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Item # 7
City of Santa Ana
20 Civic Center Plaza, Santa Ana, CA 92701
Staff Report
November 15, 2022
TOPIC: Quarterly Investment Report
AGENDA TITLE:
Receive and File Quarterly Report of Investments as of September 30, 2022
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 30 days
following the end of the quarter covered by the report. In an effort to meet the statutory
requirement, Finance & 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 October 24, 2022. The legislation specifies that this quarterly report
contains 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, and
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 to 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 September 30, 2022.
Quarterly Investment Report
November 15, 2022
Page 2
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 September 30,
2022.
Type of Investment
yP
Amounts
Invested $
Portfolio
%
COSA
Policy
Limits
State Law
Limits
Certificates of Deposit CDs
$6,696,000
1.36%
30%
30%
Federal Farm Credit Bank FFCB
$60,409,210
12.23%
None
None
Federal Home Loan Bank FHLB
$225,225,370
45.62%
None
None
Federal Home Loan Mortgage Corp. (FHLMC)
$44,993,750
9.11 %
None
None
Federal National Mortgage Association FNMA
$60,927,930
12.33%
None
None
Local Agency Investment Fund LAIF
$18,206,879
3.69%
None
None
Local Agency Investment Fund LAIF — ARPA
$72,515,236
14.66%
None
None
U.S. Treasury
$4,990,000
1.00%
None
None
Sub- Total:
$493,964,375
100%
None
None
Cash :
$22,324,861
Total:
$516,289,236
Restricted Cash
In $
Restricted Cash t,
$3,215,323
Total
$3,215,323
t 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 September 30, 2022.
Quarterly Investment Report
November 15, 2022
Page 3
U.S. Treasury
1.00%
Local Agency Investment
Fund (ARPA)
14.66%
Local Agency
Investment Fund
�LAIF)...
Federal National
Mortgage
Association (FMN4ral Hone Loan
12.3396 Mortgage Corp.
(FHLMC)
9.11°0
City of Santa Ana
Investment PortfoI io
September 30, 2022
Certificates of
aepo5it (Ca)
1.36%
Federal Farm Credit
Bank (FFCB)
12.23%
Federal Home Loan
Bank (FHL6)
45.62V�
The following two tables represent, as of September 30, 2022: (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 1.239%
Investments
Book Value of Investments
YTM
% of
Portfolio
Certificates of Deposit
$6,696,000
1.181 %
1.36%
0.016%
LAIF
$18,206,878.78
1.513%
3.69%
0.056%
LAIF ARPA
$72,515,236.15
1.513%
14.68%
0.222%
Federal Agency Securities
$391,556,260.25
1.169%
79.27%
0.927%
U.S. Treasury
$4,990,000
1.839%
1.00%
0.018%
$493,964,375
1.239%
100.00%
1.239%
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).
ENVIRONMENTAL IMPACT
There is no environmental impact associated with this action.
FISCAL IMPACT
There is no fiscal impact associated with this action.
Quarterly Investment Report
November 15, 2022
Page 4
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
EXHIBIT 1
City of Santa Ana
Portfolio Management
Portfolio Summary
September 30, 2022
Par
Market
Book
% of
Days to
YTMIC
Investments
Value
Value
Value
Portfolio
Term
Maturity
Certificates of Deposit
6,696,OOD,DD
6,008,507.84
6,696,000.00
1.36
1.663
1,370
1.181
Local Agency Investment Funds
18,206,878.78
18,206,878.78
18.206.878.78
3.69
1
1
1.513
Cash in Banks
72,515,236.15
72,515,236.15
72.515.236.15
14.68
1
1
1.513
Federal Agency Coupon Securities
391,675,000.00
356,898,433.50
391,556,260.25
79.27
1,575
339
1.169
Treasury Coupon Securities
5,000,000.00
4,788,300.00
4,990,000.00
1.01
837
638
1.839
494,093,114.93 468,417,356.27 493,964,375.18 100.00% 1,280 294 1.239
Investments
Cash
Passbook/Checking 22, 324, 860.64 22, 324,860.64 22,324 860.64 1 1 0.000
(not included in yield calculations)
Total Cash and Investments 516,417,975.57 460,742,216.91 516,289,235.82 1,280 294 1.239
Total Earnings September 30 Month Ending Fiscal Year To Date
Current Year 528,977.11 1,571,668.43
Average Daily Balance 518,667,510.38 541,387,363.51
Effective Rate of Return 1.24% 1.15%
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
Melton Trust.
Finance & Mgmt Services Agency,
Reporting period 09/0112022-0913012022
Run Dale: 1011912022 - 1328
Portfolio CQSA
CP
PM{PRF PM1j7,3.11
Report Ver. T 3.11
City of Santa Ana
Portfolio Management
Portfolio Details - Investments
September 30, 2022
Page 1
Average
Purchase
Stated
YTM1C
YTM1C Days to Maturity
CUSIP
investment 0
Issuer 13212neahate
Par Value
Market Value
Book Value
Rate360
366 Maturity
Certificates of Deposit
06417NF73
14051
BANK OZK
11/12/2021
248.000.00
217.662.28
248,000.00
0.600
0.592
0.600
1,319 05/12/2026
02568KAJ4
14043
American Equity Bank
11/26/2021
248,000.00
218.194.05
248,000.00
0.700
0.690
0.700
1,334 05/27/2026
70962LAV4
14050
PENTAGON FCU
11/10/20ZI
248,000.00
210.199.00
248,000.00
1.DD0
0.986
1.000
1,501 1111M026
549104Z59
14046
LUANA SAVINGS BK
11/05/2021
248,000.00
214.764.03
248,000.00
D.600
0,592
0.600
1,496 11/06/2028
67155FD75
14047
SYNCHRONY RANK
11/05/2021
248.000.00
219,454.50
248,000.00
1.100
1.085
1,1DO
1,496 11/05/2026
02589ABT8
14D78
AMERICA EXPRESS NATL BK
0311612022
248.000.00
226,601.99
248,000.00
2.DDO
1.973
2000
1,627 03/16/2027
15721UET2
14D44
CFBANK
1111012021
248.000.00
218,790.96
248,000.00
0.850
0.838
0 850
1,378 07/10/2026
32022EAUO
14065
FIRST FEDERAL
12129/2021
248,000.OD
224,189.25
246,000.0D
0.850
0.63E
0,850
1,053 0a12912025
88413QDES
14056
THIRD FEDERAL S&L
11124/2021
248,000.00
225,840.98
248.000.00
0.8W
0,789
0,000
965 05/2312025
07371AH22
14084
BEAL BANK PLANO TX
U313012022
248,000.DO
229.055.03
248,000.DD
2.250
2,219
2.250
1,635 03/2412027
38149MR47
14084
GOLDMAN SACHS
12/2212021
248,ODD.DO
223,501.57
248,ODD.DD
1.000
0,986
1.000
1,178 12/2212025
856285YQ8
14057
ST BK INDIA NY
11/29/2021
248,000 D0
219,561.49
248,00D.DD
1.150
1,134
1.150
1,521 11/30/2025
14042TEP8
14079
CAPITAL ONE BANK
03/16/2022
248,000,DO
226,601.99
248,000,00
2.000
1,973
2.000
1,627 03/1612027
59013KPNO
14M
MERRICK BANK
111D912021
248,00000
219.166.13
24B4OOD.DD
1.100
1.085
1,100
1,500 11109/2026
30781JAWO
14054
FARMERS & MERCHANTS
11/19/2021
248,000.00
216,605.36
24B4ODD.DD
O.BSo
D.83B
D.850
1,510 11119/2026
05580AH64
14061
BMW BANK OF NA
12117/2021
246,000,00
229.661.96
248,000,00
0.950
0.937
0,95D
008 12117/2024
45776NEN2
14062
INSBANK
12J2012021
248,000.00
219,544.43
248,000.00
0.900
0,888
0,900
1,357 06/19/2026
58404DMQ1
14063
MEDALLION BK UT
1212012021
248,000.00
219.960.28
248,00.00
1.250
1.233
1.250
1,542 12121/2026
89235MMB4
14052
TOYOTA FINANCIAL
1V12j2021
248,000.0
219,330.90
248,000.00
1.100
1.085
1.100
1,503 11112/2026
292079AR1
14045
EMPIRE ST BK NA
11112/2021
248.000.00
219,308.44
240,000.00
0.900
0.B88
0.900
1,381 07113/2026
07371CT25
14085
BEAL BANK USA
03/30/2022
248.000.00
229,055.03
248,000.00
2.250
2.219
2.250
1,635 03/24/2027
73319FBJ7
14053
POPPY BANK
11/17/2021
248,000.00
216,156.99
248,00D.00
0.800
0.789
0.800
1,508 11117/2026
320337EZ7
14048
FIRST GENERAL BK
111OU2021
248,000.00
226,076.70
248,000.D0
0.500
0.493
0.500
858 02/05/2025
39573LCCO
14055
GREENSTATE CU
11/23/2021
248,000.00
223,043.39
248,000.00
0.900
0.888
0.900
1,160 11/24/2025
617681.131.19
14082
MORGAN STANLEY PVT BANK
03/31/2022
248,000.00
229,072.34
248,000.D0
2.250
2.219
2.250
1,641 03/3012027
61773TCX9
14083
MORGAN STANLEY PVT BANK
03/31/2022
248,000.00
229.072.34
248,000.00
2,250
2.219
2.250
1,641 D3130f1027
795451BAD
14060
SALLIE MAE BANK
12/16/2021
248,000.00
229,945.45
248,000.00
1.000
0.986
1.000
807 12/16/2024
Subtotal and Average 6,696,000.00
6,696,000.00
6.008,507.84
6,696,000,00
1.168
1.181
1,370
Local Agency Investment
Funds
LAIFCITY
LAIFCITY
Local Agency Investment Fund
18,206,878.7E
18,206.878.78
1B,206,878.78
1_613
1.492
1.513
1
Subtotal and Average 23,040,212.11
18,206,87838
18,206.878.78
18,206,B78.78
1.402
1.513
1
Cash in Banks
LAIF ARPA
LAIF ARPA
Local Agency Investment fund
72,515,236.15
72,515,236.16
72,515,236,15
1.513
1.492
1.513
1
Run Data: 10l1912D22. 13'18
Portfolio COSA
CP
PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
City of Santa Ana
Portfolio Management
Portfolio Details - Investments
September 30, 2022
Page 2
Average
Purchase
Stated
YTM1C
YTMIC
Days to Maturity
CUSIP
Investment
Issuer Balance
Date
Par Value
Market Value
Book Value
Rate
360
365 Maturit v Date
Subtotal and Average 92,385,038.02
72,516,236.15
72,616,230.15
72,615,230.15
1.492
1.513
1
Federal Agency Coupon Securities
3133EJ5W5
13868
Federal Farm Credit Bank
01/29/2019
925,000,DO
909,756.00
924.195,25
2.650
2.634
2 670
387 1012312023
3133EKBW5
13876
Federal Farm Credit Bank
03104/2019
3,000,0D0.D0
2,930,040.00
2,998,740.DD
2.610
2.583
2 619
514 0212712024
3133ECPMO
13804
Federal Farm Credit Bank
03115/2019
2,000,000.00
1,915,280.00
1,975,960.D0
2.125
2,396
2 430
226 D511512023
3133EKPG5
13897
Federal Farm Credit Bank
o611012019
1,50D,000.00
1,469.100.00
1,512,455.00
2,125
1,894
1.9ZU
339 0910572D23
3133FKY91
13932
Federal Farm Credit Bank
10111/2019
2,500,0D0.00
2,498,900.00
2,496.700.00
1.375
1,401
1,420
10 10111/2022
3133EK3M6
13934
Federal Farm Credit Bank
10/23/2019
5,000,000.00
4,865,400.00
5,003,650.00
1.625
1,584
1.606
387 10123/2023
3133ELX33
13974
Federal Farm Credit Bank
07/22/2020
6,000,000.00
5,415,960.00
6,000,000.00
0.690
0,681
0,690
1,025 07122/2025
3133EMBH4
13988
Federal Farm Credit Bank
09/29/2020
5,000,000.00
4,446,500.00
5,000,0150.00
0.530
0,523
0.530
1,094 0912912025
3133EMFREI
13991
Federal Farm Credit Bank
11/0312020
5,000,OD0.00
4,432,650.00
4,997,500.00
0.540
0.551
0.565
33 11/03/2025
3133EMSU7
14005
Federal Farm Credit Bank
03M912021
4,000,000.00
3,535,80D.06
4,000,000.00
0.800
0.789
0.800
159 03/09/2026
3133EMUP5
14006
Federal Farm Credit Bank
04/01/2021
6,ODO,O00.0O
5,454,880.00
6,ODD,000,00
0.710
0.692
0.701
913 04/01/2025
3133EMWH1
14016
Federal Farm Credit Sank
OV2112021
5,000,D00.00
4,545,100.00
5,000,000,00
0.710
0.700
0.710
933 04/21/2025
3133EM2C5
14032
Federal Farm Credit Bank
08/10/2021
6,000,000.00
5,213,88UM
6,000,D00.00
0.710
0.700
0.710
313 08/10/2026
3133ENPBO
14075
Federal Farm Credit Bank
02/16/2022
3,500,000.00
3,181,885,00
3,5D0,000.00
2.180
2.150
2.180
503 02/16/2027
3133ENUH1
14086
Federal Farm Credit Bank
04I1212022
2,000,000.00
1,889,220.00
2,000,D00.00
3.330
3.284
3.330
193 04/12/2027
3133ENVV9
14688
Federal Farm Credit Bank
05/03/2022
3,0DOM0,00
2,858,100.0D
3,ODO.DOO.00
3.630
3.580
3.630
1,675 05/03/2027
3130ADMX7
13854
Federal Home Loan Bank
06/31/2018
1,500,D0000
1,491,705.0o
1,486,650,130
2,5D0
2.662
2.699
160 0311012023
3130AFW94
13873
Federal Home Loan Bank
07J2712019
2,000,000.00
1,954,950.00
1,996,220.DD
2,5D0
2.506
2.541
500 0211312024
313OA93H7
13889
Federal Home Loan Bank
o412912019
3,0130,ODO.D0
2,916,750.00
2,999,250.()0
2.375
2.348
2.380
524 03108/2024
3130AKPQ3
13996
Federal Home Loan Bank
01/28/2021
4,000,000.D0
3,515,680.OD
4,000,000,00
0.580
0.572
0,580
27 01128/2026
3130AKU53
13997
Federal Home Loan Bank
0112812021
5,000,OD0.00
4,385,450.00
5,000,000,00
0.520
0.513
0 520
27 01/28/2026
3130AKN69
13998
Federal Home Loan Bank
0112812021
6,000,0D0,00
5,258,940.00
6,01)0,00t1.00
0.500
0.493
0,500
119 01128/2(126
3130ALA53
13999
Federal Home Loan Bank
02/25/2021
5,000,DD0.00
4,385,800.00
5,OD0,000.00
0.600
0.592
0,600
55 02125/2026
3130ALBM5
140D1
Federal Home Loan Bank
02124/2021
5,000,000.00
4,390,100.00
5,OD0,000.00
0.625
0.616
0,625
54 02124/2026
3130ALB52
14002
Federal Home Loan Bank
02125/2021
5,000,000,00
4,527,400.00
5,000,000.D0
0.375
0.370
0,375
147 02/2512025
3130ALDZ4
14003
Federal Home Loan Bank
03/10/2021
4,000,000.00
3,627,680.00
4,000,13O0.D0
0.500
0.493
0,500
70 03/1012025
3130ALKN3
14004
Federal Home Loan Bank
03124/2021
4,000,000.00
3,694,360.01)
4,000,000.D0
0.500
0.493
0,500
84 09124121124
3130ALLP7
14007
Federal Home Loan Bank
03/29/2021
6,ODO,DOD,00
5,458,260.00
5,997,0oo.00
0.650
0.666
0,676
77 03117/2025
3130ALW67
14008
Federal Home Loan Bank
04122J2021
5,000,000.00
4,443,100.00
5,000,000.D0
1.100
1.085
1,10D
21 0412212026
3130AMYUO
14024
Federal Home Loan Bank
06130/2021
6,000,000.00
5,292,480.00
6,000,000.Do
1.050
1.036
1,050
90 06/30/2026
3130AMYCO
14025
Federal Home Loan Bank
06/30/2021
6,00Q000.00
5,323,080.00
6,000,000.D0
1.0w
0.986
1,000
90 03130/2026
3130AMSFO
14026
Federal Home Loan Bank
06/28/2021
6,000,000.00
5,584,26D.00
6,000.000.00
0.400
0,395
0,400
88 06128/2024
3130ANFU9
14027
Fasteral Home Loan Bank
07/29/2021
5,000,0DO.00
4,365,700.00
5,000,000.00
0.850
0.838
D.850
1,397 07129I2025
3130ANFGB
14028
Federal Home Loan Bank
08I18/2021
5,000,ODO.00
4,397,40D.00
5,000,000.00
0.875
0.063
0 B75
48 05M U2026
3130ANE30
14029
Federal Home Loan Bank
07/29/2021
5,000,000 0D
4,389,000.00
5,000,000.00
0.500
0 493
0.500
28 07129/2026
Portfolio COSA
CP
Run DAa: UP W2022 - 13:28
PM (PRF_PM2) 7.3.11
City of Santa Ana
Portfolio Management
Portfolio Details - Investments
September 30, 2022
Page 3
Average
Purchase
Staked
YTMIC
YTM1C Bays to Maturity
CUSiP
Investment #
Issuer Balance
Bate
Par Value
Market Value
Book Value
Rate
360
365 Maturity Dat%
Federal Agency Coupon Securities
3130ANHV5
14033
Federal Home Loan Bank
0811912021
5,000,OOO.DO
4,580,DDO.00
5,000.wo.00
0.550
0.542
0.550
810 12119/2024
3130ANPE4
14034
Federal Horne Loan Bank
08126/2021
6,000,000.00
5,374.860.00
6,000,000.00
0.700
0.69D
0.700
329 0812612025
3130ANQ78
14036
Federal Home Loan Bank
08127/2021
6,00D,00D,00
5,248,B00.00
6,000,000.00
0.900
0.88B
0.900
149 00127/2026
3130AP3E3
14036
Federal Home Loan Bank
09/30/2021
5,000,000.00
4,339,750.00
5,OOO,D00.00
0.820
0.809
0.820
1,460 09/30/2026
3130ANX62
14037
Federal Home Loan Bank
09130/2021
51000,000.00
4,499,050.00
5,OW,000.00
0.550
0.641
0.650
90 06/30/2025
3130APB79
14038
Federal Home Loan Bank
09/30/2021
5,OOD,000.00
4,368,850.00
5,000,000,D0
1.DDO
0.986
1.000
1,460 09/30/2026
3130AP3A1
14039
Federal Home Loan Bank
09129/2021
5,000,D00.00
4,377,150.00
4,996,750.00
0.850
0.855
0.867
89 06/29/2026
3130APB46
14040
Federal Home Loan Bank
1BY1312021
10,000,000,00
8,710,10O.D0
10,000,000.00
0.950
0.937
0,950
377 10/13/2026
3130APQC2
14041
Federal Home Loan Bank
11123/2021
5,OW,000.OD
4,699,300.D0
5,000,DW.W
0.750
0.740
0,750
53 05/23/2024
3130APQ84
14042
Federal Home Loan Bank
11/23/2021
51000,000.00
4,439,550.00
510001000.00
1.500
1.479
1.500
22 11/23/2026
3130APVC6
14058
Federal Home Loan Bank
12/14/2021
510001000.00
4,414,850.D0
4,997,500.00
1.375
1.408
1.427
61 12/01/2026
3130ACtAB9
14059
Federal Home Loan Bank
12/3012021
3,750,000.00
3,33a,287.50
3,750,000.00
1,625
1.603
1.625
90 12/30/2026
313OAQLQ4
14069
Federal Home Loan Bank
01/2712022
5,000,000.00
4,447.550.00
5,000,000.00
1.650
1.627
1.650
118 01/27/2027
3130AQKM4
14070
Federal Hume Loan Bank
01128)2022
1,500,000.00
1,339,590.0D
1,501),00D.00
1.750
1.726
1.750
27 01/2WO27
313DAQNRO
14071
Federal Home Loan Bank
0112112072
3,000,n00.()O
2,679,450.00
3,000,oulwu
1.750
1.726
1.750
118 01/27/2027
3130AQSA2
14072
Federal Home Loan Bank
02/10/2022
5,000,0DO.00
4,491,600.00
5,0001WO,00
1.830
1.805
1.830
132 02/10/2027
313OAQW33
14073
Federal Home Loan Bank
O2J2412022
5,000,DO 0.00
4,506,650.00
5,ODO,000.00
2.020
1.992
2.020
146 02124/2027
313OAQYAS
14074
Federal Home Loan Bank
0212812022
1,50D,000.0D
1,371,900.00
1,500,000.00
2.250
2.224
2.255
146 02/24/2027
313GARA35
14076
Federal Home Loan Bank
03124/2022
3,00D,000.Oo
2,820,090.00
3,000,DDO.00
2.000
1.973
2.000
84 03/24/2025
3130ARC82
141377
Federal Home Loan Bank
0312912022
3,00O,OD0.00
217161980.00
3,000,0130.00
2.100
Z.071
2100
179 03/29/2027
3130ARD65
14080
Federal Home Loan Bank
D312812022
2,00[3,000.00
1,942,660,00
2,OD1),DO0.00
1.625
1.548
1,510
362 0912B12D23
3130ARR60
14087
Federal Home Loan Bank
04/2912022
2,000,DDD.00
1,924,140.00
2,000,DDO.00
3.1DO
3.058
3.100
28 04/29/2025
3130ASHV4
14089
Federal Home Loan Bank
0612812022
20,000,000.D0
19,753,600.00
20,000,000.00
3.050
3.008
3.050
270 07/25/2023
3130ASLJ6
14090
Federal Home Loan Bank
06129/2022
20,000,000 00
19,636,600,00
20,000.000,00
3.100
2.028
2056
357 12/29/2023
3134GVQX9
13962
Federal Home Loan Mortgage Co.
05/05/2020
5,000,000.00
4,533,050.00
4,995,DD0.D0
0,700
0.711
0,720
947 05/05/2025
3134GVVX3
13964
Federal Home Loan Mortgage Co.
0512812020
5,ODD,000.00
4,527,950.00
4,998,750.00
0.750
0.750
0,760
58 0512812025
3134GVR26
13967
Federal Home Loan Mortgage Co,
06125/2020
6,000,00D.00
5,423,640.00
6,000,000.00
a.700
0.690
0,700
267 0612512025
3134GVTO9
13968
Federal Home Loan Mortgage Co
06/3012020
6,000,000.00
5,443,860.DD
5,ODO,000.DD
0.650
0.641
0,6W
1,003 06/30/2025
3134GVSRS
13979
Federal Home Loan Mortgage Co.
07/15/2020
6,000,0D0.00
5,598,420.00
6,ODO,000.DD
0.570
0.562
0,570
14 07/15/2024
3134GWUE4
13987
Federal Home Loan Mortgage Co,
09/30/2020
5,000,000.00
4,441,000.00
5,000,000.00
0.500
0,493
0,5DO
90 09/3012025
3134GW4Z6
13989
Federal Home Loan Mortgage Co.
10/27/2020
6,000,000.00
5,322,9DO.00
6,000,000.131)
0.540
0,533
0,540
26 1012712025
3134GXJL9
13995
Federal Home Loan Mortgage Co.
WJ3012020
6,000,0DO.00
5,283,000.D0
6,01)0,000.00
0.500
OA93
0,500
90 12130YL025
3135GOT94
13850
Federal Nat'l Mtg. Assoc.
03/28/2016
2,000,000.00
1,992.240.00
1,971,780.00
2.375
2,653
2,589
110 0111912023
3135GOT78
13857
Federal Nat'l Mtg, Assoc,
05/31/2018
1,000,000,00
999,920.00
971,4D0,DO
2.DOO
2.665
2,702
4 101D512022
3135UGX24
13940
Federal Nat'i Mtg. Assoc.
01/15/2020
5,000,000.oO
4,717,900.00
4,990,750.DO
1.525
1.641
1,664
829 01107/2025
3135GOW66
13941
Federal Nat'l Mtg. Assoc.
01/15/2020
5,000,00O.DO
4,745,600.00
4,994,OW,00
1.625
1.629
1,651
745 1011512024
Portfolio COSA
CP
Run Dee: 1011912022 - 13:28
PM (PRF_PM2) 7.3.11
City of Santa Ana
Portfolio Management
Portfolio Details - Investments
September 30, 2022
Page 4
Average Purchase
Stated
YTM1C
YTMIC Day%to Maturity
CUSIP
Investment 0
Issuer
balance Date
Par Value
Market Value
Book Value
Rate
380
365 Maturity Date
Federal Agency Coupon Securities
3136G4WV1
13965
Federal Nat'l Mtg. Assoc.
06116/2020
5,000,000.OD
4,524,200.00
5,000,0D0.00
0.750
0,740
0.750
989 06116/2025
3136G4D42
13976
Federal Nat'l Mtg. Assoc.
07128/2020
8,000,00D,00
7,150,720.00
8,000,000.00
0.510
0.503
0.510
300 07I28I2025
3136G4C43
13977
Federal Nat'l Mtg. Assoc.
08/14/2020
6,000.000.00
5r381,040.00
6,0D0,000.00
0.660
0.641
0.650
1,048 08I14/2025
3135G4G98
1397a
Federal Nat'l Mtg. Assoc.
08/1212020
6,000,000.00
5,367,840.00
6,0D0,000.00
0.560
0.552
0.SW
42 08112/2025
3136G45Q2
13990
Federal Nat'I Mtg. Assoc.
10/28/2020
6,000,OD0.00
5,320,560.00
5,000,D00.00
0.530
0.623
0.530
27 IW2812025
3135GA4VO
13992
Federal Nat'I Mtg. Assoc.
11/26/2020
5,000.000.00
4,435,400.00
5,000,000.00
0.625
0.616
0.625
55 11/25/2025
3135GAAN1
13993
Federal Nat'l Mtg. Assoc.
12117/2020
6,000,000.00
5,306,940.00
6,000,000.00
0.600
0.592
0.600
77 12/17/2025
3135GO6J7
13994
Federal Nat'l Mtg. Assoc.
1211012020
6,000,000.00
5,319,360.00
6,000,000.00
0.650
0.641
0.550
70 12/10/2025
Subtotal and Average 391,556,26D.2S
1.153 1.169 339
Treasury Coupon Securities
9128286ZB 14081 U.S. Treasury 03116/2022 S,000,000.00 4.788r300.00 4,990,000.00 1.750 1.B14 1.839 638 O6130I2024
Subtotal and Average 4,990,000.00 5,000,000.00 4,788,300.00 4,090,000.00 1.814 1.839 636
Total and Average 518,667,510.38 494,083,114.93 458,417,366.27 483,904,376.18 1.222 1.239 294
391,676,000.00 356,898,433.50 391.556,260.28
Portfolio COSA
CP
Run Date: 1011 M22 - 13:28
City of Santa Ana
Portfolio Management
Portfolio Details - Cash
September 30, 2022
Page 5
Average Purchase
Stated
YTMIC
YTWC Days to
CUSIP
Investment #
Issuer Balance bate
Par Value
Market Value
Book Value Rate
360
_ 365 Maturity
Cash in Banks
PETTY CASH
PETTY CASH
CITY OF SANTA ANA
83,779.00
83,779.00
83.779.00
0.000
0.000
1
HOUSING
13943
JP MORGAN CHASE
2.966.114.18
2,966,114.10
2,966,114.18
0.000
0.000
1
WORKERS COMPENS
37983
JP MORGAN CHASE
1,669,312.63
1,669,312.63
1,669,312.63
0.000
0,000
1
GENERAL LIARW
38130
JP MORGAN CHASE
1,887,049.13
1,087,049.13
1,887,049.13
0.000
0,000
1
PROPERTY MANAGE
8695
JP MORGAN CHASE
35,084.30
35,084.30
35,084.30
0.000
0,000
1
PROPERTY MGMT 2
PROP MGMT 2
JP MORGAN CHASE
1,492.50
1,492.50
1,492.60
0.000
0.000
1
HEALTHCARE SPEN
0112
JPMorgan Chase
311,094.84
311,094.84
311,094.64
O.ODO
0.000
1
COMMISSARY
7962
JPMorgan Chase
359,692.77
359,692.77
359,692.77
0.000
0.000
1
GENERAL ACCOUNT
9500
JPMorgan Chase
14,173,925.15
14,173,925.15
14,173,925.15
O.00O
0.000
1
FSS
F55
Santa Ana Federal Credit Union
837,316.14
837.310.14
837,316.14
0.000
O.DDO
1
Average Balance 0.00
1
Total Cash
and Investments 518,667,510.38
516,417,975.57
480,742,216.91
516,289,236.82
1.222
1.239
294
Portfolio COSA
CP
Run Date: 1011912022. 13:28 PM (PRF_PM2) 7.3,11
CUSIP Investmnt* Issuer
CASHISECURITIES HELD IN TRUST
Portfolio Management
Portfolio Details - Investments
September 30, 2022
Par Valus Market Value
Page 1
I Dlgltalty, signed
by 1,eyLI
Carey I Date: 2022.10.18
Bank Value 11:0356-07'00'
Money Marken Accounts
--
X9USDOTPC
80364
Dreyfus Treasury
10.571.44
10,571.44
10.571.44
X9USDDTPC
80366
Dreyfus Treasury
4,15C.86
4,160.66
4,150,66
XSUSDDEFU--
80107
INSTL RES THE AND AGNY CASH
2,812.97
2,612.87
2,012.97
9AMMFD562
80405
US BANK MONEY MARKET
1.03
1.03
1.03
9AMMF0662—
80406
US BANK MONEY MARKET
0.66
0,68
0.56
9AMMF05B2-
80407
US BANK MONEY MARKET
0.13
0.13
0,13
SYS80418
80418
US BANK MONEY MARKET
523,608.38
523,305.47
523,886,36
SYS80419
80419
US BANK MONEY MARKET
105,343.76
106,343.70
105,343.76
SYS80421
80421
US BANK MONEY MARKET
6.31
5.31
5.31
S184OV401
80430
US BANK MONEY MARKET
2,735.61
2,735.61
2,735.61
31846V401-
80432
US BANK MONEY MARKET
11,238.14
11,236.14
11,236.14
X9USDMOR3-
00243
MORGAN STANLEY GOVf INSTL
109,387.11
109.387.11
109,387.11
X9USDMOR3
00248
MORGAN STANLEY GOVF INSTL
194.61
194,81
194.61
Subtotal and Average
769,925.67
769.624.78
769,825.67
Other
S80209710 80225 MBIA INSURANCE POLICY
981NPSPV2 80398 ASSURED GUARANTY MUNI CORP
Subtotal and Average
1.00
1 nn
2.00
1.D0 1.00
1.D0 1.Q0
2.00 2.00
Cash In Bank
SYS80414 80414 SIGNATURE BANK
1,268,889.87
1,268,8>19.87
1,288,889.87
SYS80415 00415 CONDEMNATION DEPOSIT FUND
1,176,525.00
1,178,525.00
1,178,525.00
Subtotal and Average
2,445,384.87
2,445,394.87
2,445,384.87
Total and Average
3,215,322.54
3,215,021.68
3,215,322.54
Run Date: 1011 &2022 - 08:15
Porftlo TRST
AC
PM (PRF PM2) 7.3,11
Report Ver, 7.3.11
Quarterly Report of Investments as of September 30, 2022
Exhibit 2 - Cash held by Bank and Cash by Fund(s) Listing
EXHIBIT 2
Investments
Certificates of Deposit
Bank of New York Mellon - Investment Custodian
Local Agency Investment Fund (L.A.I.F)
Local Agency Investment Fund (L.A.I.F) - ARPA
Total - Investments
Cash Held at City Financial Institution(s) and Cash on Hand
General Account
General Liability Account
Housing Account
Workers Compensation Account
Santa Ana Federal Credit Union - Family Self Sufficiency (Fss-Housing)
Commissary Account
Flexible Benefit Spending Account
Property Management Account
Property Management - Phase 2 Account
Petty Cash
Total - Cash Held at City Financial Institution(s) and Cash on Hand
Restricted Cash
Signature Bank - Streetlight Project
US Bank - Pension Stability Funds (Section 115 Trust with PARS)
Bank of New York Mellon - Various
US Bank - Warner Industrial Community
State of California Condemnation Fund - Right of Way Deposits
US Bank - Gas Tax Bonds
Total - Restricted Cash
Amount
6,696,000
396,546,260
18,206,879
72,515,236
Amount
14,173,925
1,887,049
2,966,114
1,669,313
837,316
359,693
311,095
35,084
1,493
493,964,375
83,779
22,324,861
Amount
1,268,870
523,686
124,109
105,344
1,176,525
16,788
3,215,323
Total Cash Held City at Financial Institution(s), Cash on Hand and Restricted Cash
Cash by Fund(s) - Total (see below for listing)
Fund
Fund description
Amount
011
GENERAL FUND
78,331,430
012
CANNABIS PUBLIC BENEFIT
25,046,112
016
CASP CERTIFICATION & TRAINING
351,584
020
OTS-TRAFFIC OFFENDER PROGRAM
33,705
021
PRCSA CATV FUND
1,784,864
022
PRCSA FEE & DONATION
1,013,846
023
INMATE WELFARE FUND
1,848,673
024
PD ATHLETIC ACTIVITIES LEAGUE
(122,342)
025
IDB & EZ VOUCHER MONITORING
200,641
026
ASSET FORFEITURE FUND
144,703
027
PARKING FUND
1,580,190
029
SPECIAL GAS TAX
26,157,926
030
PROP 1B BOND ACT OF 2006
154,053
031
AIR QUALITY IMPR. (AB 2766)
1,973,227
032
MEASURE M-STREET CONSTRUCTION
(7,815,291)
033
NEW TRANSPO SYS IMPR AREA B
576,022
034
NEW TRANSPO SYS IMPR AREA E
1,502,076
035
NEW TRANSPO SYS IMPR AREA F
1,779,573
040
GENERAL FIXED ASSETS
-
041
TRANSP SYS IMPR AREA A-2
701,161
042
TRANSPO SYS IMPR AREA B
9,601
048
TRANSPO SYS IMPR AREA C-2
214,434
049
TRANSPO SYS IMPR AREA G
98,836
051
CAPITAL OUTLAY FUND
4,225,818
053
CITY SERVICES
7,968,551
054
SANITARY SEWER CAPITAL
15,681,615
055
SEWER CONNECTION FEE
6,828,738
056
SANITARY SEWER SERVICE
7,791,925
057
FED CLEAN WATER PROTECTION ENT
4,730,962
058
RESIDENTIAL STREET IMPROVEMENT
5,441,044
059
SELECT STREET CONSTRUCTION
24,819,127
060
WATER REVENUE
40,789,708
066
ACQUISITION & CONSTRUCTION
3,099,727
519,504,558
519,504,558
Page 1 of 3
Quarterly Report of Investments as of September 30, 2022
Exhibit 2 - Cash held by Bank and Cash by Fund(s) Listing
067
068
069
070
071
073
074
075
076
078
080
081
082
083
085
086
087
088
089
090
093
094
095
096
097
100
101
103
104
106
107
109
110
120
121
122
123
124
125
127
128
130
131
133
135
136
137
138
139
140
142
143
144
145
147
148
149
152
153
154
155
157
158
160
161
162
164
165
166
167
169
170
172
175
REGIONAL TRANSP CENTER
553,758
SANITATION FUND
6,046,046
REFUSE COLLECTION SERVICE
6,140,873
EQUIPMENT REPLACEMENT FUND
7,797,816
CENTRAL SERVICES
120,352
BUILDING MAINT FUND
2,372,410
CIVIC CENTER MAINTENANCE
(762,941)
FLEET MAINTENANCE/STORES
(137,243)
STORES & PROPERTY CONTROL
(702,664)
RETIREMENT SYSTEM
(7,138,447)
LIABILITY AND PROPERTY INS FND
10,124,866
EMPLOYEE GROUP INSURANCE
317,109
WORKERS COMPENSATION FUND
17,235,330
PAYROLL REVOLVING
6,936,280
CITY YARD OPERATION
(188,235)
PUB WKS ENG/PROJ MGMT
(56,713)
PT RETIREMENT FUND
8,806
QUALITY SERVICE TRAINING
204,841
CA SEISMIC HAZARD PROGRAM
32,002
ORANGE CO SANITATION DIST 2&3
1,003,019
BUSINESS IMPROVEMENT DISTRICT
291,199
INTEREST AGENCY
-
POLICE COMMISSARY ACCOUNT
314,858
SA TOURISM MARKETING DISTRICT
139,193
POLICE SEIZED ASSETS
1,617,348
SECTION 457 FIDUCIARY ADMIN
50,450
PUB WKS-ADMIN & PLANNING
1,548,731
PMA RETIREE HEALTH INSURANCE
7,860
SEIU RETIREE HEALTH INSURANCE
41,255
MGMT RETIREE HEALTH INSURANCE
5,685
UC RETIREE HEALTH INSURANCE
1,791
INFO SYS STRATEGIC PLAN
12,550,755
STRONG MOTION INSTRUMENTATION
103,332
FIRE FACILITIES FUND
2,799,415
SPECIAL REPAIR/DEMOLITION
652,192
EMERGENCY & HEALTH GRANTS
4,442,458
WORKFORCE INVESTMENT ACT
(956,022)
ORANGE COUNTY SSA GRANTS
16,536
OES UASI
(807,685)
D.O.J. GRANT FUND
40,739
POLICE BLOCK GRANTS
1,257,720
HOME PROGRAM FEDERAL GRANT
1,523,180
MISC GRANTS
1,248
HOUSING AUTHORITY -ISSUER FEE
2,699,193
COMMUNITY DEV BLOCK GRANT
(1,201,355)
HOUSING AUTHORITY -VOUCHER HAP
291,598
HOUSING AUTHORITY- MAINSTREAM
-
HOUSING AUTHORITY -MS 5
(67,383)
HOUSING AUTHORITY -NEW CONSTR
280,127
HOUSING AUTHORITY -VOUCHER ADM
2,489,725
NSP FEDERAL GRANT
140,077
CALHOME MFGD HSG LOAN
708,624
PRISON TO EMPLOYMENT PROGRAM
-
RENTAL REHABILITATION GRANT
48,402
FEDERAL AID SAFETY PROGRAM
(518,734)
TRAFFIC SYSTEM MGMT GRANT
(4,432,570)
WIC ASSESSMENT DIST ST IMPRV
32,897
PUBLIC LIBRARY GRANT FUND
409
LIBRARY GRANTS
42,388
LIBRARY SVCS & TECHNOLOGY ACT
1,375
OCJP GRANT
-
HSG ADMIN CARES ACT COVID-19
428
PLANNING GRANTS PROGRAM
3,894,994
HSG HAP CARES ACT COVID-19
-
PRCSA CAPITAL GRANTS
(611,354)
ENERGY CONSERVATION PROGRAM
16,404
PUB WKS-WTR QUALITY & CONTROL
(4,031,217)
OFFICE OF SAFETY GRANT
9,182
US DO] ASSET FORFEITURE FUND
970,909
US TREASURY ASSET FORFEITURE
140,005
RECREATION GRANTS FUND
568,947
MS5 HAP CARES ACT COVID-19
-
NATL RECREATION TRAILS FND ACT
17,230
CARES ACT - CESF
-
Page 2 of 3
Quarterly Report of Investments as of September 30, 2022
Exhibit 2 - Cash held by Bank and Cash by Fund(s) Listing
176
CARES ACT - State
177
EMERGENCY RENTAL ASSISTANCE PG
3,980,756
178
COVID RELIEF FUND
(181,981)
179
GENERAL FIXED ASSETS
203,452
180
ARPA EHV ADMIN FEES
162,278
181
AMERICAN RESCUE PLAN ACT
113,240,534
182
HOME -ARP PROGRAM FEDERAL GRANT
(9,979)
183
ARPA - CA FOR ALL YOUTH WDP
(39,379)
201
LOCAL DRAINAGE AREA NO 1
133
202
LOCAL DRAINAGE AREA NO 2
1,436
203
LOCAL DRAINAGE AREA NO 3
758,803
204
LOCAL DRAINAGE AREA NO 4
1,061
205
LOCAL DRAINAGE AREA NO 5
603
206
LOCAL DRAINAGE AREA NO 6
885
207
LOCAL DRAINAGE AREA NO 7
195,142
209
LOCAL DRAINAGE AREA NO 9
736
210
LOCAL DRAINAGE AREA NO 10
17,255
211
LOCAL DRAINAGE AREA NO 11
224
212
LOCAL DRAINAGE AREA NO 12
13
213
LOCAL DRAINAGE AREA NO 13
2,711
221
LOCAL DRAINAGE AREA I
1,025,327
222
LOCAL DRAINAGE AREA II
275,562
223
LOCAL DRAINAGE AREA III
423,014
224
LOCAL DRAINAGE AREA IV
436,583
225
LOCAL DRAINAGE AREA V
282,420
226
LOCAL DRAINAGE AREA VI
383,020
301
REC/COMM SVS
6,072
311
RESIDENTIAL DEVELOP DISTRICT 1
3,297,555
312
RESIDENTIAL DEVELOP DISTRICT 2
5,473,509
313
RESIDENTIAL DEVELOP DISTRICT 3
13,447,232
314
RESIDENTIAL DEVELOP DISTRICT 4
664,868
400
POLICE UUT LEASE REVENUE BONDS
1,167,140
403
SCAG GRANTS
-
404
COSA 2014 LEASE FINANCING
1,360,240
406
2021 PENSION OBLIGATION BONDS
11,223
417
INCLUSIONARY HOUSING FEE
14,702,427
418
CDA - PEEBLER CAPITAL FUND
1,314,600
607
HOUSING AUTHORITY LMIHF
4,867,083
652
2003A SERIES TAX ALLOC BOND
-
654
2011A SERIES TAX ALLOC BOND
-
655
2018A SERIES TAX ALLOC BOND
11,781
658
2003E SERIES ALLOC BOND
-
670
COSA RDA
475,555
671
COSA RDA OBLIGATION RETIREMENT
511,981
980
SAN JUANQUIN TRANS CORRIDOR
-
981
EASTERN FOOTHILL TRANS CORRIDO
-
991
TRAN SYS IMP AUT C-2 TUSTIN
2,611,027
992
TRAN SYS IMP AUT AREA D-TUSTIN
10,528,421
993
WIC ASSESSMENT DISTRICT
305,001
998
TREASURERS AGENCY COLLECTIONS
-
999
Lawson Clearing
3,627
Reconciling Item(s) - Outstanding Checks *
3,779,924
Reconciling Item(s) - Bank Direct Deposits*
280,780
Reconciling Item(s) - Deposits in Transit*
(150,468.77)
Reconciling Item(s) - Withdrawals in Transit*
Reconciling Item(s) - Various*
(307,670)
Reconciling Item(s) - Various: A difference between Cash held by Financial Institution, Fiscal Agent and Cash on Hand exists when comparing to Cash by
Fund due, to reconciling items such as timing of payments; outstanding checks; and deposits in transit
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