2023-11-07 CC Agenda Packet - PRESENTATION - ITEM G17 - September 2023 Portfolio ReportCITY OF
ELSEGUNDO
City of El Segundo
Investment Portfolio Report
September 2023
Certified By:
City Treasurers Office
CITY OF
ELSEGUNDO
Portfolio
Portfolio Summary
As of September 2023
Portfolio Type / Security Type Security Type
Liquidity Reserve CalTRUST
$46,306,300 CAMP-JPAP
-' $40,000,000 $39,401,295 Cash
> Cash Sweep
a $23,000,445 Government Agency
$20,000,000
$7,034,715 LAIF
$0 $3,033,202 $1 488 873 $2,425,272 $3,666,705 $5,390,115 $4,404,210
- Medium Term Notes
$46,425,781 Municipal Bonds
$40,000,000 $40,178,552 Negotiable Certificates of Deposit
$24,198,469 U.S. Treasuries
000 $20,000,000
$7,061,763 $3,033,202 $4,624,775
$0 $1,488,873 $2,425,272 $3,666,705 $5,602,941
40.00% 34.01%
30.00% 28.94%
o
~ 20.00% 16.89%
0
ZR
10.00% 5.17% 2 1.09% 1.78% 2.69% 3.96% 3.23%
0.00%
-
3.23
a' T 3 2.75 2.74
a
° 2
ai 0.97 0.71
3 1
0 0.00 0.00 0.00 0.00 0.00
rn
6.00% 5.55% 5.55%
a' 4.21% 4.31%
3.81%
w n 4.00% 3.50%
2.97% 2.56
m 'o
ME
.a 2.00% 1.86% 0.45%
3
0.00% �
EME
6.00 % 5.55 % 5.55 % 5 38% 5.77% 5.63 % 5.49% 5.00%
o'
< 4.00% 3.81% 3.50%
a
a
m 2.00%
o' 0.45%
3 0.00% 0 0 a 0 0 miff
CalTRUST CAMP-JPAP Cash Cash Sweep LAIF Government Agency Medium Term Notes Municipal Bonds Negotiable U.S. Treasuries
Certificates of
Deposit
$100,000,000
0
O
O
00 $50,000,000
N
m
0
0
m
m
0
0
0
$0
80%
60 %
40%
20%
0%
3.00
v
n
T
H
T
T 2.00
f0
O1
Q
a 1.00
N
01
0.00
PortfoI I Through Time
As of September 2023
$17
13%
2.68
November2019 May2020 November2020 May2021 November2021 May2022 November2022 May2023 November2023
Date
Portfolio Type
Liquidity
Reserve
U.S. Tre
$46,3(
34.(
nvestments by Security Type
As of September 2023
Negotiable Certificates of Deposit
$39,401,295
28.94%
CalTRUST
$7,034,715 CAMP-JPAP
5.17% t� nay —
Medium Term Notes
$23,000,445
16.89%
nds
0
Security Type
CalTRUST
CAMP-JPAP
Cash
Cash Sweep
Government Agency
LAIF
Medium Term Notes
Municipal Bonds
Negotiable Certificates of Deposit
U.S. Treasuries
Reserve Portfolio Ladder by Quarter
As of September 2023
$30,000,000
$28,000,000
$26,000,000
$24,000,000
$22,000,000
$20,000,000
$18,000,000
v
$16,000,000
`m
a
$14,000,000
$12,000,000
$10,000,000
$8,000,000
$6,000,000
$4,000,000
$2,000,000
$0
Quarter
Q1
Q2
Q3
Q4
Total
Ladder Diversification
As of September 2023
2023 2024 2025 2026 2027 2028 Security Type
$20,000,000 0 Government Agency
0
o Medium Term Notes
0 0 0 0 0 0
$15,000,000 0 0 0 0 0 0 0 0 Municipal Bonds
0 0 0 o 0 0 00 Negotiable Certificates of Deposit
a 0 w o 6
o o w w oo o w o w U.S. Treasuries
$10,000,000 00 00 0 0 1D
a o 0 o m o o w o m in
0 0 0 0 0 o vi N
ui w w
$5,000,000 0 0 m
w Sri o w
0 0 o
$0 w w v
10% 9.69%
w 8.05% 8.05% 8.05% 8.05% 8.05%
7.24% 7.16%
� 6.12%
a
5% 4.34% 4.02% 4.70% 4.43%
o
2.82% 3.22%
NJ
2.41%
1.21% 1.21%
0% 0.40% 0.39% ■ 0.4011 50.51% 49.49%
} 44.23% 44.55%
41.00% 40.25% 40.99%
40% 36.97%
°1 33.66°h 36.22% 36.46%
a 22.10 % 23.53% 22.54%
0 20% 14.35°h 16.40 % 18.48%
13.27%
0
0 6.15%
2.21%
0%
T T
N 'O N N a N N - N 01 - N N - N
N c, N o o d - N o O �. - o d - o a - o d
z m ' z m z ' z z
a o a E
o n o F • a o o F o o
v F o F F F F
E w E E - v in E - a� in E m vi E v E v
- m ' - M ' - > > - > > -
U V U V V V
N N W N N N
@ @ @ @ @ @
0 o 0 o o O
z z z z z z
$28,000,000
$26,000,000
$24,000,000
$22,000,000
$20,000,000
$18,000,000
$16,000,000
v
Y
$14,000,000
$12,000,000
$10,000,000
$8,000,000
$6,000,000
$4,000,000
Investments by Maturity Date
As of September 2023
$3,666,705
$7,034,715
$3,033,202
$2,425,272
$2,000,0$0 = E
00 $1,488,873
Cash Cash Sweep LAIF CAMP -JPAP CaITRUST
$21,220,953
$20,065,452
$20,975,924
$26,632,817
$27,395,566
< 30 Days 31 to 90 Days 91 to 180 Days 181 to 365 Days 1 to 2 Years 2 to 3 Years 3 to 4 Years 4 to S Years
Portfolio
As of September 2023
Security Type
Issuer
CUSIP
Month, Day, Year of Maturity Date
Days to Maturity
1
Coupon
0.45%
Par Value
$1,488,873
Market Value
$1,488,873
Book Value
$1,488,873
Unrealized P/L
$0
Cash Bank Cash Null
Cash Sweep
Bank
Cash Sweep
Null
1
5.55%
$2,425,272
$2,425,272
$2,425,272
$0
LAIF
LAIF
LAIF
Null
1
3.50%
$3,666,705
$3,666,705
$3,666,705
$0
CAMP-JPAP
CAMP-JPAP
CAMP -JPAP
Null
1
5.55%
$3,033,202
$3,033,202
$3,033,202
$0
CalTRUST
CalTRUST
CalTRUST
Null
1
3.81%
$7,034,715
$7,034,715
$7,061,763
($27,048)
Medium Term Notes
AMAZON COM INC
023135CP9
December 1, 2027
1,524
4.65%
$1,000,000
$979,310
$997,630
($18,320)
AMERICAN HONDA FIN CO
02665WED9
January 12, 2028
1,566
4.84%
$1,000,000
$971,740
$997,794
($26,054)
APPLE INC
037833ECO
February 8, 2028
1,593
1.41%
$500,000
$426,550
$427,219
($669)
ASTRAZENECA FINANCE L
04636NAA1
May 28, 2026
972
1.34%
$500,000
$449,215
$501,040
($51,825)
BANK NOVA SCOTIA B C
06418BAE8
March 11, 2027
1,259
3.24%
$1,000,000
$912,120
$926,343
($14,223)
BANK OF AMERICA CORP
06051GFX2
ApriI19,2026
933
3.71%
$500,000
$472,055
$554,155
($82,100)
CANADIAN IMP BK COMM
13607HR61
April 7, 2027
1,286
3.74%
$1,000,000
$923,270
$948,186
($24,916)
CIGNA CORP
125523AG5
November 15, 2025
778
4.26%
$500,000
$484,100
$564,210
($80,110)
CITIGROUP INC
172967KNO
May1,2026
945
3.62%
$500,000
$469,625
$550,715
($81,090)
COCA COLA CO THE
191216CL2
September 6, 2024
343
1.81%
$500,000
$482,525
$493,865
($11,340)
COMCASTCORP
20030NBWO
January 15, 2027
1,204
2.59%
$1,000,000
$905,720
$917,335
($11,615)
DEERE JOHN CAPITAL
24422EWR6
January 20, 2028
1,574
4.84%
$1,000,000
$981,850
$1,004,330
($22,480)
DEUTSCHE BK AG N Y
25160PAM9
September 9, 2027
1,441
5.50%
$1,000,000
$976,530
$1,005,611
($29,081)
ESTEE LAUDER CO INC
29736RANO
December 1, 2024
429
2.08%
$500,000
$479,985
$501,600
($21,615)
GOLDMAN SACHS GROUP I
38141GXJ8
April 1, 2025
550
3.63%
$500,000
$481,435
$545,605
($64,170)
HSBC HOLDINGS PLC
404280BB4
May 25, 2026
969
4.12%
$1,000,000
$946,160
$960,400
($14,240)
IBM CORP
459200ASO
January 15, 2028
1,569
6.22%
$1,000,000
$1,044,540
$1,076,510
($31,970)
INTEL CORP
458140CDO
February 10, 2026
865
4.93%
$1,000,000
$988,010
$998,520
($10,510)
INTERCONTINENTAL EXCH
45866FAD6
December 1, 2025
794
3.90%
$500,000
$480,785
$557,000
($76,215)
MEAD JOHNSON NUTRITIO
582839AH9
November 15, 2025
778
4.26%
$500,000
$484,330
$565,170
($80,840)
MITSUBISHI UFJ FIN GR
606822AJ3
September 13, 2026
1,080
3.01%
$1,000,000
$916,320
$924,800
($8,480)
MORGAN STANLEY
61746BDZ6
January 27, 2026
851
4.05%
$500,000
$478,025
$561,240
($83,215)
ROYALBKCDA
78016EZD2
May4,2027
1,313
3.89%
$1,000,000
$932,860
$951,709
($18,849)
STRYKER CORP
863667AH4
November 1, 2025
764
3.53%
$500,000
$478,530
$548,175
($69,645)
SUMITOMO MITSUI FINL
86562MAY6
January 17, 2028
1,571
3.90%
$1,000,000
$909,500
$934,451
($24,951)
TORONTO DOMINION BANK
89115A2M3
January 10, 2028
1,564
5.28%
$1,000,000
$975,990
$1,005,769
($29,779)
TOSCO CORP
891490ARS
January 1, 2027
1,190
7.38%
$1,000,000
$1,057,120
$1,107,960
($50,840)
TOYOTA MTR CR CORP FR
89236TKL8
November 10, 2027
1,503
5.43%
$1,000,000
$1,003,300
$1,030,896
($27,596)
UNITED PARCEL SERVICE
911312BT2
September 1, 2024
338
2.27%
$500,000
$484,550
$504,105
($19,555)
UNITEDHEALTH GROUP IN
91324PDN9
December 15, 2025
808
3.84%
$500,000
$482,055
$560,625
($78,570)
WELLS FARGO COMPANY
94974BGL8
July 22, 2027
1,392
4.56%
$1,000,000
$942,340
$975,500
($33,160)
Municipal Bonds
CONNECTICUT STTXBL S
20772KGN3
Aprill5,2024
199
3.08%
$1,000,000
$986,570
$1,064,850
($78,280)
HOUSTON TX REF SER B
4423315T7
March 1, 2024
154
1.98%
$1,000,000
$984,780
$1,006,410
($21,630)
NEW YORK NY TXBL FISC
64966QCA6
August 1, 2024
307
2.19%
$1,000,000
$971,810
$1,003,750
($31,940)
ONTARIO CA INTERNATIO
683042AJ4
May 15, 2025
594
3.04%
$500,000
$477,190
$538,090
($60,900)
OREGON ST DEPT ADM I N I
68607VT47
Aprill,2024
185
2.85%
$500,000
$493,580
$510,125
($16,545)
TULSA CNTY OKLA INOPT
899593MG9
June 1, 2024
246
2.65%
$500,000
$490,280
$501,550
($11,270)
Negotiable Certificates of Deposit
1ST SECURITY BANK OF
33625CCP2
July 30, 2024
305
2.06%
$245,000
$237,741
$245,000
($7,259)
ABACUS FEDERAL SAVING
00257TBF2
August 2,2024
1 308
2.06%
$245,000
$237,687
$245,000
($7,313)
Portfolio
As of September 2023
Security Type Issuer
Negotiable Certificates of Deposit ACHIEVE FINL CR UN BE
ADVIA CR UN KALAMAZOO
AFFINITY BK COVINGTON
ALASKA USA FED CR UN
ALL IN FED CR UN DALE
ALLIANT CR LIN CHICAGO
ALLY BK SANDY UTAH
ALMA BK ASTORIA NEW Y
AMERICAN EXP NATL BAN
AMERICAN FIRST CR UN
AMERICAN ST BKSIOUX
AUSTIN TELCO FED CR U
BIBANK BATON ROUGE LA
BANK FIVE NINE OCONOM
BANK NEW YORK MELLON
BANK OF NEW ENGLAND
BANK OF PERRY CNTY LO
BANK PONTIAC ILL
BANK SIERRA PORTERVIL
BANK UTAH OGDEN UTAH
BANKERS BK MADISON WI
BAXTER CR UN VERNON H
BELLCO FEDERAL CR UN
BLUE RIDGE BK MARTINS
BMO HARRIS BK NATL AS
BMW BK NORTH AMER SAL
BRENTWOOD BK BETHEL P
BRIDGEWATER BK BLOOMI
CALIFORNIA CRUNGLEN
CAPITAL ONE NATL ASSN
CATTLEMENS BK ALTUS 0
CELTIC BK SALT LAKE C
CENTRAL BK STORM LAKE
CENTRIS FEDERAL CREDI
CFBANK FAI RLAWN OH 10
CHARLES SCHWAB BK SSB
CHARTWAY FED CR UN VA
CHEROKEE ST BK IOWA
CIBC BK USA CHICAGO I
CITADEL FED CR UN EXT
CITIZENS BK INC ROBER
CITIZENS ST BK LACROS
CITY NATL BK LOS ANGE
COASTLIFE CR UN CORFU
CUSIP
00453NAA9
00782JAC6
00833JALS
011852AEO
01664MAE6
01882MAD4
02007GM42
020080BLO
02589ACPS
02616ACAS
029728BA9
052392CH8
098079AM8
062119BK7
06405VFG9
06426KBE7
06425KCT4
064455AZ1
064860MCO
065427ACO
0661ORBZ1
07181JBB9
07833EAN7
09582YAG7
05600XQA1
OSS80AW83
107219BK2
108622NK3
130162AU4
14042RURO
14947NAA4
15118RE78
15258RBG1
15643VAB8
15721UFP9
15987UBA5
16141BACS
164499DE2
12547CAU2
17286TAGO
173851AE6
176688DA4
178180GY5
190S8LABO
Month, Day, Year of Maturity Date
February 17, 2026
September 27, 2028
September 15, 2026
March 8, 2028
February 17, 2028
December 30, 2025
March 23, 2026
September 11, 2024
May 12, 2025
April 27, 2027
April 26,2024
December 16, 2026
May 12, 2025
March 20, 2028
March 21, 2025
May 23,2024
May 31, 2028
April 28, 2027
March 15, 2027
May 10, 2028
November 24, 2027
August 22, 2028
February 24, 2026
March 16, 2026
May 9, 2025
March 17, 2028
March 17, 2026
March 29,2028
February 23, 2026
September 30, 2027
March 16, 2026
March 17, 2027
May 5, 2025
May 27,2025
September 15, 2026
March 28, 2025
June 9, 2026
March 6, 2026
March 24, 2026
February 27, 2025
March 16, 2026
March 24, 2028
March 31, 2028
February 13. 2026
Days to Maturity
872
1,825
1,082
1,622
1,602
823
906
348
591
1,306
210
1,174
591
1,634
539
237
1,706
1,307
1,263
1,685
1,517
1,789
879
899
588
1,631
900
1,643
878
1,462
899
1,265
584
606
1,082
546
984
889
907
517
899
1,638
1,645
868
Coupon
4.74%
5.07%
4.66%
4.73%
4.72%
5.15%
5.10%
1.82%
3.28%
4.53%
2.54%
5.01%
4.82%
4.77%
5.05%
2.70%
4.30%
4.40%
4.71%
4.44%
4.42%
4.98%
4.77%
5.06%
4.86%
4.85%
4.83%
4.89%
4.60%
4.45%
4.81%
4.79%
4.72%
5.05%
4.84%
5.09%
4.97%
4.65%
5.06%
1.74%
4.72%
4.81%
4.95%
4.74%
Par Value Market Value
$249,000
$244,244
$248,000
$244,744
$249,000
$243,231
$249,000
$242,387
$249,000
$242,489
$200,000
$198,172
$243,000
$240,543
$245,000
$236,114
$246,000
$236,482
$249,000
$241,632
$245,000
$240,850
$248,000
$244,999
$249,000
$245,631
$249,000
$242,822
$243,000
$240,801
$245,000
$240,485
$249,000
$246,034
$244,000
$235,660
$244,000
$238,449
$249,000
$238,512
$249,000
$239,658
$248,000
$243,784
$248,000
$244,362
$230,000
$227,408
$244,000
$240,913
$244,000
$238,966
$235,000
$230,984
$249,000
$244,274
$244,000
$238,532
$200,000
$193,220
$249,000
$246,094
$249,000
$244,077
$249,000
$245,280
$248,000
$245,562
$248,000
$243,610
$243,000
$240,964
$248,000
$244,595
$242,000
$236,809
$243,000
$240,266
$245,000
$231,736
$248,000
$246,820
$249,000
$243,300
$243,000
$245,386
$249,000
$244,254
Book Value UnrealizedP/L
$249,000
($4,756)
$248,000
($3,256)
$249,000
($5,769)
$249,000
($6,613)
$249,000
($6,511)
$199,900
($1,728)
$243,000
($2,457)
$245,000
($8,886)
$237,002
($520)
$249,000
($7,368)
$245,000
($4,150)
$248,000
($3,001)
$249,000
($3,369)
$249,000
($6,178)
$243,000
($2,199)
$245,000
($4,515)
$249,000
($2,966)
$244,000
($8,340)
$244,000
($5,551)
$249,000
($10,488)
$249,000
($9,342)
$248,000
($4,216)
$248,000
($3,638)
$230,000
($2,592)
$244,000
($3,087)
$244,000
($5,034)
$235,000
($4,016)
$249,000
($4,726)
$244,000
($5,468)
$199,800
($6,580)
$249,000
($2,906)
$249,000
($4,923)
$249,000
($3,720)
$248,000
($2,438)
$248,000
($4,390)
$243,000
($2,036)
$248,000
($3,405)
$239,922
($3,113)
$243,000
($2,734)
$245,000
($13,264)
$248,000
($1,180)
$249,000
($5,700)
$243,000
$2,386
$249,000
($4,746)
Portfolio
As of September 2023
Security Type Issuer
Negotiable Certificates of Deposit COMMERCE BK GENEVA MI
COMMUNITY FIRST BK IN
COMMUNITY HERITAGE FI
CONNECTONE BK ENGLEWO
CONNEXUS CREDIT UNION
CORNERSTONE BK FARGO
COUNTY SCHS FED CR UN
CROSS RIV BKTEANECK
CUSTOMERS BK PHOENIXV
CY FAIR FCU HOUSTON T
DEPARTMENT OFCOMM FIE
DISCOVER BK GREENWOOD
DORT FINL CR UN GRAND
EAGLEBANK BETHESDA MID
EMPOWERCU SYRACUSE N
ENERBANK USA SALT LAK
ENTERPRISE BANK PA
ESSENTIAL FED CR UN B
FEDERAL SVGS BK CHICA
FIDELITY BK NEW ORLEA
FIRST FED CR UN CEDAR
FIRST FMRSBKTRCONV
FIRST NATIONAL BANK 0
FIRST NATL BK DAMARIS
FIRST NATL BK OF MICH
FIRSTST BK NEW LONDO
FIRSTTECHNOLOGY FED
FIRST UTD BK TR CO
FIRSTWESTN BKTR MIN
FLAGSTAR BK NATL ASSN
FNCB BK DUNMORE PA
FREEDOM FIRST CR UN R
FREEDOM NORTHWEST CR
FREESTAR FINL CR UN C
GENOA BKG CO OHIO
GEORGIA BKG CO
GOLD COAST BK CHICAGO
GRAND RIV BKGRANDVIL
GREAT NORTH BK FLOREN
GREENSTATE CR UN NORT
GREENWOOD MUN FED CR
GUARDIAN CREDIT UNION
HONOLULU FIRE DEPT FE
HUNTINGTON NATL BK CO
CUSIP
20056QRZ8
20368TDHO
597338AJ1
20786ADG7
20825WBCB
219232CQ6
22258JAF8
227563CH4
23204HNV6
23248UAAS
24951TAWS
2546732F2
25844MAQ1
27002YFQ4
291916ABO
29278TMN7
29367RKT2
29669XAT5
313812EC9
31617CAY9
32024JAM5
320165JKO
32112UDMO
32117BFR4
32114VCH8
336793CD4
33715LEN6
33742CCS4
33749VBP2
33847GAB8
30257YBSO
35638CAH2
356436AK1
35688MAE6
37234809
37312PDD8
38058KEW2
38644ABP3
39103QAZ9
39573LDWS
39729LAF8
40135GAA6
438649AE5
446438SBO
Month, Day, Year of Maturity Date
June 26, 2024
May 5, 2025
May 10, 2027
March 23, 2026
August 26, 2025
May 12,2025
March 17, 2026
May 19, 2026
March 31, 2026
May 19, 2027
November 30, 2027
March 6, 2028
February 10, 2028
February 24, 2026
September29, 2028
November 22, 2023
May 16, 2024
September 20, 2028
February 24, 2026
March 16, 2026
February 17, 2028
September 4, 2024
January 2, 2024
September 23, 2026
March 1S, 2028
March 12, 2027
February 18, 2025
February 8, 2027
May 12,2025
March 2, 2026
May 7, 2027
April 28, 2025
June1,2026
February 22, 2028
July 31,2024
March 27, 2026
September 22, 2027
August 2, 2024
March 16, 2026
October 28, 2025
June 1, 2027
September 29, 2028
August 17, 2026
MavS.202S
Days to Maturity
271
584
1,319
906
697
591
900
963
914
1,328
1,523
1,620
1,595
879
1,827
54
230
1,818
879
899
1,602
341
95
1,090
1,629
1,260
508
1,228
591
885
1,316
577
976
1,607
306
910
1,454
308
899
760
1,341
1,827
1,053
584
Coupon
2.36%
4.77%
4.53%
0.79%
3.64%
4.72%
4.88%
4.74%
5.06%
4.49%
5.05%
4.60%
4.42%
4.37%
5.15%
1.81%
2.65%
5.07%
4.33%
4.77%
4.55%
1.81%
1.77%
5.05%
4.73%
4.75%
4.90%
4.17%
4.82%
4.52%
4.45%
4.81%
4.92%
4.47%
2.01%
5.01%
4.79%
2.06%
4.92%
4.83%
4.55%
5.15%
4.52%
4.86%
Par Value Market Value
$245,000
$239,140
$249,000
$245,472
$249,000
$241,605
$240,000
$213,372
$249,000
$239,595
$249,000
$245,248
$248,000
$244,047
$244,000
$239,183
$243,000
$240,276
$249,000
$241,176
$248,000
$245,604
$244,000
$236,136
$247,000
$237,244
$244,000
$237,170
$248,000
$245,828
$245,000
$243,704
$245,000
$240,580
$248,000
$244,766
$249,000
$241,712
$249,000
$245,317
$249,000
$240,544
$245,000
$236,307
$245,000
$242,680
$248,000
$245,312
$249,000
$242,352
$244,000
$238,830
$248,000
$245,349
$200,000
$191,776
$249,000
$245,631
$244,000
$240,355
$244,000
$236,016
$248,000
$244,704
$248,000
$244,287
$249,000
$239,538
$245,000
$237,640
$243,000
$239,987
$249,000
$244,067
$245,000
$237,687
$244,000
$240,416
$248,000
$244,037
$249,000
$246,478
$248,000
$245,825
$249,000
$242,279
$244,000
$240,930
Book Value UnrealizedP/L
$245,000
($5,860)
$249,000
($3,528)
$249,000
($7,395)
$213,854
($482)
$238,934
$661
$249,000
($3,752)
$248,000
($3,953)
$244,000
($4,817)
$243,000
($2,724)
$249,000
($7,824)
$246,669
($1,065)
$241,897
($5,762)
$247,000
($9,757)
$238,205
($1,035)
$248,000
($2,172)
$245,000
($1,296)
$24S,000
($4,420)
$248,000
($3,234)
$244,829
($3,117)
$249,000
($3,683)
$249,000
($8,456)
$245,000
($8,693)
$245,000
($2,320)
$248,000
($2,688)
$249,000
($6,648)
$244,000
($5,170)
$248,000
($2,651)
$195,050
($3,274)
$249,000
($3,369)
$241,365
($1,010)
$244,000
($7,984)
$248,000
($3,296)
$248,000
($3,713)
$249,000
($9,462)
$245,000
($7,360)
$243,000
($3,013)
$249,000
($4,933)
$245,000
($7,313)
$244,000
($3,584)
$248,000
($3,963)
$249,000
($2,522)
$248,000
($2,175)
$249,000
($6,721)
$244,000
($3,070)
Portfolio
As of September 2023
Security Type Issuer
Negotiable Certificates of Deposit JOHN MARSHALL BK REST
KEY BK NATL ASSN OH10
LEADERS CR UN JACKSON
LIBERTY FED CR UN EVA
LIBERTY FIRST CR UN L
LIVE OAK BANKING COMP
LUANA SVGS BK IOWA
LYONS NATL BK N Y
MAINE SVGS FCU HAMPDE
MAINSTREET BANK
MANUFACTURERS TRADERS
MEDALLION BK UTAH
M I D AMERN CR UN WICH I
MIDMOBKSPRINGFIELD
MIDWESTBKWESTNIILL
MINNWEST BK REDWOOD F
MORGAN STANLEY BK N A
MORGAN STANLEY PVT BK
MOUNTAIN AMER FED CR
NEBRASKALAND BK NORTH
NORTHWEST BK BOISE ID
NUMERICA CR UN SPOKAN
ONE CMNTY BK ORE WIS
PARKSIDEFINLBKTRC
PARTNERS BK MISSION V
PEOPLES BK CO COLDWAT
PEOPLES SVGS BK WELLS
PINNACLE BK NASHVILLE
PLAINS ST BK TEX
POINT WEST CREDIT UNI
POPPY BK SANTA ROSA C
POPULAR BK NEW YORK B
PORTAGE BK BELLEVUE W
PREFERRED BANK LA CAL
RAIZ FCU EL PASO TEX
RAYMOND JAMES BANK NA
RIA FED CR UN
ROGUE CR UN MEDFORD 0
SAN FRANCISCO FED CR
SANDY SPRING BK OLNEY
SAVANNAH BK NATL ASSN
SAWYER SVGS BK SAUGER
SECURITY ST BK WARROA
SIGNATURE FED CR UN A
CUSIP
47804GKM4
49306SJ56
52171MAGO
53052LAU3
530520AES
538036GU2
549104C70
552249CHS
560507AR6
56065GAG3
564759SE9
58404DSM4
59522NAD6
59541KBV8
59828PCQ1
60425SKB4
61690UPF1
61760AYR4
62384RAT3
63970MAE5
66736ACE7
67054NBH5
682325DH5
70147AEX8
70212YBN1
710275AC2
71224LAG9
72345SLN9
726547BK7
730716AF4
73319FAF6
73317ABT8
73S65MAC9
740367HP5
75102EAG3
75472RAU5
749622ALO
77535MAMS
79772FAG1
800364EX5
804767AB7
805508BYB
81501JAE2
82671DAC1
Month, Day, Year of Maturity Date
September 2, 2026
March 17, 2025
March 30, 2028
June 9, 2025
February 3, 2028
November27, 2024
March 17, 2026
March 16, 2026
August 25, 2028
April 26, 2024
March 17, 2027
June 16, 2028
May 23,2025
July 17,2024
March 23,2026
May3,2027
November 29, 2024
April 11, 2024
April 28, 2026
September 17, 2025
March 17,2026
June1,2026
October 6, 2026
September 17, 2025
March 17, 2025
March 17, 2027
March 8, 2027
May 8, 2026
June 21, 2024
Apri113,2026
March 18, 2025
March 19, 2026
March 24, 2027
August 16, 2024
August 18, 2025
December 30, 2024
December 26, 2023
January 20, 2028
February 3, 2028
March 16,2026
May 3, 2028
March 10, 2026
May 31, 2028
June 8. 2026
Days to Maturity
1,069
535
1,644
619
1,588
425
900
899
1,792
210
1,265
1,722
602
292
906
1,312
427
195
942
719
900
976
1,103
719
535
1,265
1,256
952
266
927
536
902
1,272
322
689
458
88
1,574
1,588
899
1,678
893
1,706
983
Coupon
4.57%
5.05%
5.06%
5.14%
4.41%
1.93%
4.51%
4.92%
4.94%
2.64%
4.92%
4.57%
5.05%
1.96%
5.06%
4.40%
2.03%
2.84%
4.79%
4.87%
5.06%
4.83%
4.88%
4.69%
5.09%
4.79%
4.53%
4.70%
2.36%
5.06%
1.18%
4.83%
4.84%
2.06%
4.78%
1.94%
2.52%
5.14%
4.51%
4.97%
4.31%
4.65%
4.35%
4.88%
Par Value Market Value
$249,000
$242,581
$243,000
$240,811
$248,000
$245,272
$248,000
$245,934
$249,000
$240,148
$245,000
$234,480
$244,000
$237,910
$244,000
$240,416
$248,000
$243,238
$245,000
$240,989
$244,000
$240,360
$249,000
$239,817
$248,000
$245,575
$245,000
$237,883
$248,000
$245,188
$249,000
$240,400
$245,000
$234,791
$245,000
$241,599
$249,000
$244,391
$249,000
$245,372
$248,000
$245,188
$248,000
$243,672
$248,000
$243,943
$249,000
$244,446
$243,000
$240,981
$249,000
$244,077
$244,000
$236,939
$244,000
$238,910
$245,000
$239,260
$243,000
$240,274
$245,000
$229,335
$247,000
$242,789
$249,000
$244,468
$245,000
$237,329
$249,000
$245,023
$245,000
$233,706
$245,000
$243,270
$248,000
$246,021
$216,000
$208,319
$244,000
$240,694
$249,000
$237,041
$245,000
$239,703
$249,000
$246,037
$248,000
$243,975
Book Value UnrealizedP/L
$248,502
($5,921)
$243,000
($2,189)
$248,000
($2,728)
$248,000
($2,066)
$249,000
($8,852)
$245,000
($10,520)
$244,000
($6,090)
$244,000
($3,584)
$248,000
($4,762)
$245,000
($4,011)
$244,000
($3,640)
$249,000
($9,183)
$248,000
($2,425)
$245,000
($7,117)
$248,000
($2,812)
$249,000
($8,600)
$245,000
($10,209)
$245,000
($3,401)
$249,000
($4,609)
$249,000
($3,628)
$248,000
($2,812)
$248,000
($4,328)
$248,000
($4,057)
$249,000
($4,554)
$243,000
($2,019)
$249,000
($4,923)
$240,906
($3,967)
$244,000
($5,090)
$245,000
($5,740)
$243,000
($2,726)
$245,000
($15,665)
$247,000
($4,211)
$249,000
($4,532)
$245,000
($7,671)
$249,000
($3,977)
$245,000
($11,295)
$245,000
($1,730)
$248,000
($1,979)
$216,000
($7,681)
$244,000
($3,306)
$249,000
($11,959)
$243,177
($3,474)
$249,000
($2,963)
$248,000
($4,025)
Portfolio
As of September 2023
Security Type
Issuer
CUSIP
Month, Day, Year of Maturity Date
Days to Maturity
Coupon
Par Value
Market Value
Book Value
Unrealized P/L
Negotiable Certificates of Deposit
SOUTHERN BK POPLAR BL
843383CS7
May 17, 2028
1,692
4.40%
$249,000
$237,952
$249,000
($11,048)
SOUTHERN FIRST BK N A
84287PHU9
November 27, 2026
1,155
4.70%
$249,000
$243,450
$249,000
($5,550)
SOUTHERN MICH BKTR
843355BP2
November 8, 2027
1,501
4.28%
$249,000
$238,390
$249,000
($10,610)
ST VINCENTS MED CTR C
85279AAC6
June 16, 2027
1,356
4.71%
$249,000
$243,213
$249,000
($5,787)
STATE BK INDIA NEW YO
85628SX89
February 28, 2028
1,613
4.64%
$244,000
$236,656
$244,000
($7,344)
SYNCHRONY BK RETAIL C
87164XZW9
August 20, 2026
1,056
1.02%
$248,000
$218,977
$219,540
($563)
TECHNOLOGY CR UN SAN
87868YAJ2
February 24, 2025
514
5.04%
$248,000
$245,828
$248,000
($2,172)
THOMASVILLE NATL BKG
884693BY7
March 24, 2025
542
5.09%
$248,000
$245,912
$248,000
($2,088)
TRANSPORTATION ALLIAN
89388CGJ1
March 17, 2025
535
5.05%
$248,000
$245,756
$248,000
($2,244)
TRISTATE CAP BK PITTS
89677DJE7
March 30, 2026
913
5.06%
$243,000
$240,274
$243,000
($2,726)
TRULIANT FED CR UN WI
89789AAD9
February 26, 2027
1,246
4.62%
$249,000
$242,543
$249,000
($6,457)
TUCSON FED CR UN ARIZ
898812AC6
September 8, 2028
1,806
5.07%
$248,000
$244,801
$248,000
($3,199)
UBS BK USA SALT LAKE
90355GDTO
June 1, 2028
1,707
4.49%
$249,000
$246,512
$249,000
($2,488)
UFIRST FED CR UN PLAT
902684AA7
August 22, 2025
693
4.78%
$249,000
$245,009
$249,000
($3,991)
UNITED FID BK FSB EVA
910286GAS
March 30, 2027
1,278
4.97%
$248,000
$244,672
$248,000
($3,328)
UNITED HERITAGE CR UN
91334AAL7
March 21, 2025
539
5.19%
$248,000
$246,274
$248,000
($1,726)
UNITED ROOSEVELT SVGS
91139LAF3
May 19,2027
1,328
4.54%
$249,000
$241,587
$249,000
($7,413)
UNIVERSITY BKANN ARB
914098DQ8
April3, 2028
1,648
4.93%
$248,000
$243,772
$248,000
($4,228)
LINIVESTNATLBKTRSO
91527PBW6
May 5,2028
1,680
4.31%
$249,000
$237,023
$249,000
($11,977)
UPPER PENNISUA STATE
91630PASO
December 27, 2024
455
1.84%
$245,000
$233,485
$245,000
($11,515)
USALLIANCE FCU RYE NE
903S2RDB8
May 26, 2028
1,701
4.69%
$249,000
$241,480
$249,000
($7,520)
UTAH CMNTY CR UN PROV
917352ACO
April 27, 2026
941
4.70%
$249,000
$243,796
$249,000
($5,204)
UTAH FIRST FED CREDIT
91739JAA3
July 14, 2028
1,750
4.75%
$248,000
$248,112
$248,000
$112
VALLEYSTAR CR UN MART
92023CAE3
March 20, 2028
1,634
4.85%
$248,000
$242,834
$248,000
($5,166)
VIBRANT CREDIT UNION
92559TAN8
September 28, 2026
1,095
5.40%
$248,000
$248,057
$248,000
$57
VIKING BK NATL ASSN A
92675MAAO
March 13, 2026
896
4.74%
$249,000
$244,189
$249,000
($4,811)
VISIONS FED CR UN END
92838DAE6
September 29, 2026
1,096
5.48%
$248,000
$248,746
$248,000
$746
WASHINGTON FEDERAL
938828BJ8
August23, 2024
329
2.12%
$245,000
$237,256
$245,000
($7,744)
WELLS FARGO BANK NA
94976BB96
May 24, 2024
238
2.70%
$245,000
$240,463
$245,000
($4,537)
WESTERN ALLIANCE BK P
95763PLW9
April 28, 2025
577
4.86%
$244,000
$240,965
$244,000
($3,035)
Government Agency
FEDERAL AGRI MTG CORP
31422BPQ7
November 22, 2023
54
1.63%
$500,000
$497,220
$499,884
($2,664)
FEDERAL HOME LOAN BKS
3130A1XJ2
3130ASA82
3130ASE96
3130ASH77
June 14, 2024
June 20, 2025
June 27, 2025
June 28, 2024
259
2.93%
$2,000,000
$1,961,680
$2,089,405
($127,725)
630 2.54% $500,000 $491,805 $497,010
($5,205)
637 3.31% $1,000,000 $966,460 $990,123
($23,663)
273 3.62% $1,000,000 $985,330 $1,000,000
($14,670)
TENNESSEE VALLEY AUTH
880591ER9
September 15, 2024
352
2.95%
$500,000
$487,620
$526,520
($38,900)
U.S. Treasuries
U S TREASURY NOTE
91282CCJ8
91282CEX5
91282CHKO
912828ZV5
912828ZW3
June 30,2026
June 30, 2024
June 30,2028
June 30, 2027
June 30, 2025
1,005
0.97%
$10,000,000
$8,997,700
$8,978,125
$19,575
275 3.06% $10,000,000 $9,818,000 $9,840,625
($22,625)
1,736 4.11% $10,000,000 $9,733,200 $9,938,281
($205,081)
1,370 0.58% $10,000,000 $8,566,800 $8,611,719
($44,919)
640 0.27% $10,000,000 $9,190,600 $9,057,031
$133,569
CITY OF
ELSEGUNDO
Transactions
Transactions
Prior 3 Months as of September 2023
Year of Transaction Date Month of Transaction Date
Day of Transaction Date
Issuer
CUSIP
Maturity Date
Coupon
Par Value
Book Value
2023 July
14
UTAH FIRST FED C D
91739JAA3
7/14/28
4.750%
$248,000
$248,000.00
August
22
25
BAXTER CR UN C D
MAINE SVGS FCU C D
07181JB69
560507AR6
8/22/28
8/25/28
4.900%
$248,000
$248,000.00
4.850% $248,000
$248,000.00
September
8
20
26
27
29
TUCSON FED CR C D
ESSENTIAL FED CR C D
DEPARTMENT COMM C
ADVIA CR UN C D
VIBRANT CREDIT C D
EMPOWERCUCD
GUARDIAN CREDIT C D
VISIONS FED CR C D
898812AC6
29669XATS
24951TAWS
00782JAC6
92559TAN8
291916AB0
40135GAA6
92838DAE6
9/08/28
9/20/28
11/30/27
9/27/28
9/28/26
9/29/28
9/29/28
9/29/26
5.000%
$248,000
$248,000.00
5.000% $248,000
$248,000.00
5.000% $248,000
$246,668.98
5.000% $248,000
$248,000.00
5.400% $248,000
$248,000.00
5.100% $248,000
$248,000.00
5.100% $248,000
$248,000.00
5.500% $248,000
$248,000.00
Transaction Ladder
Prior 3 Months as of September 2023
Maturity
2000K
1800K
1600K
1400K
1200K
a
m
Y
O
m 1000K
800K
600K
400K
200K
OK
Quarter of Maturity
Q3
Q4
Transaction Summary
Prior 3 Months as of September 2023
- $2,726,66�
Security Type
Negotiable Certificates of Deposit
Security Type, sum of Cost Basis and count of Cusip. Color shows details about Security Type. Size shows sum of Cost Basis. The marks are labeled by Security Type, sum of Cost Basis and count of Cusip. The data is filtered on Last 3 Months,
NonZero and Category. The Last 3 Months filter keeps True. The Nonzero filter keeps True. The Category filter keeps PURCHASED.
Interest Received
As of September 2023
Transaction Date
2022
2023
Grand Total
Category
Q4
Q1
Q2
Q3
$3,433,949
$3,000,000
INTEREST $2,000,000
$1,000,000
$588,989
$248,327
$186,149
$255,578
$420,481
$15- $209,585
$228,058
$311,002
$354,992
$169,899
$30-
$D
�
$21,267,032
$20,000,000
$14,951,032
$15,000,000
MATURED
$10,000,000
$5,000,000
$0
$245,000
$745,000
$745,000
$745,000
$245,000
$1,390,000
$245,000
$721,000
$1,235,000
-
$0
($248,000)
($248,000)
($2,669,800)
($248,000)
($496,000)
($1,982,669)
($7,142,900)
($11,678,281)
($20,000,000)
($14,848,183)
($21,375,964)
PURCHASED
($40,000,000)
($60,000,000)
October
November
December
I January
February March
I April
May
June
July
August
September
I Total
Category
INTEREST
MATURED
PURCHASED
CITY OF
ELSEGUNDO
Compliance
Asset Class Compliance
As of September 2023
Security Type
Cash
In Compliance?
Y
Max Weight
100%
Weight
1.09%
Par Value
$1,488,873
Book Value
$1,488,873
Market Value
$1,488,873
LAIF
Y
100%
2.69%
$3,666,705
$3,666,705
$3,666,705
CAMP-JPAP
Y
100%
2.23%
$3,033,202
$3,033,202
$3,033,202
Medium Term Notes
Y
30%
16.89%
$24,000,000
$24,198,469
$23,000,445
Municipal Bonds
Y
100%
3.23%
$4,500,000
$4,624,775
$4,404,210
Negotiable Certificates of Deposit
Y
30%
28.94%
$40,281,000
$40,178,552
$39,401,295
CalTRUST
Y
100%
5.17%
$7,034,715
$7,061,763
$7,034,715
Cash Sweep
Y
100%
1.78%
$2,425,272
$2,425,272
$2,425,272
Government Agency
Y
100%
3.96%
$5,500,000
$5,602,941
$5,390,115
U.S. Treasuries
Y
100%
34.01%
$50,000,000
$46,425,781
$46,306,300
Totals
100.00%
$141,929,768
$138,706,334
$136,151,133
Rating Compliance
As of September 2023
Security Type
Issuer
CUSIP
S&P Rating
Moody Rating
In Compliance?
Market Value
$7,034,715
Weight
5.17%
Maximum %of Portfolio
1.00%
CaITRUST CalTRUST CalTRUST Null Null Y
Cash Sweep
Bank
Cash Sweep
Null
Null
Y
$2,425,272
1.78%
1.00%
Government Agency
FEDERAL AGRI MTG CORP
31422BPQ7
N/A
N/A
Y
$497,220
0.37%
100.00%
FEDERAL HOME LOAN BKS
3130A1XJ2
3130ASA82
3130ASE96
3130ASH77
AA+
AA+
AA+
AA+
AAA
AAA
AAA
AAA
Y
Y
Y
Y
$1,961,680
1.44%
100.00%
$491,805 0.36%
100.00%
$966,460 0.71%
100.00%
$985,330 0.72%
100.00%
TENNESSEE VALLEY AUTH
880591ER9
AA+
AAA
Y
$487,620
0.36%
100.00%
Medium Term Notes
AMAZON COM INC
023135CP9
AA
Al
Y
$979,310
0.72%
1.00%
AMERICAN HONDA FIN CO
02665WED9 A-
A3
Y
$971,740
0.71%
1.00%
APPLEINC
037833ECO
AA+
AAA
Y
$426,550
0.31%
1.00%
ASTRAZENECA FINANCE L
04636NAAl
A
A2
Y
$449,215
0.33%
1.00%
BANK NOVA SCOTIA B C
06418BAE8
A-
A2
Y
$912,120
0.67%
1.00%
BANK OF AMERICA CORP
06051GFX2
A-
Al
Y
$472,055
0.35%
1.00%
CANADIAN IMP BK COMM
13607HR61
A-
A2
Y
$923,270
0.68%
1.00%
CIGNACORP
125523AGS
A-
BAA1
Y
$484,100
0.36%
1.00%
CITIGROUP INC
172967KNO
BBB+
A3
Y
$469,625
0.34%
1.00%
COCA COLA CO THE
191216CL2
A+
Al
Y
$482,525
0.35%
1.00%
COMCASTCORP
20030NBWO
A-
A3
Y
$905,720
0.67%
1.00%
DEERE JOHN CAPITAL
24422EWR6
A
A2
Y
$981,850
0.72%
1.00%
DEUTSCHE BK AG NY
25160PAM9
A-
Al
Y
$976,530
0.72%
1.00%
ESTEE LAUDER CO INC
29736RANO
A+
Al
Y
$479,985
0.35%
1.00%
GOLDMAN SACHS GROUP I
38141GXJ8
BBB+
A2
Y
$481,435
0.35%
1.00%
HSBC HOLDINGS PLC
404280BB4
A-
A3
Y
$946,160
0.69%
1.00%
IBM CORP
459200ASO
A-
A3
Y
$1,044,540
0.77%
1.00%
INTELCORP
458140CDO
A
A2
Y
$988,010
0.73%
1.00%
INTERCONTINENTAL EXCH
45866FAD6
A-
A3
Y
$480,785
0.35%
1.00%
MEAD JOHNSON NUTRITIO
582839AH9
A-
A3
Y
$484,330
0.36%
1.00%
MITSUBISHI UFJ FIN GR
606822AJ3
A-
Al
Y
$916,320
0.67%
1.00%
MORGAN STANLEY
61746BDZ6
A-
Al
Y
$478,025
0.35%
1.00%
ROYAL BK CDA
78016EZD2
A
Al
Y
$932,860
0.69%
1.00%
STRYKERCORP
863667AH4
BBB+
BAA1
Y
$478,530
0.35%
1.00%
SUMITOMO MITSUI FINL
86562MAY6 A-
Al
Y
$909,500
0.67%
1.00%
TORONTO DOMINION BANK
8911SA2M3
A
Al
Y
$975,990
0.72%
1.00%
TOSCO CORP
891490AR5
A-
A2
Y
$1,057,120
0.78%
1.00%
TOYOTA MTR CR CORP FIR
89236TKL8
A+
Al
Y
$1,003,300
0.74%
1.00%
UNITED PARCEL SERVICE
911312BT2
A
A2
Y
$484,550
0.36%
1.00%
UNITEDHEALTH GROUP IN
91324PDN9
A+
A2
Y
$482,055
0.35%
1.00%
WELLS FARGO COMPANY
94974BGL8
BBB
A3
Y
$942,340
0.69%
1.00%
Municipal Bonds
CONNECTICUT STTXBL S
20772KGN3
AA-
AA3
Y
$986,570
0.72%
1.00%
HOUSTON TX REF SER B
4423315T7
AA
AA3
Y
$984,780
0.72%
1.00%
NEW YORK NYTXBL FISC
64966QCA6
AA
AA2
Y
$971,810
0.71%
1.00%
ONTARIO CA INTERNATIO
683042AJ4
AA
N/A
Y
$477,190
0.35%
1.00%
OREGON ST DEPTADMINI
68607VT47
AAA
AA2
Y
$493,580
0.36%
1.00%
TULSA CNTY OKLA INDPT
899593MG9
N/A
AA2
Y
$490,280
0.36%
1.00%
U.S. Treasuries
U S TREASURY NOTE
91282CCJ8
91282CEX5
91282CHKO
912828ZVS
912828ZW3
N/A
N/A
N/A
Null
N/A
AAA
AAA
AAA
AAA
AAA
Y
Y
Y
Y
Y
$8,997,700
6.61%
100.00%
$9,818,000 7.21%
100.00%
$9,733,200 7.15%
100.00%
$8,566,800 6.29%
100.00%
$9,190,600 6.75%
100.00%
CITY OF
ELSEGUNDO
LAI F
.2
_1
=0
9
8
ac 7
E
c
0
0
n
Q
7
4
2
1
0
LAI F Apportionment Rates
As of September 2023
1979 1984 1989 1994 1999 2004 2009 2014 2019
Date
7024
LAI F Diagnostics
As of September 2023
Measure Names
Average Maturity
Daily
■ Quarterto Date
May 1, 19 Sep 1, 19 Jan 1, 20 May 1, 20 Sep 1, 20 Jan 1, 21 May 1, 21 Sep 1, 21 Jan 1, 22 May 1, 22 Sep 1, 22 Jan 1, 23 May 1, 23 Sep 1, 23
Date (Daily Rates)
CITY OF
ELSEGUNDO
City Cash Flows
$20,000,000
$18,000,000
$16,000,000
$14,000,000
$12,000,000
w
m
$10,000,000
$8,000,000
$6,000,000
$4,000,000
$2,000,000
$0
September 2022
Rolling 13-Month Cash Flow Analysis
As of September 2023
$20,103,807
$6,765,322
November 2022 January 2023 March 2023 May 2023 July 2023
Month of Date
504,758
1,119,780
September 2023
Measure Names
Credits
Debits
$12,000,000
$10,000,000
$8,000,000
$6,000,000
$4,000,000
$2,000,000
w
m
$0
($2,000,000)
($4,000,000)
($6,000,000)
($8,000,000)
($10,000,000)
Net Change in Cash by Year
As of September 2023
$12,489,923
($10,751,S20)
October November December January February March April May June July August September
Month
Years
This Year
Last Year
Two Years Ago
Historic Drawdowns
As of September 2023
Measure Names
$21,769,866 Delta Cash
Rolling 12-Month Cumulative Drawdown
$20,000,000
$18,334,437
$16,979,291 $17,052,791 $16,948,871 $17,762,456 $18 7,881 $17,622,728
$15,585,731 6,351,446 $15,792,747 $16,109,241
$15,000,000 $15,462,119 $15,676,23 $14,840,702 $14,881,804
14,761,324 $13,414,296 $13,305,490 $13 ,592
$13,023,476 $13,660,941
$13, 3,290
$11,850,289 $12,094,066 $11,0 ,937 1,796,172
$10,000,000 $10,021,393 $10,389,932 $10,784,866
$9,444,192 $9,589,722 $8,550,295 $9,131,765 $8,865,921 $9,984,456 $9,807,901
$7,749,892 $8,007,816
$6,740,588 $6,802,738 $6,739,372
$5,329,544 $5,497,816 $6,625,943 $6,178,113 7,136,971 $5,765,409
$5,067,055 $4,851,651
$5,000,000 $4642,243 $3,952,705 $3,893,993 $ .372,399
°1 $2,952,653 $3,304,431 $3,759,255
$2,67614
> $3,30 ,584
$2,7 ,224 $1,86 ,657
419,231 $737.577 $990 91
$1,004,190
$0 -- -- -- - -- ......... _. ------ .............. --- --. ---- - -- ------ --- $598,74 -----. .. .......... - _ ($398 _ 52) _ ........ .. ......... ....... ----- ----
($1,298,018)
1,071,301)
($2,849,212) $1,773,595) ($1,731,479)
($2,754,597) ($2,628,379) ($2,906,612) 2,759,684)
($3,489,461) ($3,977,017) ($3,733,785) ($3,764,529) ($3,298,079)
($5,000,000) ($4,483,630) ($4,180,579) ($4,012,919)
($7,520,128)
($10,000,000) ($9,659,128)
($9,780,664)
($10,751,520) ($10,737,379)
($15,000,000)
($15,333,461)
2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Date
CITY OF
ELSEGUNDO
Economic Environment
5.50%
5.00%
4.50%
4.00%
3.50%
° 3.00%
m
2.50%
2.00%
1.50%
1.00%
0.50%
0.00%
1 Month
5.53%
5.16%
4.68%
4.00%
2.56%
2 Month
U.S.
Treasury Yield
Curve
As of September 2023
5.54% 5.53%
5.39%
5.27% 5.23%
4.92% 4.95%
4.76%
4.92%
4.78%
4.55%
4.61%
4.39/o 0
4.60%
4.25%
4.31°/
4.26%
08%
°
4.19 /0
4.00%
3.95%
3.80%
3.69°G
3.40%
3.38%
3.25%
2.75%
3 Month 6 Month 1 Year 2 Year 3 Year 5 Year
Month
September2022
December2022
March 2023
June 2023
September 2023
6.00%
5.50%
5.00%
4.50%
4.00%
3.50%
v
3.00%
2.50%
2.00%
1.50%
1.00%
0.50%
0.00%
U.S. Treasury Maturity Through TI me
As of September 2023
6.02%
2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Date
Measure Names
1 Month
2 Month
3 Month
6 Month
1 Year
2 Year
3 Year
5 Year
5.5
5.0
4.5
4.0
3.5
3.0
2.5
v 2.0
m
v
a
m
1.5
1.0
0.5
0.0
0.5
1.0
1.5
2.0
10-Year Minus 3-Month Treasury Yield Spread
As of September 2023
1984 1989 1994 1999 2004 2009 2014 2019 2024
Date
15.00%
14.00%
13.00%
12.00%
11.00%
10.00%
9.00%
8.00%
7.00%
m
m
6.00%
5.00%
4.00%
3.00%
2.00%
1.00%
0.00%
-1.00%
-2.00%
Unemployment vs Inflation
As of September 2023
f
2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Date
Measure Names
Inflation Pct
Unemployment Pct
5-Year Breakeven Inflation Prediction
As of September 2023
3.6
3.4
3.2
3.0
2.8
2.6
2.4
2.2
0
c M
v
1
Y 1.8
m 1.6
1.4
1.2
1.0
0.8
0.6
0.4
0.2
0.0
Aug 1, 18 Dec 1, 18 Apr 1, 19 Aug 1, 19 Dec 1, 19 Apr 1, 20 Aug 1, 20 Dec 1, 20 Apr 1, 21 Aug 1, 21 Dec 1, 21 Apr 1, 22 Aug 1, 22 Dec 1, 22 Apr 1, 23 Aug 1, 23 Dec 1, 23
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 10/1/22. 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 —