City of Pasadena
Quarterly
Investment Report
Quarter Ending 6/30/2022
Prepared by the Department of Finance
Treasury Division
Attachment A
Quarterly Investment Report
I. Pooled Investment Portfolio
II. 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
Treasurer's Pooled Investment Portfolio
Vicken Erganian
City Treasurer
June 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 June 20, 2022. 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 6/30/2022
TYPE MARKET VALUE PERCENT
Money Market - Collateralized 450 0.00%
Certificates of Deposit 1,250,000 0.20%
Municipal Bonds 37,894,352 5.96%
Corporate Bonds 88,723,960 13.97%
Amortized Zero Coupon Bonds 4,889,495 0.77%
Federal Agencies 309,987,950 48.79%
US Treasury Securities 47,378,325 7.46%
Supernationals 23,671,985 3.73%
Commercial Paper 9,878,450 1.55%
Money Market-CAMP 74,454,313 11.72%
US Treasury Securities Disc 9,772,180 1.54%
LAIF 25,429,165 4.00%
Cash in Bank 1,995,534 0.31%
TOTALS: 635,326,160 100.00%
Accrued Interest Receivable 1,264,787
GRAND TOTAL: 636,590,947
PORTFOLIO LIQUIDITY AS OF 6/30/2022
Percent of
Aging Interval Par Value Portfolio
0-30 Days 105,179,463 15.68%
31 days - 1 Year 65,155,000 9.71%
1 - 2 Years 111,820,000 16.67%
2 - 3 Years 172,567,778 25.72%
3 - 4 Years 184,923,000 27.56%
4 - 5 Years 31,250,000 4.66%
Over 5 Years - 0.00%
TOTAL: 670,895,241 100.00%
Jun-22 May-22 Apr-22 Mar-22 Feb-22 Jan-22
Month-End Market Value 636,590,947 626,359,828 612,499,058 596,834,937 612,258,268 616,238,689 Modified Duration 2.04 2.12 2.17 2.30 2.37 2.37
Weighted Average Maturity 2.15 2.22 2.28 2.40 2.43 2.44 Current Book Yield to Maturity 1.039% 0.901% 0.826% 0.757% 0.756% 0.731% Effective Yield - Year to Date 0.820% 0.800% 0.800% 0.790% 0.800% 0.810% Interest Earned 496,172 443,436 407,253 371,790 383,769 367,989 Fiscal Year To Date Interest Earned 4,657,256 4,161,083 3,717,648 3,310,395 2,938,605 2,554,836 Fair Value Change Gain/(Loss) (3,328,870) 2,129,684 (5,350,921) (10,636,109) (3,030,927) (5,204,973) Fiscal Year To Date change in fair value (30,842,193) (27,513,323) (29,643,007) (24,292,085) (13,655,977) (10,625,050) Total Fiscal YTD Earnings (26,184,937) (23,352,239) (25,925,359) (20,981,690) (10,717,372) (8,070,214)
PORTFOLIO STATISTICS
MMF-Collateral
0.00%
Certificates of
Deposit
0.20%
Muni
5.96%
Corp Bond
13.97%
Amortized Zero
Coupon Bonds
0.77%Fed Agency
48.79%
US Treasury
7.46%
Supranationals
3.73%
Commercial
Paper
1.55%
Money Market-
CAMP
11.72% US Treasury
Securities Disc
1.54%
LAIF
4.00%
Cash in Bank
0.31%
1 YTM
365Par Value Book Value
Maturity
Date
Stated
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Monthly for Pool
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
LAIF
0.990Local Agency Investment Fund864 2,358,558.09 2,358,558.09 0.9902,358,558.09SYS864 1
0.990LAIF-COVID Relief Funds Acct14053 23,070,607.19 23,070,607.19 0.99023,070,607.19SYS14053 1 25,429,165.2825,429,165.2825,429,165.2838,525,831.95Subtotal and Average 0.990 1 Money Market Fund-CAMP
1.421California Asset Management Pr13824 74,454,313.24 74,454,313.24 1.40274,454,313.24SYS13824 1 74,454,313.2474,454,313.2474,454,313.2457,905,913.24Subtotal and Average 1.421 1 Collateralized Money Market
0.100EAST WEST BANK13067 450.15 450.15 0.100 450.15SYS13067 1 450.15450.15450.15450.15Subtotal and Average 0.100 1
Municipal Bonds
1.550La Canada Unified School Distr13805 500,000.00 500,000.00 08/01/2022 1.55004/28/2020 499,625.00 Aa1502516QW0 31
1.863South Pasadena Unified School13749 230,000.00 230,583.85 08/01/2022 5.00012/12/2019 230,483.00 Aa2839278JV1 31
1.125Upper Santa Clara VY CA JT PWR13987 2,725,000.00 2,723,637.50 08/01/2022 0.52505/16/2022 2,721,920.75 AA916544ER6 31
0.653Chino Public Financing Authori13924 1,000,000.00 1,000,000.00 09/01/2022 0.65303/25/2021 997,610.00 AA169548FH2 62
0.848Ventura Cnty CA Public Fing Au13818 750,000.00 750,000.00 11/01/2022 0.84806/11/2020 746,452.50 Aa1923078CS6 123
2.364RIVERSIDE CALIFORNIA POB13810 1,000,000.00 1,000,000.00 02/15/2023 2.36305/06/2020 993,850.00 AA76913CAX7 229
0.499Beverly Hills PFA13868 500,000.00 500,000.00 06/01/2023 0.49910/15/2020 488,180.00 AA+088006JX0 335
2.361Glendora CA PENSN OBLIG13989 1,450,000.00 1,443,303.57 06/01/2023 1.84805/18/2022 1,432,658.00 AAA378612AD7 335
0.391City of Orange Taxable Pension13915 1,500,000.00 1,500,000.00 06/01/2023 0.39103/15/2021 1,462,710.00 AA684100AB6 335
1.477STATE OF CALIFORNIA13885 1,000,000.00 1,000,000.00 07/01/2023 1.47711/24/2020 981,240.00 A13017HAK2 365
1.650La Canada Unified School Distr13806 500,000.00 500,000.00 08/01/2023 1.65004/28/2020 492,660.00 Aa1502516QX8 396
1.078Oak Grove CA Sch Dist13821 500,000.00 500,000.00 08/01/2023 1.07806/25/2020 488,675.00 Aa3671205Y55 396
0.692Oxnard School District13841 500,000.00 500,000.00 08/01/2023 0.69209/03/2020 486,400.00 AA692020T34 396
2.025Buena Park Community RDA13738 1,240,000.00 1,240,000.00 09/01/20232.03311/13/2019 1,222,950.00 AA-119144AV5 427
2.085Escondido Lease Revenue Bonds13744 830,000.00 830,000.00 09/01/20232.08511/26/2019 819,068.90 AA-29634EEE8 427
0.475Califfornia State Univ Revenur13830 2,000,000.00 2,000,000.00 11/01/20230.47509/17/2020 1,928,520.00 Aa213077DMJ8 488
2.125Beverly Hills PFA13710 1,000,000.00 1,000,000.00 06/01/20242.12508/08/2019 976,870.00 AA+088006JM4 701
0.730Beverly Hills PFA13869 750,000.00 750,000.00 06/01/20240.73010/15/2020 713,505.00 AA+088006JY8 701
0.587City of Orange Taxable Pension13916 1,500,000.00 1,500,000.00 06/01/20240.58703/15/2021 1,421,235.00 AA684100AC4 701
2.070South Pasadena Unified School13748 325,000.00 343,819.43 08/01/20245.00012/12/2019 334,935.25 Aa2839278JX7 762
0.580SAN RAMON VLY CA UNIF SCH DIST13871 1,500,000.00 1,500,000.00 08/01/20240.58010/20/2020 1,416,405.00 Aa1799408Z77 762
0.575West Coast Contra Unified Scho13941 1,000,000.00 1,000,000.00 08/01/20240.57506/17/2021 943,220.00 AA9523474U3 762
0.685Califfornia State Univ Revenur13829 2,000,000.00 2,000,000.00 11/01/20240.68509/17/2020 1,875,180.00 Aa213077DMK5 854
0.982City of Arcadia13882 675,000.00 675,000.00 12/01/20240.98211/12/2020 636,734.25 Aaa039063AD4 884
0.650SANTA BARBARA CNTY CA SOLID WA13894 300,000.00 321,580.65 12/01/20243.67012/18/2020 301,104.00 A180136PDB6 884 Portfolio PASD
APData Updated: SET_POOL: 07/18/2022 16:33
Run Date: 07/18/2022 - 16:34
2 YTM
365Par Value Book Value
Maturity
Date
Stated
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Monthly for Pool
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
Municipal Bonds
0.943Huntington Beach CA Public Fin13861 300,000.00 300,000.00 05/01/2025 0.94308/12/2020 279,285.00 AA446216HJ5 1,035
0.883UNIVERSITY OF CA REVENUE BONDS13827 1,000,000.00 1,000,000.00 05/15/2025 0.88307/16/2020 931,060.00 Aa291412HGE7 1,049
0.610UNIVERSITY OF CA REVENUE BONDS13893 5,000,000.00 5,038,587.92 05/15/2025 0.88312/16/2020 4,655,300.00 Aa291412HGE7 1,049
0.952California St Health Facs Fing13883 1,500,000.00 1,500,000.00 06/01/2025 0.95211/04/2020 1,389,735.00 Aa313032UXM5 1,066
0.824Redondo Beach Unified School13840 500,000.00 500,000.00 08/01/2025 0.82408/06/2020 460,455.00 Aa2757710TZ1 1,127
2.311South Pasadena Unified School13747 675,000.00 727,177.93 08/01/2025 5.00012/12/2019 704,740.50 Aa2839278JY5 1,127
0.740SAN RAMON VLY CA UNIF SCH DIST13872 1,500,000.00 1,500,000.00 08/01/2025 0.74010/20/2020 1,383,090.00 Aa1799408Z85 1,127
0.938West Coast Contra Unified Scho13940 3,000,000.00 3,000,000.00 08/01/2025 0.93806/17/2021 2,779,200.00 AA9523474V1 1,127
1.181City of Arcadia13881 750,000.00 750,000.00 12/01/2025 1.18211/12/2020 695,122.50 Aaa039063AE2 1,249 39,623,690.8537,890,179.6539,500,000.0039,624,966.50Subtotal and Average 1.036 685 Certificates of Deposit - Bank
0.650BMW BANK NORTH AMERICA13949 250,000.00 250,000.00 09/17/2024 0.65009/17/2021 250,000.0005580AD68 809
0.650SYNCHRONY BANK13952 250,000.00 250,000.00 09/17/2024 0.65009/17/2021 250,000.0087164YB60 809
0.650GOLDMAN SACHS BANK USA CD13951 250,000.00 250,000.00 09/23/2024 0.65009/22/2021 250,000.0038149MZY2 815
0.700SALLIE MAE BANK/SALT LKE CD13956 250,000.00 250,000.00 09/23/2024 0.70009/22/2021 250,000.00795451AW3 815
0.650UBS BANK USA13950 250,000.00 250,000.00 09/23/2024 0.65009/22/2021 250,000.0090348JT42 815 1,250,000.001,250,000.001,250,000.001,250,000.00Subtotal and Average 0.660 813 Federal Agency Issues - Coupon
2.250Federal Home Loan Bank13986 5,000,000.00 5,000,000.00 06/09/2023 2.25006/09/2022 4,979,214.10 Aaa3130AS4W6 343
0.320FED HOME LOAN MORTAGE CORP13879 10,000,000.00 10,000,000.00 11/02/2023 0.32011/02/2020 9,665,295.50 Aaa3134GW6E1 489
0.320FED HOME LOAN MORTAGE CORP13880 5,000,000.00 5,000,000.00 11/02/2023 0.32011/02/2020 4,832,647.75 Aaa3134GW6E1 489
0.320FED HOME LOAN MORTAGE CORP13887 10,000,000.00 10,000,000.00 11/24/2023 0.32011/24/2020 9,644,926.00 Aaa3134GXCA0 511
0.250Federal Home Loan Bank13896 5,000,000.00 5,000,000.00 12/28/2023 0.25012/28/2020 4,799,242.65 Aaa3130AKL79 545
0.250Federal Home Loan Bank13897 5,000,000.00 5,000,000.00 12/28/2023 0.25012/28/2020 4,799,242.65 Aaa3130AKL79 545
0.800Federal Home Loan Bank13972 7,500,000.00 7,500,000.00 12/28/2023 0.80012/28/2021 7,292,098.73 Aaa3130AQ6F5 545
0.500Federal Home Loan Bank13927 10,000,000.00 10,000,000.00 04/29/2024 0.50004/29/2021 9,558,324.00 Aaa3130ALXQ2 668
3.100FED HOME LOAN MORTAGE CORP13994 5,000,000.00 5,000,000.00 06/28/2024 3.10006/28/2022 4,994,125.75 Aaa3134GXYE8 728
0.625Federal Home Loan Bank13944 5,000,000.00 5,000,000.00 10/15/2024 0.62507/15/2021 4,722,078.25 Aaa3130AN4L1 837
0.500Federal Home Loan Bank13948 5,000,000.00 5,000,000.00 10/30/2024 0.50009/30/2021 4,742,028.15 Aaa3130ANYT1 852
0.900Federal Home Loan Bank13966 5,000,000.00 5,000,000.00 11/08/2024 0.90011/08/2021 4,770,272.95 Aaa3130APPQ2 861
1.100Federal Home Loan Bank13968 5,000,000.00 5,000,000.00 11/15/2024 1.10011/15/2021 4,776,010.70 Aaa3130APRA5 868
0.550Federal Home Loan Bank13937 10,000,000.00 10,000,000.00 11/26/20240.55005/26/2021 9,414,506.90 Aaa3130AMK92 879
0.650Federal Home Loan Bank13932 5,000,000.00 5,000,000.00 12/09/20240.65006/09/2021 4,703,249.80 Aaa3130AMJX1 892
1.150Federal Home Loan Bank13971 5,000,000.00 5,000,000.00 12/10/20241.15012/10/2021 4,782,020.20 Aaa3130AQ3F8 893
1.125Federal Home Loan Bank13973 5,000,000.00 5,000,000.00 01/21/20251.12501/21/2022 4,771,593.55 Aaa3130AQFG3 935
1.250Federal Home Loan Bank13975 5,000,000.00 5,000,000.00 01/28/20251.25001/28/2022 4,809,409.60 Aaa3130AQJ79 942 Portfolio PASD
APData Updated: SET_POOL: 07/18/2022 16:33
Run Date: 07/18/2022 - 16:34
3 YTM
365Par Value Book Value
Maturity
Date
Stated
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Monthly for Pool
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon
1.500Federal Home Loan Bank13977 5,000,000.00 5,000,000.00 02/18/2025 1.50002/18/2022 4,795,055.25 Aaa3130AQPF4 963
0.625Federal Home Loan Bank13933 5,000,000.00 5,000,000.00 02/27/2025 0.62505/27/2021 4,694,896.15 Aaa3130AMMG4 972
1.810Federal Home Loan Bank13979 4,700,000.00 4,700,000.00 02/27/2025 1.81002/28/2022 4,569,412.57 Aaa3130AQX99 972
0.650Federal Home Loan Bank13959 5,000,000.00 5,000,000.00 03/28/2025 0.65009/28/2021 4,692,020.50 Aaa3130AP5S0 1,001
3.000Federal Home Loan Bank13982 5,000,000.00 5,000,000.00 04/22/2025 3.00004/22/2022 4,972,222.75 Aaa3130ARJW2 1,026
0.750Federal Home Loan Bank13811 5,000,000.00 5,000,000.00 05/19/2025 0.75005/19/2020 4,692,008.00 Aaa3130AJLA5 1,053
3.400Federal Home Loan Bank13985 5,000,000.00 5,000,000.00 05/23/2025 3.40005/23/2022 4,979,360.05 Aaa3130ARZD6 1,057
0.750FED HOME LOAN MORTAGE CORP13814 5,000,000.00 5,000,000.00 05/28/2025 0.75005/28/2020 4,654,131.90 Aaa3134GVVX3 1,062
0.750FED HOME LOAN MORTAGE CORP13816 5,000,000.00 5,000,000.00 05/28/2025 0.75005/29/2020 4,670,923.45 Aaa3134GVB31 1,062
0.750FED HOME LOAN MORTAGE CORP13817 5,000,000.00 5,000,000.00 05/28/2025 0.75006/01/2020 4,670,923.45 Aaa3134GVB31 1,062
0.780Federal Farm Credit Bank13820 5,000,000.00 5,000,000.00 06/16/2025 0.78006/16/2020 4,672,635.10 Aaa3133ELK37 1,081
0.764Federal Home Loan Bank13822 3,017,777.77 3,017,420.07 06/16/2025 0.76006/19/2020 2,827,910.48 Aaa3130AJPT0 1,081
0.650FED NATIONAL MORTGAGE ASSN13828 5,000,000.00 5,000,000.00 08/14/2025 0.65008/14/2020 4,647,908.30 Aaa3136G4C43 1,140
0.614Federal Farm Credit Bank13863 5,000,000.00 4,999,364.71 08/25/20250.61009/10/2020 4,621,927.95 Aaa3133EL4W1 1,151
0.530Federal Farm Credit Bank13864 20,000,000.00 20,000,000.00 09/29/20250.53009/29/2020 18,387,452.20 Aaa3133EMBH4 1,186
0.600FED HOME LOAN MORTAGE CORP13870 10,000,000.00 10,000,000.00 09/30/20250.60009/30/2020 9,214,536.10 Aaa3134GWVN3 1,187
0.600FED HOME LOAN MORTAGE CORP13873 10,000,000.00 10,000,000.00 10/15/20250.60010/15/2020 9,201,749.80 Aaa3134GWYS9 1,202
0.625FED HOME LOAN MORTAGE CORP13877 10,000,000.00 10,000,000.00 10/27/20250.62510/27/2020 9,201,611.60 Aaa3134GW3X2 1,214
0.600FED HOME LOAN MORTAGE CORP13878 5,000,000.00 5,000,000.00 10/27/20250.60010/27/2020 4,596,899.50 Aaa3134GW5P7 1,214
0.600FED HOME LOAN MORTAGE CORP13874 10,000,000.00 10,000,000.00 10/28/20250.60010/28/2020 9,240,129.10 Aaa3134GW3F1 1,215
0.600FED HOME LOAN MORTAGE CORP13876 5,000,000.00 5,000,000.00 10/28/20250.60010/28/2020 4,620,064.55 Aaa3134GW3Z7 1,215
0.600Federal Farm Credit Bank13888 10,000,000.00 10,000,000.00 11/24/20250.60011/24/2020 9,197,195.20 Aaa3133EMHF2 1,242
0.690FED HOME LOAN MORTAGE CORP13886 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,588,086.65 Aaa3134GXCS1 1,243
0.719FED HOME LOAN MORTAGE CORP13891 5,000,000.00 5,000,000.00 11/26/20250.65011/30/2020 4,599,481.95 Aaa3134GXFA7 1,244
0.550Federal Home Loan Bank13900 5,000,000.00 5,000,000.00 02/12/20260.55002/12/2021 4,562,551.20 Aaa3130AKVR4 1,322
0.625Federal Home Loan Bank13905 5,000,000.00 5,000,000.00 02/17/20260.62502/17/2021 4,605,371.55 Aaa3130AL3S1 1,327
0.750Federal Home Loan Bank13907 5,000,000.00 5,000,000.00 02/24/20260.75002/24/2021 4,566,791.30 Aaa3130ALCV4 1,334
0.630Federal Home Loan Bank13906 5,000,000.00 5,000,000.00 02/26/20260.63002/26/2021 4,610,151.40 Aaa3130ALB94 1,336
0.844Federal Farm Credit Bank13911 10,000,000.00 9,998,532.22 03/02/20260.84003/02/2021 9,219,757.80 Aaa3133EMSK9 1,340
0.800Federal Home Loan Bank13908 5,000,000.00 5,000,000.00 03/04/20260.80003/04/2021 4,571,695.55 Aaa3130ALEY6 1,342
0.800Federal Home Loan Bank13909 5,000,000.00 5,000,000.00 03/10/20260.80003/10/2021 4,570,896.20 Aaa3130ALFS8 1,348
1.000Federal Home Loan Bank13910 4,875,000.00 4,875,000.00 03/23/20261.00003/23/2021 4,403,239.91 Aaa3130ALGJ7 1,361
0.940Federal Farm Credit Bank13960 5,000,000.00 5,000,000.00 09/28/20260.94009/28/2021 4,536,959.40 Aaa3133EM6E7 1,550
1.000Federal Home Loan Bank13953 5,000,000.00 5,000,000.00 09/30/20261.00009/30/2021 4,615,607.85 Aaa3130ANYN4 1,552
1.250Federal Home Loan Bank13964 5,000,000.00 5,000,000.00 10/28/20261.25010/28/2021 4,660,097.80 Aaa3130APDQ5 1,580 330,090,317.00309,987,949.74330,092,777.77324,256,954.56Subtotal and Average 0.836 1,035 Portfolio PASD
APData Updated: SET_POOL: 07/18/2022 16:33
Run Date: 07/18/2022 - 16:34
4 YTM
365Par Value Book Value
Maturity
Date
Stated
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Monthly for Pool
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
Treasury Securities - Coupon
0.761US TREASURY13974 10,000,000.00 9,998,364.11 12/31/2023 0.75012/31/2021 9,680,860.00 Aaa91282CDR9 548
1.081US TREASURY13978 5,000,000.00 4,983,889.13 01/31/2024 0.87501/31/2022 4,841,600.00 Aaa91282CDV0 579
0.470US TREASURY13943 10,000,000.00 9,957,308.21 06/15/2024 0.25006/25/2021 9,491,020.00 Aaa91282CCG4 715
0.515US TREASURY13962 5,000,000.00 4,984,629.79 09/15/2024 0.37509/24/2021 4,723,440.00 Aaa91282CCX7 807
0.747US TREASURY13965 5,000,000.00 4,986,189.31 10/15/2024 0.62510/22/2021 4,741,210.00 Aaa91282CDB4 837
0.554US TREASURY13954 10,000,000.00 9,985,429.57 03/31/2025 0.50009/16/2021 9,342,580.00 Aaa912828ZF0 1,004
0.924US TREASURY13963 5,000,000.00 4,964,697.65 08/31/2026 0.75009/24/2021 4,557,615.00 Aaa91282CCW9 1,522 49,860,507.7747,378,325.0050,000,000.0049,858,133.06Subtotal and Average 0.684 828 Corporate Bonds - Coupon
2.185Honeywell International13711 1,000,000.00 999,965.40 08/08/2022 2.15008/08/2019 999,578.14 A2438516BT2 38
2.100UNION BANK NA CORPORATE BOND13756 2,000,000.00 2,000,000.00 12/09/2022 2.10012/09/2019 1,991,758.94 A290520EAK7 161
2.154UNION BANK NA CORPORATE BOND13760 5,000,000.00 4,998,858.81 12/09/2022 2.10012/16/2019 4,979,397.35 A290520EAK7 161
1.864UNION BANK NA CORPORATE BOND13773 5,000,000.00 5,005,016.00 12/09/2022 2.10002/10/2020 4,979,397.35 A290520EAK7 161
2.728APPLE INC13693 5,000,000.00 5,003,701.23 02/23/2023 2.85004/24/2019 5,002,130.35 Aaa037833BU3 237
0.441TOYOTA CREDIT CORPORATION13929 3,000,000.00 2,999,067.99 04/06/2023 0.40004/09/2021 2,942,987.85 A189236TJD8 279
2.500JPMORGAN CHASE FINANCIAL13984 2,000,000.00 2,000,000.00 05/01/2023 2.50004/29/2022 1,980,009.62 A248133DE71 304
2.750CITIGROUP GLOBAL MARKETS13988 2,500,000.00 2,500,000.00 06/16/2023 2.75005/16/2022 2,425,837.28 A317330FUE9 350
0.654ROYAL BANK OF CANADA13918 5,000,000.00 4,982,437.49 01/19/2024 0.42503/11/2021 4,792,675.15 A178015K7L2 567
2.250GOLDMAN SACHS13980 2,500,000.00 2,500,000.00 03/15/2024 2.25003/15/2022 2,397,719.42 A238150AL86 623
3.125JPMORGAN CHASE FINANCIAL13983 2,000,000.00 2,000,000.00 04/29/2024 3.12504/29/2022 1,928,482.68 A248133DE55 668
0.800Goldman Sach Corporate Bond13935 5,000,000.00 5,000,000.00 06/03/2024 0.80006/03/2021 4,656,691.55 A238150AG41 703
0.672ROYAL BANK OF CANADA13947 5,000,000.00 4,997,749.07 07/29/2024 0.65007/29/2021 4,702,342.60 A178016EZU4 759
0.900NEW YORK LIFE GL13967 5,000,000.00 5,000,000.00 10/29/20240.90010/29/2021 4,681,953.50 Aaa64952WEJ8 851
4.050CITIGROUP GLOBAL MARKETS13990 2,500,000.00 2,500,000.00 05/27/20254.05005/27/2022 2,502,021.65 A317330FVU2 1,061
4.050CITIGROUP GLOBAL MARKETS13991 2,500,000.00 2,500,000.00 05/27/20254.05005/27/2022 2,502,021.65 A317330FVU2 1,061
0.825JP MORGAN13898 5,000,000.00 5,000,000.00 12/22/20250.82512/22/2020 4,394,492.50 A248128GY53 1,270
1.526BANK OF AMERICA CORP13923 5,000,000.00 4,865,300.11 01/26/20260.60003/25/2021 4,345,520.65 A206048WK82 1,305
0.752BANK OF NEW YORK MELLON13901 5,000,000.00 4,999,641.70 01/28/20260.75002/02/2021 4,506,619.55 A106406RAQ0 1,307
0.718APPLE INC13902 5,000,000.00 4,996,901.61 02/08/20260.70002/08/2021 4,557,463.85 Aaa037833EB2 1,318
1.250BANK OF AMERICA CORP13934 5,000,000.00 5,000,000.00 05/28/20261.25005/28/2021 4,350,266.50 A206048WM31 1,427
1.263BANK OF AMERICA CORP13945 3,623,000.00 3,614,214.12 06/25/20261.20007/21/2021 3,143,519.79 A206048WM64 1,455
1.155ROYAL BANK OF CANADA13958 6,250,000.00 6,248,689.20 07/14/20261.15009/22/2021 5,584,826.88 A178016EZT7 1,474
1.365Credit Suisse New York13961 5,000,000.00 4,977,224.30 08/07/20261.25009/24/2021 4,376,245.60 A122550L2G5 1,498 94,688,767.0388,723,960.4094,873,000.0099,353,573.62Subtotal and Average 1.524 876 Portfolio PASD
APData Updated: SET_POOL: 07/18/2022 16:33
Run Date: 07/18/2022 - 16:34
5 YTM
365Par Value Book Value
Maturity
Date
Stated
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Monthly for Pool
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
Amortized Zero Coupon Bonds
2.597Credit Suisse NY13992 5,000,000.00 4,918,057.81 02/24/202306/02/2022 4,889,495.00 P-12254EBPQ8 238 4,918,057.814,889,495.005,000,000.004,749,445.61Subtotal and Average 2.597 238 Commercial Paper Disc. -Amortizing
1.299BOFA SECURITIES INC CP13981 10,000,000.00 9,946,527.78 12/02/2022 1.25003/07/2022 9,878,450.00 A106054PM29 154 9,946,527.789,878,450.0010,000,000.009,941,493.06Subtotal and Average 1.299 154 Treasury Discounts -Amortizing
2.208US TREASURY13993 10,000,000.00 9,811,121.83 05/18/2023 2.11506/07/2022 9,772,180.00 Aaa912796W47 321 9,811,121.839,772,180.0010,000,000.007,843,587.68Subtotal and Average 2.208 321 Supranationals
1.070Inter-American Devel Bank13976 5,000,000.00 5,118,283.31 01/16/2024 2.62501/21/2022 4,969,450.00 Aaa4581X0DF2 564
0.500Inter-American Devel Bank13955 10,000,000.00 10,000,000.00 09/23/2024 0.50009/23/2021 9,457,600.00 Aaa4581X0DZ8 815
0.610INTL FINANCE CORP13957 5,000,000.00 4,998,677.32 02/28/2025 0.60009/28/2021 4,738,482.85 Aaa45950VQJ8 973
0.647INTL BK RECON & DEVELOP13903 5,000,000.00 5,000,000.00 02/10/2026 0.65002/10/2021 4,504,628.80 Aaa459058JS3 1,320 25,116,960.6323,670,161.6525,000,000.0025,120,030.87Subtotal and Average 0.667 896 658,430,380.29 665,599,706.44 1.039 785633,324,630.11 665,189,879.37Total and Average Portfolio PASD
APData Updated: SET_POOL: 07/18/2022 16:33
Run Date: 07/18/2022 - 16:34
6 YTM
365Par Value Book Value
Stated
RateMarket Value
June 30, 2022
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
Monthly for Pool
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
0.00 658,430,380.29 665,599,706.44 1.039 785
0 5,995.58
5,995.58
5,995.58
5,995.58
Subtotal
Accrued Interest at PurchaseAverage Balance
633,330,625.69 665,195,874.95Total Cash and Investments Portfolio PASD
APData Updated: SET_POOL: 07/18/2022 16:33
Run Date: 07/18/2022 - 16:34
7 COMPLIANCE REPORT
Pooled Investment Portfolio
As of 6/30/22
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 0.00% 100% In compliance 102% Collateral 102% Collateral In compliance In compliance Certificates of Deposit 0.20% 30% In compliance n/a n/a In compliance In compliance Municipal Bonds 5.96% 100% In compliance Aaa/Aa3/Aa2/Aa1/A2/AA+/AA-/AAA/AA A or better In compliance In compliance US Treasury Securities 7.46% 100% In compliance Aaa AA+/Aaa In compliance In compliance Corporate Bonds 13.97% 30% In compliance* Aa1/A1/A2/A3 A or better In compliance In compliance Amortized Zero Cpn Bonds 0.77% 30% In compliance* Aa1/A1/A2/A3 A or better In compliance In compliance Federal Agency Issues 48.79% 100% In compliance Aaa AA+/Aaa In compliance In compliance Supranationals 3.73% 30% In compliance Aaa AA or better In compliance In compliance Commercial Paper 1.55% 100% In compliance P-1 (Short-term) P-1 (Short-term) In compliance In compliance Money Market-CAMP 11.72% 100% In compliance n/a n/a In compliance In compliance US Treasury Securities Disc 1.54% 100% In compliance Aaa AA+/Aaa In compliance In compliance LAIF 4.00% 100% In compliance n/a n/a In compliance In compliance Cash 0.31% 100% In compliance Collateralized Collateralized In compliance In compliance 100.00%
Portfolio Value 636,590,947
8 INVESTMENTS IN ISSUERS REPRESENTING OVER 5%
OF THE POOL PORTFOLIO
June 30, 2022
Market Value % of Total
FHLB 156,308,581 24.55%
FHLMC 98,395,533 15.46%
FFCB 50,635,928 7.95%
Total Fed Agencies/Supranationals 305,340,041 47.96%
OTHER PORTFOLIO INVESTMENTS 331,250,906 52.04%
Total Investments 636,590,947 * 100.00%
note: * Includes Cash in Bank and Accrued Interest Receivable 9 Pooled Portfolio - Total Return Performance
ML 1-3 Index Pooled
Corp/Gov Portfolio
2003 Annual 2.717 2.931
2004 Annual 1.226 2.090
2005 Annual 1.746 2.073
2006 Annual 4.195 4.474
2007 Annual 6.706 5.736
2008 Annual 4.649 3.474
2009 Annual 3.784 3.398
2010 Annual 2.322 1.806
2011 Annual 1.540 1.490
2012 Annual 1.467 1.788
2013 Annual 0.696 0.417
2014 Annual 0.777 1.321
2015 1st quarter 0.594 0.628
2nd quarter 0.143 0.141
3rd quarter 0.284 0.431
4th quarter -0.350 -0.113
0.671 1.087
2016 1st quarter 0.982 0.713
2nd quarter 0.660 0.350
3rd quarter 0.027 0.170
4th quarter -0.385 -0.520
1.284 0.713
2017 1st quarter 0.393 0.440
2nd quarter 0.303 0.419
3rd quarter 0.342 0.380
4th quarter -0.182 -0.059
0.856 1.180
2018 1st quarter -0.185 -0.097
2nd quarter 0.291 0.269
3rd quarter 0.354 0.431
4th quarter 1.166 1.038
1.626 1.641
2019 1st quarter 1.219 0.963
2nd quarter 1.480 1.054
3rd quarter 0.700 0.593
4th quarter 0.606 0.590
4.005 3.200
2020 1st quarter 1.590 0.495
2nd quarter 1.215 0.962
3rd quarter 0.274 0.287
4th quarter 0.227 0.236
3.306 1.980
2021 1st quarter -0.028 -0.467
2nd quarter 0.063 0.437
3rd quarter 0.088 0.085
4th quarter -0.533 -0.638
-0. 410 -0.583
2022 1st quarter -2.580 -2.910
2nd quarter -0.625 -0.842
3rd quarter
4th
quarter
Effective Yield Fiscal YTD
Pooled Portfolio effective yield 0.82%
State Treasurer's LAIF yield 0.38%
2 Year Average US Treasury yield 1.22%
10 CITY POOLED PORTFOLIO
Portfolio Management
Distribution of Investments By Type - Historic
(By Market Values)
In %
Fiscal Year Total
June June June June June June June June June June 1st Qtr 2nd Qtr 3rd Qtr 4th Qtr Investment Type 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2022 2022 2022 Money Market 0.01 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 Money Market Collateralized 12.48 12.91 16.74 9.14 7.25 3.97 3.54 1.59 11.73 6.76 0.20 2.65 0.00 0.00 Municipal Bonds 12.66 12.62 13.00 4.97 4.01 5.80 5.78 4.33 4.72 7.70 7.59 7.24 6.37 5.96 Corporate Bonds - Coupon 27.70 25.94 22.67 21.65 16.36 17.12 15.47 20.78 22.50 16.62 15.95 14.82 14.08 13.97 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 Federal Agency Issues - Coupon 30.73 36.55 43.39 43.45 49.70 55.86 60.37 54.14 34.00 47.35 44.84 47.37 49.32 48.79 Repurchase Agreements 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 L.A.I.F. 13.32 9.04 1.47 13.09 14.38 9.07 6.47 7.29 11.66 16.47 17.38 16.78 15.84 4.00 Cash 2.58 2.72 2.50 3.76 0.68 0.44 0.43 0.45 0.34 0.53 0.61 0.32 0.48 0.31 Treasury Securities 0.00 0.00 0.00 3.93 3.37 2.99 3.26 3.71 2.37 3.66 5.54 7.36 8.02 7.46 Treasury Securities Disc 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 1.54 Supranationals 0.00 0.00 0.00 0.00 4.25 3.76 4.49 5.89 8.24 0.80 3.41 3.26 4.03 3.73 Bank Notes 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 Federal Agency Discount 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 Commerical Paper - Disc (Amortizing) 0.00 0.00 0.00 0.00 0.00 0.99 0.00 0.82 0.00 0.00 0.00 0.00 1.66 1.55 Asset Backed Securities 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 Amortized Zero Cpn Bonds 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 0.77 Certificates of Deposit 0.52 0.22 0.23 0.00 0.00 0.00 0.19 1.00 0.00 0.00 0.21 0.21 0.21 0.20 Money Market-CAMP 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 3.89 0.12 4.27 0.00 0.00 11.72 Muni Variable Rate 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.54 0.00 0.00 0.00 0.00 0.00 Total 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 11 II. Capital Endowment Portfolio
CITY OF PASADENA
Capital Endowment Portfolio
Vicken Erganian
City Treasurer
June 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 June 20, 2022. 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 6/30/2022
TYPE MARKET VALUE PERCENT
Money Market - Collateralized 63,732 3.38%
Money Market - CAMP 13 0.00%
Federal Agencies 1,819,815 96.62%
TOTALS: 1,883,560 100.00%
Accrued Interest Receivable 2,058
GRAND TOTAL: 1,885,618
PORTFOLIO LIQUIDITY AS OF 6/30/2022
Percent of
Aging Interval Par Value Portfolio
0-30 Days 63,732 3.25%
31 days - 1 Year - 0.00%
1 - 2 Years - 0.00%
2 - 3 Years 1,900,000 96.75%
3 - 4 Years - 0.00%
4 - 5 Years - 0.00%
Over 5 Years - 0.00%
TOTAL: 1,963,732 100.00%
PORTFOLIO STATISTICS
Jun-22 May-22 Apr-22 Mar-22 Feb-22 Jan-22
Month-End Mkt Value 1,885,618 2,020,613 2,008,957 2,022,906 2,056,252 2,066,222 Modified Duration 2.26 2.20 2.27 2.35 2.44 2.52
Weighted Average Maturity 2.33 2.26 2.35 2.43 2.50 2.58 Current Book Yield to Maturity 1.014% 0.993% 0.959% 0.948% 0.923% 0.923% Effective Yield - Year to Date 1.000% 1.000% 1.000% 1.000% 1.020% 1.020% Interest Earned 1,741 1,709 1,661 1,609 1,601 1,600 Fiscal Year To Date Interest Earned 19,860 18,119 16,410 14,750 13,141 11,540 Fair Value Change Gain/(Loss) (12,736) 9,947 (15,610) (34,955) (11,570) (13,198) Fiscal Year To Date change in fair value (86,808) (74,072) (84,019) (68,409) (33,455) (21,884) Total Fiscal YTD earnings (66,948) (55,953) (67,609) (53,660) (20,314) (10,344) MMF -
Collateral
, 3.38%
MMF -
CAMP,
0.00%
Federal
Agencies,
96.62%
12 YTM
365Par Value Book Value
Maturity
Date
Stated
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
CAPITAL ENDOWMENT
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
Money Market Fund-CAMP
1.421California Asset Management Pr14111 63,731.51 63,731.51 1.40203/28/2022 63,731.51SYS14111 1 63,731.5163,731.5163,731.51158,798.18Subtotal and Average 1.421 1 Collateralized Money Market
0.100EAST WEST BANK13057 13.19 13.19 0.100 13.19SYS13057 1
13.1913.1913.1913.19Subtotal and Average 0.100 1
Federal Agency Issues - Coupon
1.000Federal Home Loan Bank13970 1,900,000.00 1,900,000.00 11/25/2024 1.00011/30/2021 1,819,815.21 Aaa3130APVG7 878 1,900,000.001,819,815.211,900,000.001,900,000.00Subtotal and Average 1.000 878 2,058,811.37 1,963,744.70 1.014 8501,883,559.91 1,963,744.70Total and Average Portfolio PASD
APData Updated: FUNDSNAP: 07/18/2022 16:59
Run Date: 07/18/2022 - 16:59 PM (PRF_PM2) 7.3.0
13 COMPLIANCE REPORT
Capital Endowment Portfolio
As of 6/30/22
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 3.38% 100% In compliance 102% Collateral 102% Collateral In compliance In compliance Money Market-CAMP 0.00% 100% In compliance n/a n/a In compliance In compliance Corporate Bond 0.00% 30% In compliance** Aa2 A or better In compliance In compliance Federal Agency Issues 96.62% 100% In compliance** Aaa AA+/Aaa In compliance In compliance 100.00%
Portfolio Value 1,885,618
**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
June 30, 2022
Market Value % of Total
FHLB 1,819,815 96.51%
Total 1,819,815 96.51%
OTHER PORTFOLIO INVESTMENTS 65,802 3.49%
Total Investments 1,885,618 * 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 June June June June June June June 1st Qtr 2nd Qtr 3rd Qtr 4th Qtr Investment Type 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2022 2022 2022 Money Market - Collateralized 100.00 100.00 100.00 100.00 1.80 0.75 0.03 1.10 3.10 100.00 8.58 8.84 3.38 Federal Agency Issues - Coupon 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 96.62 Corporate Bonds - Coupon 0.00 0.00 0.00 0.00 0.00 99.25 99.97 98.90 96.90 0.00 91.42 91.16 0.00 Municipal Bonds 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 L.A.I.F. 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 Certificate of Deposit 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 Federal Agency Discount 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 Treasury Securities 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 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 Commerical Paper - Disc (Amortizing) 0.00 0.00 0.00 0.00 98.20 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Asset Backed Securities 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 0.00 0.00 0.00 0.00 0.00 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 16 III. Power Reserve Portfolio
CITY OF PASADENA
Power Reserve Portfolio
Vicken Erganian
City Treasurer
June 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 June 20, 2022. 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 6/30/2022
TYPE MARKET VALUE PERCENT
Money Market - Collateralized 33 0.00%
Municipal Bonds 1,874,500 4.50%
Federal Agencies 31,386,729 75.33%
L.A.I.F. 7,786,712 18.69%
Money Market-CAMP 617,827 1.48%
TOTALS: 41,665,801 100.00%
Accrued Interest Receivable 196,500
GRAND TOTAL: 41,862,302
PORTFOLIO LIQUIDITY AS OF 6/30/2022
Percent of
Aging Interval Par Value Portfolio
0 - 30 days 8,404,572 17.48%
31 days - 1 Year - 0.00%
1 - 2 Years - 0.00%
2 - 3 Years 5,000,000 10.40%
3 - 4 Years - 0.00%
4 - 5 Years 2,000,000 4.16%
Over 5 Years 32,666,667 67.95%
TOTAL: 48,071,239 100.00%
PORTFOLIO STATISTICS
Jun-22 May-22 Apr-22 Mar-22 Feb-22 Jan-22
Month-End Market Value 41,862,302 42,197,779 41,936,771 43,684,837 45,444,012 46,133,377 Modified Duration 7.09 7.20 7.25 7.56 7.85 7.98
Weighted Average Maturity 9.05 9.12 9.20 9.29 9.36 9.45 Current Book Yield to Maturity 1.567% 1.510% 1.506% 1.449% 1.437% 1.436% Effective Yield - Year to Date 1.410% 1.390% 1.380% 1.360% 1.360% 1.330% Interest Earned 60,723 60,200 59,875 57,075 56,716 56,850 Fiscal Year To Date Interest Earned 673,920 613,196 552,997 493,122 436,047 379,331 Fair Value Change Gain/(Loss) (397,125) 200,809 (1,809,442) (1,816,250) (746,067) (830,630) Fiscal Year To Date change in fair value (6,000,734) (5,603,608) (5,804,417) (3,994,975) (2,178,725) (1,432,658) Total Fiscal YTD Earnings (5,326,814) (4,990,412) (5,251,421) (3,501,853) (1,742,678) (1,053,327) Money Market-
CAMP
1.03% Muni
4.50%
Fed Agency
75.33%
Municipal
Bonds
4.54%
Money Market-
CAMP
1.48%
17 YTM
365Par Value Book Value
Maturity
Date
Stated
RateMarket Value
June 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
POWER RESERVE FUND
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
LAIF
0.990Local Agency Investment Fund6184 7,786,711.74 7,786,711.74 0.9907,786,711.74SYS6184 1 7,786,711.747,786,711.747,786,711.747,786,711.74Subtotal and Average 0.990 1 Money Market Fund-CAMP
1.421California Asset Management Pr14063 617,827.32 617,827.32 1.40208/10/2021 617,827.32SYS14063 1 617,827.32617,827.32617,827.32617,827.32Subtotal and Average 1.421 1 Collateralized Money Market
0.100EAST WEST BANK13066 33.04 33.04 0.100 33.04SYS13066 1
33.0433.0433.0433.04Subtotal and Average 0.100 1
Municipal Bonds
2.560LA County Redevelopment TABs13553 2,000,000.00 1,986,472.55 09/01/2026 2.37508/25/2016 1,874,500.00 Aa254465AGS5 1,523 1,986,472.551,874,500.002,000,000.001,986,341.78Subtotal and Average 2.560 1,523 Federal Agency Issues - Coupon
1.000Federal Home Loan Bank13969 5,000,000.00 5,000,000.00 11/25/2024 1.00011/30/2021 4,787,204.05 Aaa3130APV69 878
1.230Federal Farm Credit Bank13946 6,000,000.00 6,000,000.00 08/02/2028 1.23008/02/2021 5,392,828.02 Aaa3133EMX80 2,224
1.230Federal Farm Credit Bank13890 5,000,000.00 5,000,000.00 11/25/2030 1.23011/25/2020 4,164,192.30 Aaa3133EMHN5 3,069
1.850Federal Home Loan Bank13788 1,666,667.00 1,666,667.00 04/08/2032 1.85004/08/2020 1,425,978.80 Aaa3130AJEA3 3,569
2.000Federal Home Loan Bank13904 10,000,000.00 10,000,000.00 02/25/2036 2.00002/25/2021 8,292,041.10 Aaa3130AL3X0 4,987
2.000Federal Farm Credit Bank13875 10,000,000.00 10,000,000.00 10/15/2040 2.00010/15/2020 7,324,484.70 Aaa3133EMCV2 6,681 37,666,667.0031,386,728.9737,666,667.0037,666,667.00Subtotal and Average 1.636 4,134 48,057,580.88 48,071,239.10 1.567 3,30341,665,801.07 48,057,711.65Total and Average Portfolio PASD
APData Updated: FUNDSNAP: 07/18/2022 16:49
Run Date: 07/18/2022 - 16:49 PM (PRF_PM2) 7.3.0
18 COMPLIANCE REPORT
Power Reserve Portfolio
As of 6/30/22
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 0.00% 100% In compliance 102% Collateral 102% Collateral In compliance In compliance Municipal Bonds 4.50% 100% In compliance Aa2 A or better In compliance In compliance Federal Agency Issues 75.33% 100% In compliance Aaa/AA AA+/Aaa In compliance In compliance Money Market-CAMP 1.48% 100% In compliance n/a n/a In compliance In compliance LAIF 18.69% 100% In compliance n/a n/a In compliance In compliance 100.00%
Portfolio Value 41,862,302
19 INVESTMENTS IN ISSUERS REPRESENTING OVER 5%
OF THE POWER RESERVE PORTFOLIO
June 30, 2022
Market Value % of Total
FHLB 14,505,224 34.65%
FFCB 16,881,505 40.33%
Total Fed Agencies 31,386,729 74.98%
OTHER PORTFOLIO INVESTMENTS 10,475,573 25.02%
Total Investments 41,862,302 * 100.00%
note: * Includes Accrued Interest Receivable
20 Power Reserve Portfolio - Total Return Performance
ML Index Power
Corp/Gov Reserve
2003 Annual 4.214 3.940
2004 Annual 2.740 3.430
2005 Annual 0.980 2.615
2006 Annual 4.184 4.540
2007 Annual 7.656 6.960
2008 Annual 4.610 3.683
2009 Annual 3.784 3.714
2010 Annual 1.113 1.206
2011 Annual 1.555 2.547
2012 Annual 1.467 3.027
2013 Annual -0.143 -0.184
2014 Annual 2.446 2.688
2015 1st quarter 1.550 0.910
2nd quarter -0.178 0.039
3rd quarter 0.995 0.884
4th q
uarter -0.793 -0.469
1.574 1.364
2016 1st quarter 2.420 1.197
2nd quarter 1.390 0.560
3rd quarter 0.080 0.190
4th quarter -1.840 -2.340
2.050 -0.393
2017 1st quarter 0.773 0.830
2nd quarter 0.873 0.803
3rd quarter 0.567 0.515
4th quarter -0.398 0.071
1.815 2.219
2018 1st quarter -0.890 -0.702
2nd quarter 0.013 0.284
3rd quarter 0.188 0.048
4th quarter 1.812 1.987
1.123 1.617
2019 1st quarter 2.245 1.538
2nd quarter 2.530 1.704
3rd quarter 1.196 0.877
4th quarter 0.430 0.460
6.401 4.579
**2020 1st quarter 1.594 0.950
2nd quarter 1.215 0.625
3rd quarter 0.274 0.249
4th quarter 0.227 0.249
3.31 2.073
2021 1st quarter -1.178 -2.549
2nd quarter 0.634 3.715
3rd quarter -0.037 -0.554
4th quarter -0.896 -0.015
-1.477 0.597
2022 1st quarter -4.75 -6.886
2nd quarter -1.82 -4.182
3rd quarter
4th quarter
Effective Yield Fiscal YTD
Power Reserve effective yield 1.41%
Stat
e Treasurer's LAIF yield 0.38%
2 Year A
verage Treasury yield 1.22%
** 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 June June June June June June 1st Qtr 2nd Qtr 3rd Qtr 4th Qtr Investment Type 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2022 2022 2022 Money Market - Collateralized 0.12 0.14 11.53 7.43 0.02 4.34 2.58 32.06 0.08 0.05 0.61 0.00 0.00 Municipal Bonds 18.04 18.91 10.83 7.24 7.00 6.92 6.02 3.43 3.93 4.51 4.45 4.54 4.50 Federal Agency Issues - Coupon 64.39 70.83 66.34 77.86 79.82 82.96 85.12 51.22 57.67 67.87 78.29 76.55 75.33 L.A.I.F. 0.25 0.25 0.24 0.24 0.24 0.24 0.26 0.00 32.77 16.62 16.64 17.89 18.69 Corporate Bonds - Coupon 17.19 9.87 11.06 7.23 12.92 5.54 6.02 13.29 5.56 0.00 0.00 0.00 0.00 Certificate of Deposit 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 Federal Agency Discount 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 Treasury Securities 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 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 Commerical Paper - Disc (Amortizing) 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 Asset Backed Securities 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 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Money Market - CAMP 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 10.94 0.00 1.03 1.48 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 22 IV. Miscellaneous Portfolios
Fund Coupon Yield Maturity Face Value Cost Per Book Market Value City of Pasadena-Housing Succesor Agency
Money Mkt CAMP 1.402% 1.402% 7/1/2022 $2,263,435.75 $2,263,435.75 $2,263,435.75 Money Mkt Collateralized (East West Bank) 0.100% 0.100% 7/1/2022 $167.23 $167.23 $167.23 LAIF 0.990% 0.990% 7/1/2022 $1.46 $1.46 $1.46
Weighted Average Maturity = 1 day $2,263,604.44 $2,263,604.44 $2,263,604.44 2002 Electric Revenue Reserve Fund
Money Mkt CAMP 1.402% 1.402% 7/1/2022 $68,832.46 $68,832.46 $68,832.46 Money Mkt Collateralized (East West Bank) 0.100% 0.100% 7/1/2022 $4.30 $4.30 $4.30 FFCB 3133EMBH4 0.530% 0.530% 9/29/2025 $4,000,000.00 $4,000,000.00 $3,677,490.44 Weighted Average Maturity = 3.24 $4,068,836.76 $4,068,836.76 $3,746,327.20 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 = 18.44
Miscellaneous Funds
June 30, 2022
23 Fund Coupon Yield Maturity Face Value Cost Per Book Market Value Miscellaneous Funds
June 30, 2022
2012A Electric Parity Reserve Fund
Money Mkt CAMP 1.402% 1.402% 7/1/2022 $9,762.03 $9,762.03 $9,762.03 Money Mkt Collateralized (East West Bank) 0.100% 0.100% 7/1/2022 $0.59 $0.59 $0.59 FFCB 3133EMBH4 0.530% 0.530% 9/29/2025 $690,000.00 $690,000.00 $634,367.10 Weighted Average Maturity = 3.25 $699,762.62 $699,762.62 $644,129.72 2013A Electric Parity Reserve Fund
Money Mkt CAMP 1.402% 1.402% 7/1/2022 $210,672.61 $210,672.61 $210,672.61 Money Mkt Collateralized (East West Bank) 0.100% 0.100% 7/1/2022 $13.41 $13.41 $13.41 FFCB 3133ELC28 0.730% 0.730% 5/27/2025 $8,000,000.00 $8,000,000.00 $7,459,718.72 Weighted Average Maturity = 2.87 $8,210,686.02 $8,210,686.02 $7,670,404.74 2013A Electric Project
Money Mkt CAMP 1.402% 1.402% 7/1/2022 $1,013.78 $1,013.78 $1,013.78 Money Mkt Collateralized (East West Bank) 0.100% 0.100% 7/1/2022 $0.07 $0.07 $0.07 LAIF 0.990% 0.990% 7/1/2022 $0.00 $0.00 $0.00
Weighted Average Maturity = 1 day $1,013.85 $1,013.85 $1,013.85 24 Fund Coupon Yield Maturity Face Value Cost Per Book Market Value Miscellaneous Funds
June 30, 2022
2016A Electric Revenue Refunding Project
Money Mkt CAMP 1.402% 1.402% 7/1/2022 $8,754.25 $8,754.25 $8,754.25 Money Mkt Collateralized (East West Bank) 0.100% 0.100% 1/0/1900 $0.65 $0.65 $0.65 Weighted Average Maturity = 1 day $8,754.90 $8,754.90 $8,754.90 2016A Electric Revenue Refunding Reserve
Money Mkt CAMP 1.402% 1.402% 7/1/2022 $30,582.89 $30,582.89 $30,582.89 Money Mkt Collateralized (East West Bank) 0.100% 0.100% 10/31/2018 $1.73 $1.73 $1.73 FFCB 3133EMBH4 0.530% 0.530% 9/29/2025 $2,680,000.00 $2,680,000.00 $2,463,918.59 Weighted Average Maturity = 3.26 $2,710,584.62 $2,710,584.62 $2,494,503.21 Frontier
Money Mkt CAMP 1.402% 1.402% 7/1/2022 $6,000.66 $6,000.66 $6,000.66 Money Mkt Collateralized (East West Bank) 0.100% 0.100% 1/0/1900 $7.43 $7.43 $7.43 Weighted Average Maturity = 1 day $6,000.66 $6,000.66 $6,000.66 2020A Water Refund Revenue Bonds Project
LAIF 0.990% 0.990% 7/1/2022 $3,113,480.20 $3,113,480.20 $3,113,480.20 Money Mkt Collateralized (East West Bank) 0.100% 0.100% 1/0/1900 $0.24 $0.24 $0.24 Money Mkt CAMP 1.402% 1.402% 7/1/2022 $3,254.84 $3,254.84 $3,254.84 Weighted Average Maturity = 1 day $3,116,735.28 $3,116,735.28 $3,116,735.28 2021A Water Refund Revenue Bonds Project
LAIF 0.990% 0.990% 7/1/2022 $12,576,866.67 $12,576,866.67 $12,576,866.67 Money Mkt Collateralized (East West Bank) 0.100% 0.100% 7/1/2022 $0.09 $0.09 $0.09 Money Mkt CAMP 1.402% 1.402% 7/1/2022 $1,158.05 $1,158.05 $1,158.05 Weighted Average Maturity = 1 day $12,578,024.81 $12,578,024.81 $12,578,024.81 GRAND TOTAL: $34,608,638.96 $34,608,638.96 $33,474,133.81 25 V. Investments Held by Trustees
Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 6/30/2022 Market Yield 1.38%
Maturity 07/01/22
$ Amount
Trustee/Officer Issue Name Shares/Par Cost Market Maturity % Maturity Date Investment Value Val ue Date Yld
BNY 2021A Water Revenue Refunding Bonds
James Dickson COI-2021A Account #209092
(213)630-6204 Cash - - - 07/01/22 0. 00%
Lena Chan Reserve-2021A Account #209094
(213) 630-6253 DREFUS GOVT CM INST 289 Cusip: X9USDDGCM 793,447.17 793,447.17 793, 447.17 07/01/22 1. 34% Cash 695.40 695.40 695.40 07/01/22 0. 00%
Total 794,142.57 794,142.57 794,142.57
BNY 2020A Water Revenue Refunding Bonds
James Dickson COI-2020 Account #746583
(213)630-6204 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS - - - 07/01/22 1. 38% Lena Chan DEBT SERVICE-2020 Account #746585
(213) 630-6253 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS - - - 07/01/22 1. 38% Total - - -
2020AB POB Bonds
BNY POB COI-2020B Account #220413
James Dickson BlackRock Treasury Turst Dollars 63 Cusip: X9USDBTRD - - - 07/01/22 0. 02% (213)630-6204 POB Bond Fund-2020B Account #220414
Lena Chan Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 65.89 65.89 65.89 07/01/22 1. 38% (213) 630-6253 POB COI-2020A Account #765976
Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS - - - 07/01/22 1. 38% POB Bond Fund-2020A Account #765990
Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 107.16 107.16 107.16 07/01/22 1. 38% Total 173.05 173.05 173.05
2019A Electric Revenue Bonds
BNY Electric COI-2019A Account #106207
James Dickson Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 36,336.28 36,336.28 36, 336.28 07/ 01/22 1. 38% (213)630-6204 Electric Bond Fund-2019A Account #113813 - Lena Chan Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 0.44 0.44 0.44 07/01/22 1. 38% (213) 630-6253
Total 36,336.72 36,336.72 36,336.72
26 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 6/30/2022 Market Yield 1.38%
Maturity 07/01/22
$ Amount
Trustee/Officer Issue Name Shares/Par Cost Market Maturity % Maturity Date Investment Value Va lue Date Yld
US Bank 2018AB Rose Bowl Pasadena PFA Lease Revenue Bonds Ilse Vlach Interest Fund- Series 2018A Account #248882000 (213) 615-6051 Fidelity Govt Protfolio CI Cusp:316175108 100.13 100.13 100.13 07/01/ 22 1.21% Adriana Marshall Costs of Issuance- Series 2018A Account #248882002 (213) 615-6033 Fidelity Govt Protfolio CI Cusp:316175108 - - - 07/01/ 22 0.60% Interest Fund- Series 2018B Account #248882100
Fidelity Govt Protfolio CI Cusp:316175108 17.07 17.07 17.07 07/01/ 22 1.21% Principal Fund- Series 2018B Account #248882101
Fidelity Govt Protfolio CI Cusp:316175108 22.75 22.75 22.75 07/01/ 22 1.21% Costs of Issuance- Series 2018B Account #248882102
Fidelity Govt Obl Fd Cl D 316175108 - - - 07/01/ 22 0.60% Total 139.95 139.95 139.95
2017A Water Revenue Bonds
BNY Debt Service-2017A Account #948165
James Dickson Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS - - - 07/01/ 22 1.38% (213)630-6204 Reserve Fund-2017A Account #948269
Lena Chan Federal Home Loan Banks Cusip: 3130AL3S1 1,050,000.00 1,050, 000.00 967,123. 50 02/17/ 26 0.63% (213) 630-6253 DREYFUS CUSIP:X9USSGCM 26,595.84 26,595. 84 26,595. 84 07/01/ 22 1.34% Total 1,076,595.84 1,076,595.84 993,719. 34
US Bank 2016A Rose Bowl Pasadena PFA Lease Revenue Bonds Ilse Vlach Interest Fund- Series 2016A Account #264433000 (213) 615-6051 Fidelity Govt Protfolio CI Cusp:316175108 12.48 12.48 12.48 07/01/ 22 1.21% Principal Fund- Series 2016A Account #264433001
Fidelity Govt Protfolio CI Cusp:316175108 26.35 26.35 26.35 07/01/ 22 1.21% Adriana Marshall
Insurance & Condemnation Fund- Series 2016A Account
#264433002
(213) 615-6033 Fidelity Govt Obl Fd Cl D 316175108 0.19 0.19 0.19 07/01/ 22 1.21% Cost of Issuance- Series 2016A Account #264433003
First American Govt Obl Fd Cl D 31846V401 - - - 07/01/ 22 0.00% Total 39.02 39.02 39.02
BNY Pasadena 2015A COPS Bond
James Dickson COPS Base Rental-2015A Account #336964
(213)630-6204 Cash Balance - - - 07/01/ 22 0.00%
Lena Chan Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 194,992.82 194,992. 82 194,992. 82 07/01/ 22 1.38% (213) 630-6253 Total 194,992.82 194,992. 82 194,992. 82 27 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 6/30/2022 Market Yield 1.38%
Maturity 07/01/22
$ Amount
Trustee/Officer Issue Name Shares/Par Cost Market Maturity % Maturity Date Investment Value Val ue Date Yld
BNY Pasadena Tax Pension 2015AB Bond
James Dickson Bond Fund-2015A POB Account #479226
(213)630-6204 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 569.71 569.71 569.71 07/01/22 1. 38% Lena Chan Cash Balance - - - 07/01/22 0. 00%
(213) 630-6253 Bond Fund-2015A POB Account #479231
Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 70.64 70.64 70.64 07/01/22 1. 38% Cash Balance - - - 07/01/22 0. 00%
Total 640.35 640.35 640.35
` Pasadena Water Revenue 2011A
James Dickson 2011 Water Revenue Debt Service Fund Account #288994 (213)630-6204 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS - - - 07/01/22 1. 38% Lena Chan Total - - -
(213) 630-6253
BNY Pasadena Water Revenue 2010AB
James Dickson 2010 A Parity Reserve Account #286245
(213)630-6204 DREYFUS CUSIP:X9USSGCM 11,511.24 11,511.24 11, 511.24 07/ 01/22 1. 34% Lena Chan Federal Home Loan Bank CUSIP:3130AL3S1 1,350,000.00 1,350,000. 00 1,243,444. 50 02/17/26 0. 63% (213) 630-6253 Cash - - - 07/01/22 0. 00%
2010 B Debt Service Account #286247
Cash - - - 07/01/22 1. 38%
2010 B Parity Reserve Account #286248
DREYFUS CUSIP:X9USSGCM 4,782.22 4,782.22 4,782.22 07/ 01/22 0. 70% Federal Home Loan Bank CUSIP:3130AL3S1 300,000.00 300,000.00 276,321.00 02/17/26 0. 63% Cash - - - 07/01/22 0. 00%
2010 A Debt Service Fund Account #286295
Cash - - - 07/01/22 1. 38%
Total 1,666,293.46 1,666,293.46 1,536,058. 96
US Bank 2010 Rose Bowl Pasadena PFA Lease Revenue Bonds Ilse Vlach Interest Fund (S631591)
(213) 615-6051 Fidelity Instl Mm Fds Government I CUSIP:316175108 117.11 117.11 117.11 07/01/22 1. 21% Adriana Marshall Cash - - - 07/01/22 0. 00%
(213) 615-6071 Principal Fund (S631592)
Fidelity Instl Mm Fds Government I CUSIP:316175108 3.18 3.18 3.18 07/01/22 1. 21% Bond Reserve Fund (S631593)
Federal Home Loan Bank Funds CUSIP: 3130ALBD5 15,500,000.00 15,500,000.00 10,951,370. 00 02/25/41 2. 15% Fidelity Instl Mm Fds Government I CUSIP:316175108 237,558.11 237,558.11 237,558.11 07/01/22 1. 21% Cash - - - 07/01/22 0. 00%
Total 15,737,678.40 15,737,678.40 11,189,048. 40
28 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 6/30/2022 Market Yield 1.38%
Maturity 07/01/22
$ Amount
Trustee/Officer Issue Name Shares/Par Cost Market Maturity % Maturity Date Investment Value Value Date Yld
Wells Fargo Bank PPFA (Paseo Colorado Parking Facilities) 2008 Tracy Mason Bond Fund Account #23200100
(213) 253-7536 Allspring Government Money Market Service 25,145.09 25, 145.09 25, 145.09 07/ 01/22 1.36% Mataka Mpose Cash - - - 07/ 01/22 0.00%
Reserve Fund Account #23200101
[email protected] FHLB Cusip: 3130APVC6 2,000,000.00 2, 000,000.00 1, 877,640.00 12/ 01/26 1.38% [email protected] Well Fargo Advantage Government Money Market Service - - - 07/ 01/22 0.01% Cost of Issuance Fund Account #23200103
Well Fargo Advantage Government Money Market Service - - - 07/ 01/22 0.00% Total 2,025,145.09 2,025,145.09 1, 902,785.09
BNY Pasadena 2006,2008,2015 COP Reserves
James Dickson Reserve Account #281635
(213)630-6204 Federal Home Loan Banks CUSIP:3130AKKQ8 4,950,000.00 4, 950,000.00 4, 077,414.00 12/ 23/30 1.25% Lena Chan Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 30,940.65 30, 940.65 30, 940.65 07/ 01/22 1.38% (213) 630-6253 Cash - - - 07/ 01/22 0.00%
Total 4,980,940.65 4,980,940.65 4, 108,354.65
Pasadena 2008AB COPS, 15A Parity Reserve
BNY Reserve Fund #281207
James Dickson Federal Home Loan Banks CUSIP:3130AKKQ8 1,325,000.00 1, 325,000.00 1, 091,429.00 12/ 23/30 1.25% (213)630-6204 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 8,281.95 8, 281.95 8, 281.95 07/ 01/22 1.38% Lena Chan Cash Balance - - -
(213) 630-6253 Total 1,333,281.95 1, 333,281.95 1, 099,710.95 BNY Pasadena 2008A COPS
James Dickson Base Rental Fund #281732
(213)630-6204 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 248,735.63 248, 735.63 248, 735.63 07/ 01/22 1.38% Lena Chan Cash Balance - - - 0. 00%
(213) 630-6253 Interest Fund #281733
Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 4.28 4.28 4. 28 07/ 01/22 1.38% Letter of Credit #281734
Bank of America CUS: S86494570 1.00 1.00 1. 00 03/ 31/23 0.00% Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 0.36 0.36 0. 36 07/ 01/22 1.38% Total 248,741.27 248,741.27 248, 741.27
BNY Pasadena Conf Ctr 2006AB
James Dickson Base Rent 2006A #281715
(213)630-6204 AMBAC Insurance Pol#25713BE for $27,139,972.15 Lena Chan DTD 9/7/06 Due 2/1/23 Cus: S86692630 1.00 1. 00 1. 00 02/ 01/23 0.00% (213) 630-6253 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 341,829.38 341, 829.38 341, 829.38 07/ 01/22 1.38% Cash Balance - - - 0. 00%
29 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 6/30/2022 Market Yield 1.38%
Maturity 07/01/22
$ Amount
Trustee/Officer Issue Name Shares/Par Cost Market Maturity % Maturity Date Investment Value Value Date Yld
Reserve Fund #281722
Federal Home Loan Banks CUSIP:3130AJRH4 10,800,000.00 10,800,000.00 7,817, 040.00 06/29/ 40 2.07% Federal Home Loan Banks CUSIP:3130AKKQ8 270,000.00 270,000.00 222,404. 40 12/23/ 30 1.25% Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 113,483.34 113,483.34 113,483. 34 07/01/ 22 1.38% Rebate Fund #281726
Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 3.48 3.48 3.48 07/01/ 22 1.38% Cash Balance - - - 0.00%
Prepayment #281735
Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS - - - 07/01/ 22 0.00% Total 11,525,317.20 11,525,317.20 8,494, 761.60
BNY Pasadena Water Revenue 2003
James Dickson Parity Reserve Account #281651
(213)630-6204 Federal Home Loan Banks CUSIP: 3130AL3S1 1,000,000.00 1,000, 000.00 921,070. 00 02/17/ 26 0.63% Lena Chan DREYFUS GOVT CM INST 289 CUSIP: X9USDDGCM 13,943.01 13,943. 01 13,943. 01 07/01/ 22 1.34% (213) 630-6253 Cash - - - 07/01/ 22 0.00%
Total 1,013,943.01 1,013,943.01 935,013. 01
BNY COPS Parity Reserve Fund(2006A, and 2008ABC COP)
James Dickson Certificate Reserve #281143
(213)630-6204 Federal Home Loan Banks CUSIP: 3130AKKQ8 2,025,000.00 2,025, 000.00 1,668, 033.00 12/23/ 30 1.25% Lena Chan Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 12,658.89 12,658. 89 12,658. 89 07/01/ 22 1.38% (213) 630-6253 Cash - - - 07/01/ 22 0.00%
(In aggegrate with 2006A, Total Funds 2,037,658.89 2,037, 658.89 1,680, 691.89 and 2008ABC COP reserve)
SCPPA SCPPA Investments
Atif Haji Datoo SCPPA Project Stabilization Fund
(213) 367-4668 Fidelity Inst MMKT GOVT 57CUSIP:X9USDFIN 187,538.84 187,538. 84 187,538. 84 07/01/ 22 0.62% Fidelity Inst MMKT GOVT 57CUSIP:X9USDFIN 55,214.04 55,214.04 55,214. 04 07/01/ 22 0.62% US Cash Mgmt Bill Cusip: 912796K57 1,000,000.00 999,355.28 999,630. 00 07/14/ 22 0.11% United State Treasury Note/Bond Cusip: 91282CR2 3,500,000.00 3,487,095.74 3,476, 935.00 10/31/ 22 0.13% Federal Home Loan Bank CUSIP: 3130ANZG8 1,000,000.00 999,800.00 955,210. 00 09/16/ 24 0.15%
0.00%
- - - 0.00%
Total 5,742,752.88 5,729,003.90 5,674, 527.88
TOTAL FUND BALANCE 48,414,813.12$ 48,401,064.14$ 38,889,877.52$ 30 VI. PARS Section 115 Trust
City of Pasadena
PARS Section 115 Trust
For the Month Ended June 30, 2022
Pension Account 6746056200
Market Value Book Value
Beginning Balance 12,173,333.90 12,550,316.00
Activity
Contributions - -
Disbursements - -
Total - -
Net Investment Income
Dividends 28,035.32 28,035.32
Interest 211.65 211.65
Other Income 0.20 0.20
Change in Accrued Income 4,112.03 4,112.03
Total Investment Income 32,359.20 32,359.20
Net Change in Unrealized Gain/Loss (499,612.62) -
Realized Gain/Loss - -
Total Market Value Adjustment (499,612.62) -
Trust Fees (2,651.65) (2,651.65)
PARS Fee (Net of Depository Earnings) (2,379.20) (2,379.20) Unreconciled Difference - -
Total (5,030.85) (5,030.85)
Ending Balance 11,701,049.63 12,577,644.35
1 Year Inception To Date
Investment Return (Inception-To-Date as of 6/30/2022) -11.84% 3.01% Benchmark Return (PARS Moderately Conservative) -10.29% 3.29% Asset Allocation
Market Value Percentage
Cash and Equivalents 488,138.98 4.17%
Equity 3,091,396.78 26.42%
Fixed Income 8,117,190.17 69.37%
Accrued Income 4,323.70 0.04%
Total 11,701,049.63 100.00%
Account Manager:
Kyra Clarke
3121 Michelson Dr 3rd Fl
Irvine, CA 92612
949-224-7214, [email protected]
Cash and Equivalents
4.17%
Equity
26.42%
Fixed Income
69.37%
Accrued Income
0.04%
31 City of Pasadena
PARS Section 115 Trust
For the Month Ended June 30, 2022
Post Employments Benefits Trust 6746056201
Market Value Book Value
Beginning Balance 2,305,877.99 2,379,959.70
Activity
Contributions - -
Disbursements - -
Total - -
Net Investment Income
Dividends 5,561.23 5,561.23
Interest 36.45 36.45
Other Income - -
Change in Accrued Income 773.88 773.88
Total Investment Income 6,371.56 6,371.56
Net Change in Unrealized Gain/Loss, Fee Receipts & Deliveries Net (94,913.11) - Realized Gain/Loss - -
Total Market Value Adjustment (94,913.11) -
Trust Fees (503.83) (503.83)
PARS Fee (Net of Depository Earnings) (450.67) (450.67) Unreconciled Difference - -
Total (954.50) (954.50)
Ending Balance 2,216,381.94 2,385,376.76
1 Year Inception To Date
Investment Return (Inception-To-Date as of 6/30/2022) -11.82% 3.05% Benchmark Return (PARS Moderately Conservative) -10.29% 3.28% Asset Allocation
Market Value Percentage
Cash and Equivalents 77,226.80 3.48%
Equity 587,213.77 26.49%
Fixed Income 1,551,130.47 69.98%
Accrued Income 810.90 0.04%
Total 2,216,381.94 100.00%
Account Manager:
Kyra Clarke
3121 Michelson Dr 3rd Fl
Irvine, CA 92612
949-224-7214, [email protected]
Cash and Equivalents
3.48%
Equity
26.49%
Fixed Income
69.98%
Accrued Income
0.04%
32