HomeMy WebLinkAboutItem 13 - Periodic Quarterly Report of Investments as of March 31, 2022 Finance and Management Services
www.santa-ana.org/finance
Item # 13
City of Santa Ana
20 Civic Center Plaza, Santa Ana, CA 92701
Staff Report
May 17, 2022
TOPIC: Periodic Quarterly Report of Investments as of March 31, 2022
AGENDA TITLE:
Receive and File Quarterly Report of Investments as of March 31, 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 April 26, 2022. 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, 2022.
Quarterly Report of Investments
May 17, 2022
Page 2
2
6
7
3
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, 2022.
Type of Investment Amounts
Invested $
Portfolio
%
COSA
Policy
Limits
%
State Law
Limits %
Certificates of Deposit (CDs)$6,696,000 1.47%30%30%
Federal Farm Credit Bank (FFCB)$55,409,210 12.18%None None
Federal Home Loan Bank (FHLB)$188,225,370 41.39%None None
Federal Home Loan Mortgage Corp. (FHLMC)$49,991,250 10.99%None None
Federal National Mortgage Association (FNMA)$61,899,880 13.61%None None
Local Agency Investment Fund (LAIF)$32,082,818 7.05%None None
Local Agency Investment Fund (LAIF – ARPA)$55,517,256 12.21%None None
U.S. Treasury $4,990,000 1.10%None None
Sub- Total:$454,811,784 100%None None
Cash :$19,526,339
Total:$474,338,123
Restricted Cash In $
Restricted Cash †,$3,194,524
Total $3,194,524
† 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, 2022.
Quarterly Report of Investments
May 17, 2022
Page 3
2
6
7
3
The following two tables represent, as of March 31, 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)0.896%
Investments Book Value of Investments YTM
% of
Portfolio
Certificates of Deposit $6,696,000 1.181%1.47%0.017%
LAIF $32,082,817.50 0.365%7.05%0.026%
LAIF (ARPA)$55,517,255.84 0.365%12.21%0.045%
Federal Agency Securities $355,525,710.25 1.008%78.17%0.788%
U.S. Treasury $4,990,000 1.839%1.10%0.020%
$454,811,784 0.896%100.00%0.896%
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.
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, 2022
Portfolio Summary
% of
Portfolio
Book
ValueInvestmentsMarket
Value
Par
Value
Days to
MaturityTerm
YTM/C
Certificates of Deposit 6,696,000.00 1,6531.47 1.1811,5536,354,260.996,696,000.00
Local Agency Investment Funds 32,082,817.50 17.05 0.365132,082,817.5032,082,817.50
Cash in Banks 55,517,255.84 112.21 0.365155,517,255.8455,517,255.84
Federal Agency Coupon Securities 355,525,710.25 1,70578.17 1.008305338,587,474.00355,675,000.00
Treasury Coupon Securities 4,990,000.00 8371.10 1.8398214,931,250.005,000,000.00
454,811,783.59 100.00%Investments 437,473,058.33454,971,073.34 1,366 271 0.896
Cash
(not included in yield calculations)
Passbook/Checking 19,526,338.86 1 0.000119,526,338.8619,526,338.86
474,338,122.45Total Cash and Investments 456,999,397.19474,497,412.20 1,366 271 0.896
Current Year
March 31
315,962.51
Fiscal Year To Date
2,373,972.77
Average Daily Balance
Effective Rate of Return
475,424,689.36 453,360,279.22
0.70%0.78%
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 03/01/2022-03/31/2022
Run Date: 04/15/2022 - 10:34 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, 2022
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 229,055.03 0.59206417NF73 1,502
0.700American Equity Bank14043 248,000.00 248,000.00 05/27/20260.70011/26/2021 229,866.81 0.69002568KAJ4 1,517
1.000PENTAGON FCU14050 248,000.00 248,000.00 11/10/20261.00011/10/2021 231,669.15 0.98670962LAV4 1,684
0.600LUANA SAVINGS BK14046 248,000.00 248,000.00 11/05/20260.60011/05/2021 227,447.35 0.592549104ZS9 1,679
1.100SYNCHRONY BANK14047 248,000.00 248,000.00 11/05/20261.10011/05/2021 232,877.21 1.08587165FD76 1,679
2.000AMERICA EXPRESS NATL BK14078 248,000.00 248,000.00 03/16/20272.00003/16/2022 242,550.18 1.97302589ABT8 1,810
0.850CFBANK14044248,000.00 248,000.00 07/10/20260.85011/10/2021 231,024.05 0.83815721UET2 1,561
0.850FIRST FEDERAL14065 248,000.00 248,000.00 08/29/20250.85012/29/2021 233,837.84 0.83832022EAU0 1,246
0.800THIRD FEDERAL S&L14056 248,000.00 248,000.00 05/23/20250.80011/24/2021 234,488.22 0.78988413QDE5 1,148
2.250BEAL BANK PLANO TX14084 248,000.00 248,000.00 03/24/20272.25003/30/2022 245,458.10 2.21907371AH22 1,818
1.000GOLDMAN SACHS14064 248,000.00 248,000.00 12/22/20251.00012/22/2021 234,162.69 0.98638149MR47 1,361
1.150ST BK INDIA NY14057 248,000.00 248,000.00 11/30/20261.15011/29/2021 233,213.84 1.134856285YQ8 1,704
2.000CAPITAL ONE BANK14079 248,000.00 248,000.00 03/16/20272.00003/16/2022 242,550.18 1.97314042TEP8 1,810
1.100MERRICK BANK14049 248,000.00 248,000.00 11/09/20261.10011/09/2021 232,772.23 1.08559013KPN0 1,683
0.850FARMERS & MERCHANTS14054 248,000.00 248,000.00 11/19/20260.85011/19/2021 229,936.82 0.83830781JAW0 1,693
0.950BMW BANK OF NA14061 248,000.00 248,000.00 12/17/20240.95012/17/2021 237,410.50 0.93705580AH64 991
0.900INSBANK14062248,000.00 248,000.00 06/19/20260.90012/20/2021 231,674.98 0.88845776NEN2 1,540
1.250MEDALLION BK UT14063 248,000.00 248,000.00 12/21/20261.25012/20/2021 234,159.24 1.23358404DMQ1 1,725
1.100TOYOTA FINANCIAL14052 248,000.00 248,000.00 11/12/20261.10011/12/2021 232,817.19 1.08589235MMB4 1,686
0.900EMPIRE ST BK NA14045 248,000.00 248,000.00 07/13/20260.90011/12/2021 231,579.55 0.888292079AR1 1,564
2.250BEAL BANK USA14085 248,000.00 248,000.00 03/24/20272.25003/30/2022 245,458.10 2.21907371CT25 1,818
0.800POPPY BANK14053 248,000.00 248,000.00 11/17/20260.80011/17/2021 229,407.51 0.78973319FBJ7 1,691
0.500FIRST GENERAL BK14048 248,000.00 248,000.00 02/05/20250.50011/05/2021 233,634.90 0.493320337EZ7 1,041
0.900GREENSTATE CU14055 248,000.00 248,000.00 11/24/20250.90011/23/2021 233,461.07 0.88839573LCC0 1,333
2.250MORGAN STANLEY PVT BANK14082 248,000.00 248,000.00 03/30/20272.25003/31/2022 248,000.00 2.21961768U3U9 1,824
2.250MORGAN STANLEY PVT BANK14083 248,000.00 248,000.00 03/30/20272.25003/31/2022 248,000.00 2.21961773TCX9 1,824
1.000SALLIE MAE BANK14060 248,000.00 248,000.00 12/16/20241.00012/15/2021 237,748.25 0.986795451BA0 990
6,696,000.00 1.1656,354,260.996,696,000.005,512,000.00Subtotal and Average 1.181 1,553
Local Agency Investment Funds
0.365Local Agency Investment FundLAIFCITY 32,082,817.50 32,082,817.50 0.36532,082,817.50 0.360LAIFCITY 1
32,082,817.50 0.36032,082,817.5032,082,817.5032,082,817.50Subtotal and Average 0.365 1
Cash in Banks
0.365Local Agency Investment FundLAIF ARPA 55,517,255.84 55,517,255.84 0.36555,517,255.84 0.360LAIF ARPA 1
Portfolio COSA
CP
Run Date: 04/15/2022 - 10:34 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, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIPInvestment #
Purchase
Date
55,517,255.84 0.36055,517,255.8455,517,255.8486,406,097.09Subtotal and Average 0.365 1
Federal Agency Coupon Securities
2.670Federal Farm Credit Bank13868 925,000.00 924,195.25 10/23/20232.65001/29/2019 933,954.00 2.6343133EJ5W5 570
2.619Federal Farm Credit Bank13876 3,000,000.00 2,998,740.00 02/27/20242.61003/04/2019 3,027,120.00 2.5833133EKBW5 697
2.430Federal Farm Credit Bank13884 2,000,000.00 1,975,960.00 05/15/20232.12503/15/2019 2,005,820.00 2.3963133ECPM0 409
1.920Federal Farm Credit Bank13897 1,500,000.00 1,512,465.00 09/05/20232.12506/10/2019 1,502,985.00 1.8943133EKPG5 522
1.420Federal Farm Credit Bank13932 2,500,000.00 2,496,700.00 10/11/20221.37510/11/2019 2,502,400.00 1.4013133EKY91 193
1.606Federal Farm Credit Bank13934 5,000,000.00 5,003,650.00 10/23/20231.62510/23/2019 4,970,050.00 1.5843133EK3M6 570
0.690Federal Farm Credit Bank13974 6,000,000.00 6,000,000.00 07/22/20250.69007/22/2020 5,645,940.00 0.6813133ELX33 1,208
0.530Federal Farm Credit Bank13988 5,000,000.00 5,000,000.00 09/29/20250.53009/29/2020 4,653,550.00 0.5233133EMBH4 1,277
0.550Federal Farm Credit Bank13991 5,000,000.00 4,997,500.00 11/03/20250.54011/03/2020 4,661,950.00 0.5433133EMFR8 216
0.800Federal Farm Credit Bank14005 4,000,000.00 4,000,000.00 03/09/20260.80003/09/2021 3,765,160.00 0.7893133EMSU7 342
0.710Federal Farm Credit Bank14006 6,000,000.00 6,000,000.00 04/01/20250.71004/01/2021 5,676,240.00 0.7003133EMUP5 0
0.710Federal Farm Credit Bank14016 5,000,000.00 5,000,000.00 04/21/20250.71004/21/2021 4,747,200.00 0.7003133EMWH1 20
0.710Federal Farm Credit Bank14032 6,000,000.00 6,000,000.00 08/10/20260.71008/10/2021 5,576,100.00 0.7003133EM2C5 496
2.180Federal Farm Credit Bank14075 3,500,000.00 3,500,000.00 02/16/20272.18002/16/2022 3,408,475.00 2.1503133ENPB0 686
1.815Federal Home Loan Bank13845 5,000,000.00 5,000,000.00 06/27/20221.81506/27/2017 5,012,650.00 1.7903130ABBNS1 87
2.699Federal Home Loan Bank13854 1,500,000.00 1,486,650.00 03/10/20232.50005/31/2018 1,512,165.00 2.6623130ADMX7 343
2.541Federal Home Loan Bank13873 2,000,000.00 1,996,220.00 02/13/20242.50002/27/2019 2,007,540.00 2.5063130AFW94 683
2.380Federal Home Loan Bank13889 3,000,000.00 2,999,250.00 03/08/20242.37504/29/2019 3,003,960.00 2.3483130AB3H7 707
0.580Federal Home Loan Bank13996 4,000,000.00 4,000,000.00 01/28/20260.58001/28/2021 3,742,800.00 0.5723130AKPQ3 27
0.520Federal Home Loan Bank13997 5,000,000.00 5,000,000.00 01/28/20260.52001/28/2021 4,668,300.00 0.5133130AKU53 27
0.500Federal Home Loan Bank13998 6,000,000.00 6,000,000.00 01/28/20260.50001/28/2021 5,599,320.00 0.4933130AKN69 302
0.600Federal Home Loan Bank13999 5,000,000.00 5,000,000.00 02/25/20260.60002/25/2021 4,675,000.00 0.5923130ALA53 54
0.625Federal Home Loan Bank14001 5,000,000.00 5,000,000.00 02/24/20260.62502/24/2021 4,679,600.00 0.6163130ALBM5 53
0.375Federal Home Loan Bank14002 5,000,000.00 5,000,000.00 02/25/20250.37502/25/2021 4,702,750.00 0.3703130ALB52 146
0.500Federal Home Loan Bank14003 4,000,000.00 4,000,000.00 03/10/20250.50003/10/2021 3,775,040.00 0.4933130ALDZ4 70
0.500Federal Home Loan Bank14004 4,000,000.00 4,000,000.00 09/24/20240.50003/24/2021 3,823,040.00 0.4933130ALKN3 84
0.684Federal Home Loan Bank14007 6,000,000.00 5,997,000.00 03/17/20250.65003/29/2021 5,690,640.00 0.6753130ALLP7 77
1.100Federal Home Loan Bank14008 5,000,000.00 5,000,000.00 04/22/20261.10004/22/2021 4,757,100.00 1.0853130ALW67 21
1.050Federal Home Loan Bank14024 6,000,000.00 6,000,000.00 06/30/20261.05006/30/2021 5,671,920.00 1.0363130AMYU0 90
1.000Federal Home Loan Bank14025 6,000,000.00 6,000,000.00 03/30/20261.00006/30/2021 5,683,140.00 0.9863130AMYC0 90
0.400Federal Home Loan Bank14026 6,000,000.00 6,000,000.00 06/28/20240.40006/28/2021 5,769,900.00 0.3953130AMSF0 88
0.850Federal Home Loan Bank14027 5,000,000.00 5,000,000.00 07/29/20260.85007/29/2021 4,685,550.00 0.8383130ANFU9 119
0.875Federal Home Loan Bank14028 5,000,000.00 5,000,000.00 05/18/20260.87508/18/2021 4,697,500.00 0.8633130ANFG0 47
0.500Federal Home Loan Bank14029 5,000,000.00 5,000,000.00 07/29/20260.50007/29/2021 4,735,950.00 0.4933130ANE30 28
0.550Federal Home Loan Bank14033 5,000,000.00 5,000,000.00 12/19/20240.55008/19/2021 4,777,850.00 0.5423130ANHV5 993
Portfolio COSA
CP
Run Date: 04/15/2022 - 10:34 PM (PRF_PM2) 7.3.11
YTM/C
365
Page 3
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIPInvestment #
Purchase
Date
Federal Agency Coupon Securities
0.700Federal Home Loan Bank14034 6,000,000.00 6,000,000.00 08/26/20250.70008/26/2021 5,647,320.00 0.6903130ANPE4 147
0.900Federal Home Loan Bank14035 6,000,000.00 6,000,000.00 08/27/20260.90008/27/2021 5,576,460.00 0.8883130ANQ78 332
0.820Federal Home Loan Bank14036 5,000,000.00 5,000,000.00 09/30/20260.82009/30/2021 4,676,150.00 0.8093130AP3E3 182
0.650Federal Home Loan Bank14037 5,000,000.00 5,000,000.00 06/30/20250.65009/30/2021 4,719,350.00 0.6413130ANX62 90
1.000Federal Home Loan Bank14038 5,000,000.00 5,000,000.00 09/30/20261.00009/30/2021 4,707,050.00 0.9863130APB79 182
0.875Federal Home Loan Bank14039 5,000,000.00 4,998,750.00 06/29/20260.85009/29/2021 4,676,550.00 0.8633130AP3A1 89
0.950Federal Home Loan Bank14040 10,000,000.00 10,000,000.00 10/13/20260.95010/13/2021 9,367,700.00 0.9373130APB46 560
0.750Federal Home Loan Bank14041 5,000,000.00 5,000,000.00 05/23/20240.75011/23/2021 4,850,150.00 0.7403130APQC2 52
1.500Federal Home Loan Bank14042 5,000,000.00 5,000,000.00 11/23/20261.50011/23/2021 4,801,200.00 1.4793130APQB4 22
1.385Federal Home Loan Bank14058 5,000,000.00 4,997,500.00 12/01/20261.37512/14/2021 4,786,750.00 1.3663130APVC6 61
1.625Federal Home Loan Bank14059 3,750,000.00 3,750,000.00 12/30/20261.62512/30/2021 3,600,450.00 1.6033130AQAB9 90
1.650Federal Home Loan Bank14069 5,000,000.00 5,000,000.00 01/27/20271.65001/27/2022 4,800,700.00 1.6273130AQLQ4 301
1.750Federal Home Loan Bank14070 1,500,000.00 1,500,000.00 01/28/20271.75001/28/2022 1,448,385.00 1.7263130AQKM4 27
1.750Federal Home Loan Bank14071 3,000,000.00 3,000,000.00 01/27/20271.75001/27/2022 2,885,130.00 1.7263130AQNR0 301
1.830Federal Home Loan Bank14072 5,000,000.00 5,000,000.00 02/10/20271.83002/10/2022 4,808,100.00 1.8053130AQSA2 315
2.020Federal Home Loan Bank14073 5,000,000.00 5,000,000.00 02/24/20272.02002/24/2022 4,864,400.00 1.9923130AQW33 329
2.255Federal Home Loan Bank14074 1,500,000.00 1,500,000.00 02/24/20272.25002/28/2022 1,470,300.00 2.2243130AQYA5 329
2.000Federal Home Loan Bank14076 3,000,000.00 3,000,000.00 03/24/20252.00003/24/2022 2,964,000.00 1.9733130ARA35 84
2.100Federal Home Loan Bank14077 3,000,000.00 3,000,000.00 03/29/20272.10003/29/2022 2,941,860.00 2.0713130ARC82 362
4.315Federal Home Loan Bank14080 2,000,000.00 2,000,000.00 09/28/20231.62503/28/2022 1,990,980.00 4.2563130ARD65 88
1.936Federal Home Loan Mortgage Co.13839 5,000,000.00 4,997,500.00 06/29/20221.92506/29/2017 5,013,800.00 1.9093134GBVA7 89
0.720Federal Home Loan Mortgage Co.13962 5,000,000.00 4,995,000.00 05/05/20250.70005/05/2020 4,742,100.00 0.7113134GVQX9 1,130
0.763Federal Home Loan Mortgage Co.13964 5,000,000.00 4,998,750.00 05/28/20250.75005/28/2020 4,726,550.00 0.7523134GVVX3 57
0.700Federal Home Loan Mortgage Co.13967 6,000,000.00 6,000,000.00 06/25/20250.70006/25/2020 5,707,680.00 0.6903134GVR26 85
0.650Federal Home Loan Mortgage Co.13968 6,000,000.00 6,000,000.00 06/30/20250.65006/30/2020 5,648,400.00 0.6413134GVT99 90
0.570Federal Home Loan Mortgage Co.13979 6,000,000.00 6,000,000.00 07/15/20240.57007/15/2020 5,784,600.00 0.5623134GV5R5 14
0.500Federal Home Loan Mortgage Co.13987 5,000,000.00 5,000,000.00 09/30/20250.50009/30/2020 4,650,700.00 0.4933134GWUE4 182
0.540Federal Home Loan Mortgage Co.13989 6,000,000.00 6,000,000.00 10/27/20250.54010/27/2020 5,579,640.00 0.5333134GW4Z6 209
0.500Federal Home Loan Mortgage Co.13995 6,000,000.00 6,000,000.00 12/30/20250.50012/30/2020 5,608,320.00 0.4933134GXJL9 273
2.689Federal Nat'l Mtg. Assoc.13850 2,000,000.00 1,971,780.00 01/19/20232.37503/28/2018 2,013,300.00 2.6533135G0T94 293
2.647Federal Nat'l Mtg. Assoc.13856 1,000,000.00 971,950.00 04/05/20221.87505/31/2018 1,000,190.00 2.6113135G0T45 4
2.702Federal Nat'l Mtg. Assoc.13857 1,000,000.00 971,400.00 10/05/20222.00005/31/2018 1,004,320.00 2.6653135G0T78 187
1.664Federal Nat'l Mtg. Assoc.13940 5,000,000.00 4,990,750.00 01/07/20251.62501/15/2020 4,886,550.00 1.6413135G0X24 1,012
1.651Federal Nat'l Mtg. Assoc.13941 5,000,000.00 4,994,000.00 10/15/20241.62501/15/2020 4,903,500.00 1.6293135G0W66 928
0.750Federal Nat'l Mtg. Assoc.13965 5,000,000.00 5,000,000.00 06/16/20250.75006/16/2020 4,750,450.00 0.7403136G4WV1 1,172
0.510Federal Nat'l Mtg. Assoc.13976 8,000,000.00 8,000,000.00 07/28/20250.51007/28/2020 7,492,080.00 0.5033136G4D42 483
Portfolio COSA
CP
Run Date: 04/15/2022 - 10:34 PM (PRF_PM2) 7.3.11
YTM/C
365
Page 4
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIPInvestment #
Purchase
Date
Federal Agency Coupon Securities
0.650Federal Nat'l Mtg. Assoc.13977 6,000,000.00 6,000,000.00 08/14/20250.65008/14/2020 5,647,860.00 0.6413136G4C43 1,231
0.560Federal Nat'l Mtg. Assoc.13978 6,000,000.00 6,000,000.00 08/12/20250.56008/12/2020 5,628,480.00 0.5523136G4G98 133
0.530Federal Nat'l Mtg. Assoc.13990 6,000,000.00 6,000,000.00 10/28/20250.53010/28/2020 5,566,440.00 0.5233136G45Q2 210
0.625Federal Nat'l Mtg. Assoc.13992 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,684,950.00 0.6163135GA4V0 238
0.600Federal Nat'l Mtg. Assoc.13993 6,000,000.00 6,000,000.00 12/17/20250.60012/17/2020 5,612,700.00 0.5923135GAAN1 77
0.650Federal Nat'l Mtg. Assoc.13994 6,000,000.00 6,000,000.00 12/10/20250.65012/10/2020 5,603,220.00 0.6413135G06J7 70
355,525,710.25 0.995338,587,474.00355,675,000.00348,848,290.90Subtotal and Average 1.008 305
Treasury Coupon Securities
1.839U.S. Treasury14081 5,000,000.00 4,990,000.00 06/30/20241.75003/16/2022 4,931,250.00 1.8149128286Z8 821
4,990,000.00 1.8144,931,250.005,000,000.002,575,483.87Subtotal and Average 1.839 821
0.884475,424,689.36 454,971,073.34 0.896 271437,473,058.33 454,811,783.59Total and Average
Portfolio COSA
CP
Run Date: 04/15/2022 - 10:34 PM (PRF_PM2) 7.3.11
YTM/C
365
Page 5
Par Value Book Value
Stated
RateMarket Value
March 31, 2022
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 90,053.00 90,053.0007/01/2021 90,053.00 0.000PETTY CASH 1
0.000JP MORGAN CHASE13943 3,422,917.96 3,422,917.9607/01/2021 3,422,917.96 0.000HOUSING 1
0.000JP MORGAN CHASE37983 1,595,028.95 1,595,028.951,595,028.95 0.000WORKERS COMPENS 1
0.000JP MORGAN CHASE38130 680,045.16 680,045.16680,045.16 0.000GENERAL LIABILI 1
0.000JP MORGAN CHASE8695 34,084.30 34,084.3007/01/2021 34,084.30 0.000PROPERTY MANAGE 1
0.000JP MORGAN CHASEPROP MGMT 2 1,492.50 1,492.5007/01/2021 1,492.50 0.000PROPERTY MGMT 2 1
0.000JPMorgan Chase0112 310,933.35 310,933.35310,933.35 0.000HEALTHCARE SPEN 1
0.000JPMorgan Chase7962 548,486.60 548,486.60548,486.60 0.000COMMISSARY 1
0.000JPMorgan Chase9500 12,084,196.42 12,084,196.4212,084,196.42 0.000GENERAL ACCOUNT 1
0.000Santa Ana Federal Credit UnionFSS 759,100.62 759,100.62759,100.62 0.000FSS 1
0.00
0.884475,424,689.36 474,497,412.20 0.896 271
1Average Balance
456,999,397.19 474,338,122.45Total Cash and Investments
Portfolio COSA
CP
Run Date: 04/15/2022 - 10:34 PM (PRF_PM2) 7.3.11
CUSIP Investment# Issuer
Money Market Accounts
X9USDDTPC 80364 Dreyfus Treasury
X9USDDTPC 80365 Dreyfus Treasury
X9USDDEFU-801-07 INSTL RES TRE AND AGNY CASH
9AMMF05B2 80405 US BANK MONEY MARKET
9AMMFD5B2-80406 US BANK MONEY MARKET
9AMMFD5B2-80407 US BANK MONEY MARKET
SYS80418 80418 US BANK MONEY MARKET
SYS80419 80419 US BANK MONEY MARKET
SYS80421 80421 US BANK MONEY MARKET
X9USDMOR3-80243 MORGAN STANLEY GOVT INSTL
X9USDMOR3 80248 MORGAN STANLEY GOVT INSTL
Subtotal and Average
Other
$86209710 80225 MBIA INSURANCE POLICY
981NP5PV2 80396 ASSURED GUARANTY MUNI CORP
Subtotal and Average
Cash in Bank
SYS80414 80414 SIGNATURE BANK
SYS80415 80415 CONDEMNATION DEPOSIT FUND
Subtotal and Average
Total and Average
Run Date: 04/1112022-14:48
CASH/SECURITIES HELD IN TRUST
Portfolio Management
Portfolio Details -Investments
March 31, 2022
Par Value Market Value
10,571.44 10,571.44
1,206.26 1,206.26
2.16 2.16
3.16 3.16
0.55 0.55
0.39 0.39
523,131.75 523,131.75
105,346.37 105,346.37
0.00 0.00
108,865.30 108,865.30
0.18 0.18 --
749,127.56 749,127.56
1.00 1.00
1.00 1.00 --
2.00 2.00
1,268,869.87 1,268,869.87
1,176,525.00 1, 176,525.00
2,445,394.87 2,445,394.87
3, 194,524.43 3,194,524.43
Book Value
10,571.44
1,206.26
2.16
3.16
0.55
0.39
523,131.75
105,346.37
0.00
108,865.30
0.18
749,127.56
1.00
1.00
2.00
1,268,869.87
1,176,525.00
2,445,394.87
3,194,524.43
Page1
Digitally signed hy
C L.I c.,,,u arey Date:2022.04.13
11:26:43 -0700'
Portfolio TRST
AC
PM (PRF _PM2) 7.3.11
Report Ver. 7.3.11
Quarterly Report of Investments as of March 31, 2022
Exhibit 2 - Cash held by Bank and Cash by Fund(s) Listing
Page 1 of 3
Investments Amount
Certificates of Deposit 6,696,000
Bank of New York Mellon - Investment Custodian 360,515,710
Local Agency Investment Fund (L.A.I.F)32,082,818
Local Agency Investment Fund (L.A.I.F) - ARPA 55,517,256
Total - Investments 454,811,784
Cash Held at City Financial Institution(s) and Cash on Hand Amount
General Account 12,084,196
General Liability Account 680,045
Housing Account 3,422,918
Workers Compensation Account 1,595,029
Santa Ana Federal Credit Union - Family Self Sufficiency (FSS-Housing) 759,101
Commissary Account 548,487
Flexible Benefit Spending Account 310,933
Property Management Account 34,084
Property Management - Phase 2 Account 1,493
Petty Cash 90,053
Total - Cash Held at City Financial Institution(s) and Cash on Hand 19,526,339
Restricted Cash Amount
Signature Bank - Streetlight Project 1,268,870
US Bank - Pension Stability Funds (Section 115 Trust with PARS)523,132
Bank of New York Mellon - Various 120,643
US Bank - Warner Industrial Community 105,346
State of California Condemnation Fund - Right of Way Deposits 1,176,525
US Bank - Gas Tax Bonds 8
Total - Restricted Cash 3,194,524
Total Cash Held City at Financial Institution(s), Cash on Hand and Restricted Cash 477,532,647
Cash by Fund(s) - Total (see below for listing)477,532,647
Fund Fund description Amount
011 GENERAL FUND 71,004,824
012 CANNABIS PUBLIC BENEFIT 22,023,030
016 CASP CERTIFICATION & TRAINING 322,777
020 OTS-TRAFFIC OFFENDER PROGRAM 37,917
021 PRCSA CATV FUND 1,697,200
022 PRCSA FEE & DONATION 943,477
023 INMATE WELFARE FUND 1,722,510
024 PD ATHLETIC ACTIVITIES LEAGUE (109,132)
025 IDB & EZ VOUCHER MONITORING 317,635
026 ASSET FORFEITURE FUND 144,383
027 PARKING FUND 1,168,595
029 SPECIAL GAS TAX 27,958,885
030 PROP 1B BOND ACT OF 2006 153,434
031 AIR QUALITY IMPR. (AB 2766)1,707,810
032 MEASURE M-STREET CONSTRUCTION (6,672,951)
033 NEW TRANSPO SYS IMPR AREA B 573,706
034 NEW TRANSPO SYS IMPR AREA E 1,543,626
035 NEW TRANSPO SYS IMPR AREA F 1,752,417
041 TRANSP SYS IMPR AREA A-2 698,342
042 TRANSPO SYS IMPR AREA B 9,562
048 TRANSPO SYS IMPR AREA C-2 213,572
049 TRANSPO SYS IMPR AREA G 98,439
051 CAPITAL OUTLAY FUND 4,643,593
053 CITY SERVICES 7,270,657
054 SANITARY SEWER CAPITAL 18,617,076
055 SEWER CONNECTION FEE 9,488,970
056 SANITARY SEWER SERVICE 7,433,523
057 FED CLEAN WATER PROTECTION ENT 4,632,348
058 RESIDENTIAL STREET IMPROVEMENT 5,098,675
059 SELECT STREET CONSTRUCTION 18,359,550
060 WATER REVENUE 47,825,436
066 ACQUISITION & CONSTRUCTION 2,474,447
067 REGIONAL TRANSP CENTER 433,038
EXHIBIT 2
Quarterly Report of Investments as of March 31, 2022
Exhibit 2 - Cash held by Bank and Cash by Fund(s) Listing
Page 2 of 3
068 SANITATION FUND 7,378,975
069 REFUSE COLLECTION SERVICE 6,442,264
070 EQUIPMENT REPLACEMENT FUND 7,953,467
071 CENTRAL SERVICES 165,763
073 BUILDING MAINT FUND 2,864,778
074 CIVIC CENTER MAINTENANCE (694,099)
075 FLEET MAINTENANCE/STORES 1,156,780
076 STORES & PROPERTY CONTROL (588,435)
078 RETIREMENT SYSTEM 1,844,039
080 LIABILITY AND PROPERTY INS FND 16,283,746
081 EMPLOYEE GROUP INSURANCE 436,693
082 WORKERS COMPENSATION FUND 16,604,235
083 PAYROLL REVOLVING 7,014,528
085 CITY YARD OPERATION 94,782
086 PUB WKS ENG/PROJ MGMT (908,049)
087 PT RETIREMENT FUND 8,702
088 QUALITY SERVICE TRAINING 375,463
089 CA SEISMIC HAZARD PROGRAM 5,436
090 ORANGE CO SANITATION DIST 2&3 731,306
093 BUSINESS IMPROVEMENT DISTRICT 182,620
094 INTEREST AGENCY -
095 POLICE COMMISSARY ACCOUNT 331,988
096 SA TOURISM MARKETING DISTRICT 76,790
097 POLICE SEIZED ASSETS 1,444,557
100 SECTION 457 FIDUCIARY ADMIN 90,737
101 PUB WKS-ADMIN & PLANNING (2,176,633)
103 PMA RETIREE HEALTH INSURANCE 7,768
104 SEIU RETIREE HEALTH INSURANCE 23,813
106 MGMT RETIREE HEALTH INSURANCE 5,703
107 UC RETIREE HEALTH INSURANCE 1,814
109 INFO SYS STRATEGIC PLAN 13,000,828
110 STRONG MOTION INSTRUMENTATION 100,840
120 FIRE FACILITIES FUND 2,542,698
121 SPECIAL REPAIR/DEMOLITION 636,137
122 EMERGENCY & HEALTH GRANTS 5,141,707
123 WORKFORCE INVESTMENT ACT (1,453,714)
124 ORANGE COUNTY SSA GRANTS (61,420)
125 OES UASI (832,444)
127 D.O.J. GRANT FUND (242,862)
128 POLICE BLOCK GRANTS 1,281,852
130 HOME PROGRAM FEDERAL GRANT 2,174,951
131 MISC GRANTS 531
133 HOUSING AUTHORITY-ISSUER FEE 2,746,975
135 COMMUNITY DEV BLOCK GRANT (629,535)
136 HOUSING AUTHORITY-VOUCHER HAP 989,754
137 HOUSING AUTHORITY- MAINSTREAM -
138 HOUSING AUTHORITY-MS 5 1,064,028
139 HOUSING AUTHORITY-NEW CONSTR 136,374
140 HOUSING AUTHORITY-VOUCHER ADM 2,144,227
142 NSP FEDERAL GRANT 1,404,838
143 CALHOME MFGD HSG LOAN 646,635
144 PRISON TO EMPLOYMENT PROGRAM (310,720)
145 RENTAL REHABILITATION GRANT 395,722
147 FEDERAL AID SAFETY PROGRAM (805,776)
148 TRAFFIC SYSTEM MGMT GRANT (9,129,339)
149 WIC ASSESSMENT DIST ST IMPRV 32,765
152 PUBLIC LIBRARY GRANT FUND (6,592)
153 LIBRARY GRANTS 42,388
154 LIBRARY SVCS & TECHNOLOGY ACT 1,375
155 OCJP GRANT 36,355
157 HSG ADMIN CARES ACT COVID-19 544
158 PLANNING GRANTS PROGRAM (202,131)
160 HSG HAP CARES ACT COVID-19 -
161 PRCSA CAPITAL GRANTS (1,278,344)
162 ENERGY CONSERVATION PROGRAM 16,404
164 PUB WKS-WTR QUALITY & CONTROL (3,072,844)
165 OFFICE OF SAFETY GRANT 129,300
166 US DOJ ASSET FORFEITURE FUND 1,139,429
167 US TREASURY ASSET FORFEITURE 139,442
169 RECREATION GRANTS FUND 443,062
170 MS5 HAP CARES ACT COVID-19 (1,062,375)
172 NATL RECREATION TRAILS FND ACT 17,161
175 CARES ACT - CESF -
176 CARES ACT - State -
Quarterly Report of Investments as of March 31, 2022
Exhibit 2 - Cash held by Bank and Cash by Fund(s) Listing
Page 3 of 3
177 EMERGENCY RENTAL ASSISTANCE PG 7,917,119
178 COVID RELIEF FUND (18,323)
179 GENERAL FIXED ASSETS 529,419
180 ARPA EHV ADMIN FEES 198,516
181 AMERICAN RESCUE PLAN ACT 54,710,984
201 LOCAL DRAINAGE AREA NO 1 133
202 LOCAL DRAINAGE AREA NO 2 1,431
203 LOCAL DRAINAGE AREA NO 3 755,753
204 LOCAL DRAINAGE AREA NO 4 1,057
205 LOCAL DRAINAGE AREA NO 5 600
206 LOCAL DRAINAGE AREA NO 6 881
207 LOCAL DRAINAGE AREA NO 7 194,358
209 LOCAL DRAINAGE AREA NO 9 733
210 LOCAL DRAINAGE AREA NO 10 17,186
211 LOCAL DRAINAGE AREA NO 11 223
212 LOCAL DRAINAGE AREA NO 12 13
213 LOCAL DRAINAGE AREA NO 13 2,700
221 LOCAL DRAINAGE AREA I 1,009,683
222 LOCAL DRAINAGE AREA II 245,093
223 LOCAL DRAINAGE AREA III 419,769
224 LOCAL DRAINAGE AREA IV 411,735
225 LOCAL DRAINAGE AREA V 267,441
226 LOCAL DRAINAGE AREA VI 217,704
301 REC/COMM SVS 6,047
311 RESIDENTIAL DEVELOP DISTRICT 1 2,853,669
312 RESIDENTIAL DEVELOP DISTRICT 2 6,154,042
313 RESIDENTIAL DEVELOP DISTRICT 3 14,107,830
314 RESIDENTIAL DEVELOP DISTRICT 4 615,329
400 POLICE UUT LEASE REVENUE BONDS 3,084,604
403 SCAG GRANTS -
404 COSA 2014 LEASE FINANCING 3,067,315
417 INCLUSIONARY HOUSING FEE 16,487,841
418 CDA - PEEBLER CAPITAL FUND 1,891,322
607 HOUSING AUTHORITY LMIHF 4,771,069
652 2003A SERIES TAX ALLOC BOND -
654 2011A SERIES TAX ALLOC BOND -
655 2018A SERIES TAX ALLOC BOND 11,768
658 2003B SERIES ALLOC BOND -
670 COSA RDA 349,843
671 COSA RDA OBLIGATION RETIREMENT 514,898
980 SAN JUANQUIN TRANS CORRIDOR -
981 EASTERN FOOTHILL TRANS CORRIDO -
991 TRAN SYS IMP AUT C-2 TUSTIN 2,575,261
992 TRAN SYS IMP AUT AREA D-TUSTIN 10,739,079
993 WIC ASSESSMENT DISTRICT 345,434
998 TREASURERS AGENCY COLLECTIONS 30,697
999 Lawson Clearing 8,310
Reconciling Item(s) - Outstanding Checks *3,994,805
Reconciling Item(s) - Bank Direct Deposits*45,541
Reconciling Item(s) - Deposits in Transit*(1,485,398)
Reconciling Item(s) - Withdrawals in Transit*2,405,158
Reconciling Item(s) - Various*8,852
Reconciling Item(s) - Various: A difference between C ash 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