2022-09-06 CC Agenda Packet - PRESENTATION - ITEM G17 - Investment Portfolio ReportCITY OF
ELSEGUNDO
City of El Segundo
Investment Portfolio Report
June 2022
Certified By:
City Treasurers Office
CITY OF
ELSEGUNDO
Portfolio
a
$35,120,278
m
bZi 0;•a!•00
$6,055,733
1+d0.000,000 $35,120,278
a
nqf;
m $6,OS5,733
29.39%
301�u�
o
92
0.001,
m1
i 1
3 0.00 0.00
rn
v
v
Portfolio Summary
As of June 2022
Portfolio Type / Security Type Security Type
iAMIP- IPAP
SR3.3G3,442 I ash
bovernme ,r
LAW
i�. Medmrn Term Notes
Munlopal ponds
$9,488,523 $12,269,700 Negotiable rerti flcatres of Oeposrt
$7,971,635 $6,233,931
L:..Traaaunes
i $974,000
$41,363,442
34.62 %
$8,121,S18 $6 4
$10,125,108 $12,432,567
— —
$971,032
2&M
6.67 % 7.94% 5.22%
0.82%
2.35
1.59
0.00 on
2.98%
2.65%
1.14% O�
9' 1 i it
3 0.45%
O.
:0 G ,vernn, I Med-, ler,n Note:.
1.47 1.40
Q.%
2.98^,6
2.63%
2,27%
MEN
>f�•,�<<; el: r1� N• :able I-hf a' ,',f .i.
!q —11
Investments by Security Type
As of June 2022
U.S. Treasuries
$974,000
Medium Term Not
$9,488,523
,sh
i5,733
Security Type
■ CAMP -JPAP
Cash
Government
LAIF
Medium Term Notes
Municipal Bonds
Negotiable Certificates of Deposit
U.S. Treasuries
Reserve Portfolio Ladder by Quarter
As of June 2022
$15 000,000
$14, 000, 000
$13 000, 000
S12.000,000
$11,000,000
i1O.000,000
.�9,000,000
v
j 58,000,000
$7 000,000
$6,450,000
$6 000 000
$5000,000 $4715,000
$4,000,000
S3 000,000
$2,000,000 $1,735,000
51,000,000 $745,000
30
Q3 04 Total 01
$5,615,000
$2,201,000
$9,551,000
$1,245,000
$990,000
1 0
02 Q3 04 Total Q1
$6,960,000
$4,705,000
Quarter
Q2
$14,390,000 Q3
04
Tota
� I
$1,480,000
1101 $490,000
Q2 03 Q4 Total Ql
$4,990,000
$2,500,000
$2,000,000
Q2 Q Total
$41,363,442
540, 000, 000
a35,000,000
$30,000,000
a 7.5, 000.000
m
m
Y
Ol
1
A
$20=0 000
'�15,000,000
Investments by Maturity Date
As of June 2022
$35,120,278
$11,300,910
��1G,Goo,GnG
$8,466,561
$6,556,349
$6,055,733
55, 000, 000 ; $4,405, 255
$2,972,870
$1,500,200 $1,735,644
5G 1 0
Cash 30 Days 31 to 90 Days 91 to 180 Ys 181 to 365 Days 1 to 2 Years 2 to 3 Years i to 4 Years 4 to 5 Year,
Portfolio
As of June 2022
Portfolio7y.. SecurityT
Issuer
CUSIP
Days to Maturity
1
Coupon
0,451,6
Par Value
$6,05S,733
Market Value
$6,055,733
Book Value
16,055,733
UnrealizedP/L
_ _ _ $0
Liquidity Cash Bank Cash
LAIF
LAIF
LAIF
1
0.99%
$41,363,442
$41,363,442
$41,363,442
--$0
CAMP -JPAP
CAMP -JPAP
CAMP -JPAP
1
1.14%
$35,120,278
$35,120,278
$35,120,278
$0
Reserve Gavernment
F H L M C
FEDERAL AGRIfATGCCIRF'
FEDERAL FARM CREDIT
FEDEPA.L HOME LOAN RKS
TENNESSEL= VOLLEY AUTH
31337FAEN5 1
314228P07
3133EKSN7
3133EY.VE3
313GA1XJ2
3130ASE96 I`
313OASH77
BU,0591ER9
354
2.76%
$1,000,000
$997,650
$1,017,080
($19,430)
510 1.65% $500,000 $491,000 $499,884
($8,884)
361 1.79% $1,000,000 $988,280 $998,607
19 1.85% $1,000,000 $1,000,150 $999,900
($10,327)
$250
715 2.89% $2,000,000 $1,992,820 $2,089,405
1,093 3.20% $1,000,000 $999,830 $990,123
729 3.56% $1,000,000 $1,004,150 $1,000,000
($96,585)
$9,707
$4,150
808 2.89% $500,000 $497,755 $526,520
($28,765)
Meclium Term Notes
AMAZON COMI INC
APPLE INC
A.STRAZENECA FINA1,10E L
BA,IK,OFAMEPICACOPP
BEPKSHIREHATHA.WAYIN
CI6NACORP
CITIGROUP INC
COCA COLA CO THE
ESTEE LAUDER 1-O INC
GOLDMAN SA.CHS GROUP I
INTERCOfJTINENTAI EXCH
JOHNSHOPI(INSHEALFH
MEAD JOHNSON NUTRIT IO
MOPGANSIANLEY
ORACLE CORP
STRYKEP COPP
TOYOTA. P,4OTOP CREDIT C
UNITED PARCEL SEPVICE
UNITEDHEALTH GROUP IN
WALMART STORE, INC
023135AJ5
0.378.33AK6
04636NAA1
06051GFX2
084670BR8
12SS2iAGS
172967KNO
191216CL2
29736P.ANO
38141GXJ8
45866FADG
17,1111AB3
582839AH9
51746L'DZ5
68389XBL8
°63667AH4
89236TCQ6
911312BT2
91324PDN9
931142DU4
152
2.50%
$500,000
$500,070
$499,990
$80
307 2.41% $500,000 $497,110 $480,685
$16,42S
1,428 1.33% $500,000 $452,315 $501,040
($48,725)
1,339 3.S9% $500,000 $487,125 $554,15S
($67,030)
258 2.75% $500,000 $499,945 _ $513,756
1,234 4.12% $500,000 $500,SSO $564,210
($13,811)
($63,660)
1.401 3.S2% $500,000 $482,935 $550,71S
($67,780)
799 1,79% $500,000 $488,475 $493,86S
($5,390).
885 2.07% $S00,000 $484,095 $SO1,600
($17,505)
1.006 3.57% $500,000 $490,12S $545,605
($55,480)
1,250 3,79% $500,000 $494,960 $557,000
_ ($62,040)
319 2.79% $145,000 $143,728 $141,068
$2,661
1,234 4.08% $S00,000 $505,095 $56S,170
($60,075)
1,307 3.93% $500,000 $492,425 $561,240
($68,815)
442 2.44% $500,000 $492,165 $492,550
_ ($385)
1220 3.44% $500,000 $491,165 $548,175
($57,010)
13 2.80% $500,000 $500,050 $490,620
$9,430
794 2.25% $500,000 $487,840 $504,105
($16,26S)
1,264 3,71% $500,00D $498,685 $560,625
168 2.35% $500,000 $499,665 $498,935
($61,940)
$730
PAunicipal L'onds
CONNECTICUT ST B
COPdf•IECTICUT ST TXBL S
GOODRICH MI AREA. SCH
HOU STON' TX REF SER B
LA OUINITA CA REDEV AG
NEW YORK NY TXBL FISC
ONTARIO CA IINTERNATIO
ORE6 ON ST DEFT ADMINI
TULSA CNITY OKLA INIDPT
20772JL7S
20772KGN3
382406PY6
442331.ST7
504208CL4
64966OCA6
683042AJ4
68607V F 4 7
899593MG9
32
I 655
305
I 610
63
763
1,050
641
702
2.77%
3.05%
2,73%
1.99%
2.92%
2.19%
2.94%
2,84%
2.63%
$500,000
$1,000,000
$300,000
$1,000,000
$1,000,000
$1,000,000
$SOO,000
$500,000
$500,000
$500,340
$998,000
$299,091
$979,8S0
$1,000,950
$972,490
$492,620
$495,535
$495,055
$508,400
$1,064,850
$304,584
$1,006,410
$1,007,590
$1,003,750
$538,090
$510,125
$501,550
($8,060)
($66,8SO)
_ ($5,493) J
($26,560)
($6,640)
($31,260)
($4S,470)
($14,590)
($6,495)
Negotiable Certificates of Deposit
_ 1ST SECURITY BANK OF
ABACUS FEDERAL SAVING
ALLEGIA".NICEBNK-TEXAS
ALMA EK ASTORIA NEW Y
3362Sf CP2
002S7TEP2
0174BDrIX4
0200POBI-0
761
2.05%
$24S,000
$238,5S7
$245,000
($6,444)
764 2.05% $245,000 $238,537 $245,000
($6,463)
91 2.15% $245,000 $245,211 S245,000
_ $211
804 1.81% $245,000 $236,861 $245,000
($8,139)
Portfolio'Ty.. Security Type Issuer
Reserve Negotiable Cectlficates of Deposit AMERICAIV ST BI< SIOUX
BALL'OATHPIFTLI'd ASSIJ
BANK MIDWEST SPIRIT L
BANK OF NEW ENGLAND
BANK<
CITADEL FED CR UN EXT
CWAMERCEBI<GENEVAMI
COMMEPCIAL BI<HARROGA
DENVEP SVGS BK IOWA.
DISCOVEP EAI'JK
EAGLE BANK
ENCORE BK LITTLE POCK
ENERBANK USA SALT LAK
ENTERPRISE BANK PA
FIPSTBK HIGHLAND PK
FIRST FN!RS BK TP CONV
FIRST NATIOI'•JAL BANI<0
FIRST PREMIER BANW
FIRST ST BK BUXT011 ND
GENOA BKG CO OHIO
GRAND RIV BK GRANDVIL
HORIZON B!< V/AVERLY NE
INDUSTRIAL COML EK CH
I<NOX TVA EPAf L CREDIT
KS STATEBANK MANHATTA.
LAFAYEI TE FEU CR UN R
LIVE OAK BAI'dKING COMP
MAINSTREET BANK
MID fV10 BI< SPRINGPIELU
MORGAN STA.NLEY BK N A.
MORGANII STAP.ILEY PVT BI!
NEIGHBOR; FCU BATON R
PARK VIEW FCU HARRISO
PLAINS ST BK TEX
POPPY BK SAN FA. ROSA C
Portfolio
As of June 2022
CUSIP
Days to Maturity
v. �F
02972861cl
666
057GSLAY3
384
063615BP2
57
06426KBE7
693
06653LAJ9
260
17286TA60
973
20056QPZE
727
20143PDX5
349
249398BT4
356
Coupon
Par Value
Market Value
2.53%
$245,000
$241,871
2.07%
$245,000
$242,873
3.040%
$245,000
$245,483
2.68%
$245,000
$242,278
0.91%
$245,000
$242,462
1.73%
$245,000
$234,323
2.34%
$245,000
$240,313
2,46%
$245,000
$244,218
2.26% $24S,000 $243,653
Book Value Unrealized P/L
$245,000
($3,129)
$245,000
$245,000
($2,127)
$483
$245,000
($2,722)
$24S,000
($2,538)
$245,000
$24.5,000
($10,677)
T ($4,687)
$245,000
($782)
$245,000
($1,348)
2546726Y9
33
2.30%
$245,000
$245,130
$245,000
$130
27002YFJ1
110
2.54%
$245,000
$245,502
$245,000
$502
29260MA?0.
410
2.02%
$245,000
$242,518
$245,000
($2,482)
29273TMN7
510
1.83%
$245,000
$240,864
$245,000
($4,1336)
29367RKT2
686
2:63%
$245,000
$242,119
$245,000
($2,881)
319141JC2
124
2.15%
$245,000
$245,196
$245,000
$1c
320165JKO
797
551
1.81%
1.79%
$245,000
$245,000
$236,940
$240,181
$245,000
$245,000
($B4O61)
($4,819)
321121JDMO
33610RRF2
77
2.00%
$245,000
$245,098
$245,000
$98
33648RAZ2
432
372343C19
762
38644ABP3
764
44042TBQ6
425
45581EA.X9
365
499724AD4
426
5011GCBF5
321
50625LAE3
454
533036GU2
881
.5606.SGA63
666
59S4111EV8
748
61690UPF1
883
61760AYR4
6S1
64017AAM6
1 45S
70037TAA3
68
726547BK7
722
73319PAF6
992
PREFEPRED PANK LA CAL
740367HP5
778
RAYMIOND JAMES RANK f•IA
75472RAU5
914
RIA FED CR !.JN
749622ALO
544
RIVERBANK POCAHONTAS
76857AAE7
354
j
SPRIhdG BK BRONX, N Y
849430AS2
70
STOLLE BK MTN VIEW ARK
86153RAV1
277
UPS BANK USA
90348JCP9
334
ULTIMA EK MINN WINGER. 90385LCR6
UPPER PENNISUA STATE
9IG30PASO
90
911
1.68%
$245,000
$241,323
2.00%
$245,000
$238,299
2.05%
$245,000
$238,537
1.71%
$231,000
$228,997
3.29%
$24S,000
1246,054
3.24%
$245,000
$245,877
231%
$200,000
$199,382
3.29%
$24S,000
$245,982
1.92%
$24S,000
$236,S60
2.63%
$245,000
$242,303
1.95%
$245,000
$238,196
2.01%
$245,000
$237,128
2.82%
$245,000
1243,285
3.29%
$245,000
$245,970
1.80%
$245,000
$245,000
2.34%
$245,000
$240,372
1.17%
$245,000
$230,572
2.06%
$245,000
$238,400
1.92%
$245,000
$236,190
2.52%
$245,000
$242,940
2.36%
$245,000
$243,917
2.00%.
$245,000
$245,093
3.08%
$245,000
$246,203
3.14%
$245,000
$245,960
3.09%
$245,D00
$245,777
1.82%
$245,000
$235,646
$245,000
($3,677)
$245,000
($6,701)
$245,000
($6,463)
$227,867
$1,136
$24S,000
$1,0S4
$245,000
$199,700
$677
($318)
$245,000
$245,000
$24S,000
$982
($8,440)
($2.697)
$245,000
($6,804)
$245,000
($7,872)
$245,000
($1,715)
$24S,000
$245,000
$970
$0
$245,000
$245,000
$245,000
$245,000
($4,628)
($14,428)
($6,600)
_ ($8,810)
$245,000
($2,060)
$245,000)
($1,083)
$245,000
$245,000
_ _ $93
$1,203
$245,000
$245,000
$960
$777
$245,000
($9,3S4)
Portfol io Ty.. 58i-urity Type Issuer
Reserve Negotiable Certificates of Deposit WASHINGTOI',IFEDERAL
WELLS FARGO BANK NA
I I_1.. TI'Fasl Irl Ps
WELLS FARGO NA.TLBK W
U S TREASURY BILI
Portfolio
As of June 2022
CUSIP I Days to MaturEty Coupon Par Value Market Value Book Value
938828BJ8 "i
949763B96
949495AF-2
912796XSB
78S 2.11% $245,000 $2—,b8b $245,000
694 2.68% $24S,000 $242,268 $245,000
183 1.85% $245,000 $244,696 $245,000
3s0 2.98% $1,000,000 $974,000 $971,032
Unrealized PA
is&,414=
($2,732)
(53[4)_
$2,968
CITY OF
ELSEGUNDO
Transactions
Transactions
Prior 3 Months as of June 2022
Year of Transaction Date Month of Transaction Date Day of Transactioi
2022 June 16
27
28
Category
$1,000,000
NTEPEST
S500,000
MATURED
Interest Received
As of June 2022
Transaction Date Category
2022 INTEREST
Grand Total Q1 Q2 MATURED
03
$1,209,596 PURCHASED
$139,674 117,918 $167,927
$4
$99,046 $100,675 $110,991 $107,714 $86,087 $41,387 $82,929 $ $108,038
so
$11,150,000
S10,000,000
55, U00, 000
$1,745,$2,225,000 $2,280,000
000
$990,000 $745,000 $995,000
_M $245,000 L4"'00 $50 $49 $24 � $44
5',0 _
0
(�,1,000,000)
PURCHASED
($2,000,000)
C63,000,0001
($2,961,154) ($2,961,154)
July August September October November December January February Burch April May June Total
CITY OF
ELSEGUNDO
Compliance
Asset Class Compliance
As of June 2022
Security Type
In Compliance?
Max Weight
Weight
5.07%
Par Value
$6,055,733
Book Value
$6,055,733
Market Value
$6,055,733
Cash Y 1000%
LAIF
Y
1000/0
34.62%
$41,363,442
$41,363,442
$41,363,442
CAMP-JPAP
Y
30%
29.39%
$35,120,278
$35,120,278
$35,120,278
Government
Y
1000/0
6.67%
$8,000,000
$8,121,518
$7,971,635
Medium Term Notes
Y
150/0
7.94%
$9,645,000
$10,125,108
$9,488,523
Municipal Bonds
Y
1011/0
5.22%
$6,300,000
$6,445,349
$6,233,931
Negotiable Certificates of Deposit
Y
300%
10.27%
$12,436,000
$12,432,567
$12,269,700
U.S. Treasuries
Y
100%
0.82%
$1,000,000
$971,032
$974,000
Totals
100.00%
$119,920,453
$120,635,027
$119,477,242
Rating Compliance
As of June 2022
5¢CuMyType Issuer CUSIP S&P Rating 'Wady
Medium Term Notes AMAZOI'J COM INC 02313SAJ.S AA
Maximum %of Portfolio
3.000%
APPLEINC 037833A.K6 AA+ AAA Y _ $497,110 0.42% _ 3.00%
In
Y
Market Value Weight
$500,070 0.42%
ASTRAZENECA FINANCE L
0463GNAA.1
A-
A
y
$452,315
0.38%
3.00%
BANV. OF AMERICA CORP
06051GFX2
A.-
A2
Y
$487,125
0.41%
3.00%
BERI<SHIRE IATHAWAY IN
084670BR3
AA
AA2
Y
$499,945
0.42'0
3.00%I
CIGNA COPP
125523AG5
A-
BAA1
Y
$500,550
0.42%
3.00%
CITIGROUP INC
1729671KN0
BBB+
A2
Y .•
$482,935
0,40%
3.00%
COCA COLA CO THE
191216CL2
A+
Al
Y
$488,475
0.41%
3.000/o
ESTEE LAUDEP CO INC
A+
Al
Y
$484,095
0.41%
3.00%
GOLDMAN SACH S GROUP I 33141GXJ8 BBB+ A2 Y 1 $490,125 0.41% 3.00/
INTERC01'JTINENTAL EXCH
4SE661-AD6
A-
A3
V
$494,960
0,41%
3.00%
JOHNS HOPKINS HEALTH
478111AB3
AA-
AA2
Y
$143,728
0.12%
3.00%
MEAD JOHNSON NUTRITIO
5823394H9
A:
A.3
Y
$505,095
0.42%
3.000%
MORGAN STANLEY
61746BDZ6
A-
Al
Y
$492,425
0.41%
3.00%
ORACLE COPP
6S339XBL8
BBB
BAA2
Y
$492,165
0.41%
3.001/.
STRYKEP COPP
8G3667AH4
BBB+
5AA1
Y
$491,165
0.41%
3.00%
TOYOTA. MOTOR CREDIT C
89236TC06
A,
Al
`/
$500,050
0.42%
3.000.E
UNITED PARCEL SERVICE
911312BT2
A•
A2
Y
$487,840
0.41%
3.001%
IJNITEDHEALTHGPOUPIN
9.1324PDN9
A+
A3
Y
$498,685
0.42%
3.00%
WAL MAPT STORES INC
9311421JU4
AA
AA2
Y
$499,665
0.42%
3.00%
Municipal Bonds CONNECTICIUTSTB
20772JL75
Ai
AA3
Y
$500,340
0,42%
5.00%
CONNECTICUTSTTXBLS
20772KGPJ3
A+
AA3
Y
$998,000
0.84%
5.00%
GOODRICH MI AREA SCH
382406PYG
AA
N/A
Y
$299,091
0.25%
5.00%
HOUSTOIV TX FEE SEP, B
442331ST7
AA.
AA3
Y
$979,850
0.82%
T
5.00%
LP, QIJIPJTA CA REDEV AG
504206CL4
AA-
N/A
Y
$1,000,950
0.84�o
5.00%
NEW YORK NY TXBL FISC
ONTARIO CA INTERNATIO
64966OCA6
683042AJ4
AA
AA
AA2
N/A
Y
V
I $972,490
$492,620
0.81%
0.41%
5.00%
S.00%
OREGDN ST DEPT ADMINI
62607VT47
AAA
AA2
y
$495,535
0.41%
5.00%
TULSA CNTY OKLA INDPT
899S93MG9
N/A
AA2
Y
$495,05S
0,41%
5.00%
U.S. Treasuries U S TREASURY B ILL
912796Y.53
N/A
N/A
Y
$974,000
0.82%
3.00%
CITY OF
ELSEGUNDO
LAIF
LAI F Apportionment Rates
As of June 2022
1979 1984 1989 1994 1999 2009 2014
Date
2024
2.S
2.0
1.5
v
1.0
O.S
0.0
350
300
250
200
a
rn
1SO
a
100
Jun 1. 19 Sep 1, 19 Dec 1. 19 Mar 1, 20
LAI F Diagnostics
As of June 2022
Jun 1, 20 Sep 1, 20 Dec 1, 20 Mar 1, 21 Jun 1 21 Sep 1, 21 Dec 1, 21 Mmr 1, 22 Jun 1, 22
Date (Daily Rates)
Measure Names
Average Maturity
Daily
Quarter to Date
CITY OF
ELSEGUNDO
City Cash Flows
$17,000,000
116,000,000
$15,000,000
114,000,000
$13, 000, 000
$12,000,000
$11,000,000
110,OOO,DOO
m $9,Dfi0,000
m
.$8, 000, 000
?,7,000,000
$6,D00,000
$5,000,000
$4,000,000
$3 000,000
S2 000.000
$1,000,000
$0
Rolling 1-3-Month Cash Flow Analysis
As of June 2022
$16,673,956
,436
$5,160,915
June 2021 August2021 October 2021 Decernber 2021 Febt uary 2022 ApH 2022 June2022
Month of Date
Measure Names
01 Credits
E Debits
$10,000,000
$8,000.000
$6,000,000
$4,000,000
$2,000,000
$0
($2,000,000)
u
($2,468,81
($4,000,000)
(16,000,000)
(2e,00o,000) ($7,520,1
($10,000,000)
($12 000,000)
($14 000,000)
($15,000,000) ($15,333,461)
July
Net Change in Cash by Year
As of June 2022
$9,692,177
August September October November December January February March ApFrl May
Month
June
744
i91)
Years
This Year
Last Year
Two Years Ago
$5,3�2�299,,5�44
11 1
$2,952, 653 $3
Z
($3,489,461)
Historic Drawdowns
As of June 2022
$16,979,291
$15,585,731 A6,35:
($4,483,630) lyv,icu,�iy�
($9,659,128) ($9,780,664)
($15,333,461)
1. 1
Date
Measure Names
$21,769,866 Del to Cash
iRolling 12-Month C nmulative Urawdown
$10,784,666
$6,802,738
35,765,409
Sa.851'I
1759,255
($10,751,520)
CITY OF
ELSEGUND4
Economic Environment
3.00%
2.80%
2.6096
2 4095
2.2096
2,0096
1.80°.6
y 1.60�6
1,40 %
1,209'0
1.0096
0,8096
0 5096
0,4096
0.20%
0.0090
U.S. Treasury Yield Curve
As of June 2022
0.6596
0.62%
0.31%
0.19%
0.0996
0.10%
0.06%
0.OS%
o,a2�a
1 Month 2 Month
3 Month 6 Month
_ ___.0.20%
1 Year
2.72%
0.53%
2.69% 2-95%
• 1,8396
r
1.68%
1.18%
0.84%
0.809
L3%
296
.5%
3 Year 5 Ycar
Month
June 2021
September 2021
December 2021
March 2022
June 2022
twffkm
2.S0'?6
2.00'.
N
1,50°6
1 00°8 0.S
0.89%
0 SML 0.40%
0.27% .
0AO°o
U.S. Treasury Maturity Through Time
As of June 2022
1.80%
L76% Yl
1.65%
1.50%
r 1.41%
1.1UY0
0 97% 1.00. 11
0.99% j. f
3.09%
3.07%
3.1
2.94%
290?6F Y
2012 2014 2013
Date
Measure Names
3.60%
1 Month
3.56% 3.5695
2 Month
3.45%
j�3Month
3-40%
3.35%
6 Month
3.25% 11.21%
� 1 Year
3.15%
2 Year
3 10%
06%
3.91%
3 Year
36%
5 Year
3, S
2
a
v 20
1.5
1.0
0.;
0.0
-0.5
-1.0
10-Year Minus 3-Month Treasury Yield Spread
As of June 2022
1984
,a
1589 1994
1999
2004
2009
Date
2014
2019 2u2_-1
ls.00°n
14.00%
13-009'0
12.00°6
11.00'.
10.00%
9.00%
8.00°:n
7.00?E
w
6_00%
5,00°0
4.0048
3.G0%
2,00°.6
1.0090
0.00%
1 .0045
-2.009''6
Unemployment vs Inflation
As of June 2022
2002 2004 20D5 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 201F 2017 2018 2019 2020 2021 2022 2023
Date
Measure Names
Inflation Pct
Unemployment Pct
3.
25
2.0
1s
5-Year Breakeven Inflation Prediction
As of June 2022
2003 2004 2005 2006 ., 2009 2010 2611 2012 2013 2014 2015 2016 2017 2013 2019 2020 2021
Date
CITY OF
ELSEGUNDO
I certify that this report accurately reflects all pooled investments and it is in conformity with the investment policy as
approved by the City Council on 6/1 /18. A copy of this policy is available in the office of the City Clerk. The investment
program herein shown provides sufficient cash flow liquidity to meet the next six months estimated expenditures.
Sources for the valuations are as follows:
Federal Agency Issues, Treasury Securities and Miscellaneous Securities: Union Bank, the custodial agent for the City
of El Segundo.
Detailed information on all purchase and sale transactions follows the Investment Portfolio Details section.
Matthew Robinson, City Treasurer Date