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Home My WebLink AboutItem 07 - Receive and File Quarterly Report of Investments as of June 30, 2022 Finance and Management Services www.santa-ana.org/finance Item # 7 City of Santa Ana 20 Civic Center Plaza, Santa Ana, CA 92701 Staff Report August 16, 2022 TOPIC: Periodic Quarterly Report of Investments as of June 30, 2022 AGENDA TITLE: Receive and File Quarterly Report of Investments as of June 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 July 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 June 30, 2022. Quarterly Report of Investments August 16, 2022 Page 2 2 8 7 5 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 June 30, 2022. Type of Investment Amounts Invested $ Portfolio % COSA Policy Limits % State Law Limits % Certificates of Deposit (CDs)$6,696,000 1.23%30%30% Federal Farm Credit Bank (FFCB)$60,409,210 11.08%None None Federal Home Loan Bank (FHLB)$225,225,370 41.32%None None Federal Home Loan Mortgage Corp. (FHLMC)$44,993,750 8.25%None None Federal National Mortgage Association (FNMA)$60,927,930 11.17%None None Local Agency Investment Fund (LAIF)$67,110,815 12.31%None None Local Agency Investment Fund (LAIF – ARPA)$74,938,009 13.72%None None U.S. Treasury $4,990,000 0.92%None None Sub- Total:$545,291,084 100%None None Cash :$38,820,848 Total:$584,111,932 Restricted Cash In $ Restricted Cash †,$3,194,645 Total $3,194,645 † 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 June 30, 2022. Quarterly Report of Investments August 16, 2022 Page 3 2 8 7 5 The following two tables represent, as of June 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)1.095% Investments Book Value of Investments YTM % of Portfolio Certificates of Deposit $6,696,000 1.181%1.23%0.015% LAIF $67,110,814.73 0.861%12.31%0.106% LAIF (ARPA)$74,938,008.53 0.861%13.74%0.118% Federal Agency Securities $391,556,260.25 1.169%71.80%0.839% U.S. Treasury $4,990,000 1.839%0.92%0.017% $545,291,084 1.095%100.00%1.095% 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 EXHIBIT 1 City of Santa Ana Portfolio Management Portfolio Summary June 30, 2022 Par Value Market Value Book Value % of Days to Maturity YTM/CInvestmentsTerm 1,653 1 Portfolio Certificates of Deposit 6,696,000.00 6,230,434.89 67,110,814.73 74,938,008.53 369,851,826.00 4,884,400.00 6,696,000.00 67,110,814.73 74,938,008.53 391,556,260.25 4,990,000.00 1.23 1,462 1 1.181 0.861 0.861 1.169 1.839 Local Agency Investment Funds Cash in Banks 67,110,814.73 74,938,008.53 391,675,000.00 5,000,000.00 12.31 13.74 71.81 0.92 1 1 Federal Agency Coupon Securities Treasury Coupon Securities 1,575 837 322 730 545,419,823.26 523,015,484.15 545,291,083.51 100.00%1,159 256 1.095 Investments Cash Passbook/Checking 38,820,847.82 38,820,847.82 38,820,847.82 1 1 0.000 (not included in yield calculations) Total Cash and Investments 584,240,671.08 561,836,331.97 584,111,931.33 1,159 256 1.095 Total Earnings June 30 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 418,922.14 3,576,695.02 3,576,695.02 Average Daily Balance Effective Rate of Return 518,922,336.81 0.98% 466,456,829.95 0.77% 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, Reporting period 06/01/2022-06/30/2022 Portfolio COSA CP Run Date: 07/17/2022 - 12:48 PM (PRF_PM1) 7.3.11 Report Ver. 7.3.11 City of Santa Ana P o rtfo lio Management P o rtfo lio De ta ils - Inves tments J une 30, 2022 Page 1 Average Balance Purchas e Stated Rate YTM/C YTM/C Days to Maturity DateCUSIPInves tment #Is s uer Par Value Market Value Book ValueDate 360 365 Maturity Certificates of Depos it 06417NF73 02568KAJ4 70962LAV4 549104ZS9 87165FD76 02589ABT8 15721UET2 32022EAU0 88413QDE5 07371AH22 38149MR47 856285YQ8 14042TEP8 59013KPN0 30781JAW0 05580AH64 45776NEN2 58404DMQ1 89235MMB4 292079AR1 07371CT25 73319FBJ7 320337EZ7 39573LCC0 61768U3U9 61773TCX9 795451BA0 14051 BANK OZK 11/12/2021 11/26/2021 11/10/2021 11/05/2021 11/05/2021 03/16/2022 11/10/2021 12/29/2021 11/24/2021 03/30/2022 12/22/2021 11/29/2021 03/16/2022 11/09/2021 11/19/2021 12/17/2021 12/20/2021 12/20/2021 11/12/2021 11/12/2021 03/30/2022 11/17/2021 11/05/2021 11/23/2021 03/31/2022 03/31/2022 12/15/2021 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 225,426.44 226,125.56 226,948.54 223,061.74 228,144.45 236,525.26 227,000.95 230,922.40 231,877.94 239,224.42 230,804.90 228,381.36 236,525.26 227,986.18 225,290.64 234,754.54 227,716.08 229,079.98 228,063.38 227,558.67 239,224.42 224,802.03 231,272.03 230,219.24 239,217.18 239,217.18 235,064.12 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 248,000.00 0.600 0.700 1.000 0.600 1.100 2.000 0.850 0.850 0.800 2.250 1.000 1.150 2.000 1.100 0.850 0.950 0.900 1.250 1.100 0.900 2.250 0.800 0.500 0.900 2.250 2.250 1.000 0.592 0.690 0.986 0.592 1.085 1.973 0.838 0.838 0.789 2.219 0.986 1.134 1.973 1.085 0.838 0.937 0.888 1.233 1.085 0.888 2.219 0.789 0.493 0.888 2.219 2.219 0.986 0.600 0.700 1.000 0.600 1.100 2.000 0.850 0.850 0.800 2.250 1.000 1.150 2.000 1.100 0.850 0.950 0.900 1.250 1.100 0.900 2.250 0.800 0.500 0.900 2.250 2.250 1.000 1,411 05/12/2026 1,426 05/27/2026 1,593 11/10/2026 1,588 11/05/2026 1,588 11/05/2026 1,719 03/16/2027 1,470 07/10/2026 1,155 08/29/2025 1,057 05/23/2025 1,727 03/24/2027 1,270 12/22/2025 1,613 11/30/2026 1,719 03/16/2027 1,592 11/09/2026 1,602 11/19/2026 900 12/17/2024 14043 14050 14046 14047 14078 14044 14065 14056 14084 14064 14057 14079 14049 14054 14061 14062 14063 14052 14045 14085 14053 14048 14055 14082 14083 14060 American Equity Bank PENTAGON FCU LUANA SAVINGS BK SYNCHRONY BANK AMERICA EXPRESS NATL BK CFBANK FIRST FEDERAL THIRD FEDERAL S&L BEAL BANK PLANO TX GOLDMAN SACHS ST BK INDIA NY CAPITAL ONE BANK MERRICK BANK FARMERS & MERCHANTS BMW BANK OF NA INSBANK 1,449 06/19/2026 1,634 12/21/2026 1,595 11/12/2026 1,473 07/13/2026 1,727 03/24/2027 1,600 11/17/2026 950 02/05/2025 MEDALLION BK UT TOYOTA FINANCIAL EMPIRE ST BK NA BEAL BANK USA POPPY BANK FIRST GENERAL BK GREENSTATE CU 1,242 11/24/2025 1,733 03/30/2027 1,733 03/30/2027 899 12/16/2024 MORGAN STANLEY PVT BANK MORGAN STANLEY PVT BANK SALLIE MAE BANK Subtotal and Average 6,696,000.00 6,696,000.00 6,230,434.89 6,696,000.00 1.165 1.181 1,462 Local Agency Inves tment Funds LAIFCITY LAIFCITY Local Agency Investment Fund Subtotal and Average 67,110,814.73 67,110,814.73 67,110,814.73 67,110,814.73 0.861 0.861 0.849 0.861 1 67,110,814.73 67,110,814.73 67,110,814.73 0.849 0.861 1 Cas h in Banks LAIF ARPA LAIF ARPA Local Agency Investment Fund 74,938,008.53 74,938,008.53 74,938,008.53 0.849 0.861 1 Portfolio COSA CP Run Date: 07/17/2022 - 12:48 PM (PRF_PM2) 7.3.11 Report Ver. 7.3.11 City of Santa Ana P o rtfo lio Management P o rtfo lio De ta ils - Inves tments J une 30, 2022 Page 2 Average Balance Purchas e Stated Rate YTM/C YTM/C Days to Maturity DateCUSIPInves tment #Is s uer Par Value Market Value 74,938,008.53 Book ValueDate 360 365 Maturity Subtotal and Average 76,238,261.83 74,938,008.53 74,938,008.53 0.849 0.861 1 Federal Agency Coupon Securities 3133EJ5W5 3133EKBW5 3133ECPM0 3133EKPG5 3133EKY91 3133EK3M6 3133ELX33 3133EMBH4 3133EMFR8 3133EMSU7 3133EMUP5 3133EMWH1 3133EM2C5 3133ENPB0 3133ENUH1 3133ENVV9 3130ADMX7 3130AFW94 3130AB3H7 3130AKPQ3 3130AKU53 3130AKN69 3130ALA53 3130ALBM5 3130ALB52 3130ALDZ4 3130ALKN3 3130ALLP7 3130ALW67 3130AMYU0 3130AMYC0 3130AMSF0 3130ANFU9 3130ANFG0 3130ANE30 13868 13876 13884 13897 13932 13934 13974 13988 13991 14005 14006 14016 14032 14075 14086 14088 13854 13873 13889 13996 13997 13998 13999 14001 14002 14003 14004 14007 14008 14024 14025 14026 14027 14028 14029 Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank 01/29/2019 03/04/2019 03/15/2019 06/10/2019 10/11/2019 10/23/2019 07/22/2020 09/29/2020 11/03/2020 03/09/2021 04/01/2021 04/21/2021 08/10/2021 02/16/2022 04/12/2022 05/03/2022 05/31/2018 02/27/2019 04/29/2019 01/28/2021 01/28/2021 01/28/2021 02/25/2021 02/24/2021 02/25/2021 03/10/2021 03/24/2021 03/29/2021 04/22/2021 06/30/2021 06/30/2021 06/28/2021 07/29/2021 08/18/2021 07/29/2021 925,000.00 3,000,000.00 2,000,000.00 1,500,000.00 2,500,000.00 5,000,000.00 6,000,000.00 5,000,000.00 5,000,000.00 4,000,000.00 6,000,000.00 5,000,000.00 6,000,000.00 3,500,000.00 2,000,000.00 3,000,000.00 1,500,000.00 2,000,000.00 3,000,000.00 4,000,000.00 5,000,000.00 6,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 4,000,000.00 4,000,000.00 6,000,000.00 5,000,000.00 6,000,000.00 6,000,000.00 6,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 922,428.50 2,982,270.00 1,986,920.00 1,484,460.00 2,497,300.00 4,920,750.00 5,578,740.00 4,596,850.00 4,565,555.00 3,708,080.00 5,619,600.00 4,672,300.00 5,479,800.00 3,346,035.00 1,978,940.00 2,980,890.00 1,498,005.00 1,986,640.00 2,967,180.00 3,688,480.00 4,600,750.00 5,517,660.00 4,605,500.00 4,609,950.00 4,659,550.00 3,738,920.00 3,791,320.00 5,615,100.00 4,682,350.00 5,577,420.00 5,595,480.00 5,726,460.00 4,605,450.00 4,621,900.00 4,661,200.00 924,195.25 2,998,740.00 1,975,960.00 1,512,465.00 2,496,700.00 5,003,650.00 6,000,000.00 5,000,000.00 4,997,500.00 4,000,000.00 6,000,000.00 5,000,000.00 6,000,000.00 3,500,000.00 2,000,000.00 3,000,000.00 1,486,650.00 1,996,220.00 2,999,250.00 4,000,000.00 5,000,000.00 6,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 4,000,000.00 4,000,000.00 5,997,000.00 5,000,000.00 6,000,000.00 6,000,000.00 6,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 2.650 2.610 2.125 2.125 1.375 1.625 0.690 0.530 0.540 0.800 0.710 0.710 0.710 2.180 3.330 3.630 2.500 2.500 2.375 0.580 0.520 0.500 0.600 0.625 0.375 0.500 0.500 0.650 1.100 1.050 1.000 0.400 0.850 0.875 0.500 2.634 2.583 2.396 1.894 1.401 1.584 0.681 0.523 0.543 0.789 0.692 0.700 0.700 2.150 3.284 3.580 2.662 2.506 2.348 0.572 0.513 0.493 0.592 0.616 0.370 0.493 0.493 0.675 1.085 1.036 0.986 0.395 0.838 0.863 0.493 2.670 2.619 2.430 1.920 1.420 1.606 0.690 0.530 0.550 0.800 0.701 0.710 0.710 2.180 3.330 3.630 2.699 2.541 2.380 0.580 0.520 0.500 0.600 0.625 0.375 0.500 0.500 0.684 1.100 1.050 1.000 0.400 0.850 0.875 0.500 479 10/23/2023 606 02/27/2024 318 05/15/2023 431 09/05/2023 102 10/11/2022 479 10/23/2023 1,117 07/22/2025 1,186 09/29/2025 125 11/03/2025 251 03/09/2026 1,005 04/01/2025 1,025 04/21/2025 405 08/10/2026 595 02/16/2027 285 04/12/2027 33 05/03/2027 252 03/10/2023 592 02/13/2024 616 03/08/2024 27 01/28/2026 27 01/28/2026 211 01/28/2026 55 02/25/2026 54 02/24/2026 55 02/25/2025 71 03/10/2025 85 09/24/2024 78 03/17/2025 21 04/22/2026 91 06/30/2026 91 03/30/2026 89 06/28/2024 28 07/29/2026 48 05/18/2026 28 07/29/2026 Portfolio COSA CP Run Date: 07/17/2022 - 12:48 PM (PRF_PM2) 7.3.11 City of Santa Ana P o rtfo lio Management P o rtfo lio De ta ils - Inves tments J une 30, 2022 Page 3 Average Balance Purchas e Stated Rate YTM/C YTM/C Days to Maturity DateCUSIPInves tment #Is s uer Par Value Market Value Book ValueDate 360 365 Maturity Federal Agency Coupon Securities 3130ANHV5 3130ANPE4 3130ANQ78 3130AP3E3 3130ANX62 3130APB79 3130AP3A1 3130APB46 3130APQC2 3130APQB4 3130APVC6 3130AQAB9 3130AQLQ4 3130AQKM4 3130AQNR0 3130AQSA2 3130AQW33 3130AQYA5 3130ARA35 3130ARC82 3130ARD65 3130ARR60 3130ASHV4 3130ASLJ6 3134GVQX9 3134GVVX3 3134GVR26 3134GVT99 3134GV5R5 3134GWUE4 3134GW4Z6 3134GXJL9 3135G0T94 3135G0T78 3135G0X24 3135G0W66 14033 14034 14035 14036 14037 14038 14039 14040 14041 14042 14058 14059 14069 14070 14071 14072 14073 14074 14076 14077 14080 14087 14089 14090 13962 13964 13967 13968 13979 13987 13989 13995 13850 13857 13940 13941 Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank 08/19/2021 08/26/2021 08/27/2021 09/30/2021 09/30/2021 09/30/2021 09/29/2021 10/13/2021 11/23/2021 11/23/2021 12/14/2021 12/30/2021 01/27/2022 01/28/2022 01/27/2022 02/10/2022 02/24/2022 02/28/2022 03/24/2022 03/29/2022 03/28/2022 04/29/2022 06/28/2022 06/29/2022 05/05/2020 05/28/2020 06/25/2020 06/30/2020 07/15/2020 09/30/2020 10/27/2020 12/30/2020 03/28/2018 05/31/2018 01/15/2020 01/15/2020 5,000,000.00 6,000,000.00 6,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 10,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 3,750,000.00 5,000,000.00 1,500,000.00 3,000,000.00 5,000,000.00 5,000,000.00 1,500,000.00 3,000,000.00 3,000,000.00 2,000,000.00 2,000,000.00 20,000,000.00 20,000,000.00 5,000,000.00 5,000,000.00 6,000,000.00 6,000,000.00 6,000,000.00 5,000,000.00 6,000,000.00 6,000,000.00 2,000,000.00 1,000,000.00 5,000,000.00 5,000,000.00 4,732,550.00 5,576,220.00 5,485,440.00 4,583,400.00 4,663,850.00 4,622,750.00 4,576,500.00 9,197,300.00 4,811,750.00 4,716,350.00 4,700,700.00 3,535,237.50 4,712,500.00 1,422,615.00 2,803,800.00 4,691,650.00 4,778,800.00 1,445,310.00 2,931,000.00 2,886,540.00 1,972,900.00 1,991,380.00 20,028,200.00 20,041,000.00 4,654,400.00 4,654,150.00 5,565,540.00 5,569,140.00 5,707,380.00 4,591,950.00 5,505,120.00 5,528,580.00 1,998,840.00 999,530.00 5,000,000.00 6,000,000.00 6,000,000.00 5,000,000.00 5,000,000.00 5,000,000.00 4,998,750.00 10,000,000.00 5,000,000.00 5,000,000.00 4,997,500.00 3,750,000.00 5,000,000.00 1,500,000.00 3,000,000.00 5,000,000.00 5,000,000.00 1,500,000.00 3,000,000.00 3,000,000.00 2,000,000.00 2,000,000.00 20,000,000.00 20,000,000.00 4,995,000.00 4,998,750.00 6,000,000.00 6,000,000.00 6,000,000.00 5,000,000.00 6,000,000.00 6,000,000.00 1,971,780.00 971,400.00 0.550 0.700 0.900 0.820 0.650 1.000 0.850 0.950 0.750 1.500 1.375 1.625 1.650 1.750 1.750 1.830 2.020 2.250 2.000 2.100 1.625 3.100 3.050 3.100 0.700 0.750 0.700 0.650 0.570 0.500 0.540 0.500 2.375 2.000 1.625 1.625 0.542 0.690 0.888 0.809 0.641 0.986 0.863 0.937 0.740 1.479 1.408 1.603 1.627 1.726 1.726 1.805 1.992 2.224 1.973 2.071 1.548 3.058 3.008 2.028 0.711 0.750 0.690 0.641 0.562 0.493 0.533 0.493 2.653 2.665 1.641 1.629 0.550 0.700 0.900 0.820 0.650 1.000 0.875 0.950 0.750 1.500 1.427 1.625 1.650 1.750 1.750 1.830 2.020 2.255 2.000 2.100 1.570 3.100 3.050 2.056 0.720 0.760 0.700 0.650 0.570 0.500 0.540 0.500 2.689 2.702 1.664 1.651 902 12/19/2024 56 08/26/2025 241 08/27/2026 91 09/30/2026 91 06/30/2025 91 09/30/2026 90 06/29/2026 469 10/13/2026 53 05/23/2024 22 11/23/2026 62 12/01/2026 91 12/30/2026 210 01/27/2027 27 01/28/2027 210 01/27/2027 224 02/10/2027 238 02/24/2027 238 02/24/2027 85 03/24/2025 271 03/29/2027 454 09/28/2023 28 04/29/2025 362 07/28/2023 449 12/29/2023 1,039 05/05/2025 58 05/28/2025 359 06/25/2025 1,095 06/30/2025 14 07/15/2024 91 09/30/2025 118 10/27/2025 182 12/30/2025 202 01/19/2023 96 10/05/2022 921 01/07/2025 837 10/15/2024 Federal Home Loan Mortgage Co. Federal Home Loan Mortgage Co. Federal Home Loan Mortgage Co. Federal Home Loan Mortgage Co. Federal Home Loan Mortgage Co. Federal Home Loan Mortgage Co. Federal Home Loan Mortgage Co. Federal Home Loan Mortgage Co. Federal Nat'l Mtg. Assoc. Federal Nat'l Mtg. Assoc. Federal Nat'l Mtg. Assoc.4,831,850.00 4,849,800.00 4,990,750.00 4,994,000.00Federal Nat'l Mtg. Assoc. Portfolio COSA CP Run Date: 07/17/2022 - 12:48 PM (PRF_PM2) 7.3.11 City of Santa Ana P o rtfo lio Management P o rtfo lio De ta ils - Inves tments J une 30, 2022 Page 4 Average Balance Purchas e Stated Rate YTM/C YTM/C Days to Maturity DateCUSIPInves tment #Is s uer Par Value Market Value Book ValueDate 360 365 Maturity Federal Agency Coupon Securities 3136G4WV1 3136G4D42 3136G4C43 3136G4G98 3136G45Q2 3135GA4V0 3135GAAN1 3135G06J7 13965 13976 13977 13978 13990 13992 13993 13994 Federal Nat'l Mtg. Assoc. Federal Nat'l Mtg. Assoc. Federal Nat'l Mtg. Assoc. Federal Nat'l Mtg. Assoc. Federal Nat'l Mtg. Assoc. Federal Nat'l Mtg. Assoc. Federal Nat'l Mtg. Assoc. Federal Nat'l Mtg. Assoc. 06/16/2020 07/28/2020 08/14/2020 08/12/2020 10/28/2020 11/25/2020 12/17/2020 12/10/2020 5,000,000.00 8,000,000.00 6,000,000.00 6,000,000.00 6,000,000.00 5,000,000.00 6,000,000.00 6,000,000.00 4,678,900.00 7,409,840.00 5,577,480.00 5,561,580.00 5,525,460.00 4,611,350.00 5,520,300.00 5,532,660.00 5,000,000.00 8,000,000.00 6,000,000.00 6,000,000.00 6,000,000.00 5,000,000.00 6,000,000.00 6,000,000.00 0.750 0.510 0.650 0.560 0.530 0.625 0.600 0.650 0.740 0.503 0.641 0.552 0.523 0.616 0.592 0.641 0.750 0.510 0.650 0.560 0.530 0.625 0.600 0.650 1,081 06/16/2025 392 07/28/2025 1,140 08/14/2025 42 08/12/2025 119 10/28/2025 147 11/25/2025 78 12/17/2025 71 12/10/2025 Subtotal and Average 363,887,260.25 391,675,000.00 369,851,826.00 391,556,260.25 1.153 1.169 322 Treas ury Coupon Securities 9128286Z8 14081 U.S. Treasury 03/16/2022 5,000,000.00 4,884,400.00 4,990,000.00 1.750 1.814 1.839 730 06/30/2024 Subtotal and Average 4,990,000.00 5,000,000.00 4,884,400.00 4,990,000.00 1.814 1.839 730 Total and Average 518,922,336.81 545,419,823.26 523,015,484.15 545,291,083.51 1.080 1.095 256 Portfolio COSA CP Run Date: 07/17/2022 - 12:48 PM (PRF_PM2) 7.3.11 City of Santa Ana P o rtfo lio Management P o rtfo lio De ta ils - Cas h J une 30, 2022 Page 5 Average Balance Purchas e Stated Rate YTM/C YTM/C Days to CUSIP Inves tment #Is s uer Par Value Market Value Book ValueDate 360 365 Maturity Cas h in Banks PETTY CASH HOUSING PETTY CASH 13943 CITY OF SANTA ANA JP MORGAN CHASE JP MORGAN CHASE JP MORGAN CHASE JP MORGAN CHASE JP MORGAN CHASE JPMorgan Chase 07/01/2021 07/01/2021 82,785.00 3,253,747.88 3,147,680.55 1,048,426.63 35,084.30 82,785.00 3,253,747.88 3,147,680.55 1,048,426.63 35,084.30 82,785.00 3,253,747.88 3,147,680.55 1,048,426.63 35,084.30 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 0.000 1 1 1 1 1 1 1 1 1 1 WORKERS COMPENS 37983 GENERAL LIABILI 38130 PROPERTY MANAGE 8695 07/01/2021 07/01/2021PROPERTY MGMT 2 HEALTHCARE SPEN COMMISSARY PROP MGMT 2 1,492.50 1,492.50 1,492.50 0112 7962 312,196.15 436,187.01 29,689,743.53 813,504.27 312,196.15 436,187.01 29,689,743.53 813,504.27 312,196.15 436,187.01 29,689,743.53 813,504.27 JPMorgan Chase GENERAL ACCOUNT 9500 JPMorgan Chase FSS FSS Santa Ana Federal Credit Union Average Balance 0.00 518,922,336.81 1 Total Cas h and Inves tments 584,240,671.08 561,836,331.97 584,111,931.33 1.080 1.095 256 Portfolio COSA CP Run Date: 07/17/2022 - 12:48 PM (PRF_PM2) 7.3.11 CASH/SECURITIES HELD IN TRUST Portfolio Management Page 1 Portfolio Details - Investments June 30, 2022 Carey Li Digitally signed by Carey Li Date: 2022.07.15 08:13:48 -07'00' CUSIP Investment #Issuer Par Value Market Value Book Value Money Market Accounts X9USDDTPC X9USDDTPC X9USDDEFU--- 9AMMF05B2-- SYS80418 80364 Dreyfus Treasury 10,571.44 1,209.17 2.16 10,571.44 1,209.17 2.16 10,571.44 1,209.17 2.16 80365 80107 80406 80418 80419 80243 80248 Dreyfus Treasury INSTL RES TRE AND AGNY CASHꢀ US BANK MONEY MARKET US BANK MONEY MARKET US BANK MONEY MARKETꢀ MORGAN STANLEY GOVT INSTLꢀ MORGAN STANLEY GOVT INSTL 0.55 0.55 0.55 523,156.47 105,347.70 108,960.70 0.18 523,156.47 105,347.70 108,960.70 0.18 523,156.47 105,347.70 108,960.70 0.18 SYS80419 X9USDMOR3- X9USDMOR3 Subtotal and Average 749,248.37 749,248.37 749,248.37 Other S86209710 98INP5PV2 80225 80396 MBIA INSURANCE POLICY 1.00 1.00 1.00 1.00 1.00 1.00ASSURED GUARANTY MUNI CORP Subtotal and Average 2.00 2.00 2.00 Cash in Bank SYS80414 SYS80415 80414 80415 SIGNATURE BANK 1,268,869.87 1,176,525.00 1,268,869.87 1,176,525.00 1,268,869.87 1,176,525.00CONDEMNATION DEPOSIT FUND Subtotal and Average Total and Average 2,445,394.87 3,194,645.24 2,445,394.87 3,194,645.24 2,445,394.87 3,194,645.24 Portfolio TRST AC Run Date: 07/11/2022 - 08:23 PM (PRF_PM2) 7.3.11 Report Ver. 7.3.11 Quarterly Report of Investments as of June 30, 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 396,546,260 Local Agency Investment Fund (L.A.I.F)67,110,815 Local Agency Investment Fund (L.A.I.F) - ARPA 74,938,009 Total - Investments 545,291,084 Cash Held at City Financial Institution(s) and Cash on Hand Amount General Account 29,689,744 General Liability Account 1,048,427 Housing Account 3,253,748 Workers Compensation Account 3,147,681 Santa Ana Federal Credit Union - Family Self Sufficiency (FSS-Housing) 813,504 Commissary Account 436,187 Flexible Benefit Spending Account 312,196 Property Management Account 35,084 Property Management - Phase 2 Account 1,493 Petty Cash 82,785 Total - Cash Held at City Financial Institution(s) and Cash on Hand 38,820,848 Restricted Cash Amount Signature Bank - Streetlight Project 1,268,870 US Bank - Pension Stability Funds (Section 115 Trust with PARS)523,156 Bank of New York Mellon - Various 120,741 US Bank - Warner Industrial Community 105,348 State of California Condemnation Fund - Right of Way Deposits 1,176,525 US Bank - Gas Tax Bonds 5 Total - Restricted Cash 3,194,645 Total Cash Held City at Financial Institution(s), Cash on Hand and Restricted Cash 587,306,577 Cash by Fund(s) - Total (see below for listing)587,306,577 Fund Fund description Amount 011 GENERAL FUND 116,059,394 012 CANNABIS PUBLIC BENEFIT 22,432,333 016 CASP CERTIFICATION & TRAINING 345,207 020 OTS-TRAFFIC OFFENDER PROGRAM 33,837 021 PRCSA CATV FUND 1,738,980 022 PRCSA FEE & DONATION 1,009,829 023 INMATE WELFARE FUND 1,831,735 024 PD ATHLETIC ACTIVITIES LEAGUE (195,712) 025 IDB & EZ VOUCHER MONITORING 368,464 026 ASSET FORFEITURE FUND 144,465 027 PARKING FUND 1,166,766 029 SPECIAL GAS TAX 27,967,378 030 PROP 1B BOND ACT OF 2006 153,593 031 AIR QUALITY IMPR. (AB 2766)1,674,847 032 MEASURE M-STREET CONSTRUCTION (7,660,620) 033 NEW TRANSPO SYS IMPR AREA B 574,302 034 NEW TRANSPO SYS IMPR AREA E 1,498,553 035 NEW TRANSPO SYS IMPR AREA F 1,840,619 041 TRANSP SYS IMPR AREA A-2 699,067 042 TRANSPO SYS IMPR AREA B 9,572 048 TRANSPO SYS IMPR AREA C-2 213,794 049 TRANSPO SYS IMPR AREA G 98,541 051 CAPITAL OUTLAY FUND 4,634,395 053 CITY SERVICES 7,572,467 054 SANITARY SEWER CAPITAL 17,271,223 055 SEWER CONNECTION FEE 8,457,651 056 SANITARY SEWER SERVICE 7,275,860 057 FED CLEAN WATER PROTECTION ENT 4,675,671 058 RESIDENTIAL STREET IMPROVEMENT 5,227,202 059 SELECT STREET CONSTRUCTION 20,018,575 060 WATER REVENUE 46,794,880 066 ACQUISITION & CONSTRUCTION 2,510,955 067 REGIONAL TRANSP CENTER 420,890 EXHIBIT 2 Quarterly Report of Investments as of June 30, 2022 Exhibit 2 - Cash held by Bank and Cash by Fund(s) Listing Page 2 of 3 068 SANITATION FUND 6,762,631 069 REFUSE COLLECTION SERVICE 4,630,745 070 EQUIPMENT REPLACEMENT FUND 8,510,739 071 CENTRAL SERVICES 138,731 073 BUILDING MAINT FUND 2,585,923 074 CIVIC CENTER MAINTENANCE (472,116) 075 FLEET MAINTENANCE/STORES 1,140,832 076 STORES & PROPERTY CONTROL (1,264,357) 078 RETIREMENT SYSTEM 1,001,907 080 LIABILITY AND PROPERTY INS FND 16,791,578 081 EMPLOYEE GROUP INSURANCE 131,368 082 WORKERS COMPENSATION FUND 17,322,006 083 PAYROLL REVOLVING 6,520,152 085 CITY YARD OPERATION (47,238) 086 PUB WKS ENG/PROJ MGMT (1,962,076) 087 PT RETIREMENT FUND 9,232 088 QUALITY SERVICE TRAINING 375,463 089 CA SEISMIC HAZARD PROGRAM 18,366 090 ORANGE CO SANITATION DIST 2&3 1,040,464 093 BUSINESS IMPROVEMENT DISTRICT 283,436 094 INTEREST AGENCY 243,660 095 POLICE COMMISSARY ACCOUNT 275,378 096 SA TOURISM MARKETING DISTRICT 218,720 097 POLICE SEIZED ASSETS 1,487,400 100 SECTION 457 FIDUCIARY ADMIN 103,579 101 PUB WKS-ADMIN & PLANNING 2,428,885 103 PMA RETIREE HEALTH INSURANCE 7,940 104 SEIU RETIREE HEALTH INSURANCE 24,268 106 MGMT RETIREE HEALTH INSURANCE 5,731 107 UC RETIREE HEALTH INSURANCE 47,937 109 INFO SYS STRATEGIC PLAN 12,876,753 110 STRONG MOTION INSTRUMENTATION 100,840 120 FIRE FACILITIES FUND 2,772,327 121 SPECIAL REPAIR/DEMOLITION 651,447 122 EMERGENCY & HEALTH GRANTS 4,360,632 123 WORKFORCE INVESTMENT ACT (397,982) 124 ORANGE COUNTY SSA GRANTS 1,222,114 125 OES UASI (775,724) 127 D.O.J. GRANT FUND (252,669) 128 POLICE BLOCK GRANTS 1,277,352 130 HOME PROGRAM FEDERAL GRANT 2,239,178 131 MISC GRANTS 1,248 133 HOUSING AUTHORITY-ISSUER FEE 2,735,524 135 COMMUNITY DEV BLOCK GRANT (383,488) 136 HOUSING AUTHORITY-VOUCHER HAP 613,384 137 HOUSING AUTHORITY- MAINSTREAM - 138 HOUSING AUTHORITY-MS 5 (36,509) 139 HOUSING AUTHORITY-NEW CONSTR 146,108 140 HOUSING AUTHORITY-VOUCHER ADM 2,439,150 142 NSP FEDERAL GRANT 1,414,463 143 CALHOME MFGD HSG LOAN 701,329 144 PRISON TO EMPLOYMENT PROGRAM (264,194) 145 RENTAL REHABILITATION GRANT 48,258 147 FEDERAL AID SAFETY PROGRAM (483,985) 148 TRAFFIC SYSTEM MGMT GRANT (8,988,699) 149 WIC ASSESSMENT DIST ST IMPRV 32,799 152 PUBLIC LIBRARY GRANT FUND 409 153 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 (170,490) 160 HSG HAP CARES ACT COVID-19 - 161 PRCSA CAPITAL GRANTS (898,716) 162 ENERGY CONSERVATION PROGRAM 16,404 164 PUB WKS-WTR QUALITY & CONTROL (3,330,853) 165 OFFICE OF SAFETY GRANT 158,095 166 US DOJ ASSET FORFEITURE FUND 993,050 167 US TREASURY ASSET FORFEITURE 139,587 169 RECREATION GRANTS FUND 497,846 170 MS5 HAP CARES ACT COVID-19 - 172 NATL RECREATION TRAILS FND ACT 17,178 175 CARES ACT - CESF - 176 CARES ACT - State - Quarterly Report of Investments as of June 30, 2022 Exhibit 2 - Cash held by Bank and Cash by Fund(s) Listing Page 3 of 3 177 EMERGENCY RENTAL ASSISTANCE PG 5,322,056 178 COVID RELIEF FUND (121,921) 179 GENERAL FIXED ASSETS 416,414 180 ARPA EHV ADMIN FEES 184,861 181 AMERICAN RESCUE PLAN ACT 117,065,211 201 LOCAL DRAINAGE AREA NO 1 133 202 LOCAL DRAINAGE AREA NO 2 1,432 203 LOCAL DRAINAGE AREA NO 3 756,538 204 LOCAL DRAINAGE AREA NO 4 1,058 205 LOCAL DRAINAGE AREA NO 5 601 206 LOCAL DRAINAGE AREA NO 6 882 207 LOCAL DRAINAGE AREA NO 7 194,559 209 LOCAL DRAINAGE AREA NO 9 734 210 LOCAL DRAINAGE AREA NO 10 17,204 211 LOCAL DRAINAGE AREA NO 11 223 212 LOCAL DRAINAGE AREA NO 12 13 213 LOCAL DRAINAGE AREA NO 13 2,703 221 LOCAL DRAINAGE AREA I 1,018,338 222 LOCAL DRAINAGE AREA II 273,335 223 LOCAL DRAINAGE AREA III 420,993 224 LOCAL DRAINAGE AREA IV 421,511 225 LOCAL DRAINAGE AREA V 281,578 226 LOCAL DRAINAGE AREA VI 380,395 301 REC/COMM SVS 6,054 311 RESIDENTIAL DEVELOP DISTRICT 1 3,316,049 312 RESIDENTIAL DEVELOP DISTRICT 2 5,778,084 313 RESIDENTIAL DEVELOP DISTRICT 3 13,735,556 314 RESIDENTIAL DEVELOP DISTRICT 4 654,203 400 POLICE UUT LEASE REVENUE BONDS 11,613 403 SCAG GRANTS - 404 COSA 2014 LEASE FINANCING 71,218 417 INCLUSIONARY HOUSING FEE 14,821,436 418 CDA - PEEBLER CAPITAL FUND 2,878,422 607 HOUSING AUTHORITY LMIHF 4,865,940 652 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 335,156 671 COSA RDA OBLIGATION RETIREMENT 10,702,176 980 SAN JUANQUIN TRANS CORRIDOR - 981 EASTERN FOOTHILL TRANS CORRIDO 23,483 991 TRAN SYS IMP AUT C-2 TUSTIN 2,603,236 992 TRAN SYS IMP AUT AREA D-TUSTIN 10,678,939 993 WIC ASSESSMENT DISTRICT 387,537 998 TREASURERS AGENCY COLLECTIONS - 999 Lawson Clearing 7,228 Reconciling Item(s) - Outstanding Checks *3,151,538 Reconciling Item(s) - Bank Direct Deposits*201,792 Reconciling Item(s) - Deposits in Transit*(1,989,121.41) Reconciling Item(s) - Withdrawals in Transit*3,436,774 Reconciling Item(s) - Various*199,817 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