City of Pasadena
Quarterly Investment Report
Quarter Ending 0
9/30/2024
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
September 2024
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 July 8, 2024. 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 9/30/2024
TYPE MARKET VALUE PERCENT
Money Market - Collateralized 1,223 0.00%
Certificates of Deposit - 0.00%
Municipal Bonds 52,467,261 6.62%
Corporate Bonds 92,468,137 11.66%
Federal Agencies 425,313,503 53.63%
US Treasury Securities 44,418,768 5.60%
Supranationals 35,021,505 4.42%
Commercial Paper - 0.00%
Money Market-CAMP 142,391,046 17.96%
LAIF 1,327,019 0.17%
Cash in Bank (367,386) -0.05%
TOTALS: 793,041,076 100.00%
Accrued Interest Receivable 3,375,727
GRAND TOTAL: 796,416,802
PORTFOLIO LIQUIDITY AS OF 9/30/2024
Percent of
Aging Interval Par Value Portfolio
0-30 Days 154,671,434 19.70%
31 days - 1 Year 207,667,778 26.45%
1 - 2 Years 177,498,000 22.61%
2 - 3 Years 63,010,000 8.03%
3 - 4 Years 30,200,000 3.85%
4 - 5 Years 149,500,000 19.04%
Over 5 Years 2,500,000 0.32%
TOTAL: 785,047,211 100.00%
Sep-24 Aug-24 Jul-24 Jun-24 May-24 Apr-24
Month-End Market Value 796,416,802 788,759,519 728,744,667 740,104,042 743,751,247 739,069,644 Modified Duration 1.60 1.46 1.51 1.42 1.41 1.43
Weighted Average Maturity 1.77 1.59 1.65 1.55 1.55 1.56 Current Book Yield to Maturity 3.164% 3.195% 3.026% 3.057% 2.960% 2.953% Effective Yield - Year to Date 3.040% 2.990% 2.970% 2.560% 2.510% 2.470% Interest Earned 2,066,862 1,895,636 1,886,042 1,558,210 1,549,634 1,475,994 Fiscal Year To Date Interest Earned 5,848,539 3,781,678 1,886,042 16,563,160 15,004,950 13,455,316 Fair Value Change Gain/(Loss) 2,690,902 3,446,273 3,489,849 1,877,147 2,310,905 (1,187,942) Fiscal Year To Date change in fair value 9,627,024 6,936,122 3,489,849 18,380,239 16,503,091 14,192,186 Total Fiscal YTD Earnings 15,475,563 10,717,800 5,375,891 34,943,399 31,508,041 27,647,503
PORTFOLIO STATISTICS
MMF-Collateral
0.00%
Certificates of
Deposit
0.00%
Muni
6.61%
Corp Bond
11.65%
Fed Agency
53.58%
US Treasury
5.60%
Supranationals
4.41%
Commercial
Paper
0.00%
Money Market-
CAMP
17.94%
LAIF
0.17%
Cash in Bank
-0.05%
1 YTM
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Monthly for Pool
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
LAIF
4.530Local Agency Investment Fund864 1,072,554.15 1,072,554.15 4.5301,072,554.15SYS864 1
4.530LAIF-COVID Relief Funds Acct14053 254,465.03 254,465.03 4.530254,465.03SYS14053 1 1,327,019.181,327,019.181,327,019.181,327,019.18Subtotal and Average 4.530 1 Money Market Fund-CAMP
5.363California Asset Management Pr13824 142,391,046.46 142,391,046.46 5.290142,391,046.46SYS13824 1 142,391,046.46142,391,046.46142,391,046.46117,315,965.94Subtotal and Average 5.363 1 Collateralized Money Market
4.670EAST WEST BANK13067 1,223.23 1,223.23 4.6701,223.23SYS13067 1 1,223.231,223.231,223.231,223.23Subtotal and Average 4.670 1 Municipal Bonds
0.685Califfornia State Univ Revenur13829 2,000,000.00 2,000,000.00 11/01/20240.68509/17/2020 1,992,920.00 Aa213077DMK5 31
0.982City of Arcadia13882 675,000.00 675,000.00 12/01/20240.98211/12/2020 671,071.50 Aaa039063AD4 61
0.650SANTA BARBARA CNTY CA SOLID WA13894 300,000.00 301,488.32 12/01/20243.67012/18/2020 299,718.00 A180136PDB6 61
5.377City of Corona Revenue Bond14035 1,500,000.00 1,464,688.13 05/01/20251.13111/27/2023 1,470,885.00 AA+21969AAD4 212
0.943Huntington Beach CA Public Fin13861 300,000.00 300,000.00 05/01/20250.94308/12/2020 294,192.00 AA446216HJ5 212
0.883UNIVERSITY OF CA REVENUE BONDS13827 1,000,000.00 1,000,000.00 05/15/20250.88307/16/2020 979,000.00 Aa291412HGE7 226
0.610UNIVERSITY OF CA REVENUE BONDS13893 5,000,000.00 5,008,359.47 05/15/20250.88312/16/2020 4,895,000.00 Aa291412HGE7 226
0.952California St Health Facs Fing13883 1,500,000.00 1,500,000.00 06/01/20250.95211/04/2020 1,467,240.00 Aa313032UXM5 243
0.824Redondo Beach Unified School13840 500,000.00 500,000.00 08/01/20250.82408/06/2020 486,360.00 Aa2757710TZ1 304
5.270San Jose Redevelopment Agency14034 2,000,000.00 1,965,403.62 08/01/20253.07611/24/2023 1,981,900.00 AA+798170AH9 304
2.311South Pasadena Unified School13747 675,000.00 689,102.14 08/01/20255.00012/12/2019 679,677.75 Aa2839278JY5 304
0.740SAN RAMON VLY CA UNIF SCH DIST13872 1,500,000.00 1,500,000.00 08/01/20250.74010/20/2020 1,459,245.00 Aa1799408Z85 304
0.938West Coast Contra Unified Scho13940 3,000,000.00 3,000,000.00 08/01/20250.93806/17/2021 2,922,120.00 AA9523474V1 304
1.181City of Arcadia13881 750,000.00 750,000.00 12/01/20251.18211/12/2020 723,367.50 Aaa039063AE2 426
3.877SANTA CLARA VALLEY WATER DISTR14103 3,000,000.00 3,000,000.00 06/01/20263.88009/24/2024 2,992,740.00 Aa180168AGX9 608
5.738LOS ANGELES CA UNIF SCH DIST14027 1,975,000.00 1,974,161.83 05/01/20275.72010/20/2023 2,032,828.00 Aa3544646A77 942
4.788UNIVERSITY OF CA REVENUE BONDS14072 3,000,000.00 2,748,391.72 05/15/20271.31605/13/2024 2,808,270.00 Aa291412HGF4 956
4.508UNIVERSITY OF CA REVENUE BONDS14074 5,000,000.00 4,592,713.91 05/15/20271.31605/17/2024 4,680,450.00 Aa291412HGF4 956
3.977Fremont Unified School Distri14088 3,975,000.00 3,673,263.49 08/01/20271.11308/29/2024 3,685,977.75 Aa2357155BA7 1,034
4.630CITY OF LOS ANGELES14077 3,000,000.00 3,110,166.52 09/01/20276.00007/09/2024 3,187,920.00 Aa2544351RM3 1,065
5.190City of Corona Revenue Bond14036 2,500,000.00 2,236,652.01 05/01/20281.86311/29/2023 2,323,200.00 AA+21969AAG7 1,308
4.753San Jose Redevelopment Agency14078 2,700,000.00 2,548,433.90 08/01/20283.12506/26/2024 2,630,178.00 AA798170AL0 1,400
3.925California St Health Facs Fing14093 5,000,000.00 5,265,559.87 09/01/20295.12509/03/2024 5,303,000.00 Aa213063EBP0 1,796
3.000PCOC Debt-General Fund14076 2,500,000.00 2,500,000.00 06/05/20343.00006/05/2024 2,500,000.00 AaaSYS14076 3,534 Portfolio PASD
APData Updated: SET_POOL: 10/28/2024 13:14
Run Date: 10/28/2024 - 13:14
Report Ver. 7.3.6.1
2 YTM
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Monthly for Pool
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
52,303,384.9352,467,260.5053,350,000.0049,634,228.23Subtotal and Average 3.263 907 Certificates of Deposit - Bank
816,666.67Subtotal and Average
Federal Agency Issues - Coupon
0.625Federal Home Loan Bank13944 5,000,000.00 5,000,000.00 10/15/20240.62507/15/2021 4,992,165.35 Aaa3130AN4L1 14
0.500Federal Home Loan Bank13948 5,000,000.00 5,000,000.00 10/30/20240.50009/30/2021 4,982,505.85 Aaa3130ANYT1 29
0.900Federal Home Loan Bank13966 5,000,000.00 5,000,000.00 11/08/20240.90011/08/2021 4,980,119.45 Aaa3130APPQ2 38
1.100Federal Home Loan Bank13968 5,000,000.00 5,000,000.00 11/15/20241.10011/15/2021 4,976,540.55 Aaa3130APRA5 45
0.550Federal Home Loan Bank13937 10,000,000.00 10,000,000.00 11/26/20240.55005/26/2021 9,936,451.10 Aaa3130AMK92 56
0.650Federal Home Loan Bank13932 5,000,000.00 5,000,000.00 12/09/20240.65006/09/2021 4,961,716.30 Aaa3130AMJX1 69
1.150Federal Home Loan Bank13971 5,000,000.00 5,000,000.00 12/10/20241.15012/10/2021 4,965,992.75 Aaa3130AQ3F8 70
1.125Federal Home Loan Bank13973 5,000,000.00 5,000,000.00 01/21/20251.12501/21/2022 4,941,428.95 Aaa3130AQFG3 112
1.250Federal Home Loan Bank13975 5,000,000.00 5,000,000.00 01/28/20251.25001/28/2022 4,940,109.50 Aaa3130AQJ79 119
1.500Federal Home Loan Bank13977 5,000,000.00 5,000,000.00 02/18/20251.50002/18/2022 4,933,793.50 Aaa3130AQPF4 140
0.625Federal Home Loan Bank13933 5,000,000.00 5,000,000.00 02/27/20250.62505/27/2021 4,923,086.80 Aaa3130AMMG4 149
1.810Federal Home Loan Bank13979 4,700,000.00 4,700,000.00 02/27/20251.81002/28/2022 4,647,781.83 Aaa3130AQX99 149
0.650Federal Home Loan Bank13959 5,000,000.00 5,000,000.00 03/28/20250.65009/28/2021 4,909,363.10 Aaa3130AP5S0 178
3.000Federal Home Loan Bank13982 5,000,000.00 5,000,000.00 04/22/20253.00004/22/2022 4,960,974.95 Aaa3130ARJW2 203
0.750Federal Home Loan Bank13811 5,000,000.00 5,000,000.00 05/19/20250.75005/19/2020 4,886,493.80 Aaa3130AJLA5 230
3.400Federal Home Loan Bank13985 5,000,000.00 5,000,000.00 05/23/20253.40005/23/2022 4,967,942.45 Aaa3130ARZD6 234
0.750FED HOME LOAN MORTAGE CORP13814 5,000,000.00 5,000,000.00 05/28/20250.75005/28/2020 4,885,863.20 Aaa3134GVVX3 239
0.750FED HOME LOAN MORTAGE CORP13816 5,000,000.00 5,000,000.00 05/28/20250.75005/29/2020 4,887,302.40 Aaa3134GVB31 239
0.750FED HOME LOAN MORTAGE CORP13817 5,000,000.00 5,000,000.00 05/28/20250.75006/01/2020 4,887,302.40 Aaa3134GVB31 239
0.780Federal Farm Credit Bank13820 5,000,000.00 5,000,000.00 06/16/20250.78006/16/2020 4,881,188.70 Aaa3133ELK37 258
0.764Federal Home Loan Bank13822 3,017,777.77 3,017,692.12 06/16/20250.76006/19/2020 2,941,157.45 Aaa3130AJPT0 258
4.100Federal Home Loan Bank13996 5,000,000.00 5,000,000.00 08/08/20254.10008/08/2022 4,992,206.70 Aaa3130ASRJ0 311
0.650FED NATIONAL MORTGAGE ASSN13828 5,000,000.00 5,000,000.00 08/14/20250.65008/14/2020 4,848,888.95 Aaa3136G4C43 317
0.614Federal Farm Credit Bank13863 5,000,000.00 4,999,818.49 08/25/20250.61009/10/2020 4,846,436.75 Aaa3133EL4W1 328
0.530Federal Farm Credit Bank13864 20,000,000.00 20,000,000.00 09/29/20250.53009/29/2020 19,321,434.80 Aaa3133EMBH4 363
4.300Federal Home Loan Bank13997 5,000,000.00 5,000,000.00 09/30/20254.30009/30/2022 4,995,135.55 Aaa3130ATBN6 364
0.600FED HOME LOAN MORTAGE CORP13870 10,000,000.00 10,000,000.00 09/30/20250.60009/30/2020 9,667,204.00 Aaa3134GWVN3 364
0.600FED HOME LOAN MORTAGE CORP13873 10,000,000.00 10,000,000.00 10/15/20250.60010/15/2020 9,649,421.50 Aaa3134GWYS9 379
0.625FED HOME LOAN MORTAGE CORP13877 10,000,000.00 10,000,000.00 10/27/20250.62510/27/2020 9,673,303.80 Aaa3134GW3X2 391
0.600FED HOME LOAN MORTAGE CORP13878 5,000,000.00 5,000,000.00 10/27/20250.60010/27/2020 4,835,350.30 Aaa3134GW5P7 391
0.600FED HOME LOAN MORTAGE CORP13874 10,000,000.00 10,000,000.00 10/28/20250.60010/28/2020 9,670,209.40 Aaa3134GW3F1 392
0.600FED HOME LOAN MORTAGE CORP13876 5,000,000.00 5,000,000.00 10/28/20250.60010/28/2020 4,822,609.60 Aaa3134GW3Z7 392
0.600Federal Farm Credit Bank13888 10,000,000.00 10,000,000.00 11/24/20250.60011/24/2020 9,647,010.70 Aaa3133EMHF2 419
0.690FED HOME LOAN MORTAGE CORP13886 5,000,000.00 5,000,000.00 11/25/20250.62511/25/2020 4,804,419.45 Aaa3134GXCS1 420 Portfolio PASD
APData Updated: SET_POOL: 10/28/2024 13:14
Run Date: 10/28/2024 - 13:14
3 YTM
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Monthly for Pool
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon
0.719FED HOME LOAN MORTAGE CORP13891 5,000,000.00 5,000,000.00 11/26/20250.65011/30/2020 4,825,424.05 Aaa3134GXFA7 421
0.550Federal Home Loan Bank13900 5,000,000.00 5,000,000.00 02/12/20260.55002/12/2021 4,777,637.20 Aaa3130AKVR4 499
0.625Federal Home Loan Bank13905 5,000,000.00 5,000,000.00 02/17/20260.62502/17/2021 4,781,474.25 Aaa3130AL3S1 504
0.750Federal Home Loan Bank13907 5,000,000.00 5,000,000.00 02/24/20260.75002/24/2021 4,781,015.00 Aaa3130ALCV4 511
0.630Federal Home Loan Bank13906 5,000,000.00 5,000,000.00 02/26/20260.63002/26/2021 4,777,742.65 Aaa3130ALB94 513
0.844Federal Farm Credit Bank13911 10,000,000.00 9,999,432.22 03/02/20260.84003/02/2021 9,597,610.80 Aaa3133EMSK9 517
0.800Federal Home Loan Bank13908 5,000,000.00 5,000,000.00 03/04/20260.80003/04/2021 4,786,814.55 Aaa3130ALEY6 519
0.800Federal Home Loan Bank13909 5,000,000.00 5,000,000.00 03/10/20260.80003/10/2021 4,784,916.50 Aaa3130ALFS8 525
1.000Federal Home Loan Bank13910 4,875,000.00 4,875,000.00 03/23/20261.00003/23/2021 4,672,389.39 Aaa3130ALGJ7 538
0.940Federal Farm Credit Bank13960 5,000,000.00 5,000,000.00 09/28/20260.94009/28/2021 4,726,536.70 Aaa3133EM6E7 727
1.000Federal Home Loan Bank13953 5,000,000.00 5,000,000.00 09/30/20261.00009/30/2021 4,729,149.30 Aaa3130ANYN4 729
1.250Federal Home Loan Bank13964 5,000,000.00 5,000,000.00 10/28/20261.25010/28/2021 4,748,087.85 Aaa3130APDQ5 757
5.500Federal Home Loan Bank14032 5,000,000.00 5,000,000.00 11/20/20265.50011/20/2023 5,005,331.00 Aaa3130AXUF3 780
5.500Federal Home Loan Bank14066 5,000,000.00 5,000,000.00 04/09/20275.50004/11/2024 5,001,718.20 Aaa3130B0TP4 920
5.289FED HOME LOAN MORTAGE CORP14092 5,000,000.00 5,000,000.00 08/06/20275.30008/30/2024 5,001,674.60 Aaa3134HAFU2 1,039
4.330Federal Farm Credit Bank14105 5,000,000.00 5,000,000.00 09/10/20274.33009/12/2024 5,004,160.30 Aaa3133ERSM4 1,074
4.329Federal Farm Credit Bank14106 5,000,000.00 5,000,000.00 09/10/20274.33009/16/2024 5,004,160.30 Aaa3133ERSM4 1,074
5.000Federal Home Loan Bank13998 5,000,000.00 5,000,000.00 09/14/20275.00009/28/2022 4,998,954.45 Aaa3130AT3P0 1,078
4.500Federal Home Loan Bank14049 5,000,000.00 5,000,000.00 01/12/20284.50001/12/2024 5,033,005.70 Aaa3130AYFT8 1,198
4.930Federal Farm Credit Bank14097 5,000,000.00 5,000,000.00 09/06/20284.93009/06/2024 5,010,099.95 Aaa3133ERSD4 1,436
5.000Federal Home Loan Bank14102 5,000,000.00 5,000,000.00 09/19/20285.00009/19/2024 4,997,354.45 Aaa3130B2MK8 1,449
5.350Federal Home Loan Bank14038 5,000,000.00 5,000,000.00 11/28/20285.35011/29/2023 5,027,629.05 Aaa3130AXVE5 1,519
5.150FED HOME LOAN MORTAGE CORP14054 5,000,000.00 5,000,000.00 01/22/20295.15001/22/2024 5,002,371.10 Aaa3134H1PT4 1,574
5.500FED HOME LOAN MORTAGE CORP14067 5,000,000.00 5,000,000.00 04/11/20295.50004/11/2024 5,025,427.20 Aaa3134H1C68 1,653
6.000FED HOME LOAN MORTAGE CORP14070 5,000,000.00 5,000,000.00 05/01/20296.00005/01/2024 4,998,288.90 Aaa3134H1J20 1,673
5.600Federal Home Loan Bank14075 5,000,000.00 5,000,000.00 06/06/20295.60006/06/2024 5,025,985.65 Aaa3130B1LU9 1,709
5.600FED NATIONAL MORTGAGE ASSN14079 5,000,000.00 5,000,000.00 07/02/20295.65007/02/2024 5,014,450.35 Aaa3135GATX9 1,735
5.650Federal Home Loan Bank14081 5,000,000.00 5,000,000.00 07/16/20295.65007/16/2024 5,005,170.60 Aaa3130B1WW3 1,749
5.499FED HOME LOAN MORTAGE CORP14082 5,000,000.00 5,000,000.00 07/17/20295.50007/18/2024 5,006,779.20 Aaa3134H17F4 1,750
5.500FED HOME LOAN MORTAGE CORP14083 5,000,000.00 5,000,000.00 07/24/20295.50007/24/2024 5,010,125.45 Aaa3134HAAT0 1,757
5.050FED HOME LOAN MORTAGE CORP14085 5,000,000.00 5,000,000.00 08/07/20295.05008/07/2024 5,003,380.45 Aaa3134HADQ3 1,771
5.200Federal Home Loan Bank14086 5,000,000.00 5,000,000.00 08/21/20295.20008/21/2024 5,000,995.05 Aaa3130B2EG6 1,785
5.300Federal Farm Credit Bank14087 5,000,000.00 5,000,000.00 08/22/20295.30008/22/2024 5,001,429.30 Aaa3133ERQK0 1,786
5.150FED HOME LOAN MORTAGE CORP14095 5,000,000.00 5,000,000.00 08/27/20295.15008/30/2024 5,004,399.55 Aaa3134HAJA2 1,791
4.250Federal Home Loan Bank14109 5,000,000.00 5,000,000.00 09/10/20294.25009/25/2024 4,997,071.80 Aaa3130B2TQ8 1,805
5.000Federal Home Loan Bank14091 5,000,000.00 5,000,000.00 09/11/20295.00009/11/2024 5,001,974.80 Aaa3130B2KZ7 1,806
5.000Federal Home Loan Bank14096 10,000,000.00 10,000,000.00 09/11/20295.00009/11/2024 10,003,949.60 Aaa3130B2KZ7 1,806
4.850Federal Home Loan Bank14127 5,000,000.00 5,000,000.00 09/19/20294.85009/26/2024 4,996,620.90 Aaa3130B2WC5 1,814 Portfolio PASD
APData Updated: SET_POOL: 10/28/2024 13:14
Run Date: 10/28/2024 - 13:14
4 YTM
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Monthly for Pool
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon
5.000FED HOME LOAN MORTAGE CORP14107 10,000,000.00 10,000,000.00 09/19/20295.00009/19/2024 9,996,757.70 Aaa3134HALK7 1,814
4.304Federal Home Loan Bank14129 10,000,000.00 9,998,001.11 09/26/20294.30009/30/2024 9,982,527.10 Aaa3130B2UT0 1,821 432,589,943.94425,313,502.82432,592,777.77437,925,180.43Subtotal and Average 2.446 771 Treasury Securities - Coupon
0.747US TREASURY13965 5,000,000.00 4,999,769.00 10/15/20240.62510/22/2021 4,991,889.95 Aaa91282CDB4 14
0.554US TREASURY13954 10,000,000.00 9,997,373.26 03/31/20250.50009/16/2021 9,811,015.60 Aaa912828ZF0 181
5.190US TREASURY14025 5,000,000.00 4,991,026.04 09/30/20255.00010/18/2023 5,049,375.00 Aaa91282CJB8 364
4.929U.S. TREASURY14068 5,000,000.00 4,969,743.13 03/31/20264.50004/11/2024 5,053,320.30 Aaa91282CKH3 546
0.924US TREASURY13963 5,000,000.00 4,983,786.90 08/31/20260.75009/24/2021 4,732,031.25 Aaa91282CCW9 699 29,941,698.3329,637,632.1030,000,000.0032,273,026.87Subtotal and Average 2.147 330 Corporate Bonds - Coupon
0.900NEW YORK LIFE GL13967 5,000,000.00 5,000,000.00 10/29/20240.90010/29/2021 4,984,000.05 Aaa64952WEJ8 28
4.050CITIGROUP GLOBAL MARKETS13990 2,500,000.00 2,500,000.00 05/27/20254.05005/27/2022 2,482,681.70 A217330FVU2 238
4.050CITIGROUP GLOBAL MARKETS13991 2,500,000.00 2,500,000.00 05/27/20254.05005/27/2022 2,482,681.70 A217330FVU2 238
5.030Microsoft Corporation14073 4,000,000.00 3,920,916.97 11/03/20253.12505/15/2024 3,962,028.48 Aaa594918BJ2 398
0.825JP MORGAN13898 5,000,000.00 5,000,000.00 12/22/20250.82512/22/2020 4,767,026.45 A148128GY53 447
1.357BANK OF AMERICA CORP13923 5,000,000.00 4,950,208.21 01/26/20260.60003/25/2021 4,711,368.90 A106048WK82 482
0.752BANK OF NEW YORK MELLON13901 5,000,000.00 4,999,867.20 01/28/20260.75002/02/2021 4,782,836.75 A106406RAQ0 484
0.718APPLE INC13902 5,000,000.00 4,998,836.61 02/08/20260.70002/08/2021 4,792,949.45 Aaa037833EB2 495
1.250BANK OF AMERICA CORP13934 5,000,000.00 5,000,000.00 05/28/20261.25005/28/2021 4,736,837.90 A106048WM31 604
1.263BANK OF AMERICA CORP13945 3,623,000.00 3,619,176.86 06/25/20261.20007/21/2021 3,407,515.37 A106048WM64 632
1.155ROYAL BANK OF CANADA13958 6,250,000.00 6,249,419.93 07/14/20261.15009/22/2021 5,931,678.75 A178016EZT7 651
1.365Credit Suisse New York13961 5,000,000.00 4,989,723.16 08/07/20261.25009/24/2021 4,745,005.20 A322550L2G5 675
5.433Toyota Motor Credit Corp14033 5,000,000.00 4,996,795.83 11/20/20265.40011/20/2023 5,143,634.05 A189236TLD5 780
5.214Met Life Glob Funding I14043 1,060,000.00 1,022,123.90 12/18/20263.45012/18/2023 1,047,064.94 Aa359217GBY4 808
4.854Amazon.com Inc14080 5,000,000.00 4,773,819.93 08/22/20273.15007/03/2024 4,906,920.60 A1023135BC9 1,055
4.132Johnson & Johnson14048 5,000,000.00 4,815,066.57 01/15/20282.90001/10/2024 4,881,641.30 Aaa478160CK8 1,201
5.125JP MORGAN14055 5,000,000.00 5,000,000.00 01/26/20285.12501/26/2024 5,042,415.85 Aa246632FTS4 1,212
5.330MUTUAL OF OMAHA GLOBAL14040 4,500,000.00 4,519,605.22 12/12/20285.45012/12/2023 4,661,496.00 A162829D2B5 1,533
5.500BANK OF AMERICA CORP14050 5,000,000.00 5,000,000.00 01/23/20295.50001/23/2024 4,971,849.20 A106055JDD8 1,575
4.000CISCO SYSTEMS INC14101 5,000,000.00 5,166,966.46 02/26/20294.85009/06/2024 5,168,995.70 A117275RBR2 1,609
3.975BRISTOL MYER14110 5,000,000.00 4,874,960.34 07/26/20293.40009/26/2024 4,857,508.90 A2110122CP1 1,759 93,897,487.1992,468,137.2494,433,000.0091,464,102.39Subtotal and Average 2.985 835 Portfolio PASD
APData Updated: SET_POOL: 10/28/2024 13:14
Run Date: 10/28/2024 - 13:14
5 YTM
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Monthly for Pool
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
Commercial Paper Disc. -Amortizing
4,330,478.13Subtotal and Average
Treasury Discounts -Amortizing
5.435US TREASURY14071 5,000,000.00 4,973,478.10 11/07/20245.15005/10/2024 4,975,886.40 Aaa912797LC9 37
4.788US TREASURY14104 10,000,000.00 9,792,038.50 03/13/20254.55009/12/2024 9,805,249.00 Aaa912797MT1 163 14,765,516.6014,781,135.4015,000,000.0011,824,085.51Subtotal and Average 5.006 121 Supranationals
0.610INTL FINANCE CORP13957 5,000,000.00 4,999,796.83 02/28/20250.60009/28/2021 4,913,205.25 Aaa45950VQJ8 150
0.647INTL BK RECON & DEVELOP13903 5,000,000.00 5,000,000.00 02/10/20260.65002/10/2021 4,798,144.30 Aaa459058JS3 497
4.915INTL BK RECON & DEVELOP14058 5,000,000.00 4,992,430.86 01/12/20294.87501/31/2024 5,238,924.60 Aaa45906M4P3 1,564
4.316INTL BK RECON & DEVELOP14084 5,000,000.00 5,000,000.00 07/30/20294.75007/30/2024 5,071,230.50 Aaa45906M5K3 1,763
4.570INTL BK RECON & DEVELOP14089 5,000,000.00 5,000,000.00 09/04/20294.57009/04/2024 5,000,000.00 Aaa45906M5Q0 1,799
4.569INTL BK RECON & DEVELOP14098 5,000,000.00 5,000,000.00 09/04/20294.57009/05/2024 5,000,000.00 Aaa45906M5Q0 1,799
4.569INTL BK RECON & DEVELOP14099 5,000,000.00 5,000,000.00 09/04/20294.57009/06/2024 5,000,000.00 Aaa45906M5Q0 1,799 34,992,227.6935,021,504.6535,000,000.0049,658,804.14Subtotal and Average 3.456 1,339 796,570,780.72 804,095,066.64 3.164 646793,408,461.58 802,209,547.55Total and Average Portfolio PASD
APData Updated: SET_POOL: 10/28/2024 13:14
Run Date: 10/28/2024 - 13:14
6 COMPLIANCE REPORT
Pooled Investment Portfolio
As of 09/30/24
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 0.00% 30% In compliance n/a n/a In compliance In compliance Municipal Bonds 6.62% 100% In compliance Aaa/Aa3/Aa2/Aa1/A2/AA+/AA-/AAA/AA A or better In compliance In compliance US Treasury Securities 5.60% 100% In compliance Aaa AA+/Aaa In compliance In compliance Corporate Bonds 11.66% 30% In compliance* Aaa/Aa1/Aa3/A1/A2/A3 A or better In compliance In compliance Amortized Zero Cpn Bonds 0.00% 30% In compliance* Aa1/A1/A2/A3 A or better In compliance In compliance Federal Agency Issues 53.63% 100% In compliance Aaa AA+/Aaa In compliance In compliance Supranationals 4.42% 30% In compliance Aaa AA or better In compliance In compliance Commercial Paper 0.00% 100% In compliance P-1 (Short-term)/A1/Aa1 P-1 (Short-term) In compliance In compliance Money Market-CAMP 17.96% 100% In compliance n/a n/a In compliance In compliance US Treasury Securities Disc 0.00% 100% In compliance Aaa AA+/Aaa In compliance In compliance LAIF 0.17% 100% In compliance n/a n/a In compliance In compliance Cash -0.05% 100% In compliance Collateralized Collateralized In compliance In compliance 100.00%
Portfolio Value 796,416,802
7 INVESTMENTS IN ISSUERS REPRESENTING OVER 5%
OF THE POOL PORTFOLIO
September 30, 2024
Market Value % of Total
FHLB 219,752,481 27.59%
FHLMC 122,657,614 15.40%
FFCB 73,040,068 9.17%
Total Fed Agencies 415,450,165 52.16%
OTHER PORTFOLIO INVESTMENTS 380,966,637 47.84%
Total Investments 796,416,802 * 100.00%
note: * Includes Cash in Bank and Accrued Interest Receivable 8 Pooled Portfolio - Total Return Performance
ICE BofA Pooled
1-3 Index Portfolio
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 Annual 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 -1.503 -1.713
4th quarter 0.890 0.821
-3.818 -4.644
2023 1st quarter 1.480 1.599
2nd quarter -0.341 0.995
3rd quarter 0.781 1.000
4th quarter 2.640 2.230
4.560 5.824
2024 1st quarter 0.450 0.934
2nd quarter 0.988 1.141
3rd quarter 2.940 2.047
Yield Fiscal YTD
Pooled Portfolio YTM 3.16%
State Treasurer's LAIF yield 4.71%
2 Year Average US Treasury yield 4.05%
9 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 1st Qtr 2nd Qtr 3rd Qtr 4th Qtr Investment Type 2016 2017 2019 2020 2021 2022 2023 2024 2025 2025 2025 2025 Money Market 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Money Market Collateralized 7.25 3.97 1.59 11.73 6.76 0.00 0.00 0.00 0.00 Municipal Bonds 4.01 5.80 4.33 4.72 7.70 5.96 4.25 5.34 6.62 Corporate Bonds - Coupon 16.36 17.12 20.78 22.50 16.62 13.97 11.02 11.64 11.66 Agency CMOs/Mortgage Backed 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 Federal Agency Issues - Coupon 49.70 55.86 54.14 34.00 47.35 48.79 57.84 52.89 53.63 Repurchase Agreements 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 L.A.I.F. 14.38 9.07 7.29 11.66 16.47 4.00 0.19 0.18 0.17 Cash 0.68 0.44 0.45 0.34 0.53 0.31 0.06 0.03 (0.05)
Treasury Securities 3.37 2.99 3.71 2.37 3.66 7.46 7.11 8.68 5.60 Treasury Securities Disc 0.00 0.00 0.00 0.00 0.00 1.54 1.48 0.00 0.00 Supranationals 4.25 3.76 5.89 8.24 0.80 3.73 4.27 4.68 4.42 Bank Notes 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 Commerical Paper - Disc (Amortizing) 0.00 0.99 0.82 0.00 0.00 1.55 2.97 4.04 0.00 Asset Backed Securities 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 0.77 0.00 0.00 0.00 Certificates of Deposit 0 0.00 0.00 1.00 0.00 0.00 0.20 0.19 0.17 0.00 Money Market-CAMP 0.00 0.00 0.00 3.89 0.12 11.72 10.61 12.36 17.96 Muni Variable Rate 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 0.00 0.00 0.00 10 II
. Capital Endowment Portfolio
CITY OF PASADENA
Capital Endowment Portfolio
Vicken Erganian
City Treasurer
September 2024
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 July 8, 2024. 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 9/30/2024
TYPE MARKET VALUE PERCENT
Money Market - CAMP 111,101 5.55%
Federal Agencies 1,889,392 94.45%
TOTALS: 2,000,493 100.00%
Accrued Interest Receivable 7,143
GRAND TOTAL: 2,007,636
PORTFOLIO LIQUIDITY AS OF 9/30/2024
Percent of
Aging Interval Par Value Portfolio
0-30 Days 111,101 5.52%
31 days - 1 Year 1,900,000 94.48%
1 - 2 Years - 0.00%
2 - 3 Years - 0.00%
3 - 4 Years - 0.00%
4 - 5 Years - 0.00%
Over 5 Years - 0.00%
TOTAL: 2,011,101 100.00% -
PORTFOLIO STATISTICS
Sep-24 Aug-24 Jul-24 Jun-24 May-24 Apr-24
Month-End Mkt Value 2,007,636 1,999,079 1,988,845 1,976,617 1,981,069 1,963,269 Modified Duration 0.14 0.22 0.30 0.38 0.05 0.52
Weighted Average Maturity 0.14 0.22 0.30 0.38 0.46 0.62 Current Book Yield to Maturity 1.241% 1.247% 1.247% 1.246% 1.245% 1.225% Effective Yield - Year to Date 1.230% 1.220% 1.220% 1.210% 1.200% 1.210% Interest Earned 2,076 2,091 2,076 2,071 2,047 2,041
Fiscal Year To Date Interest Earned 6,243 4,167 2,076 24,275 22,203 20,156 Fair Value Change Gain/(Loss) 6,481 8,143 10,152 2,977 6,254 5,934 Fiscal Year To Date change in fair value 24,776 18,295 10,152 77,375 74,398 68,144 Total Fiscal YTD earnings 31,018 22,462 12,228 101,649 96,601 88,300 MMF -
CAMP,
5.55%
Federal
Agencies,
94.45%
11 YTM
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
CAPITAL ENDOWMENT
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
Money Market Fund-CAMP
5.363California Asset Management Pr14111 111,101.39 111,101.39 5.290111,101.39SYS14111 1 111,101.39111,101.39111,101.39111,067.58Subtotal and Average 5.363 1 Collateralized Money Market
4.800EAST WEST BANK13057 0.00 0.00 4.8000.00SYS13057 1
0.000.000.000.00Subtotal and Average 0.000 0
Federal Agency Issues - Coupon
1.000Federal Home Loan Bank13970 1,900,000.00 1,900,000.00 11/25/20241.00011/30/2021 1,889,391.56 Aaa3130APVG7 55 1,900,000.001,889,391.561,900,000.001,900,000.00Subtotal and Average 1.000 55 2,011,067.58 2,011,101.39 1.241 522,000,492.95 2,011,101.39Total and Average Portfolio PASD
APData Updated: FUNDSNAP: 10/03/2024 16:40
Run Date: 10/03/2024 - 16:40
Report Ver. 7.3.6.1
Accrued Interest 7,142.92
Total 2,007,635.87
12 COMPLIANCE REPORT
Capital Endowment Portfolio
As of 09/30/24
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 Money Market-CAMP 5.55% 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 94.45% 100% In compliance** Aaa AA+/Aaa In compliance In compliance 100.00%
Portfolio Value 2,007,636
**Compliance is measured based on the City's total investments which include the Pooled portfolio as well as the Power Reserve Fund. 13 INVESTMENTS IN ISSUERS REPRESENTING OVER 5%
OF THE CAPITAL ENDOWMENT PORTFOLIO
September 30, 2024
Market Value % of Total
FHLB 1,889,392 94.11%
Total 1,889,392 94.11%
OTHER PORTFOLIO INVESTMENTS 118,244 5.89%
Total Investments 2,007,636 * 100.00%
note: * Includes Accrued Interest Receivable
14 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 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2025 2025 2025 Money Market - Collateralized 100.00 1.80 0.75 0.03 1.10 3.10 3.38 0.00 0.00 0.00 Federal Agency Issues - Coupon 0.00 0.00 0.00 0.00 0.00 0.00 96.62 95.44 94.45 94.45 Corporate Bonds - Coupon 0.00 0.00 99.25 99.97 98.90 96.90 0.00 0.00 0.00 0.00 Municipal Bonds 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 Certificate of Deposit 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 Treasury Securities 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 Commerical Paper - Disc (Amortizing) 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 Mutual Funds 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 4.56 5.55 5.55 Total 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 0.00 0.00 0.00 15 III. Power Reserve Portfolio
CITY OF PASADENA
Power Reserve Portfolio
Vicken Erganian
City Treasurer
September 2024
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 July 8, 2024. 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 9/30/2024
TYPE MARKET VALUE PERCENT
Municipal Bonds 1,939,480 4.43%
Federal Agencies 30,929,331 70.65%
L.A.I.F. 45,301 0.10%
Money Market-CAMP 10,863,254 24.81%
TOTALS: 43,777,366 100.00%
Accrued Interest Receivable 235,241
GRAND TOTAL: 44,012,608
PORTFOLIO LIQUIDITY AS OF 9/30/2024
Percent of
Aging Interval Par Value Portfolio
0 - 30 days 10,908,555 21.57%
31 days - 1 Year 5,000,000 9.89%
1 - 2 Years 2,000,000 3.95%
2 - 3 Years - 0.00%
3 - 4 Years 6,000,000 11.86%
4 - 5 Years - 0.00%
Over 5 Years 26,666,667 52.73%
TOTAL: 50,575,222 100.00%
PORTFOLIO STATISTICS
Sep-24 Aug-24 Jul-24 Jun-24 May-24 Apr-24
Month-End Market Value 44,012,608 43,555,387 43,005,001 42,265,492 41,819,897 40,640,893 Modified Duration 5.13 5.16 5.18 5.18 5.21 5.16
Weighted Average Maturity 6.83 6.91 7.00 7.07 7.15 7.23 Current Book Yield to Maturity 2.476% 2.497% 2.491% 2.488% 2.487% 2.489% Effective Yield - Year to Date 2.450% 2.430% 2.420% 2.460% 2.460% 2.460% Interest Earned 103,654 104,862 103,225 102,466 103,598 103,204 Fiscal Year To Date Interest Earned 311,741 208,087 103,225 1,221,425 1,118,959 1,015,361 Fair Value Change Gain/(Loss) 353,566 445,795 636,554 351,268 707,266 (992,929) Fiscal Year To Date change in fair value 1,435,915 1,082,348 636,554 553,794 202,526 (504,740) Total Fiscal YTD Earnings 1,747,656 1,290,435 739,778 1,775,220 1,321,486 510,621 Money Market-
CAMP
1.03%
Fed Agency
70.65%
LAIF
0.10%
Municipal
Bonds
4.54%
16 YTM
365
Par Value Book Value
Maturity
Date
Stated
RateMarket Value
September 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
POWER RESERVE FUND
Days to
MaturityMoody'sCUSIP Investment #
Purchase
Date
LAIF
4.530Local Agency Investment Fund6184 45,300.98 45,300.98 4.53045,300.98SYS6184 1 45,300.9845,300.9845,300.9845,300.98Subtotal and Average 4.530 1 Money Market Fund-CAMP
5.363California Asset Management Pr14063 10,863,254.28 10,863,254.28 5.29010,863,254.28SYS14063 1 10,863,254.2810,863,254.2810,863,254.2810,858,396.74Subtotal and Average 5.363 1 Collateralized Money Market
4.800EAST WEST BANK13066 0.00 0.00 4.8000.00SYS13066 1
0.000.000.000.00Subtotal and Average 0.000 0
Municipal Bonds
2.560LA County Redevelopment TABs13553 2,000,000.00 1,993,777.37 09/01/20262.37508/25/2016 1,939,480.00 Aa254465AGS5 700 1,993,777.371,939,480.002,000,000.001,993,646.61Subtotal and Average 2.560 700 Federal Agency Issues - Coupon
1.000Federal Home Loan Bank13969 5,000,000.00 5,000,000.00 11/25/20241.00011/30/2021 4,972,083.05 Aaa3130APV69 55
1.230Federal Farm Credit Bank13946 6,000,000.00 6,000,000.00 08/02/20281.23008/02/2021 5,448,227.16 Aaa3133EMX80 1,401
1.230Federal Farm Credit Bank13890 5,000,000.00 5,000,000.00 11/25/20301.23011/25/2020 4,258,527.90 Aaa3133EMHN5 2,246
1.850Federal Home Loan Bank13788 1,666,667.00 1,666,667.00 04/08/20321.85004/08/2020 1,418,675.92 Aaa3130AJEA3 2,746
2.000Federal Home Loan Bank13904 10,000,000.00 10,000,000.00 02/25/20362.00002/25/2021 7,872,741.60 Aaa3130AL3X0 4,164
2.000Federal Farm Credit Bank13875 10,000,000.00 10,000,000.00 10/15/20402.00010/15/2020 6,959,075.40 Aaa3133EMCV2 5,858 37,666,667.0030,929,331.0337,666,667.0037,666,667.00Subtotal and Average 1.636 3,311 50,564,011.32 50,575,222.26 2.476 2,49443,777,366.29 50,568,999.63Total and Average Portfolio PASD
APData Updated: FUNDSNAP: 10/03/2024 16:20
Run Date: 10/03/2024 - 16:20
Report Ver. 7.3.6.1
Accrued Interest 235,241.36
Total 44,012,607.65
17 COMPLIANCE REPORT
Power Reserve Portfolio
As of 09/30/24
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 4.43% 100% In compliance Aa2 A or better In compliance In compliance Corporate Bonds 0.00% 30% In compliance Aaa A or better In compliance In compliance Federal Agency Issues 70.65% 100% In compliance Aaa AA+/Aaa In compliance In compliance Money Market-CAMP 24.81% 100% In compliance n/a n/a In compliance In compliance LAIF 0.10% 100% In compliance n/a n/a In compliance In compliance 100.00%
Portfolio Value 44,012,608
18 INVESTMENTS IN ISSUERS REPRESENTING OVER 5%
OF THE POWER RESERVE PORTFOLIO
September 30, 2024
Market Value % of Total
FHLB 14,263,501 32.41%
FFCB 16,665,830 37.87%
Total Fed Agencies 30,929,331 70.27%
OTHER PORTFOLIO INVESTMENTS 13,083,277 29.73%
Total Investments 44,012,608 * 100.00%
note: * Includes Accrued Interest Receivable
19 Power Reserve Portfolio - Total Return Performance
ICE BofA Power
5-7 Index Reserve
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 Annual 1.574 1.364
2016 1st quarter 2.420 1.197
2nd quarter 1.390 0.560
3rd quar
ter 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 -5.970 -6.886
2nd quarter -3.282 -4.182
3rd quarter -4.420 -5.972
4th quarter 1.918 0.454
-11.754 -16.586
2023 1st quarter 2.980 2.517
2nd quarter -1.230 -0.212
3rd quarter -1.916 -2.378
4th quarter 5.827 6.459
5.661 6.386
2024 1st quarter -0.464 -0.452
2nd quarter 0.470 0.895
3rd quarter 5.210 4.140
Yeld Fiscal YTD
Power Reserve YTM 2.48%
St
ate Treasurer's LAIF yield 4.71%
2 Year Average Treasury yield 4.05%
Index changed to ICE BofA 5-7 in 2022
20 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 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2025 2025 2025 Money Market - Collateralized 7.43 0.02 4.34 2.58 32.06 0.08 0.00 0.00 0.00 0.00 Municipal Bonds 7.24 7.00 6.92 6.02 3.43 3.93 4.50 4.56 4.48 4.43 Federal Agency Issues - Coupon 77.86 79.82 82.96 85.12 51.22 57.67 75.33 72.13 70.30 70.65 L.A.I.F. 0.24 0.24 0.24 0.26 0.00 32.77 18.69 0.11 0.11 0.10 Corporate Bonds - Coupon 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 Federal Agency Discount 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 Agency CMOs/Mortgage Backed 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 Asset Backed Securities 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 Money Market - CAMP 0.00 0.00 0.00 0.00 0.00 0.00 1.48 23.21 25.12 24.81 Total 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 100.00 0.00 0.00 0.00 21 IV. Miscellaneous Portfolios
Fund Coupon Yield Maturity Face Value Cost Per Book Market Value City of Pasadena-Housing Succesor Agency
Money Mkt CAMP 5.290% 5.363% 10/1/2024 $2,515,687.32 $2,515,687.32 $2,515,687.32 LAIF 4.530% 4.530% 10/1/2024 $1.56 $1.56 $1.56
Weighted Average Maturity = 1 day $2 ,515,688.88 $2,515,688.88 $2,515,688.88 2002 Electric Revenue Reserve Fund
Money Mkt CAMP 5.290% 5.363% 10/1/2024 $16,849.27 $16,849.27 $16,849.27 FFCB 3133EMBH4 0.530% 0.530% 9/29/2025 $4,000,000.00 $4,000,000.00 $3,864,286.96 Weighted Average Maturity = 1.00 $4 ,016,849.27 $4,016,849.27 $3,881,136.23 Annandale Assessment District
Municipal Bonds-Annandale Assessment 6.000% 6.000% 9/2/2040 $856,735.00 $856,735.00 $856,735.00 Weighted Average Maturity = 16.15
20 12A Electric Parity Reserve Fund
Money Mkt CAMP 5.290% 5.363% 10/1/2024 $20,470.10 $20,470.10 $20,470.10 FFCB 3133EMBH4 0.530% 0.530% 9/29/2025 $690,000.00 $690,000.00 $666,589.50 Weighted Average Maturity = .98 $7 10,470.10 $710,470.10 $687,059.60 Miscellaneous Funds
September 30, 2024
22 Fund Coupon Yield Maturity Face Value Cost Per Book Market Value Miscellaneous Funds
September 30, 2024
2013A Electric Parity Reserve Fund
Money Mkt CAMP 5.290% 5.363% 10/1/2024 $4,807.77 $4,807.77 $4,807.77 FFCB 3133ELC28 0.730% 0.730% 5/27/2025 $6,750,000.00 $6,750,000.00 $6,598,211.33 Weighted Average Maturity = .66 $6 ,754,807.77 $6,754,807.77 $6,603,019.10 2016A Electric Revenue Refunding Reserve
Money Mkt CAMP 5.290% 5.363% 10/1/2024 $71,356.49 $71,356.49 $71,356.49 FFCB 3133EMBH4 0.530% 0.530% 9/29/2025 $2,680,000.00 $2,680,000.00 $2,589,072.26 Weighted Average Maturity = .98 $2 ,751,356.49 $2,751,356.49 $2,660,428.75 2020A Water Refund Revenue Bonds Project
LAIF 4.530% 4.530% 10/1/2024 $4,816.97 $4,816.97 $4,816.97 Weighted Average Maturity = 1 day $4,816.97 $4,816.97 $4,816.97 2021A Water Refund Revenue Bonds Project
LAIF 4.530% 4.530% 10/1/2024 $14,911.25 $14,911.25 $14,911.25 Money Mkt CAMP 5.290% 5.363% 10/1/2024 $1,287.10 $1,287.10 $1,287.10 Weighted Average Maturity = 1 day $1 6,198.35 $16,198.35 $16,198.35 GRAND TOTAL: $17,626,922.83 $17,626,922.83 $17,225,082.88
23 V. Investments Held by Trustees
Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 9/30/2024 Market Yield 4.85%
Maturity 10/01/24
$ Amount
Trustee/Officer Issue Name Shares/Par Cost Market Maturity % Maturity Date Investment Value Val ue Date Yld
Amy Green 2024A Electric Revenue Refunding Bonds
(213)630-6204 Cost of Issurance-2024A Account #000161622 Lena Chan Cash 94,181.70 94,181. 70 94,181. 70 10/01/ 24 0.00% (213) 630-6253
Total 94,181.70 94,181.70 94,181. 70
BNY 2021A Water Revenue Refunding Bonds
Amy Green COI-2021A Account #209092
(213)630-6204 Cash - - - 10/01/ 24 0.00%
Lena Chan Debt Service-2021A Account #209093
(213) 630-6253 Cash - - - 10/01/ 24 0.00%
Reserve-2021A Account #209094
DREFUS GOVT CM INST 289 Cusip: X9USDDGCM 876,039.25 876,039.25 876,039. 25 10/01/ 24 4.82% Cash - - - 10/01/ 24 0.00%
Total 876,039.25 876,039.25 876,039. 25
BNY 2020A Water Revenue Refunding Bonds
Amy Green COI-2020 Account #746583
(213)630-6204 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS - - - 10/01/ 24 4.85% Lena Chan DEBT SERVICE-2020 Account #746585
(213) 630-6253 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS - - - 10/01/ 24 4.85% Total - - -
2020AB POB Bonds
BNY POB COI-2020B Account #220413
Amy Green BlackRock Treasury Turst Dollars 63 Cusip: X9USDBTRD - - - 10/01/ 24 4.63% (213)630-6204 POB Bond Fund-2020B Account #220414
Lena Chan Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 1,122.66 1,122. 66 1,122. 66 10/01/ 24 4.85% (213) 630-6253 POB Bond Fund-2020B Account #220415
Blackrock Tresus Trust Dollar 11 Cusip: X9USDBTRO 84.12 84.12 84.12 10/01/ 24 4.90% POB COI-2020A Account #765976
Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS - - - 10/01/ 24 4.85% POB Bond Fund-2020A Account #765990
Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 1,829.03 1,829.03 1,829. 03 10/01/ 24 4.85% POB Bond Fund-2020A Account #765996
Blackrock Tresus Trust Dollar 11 Cusip: X9USDBTRO 183.20 183.20 183.20 10/01/ 24 4.63% Total 3,219.01 3,219.01 3,219. 01
24 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 9/30/2024 Market Yield 4.85%
Maturity 10/01/24
$ Amount
Trustee/Officer Issue Name Shares/Par Cost Market Maturity % Maturity Date Investment Value Val ue Date Yld
2019A Electric Revenue Bonds
BNY Electric COI-2019A Account #106207
Amy Green Cash 39,952.16 39,952. 16 39,952. 16 10/01/ 24 0.00% (213)630-6204 Electric Bond Fund-2019A Account #113813 - Lena Chan Cash 686.80 686.80 686.80 10/01/ 24 0.00%
(213) 630-6253 - - - 10/01/ 24 0.00%
Total 40,638.96 40,638.96 40,638. 96
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 555.77 555.77 555.77 10/01/ 24 4.83% Adriana Marshall Costs of Issuance- Series 2018A Account #248882002 (213) 615-6033 Fidelity Govt Protfolio CI Cusp:316175108 - - - 10/01/ 24 4.83% Interest Fund- Series 2018B Account #248882100
Fidelity Govt Protfolio CI Cusp:316175108 60.35 60.35 60.35 10/01/ 24 4.83% Principal Fund- Series 2018B Account #248882101
Fidelity Govt Protfolio CI Cusp:316175108 856.95 856.95 856.95 10/01/ 24 4.83% Costs of Issuance- Series 2018B Account #248882102
Fidelity Govt Obl Fd Cl D 316175108 - - - 10/01/ 24 4.83% Total 1,473.07 1,473.07 1,473. 07
2017A Water Revenue Bonds
BNY Debt Service-2017A Account #948165
Amy Green Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS - - - 10/01/ 24 4.85% (213)630-6204 Reserve Fund-2017A Account #948269
Lena Chan Federal Home Loan Banks Cusip: 3130AL3S1 1,050,000.00 1,050, 000.00 1,004, 115.00 02/17/ 26 0.63% (213) 630-6253 DREYFUS CUSIP:X9USSGCM 46,616.79 46,616. 79 46,616. 79 10/01/ 24 4.82% Total 1,096,616.79 1,096,616.79 1,050,731.79
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 333,001.43 333,001. 43 333,001. 43 10/01/ 24 4.83% Principal Fund- Series 2016A Account #264433001
Fidelity Govt Protfolio CI Cusp:316175108 3,160.04 3,160.04 3,160. 04 10/01/ 24 4.83% 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 10/01/ 24 4.83% Cost of Issuance- Series 2016A Account #264433003
First American Govt Obl Fd Cl D 31846V401 - - - 10/01/ 24 4.83% Total 336,161.66 336,161.66 336,161. 66
25 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 9/30/2024 Market Yield 4.85%
Maturity 10/01/24
$ Amount
Trustee/Officer Issue Name Shares/Par Cost Market Maturity % Maturity Date Investment Value Val ue Date Yld
BNY Pasadena 2015A COPS Bond
Amy Green COPS Base Rental-2015A Account #336964
(213)630-6204 Cash Balance - - - 10/01/24 0. 00%
Lena Chan Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS - - - 10/01/24 4. 85% (213) 630-6253 Total - - -
BNY Pasadena Tax Pension 2015AB Bond
Amy Green Bond Fund-2015A POB Account #479226
(213)630-6204 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 629.91 629.91 629. 91 10/ 01/24 4. 85% Lena Chan Cash Balance - - - 10/01/24 0. 00%
(213) 630-6253 Bond Fund-2015A POB Account #479227
Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 255.20 255.20 255.20 10/ 01/24 4. 85% Cash Balance 10/01/24 0.00%
Bond Fund-2015A POB Account #479231
Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 1,464.42 1,464.42 1,464.42 10/ 01/24 4. 85% Cash Balance - - - 10/01/24 0. 00%
Total 2,349.53 2,349.53 2,349.53
BNY Pasadena Water Revenue 2010AB
Amy Green 2010 A Parity Reserve Account #286245
(213)630-6204 DREYFUS CUSIP:X9USSGCM 34,912.59 34,912.59 34, 912.59 10/ 01/24 4. 82% Lena Chan Federal Home Loan Bank CUSIP:3130AL3S1 1,350,000.00 1,350,000. 00 1,291,005. 00 02/17/26 0. 63% (213) 630-6253 Cash - - - 10/01/24 0. 00%
2010 B Debt Service Account #286247
Cash - - - 10/01/24 4. 19%
2010 B Parity Reserve Account #286248
DREYFUS CUSIP:X9USSGCM 10,211.90 10,211.90 10,211.90 10/ 01/24 4. 82% Federal Home Loan Bank CUSIP:3130AL3S1 300,000.00 300,000.00 286,890.00 02/17/26 0. 63% Cash - - - 10/01/24 0. 00%
2010 A Debt Service Fund Account #286295
Cash - - - 10/01/24 0. 00%
Total 1,695,124.49 1,695,124.49 1,623,019.49
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 345,332.77 345,332.77 345, 332.77 10/01/24 4. 83% Lindsey K Tonsfeldt Cash - - - 10/01/24 0. 00%
(651) 466-5114 Principal Fund (S631592)
[email protected] Fidelity Instl Mm Fds Government I CUSIP:316175108 3.45 3.45 3.45 10/ 01/24 4. 83% Bond Reserve Fund (S631593)
Federal Home Loan Bank Funds CUSIP: 3130ALBD5 15,500,000.00 15,500,000.00 11,058,630. 00 02/25/41 2. 15% Fidelity Instl Mm Fds Government I CUSIP:316175108 72,012.66 72,012.66 72,012.66 10/ 01/24 4. 83% Cash - - - 10/01/24 0. 00%
Total 15,917,348.88 15,917,348.88 11,475,978. 88
26 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 9/30/2024 Market Yield 4.85%
Maturity 10/01/24
$ Amount
Trustee/Officer Issue Name Shares/Par Cost Market Maturity % Maturity Date Investment Value Val ue Date Yld
Computershare Corporate Trust PPFA (Paseo Colorado Parking Facilities) 2008 Tracy Mason Bond Fund Account #23200100
(213) 253-7536 Allspring Government Money Market Service 74,395.63 74,395.63 74, 395.63 10/01/24 4. 81% (667)786-1241 Cash - - - 10/01/24 0. 00%
Reserve Fund Account #23200101
teresalynn.mason1@computershFHLB Cusip: 3130APVC6 2,000,000.00 2,000,000.00 1,900,100. 00 12/01/26 1. 38% Well Fargo Advantage Government Money Market Service - - - 10/01/24 0. 01% Cost of Issuance Fund Account #23200103
Well Fargo Advantage Government Money Market Service - - - 10/01/24 0. 00% Total 2,074,395.63 2,074,395.63 1,974,495. 63
BNY Pasadena 2006,2008,2015 COP Reserves
Amy Green Reserve Account #281635
(213)630-6204 Federal Home Loan Banks CUSIP:3130AKKQ8 4,950,000.00 4,950,000. 00 4,210,569. 00 12/23/30 1. 25% Lena Chan Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 163,983.47 163,983.47 163, 983.47 10/01/24 4. 85% (213) 630-6253 Cash - - - 10/01/24 0. 00%
Total 5,113,983.47 5,113,983.47 4,374,552.47
Pasadena 2008AB COPS, 15A Parity Reserve
BNY Reserve Fund #281207
Amy Green Federal Home Loan Banks CUSIP:3130AKKQ8 1,325,000.00 1,325,000. 00 1,127,071. 50 12/23/30 1. 25% (213)630-6204 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 43,894.59 43,894.59 43, 894.59 10/ 01/24 4. 85% Lena Chan Cash Balance - - -
(213) 630-6253 Total 1,368,894.59 1,368,894. 59 1,170,966. 09 BNY Pasadena 2008A COPS
Amy Green Base Rental Fund #281732
(213)630-6204 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 275,868.08 275,868.08 275, 868.08 10/01/24 4. 85% Lena Chan Cash Balance - - - 0.00%
(213) 630-6253 Interest Fund #281733
Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 56.72 56.72 56.72 10/ 01/24 4. 85% Letter of Credit #281734
Bank of America CUS: S86494570 1.00 1.00 1.00 03/ 31/25 0. 00% Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 0.38 0.38 0.38 10/ 01/24 4. 85% Total 275,926.18 275,926.18 275,926.18
BNY Pasadena Conf Ctr 2006AB
27 Schedule of Funds Held by Trustees
CITY OF PASADENA
For Period Ending 9/30/2024 Market Yield 4.85%
Maturity 10/01/24
$ Amount
Trustee/Officer Issue Name Shares/Par Cost Market Maturity % Maturity Date Investment Value Val ue Date Yld
Amy Green Reserve Fund #281722
(213)630-6204 Federal Home Loan Banks CUSIP:3130AJRH4 10,800,000.00 10,800, 000.00 7,683, 984.00 06/29/ 40 2.07% Lena Chan Federal Home Loan Banks CUSIP:3130AKKQ8 270,000.00 270,000. 00 229,667. 40 12/23/ 30 1.25% (213) 630-6253 Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 601,090.46 601,090. 46 601,090. 46 10/01/ 24 4.85% Cash Balance - - - 01/00/ 00 0.00%
Total 11,671,090.46 11,671,090.46 8,514, 741.86 BNY Pasadena Water Revenue 2003
Amy Green Parity Reserve Account #281651
(213)630-6204 Federal Home Loan Banks CUSIP: 3130AL3S1 1,000,000.00 1,000, 000.00 956,300. 00 02/17/ 26 0.63% Lena Chan DREYFUS GOVT CM INST 289 CUSIP: X9USDDGCM 31,836.06 31,836. 06 31,836. 06 10/01/ 24 4.82% (213) 630-6253 Cash - - - 10/01/ 24 0.00%
Total 1,031,836.06 1,031,836.06 988,136. 06
BNY COPS Parity Reserve Fund(2006A, and 2008ABC COP)
Amy Green Certificate Reserve #281143
(213)630-6204 Federal Home Loan Banks CUSIP: 3130AKKQ8 2,025,000.00 2,025, 000.00 1,722, 505.50 12/23/ 30 1.25% Lena Chan Goldman Fincl Sq Govt Instl 465 CUSIP:X9USDGLDS 67,085.74 67,085. 74 67,085. 74 10/01/ 24 4.85% (213) 630-6253 Cash - - - 10/01/ 24 0.00%
(In aggegrate with 2006A, Total Funds 2,092,085.74 2,092, 085.74 1,789, 591.24 and 2008ABC COP reserve)
SCPPA SCPPA Investments
Atif Haji Datoo SCPPA Project Stabilization Fund
(213) 367-4668 Fidelity Inst MMKT GOVT 57CUSIP:X9USDFIN 156,236.58 156,236. 58 156,236. 58 10/01/ 24 4.85% Fidelity Inst MMKT GOVT 57CUSIP:X9USDFIN 468,835.66 468,835.66 468,835. 66 10/01/ 24 4.85% Federal Home Loan Bank Discount note CUSIP: 313384S34 2,000,000.00 1,979,152.78 1,983, 440.00 12/06/ 24 4.75% Federal Home Loan Bank Discount note CUSIP: 313384J75 1,000,000.00 985,021.11 999,100. 00 10/07/ 24 5.19% - - - 0.00%
Total 3,625,072.24 3,589,246.13 3,607, 612.24
TOTAL FUND BALANCE 47,316,437.71$ 47,280,611.60$ 38,199,815.11$
28 VI. PARS Section 115 Trust
City of Pasadena
PARS Section 115 Trust
For the Month Ended September 30, 2024
Pension Account 6746056200
Mayket Value Book Value
Beginning Balance 13,711,050.63 12,823,535.18
Activity
Contributions - -
Disbursements - -
Total - -
Net Investment Income
Dividends 55,051.92 55,051.92
Interest 2,420.04 2,420.04
Other Income - -
Change in Accrued Income (163.56) (163.56)
Total Investment Income 57,308.40 57,308.40
Net Change in Unrealized Gain/Loss (101,076.13) -
Realized Gain/Loss 233,777.62 233,777.62
Total Mayket Value Adjustment 132,701.49 233,777.62
Trust Fees (2,869.54) (2,869.54)
PARS Fee (Net of Depository Earnings) (2,589.64) (2,589.64) Unreconciled Difference - -
Total (5,459.18) (5,459.18)
Ending Balance 13,895,601.34 13,109,162.02
1 Year Inception To Date
Investment Return (Inception-To-Date as of 09/30/2024) 17.83% 4.87% Asset Allocation
Market Value Percentage
Cash and Equivalents 548,762.67 3.95%
Equity 4,282,253.46 30.82%
Fixed Income 9,062,328.73 65.22%
Accrued Income 2,256.48 0.02%
Total 13,895,601.34 100.00%
Account Manager:
Kyra Clarke
3121 Michelson Dr 3rd Fl
Irvine, CA 92612
949-224-7214, [email protected]
Cash and Equivalents
3.95%
Equity
30.82%
Fixed Income
65.22%
Accrued Income
0.02%
29 City of Pasadena
PARS Section 115 Trust
For the Month Ended September 30, 2024
Post Employments Benefits Trust 6746056201
Mayket Value Book Value
Beginning Balance 2,597,494.72 2,433,058.55
Activity
Contributions - -
Disbursements - -
Total - -
Net Investment Income
Dividends 10,468.09 10,468.09
Interest 413.00 413.00
Other Income - -
Change in Accrued Income (29.25) (29.25)
Total Investment Income 10,851.84 10,851.84
Net Change in Unrealized Gain/Loss, Fee Receipts & Deliveries Net (16,181.03) - Realized Gain/Loss 41,417.04 41,417.04
Total Mayket Value Adjustment 25,236.01 41,417.04
Trust Fees (545.88) (545.88)
PARS Fee (Net of Depository Earnings) (490.59) (490.59) Unreconciled Difference - -
Total (1,036.47) (1,036.47)
Ending Balance 2,632,546.10 2,484,290.96
1 Year Inception To Date
Investment Return (Inception-To-Date as of 09/30/2024) 17.92% 4.93% Asset Allocation
Marrket Value Percentage
Cash and Equivalents 93,015.00 3.53%
Equity 810,831.38 30.80%
Fixed Income 1,728,315.97 65.65%
Accrued Income 383.75 0.01%
Total 2,632,546.10 100.00%
Account Manager:
Kyra Clarke
3121 Michelson Dr 3rd Fl
Irvine, CA 92612
Cash and Equivalents
3.53%
Equity
30.80%
Fixed Income
65.65%
Accrued Income
0.01%
30