City of Santa Ana
Portfolio Management
March 31, 2024
Portfolio Summary
% of
Portfolio
Book
ValueInvestments
Market
Value
Par
Value
Days to
MaturityTerm
YTM/C
Certificates of Deposit 6,696,000.00 1,6531.51 1.1818226,201,751.236,696,000.00 Local Agency Investment Funds 18,659,544.44 14.22 4.122118,659,544.4418,659,544.44 Cash in Banks 30,126,063.69 16.81 4.211130,126,063.6930,126,063.69 Federal Agency Coupon Securities 363,638,237.00 1,57782.17 1.376267343,891,277.50363,750,000.00 Federal Agency Discount Securities 9,641,088.89 2482.18 5.48249,988,500.0010,000,000.00 Treasury Coupon Securities 4,990,000.00 8371.13 1.839904,955,350.005,000,000.00 Treasury Strips 8,775,720.00 1781.98 5.2411578,799,120.009,000,000.00 442,526,654.02 100.00%
Investments
422,621,606.86443,231,608.13 1,340 236 1.853
Cash
(not included in yield calculations)
Passbook/Checking 36,855,021.36 1 0.000136,855,021.3636,855,021.36 479,381,675.38Total Cash and Investments 459,476,628.22480,086,629.49 1,340 236 1.853 Current Year
March 31
630,742.45
Fiscal Year To Date
6,408,742.59
Average Daily Balance
Effective Rate of Return
490,400,907.46 519,435,623.39
1.64%1.51%
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 03/01/2024-03/31/2024
Run Date: 04/19/2024 - 10:21 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
March 31, 2024
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 226,845.33 0.59206417NF73 771
0.700American Equity Bank14043 248,000.00 248,000.00 05/27/20260.70011/26/2021 227,049.51 0.69002568KAJ4 786
1.000PENTAGON FCU14050 248,000.00 248,000.00 11/10/20261.00011/10/2021 225,280.87 0.98670962LAV4 953
0.600LUANA SAVINGS BK14046 248,000.00 248,000.00 11/05/20260.60011/05/2021 223,139.76 0.592549104ZS9 948
1.100SYNCHRONY BANK14047 248,000.00 248,000.00 11/05/20261.10011/05/2021 226,204.47 1.08587165FD76 948
2.000AMERICA EXPRESS NATL BK14078 248,000.00 248,000.00 03/16/20272.00003/16/2022 230,059.73 1.97302589ABT8 1,079
0.850CFBANK14044 248,000.00 248,000.00 07/10/20260.85011/10/2021 226,881.73 0.83815721UET2 830
0.850FIRST FEDERAL14065 248,000.00 248,000.00 08/29/20250.85012/29/2021 233,720.95 0.83832022EAU0 515
0.800THIRD FEDERAL S&L14056 248,000.00 248,000.00 05/23/20250.80011/24/2021 236,273.05 0.78988413QDE5 417
2.250BEAL BANK PLANO TX14084 248,000.00 248,000.00 03/24/20272.25003/30/2022 231,645.02 2.21907371AH22 1,087
1.000GOLDMAN SACHS14064 248,000.00 248,000.00 12/22/20251.00012/22/2021 231,772.59 0.98638149MR47 630
1.150ST BK INDIA NY14057 248,000.00 248,000.00 11/30/20261.15011/29/2021 226,184.21 1.134856285YQ8 973
2.000CAPITAL ONE BANK14079 248,000.00 248,000.00 03/16/20272.00003/16/2022 229,921.20 1.97314042TEP8 1,079
1.100MERRICK BANK14049 248,000.00 248,000.00 11/09/20261.10011/09/2021 226,031.22 1.08559013KPN0 952
0.850FARMERS & MERCHANTS14054 248,000.00 248,000.00 11/19/20260.85011/19/2021 224,214.44 0.83830781JAW0 962
0.950BMW BANK OF NA14061 248,000.00 248,000.00 12/17/20240.95012/17/2021 240,327.70 0.93705580AH64 260
0.900INSBANK14062 248,000.00 248,000.00 06/19/20260.90012/20/2021 227,479.86 0.88845776NEN2 809
1.250MEDALLION BK UT14063 248,000.00 248,000.00 12/21/20261.25012/20/2021 226,175.53 1.23358404DMQ1 994
1.100TOYOTA FINANCIAL14052 248,000.00 248,000.00 11/12/20261.10011/12/2021 226,166.01 1.08589235MMB4 955
0.900EMPIRE ST BK NA14045 248,000.00 248,000.00 07/13/20260.90011/12/2021 227,601.78 0.888292079AR1 833
2.250BEAL BANK USA14085 248,000.00 248,000.00 03/24/20272.25003/30/2022 231,645.02 2.21907371CT25 1,087
0.800POPPY BANK14053 248,000.00 248,000.00 11/17/20260.80011/17/2021 223,914.09 0.78973319FBJ7 960
0.500FIRST GENERAL BK14048 248,000.00 248,000.00 02/05/20250.50011/05/2021 237,481.70 0.493320337EZ7 310
0.900GREENSTATE CU14055 248,000.00 248,000.00 11/24/20250.90011/23/2021 231,875.36 0.88839573LCC0 602
2.250MORGAN STANLEY PVT BANK14082 248,000.00 248,000.00 03/30/20272.25003/31/2022 231,708.33 2.21961768U3U9 1,093
2.250MORGAN STANLEY PVT BANK14083 248,000.00 248,000.00 03/30/20272.25003/31/2022 231,708.33 2.21961773TCX9 1,093
1.000SALLIE MAE BANK14060 248,000.00 248,000.00 12/16/20241.00012/15/2021 240,443.44 0.986795451BA0 259 6,696,000.00 1.1656,201,751.236,696,000.006,696,000.00Subtotal and Average 1.181 822 Local Agency Investment Funds
4.122Local Agency Investment FundLAIFCITY 18,659,544.44 18,659,544.44 4.12218,659,544.44 4.066LAIFCITY 1 18,659,544.44 4.06618,659,544.4418,659,544.4418,659,544.44Subtotal and Average 4.122 1 Cash in Banks
5.440CALIFORNIA CLASSCLASS 2,026,321.57 2,026,321.57 5.44001/01/2024 2,026,321.57 5.365CLASS 1
4.122Local Agency Investment FundLAIF ARPA 28,099,742.12 28,099,742.12 4.12228,099,742.12 4.066LAIF ARPA 1 Portfolio COSA
CP
Run Date: 04/19/2024 - 10:21 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM/C
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIP Investment #
Purchase
Date
30,126,063.69 4.15330,126,063.6930,126,063.6964,361,371.30Subtotal and Average 4.211 1 Repurchase Agreements
11,663,766.79Subtotal and Average
Federal Agency Coupon Securities
0.690Federal Farm Credit Bank13974 6,000,000.00 6,000,000.00 07/22/20250.69007/22/2020 5,681,160.00 0.6813133ELX33 477
0.530Federal Farm Credit Bank13988 5,000,000.00 5,000,000.00 09/29/20250.53009/29/2020 4,685,550.00 0.5233133EMBH4 546
0.550Federal Farm Credit Bank13991 5,000,000.00 4,997,500.00 11/03/20250.54011/03/2020 4,672,200.00 0.5433133EMFR8 581
0.800Federal Farm Credit Bank14005 4,000,000.00 4,000,000.00 03/09/20260.80003/09/2021 3,702,920.00 0.7893133EMSU7 707
0.701Federal Farm Credit Bank14006 6,000,000.00 6,000,000.00 04/01/20250.71004/01/2021 5,746,380.00 0.6923133EMUP5 365
0.710Federal Farm Credit Bank14016 5,000,000.00 5,000,000.00 04/21/20250.71004/21/2021 4,773,400.00 0.7003133EMWH1 385
0.710Federal Farm Credit Bank14032 6,000,000.00 6,000,000.00 08/10/20260.71008/10/2021 5,458,080.00 0.7003133EM2C5 861
2.180Federal Farm Credit Bank14075 3,500,000.00 3,500,000.00 02/16/20272.18002/16/2022 3,272,850.00 2.1503133ENPB0 1,051
3.330Federal Farm Credit Bank14086 2,000,000.00 2,000,000.00 04/12/20273.33004/12/2022 1,928,700.00 3.2843133ENUH1 1,106
3.630Federal Farm Credit Bank14088 3,000,000.00 3,000,000.00 05/03/20273.63005/03/2022 2,900,670.00 3.5803133ENVV9 1,127
4.050Federal Farm Credit Bank14123 1,000,000.00 992,169.00 01/18/20293.87501/26/2024 983,290.00 3.9953133EPW84 1,753
4.375Federal Farm Credit Bank14125 1,000,000.00 995,300.00 01/22/20264.12501/29/2024 989,880.00 4.3153133EPW68 661
0.580Federal Home Loan Bank13996 4,000,000.00 4,000,000.00 01/28/20260.58001/28/2021 3,704,560.00 0.5723130AKPQ3 27
0.520Federal Home Loan Bank13997 5,000,000.00 5,000,000.00 01/28/20260.52001/28/2021 4,625,550.00 0.5133130AKU53 27
0.500Federal Home Loan Bank13998 6,000,000.00 6,000,000.00 01/28/20260.50001/28/2021 5,548,560.00 0.4933130AKN69 302
0.600Federal Home Loan Bank13999 5,000,000.00 5,000,000.00 02/25/20260.60002/25/2021 4,617,850.00 0.5923130ALA53 54
0.625Federal Home Loan Bank14001 5,000,000.00 5,000,000.00 02/24/20260.62502/24/2021 4,620,550.00 0.6163130ALBM5 53
0.375Federal Home Loan Bank14002 5,000,000.00 5,000,000.00 02/25/20250.37502/25/2021 4,789,450.00 0.3703130ALB52 146
0.500Federal Home Loan Bank14003 4,000,000.00 4,000,000.00 03/10/20250.50003/10/2021 3,830,320.00 0.4933130ALDZ4 70
0.500Federal Home Loan Bank14004 4,000,000.00 4,000,000.00 09/24/20240.50003/24/2021 3,910,160.00 0.4933130ALKN3 84
0.665Federal Home Loan Bank14007 6,000,000.00 5,997,000.00 03/17/20250.65003/29/2021 5,748,720.00 0.6553130ALLP7 77
1.100Federal Home Loan Bank14008 5,000,000.00 5,000,000.00 04/22/20261.10004/22/2021 4,644,150.00 1.0853130ALW67 21
1.050Federal Home Loan Bank14024 6,000,000.00 6,000,000.00 06/30/20261.05006/30/2021 5,535,540.00 1.0363130AMYU0 90
1.000Federal Home Loan Bank14025 6,000,000.00 6,000,000.00 03/30/20261.00006/30/2021 5,565,840.00 0.9863130AMYC0 90
0.400Federal Home Loan Bank14026 6,000,000.00 6,000,000.00 06/28/20240.40006/28/2021 5,930,580.00 0.3953130AMSF0 88
0.850Federal Home Loan Bank14027 5,000,000.00 5,000,000.00 07/29/20260.85007/29/2021 4,568,550.00 0.8383130ANFU9 849
0.875Federal Home Loan Bank14028 5,000,000.00 5,000,000.00 05/18/20260.87508/18/2021 4,605,450.00 0.8633130ANFG0 47
0.875Federal Home Loan Bank14029 5,000,000.00 5,000,000.00 07/29/20261.25007/29/2021 4,629,750.00 0.8633130ANE30 849
0.550Federal Home Loan Bank14033 5,000,000.00 5,000,000.00 12/19/20240.55008/19/2021 4,835,900.00 0.5423130ANHV5 262
0.700Federal Home Loan Bank14034 6,000,000.00 6,000,000.00 08/26/20250.70008/26/2021 5,660,580.00 0.6903130ANPE4 147
0.900Federal Home Loan Bank14035 6,000,000.00 6,000,000.00 08/27/20260.90008/27/2021 5,473,440.00 0.8883130ANQ78 878 Portfolio COSA
CP
Run Date: 04/19/2024 - 10:21 PM (PRF_PM2) 7.3.11
YTM/C
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City of Santa Ana
Days to
Maturity
YTM/C
360CUSIP Investment #
Purchase
Date
Federal Agency Coupon Securities
0.820Federal Home Loan Bank14036 5,000,000.00 5,000,000.00 09/30/20260.82009/30/2021 4,559,200.00 0.8093130AP3E3 912
0.650Federal Home Loan Bank14037 5,000,000.00 5,000,000.00 06/30/20250.65009/30/2021 4,746,750.00 0.6413130ANX62 90
1.000Federal Home Loan Bank14038 5,000,000.00 5,000,000.00 09/30/20261.00009/30/2021 4,564,250.00 0.9863130APB79 912
0.858Federal Home Loan Bank14039 5,000,000.00 4,998,750.00 06/29/20260.85009/29/2021 4,583,600.00 0.8473130AP3A1 89
0.950Federal Home Loan Bank14040 10,000,000.00 10,000,000.00 10/13/20260.95010/13/2021 9,090,400.00 0.9373130APB46 12
0.750Federal Home Loan Bank14041 5,000,000.00 5,000,000.00 05/23/20240.75011/23/2021 4,967,700.00 0.7403130APQC2 52
1.500Federal Home Loan Bank14042 5,000,000.00 5,000,000.00 11/23/20261.50011/23/2021 4,621,450.00 1.4793130APQB4 22
1.396Federal Home Loan Bank14058 5,000,000.00 4,997,500.00 12/01/20261.37512/14/2021 4,601,900.00 1.3773130APVC6 61
1.625Federal Home Loan Bank14059 3,750,000.00 3,750,000.00 12/30/20261.62512/30/2021 3,445,087.50 1.6033130AQAB9 90
1.650Federal Home Loan Bank14069 5,000,000.00 5,000,000.00 01/27/20271.65001/27/2022 4,612,150.00 1.6283130AQLQ4 26
1.750Federal Home Loan Bank14070 1,500,000.00 1,500,000.00 01/28/20271.75001/28/2022 1,386,360.00 1.7263130AQKM4 27
1.750Federal Home Loan Bank14071 3,000,000.00 3,000,000.00 01/27/20271.75001/27/2022 2,775,180.00 1.7263130AQNR0 26
1.830Federal Home Loan Bank14072 5,000,000.00 5,000,000.00 02/10/20271.83002/10/2022 4,632,750.00 1.8053130AQSA2 39
2.020Federal Home Loan Bank14073 5,000,000.00 5,000,000.00 02/24/20272.02002/24/2022 4,657,850.00 1.9923130AQW33 53
2.250Federal Home Loan Bank14074 1,500,000.00 1,500,000.00 02/24/20272.25002/28/2022 1,406,655.00 2.2193130AQYA5 53
2.000Federal Home Loan Bank14076 3,000,000.00 3,000,000.00 03/24/20252.00003/24/2022 2,910,990.00 1.9733130ARA35 84
2.100Federal Home Loan Bank14077 3,000,000.00 3,000,000.00 03/29/20272.10003/29/2022 2,804,550.00 2.0713130ARC82 1,092
3.100Federal Home Loan Bank14087 2,000,000.00 2,000,000.00 04/29/20253.10004/29/2022 1,960,940.00 3.0583130ARR60 28
5.443Federal Home Loan Bank14103 4,000,000.00 3,991,400.00 09/13/20245.25007/28/2023 3,998,760.00 5.3683130AVB84 165
5.446Federal Home Loan Bank14113 10,000,000.00 9,993,000.00 04/19/20245.30011/03/2023 9,999,600.00 5.3713130AVRG9 18
5.230Federal Home Loan Bank14122 12,000,000.00 12,000,000.00 06/04/20245.23001/05/2024 12,000,840.00 5.1583130AYDW3 64
3.961Federal Home Loan Bank14124 1,000,000.00 969,118.00 11/16/20283.25001/26/2024 957,290.00 3.9073130AFFX0 1,690
4.800Federal Home Loan Bank14126 4,000,000.00 4,000,000.00 01/30/20264.80001/30/2024 3,976,960.00 4.7343130AYPS9 304
0.720Federal Home Loan Mortgage Co.13962 5,000,000.00 4,995,000.00 05/05/20250.70005/05/2020 4,773,000.00 0.7113134GVQX9 399
0.756Federal Home Loan Mortgage Co.13964 5,000,000.00 4,998,750.00 05/28/20250.75005/28/2020 4,762,900.00 0.7463134GVVX3 57
0.700Federal Home Loan Mortgage Co.13967 6,000,000.00 6,000,000.00 06/25/20250.70006/25/2020 5,691,780.00 0.6903134GVR26 85
0.650Federal Home Loan Mortgage Co.13968 6,000,000.00 6,000,000.00 06/30/20250.65006/30/2020 5,688,420.00 0.6413134GVT99 455
0.570Federal Home Loan Mortgage Co.13979 6,000,000.00 6,000,000.00 07/15/20240.57007/15/2020 5,916,420.00 0.5623134GV5R5 14
0.500Federal Home Loan Mortgage Co.13987 5,000,000.00 5,000,000.00 09/30/20250.50009/30/2020 4,685,750.00 0.4933134GWUE4 90
0.540Federal Home Loan Mortgage Co.13989 6,000,000.00 6,000,000.00 10/27/20250.54010/27/2020 5,606,040.00 0.5333134GW4Z6 209
0.500Federal Home Loan Mortgage Co.13995 6,000,000.00 6,000,000.00 12/30/20250.50012/30/2020 5,567,640.00 0.4933134GXJL9 273
5.575Federal Home Loan Mortgage Co.14105 4,000,000.00 3,978,000.00 08/01/20255.00008/02/2023 3,987,200.00 5.4983134GYZ21 122
1.664Federal Nat'l Mtg. Assoc.13940 5,000,000.00 4,990,750.00 01/07/20251.62501/15/2020 4,868,000.00 1.6413135G0X24 281
1.651Federal Nat'l Mtg. Assoc.13941 5,000,000.00 4,994,000.00 10/15/20241.62501/15/2020 4,905,350.00 1.6293135G0W66 197
0.750Federal Nat'l Mtg. Assoc.13965 5,000,000.00 5,000,000.00 06/16/20250.75006/16/2020 4,760,450.00 0.7403136G4WV1 441
0.510Federal Nat'l Mtg. Assoc.13976 8,000,000.00 8,000,000.00 07/28/20250.51007/28/2020 7,554,480.00 0.5033136G4D42 483 Portfolio COSA
CP
Run Date: 04/19/2024 - 10:21 PM (PRF_PM2) 7.3.11
YTM/C
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
March 31, 2024
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 Nat'l Mtg. Assoc.13977 6,000,000.00 6,000,000.00 08/14/20250.65008/14/2020 5,663,700.00 0.6413136G4C43 500
0.560Federal Nat'l Mtg. Assoc.13978 6,000,000.00 6,000,000.00 08/12/20250.56008/12/2020 5,658,420.00 0.5523136G4G98 41
0.530Federal Nat'l Mtg. Assoc.13990 6,000,000.00 6,000,000.00 10/28/20250.53010/28/2020 5,594,220.00 0.5233136G45Q2 27
0.625Federal Nat'l Mtg. Assoc.13992 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,651,550.00 0.6163135GA4V0 54
0.600Federal Nat'l Mtg. Assoc.13993 6,000,000.00 6,000,000.00 12/17/20250.60012/17/2020 5,562,960.00 0.5923135GAAN1 77
0.650Federal Nat'l Mtg. Assoc.13994 6,000,000.00 6,000,000.00 12/10/20250.65012/10/2020 5,591,280.00 0.6413135G06J7 70
5.224Federal Nat'l Mtg. Assoc.14094 1,500,000.00 1,500,000.00 04/26/20245.22003/30/2023 1,499,925.00 5.1523135GAG62 25 363,638,237.00 1.358343,891,277.50363,750,000.00368,444,293.45Subtotal and Average 1.376 267 Federal Agency Discount Securities
5.558Federal Home Loan Bank14104 10,000,000.00 9,641,088.89 04/05/20245.21008/01/2023 9,988,500.00 5.482313384VE6 4 9,641,088.89 5.4829,988,500.0010,000,000.009,641,088.89Subtotal and Average 5.558 4 Treasury Coupon Securities
1.839U.S. Treasury14081 5,000,000.00 4,990,000.00 06/30/20241.75003/16/2022 4,955,350.00 1.8149128286Z8 90 4,990,000.00 1.8144,955,350.005,000,000.004,990,000.00Subtotal and Average 1.839 90 Treasury Strips
5.313US Treasury14134 9,000,000.00 8,775,720.00 09/05/20245.04003/11/2024 8,799,120.00 5.241912797GL5 157 8,775,720.00 5.2418,799,120.009,000,000.005,944,842.58Subtotal and Average 5.313 157
1.831490,400,907.46 443,231,608.13 1.857 236422,621,606.86 442,526,654.02Total and Average Portfolio COSA
CP
Run Date: 04/19/2024 - 10:21 PM (PRF_PM2) 7.3.11
YTM/C
365
Par Value Book Value
Stated
RateMarket Value
March 31, 2024
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 80,625.00 80,625.0080,625.00 0.000PETTY CASH 1
0.000JP MORGAN CHASE13943 9,679,851.93 9,679,851.939,679,851.93 0.000HOUSING 1
0.000JP MORGAN CHASE37983 1,338,007.22 1,338,007.221,338,007.22 0.000WORKERS COMPENS 1
0.000JP MORGAN CHASE38130 2,284,777.46 2,284,777.462,284,777.46 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 297,006.46 297,006.46297,006.46 0.000HEALTHCARE SPEN 1
0.000JPMorgan Chase7962 324,151.07 324,151.07324,151.07 0.000COMMISSARY 1
0.000JPMorgan Chase9500 22,028,683.86 22,028,683.8622,028,683.86 0.000GENERAL ACCOUNT 1
0.000Santa Ana Federal Credit UnionFSS 785,341.56 785,341.56785,341.56 0.000FSS 1
0.00 1.831490,400,907.46 480,086,629.49 1.857 236
1Average Balance
459,476,628.22 479,381,675.38Total Cash and Investments Portfolio COSA
CP
Run Date: 04/19/2024 - 10:21 PM (PRF_PM2) 7.3.11
Portfolio TRSTACRun Date: 04/09/2024 - 09:03PM (PRF_PM2) 7.3.11