2024-06-04 CC Agenda Packet - ITEM G15 - March 2024 Investment Portfolio ReportCITY OF
ELSEGUNDO
City of El Segundo
Investment Portfolio Report
March 2024
Certified By:
City Treasurers Office
CITY OF
ELSE GUNDO
Portfolio
Portfolio Summary
As of March 2024
Portfolio Type / Security Type Security Type
Liquidity Reserve CaITRUST
$47,325,900 CAMP -JPAP
$40,000,000
Cash Sweep
$39,510,035 Cash
v 523.S61.62S
$20,000,000 $15,703,952 Government Agency
$10,268,587 $6,926,304 $8,671,647 LAIF
$4,956,240 $3,471,845
$O � $43,056 � OF Medium Term Notes
$46,425,781 Municipal Bonds
$40 UOb UOD $39,443,552 Ne9otrable Certificates of Deposit
U.S.Treasuries
$24,198,469
m $20,000,000 $15,703,952
$10,000,000 $6,926,304 $8,671,647
$0 $43,056 $S $3'618,365
�Em
30_004b 29.50%
24,63%
20-0Mv
14.69ob
9.79%
10.00% 6.40% 5.40%
4.32% 3.0990 2.16%
0.0390 � � -
2 74
a' 2 31 2.24
m 2
w 1
3 0.55
p 0.00 0.00 0.00 0.00 0.00 4 W 0.30 -
rn
6.0096 S 48% 5.07%
a c 4,0890 w.11-b 4.27%
3.94%
o d.000n 3 249b
+a 2.69%
o
1�
2.00%
0 4S%
O.rl09b
W
2 6.009E 5,48% 5.07% 5.1590
Q•ai% 4.88% 4.76% 4.71%
3.94% 4.OB9b
a
a
rn 2.0096
� 0 0096 0
ColTRUST CAMP -JPAP Cash Cash Sweep LAIF Government Ayeny IVledllllille, riNotes Municipal Bonds Negotiable US. Ti easuries
CerLficales of
Deposit
Portfolio Through Time
As of March 2024
$120,000, 000 Portfolio Type
$118,789,224 Liquidity
Reserve
$100,000,000
a $80,000,000 -
m
o $60,000,000
m
$40,000,000
$41,344,959
- --.
$20,000,000
$0
80%
j 60%
00
m
o0 404'0 /
0
209,b
74%
26%
0%
3.00
2.50
F 2.23
a 2.00
Y
10 1.50
OI
Q
v 1.00
Y
L
a
3: 0.50
0.00 0.00
November 2019 May 2020 November 2020 May 2021 November 2021 May 2022 November 2022 May 2023 November 2023 May 2024
Date
Investments by Security Type
As of March 2024
CalTRUST
$10,268,587
6-4n%
sh
6,304
2%
:ash Sweep
$8,671,647
5.40%
3overnmentAgency
$4,956,240
3.09%
)tes
$3,471,845
2.16%
Security Type
CalTRUST
CAMP-JPAP
Cash
Cash Sweep
Government Agency
LAIF
Q Medium Term Notes
L, Municipal Bonds
Negotiable Certificates of Deposit
U.S. Treasuries
Reserve Portfolio Ladder by Quarter
As of March 2024
2024 2025 2026 2027 2028 Quarter
E Q1
S30,000,000 N Q2
■ Q3
0
a Q4
S28,000,000 N Total
N O
� O
O
u1
326,000,000 o m
O N
O zr O NY111 V O
S24,000,000 m o
N
M N
S22,000,000
S20,000,000
0
o'
o
518,000,000 a,
0
N o
a
0Ct
0
m S16,000,000 r"
> v m
� N
a 0
w o
S14,000,000 O1
a
NI
S12,000,000 O
O
M
O N
O �
S10,000,000
$8,000,000
0
o
O
$6,000,000
n w
o 0
R 0 0 0 0 0
O I o 0
$4,000,000 N a CO o 16 o
0 o m m m a o
O n O N N V
p� O Pr
$2,000,000 w
$o
■ ■ :.
Q2 Q3 Q4 Total Q1 Q2 Q3 Qa Total Q1 Q2 Q3 Q4 Total Q1 Q2 Q3 Q4 Total Q1 Q2 Q3 Total
Ladder Diversification
As of March 2024
2024 2025 2026 2027 2028 Security Type
$12,049,000 Government Agency
$12,000,000 Medium Term Notes
10,000 000 $10,000,000 S30.000,000 Municipal Bonds
$ $10,000,000 $10,000,000
$10,000,000 _ _ � Negotiable Certificates of Deposit
$9,000,000 $8,896,000 U.S.Treasuries
a $8,000,000 $7,610,000
2
a $6,000,000 $5,145,000 $5,846,000 $5,500,000
$5,000,000
$4,000,000 $3,500,000
$3,000,000 $3,000,000
$2,000,000 SLS00.000 S3.500.000
$0. � $500,000
10% 9.87%
8.19% j 8.19% 819% 8.19% 8.19%
m 8% 737%
7.29%
m
� 6.24%
a 6%
4.79%
4si%
4.22% 4.10%
o qy%
2.87%
2.460.E 2.46%
2% 1 1.239E . I 1.23%
0% � � 0� - -
43.21% 44.239E 44.55%
40.25 % 40.99 %
40
36.97% 36.22% I 36.46%
33.66%
a
m 30% I II
I
22.23% 23.53% 22.54%
a
209E 18.48%
00 1S.22% 13.27%
12.95%
109E 6 08% 6.63%
1 1 Negotiable U.S. Governme Medium Municipal Negotiable U S Medum Negotiable U.S. Medium Negotiable U S. Medium Negotiable U.S.
nt Agency Terin . Bonds Certificat.. Treasuries i nt Agency Term N Bonds Certificat Treasuries Term N. Certificat . Treasuries Term N. Certificat.. Treasuries Term N Certificat. Treasuries
$28,000,000
$ 26, 000, 000
$ 24, 000, 000
$22,000,000
$20,000,000
$18,000, 000
w $16,000,000
m
v
Y
$14,000,000
$12,000,000
$10, 000, 000
$8,671,647
$8,000, 000
$6,926,304
$6,000,000
$4,000,000
$2,000,000
$0
Crash Cash Sweep
Investments by Maturity Date
As of March 2024
$43,056
LAIF
$15,703,952
$10,268,587
$15,583,174
$4.128,575
$3,706,614
$2,232,726
i
CAMP - JPAP CaITRUST < 30 Days 31 to 90 Days 91 to 180 Days 181 to 36S Days 1 ro 2 Years 2 to 3 Years 3 to 4 Years 4 to S Years
$27,291,404
$23, 098, 398
$27,582,U56
$15,202,700
PortfoI io
As of March 2024
Security Type
Issuer
CUSIP
Month, Day, Year of Maturity Date
Days to Maturity
Coupon
Par Value
Market Value
Book Value
Unrealized P/L
Cash
Bank
Cash
Null
1
0,45%
$6,926,304
$6,926,304
$6,926,304
$0
Cash Sweep
Bank
Cash Sweep
Null
1
5.07%
$8,671,647
$8,671,647
$8,671,647
$0
LAIF
LAIF
LAIF
Null
1
4.08%
$43,056
$43,056
$43,056
$0
CAMP-JPAP
CAMP - -PAP
CAMP - -PAP
Null
1
5.48%
$15,703,952
$15,703,952
$15,703,952
$0
CaITRUST
CalTRUST
CalTRUST
Null
1
3.94%
$10,268,587
$10,268,587
$10,000,000
$268,587
Medium Term Notes
AMAZON COM INC
023135CP9
December 1_, 2027
1,342
4.SS%
$1,000,000
$999,470
$997,630
$1,840
AMERICAN HONDA FIN CO
02665WED9
January 12, 2028
1,384
4.72%
$1,000,000
$995,780
$997,794
($2,014)
APPLE INC
037833ECO
February 8, 2028
1,411
1.36%
$500,000
$442,070
$427,219
$14,851
ASTRAZENECA FINANCE L
04636NAA1
May 28, 2026
790
1.30%
$500,000
$461,865
$501,D40
($39,175)
BANK NOVA SCOTIA B C
06418BAE8
March 11, 2027
1,077
3.13%
$1,000,000
$944,070
$926,343
$17,727
BANK OF AIMERICA CORP
060S1GFX2
April 19, 2026
751
3.61%
$500,000
$484,885
$554,155
($69,270)
CANADIAN IMP BK COMM
13607HR61
Ap_ri17, 2027
1,104
3.61%
$1,000,000
$956,520
$948,186
$8,334
CIGNA CORP
125523AGS
November 15 2025
596
4.18%
$500,000
$492,835
$564,210
($71,375)
CITIGROUP INC
172967KN0
May1, 2026_
763
3.53%
$500,000
$481,425
$SSO,715
($69,290)
COCA COLA CO THE
191216CL2
September 6, 2024
161
1.78%
$500,000
$492,305
$493,865
($1,560)
COMCAST CORD
20030NBWO
January 15, 2027
1,022
2.51%
$1,000,000
$935,410
$917,335
$18,075
DEERE JOHN CAPITAL
24422EWR6
January 20, 2028
1,392
4.74%
$1,000,000
$1,002,130
$1,004,330
($2,200)
DEUTSCHE RK AG NY
25160PAIV19
September 9, 2027
1,259
5.34%
$1,000,000
$1,005,180
$1,005,611
($431)
ESTEE LAUDER CO INC
29736RAN0
December 1, 2024
247
2.OS%
$500,000
$488,630
$501,600
($12,970)
GOLDMAN SACHS GROUP I
38141GXJ8
April 1, 2025
368
3.57%
$500,000
$490,535
$545,605
($55,070)
HSBC HOLDINGS PLC
404280BB4
May 25, 2026
787
4.01%
$1,000,000
$973,670
$960,400
$13,270
IBM CORP
459200ASO
January 15, 2028
1,387
6.11%
$1,000,000
$1,063,910
$1,076,510
($12,600)
INTEL CORP
458140CDO
February 10, 2026
683
4.89%
$1,000,000
$996,750
$998,520
($1,770)
INTERCONTINENTAL EXCH
45866FAD6
December 1, 2025
612
3.83%
$500,000
$489,275
$557,000
($67,725)
MEAD JOHNSONNUTRITIO
582839AH9
November IS 2025
596
4.21%
$500,000
$490,420
$565,170
($74,750)
IMITSUBISHI UFJ FIN GR
606822AJS
September 13, 2026
898
2.92%
$1,000,000
$945,330
$924,800
$20,530
MORGAN STANLEY
61746BDZ6
January 27, 2026
669
3.97%
$500,000
$488,375
$561,240
($72,865)
ROYAL BK CDA
78016EZD2
May 4, 2027 _
1,131
3.77%
$1,000,000
$962,080
$951,709
$10,371
STRYKER CORP
863667AH4
November 1, 2025
582
3.480i6
$500,000
$485,555
$548,175
($62,620)
SUMITOMOIVIITSUIFINL
86562MAY6
January 17, 2028
1,389
3.72%
$1,000,000
$951,620
$934,451
$17,169
TORONTO DOMINION BANK
8911SA2M3
January 10, 2028
1,382
5.12%
$1,000,000
$1,006,410
$1,005,769
$641
TOSCO CORP
891490ARS
January 1, 2027
1,008
7.36%
$1,000,000
$1,059,920
$1,107,960
($48,040)
TOYOTA MTR CR CORP FR
89236TKL8
November 10, 2027
1,321
5.35%
$1,000,000
$1,018,930
$1,030,896
($11,966)
UNF[EDPARCEL SERVICE
911312BT2
September 1, 2024
156
2.23%
$500,000
$492,980
$504,105
($11,125)
UNITEDHEALTH GROUP IN
91324PDN9
December 15, 2025
626
3.78%
$500,000
$489,230
$560,625
($71,395)
WELLSFARGOCOMPANY
94974RGLB
July 22,2027
1,210
4.41%
$1,000,000
$974,060
$975,500
($1,440)
Municipal Bonds
CONNECT ICUT STTXBL S
20772KGN3
April 15, 2024
17
3.04%
$1,000,000
$999,120
$1,064,850
($65,730)
NEW YORK NYTXBL FISC
64966QCA6
Augustl,2024
12S
2.15%
$1,000,000
$988,980
$1,003,750
($14,770)
ONTARIO CA INTERNATIO
683042AJ4
May 1S, 2025
412
2.98%
$500,000
$485,940
$538,090
($52,150)
OREGON ST DEPT ADMINI
68607VT47
Aprill,2024
3
2.81%
$500,000
$500,000
$510,125
($10,125)
TULSA CNTY OKLA INDPT
899S93MG9
June 1, 2024
64
2.61%
$500,000
$497,805
$S01,SS0
($3,745)
Negotiable Certificates of Deposit
1ST SECURITY BANK OF
33625CCP2
July 30, 2024
123
2.02%
$245,000
$242,266
$245,000
($2,734)
ABACUSFEDERAI-SAVING
002S7TBF2
August2 2024
126
2.02%
$245,000
$242,187
$245,000
($2,813)
ACHIEVE FINL CR UN BE
00453NAA9
February 17, 2026
690
4.67%
$249,000
$248,002
$249,000
($998)
PortfoI io
As of March 2024
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 ADVIA CR UN KALAMAZOO
00782JAC6
September 27, 2028
1,643
4.86%
$248,000
$254,889
$248,000
$6,889
AFFINITY BK COVINGTOIN
00833JALS
September15, 2026
900
4.57%
$249,000
$247,860
$249,000
($1,140)
AL.ASKA USA FED CR UN
011852AEO
March 8, 2028
1,440
4.56%
$249,000
$251,166
$249,000
$2,166
ALL IN FED CR ON DALE
01664MAE6
February 17, 2028
1,420
4.S6%
$249,000
$250,997
$249,000
$1,997
ALLIANT CR ON CHI CAGO
01882MAD4
December 30, 2025
641
5.08%
$200,000
$200,678
$199,900
$778
ALLY BK SANDY UTAI-I
02007GM42
March 23, 2026
724
5.03%
$243,000
$243,809
$243,000
$809
ALIVIA BI<ASTORIA NEW Y
020080BLO
September 11, 2024
166
1.78%
$245,000
$241,07S
$245,000
($3,925)
AIVIERICAIN EXP NATL RAN
02S89ACP5
May 12, 2025
409
3,13%
$246,000
$240,785
$237,002
$3,783
AMERICAN Fl RSTCR ON
02616ACAS
April 27,2027
1,124
4.43%
$249,000
$247,496
$249,000
($11504)
AMERICAN ST BI<SIOUX
02972813A9
April 26, 2024
28
2.51%
$245,000
$244,439
$245,000
($561)
AUSTIN TELCO FED CR U
052392CH8
December 16, 2026
992
4.92%
$248,000
$249,632
$248,000
$1,632
B1BANK BATON ROUGE LA
098079ANI8
May 12, 2025
409
4.77%
$249,000
$248,153
$249,000
($847)
BANK FIVE NINE OCONOM
062119B1<7
March 20, 2028
1,452
4.60%
$249,000
$251,724
$249,000
$2,724
BANK NEW YORK MELLON
06405VFG9
March 21, 2025 _
357
5.01%
$243,000
$242,657
$243,000
($343)
BANK OF NEW ENGLAND
06426KBE7
May 23, 2024
SS
2.66%
$245,000
$243,981
$245,000
($1,019)
BANK OF PERRY CNTY LO
06425KC f4
May 31, 2028
1,524
4.13%
$249,000
$2S5,937
$249,000
$6,937
BANK PONTIAC ILL
06445S.AZ1
April 28, 2027
1,12S
4.30%
$244,000
$241,436
$244,000
($2,564)
BANK SIERRA PORTERVIL
064860MC0
March 15, 2027
1,081
4.61%
$244,000
$243,622
$244,000
($378)
BANK UTAH OGDEN UTAH
065427ACO
May 10, 2028
1,503
4.26%
$249,000
$248,173
$249,000
($827)
BANKERS BI<MADISON WI
0661ORBZ1
-November 24, 2027 J
1,335
4.28%
$249,000
$247,382
$249,000
($1,619)
BAXTER CR UN VERNON H
07181JBB9
August 22.2028
1,607
4.79%
$248,000
$253,711
$248,000
$5,711
BELLCO FEDERAL CR UN
07833EAIN7
February 24, 2026
697
4.70%
$248,000
$247,916
$248,000
($84)
BLUE RIDGE BK MARTINS
09582YAG7
March 16, 2026
717
4.99%
$230,000
$230,522
$230,000
$522
BMO HARRIS BK NATL AS
05600XQA1
May 9, 2025
406
4.81%
$244,000
$243,261
$244,000
($739)
BMW BK NORTH AMER SAL
OSS80AVV83
March 17, 2028
1,449
4.68%
$244,000
$247,411
$244,000
$3,411
BRENTWOOD BI<BETHEL P
107219BK2
March 17, 2026
718
4.76%
$235,000
$234,539
$235,000
($461)
BRIDGEWATER BI<BLOOI\AI
108622NK3
March 29, 2028
1,461
4.72%
$249,000
$253,228
$249,000
$4,228
CALIFORNIA CR ON GLEN
130162AU4
February 23, 2026
696
4.53%
$244,000
$242,338
$244,000
($1,662)
CAPITAL OINE NATL ASSiN
14042RUR0
September 30, 2027
1,280
4.33%
$200,000
$198,778
$199,800
($1,022)
CATTLEMENS BK ALTUS 0
14947NAA4
March 16, 2026
717
4.74%
$249,000
$249,618
$249,000
$618
CELTIC BK SALT LAKE C
15113RE78
March 17, 2027
1,083
4.69%
$249,000
$249,406
$249,000
$406
CENTRAL RIK STORM LAKE
152581,11361
May 5, 2025
402
4.67%
$249,000
$247,887
$249,000
($1,113)
CEINTRISFEDERALCREDI
15643VAB8
May 27,202S
424
5.00%
$248,000
$247,854
$248,000
($146)
CFBANI<F-AIRLAWNOHIO
1S721IJFP9
September 15,202_6
900
4.75%
$248,000
$248,015
$248,000
$15
CHARLES SCHWAB BK SSB
15987UBA5
March 28, 202S
364
5.05%
$243,000
$242,893
$243,000
($107)
CHARTWAY FED CR UIN VA
16141BACS
June_9, 2026
802
4.89%
$248,000
$248,494
$248,000
$494
CHEROKEE ST BK IOWA
164499DF2
March 6, 2026
707�
4.58%
$242,000
$240,546
$239,922
$624
CIBC BK USA CHICAGO I
12547CAU2
March 24, 2026
725
4.99%
$243,000
$243,586
$243,000
$586
CITADEL FED CR UN EXT
17286TAGO
February 27, 2025
335
1.70%
$245,000
$237,400
$245,000
($7,600)
CITIZENS BK INC ROBER
173851AE6
March 16, 2026
717
4.86%
$248,000
$249,954
$248,000
$1,954
CITIZENS ST BK IACROS
176E88DA4
March 24, 2028
1,456
4.64%
$249,000
$252,217
$249,000
$3,217
CIT`! NATL BI<LOS ANGE
178180GYS
March 31, 2028
1,463
4.78%
$243,000
$254,270
$243,000
$11,270
C OASTLIFE CR ON CORPU
1905SLABO
February 13, 2026
686
4.67%
$249,000
$247,994
$249,000
($1,006)
COMMERCE BKGENEVAMl
200S6QRZ8
June 26,2024
89
2.32%
$245,000
$243,153
$245,000
($1,847)
PortfoI io
As of March 2024
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 COMMUNITY FIRST BK IN
20368TDHO
May 5, 2025
402
4.72%
$249,000
$248,019
$249,000
($981)
COMMUNITY HERITAGE FI
597338AJI
May10, 2027
1,137
4.43%
$249,000
$247,553
$249,000
($1,447)
CONNECT ONE BI( ENGLEWO
20786ADG7
March 23, 2026
724
0.76%
$240,000
$221,170
$213,854
$7,31S
CONNEXUSCREDITUNION
20825WBC3
_August 26,202S
S15
3.57%
$249,000
$243,980
$238,934
$5,046
CORNERSTONE BI( FARGO
219232CQ6
May 12, 2025
409
4.67%
$249,000
$247,882
$249,000
($1,118)
COUNTY SCI-IS FED CR UN
222S8.)AF8
March 17, 2026
718
4.80%
$248,000
$247,747
$248,000
($253)
CROSS RIV BKTEANECI(
227563CH4
May 19.2026
781
4.67%
$244,000
$243,136
$244,000
($864)
CUSTOMERS BK PHOENIXV
23204HNV6
March 31, 2026
732
4.99%
$243,000
$243,642
$243,000
$642 '
CY FAIR FCU HOUSTON T
23248UAAS
Nlay 19, 2027
1,146
4.38%
$249,000
$247,232
$249,000
($1,768)
DEPARTMENT OF COMM FE
24951TAVVS
November 30, 2027
1,341
4.91%
$248,000
$252,744
$246,669
$6,075 1
DISCOVER BK GREENWOOD
25467321`2
March 6, 2028
1,438
4.44%
$244,000
$244,734
$241,897
$2,837
DORT FINL CR UN GRAND
25844MAQ1
February 10, 2028
1,413
4.27%
$247,000
$245,930
$247,000
($1,070)
EAGLEBANK BETHESDA MD
27002YFO4
February 24, 2026
697
4.30%
$244,000
$241,240
$238,205
$3,03S
EMPOWER CU SYRACUSE N
291916ABO
September 29, 2028
1,645
4.94%
$248,000
$255,914
$248,000
$7,914
ENTERPRISE BANK PA
29367RICT2
May 16. 2024
48
2,61%
$245,000
$244,074
$24S,000
($926)
ESSENTIAL FED CR UN B
29669XAT5
September 20, 2028
1,636
4.87%
$248,000
$254,852
$248,000
$6,852
FEDERAL SVGS BK CHICA
31.3812EC9
February 24.2026
697
4.25%
$249,000
$245,977
$244,829
$1,148
FIDELITY BK NEW ORLEA
31617CAY9
March 16, 2026
717
4.85%
$249,000
$248,915
$249,000
($85)
FIRST FED CR UN CEDAR
32024JAN15
February 17, 2028
1,420
4.40%
$249,000
$249,219
$249,000
$219
FIRST FMRS 8K TR CONV
32016SJK0
September4, 2024
159
1.78%
$245,000
$241,234
$245,000
($3,766)
FIRST NATL BI( DAMARIS
32117BFR4
September 23, 2026
908
4.97%
$248,000
$249,493
$248,000
$1,493
FIRST NATL BK OF MICH
32114VCH8
March 15, 2028
1,447
4.56%
$249,000
$251,229
$249,000
$2,229
FIRST ST BK NEW LONDO
336793CDII
March 12.2027
1,078
4.65%
$244,000
$243,971
$244,000
($29)
FIRSTTECHNOLOGY FED
33715LEN6
February 18, 2025
326
4.86%
$248,000
$247,400
$248,000
($600)
FIRST UTD BKTR CO
33742CCS4
February 8, 2027
1,046
4.07%
$200,000
$196,458
$195,050
$1,408
FIRST WESTNBKTRMIN
33749VBP2
May 12,202S
409
4.77%
$249,000
$248,153
$249,000
($847)
FLAGSTAR BK NATL ASSN
33847GAB8
fvlarch 2, 2026
703
4.4S%
$244,000
$243,966
$241,365
$2,601
FNCB BK DUNMORE PA
30257YBSO
May 7, 2027
1,134
4.34%
$244,000
$241,870
$244,000
($2,130)
FREEDOM FIRST CR UN R
3S638CAH2
April 28.2025
395
4.77%
$248,000
$247,192
$248,000
($808)
FREEDOM NORTHWEST CR
356436AI(1
June 1, 2026
794
4.85%
$248,000
$248,238
$248,000
$238
FREESTAR FINL CR UN C
35688MAE6
February 22, 2028
1,42S
4.31%
$249,000
$248,345
$249,000
_
($655) ,
GENOA BKG CO OHIO
372348CJ9
July 31, 2024
124
1.97%
$245,000
$242,190
$245,000
($2,810)
GEORGIA BKG CO
37312PDD8
March 27, 2026
728
4,94%
$243,000
$243,369
$243,000
$369
GOLD COAST BK CHICAGO
38058KEW2
September 22, 2027
1,272
4.67%
$249,000
$250,658
$249,000
$1,658
GRAND RIV BK GRANDVIL
38644ABP3
August 2, 2024
126
2.02%
$245,000
$242,187
$245,D00
($2,813)
GREAT NORTH BK FLOREN
39103OAZ9
March 16, 2026
717
4,85%
$244,000
$243,905
$244,000
($95)
GREENSTATE CR UN NORT
39573LDVVS
October 28, 2025
578
4.76%
$248,000
$247,281
$248,000
($719)
GREENWOOD MUN FED CR
39729LAFS
June 1, 2027
1,1S9
4,43%
$249,000
$2S2,929
$249,000
$3,929
GUARDIAN CREDII UNION
40135GAA6
September 29, 2028
1,64S
4.94%
$248,000
$255,978
$248,000
$7,978
HONOLULU FIRE DEPT FL
438649AE5
August 17, 2026
871
4.44%
$249,000
$246,973
$249,000
($2,027)
HUNTINGTON N,4TL BK CO
446438SBO
May 5, 2025
402
4.81%
$244,000
$243,261
$244,000
�($739)
JOHN MARSHALL BK REST
47804GKM4
Sep_te_mber2, 2026
887
4.48%
$249,000
$247,262
$248,502
($1,240)
KEY BK NATL ASSN 01-110
49306SJ56
March 17, 202S
353
5.01%
$243,000
$242,679
$243,000
($321)
LEADERS CR UN JAC KSON
52171MAGO
March 30, 2028
1,462
4.88%
$248,000
$253,997
$248,000
$5,997
Portfolio
As of March 2024
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 LIBERTY FED CR UN EVA
S30S2LAU3
June 9 2025
437
5.10%
$248,000
$248,161
$248,000
$161
LIBERTY FIRST CR UN L
530520AES
February 3, 2028
1,406
4.26%
$249,000
$248,704
$249,000
($296)
LIVE OAK BANKING COMP
538036GU2
November 27, 2024
243
1.89%
$245,000
$239,578
$245,000
($5,422)
LUANA SVGS SK IOWA
S49104C70
March 17, 2026
718
4.44%
$244,000
$241,841
$244,000
($2,1S9)
LYONS NATL BK N Y
SS2249CHS
March 16, 2026
717
4.8S%
$244,000
$243,90S
$244,000
($9S)
MAINE SVGS FCU HAIMPDE
560507AR6
August 2S, 2028
1,610
4.75%
$248,000
$253,230
$248,000
$5,230
VIAINSTREETBANK
56065GAG3
April 26,2024
28
2.61%
$245,000
$244,459
$245,000
($541)
MANUFACTURERS TRADERS
564759SE9
March 17, 2027
1,083
4.82%
$244,000
$245,303
$244,000
$1,303
MEDALLION BK UTAH
58404DSIVI4
June 16, 2028
1,540
4.39%
$249,000
$249,640
$249,000
$640
MID AMERN CR UN WICHI
59522NAD6
May 23, 2025
420
5.00%
$248,000
$247,869
$248,000
($131)
MID MO BK SPRINGFIELD
S9541KBV8
July 17, 2024
110
1.92%
$245,000
$242,440
$245,000
($2,560)
MIDWEST BK WESTN ILL
59828PCQ1
March 23, 2026
724
4.99%
$248,000
$248,640
$248,000
$640
MINIVWESTBKREDVVOODF
60425SKB4
May3.2027
1,130
4.29%
$249,000
$246,448
$249,000
($2,552)
MORGAN STANLEY BK IN A
61690UPF1
November 29, 2024
245
1.99%
$245,000
$239,735
$245,000
($S,265)
MORGAN STANLEY PVT BK
61760AYR4
April 11, 2024
13
2.80%
$245,000
$244,708
$245,000
($292)
MOUNTAIN AMER FED CR
62384RAT3
April 28, 2026
760
4.71%
$249,000
$248,365
$249,000
($635)
NEBRASKALAIVD BK NORI H
63970MAES
September 17, 202S
537
4.81%
$249,000
$248,380
$249,000
($620)
NORI HWFST BK BOISE ID
66736ACE7
March 17, 2026
718
4.99%
$248,D00
$248,677
$248,000
$677
NLIMERICA CR UN SPOKAIN
67054NBH5
June 1, 2026
794
4.76%
$248,000
$247,727
$248,000
($273)
ONE CIVINTY BK ORE WIS
68232SDH5
October 6, 2026
921
4,79%
$248,000
$248,382
$248,000
$382
PARKSIDE FINL BK TR C
70147AEX8
September 17, 202S
537
4.62%
$249,000
$247,675
$249,000
($1,32S)
PARTNERS BK MISSION V
70212YBN1
March 17, 2025
353
5.05%
$243,000
$242,762
$243,000
($238)
PEOPLES BK CO COLDWAT
710275AC2
March 17, 2027
1,083
4.69%
$249,000
$249,406
$249,000
$406
PEOPLES SVGS BK WELLS
71224L,A69
March 8, 2027
1,074
4.43%
$244,000
$242,292
$240,906
$1,386
PINNACLE BK NASHVILLE
72345SLN9
May 8, 2026
770
4.62%
$244,000
$242,878
$244,000
($1,122)
PLAINS ST BK TEX
726S47BK7
June 21, 2024
84
2.32%
$24S,000
$243,261
$245,000
($1,740)
POINT WEST CREDIT UNI
730716AF4
AorII 13. 2026
745
4.98%
$243,000
$243,746
$243,000
$746
POPPY BK SANTA ROSA C
73319FAF6
March 18, 2025
354
1.14%
$245,000
$235,707
$245,000
($9,293)
POPULAR BK NEW YORK B
73317ARTS
March 19, 2026
720
4.76%
$247,000
$246,489
$247,000
($S11)
PORTAGE BK BELLEVUE W
73S65MAC9
March 24, 2027
1,090
4.74%
$249,000
$249,784
$249,000
$784
PREFERRED BANK LA CAL
740367HP5
August 16, 2024
140
2.03%
$245,000
$241,884
$245,000
($3,116)
RAll FCU EL PASO TEX
7S102EAG3
August 18, 2025
507
4.72%
$249,000
$248,044
$249,000
($956)
RAYMOND JAIMES BANK NA
7S472RAUS
December 30, 2024
276
1.90%
$245,000
$238,926
$245,000
($6,074)
ROGUE CR UN MEDFORD 0
7753SMAMS
January 20, 2028
1,392
5.10%
$248,000
$248,077
$248,000
$77'
SAN FRANCISCO FED CR
79772FAGI
February 3, 2028
1,406
4.36%
$216,000
$215,721
$216,000
($279)
SANDY SPRING BK OLNEY
800364EXS
March 16, 2026
717
4.90%
$244,000
$244,132
$244,000
$132
SAVANNAH BK NA FL ASSN
804767AB7
May 3, 2028
1,496
4.14%
$249,000
$246,766
$249,000
($2,234)
SAWYER SVGS BK SAUGER
BOSS08BY3
March 10, 2026
711
4.S8%
$245,000
$243,594
$243,177
$417
SECURITY ST BK WARROA
81501JAE2
May 31, 2028
1,524
4.18%
$249,000
$255,930
$249,000
$6,930
SIGNATURE FED CR UN A
82671DAC1
June 8, 2026
801
4.80%
$248,000
$248,002
$248,000
$2
SOUTHERN BK POPLAR BL
843383CS7
Nlay 17, 2028
1,510
4.22%
$249,000
$247,708
$249,000
($1,292)
SOUTHERN FIRST BK N A
84287PHU9
November 27, 2026
973
4.61%
$249,000
$248,375
$249,000
($625)
SOUTHERN MICH BKTR
8433SSBP2
November 8, 2027
1,319
4.15%
$249,000
$246,052
$249,000
($2,948)
ST VINCEN FS MED CTR C
8S279AAC6
June 16, 2027
1,174
4.60%
$249,000
$249,217
$249,000
$217
Portfolio
As of March 2024
Security Type
Issuer
CUSIP
Month, Day, Year of Maturity Date
Days to Maturity
Coupon
Par Value
Market Value
Book Value
UnrealizedP/L
Negotiable Certificates of Deposit
STATE SK INDIA NEW YO
8S628SX89
February 28, 2028
1,431
4.48%
$244,000
$245,12S
$244,000
$1,125
SYNCHRONY BK RE] AIL C
87164XZVV9
August 20, 2026
874
0.98%
$248,000
$227,064
$219,540
$7,524
TECHNOLOGY CR ON SAN
87868YAJ2
February 24 2025
332
5.01%
$248,000
$247,648
$248,000
($352)
THOMASVILLE NATL BK G
884693BY7
March 24, 202S
360
5.OS%
$248,000
$247,881
$248,000
($119)
TRANSPORTATION ALLIAN
89388CGJ1
March 17, 2025
353
S.01%
$248,000
$247,745
$248,000
($25S)
TRISTATE CAP BI< PITTS
89677DJE7
March 30, 2026
731
4.99%
$243,000
$243,700
$243,000
$700 ,
TRULIAIVT FED CR ON WI
89789AAD9
February 26, 2027
1,064
4.52%
$249,000
$248,029
$249,000
($971)
TUCSON FED CR UN ARIZ
898812AC6
September_8, 2028
1,624
4.87%
$248,000
$254,790
$248,000
$6,790
UBS BK USA SALT LAKE
90355GDI D
June 1, 2028
1,525
4.32%
$249,000
$256,348
$249,000
, $7,348
UFIRST FED CR UN PLAT
902684AA7
August 22, 2025
511
4.72%
$249,000
$248,014
$249,000
($986)
UNITED F I D BK FSB EVA
910286GAS
March 30, 2027
1,096
4.86%
$248,000
$249,887
$248,000
$1,887
UNITED HERITAGE CR ON
91334AAL7
March 21, 2025
357
5.15%
$248,000
$248,134
$248,000
$134
UNITED ROOSEVELT SVGS
91139LAF3
May 19, 2027
1,146
4.42%
$249,000
$247,596
$249,000
($1,404)
UNIVERSITY BK ANN ARB
914098DQ8
April3, 2028
1,466
4.76%
$248,000
$252,620
$248,000
$4,620
ONIVEST NATL BK TR SO
91527PBW6
Mav 5, 2028
1,498
4.14%
$249,000
$246,766
$249,000
($2,234)
UPPER PENNISUA STATE
91630PASO
December 27, 2024
273
1,80%
$245,000
$238,799
$245,000
($6,201)
IJSALLIANCE FCU RYE NE
90352RDBB
May 26.2028
1,S19
4.Sl%
$249,000
$251,024
$249,000
$2,024
UTAH CMNTY CR UN PROV
917352ACO
April 27, 2026
759
4.62%
$249,000
$247,899
$249,000
($1,101)
UTAH FIRST FED CREDIT
91739JAA3
July 14, 2028
1,568
4.S7%
$248,000
$257,826
$248,000
$9,826
VALLEYSTAR CR UN MART
92023CAE3
March 20, 2028
1,452
4.68%
$248,000
$251,618
$248,000
$3,618
VIBRANT CREDIT UNION
925S9TAN8
September 28, 2026
913
5.32%
$248,000
$251,854
$248,000
$31854
VIKING BK NATL ASSN A
926751VAA0
March 13, 2026
714
4.67%
$249,000
$247,984
$249,000
($1,016)
VISIONS FED CR ON END
92838DAE6
Seoternber 29, 2026
914
5.40%
$248,000
$252,516
$248,000
$4,516
WASHINGTON FEDERAL
938828BJ8
August23,2024
147
2.08%
$245,000
$241,781
$245,000
($3,219)
WELLS FARGO BANK NA
9497631396
Mav 24, 2024
56
2.66%
$245,000
$243,961
$245,000
($1,039)
WESTERN ALLIANCE BI( P
95763PLW9
April 28, 2025
395
4.81%
$244,000
$243,292
$244,000
($708)
Government Agency
FEDERAL HOME LOAN BKS
3130A1XJ2
June 14, 2024
77
2.89%
$2,000,000
$1,990,380
$2,089,40S
($99,025)
3130ASA82
June20,2025
448
4.28%
$500,000
$496,095
$497,010
($915)
3130ASE96
June 27, 2025
455
3.27%
$1,000,000
$979,600
$990,123
($10,523)
3130ASH77
June 28, 2024
91
3.58%
$1,000,000
$995,910
$1,000,000
($4,090)
TENNESSEE VALLEY AUTH
880591ER9
September 15, 2024
170
2.91%
$S00,000
$494,255
$526,520
($32,265)
U.S. Treasuries
U S TREASURY NOTE
91282CCJ8
June 30, 2026
823
0.95%
$10,000,000
$9,220,300
$8,978,125
$242,175
91282CEXS
June 30, 2024
93
3.02%
$10,000,000
$9,941,500
$9,840,625
$100,875
91282CHKO
June 30, 2028
1,554
4.04%
$10,000,000
$9,889,100
$9,938,281
($49,181)
912828ZVS
June 30.2027
1,188
0.57%
$10,000,000
$8,834,400
$8,611,719
$222,681
912828ZW3
June 30,202S
458
0.26%
$10,000,000
$9,440,600
$9,057,031
$383,569
CITY OF
ELSEGUNDO
Transactions
Category
$4, 000, 000
$3, 000, 000
INTEREST
$2,000,000
Interest Received
As of March 2024
Transaction Date
2023
Q2 Q3 Q4
Category
2024 0 INTEREST
Q1 Grand Total . MATURED
$4,178,840y PURCHASED
$1, 000, 000 $819, 639
$588,989
$228,OS8 $311,002 $354,992 $301,935 $383,865
$o $169,899 $268,970 $274,442 $234,002 $243,049 0
$21,022,032
$20,000,000 -
$14,951,032
$15, 000,000
MATURED
$10, 000, 000
$5,000,000
$1,390,000
$0 $245,000
$0
($2,6�)
($5, 000, 000)
($7,142,900)
($10, 000, 000)
PURCHASED ($11,678,281)',
($15,000,000)
($20,000,000)
($25,000,000)
$245,000 $721,000 $1,235,000 $745,000 $1,000,000
� $245,000 $246,000 -
($248,000) ($496,000)
($1,982,669)
April May June July August September October November December January February March Total
CITY OF
ELSEGUNDO
Compliance
Asset Class Compliance
As of March 2024
Security Type
In Compliance?
Max Weight I
Weight
Par Value
Cash
Y
100%
4.32%
$6,926,304
LAIF
Y
100%
0.03%
$43,056
CAMP - JPAP
Y
_
100%
9.79%
$15,703,952
Medium Term Notes
Y
30%
14.69%
$24,000,000
Municipal Bonds
Y
100%
2.16%
$3,500,000
Negotiable Certificates of Deposit
Y
30%
24.63%
$39,546,000
CalTRUST
Y
100%
6.40%
$10,268,587
Cash Sweep
Y
100%
5.40%
$8,671,647
Government Agency
Y
100%
3.09%
$5,000,000
U.S. Treasuries
Y
100%
29.50%
$50,000,000
Totals
100.00%
$163,659,546
Book Value
$6,926,304
$43,056
$15,703,952
$24,198,469
$3,618,365
$39,443,552
$10,000,000
$8,671,647
$5,103,058
$46,425,781
$160,134,183
Market Value
$6,926,304
$43,056
$15,703,952
$23,561,625
$ 3, 471, 845
$39,510,035
$10,268,587
$8,671,647
$4,956,240
$47,325,900
$160,439,191
Rating Compliance
As of March 2024
Security Type
Issuer
CUSIP
S&P Rating
Moody Rating
InComphance?
Market Value
Weight
Maximum %of Portfolio
CaITRUST
CalTRUST
CaITRUST
Null
Null
Y
$10,268,587
6.40%
1.00%
Cash Sweep
Bank
Cash Sweep
Null
Null
Y
$8,671,647
5.40%
1.00%
Government Agency
FEDERAL HOME LOAN BKS
3130A1XJ2
AA+
AAA
Y
$1,990,380
1.24%
100.00%
3130ASA82
AA+
AAA
Y
$496,095
0.31%
100.00%
3130ASE96
AA+
AAA
Y
$979,600
0.61%
100.00%
3130ASH77
AA+
AAA
Y
$995,910
0.62%
100.00%
TENNESSEEVALLEY AUTH
880591FR9
AA+
AAA
Y
$494,255
0.31%
100.00%
Medium Term Notes
AMAZON CON] INC
023135CP9
AA
Al
Y
$999,470
0.62%
1.00%
AMERICAN HONDA FIN CO
n2665WED9
A-
A3
Y
$995,780
0.62%
1.00%
APPLE INC
037833ECO
AA+
AAA
Y i
$442,070
0.28%
1.00%
ASTRAZENECA FINANCE L
04636NAA1
A
A2
Y
$461,865
0.29%
1.00%
BANK NOVA SCOTIA B C
06418BAES
A-
A2
Y
$944,070
0.59%
1.00%
BANK OF AMERICA CORP
06051GFX2
A-
Al
Y
$484,885
0.30%
1.00%
CANADIAN IMP BK COMNI
13607HR61
A-
A2
Y
$956,520
0.60%
1.00%
CIGNA CORP
125523A65
A-
BAA1
Y
$492,835
0.31%
1.00%
CITIGROUP INC
172967KNO
BBB+
A3
Y
$481,425
0.30%
1.00%
COCA COLA CO THE
191216CL2
A+
Al
Y
$492,305
0.31%
1.00%
COMCASTCORP
70030NBW0
A-
A3
Y
$935,410
0.58%
1.00%
DEERE JOHN CAPITAL
24422EWR6
A
Al
Y
$1,002,130
0.62%
1.00%
DEUTSCHE BKAG N Y
25160PAM9
A
Al
Y
$1,005,180
0.63%
1.00%
ESTEE LAUDER CO INC
29736RANO
A
Al
Y
$488,630
0.30%
1.00%
GOLDMAN SACHS GROUP I
38141GXJ8
BBB+
A2
Y
$490,535
0.31%
1.00%
HSBC HOLDINGS PLC
404280BB4
A-
A3
Y
$973,670
0.61%
1.00%
IBM CORP
459200ASO
A-
A3
Y
$1,063,910
0.66%
1.00%
INTEL CORP
458140CD0
A-
A3
Y
$996,750
0.62%
1.00%
INTERCONTINENTAL EXCH
45866FAD6
A-
A3
Y
$489,275
0.30%
1.00%
MEAD JOHNSON NUTRITIO
582839AH9
A-
A3
Y
$490,420
0.31%
1.00%
MITSUBISHI UFJ FIN GR
606822AJ3
A-
Al
Y
$945,330
0.59%
1.00%
NIORGAN STANLEY
61746BDZ6
A-
Al
Y
$488,375
0.30%
1.00%
ROYALBKCDA
78016EZD2
A
Al
Y
$962,080
0.60%
1.00%
STRYKER CORP
863667AH4
BBB+
BAA1
Y
$485,SSS
0-30%
1.00%
SUMITOMO MITSUI FINL
86562MAY6
A-
Al
Y
$951,620
0.59%
1.00%
TORONTO DOMINION BANK
8911SA2M3
A
Al
Y
$1,006,410
0.63%
1.00%,
TOSCO CORP
891490ARS
A-
A"'
Y
$1,OS9,920
0.66%
1.00%
TOYOTA MTR CR CORP FR
89236TKL8
A+
Al
Y
$1,018,930
0.64%
1.00%
UNITED PARCEL SERVICE
911312BT2
A
A2
Y
$492,980
0.31%
1.00%'
UNITEDHEALTH GROUP IN
91324PDN9
A+
A2
Y
$489,230
0.30%
1.00%
WELLS FARGO COMPANY
94974BGL8
BBB
A3
_Y
$974,060
0.61%
1.00%
Municipal Bonds
CONNECTICUT STTXBL S
20772KGN3
AA-
AA3
Y
$999,120
0.62%
1.00%
NEW YORK NY TXBL FISC
G4966QCA6
AA
AA2
Y
$988,980
0.62%
1.00%
ONTARIO CA INTERNAI-10
683042AJ4
AA
NSA
Y
$485,940
0.30%
1.00%
OREGON ST DEPT ADMINI
68607VT47
AAA
AA2
Y
$500,000
0.31%
1.00%
TULSA CNTY OKLA INDPT
89 )193MG9
N/A
AA2
Y
$497,805
0.31%
1.00%
U.S. Treasuries
U S 1 REASURY NOTE
91282CCJS
N/A
AAA
Y
$9,220,300
5.75%
100.00%
91282CEXS
N/A
AAA
Y
$9,941,500
6.20%
100.00%
91282CHK0
N/A
AAA
Y
$9,889,100
6.16%
100.00%
912828ZVS
Null
AAA
Y
$8,834,400
5.51%
100.00%
912828ZW3
N/A
AAA
Y
$9,440,600
5.88%
100.00%
CITY OF
ELSEGUNDO
LAIF
13
12
11
10
9
8
Y
v 7
E
c
0
0
a
a 6
5
4
3
1
0
LAI F Apportionment Rates
As of March 2024
1979 1984 1989 1994 1999 2004 2009 2014 2019 2024
Date
LAI F Diagnostics
As of March 2024
4.5
40
35
3.0
2.5
m
m
2.0
1.5
1.0 1
0.5
0.0
350
300
250
100
s0
N
d
0 8
May 1,19 Sep 1, 19 Jan 1, 20 May 1, 20 Sep 1, 20 Jan 1, 21 May 1, 21 Srl ! i,�n 1, 22 May 1, 22 Sep 1, 22 Jan 1, 23 May 1, 23 Sep 1, 23 Jan 1, 24 May 1, 24
Date (Daily Rates)
Measure Names
Average Maturity
Daily
® Quarter to Date
CITY OF
ELSEGUNDO
City Cash Flows
S20,000,000
S18,000,000
$16,000,000
S14,000,000
$13,9
S12,000,000
a
S10,000,000
$9,373,L
$8,000,000
$6,000,000
$4,000,000
$2,000,000
$0
Rolling 13-Month Cash Flow Analysis
As of March 2024
$20,789,009
a, "V"— � $7,157,055
March 2023 May 2023 July 2023 September 2023 November 2023 January 2024 March 2024
Month of Date
Measure Names
El Credits
Debits
Net Change in Cash by Year
As of March 2024
$12,489,923
$22,000,000
$10,000,000
58,000,000
56,00O,000
$4,851,6`.
54,000,000
$3,198,4:
52,000,000
a
m
$0
(52,000,000)
(54,000,000)
(46,000,000)
(58,000,000)
($10,000,000)
,765,409
,601,442
167
($10,751,520)
April May June July August September October November December January Februaiy March
Month
Years
This Year
Last Year
Two Years Ago
Historic Drawdowns
As of March 2024
Measure Names
$25,622,728 „ Delta Cash
$25,000,000 Rolling 12-Month Cumulative Drawdown
$23,1102,964
$21,769,866 $22,867.6 2.412.928
$20,000,000 $19.14 423
$19,469,689
$16,979,291 $17,052,791 $16,946,871 517,762,456
$15,585,731 1 $17,807,901
$15,466p2,119 $ 5 676,236 $16.109,241 $16.725,952
$15,000,000 I / �S14,761.32G $15.192.7 1 S14,840,702 S14.912,012
$11.850.289
$10,000,000 IhI
$30,021.393
SS
S6740,88 ,
$5,329,544 $5,497,816$5,067,055
K$3,304,4-31
$3,893 $ .37S5000000 ,.,,3.99
$2,952,653 S2
$0
1
$13,414,296 $13,305,490 $13,023,476 513 .$92
$12,489,923
$12,094,066
S11,063,937 $10,638,324
389.932 $10,784,866
$8,550,295 $9.131.765 $8,86A5,921
i$7,= 49,892 f�7 6 9 6 11 $7,271,416 .129.409
O(1 $6,178,113 I 1 &$6,802,738 n
d V V ($2,754,597)Y ($2,906,612) ( ($3,764,529 )
($3,489,461) ($3,977,017) (53,733,785)
($5,000,000) ($4,483,630) ($4,180,579) (54,012,919)1
(510,000,000)
(515,000,000)
9 Y ($7,520,128)
($9,659,128) ($9,780,664)
2013 2014 2015 2016 2017 2018 2019
Date
$3.
V Y $268,167
($742,203)
773,595) ($1,731,479)
($3,298,079)
($10,751,520) ($10,737,379)
($15,333,461)
2020 2021 2022 2023 2024
CITY OF
ELSEGUNDO
Economic Environment
5.55%
5 50% 5.49%4
5.00% 4.98%-
4, 50% 4.55%4
4.00%
3 5096
a 300%
m
z
2 5090
2.00%
1 50%
1 0096
0 50%
0 0096
5.49%
5.16%
4.68%
1 Month 2 Month
U.S.
Treasury
Yield
Curve
As of March 2024
5.54% 5.53%
5.39%
5.45% 5.28%5.4
5.27% 5.23%
5.23%
4.92%
4.95%
4.92%
0
4.78% 4.76% 4. 1 /0 4.60%
4.48%
4.58%
4.4391
% .319A
4.26% 4.27% .129A
3.95% 3.80%
3 Month 6 Month 1 Year 2 Year 3 Year 5 Year
Month
March 2023
June 2023
September 2023
December 2023
March 2024
6.0090
S.SO90
5.0090
4.5090
4.00%
3 S09'o
a
0 3 0096
2 50%
2 00%
1 500.E
1.1
1.00D'o 0.9;
0.88%
0 50%
0.4096
0 0090
U.S. Treasury Maturity Through Time
As of March 2024
2012 2013 2014 2015 2016 2017
6 02%
2018 2019 2020 2021 2022 2023 2024
Date
Measure Names
1 Month
2 Month
3 Month
6 Month
1 Year
2Year
3 Year
5 Year
m
5.5
5.0
4.5
4.0
IS
3.0
2.5
1.0
0.5
0.0
-O.S
-1.0
-1.5
-2.0
10-Year Minus 3-Month Treasury Yield Spread
As of March 2024
1984
1989 1994
1999
2004 2009 2014 2019
Date
2024
15.00%
14.00%
13 00%
12.00 %
11 00%
10.009E
9.00%
8 00%
7.00°r6
v
m
6 0096
5 00%
4.00%
3 00%
2000,6
1.009E
0 009E
-1.0096
-2.00%
Unemployment vs Inflation
As of March 2024
2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025
Date
Measure Names
Inflation Pct
Unemployment Pct
3.5
3.0
2.5
2.0
1.5
c
0 1.0
m
C
m
0.0
5-Year Breakeven Inflation Prediction
As of March 2024
vl� I
eo", Oh4N� 1
IP14
2003 2005 2007
2009
2011 2013 2015 2017 2019 2021 2023 2025
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