City of Santa Ana
Portfolio Management
September 30, 2023
Portfolio Summary
% of
Portfolio
Book
ValueInvestments
Market
Value
Par
Value
Days to
MaturityTerm
YTM/C
Certificates of Deposit 6,696,000.00 1,6531.44 1.1811,0055,991,173.676,696,000.00 Local Agency Investment Funds 13,702,035.99 12.95 3.534113,702,035.9913,702,035.99 Cash in Banks 47,589,190.42 110.23 3.353147,589,190.4247,589,190.42 Federal Agency Coupon Securities 382,610,705.25 1,57682.24 1.296283354,313,132.25382,675,000.00 Federal Agency Discount Securities 9,641,088.89 2482.07 5.4821879,743,100.0010,000,000.00 Treasury Coupon Securities 4,990,000.00 8371.07 1.8392734,864,050.005,000,000.00 465,229,020.55 100.00%
Investments
436,202,682.33465,662,226.41 1,334 254 1.663
Cash
(not included in yield calculations)
Passbook/Checking 32,346,230.73 1 0.000132,346,230.7332,346,230.73 497,575,251.28Total Cash and Investments 468,548,913.06498,008,457.14 1,334 254 1.663 Current Year
September 30
678,351.41
Fiscal Year To Date
2,358,463.66
Average Daily Balance
Effective Rate of Return
521,417,323.42 557,988,023.95
1.68%1.58%
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 09/01/2023-09/30/2023
Run Date: 10/20/2023 - 10:48 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
EXHIBIT 1
YTM/C
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIP Investment #
Purchase
Date
Certificates of Deposit
0.600BANK OZK14051 248,000.00 248,000.00 05/12/20260.60011/12/2021 218,534.33 0.59206417NF73 954
0.700American Equity Bank14043 248,000.00 248,000.00 05/27/20260.70011/26/2021 218,758.07 0.69002568KAJ4 969
1.000PENTAGON FCU14050 248,000.00 248,000.00 11/10/20261.00011/10/2021 216,904.35 0.98670962LAV4 1,136
0.600LUANA SAVINGS BK14046 248,000.00 248,000.00 11/05/20260.60011/05/2021 214,497.66 0.592549104ZS9 1,131
1.100SYNCHRONY BANK14047 248,000.00 248,000.00 11/05/20261.10011/05/2021 218,005.62 1.08587165FD76 1,131
2.000AMERICA EXPRESS NATL BK14078 248,000.00 248,000.00 03/16/20272.00003/16/2022 222,112.02 1.97302589ABT8 1,262
0.850CFBANK14044 248,000.00 248,000.00 07/10/20260.85011/10/2021 218,267.75 0.83815721UET2 1,013
0.850FIRST FEDERAL14065 248,000.00 248,000.00 08/29/20250.85012/29/2021 226,624.83 0.83832022EAU0 698
0.800THIRD FEDERAL S&L14056 248,000.00 248,000.00 05/23/20250.80011/24/2021 229,277.84 0.78988413QDE5 600
2.250BEAL BANK PLANO TX14084 248,000.00 248,000.00 03/24/20272.25003/30/2022 223,957.19 2.21907371AH22 1,270
1.000GOLDMAN SACHS14064 248,000.00 248,000.00 12/22/20251.00012/22/2021 224,598.15 0.98638149MR47 813
1.150ST BK INDIA NY14057 248,000.00 248,000.00 11/30/20261.15011/29/2021 217,810.61 1.134856285YQ8 1,156
2.000CAPITAL ONE BANK14079 248,000.00 248,000.00 03/16/20272.00003/16/2022 222,107.96 1.97314042TEP8 1,262
1.100MERRICK BANK14049 248,000.00 248,000.00 11/09/20261.10011/09/2021 217,602.07 1.08559013KPN0 1,135
0.850FARMERS & MERCHANTS14054 248,000.00 248,000.00 11/19/20260.85011/19/2021 215,571.50 0.83830781JAW0 1,145
0.950BMW BANK OF NA14061 248,000.00 248,000.00 12/17/20240.95012/17/2021 234,375.90 0.93705580AH64 443
0.900INSBANK14062 248,000.00 248,000.00 06/19/20260.90012/20/2021 219,433.48 0.88845776NEN2 992
1.250MEDALLION BK UT14063 248,000.00 248,000.00 12/21/20261.25012/20/2021 217,809.92 1.23358404DMQ1 1,177
1.100TOYOTA FINANCIAL14052 248,000.00 248,000.00 11/12/20261.10011/12/2021 217,850.22 1.08589235MMB4 1,138
0.900EMPIRE ST BK NA14045 248,000.00 248,000.00 07/13/20260.90011/12/2021 219,493.74 0.888292079AR1 1,016
2.250BEAL BANK USA14085 248,000.00 248,000.00 03/24/20272.25003/30/2022 223,957.19 2.21907371CT25 1,270
0.800POPPY BANK14053 248,000.00 248,000.00 11/17/20260.80011/17/2021 215,313.20 0.78973319FBJ7 1,143
0.500FIRST GENERAL BK14048 248,000.00 248,000.00 02/05/20250.50011/05/2021 231,396.05 0.493320337EZ7 493
0.900GREENSTATE CU14055 248,000.00 248,000.00 11/24/20250.90011/23/2021 224,580.81 0.88839573LCC0 785
2.250MORGAN STANLEY PVT BANK14082 248,000.00 248,000.00 03/30/20272.25003/31/2022 223,931.40 2.21961768U3U9 1,276
2.250MORGAN STANLEY PVT BANK14083 248,000.00 248,000.00 03/30/20272.25003/31/2022 223,931.40 2.21961773TCX9 1,276
1.000SALLIE MAE BANK14060 248,000.00 248,000.00 12/16/20241.00012/15/2021 234,470.41 0.986795451BA0 442 6,696,000.00 1.1655,991,173.676,696,000.006,696,000.00Subtotal and Average 1.181 1,005 Local Agency Investment Funds
3.534Local Agency Investment FundLAIFCITY 13,702,035.99 13,702,035.99 3.53413,702,035.99 3.486LAIFCITY 1 13,702,035.99 3.48613,702,035.9913,702,035.9923,368,702.66Subtotal and Average 3.534 1 Cash in Banks
3.353Local Agency Investment FundLAIF ARPA 47,589,190.42 47,589,190.42 3.35347,589,190.42 3.307LAIF ARPA 1 Portfolio COSA
CP
Run Date: 10/20/2023 - 10:48 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM/C
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIP Investment #
Purchase
Date
47,589,190.42 3.30747,589,190.4247,589,190.4286,509,164.62Subtotal and Average 3.353 1 Federal Agency Coupon Securities
2.670Federal Farm Credit Bank13868 925,000.00 924,195.25 10/23/20232.65001/29/2019 923,492.25 2.6343133EJ5W5 22
2.619Federal Farm Credit Bank13876 3,000,000.00 2,998,740.00 02/27/20242.61003/04/2019 2,965,620.00 2.5833133EKBW5 149
1.606Federal Farm Credit Bank13934 5,000,000.00 5,003,650.00 10/23/20231.62510/23/2019 4,989,100.00 1.5843133EK3M6 22
0.690Federal Farm Credit Bank13974 6,000,000.00 6,000,000.00 07/22/20250.69007/22/2020 5,524,380.00 0.6813133ELX33 660
0.530Federal Farm Credit Bank13988 5,000,000.00 5,000,000.00 09/29/20250.53009/29/2020 4,558,150.00 0.5233133EMBH4 729
0.550Federal Farm Credit Bank13991 5,000,000.00 4,997,500.00 11/03/20250.54011/03/2020 4,533,550.00 0.5433133EMFR8 764
0.800Federal Farm Credit Bank14005 4,000,000.00 4,000,000.00 03/09/20260.80003/09/2021 3,598,440.00 0.7893133EMSU7 890
0.701Federal Farm Credit Bank14006 6,000,000.00 6,000,000.00 04/01/20250.71004/01/2021 5,592,180.00 0.6923133EMUP5 548
0.710Federal Farm Credit Bank14016 5,000,000.00 5,000,000.00 04/21/20250.71004/21/2021 4,657,600.00 0.7003133EMWH1 568
0.710Federal Farm Credit Bank14032 6,000,000.00 6,000,000.00 08/10/20260.71008/10/2021 5,301,780.00 0.7003133EM2C5 1,044
2.180Federal Farm Credit Bank14075 3,500,000.00 3,500,000.00 02/16/20272.18002/16/2022 3,182,375.00 2.1503133ENPB0 138
3.330Federal Farm Credit Bank14086 2,000,000.00 2,000,000.00 04/12/20273.33004/12/2022 1,890,200.00 3.2843133ENUH1 1,289
3.630Federal Farm Credit Bank14088 3,000,000.00 3,000,000.00 05/03/20273.63005/03/2022 2,839,260.00 3.5803133ENVV9 1,310
2.541Federal Home Loan Bank13873 2,000,000.00 1,996,220.00 02/13/20242.50002/27/2019 1,977,820.00 2.5063130AFW94 135
2.380Federal Home Loan Bank13889 3,000,000.00 2,999,250.00 03/08/20242.37504/29/2019 2,959,620.00 2.3483130AB3H7 159
0.580Federal Home Loan Bank13996 4,000,000.00 4,000,000.00 01/28/20260.58001/28/2021 3,595,000.00 0.5723130AKPQ3 27
0.520Federal Home Loan Bank13997 5,000,000.00 5,000,000.00 01/28/20260.52001/28/2021 4,487,250.00 0.5133130AKU53 27
0.500Federal Home Loan Bank13998 6,000,000.00 6,000,000.00 01/28/20260.50001/28/2021 5,382,120.00 0.4933130AKN69 119
0.600Federal Home Loan Bank13999 5,000,000.00 5,000,000.00 02/25/20260.60002/25/2021 4,481,800.00 0.5923130ALA53 55
0.625Federal Home Loan Bank14001 5,000,000.00 5,000,000.00 02/24/20260.62502/24/2021 4,485,050.00 0.6163130ALBM5 54
0.375Federal Home Loan Bank14002 5,000,000.00 5,000,000.00 02/25/20250.37502/25/2021 4,655,450.00 0.3703130ALB52 147
0.500Federal Home Loan Bank14003 4,000,000.00 4,000,000.00 03/10/20250.50003/10/2021 3,725,800.00 0.4933130ALDZ4 70
0.500Federal Home Loan Bank14004 4,000,000.00 4,000,000.00 09/24/20240.50003/24/2021 3,807,240.00 0.4933130ALKN3 84
0.667Federal Home Loan Bank14007 6,000,000.00 5,997,000.00 03/17/20250.65003/29/2021 5,596,260.00 0.6583130ALLP7 77
1.100Federal Home Loan Bank14008 5,000,000.00 5,000,000.00 04/22/20261.10004/22/2021 4,514,350.00 1.0853130ALW67 21
1.050Federal Home Loan Bank14024 6,000,000.00 6,000,000.00 06/30/20261.05006/30/2021 5,375,400.00 1.0363130AMYU0 90
1.000Federal Home Loan Bank14025 6,000,000.00 6,000,000.00 03/30/20261.00006/30/2021 5,413,800.00 0.9863130AMYC0 90
0.400Federal Home Loan Bank14026 6,000,000.00 6,000,000.00 06/28/20240.40006/28/2021 5,774,880.00 0.3953130AMSF0 88
0.850Federal Home Loan Bank14027 5,000,000.00 5,000,000.00 07/29/20260.85007/29/2021 4,442,250.00 0.8383130ANFU9 1,032
0.875Federal Home Loan Bank14028 5,000,000.00 5,000,000.00 05/18/20260.87508/18/2021 4,479,300.00 0.8633130ANFG0 48
0.500Federal Home Loan Bank14029 5,000,000.00 5,000,000.00 07/29/20260.50007/29/2021 4,483,000.00 0.4933130ANE30 28
0.550Federal Home Loan Bank14033 5,000,000.00 5,000,000.00 12/19/20240.55008/19/2021 4,709,750.00 0.5423130ANHV5 445
0.700Federal Home Loan Bank14034 6,000,000.00 6,000,000.00 08/26/20250.70008/26/2021 5,506,860.00 0.6903130ANPE4 330
0.900Federal Home Loan Bank14035 6,000,000.00 6,000,000.00 08/27/20260.90008/27/2021 5,323,020.00 0.8883130ANQ78 1,061
0.820Federal Home Loan Bank14036 5,000,000.00 5,000,000.00 09/30/20260.82009/30/2021 4,446,450.00 0.8093130AP3E3 1,095 Portfolio COSA
CP
Run Date: 10/20/2023 - 10:48 PM (PRF_PM2) 7.3.11
YTM/C
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIP Investment #
Purchase
Date
Federal Agency Coupon Securities
0.650Federal Home Loan Bank14037 5,000,000.00 5,000,000.00 06/30/20250.65009/30/2021 4,611,050.00 0.6413130ANX62 90
1.000Federal Home Loan Bank14038 5,000,000.00 5,000,000.00 09/30/20261.00009/30/2021 4,435,100.00 0.9863130APB79 1,095
0.860Federal Home Loan Bank14039 5,000,000.00 4,998,750.00 06/29/20260.85009/29/2021 4,454,850.00 0.8483130AP3A1 89
0.950Federal Home Loan Bank14040 10,000,000.00 10,000,000.00 10/13/20260.95010/13/2021 8,844,500.00 0.9373130APB46 12
0.750Federal Home Loan Bank14041 5,000,000.00 5,000,000.00 05/23/20240.75011/23/2021 4,847,650.00 0.7403130APQC2 53
1.500Federal Home Loan Bank14042 5,000,000.00 5,000,000.00 11/23/20261.50011/23/2021 4,480,700.00 1.4793130APQB4 22
1.401Federal Home Loan Bank14058 5,000,000.00 4,997,500.00 12/01/20261.37512/14/2021 4,460,900.00 1.3823130APVC6 61
1.625Federal Home Loan Bank14059 3,750,000.00 3,750,000.00 12/30/20261.62512/30/2021 3,364,800.00 1.6033130AQAB9 90
1.650Federal Home Loan Bank14069 5,000,000.00 5,000,000.00 01/27/20271.65001/27/2022 4,473,900.00 1.6283130AQLQ4 26
1.750Federal Home Loan Bank14070 1,500,000.00 1,500,000.00 01/28/20271.75001/28/2022 1,346,505.00 1.7263130AQKM4 27
1.750Federal Home Loan Bank14071 3,000,000.00 3,000,000.00 01/27/20271.75001/27/2022 2,693,280.00 1.7263130AQNR0 26
1.830Federal Home Loan Bank14072 5,000,000.00 5,000,000.00 02/10/20271.83002/10/2022 4,495,850.00 1.8053130AQSA2 40
2.020Federal Home Loan Bank14073 5,000,000.00 5,000,000.00 02/24/20272.02002/24/2022 4,519,500.00 1.9923130AQW33 54
2.250Federal Home Loan Bank14074 1,500,000.00 1,500,000.00 02/24/20272.25002/28/2022 1,366,155.00 2.2193130AQYA5 54
2.000Federal Home Loan Bank14076 3,000,000.00 3,000,000.00 03/24/20252.00003/24/2022 2,852,880.00 1.9733130ARA35 84
2.100Federal Home Loan Bank14077 3,000,000.00 3,000,000.00 03/29/20272.10003/29/2022 2,738,760.00 2.0713130ARC82 1,275
3.100Federal Home Loan Bank14087 2,000,000.00 2,000,000.00 04/29/20253.10004/29/2022 1,929,560.00 3.0583130ARR60 28
2.056Federal Home Loan Bank14090 20,000,000.00 20,000,000.00 12/29/20233.10006/29/2022 19,885,400.00 2.0283130ASLJ6 89
5.375Federal Home Loan Bank14092 2,000,000.00 2,000,000.00 03/13/20245.37503/13/2023 1,998,460.00 5.3013130AVCN0 164
6.000Federal Home Loan Bank14093 2,000,000.00 2,000,000.00 03/28/20286.00003/30/2023 1,982,160.00 5.9183130AVDB5 179
5.323Federal Home Loan Bank14102 10,000,000.00 10,000,000.00 10/30/20235.25005/30/2023 9,997,900.00 5.2503130AWBL3 29
5.443Federal Home Loan Bank14103 4,000,000.00 3,991,400.00 09/13/20245.25007/28/2023 3,990,840.00 5.3683130AVB84 348
0.720Federal Home Loan Mortgage Co.13962 5,000,000.00 4,995,000.00 05/05/20250.70005/05/2020 4,642,950.00 0.7113134GVQX9 582
0.757Federal Home Loan Mortgage Co.13964 5,000,000.00 4,998,750.00 05/28/20250.75005/28/2020 4,635,550.00 0.7473134GVVX3 58
0.700Federal Home Loan Mortgage Co.13967 6,000,000.00 6,000,000.00 06/25/20250.70006/25/2020 5,540,940.00 0.6903134GVR26 268
0.650Federal Home Loan Mortgage Co.13968 6,000,000.00 6,000,000.00 06/30/20250.65006/30/2020 5,545,380.00 0.6413134GVT99 638
0.570Federal Home Loan Mortgage Co.13979 6,000,000.00 6,000,000.00 07/15/20240.57007/15/2020 5,768,700.00 0.5623134GV5R5 14
0.500Federal Home Loan Mortgage Co.13987 5,000,000.00 5,000,000.00 09/30/20250.50009/30/2020 4,554,900.00 0.4933134GWUE4 90
0.540Federal Home Loan Mortgage Co.13989 6,000,000.00 6,000,000.00 10/27/20250.54010/27/2020 5,451,420.00 0.5333134GW4Z6 26
0.500Federal Home Loan Mortgage Co.13995 6,000,000.00 6,000,000.00 12/30/20250.50012/30/2020 5,400,600.00 0.4933134GXJL9 90
5.294Federal Home Loan Mortgage Co.14105 4,000,000.00 3,978,000.00 08/01/20255.00008/02/2023 3,952,680.00 5.2213134GYZ21 305
1.664Federal Nat'l Mtg. Assoc.13940 5,000,000.00 4,990,750.00 01/07/20251.62501/15/2020 4,771,850.00 1.6413135G0X24 464
1.651Federal Nat'l Mtg. Assoc.13941 5,000,000.00 4,994,000.00 10/15/20241.62501/15/2020 4,805,450.00 1.6293135G0W66 380
0.750Federal Nat'l Mtg. Assoc.13965 5,000,000.00 5,000,000.00 06/16/20250.75006/16/2020 4,625,450.00 0.7403136G4WV1 624
0.510Federal Nat'l Mtg. Assoc.13976 8,000,000.00 8,000,000.00 07/28/20250.51007/28/2020 7,336,560.00 0.5033136G4D42 666
0.650Federal Nat'l Mtg. Assoc.13977 6,000,000.00 6,000,000.00 08/14/20250.65008/14/2020 5,508,480.00 0.6413136G4C43 683 Portfolio COSA
CP
Run Date: 10/20/2023 - 10:48 PM (PRF_PM2) 7.3.11
YTM/C
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIP Investment #
Purchase
Date
Federal Agency Coupon Securities
0.560Federal Nat'l Mtg. Assoc.13978 6,000,000.00 6,000,000.00 08/12/20250.56008/12/2020 5,500,080.00 0.5523136G4G98 42
0.530Federal Nat'l Mtg. Assoc.13990 6,000,000.00 6,000,000.00 10/28/20250.53010/28/2020 5,444,880.00 0.5233136G45Q2 27
0.625Federal Nat'l Mtg. Assoc.13992 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,530,700.00 0.6163135GA4V0 55
0.600Federal Nat'l Mtg. Assoc.13993 6,000,000.00 6,000,000.00 12/17/20250.60012/17/2020 5,420,700.00 0.5923135GAAN1 77
0.650Federal Nat'l Mtg. Assoc.13994 6,000,000.00 6,000,000.00 12/10/20250.65012/10/2020 5,431,140.00 0.6413135G06J7 70
5.220Federal Nat'l Mtg. Assoc.14094 1,500,000.00 1,500,000.00 04/26/20245.22003/30/2023 1,495,425.00 5.1483135GAG62 90 382,610,705.25 1.280354,313,132.25382,675,000.00390,212,367.25Subtotal and Average 1.298 283 Federal Agency Discount Securities
5.558Federal Home Loan Bank14104 10,000,000.00 9,641,088.89 04/05/20245.21008/01/2023 9,743,100.00 5.482313384VE6 187 9,641,088.89 5.4829,743,100.0010,000,000.009,641,088.89Subtotal and Average 5.558 187 Treasury Coupon Securities
1.839U.S. Treasury14081 5,000,000.00 4,990,000.00 06/30/20241.75003/16/2022 4,864,050.00 1.8149128286Z8 273 4,990,000.00 1.8144,864,050.005,000,000.004,990,000.00Subtotal and Average 1.839 273
1.644521,417,323.42 465,662,226.41 1.667 254436,202,682.33 465,229,020.55Total and Average Portfolio COSA
CP
Run Date: 10/20/2023 - 10:48 PM (PRF_PM2) 7.3.11
YTM/C
365
Par Value Book Value
Stated
RateMarket Value
September 30, 2023
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIP Investment #
Purchase
Date
Cash in Banks
0.000CITY OF SANTA ANAPETTY CASH 83,344.00 83,344.0083,344.00 0.000PETTY CASH 1
0.000JP MORGAN CHASE13943 4,758,973.68 4,758,973.684,758,973.68 0.000HOUSING 1
0.000JP MORGAN CHASE37983 2,481,220.09 2,481,220.092,481,220.09 0.000WORKERS COMPENS 1
0.000JP MORGAN CHASE38130 2,166,229.69 2,166,229.692,166,229.69 0.000GENERAL LIABILI 1
0.000JP MORGAN CHASE8695 35,084.30 35,084.3035,084.30 0.000PROPERTY MANAGE 1
0.000JP MORGAN CHASEPROP MGMT 2 1,492.50 1,492.501,492.50 0.000PROPERTY MGMT 2 1
0.000JPMorgan Chase0112 333,336.51 333,336.51333,336.51 0.000HEALTHCARE SPEN 1
0.000JPMorgan Chase7962 363,185.04 363,185.04363,185.04 0.000COMMISSARY 1
0.000JPMorgan Chase9500 21,366,917.64 21,366,917.6421,366,917.64 0.000GENERAL ACCOUNT 1
0.000Santa Ana Federal Credit UnionFSS 756,447.28 756,447.28756,447.28 0.000FSS 1
0.00 1.644521,417,323.42 498,008,457.14 1.667 254
1Average Balance
468,548,913.06 497,575,251.28Total Cash and Investments Portfolio COSA
CP
Run Date: 10/20/2023 - 10:48 PM (PRF_PM2) 7.3.11