HomeMy WebLinkAboutMonthly Investment Report November CITY OF SEAL BEACH
Preliminary Investment Report
12/31/2023
Investments: Book Value Market Value
LAIF City 24,216,907.78 24,216,907.78
Securities 29,462,808.22 28,804,857.71
Total Investments: 53,679,716.00 53,021,765.49
Cash,Deposits,&Accrued Interest:
BMO General Account 6,110,259.82
Less outstanding checks (822,613.97)
Farmers&Merchants Bank(Parking) 3,766.47
Cash with Bank of New York 62,525.31
Total Cash&Deposits: 5,353,937.63
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Total Investments,Cash,and Deposits: 59,033,653.63
In compliance with the California Government Code Section 53646 and Resolution Number 6038;the City
Treasurer of Seal Beach hereby certifies that sufficient investment liquidity and anticipated revenue are
available to meet the City's budgeted expenditure requirements for the next six months.
Investments in this report meet the requirements of the City of Seal Beach's adopted investment policy.
Respectfully submitted, NOTED AND APPROVED:
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Barbara Arenado Jill R.Ingram
Director of Finance/City Treasurer City Manager
CITY OF SEAL BEACH
Preliminary Investments Detail Report
12/31/2023
Years to Source of Market
Issuer Settlement Date Maturity Date Interest Rate Book Value Market Value Maturity Valuation
LAIF CITY: N/A N/A 3.929% 24,216,907.78 24,216,907.78 N/A LAIF Statement
Total LAIF: 24,216,907.78 24,216,907.78
US Treasury Notes 08/06/21 08/31/25 0.250% 435,101.56 410,850.00 1.67 Bank of New York
US Treasury Notes 09/09/21 09/30/25 0.250% 491,601.56 465,625.00 1.75 Bank of New York
US Treasury Notes 03/01/22 10/31/25 0.250% 200,041.41 195,070.30 1.84 Bank of New York
US Treasury Notes 10/06/21 12/31/25 0.250% 425,790.23 404,074.20 2.00 Bank of New York
US Treasury Notes 11/08/21 11/30/25 0.375% 706,365.23 673,230.51 1.92 Bank of New York
US Treasury Notes 01/12/21 12/31/25 0.375% 139,146.88 129,762.50 2.00 Bank of New York
US Treasury Notes 04/07/21 12/31/25 0.375% 322,175.39 305,868.75 2.00 Bank of New York
US Treasury Notes 05/07/21 12/31/25 0.375% 344,367.19 324,406.25 2.00 Bank of New York
US Treasury Notes 02/26/21 01/31/26 0.375% 146,894.53 138,562.50 2.09 Bank of New York
US Treasury Notes 05/04/22 01/31/26 0.375% 204,609.38 207,843.75 2.09 Bank of New York
US Treasury Notes 07/07/21 01/31/26 0.375% 274,618.75 258,650.00 2.09 Bank of New York
US Treasury Notes 02/05/21 01/31/26 2.625% 409,370.31 358,379.71 2.09 Bank of New York
US Treasury Notes 01/06/22 01/31/26 0.375% 438,861.72 420,306.25 2.09 Bank of New York
US Treasury Notes 02/18/22 01/31/26 0.375% 628,087.30 614,293.75 2.09 Bank of New York
US Treasury Notes 03/08/21 02/28/26 0.500% 532,870.31 498,993.75 2.16 Bank of New York
US Treasury Notes 12/07/21 02/28/26 0.500% 564,367.19 535,956.25 2.16 Bank of New York
US Treasury N/B Notes 06/04/21 05/31/26 0.750% 139,693.75 129,237.50 2.42 Bank of New York
US Treasury N/B Notes 06/08/22 05/31/26 0.750% 265,780.47 267,706.25 2.42 Bank of New York
US Treasury N/B Notes 04/07/22 09/30/26 0.875% 391,315.43 390,468.75 2.75 Bank of New York
US Treasury Notes 07/07/22 02/15/27 2.250% 487,070.31 474,687.50 3.13 Bank of New York
US Treasury Notes 08/05/22 04/30/27 0.500% 625,625.00 625,078.16 3.33 Bank of New York
US Treasury Notes 01/06/23 04/30/27 2.750% 795,207.03 803,426.56 3.33 Bank of New York
US Treasury Notes 08/10/22 06/30/27 0.500% 323,709.38 324,222.64 3.50 Bank of New York
US Treasury Notes 09/06/22 08/15/27 2.250% 474,042.97 471,562.50 3.62 Bank of New York
US Treasury Notes 11/03/22 09/30/27 4.125% 203,662.70 206,409.38 3.75 Bank of New York
US Treasury Notes 12/08/22 10/31/27 4.125% 294,032.81 291,948.45 3.84 Bank of New York
US Treasury Notes 01/06/23 10/31/27 0.500% 685,539.26 707,896.88 3.84 Bank of New York
US Treasury Notes 06/05/23 12/31/27 3.875% 552,191.41 549,398.41 4.00 Bank of New York
US Treasury Notes 02/08/23 01/31/28 0.750% 689,125.00 705,500.00 4.09 Bank of New York
US Treasury N/B Notes 05/04/23 03/31/28 3.625% 302,859.38 296,812.50 4.25 Bank of New York
US Treasury N/B Notes 05/11/23 03/31/28 1.250% 364,579.10 363,234.38 4.25 Bank of New York
US Treasury N/B Notes 05/01/23 04/30/28 3.500% 482,688.67 477,573.44 4.33 Bank of New York
Inter-American Devel BK Notes 09/23/21 09/23/24 0.500% 429,681.80 416,173.35 0.73 Bank of New York
MS ST TXBL Go Bonds 08/06/20 11/01/24 0.565% 250,000.00 241,087.50 0.84 Bank of New York
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Years to Source of Market
Issuer Settlement Date Maturity Date Interest Rate Book Value Market Value Maturity Valuation
OR ST Dept Trans TXBL Rev Bonds 09/17/20 11/15/24 0.566% 195,000.00 187,396.95 0.88 Bank of New York
UNIV OF CAL TXBL REV Bonds 07/16/20 05/15/25 0.883% 100,362.00 94,917.00 1.37 Bank of New York
FL ST Board of Admin TXBL Rev Bonds 09/16/20 07/01/25 1.258% 60,424.20 56,979.00 1.50 Bank of New York
FL ST Board of Admin TXBL Rev Bonds 09/16/20 07/01/25 1.258% 155,000.00 147,195.75 1.50 Bank of New York
Los Angeles CCD, CA TABL Go Bonds 11/10/20 08/01/25 0.773% 110,000.00 103,387.90 1.59 Bank of New York
NJ Turnpike Authority Txble Rev Bonds 02/04/21 01/01/26 1.047% 60,000.00 55,992.00 2.01 Bank of New York
FHMS K043 A2 03/25/20 12/01/24 3.062% 160,336.90 149,711.84 0.92 Bank of New York
FHMS K061 A2 05/24/23 11/01/23 3.347% 193,554.01 193,880.75 -0.16 Bank of New York
FHMS K064 A2 08/18/23 03/01/27 3.224% 282,984.38 289,819.67 3.17 Bank of New York
FHLMC Multifamily Structured 08/18/23 04/01/27 3.243% 160,284.77 164,081.68 3.25 Bank of New York
_ FHLMC Multifamily Structured 08/17/23 06/01/27 3.117% 247,816.41 254,556.99 3.42 Bank of New York
( FHMS K507 Al 09/01/23 05/01/28 4.800% 263,552.59 270,123.84 4.34 Bank of New York
ry FHMS K506 Al 09/01/23 06/01/28 4.650% 142,477.89 145,903.50 4.42 Bank of New York
FHMS KJ46 Al 07/01/23 06/01/28 4.777% 229,374.82 230,382.92 4.42 Bank of New York
FHMS K505 A2 07/01/23 06/01/28 4.819% 282,796.64 284,591.71 4.42 Bank of New York
FNA 2023-M6 A2 07/01/23 07/01/28 4.190% 280,168.36 282,995.75 4.50 Bank of New York
FHMS KJ47 Al 09/01/23 08/01/28 5.272% 159,391.18 163,270.58 4.59 Bank of New York
FHMS K506 A2 09/01/23 08/01/28 4.650% 280,784.00 288,294.75 4.59 Bank of New York
FHMS K508 A2 10/19/23 08/01/28 4.740% 283,638.56 294,381.24 4.59 Bank of New York
FHMS K507 A2 10/31/23 09/01/28 4.850% 212,985.74 224,415.35 4.67 Bank of New York
FHMS K507 A2 09/01/23 09/01/28 4.800% 276,653.16 285,144.15 4.67 Bank of New York
FHMS K510 A2 11/21/23 10/01/28 5.069% 114,667.54 118,256.55 4.76 Bank of New York
FHMS K511 A2 12/07/23 10/25/28 4.860% 164,525.96 168,495.78 4.82 Bank of New York
FHMS K512 A2 12/21/23 11/01/28 5.000% 151,400.70 154,126.61 4.84 Bank of New York
Federal Home Loan Bank Notes 04/16/20 04/14/25 0.500% 278,611.20 266,016.24 1.29 Bank of New York
Fannie Mae Notes 06/05/20 04/22/25 0.625% 366,868.80 346,992.00 1.31 Bank of New York
Fannie Mae Notes 04/24/20 04/22/25 0.625% 379,217.20 361,251.94 1.31 Bank of New York
Fannie Mae Notes 10/05/20 06/17/25 0.500% 301,407.00 283,203.30 1.46 Bank of New York
r Fannie Mae Notes 06/19/20 06/17/25 0.500% 434,099.55 410,644.79 1.46 Bank of New York
\-... Freddie Mac Notes 07/23/20 07/21/25 0.375% 263,680.30 249,007.52 1.56 Bank of New York
Fannie Mae Notes 08/27/20 08/25/25 0.375% 278,689.60 262,194.80 1.65 Bank of New York
Fannie Mae Notes 10/22/20 08/25/25 0.375% 601,726.95 566,528.05 1.65 Bank of New York
Freddie Mac Notes 09/25/20 09/23/25 0.375% 403,780.95 378,329.94 1.73 Bank of New York
Freddie Mae Notes 11/12/20 11/07/25 0.500% 259,069.20 242,414.90 1.85 Bank of New York
Freddie Mae Notes 11/24/20 11/07/25 0.500% 319,878.40 298,356.80 1.85 Bank of New York
Toyota Motor Credit Corp 01/31/19 01/08/24 3.350% 166,277.10 164,936.31 0.02 Bank of New York
PFIZER Inc 04/04/19 03/15/24 2.950% 151,815.00 149,127.30 0.21 Bank of New York
Amazon.com Inc • 05/12/21 05/12/24 0.450% 164,759.10 162,086.43 0.36 Bank of New York
Novartis Capital Corp 05/11/20 02/14/25 1.750% 280,381.50 261,122.94 1.13 Bank of New York
Mastercard Inc Corporate Notes 05/06/20 03/03/25 2.000% 219,095.10 203,428.89 1.17 Bank of New York
Amazon.com Inc Corporate Notes 04/13/22 04/13/25 3.000% 249,602.50 244,605.25 1.28 Bank of New York
Bank of NY Mellon Corp 03/08/21 04/24/25 1.600% 364,677.30 341,000.58 1.32 Bank of New York
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Years to Source of Market
Issuer Settlement Date Maturity Date Interest Rate Book Value Market Value Maturity Valuation
PepsiCo Incmcorp Notes 03/08/21 04/30/25 2.750% 219,661.60 199,649.91 1.33 Bank of New York
Citigroup Inc Corp 05/04/21 05/01/25 0.981% 70,000.00 68,858.37 1.33 Bank of New York
Citigroup Inc Corp 05/04/21 05/01/25 0.981% 75,198.75 73,776.83 1.33 Bank of New York
Goldman Sachs Group Corp 02/17/21 05/22/25 3.750% 217,850.10 190,872.83 1.39 Bank of New York
JPMorgan Chase&Co Corp Notes 08/10/21 08/09/25 0.768% 90,000.00 87,095.61 1.61 Bank of New York
Bristol-Myers Squibb Co Corp 06/21/21 11/13/25 0.750% 99,994.04 94,113.92 1.87 Bank of New York
Bank of America Corp Notes 03/22/22 04/02/26 3.384% 210,000.00 204,474.06 2.25 Bank of New York
JPMorgan Chase&Co(Callable) 04/26/22 04/26/26 4.080% 265,000.00 260,867.06 2.32 Bank of New York
Microsoft Corp Notes 02/25/22 08/08/26 2.400% 353,881.50 333,805.50 2.61 Bank of New York
Paccar Financial Corp 08/11/23 08/10/26 5.050% 210,863.10 212,791.74 2.61 Bank of New York
Bank of America Corp Notes 08/11/23 08/10/26 5.050% 228,063.40 234,425.66 2.61 Bank of New York
t Target Corp Corporate Notes 01/24/22 01/15/27 1.950% 39,932.00 37,327.28 3.04 Bank of New York
4` Target Corp Corporate Notes 01/31/22 01/15/27 1.950% 174,893.25 163,306.85 3.04 Bank of New York
Home Depost Inc Corp Notes 01/30/23 09/14/27 2.800% 278,303.00 280,477.45 3.71 Bank of New York
Apple Inc Corp Notes Callabe 05/18/23 05/10/28 4.000% 425,493.00 424,213.75 4.36 Bank of New York
John Deere Capital Corp Notes 07/14/23 07/14/28 4.950% 94,858.45 97,410.72 4.54 Bank of New York
John Deere Capital Corp Notes 07/18/23 07/14/28 4.950% 116,116.65 117,918.24 4.54 Bank of New York
Citibank NA Corp Notes 09/29/23 09/29/28 5.803% 270,000.00 281,096.19 4.75 Bank of New York
Toronto Dominion Bank 10/31/22 10/25/24 5.470% 270,000.00 270,360.12 0.82 Bank of New York
Cooperat Rabobank UA/NY Cert Dep 07/20/23 07/17/26 5.080% 280,000.00 274,622.04 2.55 Bank of New York
PNC Bank Corp Notes (Callable) 12/08/22 10/25/27 3.100% 245,455.60 243,836.58 3.82 Bank of New York
Hart 2021-C A3 11/17/21 05/15/26 0.740% 34,517.99 33,604.08 2.37 Bank of New York
HAROT 08/22/23 02/18/28 5.410% 179,962.88 182,501.69 4.14 Bank of New York
TAOT 2023-D A3 11/14/23 08/15/28 5.540% 54,994.07 55,473.52 4.63 Bank of New York
TAOT 08/15/23 04/17/28 5.160% 54,987.56 56,065.81 4.30 Bank of New York
FITAT 08/23/23 08/15/28 5.530% 194,987.91 197,135.00 4.63 Bank of New York
CHIAT 2023-A1 A 09/15/23 09/15/28 5.160% 224,937.63 228,467.25 4.71 Bank of New York
AMXCA 2023-3 A 09/19/23 09/15/28 5.230% 229,989.72 233,952.62 4.71 Bank of New York
HART 2023-C A3 11/13/23 10/16/28 5.540% 79,989.48 81,474.73 4.80 Bank of New York
BACCT 2023-A2 A2 12/14/23 11/15/28 4.980% 99,986.57 101,034.44 4.88 Bank of New York
Total Securities 29,462,808.22 28,804,857.71
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