Attachment A
City of Pasadena
Quarterly Investment Report
Quarter Ending 3/31/2022
Prepared by the Department of Finance
Treasury Division
Quarterly Investment Report
1. Pooled Investment Portfolio
Il. Capital Endowment Portfolio
III. Power Reserve Portfolio
IV. Miscellaneous Portfolios
V. Investments Held by Trustees
VI. PARS Section 115 Trust
I. Pooled Investment Portfolio
CITY OF PASADENA
SO OF PABADE Treasurer's Pooled Investment Portfolio
Vicken Erganian
City Treasurer
March 2022
PORTFOLIO COMPLIANCE
The Treasurer's investment portfolio is in compliance with the California Government Code Section 53601 and the City's Investment Policy approved by the City Council on May 24, 2021. The holdings in the investment pool are in compliance with the current investment policy statement. Further information on compliance issues can be obtained by calling the City of Pasadena Treasurer's Office. A complete copy of the monthly investment report on the investment portfolio including a detailed listing of each investment, is available by calling the Treasurer's office at (626)744-4422.
PORTFOLIO STRUCTURE AS OF 3/31/2022
TYPE MARKET VALUE PERCENT
Money Market- LAIF Cash in Bank
CAMP 0.48% Certificates of
Certificates of Deposit 1,250,000 0.21% Commercial 15.84%
0.00% Deposit
Paper 0.21%
Municipal Bonds 37,929,864 6.37% 1.66%
Supranationals
4.03% 634%
Corporate Bonds 83,911,580 14.08%
Federal Agencies 293,823,994 49.32% US Treasury
8.029
US Treasury Securities 47,769,346 8.02% Corp Bond
14.08%
Supernationals 23,994,552 4.03%
Commercial Paper 9,884,650 1.66%
Money Market-CAMP 9,787 0.00%
LAIF 94,349,844 15.84%
Cash in Bank 2,875,749 0.48%
TOTALS: 595,799,367 100.00% Fed Agency
49.32%
Accrued Interest Receivable 1,035,569
GRAND TOTAL: 596,834,937
PORTFOLIO LIQUIDITY AS OF 3/31/2022
Percent of
Aging Interval Par Value Portfolio
0-30 Days 99,735,380 16.06%
31 days - 1 Year 37,800,000 6.09%
1 - 2 Years 81,570,000 13.13%
2-3 Years 135,000,000 21.74%
3-4 Years 227,117,778 36.57%
4 - 5 Years 39,873,000 6.42%
Over 5 Years 0.00%
TOTAL: 621,096,158 100.00%
PORTFOLIO STATISTICS
Mar-22 Feb-22 Jan-22 Dec-21 Nov-21 Oct-21
Month-End Market Value 596,834,937 612,258,268 616,238,689 605,016,569 586,456,156 584,667,218 Modified Duration 2.30 2.37 2.37 2.43 2.50 2.56
Weighted Average Maturity 2.40 2.43 2.44 2.49 2.57 2.62 Current Book Yield to Maturity 0.757% 0.756% 0.731% 0.712% 0.707% 0.728% Effective Yield - Year to Date 0.790% 0.800% 0.810% 0.830% 0.850% 0.880% Interest Earned 371,790 383,769 367,989 349,365 357,653 346,176 Fiscal Year To Date Interest Earned 3,310,395 2,938,605 2,554,836 2,186,846 1,837,481 1,479,828 Fair Value Change Gain/(Loss) (10,636,109) (3,030,927) (5,204,973) (1,203,885) (763,342) (2,800,036) Fiscal Year To Date change in fair value (24,292,085.45) (13,655,976.79) (10,625,050.00) (5,420,077.23) (4,216,193) (3,452,851) Total Fiscal YTD Earnings (20,981,690) (10,717,372) (8,070,214) (3,233,231) (2,378,712) (1,973,022) 1 Monthly for Pool
Portfolio Management
Portfolio Details - Investments
March 31, 2022
Average Purchase Stated YTM Daysto Maturity
CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date LAIF
SYS864 864 Local Agency Investment Fund 68,000,001.00 68.000,001.00 68,000,001.00 0.320 0.320 - → SYS14053 14053 LAIF-COVID Relief Funds Acct 26,349,842.83 26,349,842.83 26,349,842.83 0.320 0.320 Subtotal and Average 99,317,585.77 94,349,843.83 94,349,843.83 94,349,843.83 0.320 1 Money Market Fund-CAMP
SYS13824 13824 California Asset Management Pr 9,787.19 9,787.19 9,787.19 0.394 0.399 Subtotal and Average 1,969.93 9,787.19 9,787.19 9,787.19 0.399 Collateralized Money Market
SYS13067 13067 EAST WEST BANK 0.00 0.00 0.00 0.100 0.100 1 Subtotal and Average 780,296.46 0.00 0.00 0.00 0.000
Municipal Bonds
13063DADO 13605 STATE OF CALIFORNIA GO BONDS 04/27/2017 2,500,000.00 2,500,000.00 2,500,000.00 2.367 Aa2 2.367 0 04/01/2022 446216HF3 13862 Huntington Beach CA Public Fin 08/12/2020 500,000.00 499,900.00 500,000.00 0.469 AA 0.469 30 05/01/2022 378612AC9 13719 City of Glendora 09/05/2019 820,000.00 821,467.80 820,000.00 1,812 AAA 1.812 61 06/01/2022 502516QW0 13805 La Canada Unified School Distr 04/28/2020 500,000.00 500,825.00 500.000.00 1.550 Aa1 1.550 122 08/01/2022 839278JV1 13749 South Pasadena Unified School 12/12/2019 230,000.00 233,036.00 232,335.38 5.000 Aa2 1.863 122 08/01/2022 169548FH2 13924 Chino Public Financing Authori 03/25/2021 1,000,000.00 997,000.00 1,000,000.00 0.653 AA 0.653 153 09/01/2022 923078CS6 13818 Ventura Cnty CA Public Fing Au 06/11/2020 750,000.00 747,922.50 750,000.00 0.848 Aat 0.848 214 11/01/2022 76913CAX7 13810 RIVERSIDE CALIFORNIA POB 05/06/2020 1,000,000.00 1,003,660.00 1,000,000.00 2.363 AA 2.364 320 02/15/2023 088006JX0 13868 Beverly Hills PFA 10/15/2020 500,000.00 491,375.00 500,000.00 0.499 AA+ 0.499 426 06/01/2023 684100AB6 13915 City of Orange Taxable Pension 03/15/2021 1,500,000.00 1,473,465.00 1,500,000.00 0.391 AA 0.391 426 06/01/2023 13017HAK2 13885 STATE OF CALIFORNIA 11/24/2020 1,000,000.00 990,810.00 1,000,000.00 1.477 A 1.477 456 07/01/2023 502516QX8 13806 La Canada Unified School Distr 04/28/2020 500,000.00 495,915.00 500,000.00 1.650 Aa1 1.650 487 08/01/2023 671205Y55 13821 Oak Grove CA Sch Dist 06/25/2020 500,000.00 492,720.00 500,000.00 1.078 Aa3 1.078 487 08/01/2023 692020T34 13841 Oxnard School District 09/03/2020 500,000.00 489,640.00 500,000.00 0.692 AA 0.692 487 08/01/2023 119144AV5 13738 Buena Park Community RDA 11/13/2019 1,240,000.00 1.232,994.00 1,240,000.00 2.033 AA- 2.025 518 09/01/2023 29634EEE8 13744 Escondido Lease Revenue Bonds 11/26/2019 830,000.00 828,530.90 830,000.00 2.085 AA- 2.085 518 09/01/2023 13077DMJ8 13830 California State Univ Revenur 09/17/2020 2,000,000.00 1,941,760.00 2,000,000.00 0.475 Aa2 0.475 579 11/01/2023 088006JM4 13710 Beverly Hills PFA 08/08/2019 1,000,000.00 989,690.00 1,000,000.00 2.125 AA+ 2.125 792 06/01/2024 088006JY8 13869 Beverly Hills PFA 10/15/2020 750,000.00 720,457.50 750,000.00 0.730 AA+ 0.730 792 06/01/2024 684100AC4 13916 City of Orange Taxable Pension 03/15/2021 1,500,000.00 1,438,575.00 1,500,000.00 0.587 AA 0.587 792 06/01/2024 839278JX7 13748 South Pasadena Unified School 12/12/2019 325,000.00 342,605.25 346,077.76 5.000 Aa2 2.070 853 08/01/2024 799408Z77 SAN RAMON VLY CA UNIF SCH DIST 10/20/2020 1,500,000.00 1,433,595.00 1,500,000.00 0.580 Aat 0.580 853 08/01/2024 9523474U3 13971 West Coast Contra Unified Scho 06/17/2021 1,000,000.00 952,570.00 1,000,000.00 0.575 0.575 853 08/01/2024 AA
13077DMK5 13829 California State Univ Revenur 09/17/2020 2.000,000.00 1,894,320.00 2,000,000.00 0.685 Aa2 0.685 945 11/01/2024 039063AD4 13882 City of Arcadia 11/12/2020 675,000.00 642,654.00 675,000.00 0.982 Aaa 0.982 975 12/01/2024 Portfolio PASD
Data Updated: SET_POOL: 04/17/2022 09:00 AP
Run Date: 04/17/2022 - 09:01 PM (PRF_PM2) 7.3.0
2 Report Ver. 7.3.6.1
Monthly for Pool
Portfolio Management
Portfolio Details - Investments
March 31, 2022
Average Purchase Stated YTM Days to Maturity
CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Municipal Bonds
80136PDB6 13894 SANTA BARBARA CNTY CA SOLID WA 12/18/2020 300,000.00 305,577.00 323,813.13 3.670 A1 0.650 975 12/01/2024 446216HJ5 13861 Huntington Beach CA Public Fin 08/12/2020 300,000.00 281,976.00 300,000.00 0.943 AA 0.943 1.126 05/01/2025 91412HGE7 13827 UNIVERSITY OF CA REVENUE BONDS 07/16/2020 1,000,000.00 939,950.00 1,000,000.00 0.883 Aa2 0.883 1,140 05/15/2025 91412HGE7 13893 UNIVERSITY OF CA REVENUE BONDS 12/16/2020 5,000,000.00 4.699,750.00 5,041,946.63 0.883 Aa2 0.610 1,140 05/15/2025 13032UXM5 13883 California St Health Facs Fing 11/04/2020 1,500,000.00 1,414,350.00 1,500,000.00 0.952 Aas 0.952 1,157 06/01/2025 757710TZ1 13840 Redondo Beach Unified School 08/06/2020 500,000.00 471,310.00 500,000.00 0.824 Aa2 0.824 1,218 08/01/2025 839278JY5 13747 South Pasadena Unified School 12/12/2019 675,000.00 723,411.00 731,408.58 5.000 Aa2 2.311 1,218 08/01/2025 799408Z85 13872 SAN RAMON VLY CA UNIF SCH DIST 10/20/2020 1,500,000.00 1,409,490.00 1,500,000.00 0.740 Aa1 0.740 1.218 08/01/2025 9523474V1 13940 West Coast Contra Unified Scho 06/17/2021 3,000,000.00 2,825,850.00 3,000,000.00 0.938 AA 0.938 1,218 08/01/2025 039063AE2 13881 City of Arcadia 11/12/2020 750,000.00 702,712.50 750,000.00 1.182 Aaa 1.181 1,340 12/01/2025 Subtotal and Average 39,292,738.04 39,145,000.00 37,929,864.45 39,290,581.48 1.075 760 Certificates of Deposit - Bank
05580AD68 13949 BMW BANK NORTH AMERICA 09/17/2021 250,000.00 250,000.00 250,000.00 0.650 0.650 900 09/17/2024 87164YB60 13952 SYNCHRONY BANK 09/17/2021 250,000.00 250,000.00 250,000.00 0.650 0.650 900 09/17/2024 38149MZY2 13951 GOLDMAN SACHS BANK USA CD 09/22/2021 250,000.00 250,000.00 250,000.00 0.650 0.650 906 09/23/2024 795451AW3 13956 SALLIE MAE BANK/SALT LKE CD 09/22/2021 250,000.00 250,000.00 250,000.00 0.700 0.700 906 09/23/2024 90348JT42 13950 UBS BANK USA 09/22/2021 250,000.00 250,000.00 250,000.00 0,650 0.650 906 09/23/2024 Subtotal and Average 1,250,000.00 1,250,000.00 1,250,000.00 1,250,000.00 0.660 904 Federal Agency Issues - Coupon
3134GW6E1 13879 FED HOME LOAN MORTAGE CORP 11/02/2020 10,000,000.00 9,707,322.30 10,000,000.00 0.320 Aaa 0.320 580 11/02/2023 3134GW6E1 13880 FED HOME LOAN MORTAGE CORP 11/02/2020 5,000,000.00 4,853,661.15 5,000,000.00 0.320 Aaa 0.320 58011/02/2023 3134GXCAO 13887 FED HOME LOAN MORTAGE CORP 11/24/2020 10,000,000.00 9,712,810.60 10,000,000.00 0.320 Aaa 0.320 602 11/24/2023 3130AKL79 13896 Federal Home Loan Bank 12/28/2020 5,000,000.00 4,829,465.60 5,000,000.00 0.250 Aaa 0.250 636 12/28/2023 3130AKL79 13897 Federal Home Loan Bank 12/28/2020 5,000,000.00 4,829,465.60 5,000,000.00 0.250 Aaa 0.250 636 12/28/2023 3130AQ6F5 13972 Federal Home Loan Bank 12/28/2021 7,500,000.00 7,352,584.73 7,500,000.00 0.800 Aaa 0,800 636 12/28/2023 3130ALXQ2 13927 Federal Home Loan Bank 04/29/2021 10,000,000.00 9,622,686.40 10,000,000.00 0.500 Aaa 0.500 759 04/29/2024 3130AN4L1 13944 Federal Home Loan Bank 07/15/2021 5,000,000.00 4,788,911.80 5,000,000.00 0.625 Aaa 0.625 928 10/15/2024 3130ANYT1 13948 Federal Home Loan Bank 09/30/2021 5,000,000.00 4,784,874.80 5,000,000.00 0.500 Aaa 0.500 943 10/30/2024 3130APPQ2 13966 Federal Home Loan Bank 11/08/2021 5,000,000.00 4,816,147.10 5,000,000.00 0.900 Aaa 0.900 952 11/08/2024 3130APRA5 13968 Federal Home Loan Bank 11/15/2021 5,000,000.00 4,823,434.40 5,000,000.00 1.100 Aaa 1,100 959 11/15/2024 3130AMK92 13937 Federal Home Loan Bank 05/26/2021 10,000,000.00 9,487,653.70 10,000.000.00 0.550 Aaa 0.550 970 11/26/2024 3130AMJX1 13932 Federal Home Loan Bank 06/09/2021 5,000,000.00 4,745,344.45 5,000,000.00 0.650 Aaa 0.650 983 12/09/2024 3130AQ3F8 Federal Home Loan Bank 12/10/2021 5,000,000.00 4,820.216.35 5,000,000.00 1.150 Aaa 1.150 984 12/10/2024 1387. 5,000,000.00
3130AQFG3 Federal Home Loan Bank 01/21/2022 5,000,000.00 4,821,488,35 1.125 Aaa 1.125 1,026 01/21/2025 3130AQJ79 13975 Federal Home Loan Bank 01/28/2022 5,000,000.00 4,862,009.00 5,000,000.00 1.250 Aaa 1.250 1,033 01/28/2025 3130AQPF4 13977 Federal Home Loan Bank 02/18/2022 5,000,000.00 4,879,325.30 5,000,000.00 1.500 Aaa 1.500 1,054 02/18/2025 Portfolio PASD
Data Updated: SET_POOL: 04/17/2022 09:00 AP
Run Date: 04/17/2022 - 09:01 PM (PRF_PM2) 7.3.0
3 Monthly for Pool
Portfolio Management
Portfolio Details - Investments
March 31, 2022
Average Purchase Stated YM Days to Maturity
CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Federal Agency Issues - Coupon
3130AMMG4 13933 Federal Home Loan Bank 05/27/2021 5,000,000.00 4,741,131.30 5,000,000.00 0.625 Aaa 0.625 1,063 02/27/2025 3130AQX99 13979 Federal Home Loan Bank 02/28/2022 4,700,000.00 4.620,581.75 4,700,000.00 1.810 Aaa 1.810 1,063 02/27/2025 3130AP5S0 13959 Federal Home Loan Bank 09/28/2021 5,000,000.00 4,739,883.85 5,000,000.00 0.650 Aaa 0.650 1,092 03/28/2025 3130AJLA5 13811 Federal Home Loan Bank 05/19/2020 5,000,000.00 4,734,000.50 5,000,000.00 0.750 Aaa 0.750 1,144 05/19/2025 3134GVVX3 13814 FED HOME LOAN MORTAGE CORP 05/28/2020 5,000,000.00 4,726,551.50 5,000,000.00 0.750 Aaa 0.750 1,153 05/28/2025 3134GVB31 13816 FED HOME LOAN MORTAGE CORP 05/29/2020 5,000,000.00 4,713,928.40 5,000,000.00 0.750 Aaa 0.750 1,153 05/28/2025 3134GVB31 13817 FED HOME LOAN MORTAGE CORP 06/01/2020 5,000,000.00 4,713,928.40 5,000,000.00 0.750 Aaa 0.750 1,153 05/28/2025 3133ELK37 13820 Federal Farm Credit Bank 06/16/2020 5,000,000.00 4,726,918.80 5,000,000.00 0.780 Aaa 0.780 1,172 06/16/2025 3130AJPTO 13822 Federal Home Loan Bank 06/19/2020 3,017,777.77 2,866,573.77 3,017,389.84 0.760 Aaa 0.764 1,172 06/16/2025 3136G4043 13828 FED NATIONAL MORTGAGE ASSN 08/14/2020 5,000,000.00 4,706,547.15 5,000,000.00 0.650 Aaa 0.650 1,231 08/14/2025 3133EL4W1 13863 Federal Farm Credit Bank 09/10/2020 5,000,000.00 4,665,664.60 4,999,314.29 0.610 Aaa 0.614 1,242 08/25/2025 3133EMBH4 13864 Federal Farm Credit Bank 09/29/2020 20,000,000.00 18,614,151.00 20,000,000.00 0.530 Aaa 0.530 1,277 09/29/2025 3134GWVN3 13870 FED HOME LOAN MORTAGE CORP 09/30/2020 10,000,000.00 9.333,416.50 10,000,000.00 0.600 Aaa 0.600 1,278 09/30/2025 3134GWYS9 13873 FED HOME LOAN MORTAGE CORP 10/15/2020 10,000,000.00 9,330,850.30 10,000,000.00 0.600 Aaa 0.600 1,293 10/15/2025 3134GW3X2 13877 FED HOME LOAN MORTAGE CORP 10/27/2020 10,000,000.00 9,380,752.60 10,000,000.00 0.625 Aaa 0.625 1,305 10/27/2025 3134GW5P7 13878 FED HOME LOAN MORTAGE CORP 10/27/2020 5,000,000.00 4,699,057.45 5,000,000.00 0,600 Aaa 0,600 1,305 10/27/2025 3134GW3F1 13874 FED HOME LOAN MORTAGE CORP 10/28/2020 10,000,000.00 9,371,503.90 10,000,000.00 0,600 Aaa 0.600 1,306 10/28/2025 3134GW3Z7 13876 FED HOME LOAN MORTAGE CORP 10/28/2020 5,000,000.00 4,685,751.95 5,000,000.00 0.600 Aaa 0.600 1,306 10/28/2025 3133EMHF2 13888 Federal Farm Credit Bank 11/24/2020 10,000,000.00 9,322,384.30 10,000,000.00 0,600 Aaa 0,600 1,333 11/24/2025 3134GXCS1 13886 FED HOME LOAN MORTAGE CORP 11/25/2020 5,000,000.00 4,702,910.70 5,000,000.00 0.625 Aaa 0.690 1,334 11/25/2025 3134GXFA7 13891 FED HOME LOAN MORTAGE CORP 11/30/2020 5,000,000.00 4,662,385.70 5,000.000.00 0.650 Aaa 0.719 1,335 11/26/2025 3130AKVR4 13900 Federal Home Loan Bank 02/12/2021 5,000,000.00 4,629,194.20 5,000,000.00 0.550 Aaa 0.550 1,413 02/12/2026 3130AL3S1 13905 Federal Home Loan Bank 02/17/2021 5,000,000.00 4,674,207.40 5,000,000.00 0.625 Aaa 0.625 1,418 02/17/2026 3130ALCV4 13907 Federal Home Loan Bank 02/24/2021 5,000,000.00 4.637.411.80 5,000,000.00 0.750 Aaa 0.750 1,425 02/24/2026 3130ALB94 13906 Federal Home Loan Bank 02/26/2021 5,000,000.00 4,680,012.05 5,000,000.00 0.630 Aaa 0.630 1,427 02/26/2026 3133EMSK9 13911 Federal Farm Credit Bank 03/02/2021 10,000,000.00 9,359,668.40 9.998,432.22 0.840 Aaa 0.844 1,431 03/02/2026 3130ALEY6 13908 Federal Home Loan Bank 03/04/2021 5,000,000.00 4,705,369.60 5,000,000.00 0,800 Aaa 0.800 1,433 03/04/2026 3130ALFS8 13909 Federal Home Loan Bank 03/10/2021 5,000,000.00 4,656,793.60 5,000,000.00 0.800 Aaa 0.800 1.439 03/10/2026 3130ALGJ7 13910 Federal Home Loan Bank 03/23/2021 4,875,000.00 4,580,765.57 4,875,000.00 1.000 Aaa 1.000 1,452 03/23/2026 3133EM6E7 13960 Federal Farm Credit Bank 09/28/2021 5,000,000.00 4,659,245.20 5,000,000.00 0.940 Aaa 0.940 1,641 09/28/2026 3130ANYN4 13953 Federal Home Loan Bank 09/30/2021 5,000,000.00 4,699,837.55 5,000,000.00 1.000 Aaa 1.000 1.643 09/30/2026 3130APDQS 13964 Federal Home Loan Bank 10/28/2021 5,000,000.00 4,745,212.95 5,000,000.00 1.250 Aaa 1.250 1,671 10/28/2026 Subtotal and Average 310,090,108.18 310,092,777.77 293,823,994.37 310,090,136.35 0.701 1,142 Treasury Securities - Coupon
91282CDR9 13974 US TREASURY 12/31/2021 10,000,000.00 9,746,090.00 9,998,092.45 0.750 Aaa 0.761 639 12/31/2023 91282CDVO 13978 US TREASURY 01/31/2022 5,000,000.00 4,875,975.00 4.981,357.02 0.875 Aaa 1.081 670 01/31/2024 91282CCG4 13943 US TREASURY 06/25/2021 10,000,000.00 9,544,140.00 9,951,874.71 0.250 Aaa 0.470 806 06/15/2024 Portfolio PASD
Data Updated: SET_POOL: 04/17/2022 09:00 AP
Run Date: 04/17/2022 - 09:01 PM (PRF_PM2) 7.3.0
4 Monthly for Pool
Portfolio Management
Portfolio Details - Investments
March 31, 2022
Average Purchase Stated YTM Daysto Maturity
CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Treasury Securities - Coupon
91282CCX7 13962 US TREASURY 09/24/2021 5,000,000.00 4,754,490.00 4,982,896.59 0.375 Aaa 0.515 898 09/15/2024 91282CDB4 13965 US TREASURY 10/22/2021 5,000,000.00 4,776,955.00 4,984,687.79 0.625 Aaa 0.747 928 10/15/2024 912828ZF0 13954 US TREASURY 09/16/2021 10,000,000.00 9,430,470.00 9.984,108.94 0.500 Aaa 0.554 1,095 03/31/2025 91282CCW9 13963 US TREASURY 09/24/2021 5,000,000.00 4,640,625.00 4,962,586.93 0.750 Aaa 0.924 1.613 08/31/2026 Subtotal and Average 49,843,147.85 50,000,000.00 47,768,745.00 49,845,604.43 0.684 919 Corporate Bonds - Coupon
89236TEA9 13615 TOYOTA CREDIT CORPORATION 06/29/2017 5,000,000.00 5,005,936.30 5,000,000.00 1.233 A1 1.576 89 06/29/2022 438516BT2 13711 Honeywell International 08/08/2019 1,000,000.00 1,002,685.45 999,881.23 2.150 A2 2.185 129 08/08/2022 90520EAK7 13756 UNION BANK NA CORPORATE BOND 12/09/2019 2,000,000.00 2.002,812.72 2,000,000.00 2.100 A3 2.100 252 12/09/2022 90520EAK7 13760 UNION BANK NA CORPORATE BOND 12/16/2019 5,000,000.00 5.007.031.80 4,998,208.76 2.100 A3 2.154 252 12/09/2022 90520EAK7 13773 UNION BANK NA CORPORATE BOND 02/10/2020 5,000,000.00 5,007,031.80 5,007,873.21 2.100 A3 1.864 252 12/09/2022 037833BU3 13693 APPLE INC 04/24/2019 5,000,000.00 5,041,834.00 5,005,137.06 2.850 Aa1 2.728 328 02/23/2023 89236TJD8 13929 TOYOTA CREDIT CORPORATION 04/09/2021 3,000,000.00 2,953,064.70 2,998,762.97 0.400 A1 0.441 370 04/06/2023 78015K7L2 13918 ROYAL BANK OF CANADA 03/11/2021 5,000,000.00 4,828,537.85 4,979,604.83 0.425 A2 0.654 658 01/19/2024 38150AL86 13980 GOLDMAN SACHS 03/15/2022 2,500,000.00 2,419,609.95 2,500,000.00 2.250 A2 2.250 714 03/15/2024 38150AG41 13935 Goldman Sach Corporate Bond 06/03/2021 5,000,000.00 4,598,753.90 5,000,000.00 0,800 A2 0.800 794 06/03/2024 78016EZU4 13947 ROYAL BANK OF CANADA 07/29/2021 5,000,000.00 4.758.768.45 4,997,478.24 0.650 A2 0.672 850 07/29/2024 13967 NEW YORK LIFE GL 10/29/2021 5,000,000.00 4,783,036.75 5,000.000.00 0.900 Aaa 0.900 942 10/29/2024 64952WEJ8
48128GY53 13898 JP MORGAN 12/22/2020 5,000,000.00 4,486,170.40 5,000,000.00 0.825 A2 0.825 1,361 12/22/2025 06048WK82 13923 BANK OF AMERICA CORP 03/25/2021 5,000,000.00 4,495,571.50 4,855,865.88 0.600 A2 1.526 1,396 01/26/2026 06406RAQ0 13901 BANK OF NEW YORK MELLON 02/02/2021 5,000,000.00 4,633,108.70 4,999,616.65 0.750 At 0.752 1,398 01/28/2026 037833EB2 13902 APPLE INC 02/08/2021 5,000,000.00 4,653,339.05 4,996,686.61 0.700 Aal 0.718 1,409 02/08/2026 06048WM31 13934 BANK OF AMERICA CORP 05/28/2021 5,000,000.00 4,654,777.00 5,000,000.00 1.250 A2 1.250 1,518 05/28/2026 06048WM64 13945 BANK OF AMERICA CORP 07/21/2021 3,623,000.00 3.277,004.84 3,613,662.71 1.200 A2 1.263 1,546 06/25/2026 78016EZT7 13958 ROYAL BANK OF CANADA 09/22/2021 6,250,000.00 5,736,810.63 6,248,608.00 1.150 A2 1.155 1,565 07/14/2026 22550L2G5 13961 Credit Suisse New York 09/24/2021 5,000,000.00 4,565,694.35 4,975,835.54 1.250 1.365 1,589 08/07/2026 Subtotal and Average 87,046,389.35 88,373,000.00 83,911,580.14 88,177,221.69 1.290 939 Commercial Paper Disc. -Amortizing
06054PM29 13981 BOFA SECURITIES INC CP 03/07/2022 10,000,000.00 9,884,650.00 9,914.930.56 1.250 AL 1.299 245 12/02/2022 Subtotal and Average 7,992,551.52 10,000,000.00 9,884,650.00 9,914,930.56 1.299 245 Supranationals
4581XODF2 13976 Inter-American Devel Bank 01/21/2022 5,000,000.00 5,029,250.00 5.137,464.38 2.625 Aaa 1.070 65501/16/2024 4581X0DZ8 13955 Inter-American Devel Bank 09/23/2021 10,000,000.00 9,530,700.00 10,000,000.00 0.500 Aaa 0.500 906 09/23/2024 45950vaJ8 13957 INTL FINANCE CORP 09/28/2021 5,000,000.00 4,759,046.90 4,998,552.93 0.600 Aaa 0.610 1.064 02/28/2025 459058JS3 13903 INTL BK RECON & DEVELOP 02/10/2021 5,000,000.00 4,673,732.25 5,000,000.00 0.650 Aaa 0.647 1,411 02/10/2026 Portfolio PASD
Data Updated: SET_POOL: 04/17/2022 09:00 AP
Run Date: 04/17/2022 - 09:01 PM (PRF_PM2) 7.3.0
5 Monthly for Pool
Portfolio Management
Portfolio Details - Investments
March 31, 2022
Average Purchase Stated YTM Days to
CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Subtotal and Average 25,138,988.47 25,000,000.00 23,992,729.15 25,136,017.31 0.668 987 Total and Average 620,753,775.57 618,220,408.79 592,921,194.13 618,064,122.84 0.757 875 Portfolio PASD
Data Updated: SET_POOL: 04/17/2022 09:00 AP
Run Date: 04/17/2022 - 09:01 PM (PRF_PM2) 7.3.0
6 Monthly for Pool
Portfolio Management
Portfolio Details - Cash
March 31, 2022
Average Purchase Stated YTM Days to
CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Average Balance 0.00 Accrued Interest at Purchase 2,423.88 2,423.88 Subtotal 2,423.88 2,423.88
Total Cash and Investments 620,753,775.57 618,220,408.79 592,923,618.01 618,066,546.72 0.757 875 Cash 2,875,749.06
Accrued Interest 1,035,569.49
Total 596,834,936.5€
Portfolio PASD
Data Updated: SET_POOL: 04/17/2022 09:00 AP
Run Date: 04/17/2022 - 09:01 PM (PRF_PM2) 7.3.0
7 COMPLIANCE REPORT
Pooled Investment Portfolio
As of 3/31/22
Diversification Credit Quality Maturity
Portfolio State Govt Portfolio Portfolio Credit Quality Portfolio % of total Code limits compliance Credit Quality per Gov Code compliance Maturity Collateralized Money Market 0.00% 100% In compliance 102% Collateral 102% Collateral In compliance In compliance Certificates of Deposit 0.21% 30% in compliance n/a In compliance In compliance Municipal Bonds 6.37% 100% In compliance Aaa/Aa3/Aa2/Aa1/A2/AA+/AA-/AAA/AA A or better In compliance in compliance US Treasury Securities 8.02% 100% In compliance AA+/Aaa In compliance in compliance Corporate Bonds 14.08% 30% In compliance* Aa1/A1/A2/A3 A or better In compliance| In compliance Federal Agency Issues 49.32% 100% In compliance AA+/Aaa In compliance In compliance Supranationals 4.03% 30% In compliance AA or better In compliance In compliance Commercial Paper 1.66% 100% In compliance p-1 (Short-term) P-1 (Short-term) In compliance In compliance Money Market-CAMP 0.00% 100% In compliance n/a n/a
LAIF 15.84% 100% In compliance n/a n/a In compliance In compliance Cash 0.48% 100% In compliance Collateralized Collateralized In compliance In compliance 100.00%
[Portfolio Value 596,834,937
INVESTMENTS IN ISSUERS REPRESENTING OVER 5%
OF THE POOL PORTFOLIO
March 31, 2022
Market Value % of Total
IFHLB 140,308,009.70 23.51%
FHLMC 94,594,831.45 15.85%
FNMA 4,706,547.15 0.79%
FFCB 54,214,606.07 9.08%
Total Fed Agencies/Supranationals 293,823,994.37 49.23% OTHER PORTFOLIO INVESTMENTS 303,010,942.19 50.77%
Total Investments 596,834,936.56 * 100.00%
note: * Includes Cash in Bank and Accrued Interest Receivable 9 Pooled Portfolio - Total Return Performance.
2.717
1.226
1.746
4.195
6.706
4.649
3.784
2.322
1.540
1.467
0.696
0.777
0.594
0.143
0.284
0.671
2016 0.982
0.660
0.027
1.284
2017
2018
2019
2020
2021
2022
Effective Yield
Pooled Portfolio effective yiela
State Treasurer's LAIF yield
2 Year Average US Treasury yield
10 CITY POOLED PORTFOLIO
Portfolio Management
Distribution of Investments By Type - Historic
(By Market Values)
In %
Fiscal Year Total
June June June 2nd Qtr 4th Qtr
Investment Type 2012 2013 2017 2022 2022
Money Market 0.01 0.00
Money Market Collateralized 12.48 12.91
Municipal Bonds 12.66 12.62
Corporate Bonds - Coupon 27.70 25.94
Agency CMOs/Mortgage Backed 0.00 0.00
Federal Agency Issues - Coupon 30.73 36.55
LA urchase Agreements 0.00 0.00
13.32 9.04
Cash 2.58 2.72
Treasury Securities 0.00 0.00
Treasury STRIP Bonds 0.00 0.00
Supranationals 0.00 0.00
Bank Notes 0.00 0.00
Federal Agency Discount 0.00 0.00
Commerical Paper - Disc (Amortizing) 0.00 0.00 00
sset Backed Securitie 0.00 0.00
lutual Func 0.00 0.00 .00
Certificates of Deposit 0.52 0.22
Money Market-CAMP 0.00 0.00
Muni Variable Rate 0.00 0.00
Total 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 0.00 11 II. Capital Endowment Portfolio
CITY OF PASADENA
SA OF MEANE Capital Endowment Portfolio
Vicken Erganian
City Treasurer
March 2022
PORTFOLIO COMPLIANCE
The Treasurer's investment portfolio is in compliance with the California Government Code Section 53601 and the Citys Investment Policy approved by the City Council on May 24, 2021. The holdings in the investment pool are in compliance with the current investment policy statement. Further information on compliance issues can be obtained by calling the City of Pasadena Treasurer's Office. A complete copy of the monthly investment report on the investment portfolio including a detailed listing of each investment, is available by calling the Treasurer's office at (626)744-4422.
PORTFOLIO STRUCTURE AS OF 3/31/2022
TYPE MARKET VALUE PERCENT MMF -
Collateral
Money Market - Collateralized 178,281 8.84% 8.84%
Federal Agencies 1,838,214 91.16%
TOTALS: 2,016,495 100.00% 91.16%
Accrued Interest Receivable 6,411
GRAND TOTAL: 2,022,906
PORTFOLIO LIQUIDITY AS OF 3/31/2022
Percent of
Aging Interval Par Value Portfolio
0-30 Days 178,281 8.58%
31 days - 1 Year 0.00%
1 - 2 Years 0.00%
2-3 Years 1,900,000 91.42%
3 - 4 Years 0.00%
4 - 5 Years : 0.00%
Over 5 Years 0.00%
TOTAL: 2,078,281 100.00%
PORTFOLIO STATISTICS
Mar-22 Feb-22 Jan-22 Dec-21 Nov-21 Oct-21
. Month-End Mkt Value 2,022,906 2,056,252 2,066,222 2,077,819 2,078,117 2,077,975 Modified Duration 2.35 2.44 2.52 2.60 2.68 0.00
Weighted Average Maturity 2.43 2.50 2.58 2.65 2.73 0.00 Current Book Yield to Maturity 0.948% 0.923% 0.923% 0.92% 0.92% 0.10% Effective Yield - Year to Date 1.000% 1.020% 1.020% 1.04% 1.07% 1.31% Interest Earned 1,609 1,601 1,600 1,598 224 176
Fiscal Year To Date Interest Earned 14,750 13,141 11,540 9,939 8,341 8,117 Fair Value Change Gain/(Loss) (34,955) (11,570) (13,198) (1,896) (167) Fiscal Year To Date change in fair value (68,409) (33,455) (21,884) (8,686) (6,790) (6,623) Total Fiscal YTD earnings (53,660) (20,314) (10,344) 1,253 1,551 1,494 12 CAPITAL ENDOWMENT
Portfolio Management
Portfolio Details - Investments
March 31, 2022
Average Purchase Stated TM Days to Maturi
CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate Moody's 65 Maturi Date Money Market Fund-CAMP
SYS14111 14111 California Asset Management Pr 03/28/2022 178,280.88 178,280.88 178,280.88 0.394 0.399 1 Subtotal and Average 23,003.98 178,280.88 178,280.88 178,280.88 0.399 1 Collateralized Money Market
SYS13057 13057 EAST WEST BANK 0.00 0.00 0.00 0.100 0.100 1 Subtotal and Average 155,276.90 0.00 0.00 0.00 0.000
Federal Agency Issues - Coupon
3130APVG7 13970 Federal Home Loan Bank 11/30/2021 1,900,000.00 1,838.213.94 1,900,000.00 1.000 Aaa 1.000 969 11/25/2024 Subtotal and Average 1,900,000.00 1,900,000.00 1,838,213.94 1,900,000.00 1.000 969 Total and Average 2,078,280.88 2,078,280.88 2,016,494.82 2,078,280.88 0.948 886 Accrued Interest 200291-32
Total
Portfolio PASD
Data Updated: FUNDSNAP: 04/05/2022 12:43 AP
Run Date: 04/05/2022 - 12:43 PM (PRF_PM2) 7.3.0 13
Report Ver. 7.3.6.1
COMPLIANCE REPORT
Capital Endowment Portfolio
As of 3/31/22
Diversification Credit Quality Maturity
Portfolio State Gov't Portfolio Portfolio Credit Quality Portfolio % of total Code limits compliance Credit Quality per Gov Code compliance Maturity Collateralized Money Market 8.84% 100% In compliance 102% Collateral 102% Collatera In compliance In compliance Federal Agency Issues 91.16% 100% In compliance* Aaa AA+/Aaa In compliance In compliance 100.00%
[Portfolio Value 2.022,906
**Compliance is measured based on the City's total investments which include the Pooled portfolio as well as the Power Reserve Fund 14 INVESTMENTS IN ISSUERS REPRESENTING OVER 5%
OF THE CAPITAL ENDOWMENT PORTFOLIO
March 31, 2022
Market Value % of Total
(FHLB 1,838,213.94 90.87%
Total 1,838,213.94 90.87%
OTHER PORTFOLIO INVESTMENTS 184,692.20 9.13%
Total Investments 2,022,906.14 * 100.00%
note: * Includes Accrued Interest Receivable
15 CAPITAL ENDOWMENT
Portfolio Management
Distribution of Investments By Type - Historic
(By Market Values)
In % Fiscal Year Total
June June 1st Qtr 2nd Qtr 3rd Qtr 4th Qtr
Investment Type 2013 2014 2022 2022 2022 2022
Money Market - Collateralized 100.00 8.84
Federal Agency Issues - Coupon 0.00 0.00
Corporate Bonds - Coupon 0.00 91.16
Municipal Bonds 0.00 0.00
L.A.I.F 0.00 0.00
Certificate of Deposit 0.00 .00 0.00
Federal Agency Discount 0.00 .00 0.00
Treasury Securities 0.00 0.00
Agency CMOs/Mortgage Backed 0.00 0.00
Commerical Paper - Disc (Amortizing) 0.00 0.00
Asset Backed Securities 0.00 0.00
Mutual Funds 0.00 0.00
Total 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 0.00 16 III. Power Reserve Portfolio
CITY OF PASADENA
Power Reserve Portfolio
980 Vicken Erganian
ORATED JUNE City Treasurer
March 2022
PORTFOLIO COMPLIANCE
The Treasurer's investment portfolio is in compliance with the California Government Code Section 53601 and the City's Investment Policy approved by the City Council on May 24, 2021. The holdings in the investment pool are in compliance with the current investment policy statement. Further information on compliance issues can be obtained by calling the City of Pasadena Treasurer's Office. A complete copy of the monthly investment report on the investment portfolio including a detailed listing of each investment, is available by calling the Treasurer's office at (626)744-4422 PORTFOLIO STRUCTURE AS OF 3/31/2022
TYPE MARKET VALUE PERCENT Money Market- Municipal
CAMP Bonds
LATF 1.03%
17.89% 4.54%
Municipal Bonds 1,974,200 4.54%
Federal Agencies 33,292,788 76.55%
L.A.L.F. 7,780,580 17.89%
Money Market-CAMP 446,725 1.03%
TOTALS: 43,494,293 100.00%
Fed Agency
Accrued Interest Receivable 190,543 76,55%
GRAND TOTAL: 43,684,837
PORTFOLIO LIQUIDITY AS OF 3/31/2022
Percent of
Aging Interval Par Value Portfolio
0 - 30 days 8,227,306 17.18%
31 days - 1 Year 0.00%
: 0.00%
1 - 2 Years
2 - 3 Years 5,000,000 10.44%
3 - 4 Years 0.00%
4 - 5 Years 2,000,000 4.18%
Over 5 Years 32,666,667 68.21%
TOTAL: 47,893,973 100.00%
PORTFOLIO STATISTICS
Mar-22 Feb-22 Jan-22 Dec-21 Nov-21 Oct-21
Month-End Market Value 43,684,837 45,444,012 46,133,377 46,907,157 46,853,942 46,712,343 Modified Duration 7.56 7.85 7.98 8.14 8.21 7.94
Weighted Average Maturity 9.29 9.36 9.45 9.53 9.60 9.35 Current Book Yield to Maturity 1.449% 1.437% 1.436% 1.436% 1.438% 1.339% Effective Yield - Year to Date 1.360% 1.360% 1.330% 1.320% 1.300% 1.290% Interest Earned 57,075 56,716 56,850 56,836 53,131 53,017 Fiscal Year To Date Interest Earned 493,122 436,047 379,331 322,481 265,646 212,515 Fair Value Change Gain/(Loss) (1,816,250) (746,067) (830,630) (3,441) 88,468 (254,687) Fiscal Year To Date change in fair value (3,994,975) (2,178,725) (1,432,658) (602,028) (598,587) (687,056) Total Fiscal YTD Earnings (3,501,853) (1,742,678) (1,053,327) (279,547) (332,941) (474,541) 17 POWER RESERVE FUND
Portfolio Management
Portfolio Details - Investments
March 31, 2022
Average Purchase Stated YTM Days to Maturity
CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date -
LAIF
SYS6184 6184 Local Agency Investment Fund 7,780,580.44 7,780,580.44 0.320 0.320 1
7.780,580.44
Subtotal and Average 7,780,580.44 7,780,580.44 7,780,580.44 7,780,580.44 0.320 1 Money Market Fund-CAMP
SYS14063 14063 California Asset Management Pr 08/10/2021 446,725.33 446,725.33 446.725.33 0.394 0.399 1 Subtotal and Average 57,717.43 446,725.33 446,725.33 446,725.33 0.399 1 Collateralized Money Market
13066 EAST WEST BANK 0.00 0.00 0.100 0,100 1
SYS13066 0.00
Subtotal and Average 389,007.90 0.00 0.00 0.00 0.000 0
Municipal Bonds
54465AGS5 13553 LA County Redevelopment TABS 08/25/2016 2,000,000.00 1,974,200.00 1,985,660.90 2.375 Aaz 2.560 1.614 09/01/2026 Subtotal and Average 1,985,534.35 2,000,000.00 1,974,200.00 1,985,660.90 2.560 1,614 Federal Agency Issues - Coupon
3130APV69 13969 Federal Home Loan Bank 11/30/2021 5,000,000.00 4,835,488.20 5,000,000.00 1.000 Aaa 1.000 969 11/25/2024 3133EMX80 13946 Federal Farm Credit Bank 08/02/2021 6,000,000.00 5,546,986.98 6,000.000.00 1.230 Aaa 1.230 2,315 08/02/2028 3133EMHN5 13890 Federal Farm Credit Bank 11/25/2020 5,000,000.00 4,367,584.05 5,000.000.00 1.230 Aaa 1.230 3,160 11/25/2030 3130AJEA3 13788 Federal Home Loan Bank 04/08/2020 1,666,667.00 1,491,842.63 1,666,667.00 1.850 Aaa 1.850 3,660 04/08/2032 3130AL3X0 13904 Federal Home Loan Bank 02/25/2021 10,000,000.00 8,811,042.30 10,000,000.00 2.000 Aaa :2.000 5,078 02/25/2036 3133EMCV2 13875 Federal Farm Credit Bank 10/15/2020 10,000,000.00 8,239,843.50 10,000,000.00 2.000 Aaa 2.000 6.772 10/15/2040 Subtotal and Average 37,666,667.00 37,666,667.00 33,292,787.66 37,666,667.00 1.636 4,225 Total and Average 47,879,507.12 47,893,972.77 43,494,293.43 47,879,633.67 1.449 3,391 Accrued Interest 190,543.14
Total 43,684,836.57
Portfolio PASD
Data Updated: FUNDSNAP: 04/17/2022 09:04 AP
Run Date: 04/17/2022 - 09:05 PM (PRF_PM2) 7.3.0
18 Report Ver. 7.3.6.1
COMPLIANCE REPORT
Power Reserve Portfolio
As of 3/31/22
Diversification Credit Quality Maturity
Portfolio State Gov't Portfolio Portfolio Credit Quality Portfolio % of total Code its incompane compliance Credit Quality per Gov Code compliance Maturity Collateralized Money Market 0.00% 102% Collateral 102% Collatera In compliance In compliance Municipal Bonds 4.54% 100% In compliance Aa2 A or better In compliance Federal Agency Issues 76.55% 100% In compliance Aaa/AA AA+/Aaa Money Market-CAMP 1.03% 100% In compliance n/a n/a
LAIF 17.89% 100% In compliance n/a n/a
100.00%
Portfolio Value 43,684,837
19 INVESTMENTS IN ISSUERS REPRESENTING OVER 5%
OF THE POWER RESERVE PORTFOLIO
March 31, 2022
Market Value % of Total
FHLB 15,138,373.13 34.65%
FFCB 18,154,414.53 41.56%
Total Fed Agencies 33,292,787.66 76.21%
OTHER PORTFOLIO INVESTMENTS 10,392,048.91 23.79%
Total Investments 43,684,836.57 * 100.00%
note: * Includes Accrued Interest Receivable
20 Power Reserve Portfolio - Total Return Performance
2016
2017
2018
2019
12020
2021
2022
Effective Yield Fiscal YTD
Power Reserve effective yield 1.36%
State Treasurer's LAIF yield 0.24%
2 Year Average Treasury yield 0.36%
Index has been changed to ML 3-5 Govt/Agencies beginning 1st quarter of 2021 21 POWER RESERVE FUND
Portfolio Management
Distribution of Investments By Type - Historic
(By Market Values)
In % Fiscal Year Total
June June June 1st Qtr 2nd Qtr 3rd Qtr 4th Qtr
Investment Type 2013 2020 2021 2022 2022 2022 2022
Money Market - Collateralized 0.12 32.06 0.08 0.05 0.61 0.00 Municipal Bonds 18.04 3.93 4.51 4.45 4.54
53.22 67.87 76.55
Federal Agency Issues - Coupon 64.39 57.67 78.29
0.25 0.00 32.77 16.62 16.64 17.89
Corporate Bonds - Coupon 17.19 13.29 5.56 0.00 0.00 0.00 Certificate of Deposit 0.00 88393333388888 0.00 0.00 0.00 0.00 Federal Agency Discount 0.00 0.00 0.00 0.00
Treasury Securities 0.00 0.00 0.00 0.00 0.00
Agency CMOs/Mortgage Backed 0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00 0.00
0.00 0.00 0.00 0.00 0.00 0.00
Mutual Funds 0.00 0.00 0.00 0.00 0.00 0.00
Money Market - CAMP 0.00 0.00 0.00 10.94 0.00 1.03
Total 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 0.00 22 IV. Miscellaneous Portfolios
Miscellaneous Funds
March 31, 2022
Fund Coupon Yield Maturity Face Value Cost Per Book Market Value City of Pasadena-Housing Succesor Agency
Money Mkt CAMP 0.394% 0.394% 4/1/2022 $2,260,786.05 $2,260,786.05 $2,260,786.05 LAIF 0.320% 0.320% 4/1/2022 $1.46 $1.46 $1.46
Weighted Average Maturity = 1 day $2.260.787.51 $2.260.787.51 $2.260.787.51 2002 Electric Revenue Reserve Fund
Money Mkt CAMP 0.394% 0.394% 4/1/2022 $68,752.00 $68,752.00 $68,752.00 FFCB 3133EMBH4 0.530% 0.530% 9/29/2025 $4,000.000.00 $4.000.000.00 $3.722,830.20 Weighted Average Maturity = 3.49 $4.068.752.00 $4.068.752.00 $3.791.582.20 Annandale Assessment District
Municipal Bonds-Annandale Assessment 6.000% 6.000% 9/2/2040 $944.635.00 $944.635.00 $944.635.00 Weighted Average Maturity = 18.69
23 Miscellaneous Funds
March 31, 2022
Fund Coupon Yield Maturity Face Value Cost Per Book Market Value 2012A Electric Parity Reserve Fund
Money Mkt CAMP 0.394% 0.394% 4/1/2022 $9,750.83 $9,750.83 $9,750.83 FFCB 3133EMBH4 0.530% .0.530% 9/29/2025 $690,000.00 $690,000.00 $642,188.21 Weighted Average Maturity = 3.50 $ 699.750.83 $699,750.83 $651.939.04 2013A Electric Parity Reserve Fund
Money Mkt CAMP 0.394% 0.394% 4/1/2022 $181,260.82 $181,260.82 $181,260.82 FFCB 3133ELC28 0.730% 0.730% 5/27/2025 $8,000.000.00 $8,000.000.00 $7.555,498.56 Weighted Average Maturity = 3.13 $8.181.260.82 $8,181,260.82 $Z.736.759.38 2013A Electric Project
Money Mkt CAMP 0.394% 0.394% 4/1/2022 $1,012.60 $1,012.60 $1,012.60 LAIF 0.320% 0.320% 4/1/2022 $0.00 $0.00 $0.00
Weighted Average Maturity = 1 day $1.012.60 $1,012.60 $1.012.60 24 Miscellaneous Funds
March 31, 2022
Fund Coupon Yield Maturity Face Value Cost Per Book Market Value 2016A Electric Revenue Refunding Project
Money Mkt CAMP 0.394% 0.394% 4/1/2022 $8.744.00 $8,744.00 $8,744.00 Weighted Average Maturity = 1 day $8.744.00 $8.744.00 $8.744.00 2016A Electric Revenue Refunding Reserve
Money Mkt CAMP 0.394% 0.394% 4/1/2022 $30,547.79 $30,547.79 $30,547.79 FFCB 3133EMBH4 0.530% 0.530% 9/29/2025 $2.680.000.00 $2,680,000.00 $2.494.296.23 Weighted Average Maturity = 3.51 $2,710.547.79 $2.710.547.79 $2.524.844.02 Frontier
Money Mkt CAMP 0.394% 0.394% 4/1/2022 $100.501.82 $100,501.82 $100.501.82 Weighted Average Maturity = 1 day $100.501.82 $100.501.82 $100.501.82 2020A Water Refund Revenue Bonds Project
LAIF 0.320% 0.320% 4/1/2022 $4,486,403.30 $4,486,403.30 $4,486,403.30 Money Mkt CAMP 0.394% 0.394% 4/1/2022 $3,251.03 $3,251.03 $3,251.03 Weighted Average Maturity = 1 day $4.489.654.33 $4.489.654.33 $4.489.654.33 2021A Water Refund Revenue Bonds Project
LAIF 0.320% 0.320% 4/1/2022 $14,464,281.62 $14,464,281.62 $14,464,281.62 Money Mkt CAMP 0.394% 0.394% 4/1/2022 $1,156.70 $1.156.70 $1.156.70 Weighted Average Maturity = 1 day $14.465.438.32 $14.465,438.32 $14.465.438.32 GRAND TOTAL: $37.931,085.02 $37.931.085.02 $36,975,898.22 25 V. Investments Held by Trustees
Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 3/31/2022
$ Amount
Trustee/Officer ssue Nam Shares/Par Cost Walket Maturity % Maturity Date vestmer Value Date YId
BNY
James Dickson CO1 2021A 221A a Reyenue Retunding Bonds
(213)630-6204 127.004.05 127,004.05 127.004.05 04/01/22 0.00% Lena Chan
(213) 630-6253 793,447.17 793,447.17 793,447.17 04/01/22 0.20%
57.32 57.32 57.32 04/01/22 0.00%
Total 920,508.541 920,508.54 2200508.541
BNY 2020A Water Revenue Refunding Bonds
James Dickson COI-2020 Account #746583
(213)630-6204 Goldman Fincl Sq Govt Instl 465 CUSIP: X9USDGLDS - 04/01/22 0.30% Lena Chan DEBT SERVICE-2020 Account #746585
(213) 630-6253 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 1.21 1.21 1.21 04/01/22 0.30% Total 1.21] 1.21 L 1.21
2020AB POB Bonds
BNY
James Dickson BlackRock Treasury Turst Dollars 63 Cusip: X9USDBTRD 20 72/0 (213)630-620‹
Lena Chan 2.94 2.94 2.94 04/01/22 0.30%
(213) 630-6253
04/01/22 0.30%
OB Bond Fund-2020A Account #765991
oldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLD 6.44 6.44 6.44 04/01/22 0.30% Total 9.38 | 9.38 9.38
BNY
James Dickson 36,304.18 36,304.18 36,304.18 04/01/22 0.30% 213)630-6204 044
Lena Chan 0.44 0.44 04/01/22 0.30%
(213) 630-6253
Total 36,304.62 | 36.304.62 36,304.62]
US Bank
lise Vlach
(213) 615-6051 9.33 9.33 9.33 04/01/22 0.12%
2213615032 04/01/22 0.01%
26 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 3/31/2022
$ Amount
Trustee/Officer Shares/Par Cost Market Maturity
Maturity Date Value Date YId
Interest Fund- Series 2018B Account #248882100
Fidelity Govt Protfolio Cl Cusp:316175108 1.96 1.96 1.96 04/01/22 0.12% Prely or Profoi re 5161510824882101 22.74 22.74 22.74 04/01/22 0.12% freily Go Bi Fil ST 320175 Account 24882102 04/01/22 0.01%
34.03 | 34.03 L 34.03]
2017A Water Revenue Bond
BNY Debt Service-2017A Account #94816
James Dickson 04/01/22 0.30%
(213)630-6204
Lena Chan 1,050,000.00 1,050,000.00 981,582.00 02/17/26 0.63% (213) 630-6253 26.574.47 26,574.4 26,574.4 04/01/22 0.20%
1.076,574.47 1.076.574.47 1.008,156.47
US Bank 2016A Rose Bowl Pasadena PFA Lease Revenue Bonds Ilse Viach Interest Fund- Series 2016A Account #264433000 (213) 615-6051 Fidelity Govt Protfolio Cl Cusp:316175108 546,625.00 546,625.00 546,625.00 04/01/22 0.12% 1,980,000.00 1,980,000.00 1.980,000.00 04/01/22 0.12%
Adriana Marshall
(213) 615-6033 0.19 0.19 0.19 04/01/22 0.12%
04/01/22 0.00%
2.526.625.19| 2.526.625.191 2.526.625.19]
BNY Pasadena 2015A COPS Bond
James Dickson COPS Base Rental-2015A Account #336964
(213)630-6204 04/01/22 0.00%
Lena Chan Total an Find Sa So lInst 65 CUSIP BUSOGLOS 194,821.96 194,821.96 194,821.96 04/01/22 0.30% (213) 630-6253 194,821.96 | 194,821.96 | 194,821.96
BNY Pasadena Tax Pension 2015AB Bond
James Dickson Bond Fund-2015A POB Account #479226
(213)630-6204 Goldman Finci Sq Govt Inst 465 CUSIP:X9USDGLDS 569.42 569.42 569.42 04/01/21 0.30% Lena Chan so un 2015A POB Account H47923 04/01/2: 0.00% (213) 630-6253
oldman Finci Sq Govt Insti 465 CUSIP:X9USDGLD 0.49 0.49 0.49 04/01/2 0.30% Cash Balance 04/01/2: 0.00%
Total 569.91 569.91| 569.91
27 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 3/31/2022
S Amount
Trustee/Officer Issue Name Shares/Par Cost Maturity %
Maturity Date Investment Value Date Yid
Pasadena Water Revenue 2011A
lames Dicksor 2011 Water Revenue Debt Service Fund Account #288994 213)630-620 Goldman Fincl Sq Govt Instl 465 CUSIP: X9USDGLDS 0.18 0.18 0.18 04/01/22 0.30% Lena Chan 0.18 0.18 0.18]
(213) 630-6253
BNY asadena Water Revenue 2010
James Dickson 10 A Parity Reserve Account #2862
213)630-620 DREYFUS CUSIP:X9USSGCM 11,501.9 11,501.97 11,501.4 04/01/22 0.20% ena Chat 1350,000.00 1,350,000.00 .262,034.0 02/17/26 0.63% (213) 630-6253 Gasma Home Loan Bank CUSIP 3130A4351 04/01/22 0.00% Cash Debt Servico Account 4288247 04101/22
2010 B Parity Reserve Account #286248
DREYFUS CUSIP: X9USSGCM 4,778.44 4,778.44 4,778.4 04/01/22 Federal Home Loan Bank CUSIP: 3130AL31 300,000.00 300,000.00 280,452.0 02/17/26 04/01/22
2010 A Debt Service Fund Account #286295
Cash 04/01/22 0.30%
1.666,280.411 1.666,280.41 1558.766411
Total
US Bank 2010 Rose Bowl Pasadena PFA Lease Revenue Bonds Ilse Vlach Interest Fund (S631591)
(213) 615-6051 Castly Is Mm Fds Government I CUSIP. 316175108 1,255,760.86 1,255,760.86 1,255,760.86 04/01/22 Adriana Marshall 04/01/22
(213) 615-6071
3.18 3.18 3.18 04/01/22
15,500,000.00 15,500,000.00 13,032,245.00 02/25/41
237,414.49 237.414.49 237,414.49 04/01/22
04/01/22
Total 16.993.178.53| 16.993.178.53 T 14.525.423.53]
Wells Fargo Bank
Tracy Mason
(213) 253-7536 9,322.19 9,322.19 9,322.19 04/01/22 0.02% Mataka Mpose 04/01/22 0.00%
racy [email protected] PHLE Cup: 3130APUIG 823200101 2,000.000.00 2,000,000.00 1,912,420.00 2/01/2 1.38% 4/01/2 0.01%
[email protected] Most ossiance FunGecount 232001 Market Servic Well Fargo Advantage Government Money Market Service 04/01/22 0.00% Total 2009322.191 2,009.322.19L 1.921.742.191
28 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 3/31/2022
5 Amount
Trustee/Officer Issue Name Shares/Par Cost Marke Maturity % Maturity Date Investment Value Valu Date Yid
BNY asadena 2006,2008,2015 COP Reserv
James Dickson serve Account #2816
(213)630-620 4,950,000.00 4.050.00.02 4,431,735.00 12/23/30 1.25% Lena Char 2.52 2.52 04/01/22 0.30%
(213) 630-6253 04/01/22 0.00%
Total 4.950,002.52 4.950.002.52 L 4.431,737.52]
Pasadena 2008AB COPS, 15A Parity Reserve
BNY Reserve Fund #281207
James Dicksor ederal Home Loan Banks CUSIP: 3130AKKO 1,325,000.00 1,325,.00.00 1,186,272.50 12/23/30 1.25% 213)630-620 oldman Fincl Sq Govt Insti 465 CUSIP:X9USDGLD 0.56 0.56 04/01/22 0.30% Lena Chan Cash Balance 132500056 L 1.186,273.067
(213) 630-6253 Total 1.32500056[
BNY Pasadena 2008A COPS
James Dickson Base Rental Fund #281732
(213)630-6204 Goldman Finc! Sq Govt Insti 465 CUSIP: X9USDGLDS 248,516.37 248,516.37 248.516.37 04/01/220.30% Lena Chan Cash Balance 0.00%
(213) 630-6253 Interest Fund #281733
Goldman Finct Sq Govt Instl 465 CUSIP:X9USDGLDS 4.28 4.28 4.28 04/01/22 0.30% Letter of Credit #281734
Bank of America CUS: S86494570 1.00 1.00 1.00 03/31/23 0.00% Goldman Finci Sq Govt Insti 465 CUSIP: X9USDGLDS 0.36 0.36 0.36 04/01/22 0.30% Total 248.522.01 248.522.01 | 248.522.01
BNY Pasadena Conf Ctr 2006AB
James Dickson Base Rent 2006A #281715
(213)630-6204
Lena Chan 24152109 341.62105 1.00 02/01/23 0.00%
(213) 630-6253 341,529.85 04/01/22 0.30%
Cash Balance 0.00%
Reserve Fund #28172:
-ederal Home Loan Banks CUSIP: 3130AJRH• 10,800,000.00 10,800,000.00 9,033,876.00 06/29140 2.07% Federal Home Loan Banks CUSIP: 3130AKKQ8 270,000.00 270,000.00 241,731.00 12/23/30 1.25% oldman Fincl Sq Govt Insti 465 CUSIP:X9USDGLD 14.16 14.16 14.16 04/01/22 0.30% ebate Fund #2817:
Goldman Finct Sq Govt Instl 465 CUSIP: X9USDGLDS 3.48 3.48 3.48 04/01/22 0.30% Cash Balance 0.00%
Prepayment #281735
Goldman Finct Sq Govt Inst! 465 CUSIP: X9USDGLDS 04/01/22 0.00% Total 11.411.548.49 | 11.411.548.49 L 9.617,155.49
29 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 3/31/2022
$ Amount
Trustee/Officer Issue Name Shares/Par Cost Maturity %
Maturity Date Investment Value Date Yid
BNY Pasadena Water Revenue 200:
ames Dickso Parity Reserve Account #281651
213)630-620 Federal Home Loan Banks CUSIP: 3130AL3S1 1,000,000.00 1,000,000.00 934,840.00 02/17/26 0.63% Lena Chan DREYFUS GOVT CM INST 289 CUSIP: X9USDDGCM 13.931.83 13,931.83 13,931.83 04/01/22 0.20% (213) 630-6253 Cash 04/01/22 0.00%
Total 1.013.931.83 T 1.013.931.83 | 948.771.83]
BNY COPS Parity Reserve Fund(2006A, and 2008ABC COP)
James Dickson Certificate Reserve #281143
(213)630-6204 2,025,000.00 2,025,000.00 1,812,982.50 12/23/30 1.25% Lena Chan 2.36 2.36 2.36 04/01/22 0.30%
(213) 630-6253 04/01/22 0.00%
In aggegrate with 2006A Total Funds 2.025.002.36 T 2.025.002.361 1.812,984.861 nd 2008ABC COP reserve
SCPPA SCPPA Investments
Atif Haji Datoo SCPPA Project Stabilization Fund
(213) 367-4668 1,188,423.78 1,188,423.78 1,188,423.78 04/01/22 0.12% 52,768.73 52,768.73 52,768.73 04/01/22 0.12%
2,000,000.00 1,998,710.56 1,996,480.00 07/14/22 0.11%
Inited State Treasury Note/Bond Cusip: 91282CF 3,500,000.00 3,487,095.74 3,478,930.00 10/31/22 0.13% 'ederal Home Loan Bank CUSIP: 3130ANZG 1,000,000.00 999,800.00 962,710.00 09/16/24 0.15%
0.00%
0.00%
Total 7.741.192.51[ 7.726.798.811 7679.31251
TOTAL FUND BALANCE 54.139.430.90 $ 54.125.037.20 S 48.617.720.90 30 VI. PARS Section 115 Trust
City of Pasadena
PARS Section 115 Trust
For the Month Ended March 31, 2022
Pension Account 6746056200
Market Value Book Value
Beginning Balance 12,883,711.22 12,052,843.50
Activity
Contributions -
Disbursements :
Total
Net Investment Income
Dividends 21,722.54 21,722.54
Interest 2.74 2.74
Other Income 0.01 0.01
Change in Accrued Income 797.09 797.09
Total Investment Income 22,522.38 22,522.38
Net Change in Unrealized Gain/Loss (243,348.76)
Realized Gain/Loss 86,731.20" 86,731.20
Total Market Value Adjustment (156,617.56) 86,731.20
Trust Fees (2,812.95) (2,812.95)
PARS Fee (Net of Depository Earnings) (2,486.23) (2,486.23) Unreconciled Difference
Total (5,299.18) (5,299.18)
Ending Balance 12,744,316.86 12,156,797.90
1 Year Inception To Date
Investment Return (Inception-To-Date as of 3/31/2022) -5.06% 5.40% Benchmark Return (PARS Moderately Conservative) -4.95% 5.51% Asset Allocation
Market Value Percenta 41%
Cash and Equivalents 434,739.11
Equity 3,688,293.86 28.94%
Fixed Income 8,620,484.05 67.64%
Accrued Income 799.84 0.01%
Total 12,744,316.86 100.00%
Accruedincome. Cash and Equivalents
0.01% 3.41%
Equity
28.94%
Fixed Income
67.64%
Account Manager:
Kyra Clarke
3121 Michelson Dr 3rd FI
Irvine, CA 92612
949-224-7214, [email protected]
31 City of Pasadena
PARS Section 115 Trust
For the Month Ended March 31, 2022
Post Employments Benefits Trust 6746056201
Market Value Book Value
Beginning Balance 2,440,680.76 2,355,090.40
Activity
Contributions
Disbursements
Total
Net Investment Income
Dividends 4,376.21 4,376.21
Interest 0.46 0.46
Other Income
Change in Accrued Income 150.48 150.48
Total Investment Income 4,527.15 4,527.15
Net Change in Unrealized Gain/Loss, Fee Receipts & Deliveries Net (45,768.19) Realized Gain/Loss 15,895.55 15,895.55
Total Market Value Adjustment (29,872.64) 15,895.55
Trust Fees (533.56) (533.56)
PARS Fee (Net of Depository Earnings) (470.99) (470.99) Unreconciled Difference
Total ((1,004.55) (1,004.55)
Ending Balance 2,414,330.72 2,374,508.55
1 Year Inception To Date
Investment Return (Inception-To-Date as of 3/31/2022) -5.07% 5.61% Benchmark Return (PARS Moderately Conservative) -4.95% 5.65% Asset Allocation
Market Value Percentage
Cash and Equivalents 79,150.83 3.28%
Equity 699,288.51 28.96%
Fixed Income 1,635,740.07 67.75%
Accrued Income 151.31 0.01%
Total 2,414,330.72 100.00%
Accrued Income.. Cash and Equivalents
0.01% 3.28%
Equity
28.96%
Fixed Income
67.75%
Account Manager:
Kyra Clarke
3121 Michelson Dr 3rd Fl
Irvine, CA 92612
949-224-7214, [email protected]
32