00 01/28/20260.58001/28/2021 3,625,200.00 0.5723130AKPQ3 27
0.520Federal Home Loan Bank13997 5,000,000.00 5,000,000.00 01/28/20260.52001/28/2021 4,523,650.00 0.5133130AKU53 27
0.500Federal Home Loan Bank13998 6,000,000.00 6,000,000.00 01/28/20260.50001/28/2021 5,425,320.00 0.4933130AKN69 302
0.600Federal Home Loan Bank13999 5,000,000.00 5,000,000.00 02/25/20260.60002/25/2021 4,487,900.00 0.5923130ALA53 54
0.625Federal Home Loan Bank14001 5,000,000.00 5,000,000.00 02/24/20260.62502/24/2021 4,491,650.00 0.6163130ALBM5 53
0.375Federal Home Loan Bank14002 5,000,000.00 5,000,000.00 02/25/20250.37502/25/2021 4,629,050.00 0.3703130ALB52 146
0.500Federal Home Loan Bank14003 4,000,000.00 4,000,000.00 03/10/20250.50003/10/2021 3,718,880.00 0.4933130ALDZ4 70
0.500Federal Home Loan Bank14004 4,000,000.00 4,000,000.00 09/24/20240.50003/24/2021 3,763,600.00 0.4933130ALKN3 84
0.670Federal Home Loan Bank14007 6,000,000.00 5,997,000.00 03/17/20250.65003/29/2021 5,576,040.00 0.6613130ALLP7 77
1.100Federal Home Loan Bank14008 5,000,000.00 5,000,000.00 04/22/20261.10004/22/2021 4,559,400.00 1.0853130ALW67 21
1.050Federal Home Loan Bank14024 6,000,000.00 6,000,000.00 06/30/20261.05006/30/2021 5,440,560.00 1.0363130AMYU0 90
1.000Federal Home Loan Bank14025 6,000,000.00 6,000,000.00 03/30/20261.00006/30/2021 5,475,360.00 0.9863130AMYC0 90
0.400Federal Home Loan Bank14026 6,000,000.00 6,000,000.00 06/28/20240.40006/28/2021 5,689,980.00 0.3953130AMSF0 88
0.850Federal Home Loan Bank14027 5,000,000.00 5,000,000.00 07/29/20260.85007/29/2021 4,502,050.00 0.8383130ANFU9 1,215
0.875Federal Home Loan Bank14028 5,000,000.00 5,000,000.00 05/18/20260.87508/18/2021 4,532,350.00 0.8633130ANFG0 47
0.500Federal Home Loan Bank14029 5,000,000.00 5,000,000.00 07/29/20260.50007/29/2021 4,534,950.00 0.4933130ANE30 28
0.550Federal Home Loan Bank14033 5,000,000.00 5,000,000.00 12/19/20240.55008/19/2021 4,688,700.00 0.5423130ANHV5 628
0.700Federal Home Loan Bank14034 6,000,000.00 6,000,000.00 08/26/20250.70008/26/2021 5,535,540.00 0.6903130ANPE4 147
Portfolio COSA
CP
Run Date: 04/24/2023 - 14:50 PM (PRF_PM2) 7.3.11
YTM/C
365
Page 3
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIPInvestment #
Purchase
Date
Federal Agency Coupon Securities
0.900Federal Home Loan Bank14035 6,000,000.00 6,000,000.00 08/27/20260.90008/27/2021 5,398,920.00 0.8883130ANQ78 1,244
0.820Federal Home Loan Bank14036 5,000,000.00 5,000,000.00 09/30/20260.82009/30/2021 4,459,450.00 0.8093130AP3E3 1,278
0.650Federal Home Loan Bank14037 5,000,000.00 5,000,000.00 06/30/20250.65009/30/2021 4,627,400.00 0.6413130ANX62 90
1.000Federal Home Loan Bank14038 5,000,000.00 5,000,000.00 09/30/20261.00009/30/2021 4,502,050.00 0.9863130APB79 1,278
0.863Federal Home Loan Bank14039 5,000,000.00 4,998,750.00 06/29/20260.85009/29/2021 4,504,600.00 0.8513130AP3A1 89
0.950Federal Home Loan Bank14040 10,000,000.00 10,000,000.00 10/13/20260.95010/13/2021 8,979,800.00 0.9373130APB46 195
0.750Federal Home Loan Bank14041 5,000,000.00 5,000,000.00 05/23/20240.75011/23/2021 4,779,300.00 0.7403130APQC2 52
1.500Federal Home Loan Bank14042 5,000,000.00 5,000,000.00 11/23/20261.50011/23/2021 4,553,750.00 1.4793130APQB4 22
1.410Federal Home Loan Bank14058 5,000,000.00 4,997,500.00 12/01/20261.37512/14/2021 4,538,000.00 1.3903130APVC6 61
1.625Federal Home Loan Bank14059 3,750,000.00 3,750,000.00 12/30/20261.62512/30/2021 3,427,987.50 1.6033130AQAB9 90
1.651Federal Home Loan Bank14069 5,000,000.00 5,000,000.00 01/27/20271.65001/27/2022 4,580,700.00 1.6283130AQLQ4 26
1.750Federal Home Loan Bank14070 1,500,000.00 1,500,000.00 01/28/20271.75001/28/2022 1,369,785.00 1.7263130AQKM4 27
1.750Federal Home Loan Bank14071 3,000,000.00 3,000,000.00 01/27/20271.75001/27/2022 2,739,840.00 1.7263130AQNR0 26
1.830Federal Home Loan Bank14072 5,000,000.00 5,000,000.00 02/10/20271.83002/10/2022 4,604,800.00 1.8053130AQSA2 39
2.020Federal Home Loan Bank14073 5,000,000.00 5,000,000.00 02/24/20272.02002/24/2022 4,631,600.00 1.9923130AQW33 53
2.250Federal Home Loan Bank14074 1,500,000.00 1,500,000.00 02/24/20272.25002/28/2022 1,400,115.00 2.2193130AQYA5 53
2.000Federal Home Loan Bank14076 3,000,000.00 3,000,000.00 03/24/20252.00003/24/2022 2,868,870.00 1.9733130ARA35 84
2.100Federal Home Loan Bank14077 3,000,000.00 3,000,000.00 03/29/20272.10003/29/2022 2,771,190.00 2.0713130ARC82 1,458
1.570Federal Home Loan Bank14080 2,000,000.00 2,000,000.00 09/28/20231.62503/28/2022 1,966,060.00 1.5483130ARD65 180
3.100Federal Home Loan Bank14087 2,000,000.00 2,000,000.00 04/29/20253.10004/29/2022 1,947,460.00 3.0583130ARR60 28
3.050Federal Home Loan Bank14089 20,000,000.00 20,000,000.00 07/28/20233.05006/28/2022 19,868,000.00 3.0083130ASHV4 88
2.056Federal Home Loan Bank14090 20,000,000.00 20,000,000.00 12/29/20233.10006/29/2022 19,734,400.00 2.0283130ASLJ6 175
5.150Federal Home Loan Bank14091 12,000,000.00 12,000,000.00 09/15/20235.15003/15/2023 12,008,400.00 5.0793130AV5C2 75
5.375Federal Home Loan Bank14092 2,000,000.00 2,000,000.00 03/13/20245.37503/13/2023 2,011,920.00 5.3013130AVCN0 347
6.000Federal Home Loan Bank14093 2,000,000.00 2,000,000.00 03/28/20286.00003/30/2023 2,024,740.00 5.9183130AVDB5 362
0.720Federal Home Loan Mortgage Co.13962 5,000,000.00 4,995,000.00 05/05/20250.70005/05/2020 4,648,450.00 0.7113134GVQX9 765
0.758Federal Home Loan Mortgage Co.13964 5,000,000.00 4,998,750.00 05/28/20250.75005/28/2020 4,645,050.00 0.7483134GVVX3 57
0.700Federal Home Loan Mortgage Co.13967 6,000,000.00 6,000,000.00 06/25/20250.70006/25/2020 5,561,220.00 0.6903134GVR26 85
0.650Federal Home Loan Mortgage Co.13968 6,000,000.00 6,000,000.00 06/30/20250.65006/30/2020 5,559,900.00 0.6413134GVT99 821
0.570Federal Home Loan Mortgage Co.13979 6,000,000.00 6,000,000.00 07/15/20240.57007/15/2020 5,695,440.00 0.5623134GV5R5 14
0.500Federal Home Loan Mortgage Co.13987 5,000,000.00 5,000,000.00 09/30/20250.50009/30/2020 4,546,950.00 0.4933134GWUE4 90
0.540Federal Home Loan Mortgage Co.13989 6,000,000.00 6,000,000.00 10/27/20250.54010/27/2020 5,485,920.00 0.5333134GW4Z6 209
0.500Federal Home Loan Mortgage Co.13995 6,000,000.00 6,000,000.00 12/30/20250.50012/30/2020 5,419,320.00 0.4933134GXJL9 273
1.664Federal Nat'l Mtg. Assoc.13940 5,000,000.00 4,990,750.00 01/07/20251.62501/15/2020 4,777,500.00 1.6413135G0X24 647
1.651Federal Nat'l Mtg. Assoc.13941 5,000,000.00 4,994,000.00 10/15/20241.62501/15/2020 4,802,550.00 1.6293135G0W66 563
0.750Federal Nat'l Mtg. Assoc.13965 5,000,000.00 5,000,000.00 06/16/20250.75006/16/2020 4,642,550.00 0.7403136G4WV1 807
Portfolio COSA
CP
Run Date: 04/24/2023 - 14:50 PM (PRF_PM2) 7.3.11
YTM/C
365
Page 4
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIPInvestment #
Purchase
Date
Federal Agency Coupon Securities
0.510Federal Nat'l Mtg. Assoc.13976 8,000,000.00 8,000,000.00 07/28/20250.51007/28/2020 7,363,760.00 0.5033136G4D42 118
0.650Federal Nat'l Mtg. Assoc.13977 6,000,000.00 6,000,000.00 08/14/20250.65008/14/2020 5,504,520.00 0.6413136G4C43 866
0.560Federal Nat'l Mtg. Assoc.13978 6,000,000.00 6,000,000.00 08/12/20250.56008/12/2020 5,522,700.00 0.5523136G4G98 41
0.530Federal Nat'l Mtg. Assoc.13990 6,000,000.00 6,000,000.00 10/28/20250.53010/28/2020 5,453,460.00 0.5233136G45Q2 27
0.625Federal Nat'l Mtg. Assoc.13992 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,575,250.00 0.6163135GA4V0 54
0.600Federal Nat'l Mtg. Assoc.13993 6,000,000.00 6,000,000.00 12/17/20250.60012/17/2020 5,461,920.00 0.5923135GAAN1 77
0.650Federal Nat'l Mtg. Assoc.13994 6,000,000.00 6,000,000.00 12/10/20250.65012/10/2020 5,472,660.00 0.6413135G06J7 70
5.224Federal Nat'l Mtg. Assoc.14094 1,500,000.00 1,500,000.00 04/26/20245.22003/30/2023 1,499,715.00 5.1523135GAG62 90
402,129,730.25 1.311375,262,963.50402,175,000.00393,093,596.38Subtotal and Average 1.329 304
Treasury Coupon Securities
1.839U.S. Treasury14081 5,000,000.00 4,990,000.00 06/30/20241.75003/16/2022 4,838,100.00 1.8149128286Z8 456
4,990,000.00 1.8144,838,100.005,000,000.004,990,000.00Subtotal and Average 1.839 456
Treasury Strips
4.825U.S. Treasury14095 5,000,000.00 4,925,500.00 07/25/202303/31/2023 4,926,350.00 4.759912797FZ5 115
4,925,500.00 4.7594,926,350.005,000,000.00158,887.10Subtotal and Average 4.825 115
1.636540,195,132.51 520,677,032.96 1.659 256492,969,297.25 520,547,263.21Total and Average
Portfolio COSA
CP
Run Date: 04/24/2023 - 14:50 PM (PRF_PM2) 7.3.11
YTM/C
365
Page 5
Par Value Book Value
Stated
RateMarket Value
March 31, 2023
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIPInvestment #
Purchase
Date
Cash in Banks
0.000CITY OF SANTA ANAPETTY CASH 83,811.00 83,811.0083,811.00 0.000PETTY CASH 1
0.000JP MORGAN CHASE13943 3,990,949.53 3,990,949.533,990,949.53 0.000HOUSING 1
0.000JP MORGAN CHASE37983 1,488,113.80 1,488,113.801,488,113.80 0.000WORKERS COMPENS 1
0.000JP MORGAN CHASE38130 977,709.69 977,709.69977,709.69 0.000GENERAL LIABILI 1
0.000JP MORGAN CHASE8695 35,084.30 35,084.3035,084.30 0.000PROPERTY MANAGE 1
0.000JP MORGAN CHASEPROP MGMT 2 1,492.50 1,492.501,492.50 0.000PROPERTY MGMT 2 1
0.000JPMorgan Chase0112 302,735.95 302,735.95302,735.95 0.000HEALTHCARE SPEN 1
0.000JPMorgan Chase7962 336,514.61 336,514.61336,514.61 0.000COMMISSARY 1
0.000JPMorgan Chase9500 8,135,961.75 8,135,961.758,135,961.75 0.000GENERAL ACCOUNT 1
0.000Santa Ana Federal Credit UnionFSS 713,073.27 713,073.27713,073.27 0.000FSS 1
0.00
1.636540,195,132.51 536,742,479.36 1.659 256
1Average Balance
509,034,743.65 536,612,709.61Total Cash and Investments
Portfolio COSA
CP
Run Date: 04/24/2023 - 14:50 PM (PRF_PM2) 7.3.11
Page 1
Par Value Book ValueMarket Value
March 31, 2023
Portfolio Details - Investments
Issuer
Portfolio Management
CASH/SECURITIES HELD IN TRUST
CUSIP Investment #
Money Market Accounts
Dreyfus Treasury80364 10,571.42 10,571.4210,571.42X9USDDTPC
Dreyfus Treasury80365 5,155.81 5,155.815,155.81X9USDDTPC
Dreyfus Treasury80366 128.72 128.72128.72SYS80464
INSTL RES TRE AND AGNY CASH80107 661.11 661.11661.11X9USDDEFU---
DREYFUS INS PRE TSY OBL HAMIL80106 7.71 7.717.71X9USDDEFU-
US BANK MONEY MARKET80405 2.56 2.562.569AMMF05B2
US BANK MONEY MARKET80406 0.76 0.760.769AMMF05B2--
US BANK MONEY MARKET80407 0.52 0.520.529AMMF05B2-
US BANK MONEY MARKET80418 469,720.65 469,720.65469,720.65SYS80418
US BANK MONEY MARKET80419 105,346.37 105,346.37105,346.37SYS80419
US BANK MONEY MARKET80421 0.01 0.010.01SYS80421
US BANK MONEY MARKET80430 6,669.11 6,669.116,669.1131846V401
US BANK MONEY MARKET80432 11,406.98 11,406.9811,406.9831846V401-
MORGAN STANLEY GOVT INSTL80243 111,308.41 111,308.41111,308.41X9USDMOR3-
MORGAN STANLEY GOVT INSTL80248 142.73 142.73142.73X9USDMOR3
MORGAN STANLEY GOVT INSTL80465 28.34 28.3428.34X9USDMOR3
721,151.21721,151.21721,151.21Subtotal and Average
Other
MBIA INSURANCE POLICY80225 1.00 1.001.00S86209710
ASSURED GUARANTY MUNI CORP80396 1.00 1.001.0098INP5PV2
US Bank Mutual Funds80437 9,875,064.20 9,875,064.209,943,828.16SYS80420
9,875,066.209,943,830.169,875,066.20Subtotal and Average
Cash in Bank
SIGNATURE BANK80414 1,268,869.87 1,268,869.871,268,869.87SYS80414
CONDEMNATION DEPOSIT FUND80415 1,041,525.00 1,041,525.001,041,525.00SYS80415
2,310,394.872,310,394.872,310,394.87Subtotal and Average
12,906,612.28 12,975,376.24 12,906,612.28Total and Average
Portfolio TRST
AC
Run Date: 04/13/2023 - 11:36 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Investments Amount
Certificates of Deposit 6,696,000
Bank of New York Mellon - Investment Custodian 412,045,230
Local Agency Investment Fund (L.A.I.F)38,877,328
Local Agency Investment Fund (L.A.I.F) - ARPA 62,928,705
Total - Investments 520,547,263
Cash Held at City Financial Institution(s) and Cash on Hand Amount
General Account 8,135,962
General Liability Account 977,710
Housing Account 3,990,950
Workers Compensation Account 1,488,114
Santa Ana Federal Credit Union - Family Self Sufficiency (FSS-Housing) 713,073
Commissary Account 336,515
Flexible Benefit Spending Account 302,736
Property Management Account 35,084
Property Management - Phase 2 Account 1,493
Petty Cash 83,811
Total - Cash Held at City Financial Institution(s) and Cash on Hand 16,065,446 `
Restricted Cash Amount
Signature Bank - Streetlight Project 1,268,870
US Bank - Pension Stability Funds (Section 115 Trust with PARS)10,344,785
Bank of New York Mellon - Various 105,346
US Bank - Warner Industrial Community 146,082
State of California Condemnation Fund - Right of Way Deposits 1,041,525
US Bank - Gas Tax Bonds 4
Total - Restricted Cash 12,906,612 12,906,612
Total Cash Held City at Financial Institution(s), Cash on Hand and Restricted Cash 549,519,322
Cash by Fund(s) - Total (see below for listing)549,519,322
Fund Fund description Amount
011 GENERAL FUND 121,666,386
012 CANNABIS PUBLIC BENEFIT 26,110,580
016 CASP CERTIFICATION & TRAINING 407,278
020 OTS-TRAFFIC OFFENDER PROGRAM 24,429
021 PRCSA CATV FUND 1,795,430
022 PRCSA FEE & DONATION 1,015,552
023 INMATE WELFARE FUND 1,976,107
024 PD ATHLETIC ACTIVITIES LEAGUE (95,144)
025 IDB & EZ VOUCHER MONITORING 195,888
026 ASSET FORFEITURE FUND 128,871
027 PARKING FUND 2,638,820
029 SPECIAL GAS TAX 25,538,489
030 PROP 1B BOND ACT OF 2006 154,775
031 AIR QUALITY IMPR. (AB 2766)2,115,130
032 MEASURE M-STREET CONSTRUCTION (11,050,518)
033 NEW TRANSPO SYS IMPR AREA B 579,261
034 NEW TRANSPO SYS IMPR AREA E 1,565,910
035 NEW TRANSPO SYS IMPR AREA F 1,845,627
040 GENERAL FIXED ASSETS -
041 TRANSP SYS IMPR AREA A-2 704,447
042 TRANSPO SYS IMPR AREA B 9,646
048 TRANSPO SYS IMPR AREA C-2 215,439
049 TRANSPO SYS IMPR AREA G 99,299
051 CAPITAL OUTLAY FUND 3,994,295
053 CITY SERVICES 8,146,183
054 SANITARY SEWER CAPITAL 12,290,138
055 SEWER CONNECTION FEE 5,208,650
056 SANITARY SEWER SERVICE 8,550,297
057 FED CLEAN WATER PROTECTION ENT 4,024,354
058 RESIDENTIAL STREET IMPROVEMENT 5,850,610
059 SELECT STREET CONSTRUCTION 21,581,071
060 WATER REVENUE 24,792,087
066 ACQUISITION & CONSTRUCTION 3,180,258
067 REGIONAL TRANSP CENTER 493,570
068 SANITATION FUND 5,677,734
069 REFUSE COLLECTION SERVICE 7,655,968
070 EQUIPMENT REPLACEMENT FUND 8,134,834
071 CENTRAL SERVICES -
073 BUILDING MAINT FUND 1,961,733
074 CIVIC CENTER MAINTENANCE (1,083,513)
075 FLEET MAINTENANCE/STORES 432,646
076 STORES & PROPERTY CONTROL (758,991)
078 RETIREMENT SYSTEM (2,408,589)
080 LIABILITY AND PROPERTY INS FND 13,274,314
081 EMPLOYEE GROUP INSURANCE 826,411
082 WORKERS COMPENSATION FUND 18,073,896
083 PAYROLL REVOLVING 6,078,060
EXHIBIT 2
085 CITY YARD OPERATION (476,744)
086 PUB WKS ENG/PROJ MGMT (979,213)
087 PT RETIREMENT FUND 9,671
088 QUALITY SERVICE TRAINING 52,776
089 CA SEISMIC HAZARD PROGRAM 39,240
090 ORANGE CO SANITATION DIST 2&3 578,684
093 BUSINESS IMPROVEMENT DISTRICT 41,025
094 INTEREST AGENCY -
095 POLICE COMMISSARY ACCOUNT 283,044
096 SA TOURISM MARKETING DISTRICT 359,981
097 POLICE SEIZED ASSETS 1,728,764
100 SECTION 457 FIDUCIARY ADMIN 72,837
101 PUB WKS-ADMIN & PLANNING 3,272,056
103 PMA RETIREE HEALTH INSURANCE 16,478
104 SEIU RETIREE HEALTH INSURANCE 16,414
106 MGMT RETIREE HEALTH INSURANCE 5,328
107 UC RETIREE HEALTH INSURANCE 1,912
109 INFO SYS STRATEGIC PLAN 12,597,109
110 STRONG MOTION INSTRUMENTATION 104,351
111 OPIOID REMEDIATION 1,176,073
120 FIRE FACILITIES FUND 3,382,900
121 SPECIAL REPAIR/DEMOLITION 695,821
122 EMERGENCY & HEALTH GRANTS 12,108,615
123 WORKFORCE INVESTMENT ACT (332,590)
124 ORANGE COUNTY SSA GRANTS (146,446)
125 OES UASI (3,111,930)
127 D.O.J. GRANT FUND 40,865
128 POLICE BLOCK GRANTS 2,048,983
130 HOME PROGRAM FEDERAL GRANT 2,073,346
131 MISC GRANTS 1,248
133 HOUSING AUTHORITY-ISSUER FEE 2,636,265
135 COMMUNITY DEV BLOCK GRANT (1,095,656)
136 HOUSING AUTHORITY-VOUCHER HAP 1,025,321
137 HOUSING AUTHORITY- MAINSTREAM -
138 HOUSING AUTHORITY-MS 5 (75,541)
139 HOUSING AUTHORITY-NEW CONSTR 305,004
140 HOUSING AUTHORITY-VOUCHER ADM 2,994,875
142 NSP FEDERAL GRANT 140,802
143 CALHOME MFGD HSG LOAN 712,247
144 PRISON TO EMPLOYMENT PROGRAM -
145 RENTAL REHABILITATION GRANT 48,629
147 FEDERAL AID SAFETY PROGRAM (427,346)
148 TRAFFIC SYSTEM MGMT GRANT (2,652,223)
149 WIC ASSESSMENT DIST ST IMPRV 33,052
152 PUBLIC LIBRARY GRANT FUND 4,672,712
153 LIBRARY GRANTS 42,388
154 LIBRARY SVCS & TECHNOLOGY ACT 1,375
155 OCJP GRANT -
157 HSG ADMIN CARES ACT COVID-19 428
158 PLANNING GRANTS PROGRAM 2,119,031
160 HSG HAP CARES ACT COVID-19 -
161 PRCSA CAPITAL GRANTS (2,515,376)
162 ENERGY CONSERVATION PROGRAM (59,446)
164 PUB WKS-WTR QUALITY & CONTROL (4,679,551)
165 OFFICE OF SAFETY GRANT 152,316
166 US DOJ ASSET FORFEITURE FUND 1,432,131
167 US TREASURY ASSET FORFEITURE 157,565
169 RECREATION GRANTS FUND 603,071
170 MS5 HAP CARES ACT COVID-19 -
172 NATL RECREATION TRAILS FND ACT 17,311
175 CARES ACT - CESF -
176 CARES ACT - State -
177 EMERGENCY RENTAL ASSISTANCE PG 3,559,332
178 COVID RELIEF FUND (1,314,546)
179 GENERAL FIXED ASSETS (71,934)
180 ARPA EHV ADMIN FEES 159,067
181 AMERICAN RESCUE PLAN ACT 102,992,160
182 HOME-ARP PROGRAM FEDERAL GRANT (57,499)
183 ARPA - CA FOR ALL YOUTH WDP (368,359)
201 LOCAL DRAINAGE AREA NO 1 134
202 LOCAL DRAINAGE AREA NO 2 1,443
203 LOCAL DRAINAGE AREA NO 3 762,360
204 LOCAL DRAINAGE AREA NO 4 1,066
205 LOCAL DRAINAGE AREA NO 5 606
206 LOCAL DRAINAGE AREA NO 6 889
207 LOCAL DRAINAGE AREA NO 7 196,057
209 LOCAL DRAINAGE AREA NO 9 740
210 LOCAL DRAINAGE AREA NO 10 17,336
211 LOCAL DRAINAGE AREA NO 11 225
212 LOCAL DRAINAGE AREA NO 12 13
213 LOCAL DRAINAGE AREA NO 13 2,724
221 LOCAL DRAINAGE AREA I 1,069,879
222 LOCAL DRAINAGE AREA II 276,853
223 LOCAL DRAINAGE AREA III 424,997
224 LOCAL DRAINAGE AREA IV 482,514
225 LOCAL DRAINAGE AREA V 283,743
226 LOCAL DRAINAGE AREA VI 384,815
301 REC/COMM SVS 6,100
311 RESIDENTIAL DEVELOP DISTRICT 1 3,339,520
312 RESIDENTIAL DEVELOP DISTRICT 2 3,786,603
313 RESIDENTIAL DEVELOP DISTRICT 3 14,951,503
314 RESIDENTIAL DEVELOP DISTRICT 4 722,519
400 POLICE UUT LEASE REVENUE BONDS 3,217,456
403 SCAG GRANTS -
404 COSA 2014 LEASE FINANCING 3,124,614
406 2021 PENSION OBLIGATION BONDS 18,076
417 INCLUSIONARY HOUSING FEE 13,637,628
418 CDA - PEEBLER CAPITAL FUND 351,333
607 HOUSING AUTHORITY LMIHF 4,987,682
652 2003A SERIES TAX ALLOC BOND -
654 2011A SERIES TAX ALLOC BOND -
655 2018A SERIES TAX ALLOC BOND 11,781
658 2003B SERIES ALLOC BOND -
670 COSA RDA 577,835
671 COSA RDA OBLIGATION RETIREMENT 299,906
980 SAN JUANQUIN TRANS CORRIDOR 4,004
981 EASTERN FOOTHILL TRANS CORRIDO -
991 TRAN SYS IMP AUT C-2 TUSTIN 2,623,265
992 TRAN SYS IMP AUT AREA D-TUSTIN 11,089,796
993 WIC ASSESSMENT DISTRICT 382,342
998 TREASURERS AGENCY COLLECTIONS -
999 Lawson Clearing 39,671
Reconciling Item(s) - Outstanding Checks *2,827,021
Reconciling Item(s) - Bank Direct Deposits*728,863
Reconciling Item(s) - Deposits in Transit*(1,062,218.77)
Reconciling Item(s) - Withdrawals in Transit*-
Reconciling Item(s) - Various*181,713