INVESTMENTS BOOK VALUE
PERCENT OF
PORTFOLIO TERM
DAYS TO
MATURITY
YIELD TO
MATURITY
Federal Credit Union CD $5,464,000.00 8.44% 1,387 1,208 3.290 Local Agency Investment Fund $6,321,730.27 9.77% 1 1 2.173 Corporate Notes $1,436,856.02 2.22% 1,696 636 3.701
Federal Agency Coupon Securities $8,214,282.97 12.69% 940 758 3.228 Federal Agency Discount Amortizing $8,647,097.37 13.36% 129 94 4.441 Treasury Coupon Securities* $19,893,218.21 30.74% 770 569 2.821 Federal Agency Callable $9,497,122.61 14.67% 1,436 468 2.500 Certificate of Deposit - Bank $4,693,368.88 7.25% 1,549 753 2.102 Municipal Bonds $550,000.00 0.85% 1,507 711 0.831
Total Investments and Averages $64,717,676.33 100.00% 864 529 2.969 * Value includes a pending redemption/maturity due 12/31/2022 in the amount of $500,000 received on 01/03/2023
TOTAL INTEREST EARNED
I certify that this report accurately reflects all City pooled investments Daniel Fox and is in conformity with the investment policy of the City of Diamond Bar City Treasurer approved by City Council and on file in the City Clerk's office. The investment program herein provides sufficient cash flow liquidity to meet the next six months estimated expenditures.
$149,698.83 $771,201.86
CITY OF DIAMOND BAR
INVESTMENT PORTFOLIO SUMMARY REPORT
December 31, 2022
MONTH ENDING FISCAL YEAR-TO-DATE
December 31, 2022 2022-23
City of Diamond Bar
Portfolio Management
December 31, 2022
City of Diamond Bar
21810 Copley Drive
Diamond Bar, CA
(909)839-7053
Portfolio Summary
% of
Portfolio
Book
Value Investments
Market
Value
Par
Value
Days to
Term Maturity
YTM/C
Federal Credit Union CD 5,464,000.00 5,398,725.46 5,464,000.00 8.51 1,387 1,208 3.290 Local Agency Investment Funds 6,321,730.27 6,240,340.61 6,321,730.27 9.84 1 1 2.173 Corporate Notes 1,500,000.00 1,434,196.17 1,436,856.02 2.24 1,696 636 3.701 Federal Agency Coupon Securities 8,250,000.00 8,214,488.64 8,214,282.97 12.79 940 758 3.228 Federal Agency Disc. -Amortizing 8,750,000.00 8,647,097.37 8,647,097.37 13.47 129 94 4.441 Treasury Coupon Securities 19,500,000.00 19,238,906.57 19,393,218.21 30.20 770 569 2.821 Federal Agency Callable 9,500,000.00 9,136,023.00 9,497,122.61 14.79 1,436 468 2.500 Certificate of Deposit 4,694,000.00 4,552,524.13 4,693,368.88 7.31 1,549 753 2.102 Municipal Bonds 550,000.00 515,303.85 550,000.00 0.86 1,507 711 0.831 64,217,676.33 100.00%
Investments
64,529,730.27 63,377,605.80 865 529 2.970
Cash, Pending Redemptions
64,717,676.33 Total Cash, Pending Redemptions
and Investments
Subtotal 500,000.00
65,029,730.27 63,877,605.80
500,000.00
865 529 2.970
Pending Redemptions 500,000.00 500,000.00 500,000.00
Current Year
December 31
149,698.83
Fiscal Year To Date
771,201.86
Average Daily Balance
Effective Rate of Return
61,683,437.27 63,431,001.23
2.86% 2.41%
Total Earnings Month Ending
__________________________________________________ ____________________ Jason M. Jacobsen, Finance Director
Portfolio POOL
AP
Reporting period 12/01/2022-12/31/2022
Run Date: 01/24/2023 - 15:52 PM (PRF_PM1) 7.3.0
Report Ver. 7.3.6.1
02/01/2023
Days to
Maturity
Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of Diamond Bar
YTM/C
CUSIP Investment # Term
Purchase
Date
Federal Credit Union CD
06251A3K4 10402 America's Credit Union 12/16/2021 248,000.00 227,139.23 248,000.00 1.350 1,826 1,445 1.350 12/16/2026 02589ACS9 10419 American Express Bank 05/18/2022 246,000.00 244,052.66 246,000.00 3.100 1,097 869 3.100 05/19/2025 03784JTK0 10443 Apple Bank For Savings 07/22/2022 248,000.00 248,000.00 248,000.00 3.200 731 568 3.200 07/22/2024 052392BT3 10495 AUSTIN TELCO FCU 09/21/2022 249,000.00 249,000.00 249,000.00 3.800 1,826 1,724 3.800 09/21/2027 07181JAG9 10444 Baxter Credit Union 07/22/2022 248,000.00 248,000.00 248,000.00 3.150 731 568 3.150 07/22/2024 14042THZ3 10453 Capital One Bank USA 07/27/2022 248,000.00 248,000.00 248,000.00 3.500 1,826 1,668 3.500 07/27/2027 16863LAE5 10502 CHIEF FINANCIAL FCU 10/12/2022 249,000.00 249,000.00 249,000.00 4.600 1,098 1,017 4.600 10/14/2025 20367GBD0 10440 Community Commerce Bank 07/27/2022 248,000.00 248,000.00 248,000.00 3.050 1,280 1,122 3.050 01/27/2026 20825WBC3 10474 Connexus CU 08/26/2022 248,000.00 248,000.00 248,000.00 3.500 1,096 968 3.500 08/26/2025 39573LAV0 10255 GREENSTATE CREDIT UNION 02/26/2021 248,000.00 224,875.74 248,000.00 0.650 1,826 1,152 0.650 02/26/2026 42228LAH4 10496 HEALTHCARE SYSTEMS FCU 09/21/2022 249,000.00 249,000.00 249,000.00 3.600 1,461 1,359 3.600 09/21/2026 856285E98 10410 State Bank of India 01/31/2022 248,000.00 230,670.75 248,000.00 1.750 1,827 1,492 1.750 02/01/2027 472207AE9 10491 JEANNE D'ARC CREDIT UNION 09/30/2022 249,000.00 249,000.00 249,000.00 3.800 1,826 1,733 3.800 09/30/2027 55026MAE5 10487 LUMINATE BANK 09/15/2022 249,000.00 249,000.00 249,000.00 3.400 1,826 1,718 3.400 09/15/2027 795451BQ5 10461 Sallie Mae Bank 07/06/2022 248,000.00 248,000.00 248,000.00 3.400 1,097 918 3.400 07/07/2025 89235MNT4 10442 Toyota Financial SGS Bank 07/22/2022 248,000.00 248,000.00 248,000.00 3.400 1,826 1,663 3.400 07/22/2027 914242AA0 10492 UNIVERSITY CREDIT UNION 09/26/2022 249,000.00 249,000.00 249,000.00 4.000 1,096 999 4.000 09/26/2025 90352RCM5 10424 US ALLIANCE FED CREDIT UNION 05/31/2022 249,000.00 246,987.08 249,000.00 3.100 1,095 880 3.100 05/30/2025 917352AA4 10454 Utah Community Fed Cr Union 07/27/2022 248,000.00 248,000.00 248,000.00 3.150 730 572 3.150 07/26/2024 06543PDA0 10494 BANK OF THE VALLEY NE 09/30/2022 249,000.00 249,000.00 249,000.00 4.100 1,826 1,733 4.100 09/30/2027 91823MBE4 10499 VCC BANK 10/14/2022 249,000.00 249,000.00 249,000.00 4.250 1,461 1,382 4.250 10/14/2026 92348DAA7 10500 VERIDIAN CU 10/24/2022 249,000.00 249,000.00 249,000.00 4.500 1,096 1,027 4.500 10/24/2025 Subtotal and Average 5,464,000.00 5,464,000.00 5,398,725.46 5,464,000.00 1,387 1,208 3.290 Local Agency Investment Funds
LAIF 10028 Local Agency Investment Fund 6,321,730.27 6,240,340.61 6,321,730.27 2.173 1 1 2.173 Subtotal and Average 6,086,246.40 6,321,730.27 6,240,340.61 6,321,730.27 1 1 2.173 Corporate Notes
06048WR36 10515 Bank of America Corp. 12/27/2022 500,000.00 440,527.67 440,527.67 2.000 1,638 1,633 5.000 06/22/2027 89236TDK8 10223 Toyota MTR Credit Corp 02/28/2019 500,000.00 493,644.50 497,224.52 2.250 1,693 290 3.001 10/18/2023 931142DH3 10216 Walmart Inc. 06/27/2018 500,000.00 500,024.00 499,103.83 2.550 1,749 100 3.251 04/11/2023 Subtotal and Average 1,067,112.60 1,500,000.00 1,434,196.17 1,436,856.02 1,696 636 3.701 Federal Agency Coupon Securities
3133ENA83 10446 Federal Farm Credit Bank 07/18/2022 500,000.00 499,688.09 499,688.09 3.000 358 191 3.120 07/11/2023 Portfolio POOL
AP
Run Date: 01/24/2023 - 15:52 PM (PRF_PM2) 7.3.0
Report Ver. 7.3.6.1
Days to
Maturity
Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of Diamond Bar
YTM/C
CUSIP Investment # Term
Purchase
Date
Federal Agency Coupon Securities
3133ENZG8 10458 Federal Farm Credit Bank 07/11/2022 500,000.00 502,321.98 502,321.98 3.375 1,075 901 3.176 06/20/2025 3130ARHG9 10416 Federal Home Loan Bank 03/29/2022 2,000,000.00 1,974,200.00 1,995,073.47 2.125 701 423 2.344 02/28/2024 3130ASGU7 10432 Federal Home Loan Bank 06/16/2022 1,000,000.00 1,020,268.00 999,188.86 3.500 1,821 1,622 3.520 06/11/2027 3130ASJ59 10447 Federal Home Loan Bank 07/18/2022 1,000,000.00 1,007,513.18 1,007,513.18 3.375 1,425 1,258 3.141 06/12/2026 3130ASDS5 10460 Federal Home Loan Bank 07/08/2022 1,000,000.00 994,970.35 994,970.35 2.750 721 544 3.099 06/28/2024 3130AMRY0 10479 Federal Home Loan Bank 09/21/2022 1,000,000.00 984,003.63 984,003.63 0.125 254 152 4.031 06/02/2023 3130AT6G7 10483 Federal Home Loan Bank 09/22/2022 750,000.00 742,698.61 742,698.61 3.500 722 621 4.100 09/13/2024 45818WED4 10498 INTER-AMERICAN DEV. BANK 09/13/2022 500,000.00 488,824.80 488,824.80 2.980 1,731 1,621 3.902 06/10/2027 Subtotal and Average 8,212,325.19 8,250,000.00 8,214,488.64 8,214,282.97 940 758 3.228 Federal Agency Disc. -Amortizing
313384DS5 10485 Federal Home Loan Bank 09/27/2022 750,000.00 742,923.33 742,923.33 3.860 184 88 3.992 03/30/2023 313384AJ8 10505 Federal Home Loan Bank 11/04/2022 1,000,000.00 999,120.00 999,120.00 3.960 66 8 4.044 01/09/2023 313384CK3 10506 Federal Home Loan Bank 11/30/2022 1,000,000.00 993,104.58 993,104.58 4.355 89 57 4.464 02/27/2023 313384FK0 10508 Federal Home Loan Bank 11/28/2022 2,000,000.00 1,967,499.17 1,967,499.17 4.535 163 129 4.694 05/10/2023 313384DC0 10509 Federal Home Loan Bank 11/30/2022 1,000,000.00 990,935.00 990,935.00 4.410 106 74 4.530 03/16/2023 313384GY9 10510 Federal Home Loan Bank 12/20/2022 1,000,000.00 979,019.45 979,019.45 4.550 178 166 4.719 06/16/2023 313384HY8 10511 Federal Home Loan Bank 12/07/2022 1,000,000.00 975,458.34 975,458.34 4.650 215 190 4.832 07/10/2023 313396AK9 10514 Federal Home Loan Mtg Corp 12/28/2022 1,000,000.00 999,037.50 999,037.50 3.850 13 9 3.909 01/10/2023 Subtotal and Average 7,878,768.04 8,750,000.00 8,647,097.37 8,647,097.37 129 94 4.441 Treasury Coupon Securities
91282CDQ1 10403 U.S. Treasury 01/04/2022 1,000,000.00 925,664.00 995,868.21 1.250 1,822 1,460 1.357 12/31/2026 91282CED9 10415 U.S. Treasury 03/22/2022 3,000,000.00 2,903,439.00 2,965,738.64 1.750 1,089 804 2.290 03/15/2025 912828WJ5 10417 U.S. Treasury 04/25/2022 2,000,000.00 1,983,672.00 1,994,174.43 2.500 751 500 2.720 05/15/2024 912828Y87 10434 U.S. Treasury 06/08/2022 1,000,000.00 975,742.00 985,050.62 1.750 784 577 2.730 07/31/2024 9128286Z8 10435 U.S. Treasury 06/14/2022 1,000,000.00 976,875.00 978,871.74 1.750 747 546 3.222 06/30/2024 91282CEW7 10436 U.S. Treasury 07/14/2022 1,000,000.00 1,009,763.81 1,009,763.81 3.250 1,812 1,641 3.014 06/30/2027 9128285J5 10445 U.S. Treasury 07/18/2022 1,000,000.00 996,636.92 996,636.92 3.000 1,201 1,034 3.125 10/31/2025 912828P38 10452 U.S. Treasury 07/25/2022 4,000,000.00 3,996,336.84 3,996,336.84 1.750 190 30 2.889 01/31/2023 9128285C0 10456 U.S. Treasury 07/11/2022 1,000,000.00 995,872.32 995,872.32 3.000 1,177 1,003 3.158 09/30/2025 91282CEU1 10459 U.S. Treasury 07/08/2022 1,000,000.00 995,890.03 995,890.03 2.875 1,073 896 3.051 06/15/2025 9128284A5 10463 U.S. Treasury 08/09/2022 2,000,000.00 1,998,839.29 1,998,839.29 2.625 203 58 2.992 02/28/2023 912828UN8 10476 U.S. Treasury 08/18/2022 500,000.00 499,436.72 499,436.72 2.000 181 45 2.934 02/15/2023 912828T26 10482 U.S. Treasury 09/21/2022 1,000,000.00 980,738.64 980,738.64 1.375 374 272 4.039 09/30/2023 Subtotal and Average 19,871,679.92 19,500,000.00 19,238,906.57 19,393,218.21 770 569 2.821 Portfolio POOL
AP
Run Date: 01/24/2023 - 15:52 PM (PRF_PM2) 7.3.0
Days to
Maturity
Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of Diamond Bar
YTM/C
CUSIP Investment # Term
Purchase
Date
Federal Agency Callable
3133EMSH6 10258 Federal Farm Credit Bank 03/03/2021 500,000.00 463,515.50 500,000.00 0.790 1,826 1,157 0.790 03/03/2026 3133EMVS8 10259 Federal Farm Credit Bank 04/14/2021 500,000.00 468,659.00 500,000.00 0.690 1,461 103 0.690 04/14/2025 3133ENKG4 10397 Federal Farm Credit Bank 01/11/2022 1,000,000.00 933,642.00 1,000,000.00 1.470 1,826 375 1.470 01/11/2027 3133ENMA5 10405 Federal Farm Credit Bank 01/26/2022 1,500,000.00 1,417,582.50 1,500,000.00 1.840 1,826 1,486 1.840 01/26/2027 3133ENH52 10475 Federal Farm Credit Bank 08/23/2022 500,000.00 500,000.00 500,000.00 4.030 1,826 53 4.030 08/23/2027 3130AL7M0 10254 Federal Home Loan Bank 02/24/2021 500,000.00 460,993.50 499,527.92 0.625 1,826 54 0.701 02/24/2026 3130AQKJ1 10406 Federal Home Loan Bank 01/28/2022 1,500,000.00 1,398,064.50 1,500,000.00 1.700 1,826 27 1.700 01/28/2027 3130ARYU9 10428 Federal Home Loan Bank 05/23/2022 1,000,000.00 994,442.00 1,000,000.00 3.000 641 418 3.000 02/23/2024 3130AUE59 10512 Federal Home Loan Bank 12/30/2022 1,000,000.00 1,000,000.00 1,000,000.00 4.770 304 88 4.778 10/30/2023 3130AUDL5 10513 Federal Home Loan Bank 12/30/2022 750,000.00 750,000.00 750,000.00 4.550 1,826 729 4.550 12/30/2027 3134GXYM0 10433 Federal Home Loan Mtg Corp 06/28/2022 750,000.00 749,124.00 747,594.69 3.125 731 86 3.567 06/28/2024 Subtotal and Average 7,859,957.13 9,500,000.00 9,136,023.00 9,497,122.61 1,436 468 2.500 Certificate of Deposit
066519QK8 10256 BANK UNITED NA 03/05/2021 248,000.00 224,768.35 248,000.00 0.650 1,826 1,159 0.000 03/05/2026 14042RRH6 10429 Capital One Bank 05/18/2022 248,000.00 246,036.83 248,000.00 3.100 1,097 869 3.100 05/19/2025 17312QJ67 10213 CIT Bank 04/24/2018 248,000.00 248,903.96 248,000.00 3.000 1,826 113 3.002 04/24/2023 254673F68 10431 Discover Bank 06/01/2022 246,000.00 244,005.19 246,000.00 3.100 1,097 883 3.100 06/02/2025 246399AB5 10451 Deleware Police Fed Credit Uni 07/20/2022 246,000.00 245,368.88 245,368.88 3.000 618 453 3.210 03/29/2024 29278TKJ8 10230 EnerBank USA 08/07/2019 247,000.00 241,213.04 247,000.00 2.150 1,827 584 2.152 08/07/2024 33646CLX0 10248 First Source Bank 03/11/2020 242,000.00 241,036.36 242,000.00 1.400 1,036 10 1.401 01/11/2023 38149MZJ5 10260 Goldman Sachs Bank 09/08/2021 248,000.00 225,703.81 248,000.00 1.050 1,826 1,346 1.051 09/08/2026 45581EAS0 10212 Indust & Comm Bank China 03/29/2018 248,000.00 248,875.94 248,000.00 2.900 1,826 87 2.902 03/29/2023 48128UDS5 10250 JP Morgan Chase 05/28/2020 248,000.00 231,727.23 248,000.00 1.000 1,826 513 1.001 05/28/2025 59001PAS8 10457 Meritrust Fed CU 07/08/2022 248,000.00 248,000.00 248,000.00 3.350 1,096 919 3.350 07/08/2025 61747MH95 10209 Morgan Stanley Bank 02/01/2018 246,000.00 246,614.75 246,000.00 2.650 1,826 31 2.651 02/01/2023 61760AZR3 10226 Morgan Stanley Bank 05/02/2019 246,000.00 243,893.01 246,000.00 2.750 1,827 487 2.753 05/02/2024 70962LBH4 10414 Pentagon Federal Credit Union 03/22/2022 248,000.00 234,447.30 248,000.00 1.800 1,462 1,177 1.800 03/23/2026 70320KAX9 10257 Pathfinder Bank 03/11/2021 249,000.00 225,981.94 249,000.00 0.700 1,826 1,165 0.000 03/11/2026 75472RAE1 10233 Raymond James Bank NA 08/23/2019 247,000.00 240,310.01 247,000.00 2.000 1,827 600 2.002 08/23/2024 87165GR79 10430 Synchrony Bank 05/20/2022 248,000.00 246,033.11 248,000.00 3.100 1,096 870 3.100 05/20/2025 88413QDM7 10455 Third Fed Savings & Loan 07/27/2022 245,000.00 245,000.00 245,000.00 3.400 1,826 1,668 3.402 07/27/2027 90348JS92 10261 UBS Bank USA 09/09/2021 248,000.00 224,604.42 248,000.00 0.950 1,826 1,347 0.000 09/09/2026 Subtotal and Average 4,693,347.98 4,694,000.00 4,552,524.13 4,693,368.88 1,549 753 2.102 Portfolio POOL
AP
Run Date: 01/24/2023 - 15:52 PM (PRF_PM2) 7.3.0
Days to
Maturity
Par Value Book Value
Maturity
Date
Stated
Market Value Rate
December 31, 2022
Portfolio Details - Investments
Average
Balance Issuer
Portfolio Management
City of Diamond Bar
YTM/C
CUSIP Investment # Term
Purchase
Date
Municipal Bonds
13032UXL7 10252 CALIF STATE HLTH FACS AUTH 11/04/2020 200,000.00 189,923.60 200,000.00 0.752 1,305 517 0.752 06/01/2024 13032UXM5 10253 CALIF STATE HLTH FACS AUTH 11/04/2020 250,000.00 231,621.25 250,000.00 0.952 1,670 882 0.952 06/01/2025 13077DMK5 10251 California St Univ Rev-Bond 09/17/2020 100,000.00 93,759.00 100,000.00 0.685 1,506 670 0.685 11/01/2024 Subtotal and Average 550,000.00 550,000.00 515,303.85 550,000.00 1,507 711 0.831 Wells Fargo Sweep Account
SWEEP 10036 Wells Fargo 07/01/2012 0.00 0.00 0.00 0.010 1 1 0.010 Subtotal and Average 0.00 0.00 0.00 0.00 0 0 0.000
Total and Average 61,683,437.27 64,529,730.27 63,377,605.80 64,217,676.33 865 529 2.970 Portfolio POOL
AP
Run Date: 01/24/2023 - 15:52 PM (PRF_PM2) 7.3.0
Days to
Maturity
Par Value Book Value
Stated
Market Value Rate
December 31, 2022
Portfolio Details - Cash
Average
Balance Issuer
Portfolio Management
City of Diamond Bar
YTM/C
CUSIP Investment # Term
Purchase
Date
0.00 61,683,437.27 64,529,730.27 865 529 2.970
Average Balance 0 0
Total Cash and Investments 63,377,605.80 64,217,676.33
Portfolio POOL
AP
Run Date: 01/24/2023 - 15:52 PM (PRF_PM2) 7.3.0
Par Value
Mat/Sale
Settlement Date
December 31, 2022
Portfolio Details - Pending Redemptions
Issuer
Portfolio Management
City of Diamond Bar
Security # Investment #
Purchase
Settlement Date
Treasury Coupon Securities
912828N30 10471 U.S. Treasury 08/17/2022 12/31/2022 500,000.00 Subtotal 500,000.00
Total Pending Redemptions 500,000.00
Portfolio POOL
AP
Run Date: 01/24/2023 - 15:52 PM (PRF_PM7) 7.3.0
Report Ver. 7.3.6.1
December 2021 through December 2022
Activity Summary
Month
Portfolio Management
End Year
Number of
Securities
Total
Invested
360
Equivalent
365
Equivalent
Managed
Pool
Rate
Average
Term
Average
Days to Maturity
City of Diamond Bar
Number
of Investments
Purchased
Number
of Investments
Redeemed
Yield to Maturity
December 2021 45 51,477,482.73 0.585 0.593 0.230 1 0 389 116 January 2022 48 56,246,085.04 0.662 0.671 0.230 5 0 513 157 February 2022 48 57,478,742.11 0.686 0.696 0.230 2 0 506 170 March 2022 48 57,430,553.33 0.861 0.873 0.230 3 0 585 257 April 2022 49 59,203,934.30 1.059 1.074 0.523 2 0 573 310 May 2022 51 59,961,006.62 1.187 1.204 0.684 5 0 572 310 June 2022 53 61,917,778.75 1.392 1.411 0.861 5 2 606 344 July 2022 70 63,687,029.25 1.887 1.913 1.090 19 1 768 502 August 2022 78 59,676,386.12 2.288 2.320 1.276 9 3 823 543 September 2022 88 64,797,795.87 2.432 2.466 1.276 13 3 817 547 October 2022 89 63,871,515.94 2.538 2.573 1.513 4 2 835 546 November 2022 92 60,833,576.09 2.786 2.825 1.772 5 5 870 557 December 2022 93 64,217,676.33 2.937 2.978 2.173 6 3 865 529 Average 66 60,061,504.81 1.638% 1.661% 0.930 6 1 671 376 Portfolio POOL
AP
Run Date: 01/24/2023 - 15:52 PM (PRF_PM4) 7.3.0
Report Ver. 7.3.6.1