Client Management Team
Rick Phillips
President & Chief Investment Officer
702-575-6666
[email protected]
Tonya Dazzio Monthly Investment Report
Chief Operating & Compliance Officer
702-575-6592
[email protected] City of Redondo Beach
Greg Balls, CFA
Assistant Chief Compliance Officer
702-575-6655
[email protected] March 2022
10655 Park Run Drive, Suite 120 | Las Vegas, NV 89144 | Phone 702.575.6600 | www.FHNMainStreet.com Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 2
Portfolio Summary
City of Redondo Beach 3/31/2022
SECTOR ALLOCATION MATURITY DISTRIBUTION CREDIT QUALITY (MOODY'S)
ACCOUNT SUMMARY MONTH-END PORTFOLIO BOOK YIELD TOP ISSUERS 3/31/22 2/28/22 Issuer % Portfolio
Market Value $94,303,787 $97,645,834 U.S. Treasury 23.8% Book Value $96,186,253 $98,185,813 LAIF 20.8%
Variance -$1,882,466 -$539,979 FHLB 18.8%
FFCB 16.1%
Par Value $96,254,196 $98,254,196 FNMA 7.3%
Toyota 3.1%
Net Asset Value $98.04 $99.45 New York Life 2.1%
US Bancorp 2.1%
Book Yield 1.36% 1.37% BlackRock 2.1%
IBM 2.1%
Market Yield 1.22% 1.20% EagleBank 0.3%
Comenity Capital Bank 0.3%
Years to Maturity 2.03 2.07 Sallie Mae Bank 0.3%
Morgan Stanley Private Bank 0.3%
Effective Duration 1.88 1.85 Marlin Business Bank 0.3% Apr-21 May-21 Jun-21 Jul-21 Aug-21 Sep-21 Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22
1.00%
1.20%
1.40%
1.60%
1.80%
2.00%
2.20%
1.8%
11.4%
20.8%
23.8%
42.2%
CD
CORP
LAIF
TSY
AGY
0% 25% 50% 75% 100%
34.1%
20.7%
15.2%
11.3%
18.7%
0-1Y 1-2Y 2-3Y 3-4Y 4-5Y+
0%
10%
20%
30%
40%
50%
60%
70%
22.6%
2.1%
5.2%
2.1%
68.1%
NR
A3
A2
A1
Aa3
Aa2
Aa1
Aaa
P-1
0% 25% 50% 75% 100%
2 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 3
Investment Policy Compliance
City of Redondo Beach 3/31/2022
Category Book Value % of Portfolio % Allowed by Policy In Compliance Reserved row US Treasuries 22,899,581.10 23.81% 100% Yes
US Federal Agencies 40,569,150.51 42.18% 100% Yes
Supranational Obligations 0.00 0.00% 15% Yes
LAIF 20,018,196.35 20.81% 75% Yes
Commercial Paper 0.00 0.00% 25% Yes
Money Market Funds 0.00 0.00% 15% Yes
Negotiable Certificates of Deposit 1,735,424.70 1.80% 30% Yes Corporate Obligations 10,963,900.31 11.40% 30% Yes
Total 96,186,252.97 100.00%
Other Metrics Portfolio Metric In Compliance
Weighted Average Maturity 2.03 Yes
Liquidity 34.05% 25% Under 365 Days Yes
Ratings Yes
3 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 4
Historical Book Values
City of Redondo Beach 3/31/2022
Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Fiscal Year 2018 $96.5 $85.3 $84.5 $82.0 $80.1 $80.1 $85.6 $88.8 $88.4 $86.8 $89.4 $93.4 FY18 Fiscal Year 2019 $89.3 $81.1 $79.7 $78.6 $78.5 $81.2 $87.5 $93.0 $92.8 $92.5 $99.3 $101.4 FY19 Fiscal Year 2020 $94.9 $87.7 $85.2 $82.2 $79.6 $81.1 $87.0 $92.1 $92.5 $86.9 $93.0 $95.5 FY20 Fiscal Year 2021 $91.4 $77.1 $75.4 $72.7 $71.4 $69.7 $76.3 $79.2 $81.5 $79.7 $84.9 $87.1 FY21 Fiscal Year 2022 $87.4 $89.1 $88.6 $82.6 $81.1 $82.8 $92.8 $98.8 $98.1 FY22 Average Daily BalanceJul-09
Nov-09
Mar-10
Jul-10
Nov-10
Mar-11
Jul-11
Nov-11
Mar-12
Jul-12
Nov-12
Mar-13
Jul-13
Nov-13
Mar-14
Jul-14
Nov-14
Mar-15
Jul-15
Nov-15
Mar-16
Jul-16
Nov-16
Mar-17
Jul-17
Nov-17
Mar-18
Jul-18
Nov-18
Mar-19
Jul-19
Nov-19
Mar-20
Jul-20
Nov-20
Mar-21
Jul-21
Nov-21
Mar-22
$40
$50
$60
$70
$80
$90
$100
$110
$120
Millions
4 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 5
Historical Book Values Per Fiscal Year
City of Redondo Beach 3/31/2022
Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Fiscal Year 2018 $96.5 $85.3 $84.5 $82.0 $80.1 $80.1 $85.6 $88.8 $88.4 $86.8 $89.4 $93.4 FY18 Fiscal Year 2019 $89.3 $81.1 $79.7 $78.6 $78.5 $81.2 $87.5 $93.0 $92.8 $92.5 $99.3 $101.4 FY19 Fiscal Year 2020 $94.9 $87.7 $85.2 $82.2 $79.6 $81.1 $87.0 $92.1 $92.5 $86.9 $93.0 $95.5 FY20 Fiscal Year 2021 $91.4 $77.1 $75.4 $72.7 $71.4 $69.7 $76.3 $79.2 $81.5 $79.7 $84.9 $87.1 FY21 Fiscal Year 2022 $87.4 $89.1 $88.6 $82.6 $81.1 $82.8 $92.8 $98.8 $98.1 FY22 Figures in Millions, Average Daily Balance
Chart Title
Jul
Aug
Sep
Oct
Nov
Dec
Jan
Feb
Mar
Apr
May
Jun
$60
$70
$80
$90
$100
$110
$120
Millions
Fiscal Year 2018 Fiscal Year 2019 Fiscal Year 2020 Fiscal Year 2021 Fiscal Year 2022 5 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 6
Historical Weighted Average Maturity
City of Redondo Beach 3/31/2022 Don
Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
Fiscal Year 2018 1.91 1.82 1.73 1.97 1.94 1.73 1.82 1.79 1.72 1.63 1.53 1.45 Fiscal Year 2019 1.76 1.76 1.73 1.83 1.75 1.51 2.04 2.01 1.95 1.77 1.67 1.81 Fiscal Year 2020 1.90 2.12 2.10 2.13 2.17 1.89 2.04 2.03 2.02 2.06 1.74 1.72 Fiscal Year 2021 2.01 1.99 1.97 1.92 2.01 1.68 1.61 1.74 1.69 1.58 1.43 1.64 Fiscal Year 2022 1.59 1.78 2.06 2.04 2.01 1.81 2.07 2.07 2.03 Jul-09 Nov-09 Mar-10 Jul-10 Nov-10 Mar-11 Jul-11 Nov-11 Mar-12 Jul-12 Nov-12 Mar-13 Jul-13 Nov-13 Mar-14 Jul-14 Nov-14 Mar-15 Jul-15 Nov-15 Mar-16 Jul-16 Nov-16 Mar-17 Jul-17 Nov-17 Mar-18 Jul-18 Nov-18 Mar-19
Jul-19
Nov-19
Mar-20
Jul-20
Nov-20
Mar-21
Jul-21
Nov-21
Mar-22
0.00 0.50
1.00 1.50
2.00 2.50
3.00 3.50
Average Years To Maturity
6 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 7
Next Twelve Months Cash Flow
City of Redondo Beach 3/31/2022
Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Oct-22 Nov-22 Dec-22 Jan-23 Feb-23 Mar-23 Maturities $20.0 $0.2 $2.2 $0.0 $2.0 $2.0 $2.0 $0.2 $4.0 $0.0 $0.0 $0.0 1 Par Value in Millions; Assumes Securities Are Held To Maturity $20.0
$0.2
$2.2
$0.0
$2.0 $2.0 $2.0
$0.2
$4.0
$0.0 $0.0 $0.0
Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Oct-22 Nov-22 Dec-22 Jan-23 Feb-23 Mar-23 $0
$5
$10
$15
$20
$25
$30
$35
$40
Millions
7 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 8
Yield At Cost Per 6-Month Maturity Intervals
City of Redondo Beach 3/31/2022
Years Yield At Cost % of Portfolio
0 to .5 0.96% 27.55%
.5 to 1.0 2.26% 6.50%
1.0 to 1.5 3.12% 9.34%
1.5 to 2.0 1.31% 11.41%
2.0 to 2.5 1.90% 5.46%
2.5 to 3.0 1.32% 9.75%
3.0 to 3.5 0.66% 4.10%
3.5 to 4.0 0.57% 7.21%
4.0 to 4.5 0.84% 6.20%
4.5 to 5.0 1.27% 12.48%
5.0+ 0.00% 0.00%
Total 1.36% 100.0%
0.96%
2.26%
3.12%
1.31%
1.90%
1.32%
0.66% 0.57%
0.84%
1.27%
-0.5 0.0 0.5 1.0 1.5 2.0 2.5 3.0 3.5 4.0 4.5 5.0 5.5
-0.4%
-0.2%
0.0%
0.2%
0.4%
0.6%
0.8%
1.0%
1.2%
1.4%
1.6%
1.8%
2.0%
2.2%
2.4%
2.6%
2.8%
3.0%
3.2%
3.4%
Maturity Intervals
Yield At Cost
Bubble Size = Maturity's % of Portfolio
8 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 9
Historical Sector Allocation
City of Redondo Beach 3/31/2022
Sector Apr-21 May-21 Jun-21 Jul-21 Aug-21 Sep-21 Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 AGY 41.0% 38.7% 34.7% 35.1% 32.8% 36.3% 34.8% 35.6% 33.5% 40.1% 41.3% 42.2% TSY 10.7% 10.1% 15.7% 15.9% 25.7% 32.0% 32.7% 31.0% 25.1% 22.6% 23.3% 23.8% LAIF 21.4% 25.9% 26.1% 26.5% 20.4% 10.7% 11.0% 11.2% 21.9% 19.8% 20.4% 20.8% CORP 24.8% 23.4% 21.5% 20.6% 19.2% 19.0% 19.4% 19.9% 17.5% 15.8% 13.2% 11.4% CD 2.1% 1.9% 2.0% 2.0% 1.9% 2.1% 2.1% 2.2% 1.9% 1.7% 1.8% 1.8% Total 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% 100.0% Apr-21 May-21 Jun-21 Jul-21 Aug-21 Sep-21 Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 0%
5%
10%
15%
20%
25%
30%
35%
40%
45%
AGY
TSY
LAIF
CORP
CD
9 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 10
Issuer Allocation
City of Redondo Beach 3/31/2022
0.3%
0.3%
0.3%
0.3%
0.3%
0.3%
0.3%
2.1%
2.1%
2.1%
2.1%
3.1%
7.3%
16.1%
18.8%
20.8%
23.8%
Wells Fargo
Morgan Stanley Bank
EagleBank
Comenity Capital Bank
Sallie Mae Bank
Morgan Stanley Private Bank
Marlin Business Bank
IBM
US Bancorp
BlackRock
New York Life
Toyota
FNMA
FFCB
FHLB
LAIF
U.S. Treasury
0% 5% 10% 15% 20% 25%
10 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 12
Historical Earnings & Book Return Performance
City of Redondo Beach 3/31/2022
Fiscal YTD ($K) Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun FY 2020 $177.000 $342.220 $502.500 $661.925 $815.000 $973.140 $1,143.893 $1,312.520 $1,483.000 $1,638.780 $1,802.870 $1,965.190 FY 2021 $155.722 $295.000 $430.578 $557.769 $687.588 $815.050 $943.405 $1,070.116 $1,198.760 $1,324.600 $1,451.500 $1,574.100 FY 2022 $112.499 $217.986 $382.727 $489.647 $593.726 $696.012 $806.551 $913.900 $1,021.840 Fiscal YTD Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Book Return 1.51% 1.45% 1.72% 1.67% 1.65% 1.62% 1.59% 1.56% 1.53% Fiscal Year-To-Date Earnings
Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
$0
$500
$1,000
$1,500
$2,000
$2,500
Thousands
FY 2020
FY 2021
FY 2022
Fiscal Year-To-Date Book Return
Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
1.00%
1.25%
1.50%
1.75%
2.00%
2.25%
11 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 13
Historical Yield At Cost vs Benchmark
City of Redondo Beach 3/31/2022
Month-End Yield At Cost vs Benchmark
Jun-12
Sep-12
Dec-12
Mar-13
Jun-13
Sep-13
Dec-13
Mar-14
Jun-14
Sep-14
Dec-14
Mar-15
Jun-15
Sep-15
Dec-15
Mar-16
Jun-16
Sep-16
Dec-16
Mar-17
Jun-17
Sep-17
Dec-17
Mar-18
Jun-18
Sep-18
Dec-18
Mar-19
Jun-19
Sep-19
Dec-19
Mar-20
Jun-20
Sep-20
Dec-20
Mar-21
Jun-21
Sep-21
Dec-21
Mar-22
0.0%
0.5%
1.0%
1.5%
2.0%
2.5%
3.0%
3.5% Portfolio
Benchmark
Trailing 12 Months: Month End Yield At Cost vs Benchmark Apr-21 May-21 Jun-21 Jul-21 Aug-21 Sep-21 Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22
0.0%
0.2%
0.4%
0.6%
0.8%
1.0%
1.2%
1.4%
1.6%
1.8%
2.0%
Portfolio
Benchmark
Benchmark: Custom Benchmark (see disclosure)
12 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 14
Total Return Performance
City of Redondo Beach 3/31/2022
*Index: ICE BofA 0-5Yr Treasury Index
**Inception: January 1901
1 Month 3 Month FYTD 1 Year 3 Year 5 Year Inception
Portfolio -1.259% -2.219% -2.643% -2.537% 1.117% 1.492% 0.096% Benchmark -1.474% -2.526% -3.053% -2.969% 0.936% 1.178% 0.161% Variance 0.215% 0.307% 0.410% 0.432% 0.181% 0.314% -0.065% 1 Month 3 Month FYTD 1 Year 3 Year 5 Year Inception**
-4.000%
-3.000%
-2.000%
-1.000%
0.000%
1.000%
2.000%
Portfolio
Benchmark
13 Run Date: 4/5/2022 - 12:49 PM
Amortizing Page 15
Investment Activity
City of Redondo Beach 3/31/2022
Apr-21 May-21 Jun-21 Jul-21 Aug-21 Sep-21 Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 Positions 41 39 39 40 44 44 43 42 42 43 41 40
Apr-21 May-21 Jun-21 Jul-21 Aug-21 Sep-21 Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 Purchases 0 0 3 0 4 2 0 0 1 1 0 0
Redemptions 1 0 2 1 0 2 1 1 1 0 2 1
Total 1 0 5 1 4 4 1 1 2 1 2 1
Number of Positions at Month End
Apr-21 May-21 Jun-21 Jul-21 Aug-21 Sep-21 Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 20 30
40 50
60 Positions
Purchases and Redemptions* (Excluding MMF/LGIP)
Apr-21 May-21 Jun-21 Jul-21 Aug-21 Sep-21 Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 0 2
4 6
8 10
Number of Transactions
Purchases
Redemptions
*Redemptions include maturities, calls, and sells
14 Portfolio Summary
City of Redondo Beach March 31, 2022
Investments Par Value Book Value
% of
Portfolio Maturity YTM
Days to
Market Value
Book
Certificates of Deposit 1,736,000.00 1,746,150.64 1,735,424.70 1.80 515 2.57 Corporate Bonds 11,000,000.00 10,932,290.00 10,963,900.31 11.40 393 2.52 LAIF 20,018,196.35 20,018,196.35 20,018,196.35 20.81 1 0.36 U.S. Agencies 40,500,000.00 40,060,660.00 40,569,150.51 42.18 944 1.93 U.S. Treasuries 23,000,000.00 21,546,490.00 22,899,581.10 23.81 1,218 0.59 96,254,196.35 94,303,786.99 96,186,252.97 100.00 742 1.36 Investments
Total Earnings March 31 Month Ending Fiscal Year To Date Current Year 107,940.80 1,021,840.46
Average Daily Balance 98,120,286.98 89,024,761.96
Book Rate of Return 1.30% 1.53%
Run Date: 4/5/2022 - 12:49 PM
Amortizing
15 Holdings Report
City of Redondo Beach March 31, 2022
Call Date
Maturity Date
Par Value
Settle Date
Book Value
Original Value
Mkt YTM
Mkt Price
Gain/Loss
% of Port
Fitch
Moody/S&P
Eff. Dur.
WAM
Accrued Int.
Market Value
CUSIP Coupon Rate
Issuer
Book Yield
Remaining
Certificates of Deposit
27002YEM4 EagleBank 05/10/2022 248,000.00 05/17/2019 248,000.00 100.24 248,592.72 0.26% NR/NR 0.11
2.600% 2.60% 248,000.00 0.28% 388.65 592.72 NR 0.11
7954503G8 Sallie Mae Bank 06/06/2022 248,000.00 06/06/2019 247,642.88 100.39 248,967.20 0.26% NR/NR 0.18
2.550% 2.60% 247,978.17 0.22% 2,027.15 989.03 NR 0.18
57116ASG4 Marlin Business Bank 11/09/2022 248,000.00 05/09/2019 248,000.00 101.00 250,477.52 0.26% NR/NR 0.61
2.550% 2.56% 248,000.00 0.59% 398.50 2,477.52 NR 0.59
61760AZZ5 Morgan Stanley Private Bank 05/09/2024 248,000.00 05/09/2019 248,000.00 100.98 250,435.36 0.26% NR/NR 2.11
2.650% 2.65% 248,000.00 1.60% 2,574.78 2,435.36 NR 2.01 20033AW51 Comenity Capital Bank 05/15/2024 248,000.00 05/15/2019 248,000.00 101.19 250,946.24 0.26% NR/NR 2.13
2.750% 2.75% 248,000.00 1.60% 317.64 2,946.24 NR 2.03
61690UHB9 Morgan Stanley Bank 06/06/2024 248,000.00 06/07/2019 247,422.16 101.05 250,613.92 0.26% NR/NR 2.19
2.700% 2.75% 247,747.47 1.62% 2,128.04 2,866.45 NR 2.09 949763L95 Wells Fargo Bank NA 10/17/2024 248,000.00 10/18/2019 247,409.76 99.24 246,117.68 0.26% NR/NR 2.55
2.050% 2.10% 247,699.06 1.71% 208.93 -1,581.38 NR 2.44
1,734,474.80 1,746,150.64 1.80% 1.41
Total Certificates of Deposit 1,736,000.00 2.57% 1,735,424.70 1.09% 8,043.69 10,725.94 1.35 Corporate Bonds
09247XAJ0 BlackRock 06/01/2022 2,000,000.00 01/04/2019 2,020,000.00 100.34 2,006,720.00 2.08% Aa3/AA- 0.17
3.375% 3.06% 2,000,978.00 0.77% 22,500.00 5,742.00 NR 0.16 459200HG9 IBM 08/01/2022 2,000,000.00 01/04/2019 1,893,600.00 100.15 2,002,940.00 2.07% A3/A- 0.34
1.875% 3.47% 1,990,079.25 1.03% 6,250.00 12,860.75 NR 0.32 90331HNV1 US Bank 07/24/2023 2,000,000.00 01/04/2019 2,003,380.00 101.34 2,026,740.00 2.08% A1/AA- 1.32
3.400% 06/23/2023 3.36% 2,000,974.84 1.74% 12,655.56 25,765.16 AA- 1.23 89236TDK8 Toyota Motor Credit 10/18/2023 2,000,000.00 01/04/2019 1,901,820.00 99.65 1,992,900.00 2.05% A1/A+ 1.55
2.250% 3.37% 1,968,279.43 1.83% 20,375.00 24,620.57 A+ 1.49 64952WDT7 New York Life 10/21/2023 2,000,000.00 09/22/2021 2,004,800.00 96.89 1,937,720.00 2.08% Aaa/AA+ 1.56
0.400% 0.28% 2,003,588.79 1.61% 3,555.56 -65,868.79 AAA 1.53 892331AL3 Toyota Motor 03/25/2024 1,000,000.00 03/25/2021 1,000,000.00 96.53 965,270.00 1.04% A1/A+ 1.99
0.681% 02/25/2024 0.68% 1,000,000.00 1.91% 113.50 -34,730.00 A+ 1.95 10,823,600.00 10,932,290.00 11.40% 1.08
Total Corporate Bonds 11,000,000.00 2.52% 10,963,900.31 1.44% 65,449.62 -31,610.31 1.04 LAIF
Run Date: 4/5/2022 - 12:49 PM
Amortizing
16 Holdings Report
City of Redondo Beach March 31, 2022
Call Date
Maturity Date
Par Value
Settle Date
Book Value
Original Value
Mkt YTM
Mkt Price
Gain/Loss
% of Port
Fitch
Moody/S&P
Eff. Dur.
WAM
Accrued Int.
Market Value
CUSIP Coupon Rate
Issuer
Book Yield
Remaining
LAIF
9819716 LAIF 04/01/2022 20,018,196.35 01/14/2022 20,018,196.35 1.00 20,018,196.35 20.81% NR/NR 0.00
0.360% 0.36% 20,018,196.35 0.36% 0.00 0.00 NR 0.00
20,018,196.35 20,018,196.35 20.81% 0.00
Total LAIF 20,018,196.35 0.36% 20,018,196.35 0.36% 0.00 0.00 0.00 U.S. Agencies
3133EHZP1 FFCB 09/20/2022 2,000,000.00 10/06/2017 1,987,960.00 100.45 2,008,900.00 2.08% Aaa/AA+ 0.47
1.850% 1.98% 1,998,859.44 0.56% 1,130.56 10,040.56 AAA 0.47 3135G0T78 FNMA 10/05/2022 2,000,000.00 01/30/2018 1,954,580.00 100.42 2,008,480.00 2.07% Aaa/AA+ 0.52
2.000% 2.52% 1,995,013.23 0.86% 19,555.56 13,466.77 AAA 0.50 313381BR5 FHLB 12/09/2022 2,000,000.00 01/27/2020 2,018,560.00 100.33 2,006,600.00 2.08% Aaa/AA+ 0.69
1.875% 1.54% 2,004,460.16 0.89% 11,666.67 2,139.84 AAA 0.68 3130AFE78 FHLB 12/09/2022 2,000,000.00 01/31/2019 2,023,200.00 101.11 2,022,280.00 2.08% Aaa/AA+ 0.69
3.000% 2.68% 2,004,158.96 0.84% 18,666.67 18,121.04 AAA 0.68 3133EJUS6 FFCB 07/17/2023 4,000,000.00 07/30/2018 3,986,000.00 101.15 4,045,880.00 4.15% Aaa/AA+ 1.30
2.875% 2.95% 3,996,341.35 1.14% 23,638.89 49,538.65 AAA 1.26 3133EJYL7 FFCB 09/05/2023 3,000,000.00 10/19/2018 2,949,870.00 101.10 3,032,970.00 3.10% Aaa/AA+ 1.43
2.800% 3.17% 2,985,326.41 1.23% 6,066.67 47,643.59 AAA 1.40 3133EJ3Q0 FFCB 12/21/2023 2,000,000.00 01/31/2019 2,014,600.00 101.29 2,025,880.00 2.08% Aaa/AA+ 1.73
2.875% 2.71% 2,005,148.55 1.41% 15,972.22 20,731.45 AAA 1.67 3133EKNX0 FFCB 06/03/2024 1,500,000.00 06/05/2019 1,511,640.00 99.79 1,496,910.00 1.56% Aaa/AA+ 2.18
2.160% 2.00% 1,505,062.56 1.54% 10,620.00 -8,152.56 AAA 2.10 3133EKWV4 FFCB 07/26/2024 1,000,000.00 08/07/2019 1,010,120.00 98.99 989,910.00 1.04% Aaa/AA+ 2.32
1.850% 1.64% 1,004,723.42 1.57% 3,340.28 -14,813.42 AAA 2.26 3133EKA63 FFCB 08/16/2024 2,000,000.00 08/16/2019 1,995,911.08 98.35 1,966,940.00 2.08% Aaa/AA+ 2.38
1.600% 1.64% 1,998,057.76 1.57% 4,000.00 -31,117.76 AAA 2.32 3135G0W66 FNMA 10/15/2024 2,000,000.00 02/06/2020 2,013,560.00 97.98 1,959,640.00 2.09% Aaa/AA+ 2.55
1.625% 1.47% 2,007,337.98 1.63% 14,986.11 -47,697.98 AAA 2.46 3130A3GE8 FHLB 12/13/2024 2,000,000.00 01/30/2020 2,113,320.00 100.75 2,015,040.00 2.14% Aaa/AA+ 2.71
2.750% 1.54% 2,062,898.09 1.66% 16,500.00 -47,858.09 AAA 2.58 3135G0X24 FNMA 01/07/2025 3,000,000.00 01/27/2020 3,003,150.00 97.63 2,928,870.00 3.12% Aaa/AA+ 2.78
1.625% 1.60% 3,001,762.58 1.68% 11,375.00 -72,892.58 AAA 2.69 3130AQEC3 FHLB 12/30/2026 2,000,000.00 12/30/2021 2,000,000.00 95.36 1,907,260.00 2.08% Aaa/AA+ 4.75
1.370% 06/30/2022 1.37% 2,000,000.00 1.78% 6,926.11 -92,740.00 AAA 4.27 3130AQLX9 FHLB 01/27/2027 10,000,000.00 01/27/2022 10,000,000.00 96.45 9,645,100.00 10.40% Aaa/AA+ 4.83
1.250% 07/27/2022 1.25% 10,000,000.00 1.49% 22,222.22 -354,900.00 AAA 3.79 Run Date: 4/5/2022 - 12:49 PM
Amortizing
17 Holdings Report
City of Redondo Beach March 31, 2022
Call Date
Maturity Date
Par Value
Settle Date
Book Value
Original Value
Mkt YTM
Mkt Price
Gain/Loss
% of Port
Fitch
Moody/S&P
Eff. Dur.
WAM
Accrued Int.
Market Value
CUSIP Coupon Rate
Issuer
Book Yield
Remaining
40,582,471.08 40,060,660.00 42.18% 2.59
Total U.S. Agencies 40,500,000.00 1.93% 40,569,150.51 1.35% 186,666.96 -508,490.49 2.27 U.S. Treasuries
91282CAW1 U.S. Treasury 11/15/2023 4,000,000.00 08/30/2021 3,998,125.00 96.90 3,875,920.00 4.16% Aaa/AA+ 1.63
0.250% 0.27% 3,998,619.89 1.40% 3,784.53 -122,699.89 AAA 1.61 912828YV6 U.S. Treasury 11/30/2024 2,000,000.00 08/09/2021 2,069,609.38 97.41 1,948,280.00 2.14% Aaa/AA+ 2.67
1.500% 0.44% 2,056,136.60 1.62% 10,054.95 -107,856.60 AAA 2.59 91282CAB7 U.S. Treasury 07/31/2025 2,000,000.00 08/09/2021 1,974,609.38 92.71 1,854,220.00 2.06% Aaa/AA+ 3.34
0.250% 0.57% 1,978,701.26 1.69% 828.73 -124,481.26 AAA 3.29 91282CAJ0 U.S. Treasury 08/31/2025 2,000,000.00 06/28/2021 1,958,437.50 92.52 1,850,460.00 2.04% Aaa/AA+ 3.42
0.250% 0.76% 1,965,959.63 1.72% 434.78 -115,499.63 AAA 3.38 91282CAT8 U.S. Treasury 10/31/2025 2,000,000.00 02/03/2021 1,985,156.26 92.20 1,843,980.00 2.07% Aaa/AA+ 3.59
0.250% 0.41% 1,988,766.44 1.72% 2,099.45 -144,786.44 AAA 3.54 91282CAT8 U.S. Treasury 10/31/2025 2,000,000.00 02/17/2021 1,976,953.14 92.20 1,843,980.00 2.06% Aaa/AA+ 3.59
0.250% 0.50% 1,982,416.19 1.72% 2,099.45 -138,436.19 AAA 3.54 91282CAZ4 U.S. Treasury 11/30/2025 1,000,000.00 02/23/2021 991,250.00 92.45 924,530.00 1.03% Aaa/AA+ 3.67
0.375% 0.56% 993,265.36 1.72% 1,256.87 -68,735.36 AAA 3.61 91282CAZ4 U.S. Treasury 11/30/2025 2,000,000.00 06/28/2021 1,962,734.38 92.45 1,849,060.00 2.05% Aaa/AA+ 3.67
0.375% 0.80% 1,969,099.05 1.72% 2,513.73 -120,039.05 AAA 3.61 91282CCF6 U.S. Treasury 05/31/2026 1,000,000.00 06/28/2021 993,437.50 93.01 930,080.00 1.03% Aaa/AA+ 4.17
0.750% 0.89% 994,444.87 1.75% 2,513.74 -64,364.87 AAA 4.06 91282CCP4 U.S. Treasury 07/31/2026 2,000,000.00 08/09/2021 1,990,625.00 92.27 1,845,460.00 2.07% Aaa/AA+ 4.34
0.625% 0.72% 1,991,832.35 1.75% 2,071.82 -146,372.35 AAA 4.23 91282CCW9 U.S. Treasury 08/31/2026 3,000,000.00 09/27/2021 2,978,085.93 92.68 2,780,520.00 3.10% Aaa/AA+ 4.42
0.750% 0.90% 2,980,339.47 1.75% 1,956.52 -199,819.47 AAA 4.31 22,879,023.47 21,546,490.00 23.81% 3.34
Total U.S. Treasuries 23,000,000.00 0.59% 22,899,581.10 1.66% 29,614.57 -1,353,091.11 3.27 96,037,765.70 94,303,786.99 100.00% 2.03
TOTAL PORTFOLIO 96,254,196.35 1.36% 96,186,252.97 1.22% 289,774.84 -1,882,465.97 1.88 TOTAL MARKET VALUE PLUS ACCRUED INTEREST 94,593,561.83
Run Date: 4/5/2022 - 12:49 PM
Amortizing
18 Maturity Report
City of Redondo Beach March 31, 2022
CUSIP Date
Purchase
Value
Book
Rate
Coupon
Date
Maturity
Par
Remaining
Term Value
Market
Issuer YTM
Days to
Maturity
Book
9819716 LAIF 04/28/2021 20,018,196.35 0.360% 04/01/2022 20,018,196.35 1 20,018,196.35 0.36% 1 27002YEM4 EagleBank 05/17/2019 248,000.00 2.600% 05/10/2022 248,000.00 1,049 248,592.72 2.60% 40 09247XAJ0 BlackRock 01/04/2019 2,000,978.00 3.375% 06/01/2022 2,000,000.00 1,182 2,006,720.00 3.06% 62 7954503G8 Sallie Mae Bank 06/06/2019 247,978.17 2.550% 06/06/2022 248,000.00 1,029 248,967.20 2.60% 67 459200HG9 IBM 01/04/2019 1,990,079.25 1.875% 08/01/2022 2,000,000.00 1,182 2,002,940.00 3.47% 123 3133EHZP1 FFCB 10/06/2017 1,998,859.44 1.850% 09/20/2022 2,000,000.00 1,637 2,008,900.00 1.98% 173 3135G0T78 FNMA 01/30/2018 1,995,013.23 2.000% 10/05/2022 2,000,000.00 1,521 2,008,480.00 2.52% 188 57116ASG4 Marlin Business Bank 05/09/2019 248,000.00 2.550% 11/09/2022 248,000.00 1,057 250,477.52 2.56% 223 3130AFE78 FHLB 01/31/2019 2,004,158.96 3.000% 12/09/2022 2,000,000.00 1,155 2,022,280.00 2.68% 253 313381BR5 FHLB 01/27/2020 2,004,460.16 1.875% 12/09/2022 2,000,000.00 794 2,006,600.00 1.54% 253 3133EJUS6 FFCB 07/30/2018 3,996,341.35 2.875% 07/17/2023 4,000,000.00 1,340 4,045,880.00 2.95% 473 90331HNV1 US Bank 01/04/2019 2,000,974.84 3.400% 07/24/2023 2,000,000.00 1,182 2,026,740.00 3.36% 480 3133EJYL7 FFCB 10/19/2018 2,985,326.41 2.800% 09/05/2023 3,000,000.00 1,259 3,032,970.00 3.17% 523 89236TDK8 Toyota Motor Credit 01/04/2019 1,968,279.43 2.250% 10/18/2023 2,000,000.00 1,182 1,992,900.00 3.37% 566 64952WDT7 New York Life 09/22/2021 2,003,588.79 0.400% 10/21/2023 2,000,000.00 190 1,937,720.00 0.28% 569 91282CAW1 U.S. Treasury 08/30/2021 3,998,619.89 0.250% 11/15/2023 4,000,000.00 213 3,875,920.00 0.27% 594 3133EJ3Q0 FFCB 01/31/2019 2,005,148.55 2.875% 12/21/2023 2,000,000.00 1,155 2,025,880.00 2.71% 630 892331AL3 Toyota Motor 03/25/2021 1,000,000.00 0.681% 03/25/2024 1,000,000.00 371 965,270.00 0.68% 725 61760AZZ5 Morgan Stanley Private Bank 05/09/2019 248,000.00 2.650% 05/09/2024 248,000.00 1,057 250,435.36 2.65% 770 20033AW51 Comenity Capital Bank 05/15/2019 248,000.00 2.750% 05/15/2024 248,000.00 1,051 250,946.24 2.75% 776 3133EKNX0 FFCB 06/05/2019 1,505,062.56 2.160% 06/03/2024 1,500,000.00 1,030 1,496,910.00 2.00% 795 61690UHB9 Morgan Stanley Bank 06/07/2019 247,747.47 2.700% 06/06/2024 248,000.00 1,028 250,613.92 2.75% 798 3133EKWV4 FFCB 08/07/2019 1,004,723.42 1.850% 07/26/2024 1,000,000.00 967 989,910.00 1.64% 848 3133EKA63 FFCB 08/16/2019 1,998,057.76 1.600% 08/16/2024 2,000,000.00 958 1,966,940.00 1.64% 869 3135G0W66 FNMA 02/06/2020 2,007,337.98 1.625% 10/15/2024 2,000,000.00 784 1,959,640.00 1.47% 929 949763L95 Wells Fargo Bank NA 10/18/2019 247,699.06 2.050% 10/17/2024 248,000.00 895 246,117.68 2.10% 931 912828YV6 U.S. Treasury 08/09/2021 2,056,136.60 1.500% 11/30/2024 2,000,000.00 234 1,948,280.00 0.44% 975 3130A3GE8 FHLB 01/30/2020 2,062,898.09 2.750% 12/13/2024 2,000,000.00 791 2,015,040.00 1.54% 988 3135G0X24 FNMA 01/27/2020 3,001,762.58 1.625% 01/07/2025 3,000,000.00 794 2,928,870.00 1.60% 1,013 91282CAB7 U.S. Treasury 08/09/2021 1,978,701.26 0.250% 07/31/2025 2,000,000.00 234 1,854,220.00 0.57% 1,218 91282CAJ0 U.S. Treasury 06/28/2021 1,965,959.63 0.250% 08/31/2025 2,000,000.00 276 1,850,460.00 0.76% 1,249 91282CAT8 U.S. Treasury 02/03/2021 1,982,416.19 0.250% 10/31/2025 2,000,000.00 421 1,843,980.00 0.50% 1,310 91282CAT8 U.S. Treasury 02/03/2021 1,988,766.44 0.250% 10/31/2025 2,000,000.00 421 1,843,980.00 0.41% 1,310 91282CAZ4 U.S. Treasury 02/23/2021 993,265.36 0.375% 11/30/2025 1,000,000.00 401 924,530.00 0.56% 1,340 91282CAZ4 U.S. Treasury 02/23/2021 1,969,099.05 0.375% 11/30/2025 2,000,000.00 401 1,849,060.00 0.80% 1,340 91282CCF6 U.S. Treasury 06/28/2021 994,444.87 0.750% 05/31/2026 1,000,000.00 276 930,080.00 0.89% 1,522 Run Date: 4/5/2022 - 12:50 PM
Amortizing
19 Maturity Report
City of Redondo Beach March 31, 2022
CUSIP Date
Purchase
Value
Book
Rate
Coupon
Date
Maturity
Par
Remaining
Term Value
Market
Issuer YTM
Days to
Maturity
Book
91282CCP4 U.S. Treasury 08/09/2021 1,991,832.35 0.625% 07/31/2026 2,000,000.00 234 1,845,460.00 0.72% 1,583 91282CCW9 U.S. Treasury 09/27/2021 2,980,339.47 0.750% 08/31/2026 3,000,000.00 185 2,780,520.00 0.90% 1,614 3130AQEC3 FHLB 12/30/2021 2,000,000.00 1.370% 12/30/2026 2,000,000.00 91 1,907,260.00 1.37% 1,735 3130AQLX9 FHLB 01/27/2022 10,000,000.00 1.250% 01/27/2027 10,000,000.00 63 9,645,100.00 1.25% 1,763 Net Maturities and Averages 96,186,252.97 96,254,196.35 94,303,786.99 1.36% 742 Run Date: 4/5/2022 - 12:50 PM
Amortizing
20 Summary by Issuer
City of Redondo Beach March 31, 2022
Issuer Investments
Number of Par
Value
Book
Value
% of
Portfolio YTM Maturity
Book Days to
U.S. Treasury 11 23,000,000.00 22,899,581.10 23.81 0.59 1,218 LAIF 1 20,018,196.35 20,018,196.35 20.81 0.36 1
FHLB 5 18,000,000.00 18,071,517.21 18.79 1.49 1,336
FFCB 7 15,500,000.00 15,493,519.50 16.11 2.49 571
FNMA 3 7,000,000.00 7,004,113.79 7.28 1.83 754
Toyota 2 3,000,000.00 2,968,279.43 3.09 2.46 620
New York Life 1 2,000,000.00 2,003,588.79 2.08 0.28 569 US Bancorp 1 2,000,000.00 2,000,974.84 2.08 3.36 480
BlackRock 1 2,000,000.00 2,000,978.00 2.08 3.06 62
IBM 1 2,000,000.00 1,990,079.25 2.07 3.47 123
Comenity Capital Bank 1 248,000.00 248,000.00 0.26 2.75 776 EagleBank 1 248,000.00 248,000.00 0.26 2.60 40
Morgan Stanley Private Bank 1 248,000.00 248,000.00 0.26 2.65 770 Marlin Business Bank 1 248,000.00 248,000.00 0.26 2.56 223 Sallie Mae Bank 1 248,000.00 247,978.17 0.26 2.60 67
Wells Fargo 1 248,000.00 247,699.06 0.26 2.10 931
Morgan Stanley Bank 1 248,000.00 247,747.47 0.26 2.75 798 Total and Average 40 96,254,196.35 96,186,252.97 100.00% 1.36 742 Run Date: 4/5/2022 - 12:50 PM
Amortizing
21 Income Earned Summary
City of Redondo Beach March 31, 2022
March 31 Month End Fiscal Year To Date
Interest
Interest Received/Purchased
Plus Accrued Interest at End of Period
Less Accrued Interest at Beginning of Period
Interest Earned During Period
Total Adjustments for Amortization/Accretion
Total Capital Gains or Losses
Total Earnings During Period
98,464.63 1,046,462.16
289,774.84 289,774.84
-283,520.03 -357,236.85
104,719.44 979,000.15
3,221.36 2,198.34
0.00 40,641.98
107,940.80 1,021,840.46
Run Date: 4/5/2022 - 12:50 PM
Amortizing
22 Income Earned
City of Redondo Beach March 01, 2022 - March 31, 2022
CUSIP Value
Ending Par
Date
Maturity
Book Value
Beginning
Value
Ending Book
Accrued
Beginning
/Purchased
Int.Received
Accrued
Ending
Issuer Earned
Interest Amortization/
Accretion Earned
Net Income
Certificates of Deposit
27002YEM4 EagleBank 05/10/2022 248,000.00 248,000.00 248,000.00 335.65 494.64 388.65 547.64 0.00 547.64 7954503G8 Sallie Mae Bank 06/06/2022 248,000.00 247,968.07 247,978.17 1,490.04 0.00 2,027.15 537.11 10.10 547.21 57116ASG4 Marlin Business Bank 11/09/2022 248,000.00 248,000.00 248,000.00 346.52 485.13 398.50 537.11 0.00 537.11 61760AZZ5 Morgan Stanley Private Bank 05/09/2024 248,000.00 248,000.00 248,000.00 2,016.61 0.00 2,574.78 558.17 0.00 558.17 20033AW51 Comenity Capital Bank 05/15/2024 248,000.00 248,000.00 248,000.00 261.59 523.18 317.64 579.23 0.00 579.23 61690UHB9 Morgan Stanley Bank 06/06/2024 248,000.00 247,737.66 247,747.47 1,559.34 0.00 2,128.04 568.70 9.81 578.51 949763L95 Wells Fargo Bank NA 10/17/2024 248,000.00 247,689.04 247,699.06 167.15 390.01 208.93 431.79 10.02 441.81 Certificates of Deposit - Sub Total 1,736,000.00 1,735,394.77 1,735,424.70 6,176.90 1,892.96 8,043.69 3,759.75 29.93 3,789.68 Corporate Bonds
09247XAJ0 BlackRock 06/01/2022 2,000,000.00 2,001,515.89 2,000,978.00 16,875.00 0.00 22,500.00 5,625.00 -537.90 5,087.10 459200HG9 IBM 08/01/2022 2,000,000.00 1,987,351.05 1,990,079.25 3,125.00 0.00 6,250.00 3,125.00 2,728.21 5,853.21 12572QAE5 CME Group 09/15/2022 0.00 2,003,425.10 0.00 27,666.67 32,666.67 0.00 5,000.00 -643.67 4,356.33 90331HNV1 US Bank 07/24/2023 2,000,000.00 2,001,042.85 2,000,974.84 6,988.89 0.00 12,655.56 5,666.67 -68.01 5,598.66 89236TDK8 Toyota Motor Credit 10/18/2023 2,000,000.00 1,966,400.12 1,968,279.43 16,625.00 0.00 20,375.00 3,750.00 1,879.32 5,629.32 64952WDT7 New York Life 10/21/2023 2,000,000.00 2,003,800.27 2,003,588.79 2,888.89 0.00 3,555.56 666.67 -211.48 455.19 892331AL3 Toyota Motor 03/25/2024 1,000,000.00 1,000,000.00 1,000,000.00 2,951.00 3,405.00 113.50 567.50 0.00 567.50 Corporate Bonds - Sub Total 11,000,000.00 12,963,535.27 10,963,900.31 77,120.45 36,071.67 65,449.62 24,400.84 3,146.45 27,547.29 LAIF
9819716 LAIF 04/01/2022 20,018,196.35 20,018,196.35 20,018,196.35 0.00 0.00 0.00 0.00 0.00 0.00 LAIF - Sub Total 20,018,196.35 20,018,196.35 20,018,196.35 0.00 0.00 0.00 0.00 0.00 0.00 U.S. Agencies
3133EHZP1 FFCB 09/20/2022 2,000,000.00 1,998,636.73 1,998,859.44 16,547.22 18,500.00 1,130.56 3,083.34 222.71 3,306.05 3135G0T78 FNMA 10/05/2022 2,000,000.00 1,994,150.66 1,995,013.23 16,222.22 0.00 19,555.56 3,333.34 862.58 4,195.92 313381BR5 FHLB 12/09/2022 2,000,000.00 2,005,053.64 2,004,460.16 8,541.67 0.00 11,666.67 3,125.00 -593.49 2,531.51 3130AFE78 FHLB 12/09/2022 2,000,000.00 2,004,693.45 2,004,158.96 13,666.67 0.00 18,666.67 5,000.00 -534.49 4,465.51 3133EJUS6 FFCB 07/17/2023 4,000,000.00 3,996,090.65 3,996,341.35 14,055.56 0.00 23,638.89 9,583.33 250.70 9,834.03 3133EJYL7 FFCB 09/05/2023 3,000,000.00 2,984,384.33 2,985,326.41 41,066.67 42,000.00 6,066.67 7,000.00 942.08 7,942.08 3133EJ3Q0 FFCB 12/21/2023 2,000,000.00 2,005,413.86 2,005,148.55 11,180.56 0.00 15,972.22 4,791.66 -265.30 4,526.36 3133EKNX0 FFCB 06/03/2024 1,500,000.00 1,505,276.20 1,505,062.56 7,920.00 0.00 10,620.00 2,700.00 -213.64 2,486.36 3133EKWV4 FFCB 07/26/2024 1,000,000.00 1,004,910.10 1,004,723.42 1,798.61 0.00 3,340.28 1,541.67 -186.67 1,355.00 3133EKA63 FFCB 08/16/2024 2,000,000.00 1,997,982.80 1,998,057.76 1,333.33 0.00 4,000.00 2,666.67 74.96 2,741.63 Run Date: 4/5/2022 - 12:50 PM
Amortizing
23 Income Earned
City of Redondo Beach March 01, 2022 - March 31, 2022
CUSIP Value
Ending Par
Date
Maturity
Book Value
Beginning
Value
Ending Book
Accrued
Beginning
/Purchased
Int.Received
Accrued
Ending
Issuer Earned
Interest Amortization/
Accretion Earned
Net Income
U.S. Agencies
3135G0W66 FNMA 10/15/2024 2,000,000.00 2,007,602.91 2,007,337.98 12,277.78 0.00 14,986.11 2,708.33 -264.94 2,443.39 3130A3GE8 FHLB 12/13/2024 2,000,000.00 2,064,966.69 2,062,898.09 11,916.67 0.00 16,500.00 4,583.33 -2,068.59 2,514.74 3135G0X24 FNMA 01/07/2025 3,000,000.00 3,001,820.98 3,001,762.58 7,312.50 0.00 11,375.00 4,062.50 -58.40 4,004.10 3130AQEC3 FHLB 12/30/2026 2,000,000.00 2,000,000.00 2,000,000.00 4,642.78 0.00 6,926.11 2,283.33 0.00 2,283.33 3130AQLX9 FHLB 01/27/2027 10,000,000.00 10,000,000.00 10,000,000.00 11,805.56 0.00 22,222.22 10,416.66 0.00 10,416.66 U.S. Agencies - Sub Total 40,500,000.00 40,570,982.99 40,569,150.51 180,287.80 60,500.00 186,666.96 66,879.16 -1,832.49 65,046.67 U.S. Treasuries
91282CAW1 U.S. Treasury 11/15/2023 4,000,000.00 3,998,547.86 3,998,619.89 2,928.18 0.00 3,784.53 856.35 72.03 928.38 912828YV6 U.S. Treasury 11/30/2024 2,000,000.00 2,057,921.45 2,056,136.60 7,500.00 0.00 10,054.95 2,554.95 -1,784.86 770.09 91282CAB7 U.S. Treasury 07/31/2025 2,000,000.00 1,978,159.17 1,978,701.26 400.55 0.00 828.73 428.18 542.09 970.27 91282CAJ0 U.S. Treasury 08/31/2025 2,000,000.00 1,965,114.75 1,965,959.63 13.59 0.00 434.78 421.19 844.88 1,266.07 91282CAT8 U.S. Treasury 10/31/2025 4,000,000.00 3,970,500.69 3,971,182.63 3,342.54 0.00 4,198.90 856.36 681.94 1,538.30 91282CAZ4 U.S. Treasury 11/30/2025 3,000,000.00 2,961,493.74 2,962,364.42 2,812.50 0.00 3,770.60 958.10 870.67 1,828.77 91282CCF6 U.S. Treasury 05/31/2026 1,000,000.00 994,331.72 994,444.87 1,875.00 0.00 2,513.74 638.74 113.15 751.89 91282CCP4 U.S. Treasury 07/31/2026 2,000,000.00 1,991,672.40 1,991,832.35 1,001.38 0.00 2,071.82 1,070.44 159.95 1,230.39 91282CCW9 U.S. Treasury 08/31/2026 3,000,000.00 2,979,961.85 2,980,339.47 61.14 0.00 1,956.52 1,895.38 377.62 2,273.00 U.S. Treasuries - Sub Total 23,000,000.00 22,897,703.65 22,899,581.10 19,934.88 0.00 29,614.57 9,679.69 1,877.46 11,557.15 Grand Total 96,254,196.35 98,185,813.03 96,186,252.97 283,520.03 98,464.63 289,774.84 104,719.44 3,221.36 107,940.80 Run Date: 4/5/2022 - 12:50 PM
Amortizing
24 Realized Gains and Losses
City of Redondo Beach March 01, 2022 - March 31, 2022
CUSIP Par Value Sale Date Days Held Maturity/Sales Realized Issuer Purchase Date Coupon Rate Maturity Date Term Book Value Proceeds Gain/Loss Corporate Bonds
12572QAE5 05/06/2019 2,000,000.00 03/31/2022 1,060 2,016,420.00 2,016,420.00 0.00 CME Group 3.000% 09/15/2022 1,228
Total Corporate Bonds 2,016,420.00 2,016,420.00 0.00
Grand Total 2,016,420.00 2,016,420.00 0.00
Run Date: 4/5/2022 - 12:50 PM
Amortizing
25 Transaction Report
City of Redondo Beach March 01, 2022 - March 31, 2022
Transaction Transaction Security Security Maturity
Date Type ID Description Date Purchases Redemptions Interest Deposits Withdrawals 03/07/2022 Interest 3133EJYL7 FFCB 2.8 09/05/23 09/05/2023 - - 42,000.00 - - 03/09/2022 Interest 57116ASG4 MRLN 2.55 11/09/22 11/09/2022 - - 485.13 - - 03/10/2022 Interest 27002YEM4 EGBN 2.6 05/10/22 05/10/2022 - - 494.64 - - 03/15/2022 Interest 20033AW51 ADS 2 3/4 05/15/24 05/15/2024 - - 523.18 - - 03/15/2022 Interest 12572QAE5 CME 3 09/15/22 09/15/2022 - - 30,000.00 - - 03/17/2022 Interest 949763L95 WFC 2.05 10/17/24 10/17/2024 - - 390.01 - - 03/21/2022 Interest 3133EHZP1 FFCB 1.85 09/20/22 09/20/2022 - - 18,500.00 - - 03/25/2022 Interest 892331AL3 TOYOTA 0.681 03/25/24 03/25/2024 - - 3,405.00 - - 03/31/2022 Call 12572QAE5 CME 3 09/15/22 09/15/2022 - 2,016,420.00 2,666.67 - - Grand Total: 0.00 2,016,420.00 98,464.63 0.00 0.00
Run Date: 4/5/2022 - 12:50 PM
Amortizing
26 Bank of America & LAIF Accounts
Account
General Fund 001
General Fund 002
Parking Authority Fund 003
Housing Authority Fund 004
Redevelopment Agency Fund 005
Public Finance Authority Fund 006
Workmens-Comp Fund 007
Measure-R-Local-Return Fund 008
City of Redondo Beach-FSA Fund 009
Trust Account Fund 011
TOTAL 45,242,539.10
City of Redondo Beach 3/31/2022
Bank of America Accounts & LAIF Accounts
Total
14,063,300.16
7,364.40
LAIF
-
5,153.81
-
6,114.12
2,229,750.06
2,614,764.73
2,929,353.82
1,405,220.21
1,876,201.32
92,273.93
7,364.40
2,751,817.62
20,018,196.35 20,018,196.35
1,405,220.21
1,876,201.32
92,273.93
1,860,593.56
177,536.20
Checking
14,063,300.16
960.31
2,229,750.06
754,171.17
27 Disclosure
Discolure
Custom Benchmark: 30 Month Moving Average of the ICE BofA 0-5Yr Treasury Index Note: The portfolio is not managed on a total return basis, nor is it managed to a specific index; rather, the portfolio is managed to ensure liquidity with the majority of the portfolio needed to fund debt and pension payments. Performance of the portfolio can differ greatly from the index depending on interest rate movements, and cash flow needs of the portfolio.
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Run Date: 4/5/2022 - 12:50 PM
Amortizing
28