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] September 2022
10655 Park Run Drive, Suite 120 | Las Vegas, NV 89144 | Phone 702.575.6600 | www.FHNMainStreet.com Run Date: 10/4/2022 - 10:22 AM
Amortizing Page 2
Portfolio Summary
City of Redondo Beach 9/30/2022
SECTOR ALLOCATION MATURITY DISTRIBUTION CREDIT QUALITY (MOODY'S)
ACCOUNT SUMMARY MONTH-END PORTFOLIO BOOK YIELD TOP ISSUERS 9/30/22 8/31/22 Issuer % Portfolio
Market Value $105,888,200 $113,077,164 U.S. Treasury 29.7% Book Value $110,627,890 $116,617,699 FHLB 20.7%
Variance -$4,739,690 -$3,540,535 LAIF 14.5%
FFCB 12.2%
Par Value $110,811,480 $116,811,480 FHLMC 9.0%
FNMA 6.3%
Net Asset Value $95.72 $96.96 Toyota 2.7%
New York Life 1.8%
Book Yield 1.87% 1.81% US Bancorp 1.8%
Comenity Capital Bank 0.2%
Market Yield 3.13% 3.01% Morgan Stanley Private Bank 0.2% Marlin Business Bank 0.2%
Years to Maturity 1.99 1.96 Wells Fargo 0.2%
Morgan Stanley Bank 0.2%
Effective Duration 1.63 1.59
Oct-21
Nov-21
Dec-21
Jan-22
Feb-22
Mar-22
Apr-22
May-22
Jun-22
Jul-22
Aug-22
Sep-22
1.00%
1.20%
1.40%
1.60%
1.80%
2.00%
2.20%
1.1%
6.3%
14.5%
29.7%
48.3%
CD
CORP
LAIF
TSY
AGY
0% 25% 50% 75% 100%
37.3%
19.1%
12.0% 11.7%
19.9%
0-1Y 1-2Y 2-3Y 3-4Y 4-5Y+
0%
10%
20%
30%
40%
50%
60%
70%
15.6%
4.5%
79.9%
NR
A3
A2
A1
Aa3
Aa2
Aa1
Aaa
P-1
0% 25% 50% 75% 100%
2 Run Date: 10/4/2022 - 10:22 AM
Amortizing Page 3
Investment Policy Compliance
City of Redondo Beach 9/30/2022
Category Book Value % of Portfolio % Allowed by Policy In Compliance Reserved row US Treasuries 32,895,368.18 29.74% 100% Yes
US Federal Agencies 53,439,957.41 48.31% 100% Yes
Supranational Obligations 0.00 0.00% 15% Yes
LAIF 16,071,479.64 14.53% 65,000,000 Yes
Commercial Paper 0.00 0.00% 25% Yes
Money Market Funds 0.00 0.00% 15% Yes
Negotiable Certificates of Deposit 1,239,563.60 1.12% 30% Yes Corporate Obligations 6,981,520.88 6.31% 30% Yes
Total 110,627,889.71 100.00%
Other Metrics Portfolio Metric In Compliance
Weighted Average Maturity 1.99 Yes
Liquidity 37.33% 25% Under 365 Days Yes
Ratings Yes
3 Run Date: 10/4/2022 - 10:22 AM
Amortizing Page 4
Historical Book Values
City of Redondo Beach 9/30/2022
Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
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 $96.2 $97.2 $99.8 FY22 Fiscal Year 2023 $108.7 $111.6 $113.9 FY23
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
Jul-22
$40
$50
$60
$70
$80
$90
$100
$110
$120
Millions
4 Run Date: 10/4/2022 - 10:22 AM
Amortizing Page 5
Historical Book Values Per Fiscal Year
City of Redondo Beach 9/30/2022
Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
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 $96.2 $97.2 $99.8 FY22 Fiscal Year 2023 $108.7 $111.6 $113.9 FY23
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 2019 Fiscal Year 2020 Fiscal Year 2021 Fiscal Year 2022 Fiscal Year 2023 5 Run Date: 10/4/2022 - 10:22 AM
Amortizing Page 6
Historical Weighted Average Maturity
City of Redondo Beach 9/30/2022 Don
Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
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 1.97 2.06 1.92 Fiscal Year 2023 1.85 1.96 1.99 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
Jul-22
0.00 0.50
1.00 1.50
2.00 2.50
3.00 3.50
Average Years To Maturity
6 Run Date: 10/4/2022 - 10:22 AM
Amortizing Page 7
Next Twelve Months Cash Flow
City of Redondo Beach 9/30/2022
Oct-22 Nov-22 Dec-22 Jan-23 Feb-23 Mar-23 Apr-23 May-23 Jun-23 Jul-23 Aug-23 Sep-23 Maturities $18.1 $0.2 $9.0 $0.0 $0.0 $0.0 $0.0 $0.0 $5.0 $6.0 $0.0 $3.0 1 Par Value in Millions; Assumes Securities Are Held To Maturity $18.1
$0.2
$9.0
$0.0 $0.0 $0.0 $0.0 $0.0
$5.0
$6.0
$0.0
$3.0
Oct-22 Nov-22 Dec-22 Jan-23 Feb-23 Mar-23 Apr-23 May-23 Jun-23 Jul-23 Aug-23 Sep-23 $0
$5
$10
$15
$20
$25
$30
$35
$40
Millions
7 Run Date: 10/4/2022 - 10:22 AM
Amortizing Page 8
Yield At Cost Per 6-Month Maturity Intervals
City of Redondo Beach 9/30/2022
Years Yield At Cost % of Portfolio
0 to .5 1.88% 24.69%
.5 to 1.0 3.02% 12.64%
1.0 to 1.5 1.31% 9.93%
1.5 to 2.0 2.57% 9.16%
2.0 to 2.5 1.32% 8.45%
2.5 to 3.0 0.66% 3.57%
3.0 to 3.5 0.57% 6.28%
3.5 to 4.0 0.84% 5.40%
4.0 to 4.5 1.27% 10.85%
4.5 to 5.0 3.35% 9.04%
5.0+ 0.00% 0.00%
Total 1.87% 100.0%
1.88%
3.02%
1.31%
2.57%
1.32%
0.66% 0.57%
0.84%
1.27%
3.35%
-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
0.0%
0.5%
1.0%
1.5%
2.0%
2.5%
3.0%
3.5%
4.0%
Maturity Intervals
Yield At Cost
Bubble Size = Maturity's % of Portfolio
8 Run Date: 10/4/2022 - 10:22 AM
Amortizing Page 9
Historical Sector Allocation
City of Redondo Beach 9/30/2022
Sector Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 AGY 34.8% 35.6% 33.5% 40.1% 41.3% 42.2% 42.2% 45.1% 41.9% 41.9% 47.5% 48.3% TSY 32.7% 31.0% 25.1% 22.6% 23.3% 23.8% 23.8% 22.7% 30.2% 30.2% 28.2% 29.7% LAIF 11.0% 11.2% 21.9% 19.8% 20.4% 20.8% 20.8% 19.8% 18.4% 18.5% 17.2% 14.5% CORP 19.4% 19.9% 17.5% 15.8% 13.2% 11.4% 11.4% 10.9% 8.3% 8.3% 6.0% 6.3% CD 2.1% 2.2% 1.9% 1.7% 1.8% 1.8% 1.8% 1.5% 1.1% 1.1% 1.1% 1.1% 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% Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 0%
5%
10%
15%
20%
25%
30%
35%
40%
45%
50%
55%
AGY
TSY
LAIF
CORP
CD
9 Run Date: 10/4/2022 - 10:22 AM
Amortizing Page 10
Issuer Allocation
City of Redondo Beach 9/30/2022
0.2%
0.2%
0.2%
0.2%
0.2%
1.8%
1.8%
2.7%
6.3%
9.0%
12.2%
14.5%
20.7%
29.7%
Wells Fargo
Morgan Stanley Bank
Comenity Capital Bank
Morgan Stanley Private Bank
Marlin Business Bank
US Bancorp
New York Life
Toyota
FNMA
FHLMC
FFCB
LAIF
FHLB
U.S. Treasury
0% 5% 10% 15% 20% 25% 30% 35%
10 Run Date: 10/4/2022 - 10:22 AM
Amortizing Page 11
Historical Earnings & Book Return Performance
City of Redondo Beach 9/30/2022
Fiscal YTD ($K) Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun 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 $1,124.589 $1,230.356 $1,342.113 FY 2023 $132.884 $272.892 $425.012
Fiscal YTD Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Book Return 1.44% 1.46% 1.51%
Fiscal Year-To-Date Earnings
Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun
$0
$200
$400
$600
$800
$1,000
$1,200
$1,400
$1,600
$1,800
Thousands
FY 2021
FY 2022
FY 2023
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: 10/4/2022 - 10:22 AM
Amortizing Page 12
Historical Yield At Cost vs Benchmark
City of Redondo Beach 9/30/2022
Month-End Yield At Cost vs Benchmark
Jun-12
Oct-12
Feb-13
Jun-13
Oct-13
Feb-14
Jun-14
Oct-14
Feb-15
Jun-15
Oct-15
Feb-16
Jun-16
Oct-16
Feb-17
Jun-17
Oct-17
Feb-18
Jun-18
Oct-18
Feb-19
Jun-19
Oct-19
Feb-20
Jun-20
Oct-20
Feb-21
Jun-21
Oct-21
Feb-22
Jun-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 Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-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: 10/4/2022 - 10:22 AM
Amortizing Page 13
Total Return Performance
City of Redondo Beach 9/30/2022
*Index: ICE BofA 0-5Yr Treasury Index
**Inception: July 2012
1 Month 3 Month FYTD 1 Year 3 Year 5 Year Inception
Portfolio -1.090% -1.643% -1.643% -4.701% -0.347% 0.941% 0.936% Benchmark -1.301% -1.704% -1.704% -5.328% -0.623% 0.574% 0.678% Variance 0.211% 0.061% 0.061% 0.627% 0.277% 0.367% 0.258% 1 Month 3 Month FYTD 1 Year 3 Year 5 Year Inception**
-6.000%
-5.000%
-4.000%
-3.000%
-2.000%
-1.000%
0.000%
1.000%
2.000%
Portfolio
Benchmark
13 Run Date: 10/4/2022 - 10:22 AM
Amortizing Page 14
Investment Activity
City of Redondo Beach 9/30/2022
Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Positions 43 42 42 43 41 40 40 40 40 40 41 40
Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Purchases 0 0 1 1 0 0 0 1 2 0 2 0
Redemptions 1 1 1 0 2 1 0 1 2 0 1 1
Total 1 1 2 1 2 1 0 2 4 0 3 1
Number of Positions at Month End
Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 20 30
40 50
60 Positions
Purchases and Redemptions* (Excluding MMF/LGIP)
Oct-21 Nov-21 Dec-21 Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-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 September 30, 2022
Investments Par Value Book Value
% of
Portfolio Maturity YTM
Days to
Market Value
Book
Certificates of Deposit 1,240,000.00 1,210,855.04 1,239,563.60 1.12 517 2.56 Corporate Bonds 7,000,000.00 6,802,530.00 6,981,520.88 6.31 382 2.10 LAIF 16,071,479.64 16,071,479.64 16,071,479.64 14.53 1 1.60 U.S. Agencies 53,500,000.00 51,127,545.00 53,439,957.41 48.31 968 2.32 U.S. Treasuries 33,000,000.00 30,675,790.00 32,895,368.18 29.74 774 1.20 110,811,479.64 105,888,199.68 110,627,889.71 100.00 728 1.87 Investments
Total Earnings September 30 Month Ending Fiscal Year To Date Current Year 152,120.11 425,011.78
Average Daily Balance 113,889,547.72 111,415,384.90
Book Rate of Return 1.63% 1.51%
Run Date: 10/4/2022 - 10:23 AM
Amortizing
15 Holdings Report
City of Redondo Beach September 30, 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
57116ASG4 Marlin Business Bank 11/09/2022 248,000.00 05/09/2019 248,000.00 99.95 247,885.92 0.22% NR/NR 0.11
2.550% 2.56% 248,000.00 2.40% 381.17 -114.08 NR 0.11
61760AZZ5 Morgan Stanley Private Bank 05/09/2024 248,000.00 05/09/2019 248,000.00 97.55 241,911.60 0.22% NR/NR 1.61
2.650% 2.65% 248,000.00 3.32% 2,610.79 -6,088.40 NR 1.55 20033AW51 Comenity Capital Bank 05/15/2024 248,000.00 05/15/2019 248,000.00 97.66 242,194.32 0.22% NR/NR 1.62
2.750% 2.75% 248,000.00 3.32% 298.96 -5,805.68 NR 1.56
61690UHB9 Morgan Stanley Bank 06/06/2024 248,000.00 06/07/2019 247,422.16 97.50 241,790.08 0.22% NR/NR 1.68
2.700% 2.75% 247,805.38 3.34% 2,146.39 -6,015.30 NR 1.62 949763L95 Wells Fargo Bank NA 10/17/2024 248,000.00 10/18/2019 247,409.76 95.59 237,073.12 0.22% NR/NR 2.05
2.050% 2.10% 247,758.21 3.40% 195.00 -10,685.09 NR 1.98 1,238,831.92 1,210,855.04 1.12% 1.42
Total Certificates of Deposit 1,240,000.00 2.56% 1,239,563.60 3.16% 5,632.31 -28,708.55 1.36 Corporate Bonds
90331HNV1 US Bank 07/24/2023 2,000,000.00 01/04/2019 2,003,380.00 99.20 1,983,920.00 1.81% A1/AA- 0.81
3.400% 06/23/2023 3.36% 2,000,605.93 3.67% 12,655.56 -16,685.93 AA- 0.77 89236TDK8 Toyota Motor Credit 10/18/2023 2,000,000.00 01/04/2019 1,901,820.00 97.85 1,957,060.00 1.79% A1/A+ 1.05
2.250% 3.37% 1,978,473.29 3.19% 20,375.00 -21,413.29 A+ 1.00 64952WDT7 New York Life 10/21/2023 2,000,000.00 09/22/2021 2,004,800.00 95.91 1,918,280.00 1.81% Aaa/AA+ 1.06
0.400% 0.28% 2,002,441.66 3.80% 3,555.56 -84,161.66 AAA 1.02 892331AL3 Toyota Motor 03/25/2024 1,000,000.00 03/25/2021 1,000,000.00 94.33 943,270.00 0.90% A1/A+ 1.48
0.681% 02/25/2024 0.68% 1,000,000.00 3.73% 113.50 -56,730.00 A+ 1.44 6,910,000.00 6,802,530.00 6.31% 1.05
Total Corporate Bonds 7,000,000.00 2.10% 6,981,520.88 3.58% 36,699.62 -178,990.88 1.00 LAIF
9819716 LAIF 10/01/2022 16,071,479.64 07/15/2022 16,071,479.64 1.00 16,071,479.64 14.53% NR/NR 0.00
1.600% 1.60% 16,071,479.64 1.60% 0.00 0.00 NR 0.00
16,071,479.64 16,071,479.64 14.53% 0.00
Total LAIF 16,071,479.64 1.60% 16,071,479.64 1.60% 0.00 0.00 0.00 U.S. Agencies
Run Date: 10/4/2022 - 10:23 AM
Amortizing
16 Holdings Report
City of Redondo Beach September 30, 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
U.S. Agencies
3135G0T78 FNMA 10/05/2022 2,000,000.00 01/30/2018 1,954,580.00 99.99 1,999,840.00 1.81% Aaa/AA+ 0.01
2.000% 2.52% 1,999,865.22 2.45% 19,555.56 -25.22 AAA 0.01 313381BR5 FHLB 12/09/2022 2,000,000.00 01/27/2020 2,018,560.00 99.67 1,993,420.00 1.81% Aaa/AA+ 0.19
1.875% 1.54% 2,001,240.93 2.95% 11,666.67 -7,820.93 AAA 0.18 3130AFE78 FHLB 12/09/2022 2,000,000.00 01/31/2019 2,023,200.00 99.92 1,998,420.00 1.81% Aaa/AA+ 0.19
3.000% 2.68% 2,001,152.48 3.06% 18,666.67 -2,732.48 AAA 0.18 3133EJUS6 FFCB 07/17/2023 4,000,000.00 07/30/2018 3,986,000.00 98.88 3,955,240.00 3.61% Aaa/AA+ 0.79
2.875% 2.95% 3,997,751.54 3.51% 23,638.89 -42,511.54 AAA 0.76 3133EJYL7 FFCB 09/05/2023 3,000,000.00 10/19/2018 2,949,870.00 98.65 2,959,500.00 2.70% Aaa/AA+ 0.93
2.800% 3.17% 2,990,436.47 3.57% 6,066.67 -30,936.47 AAA 0.90 3133EJ3Q0 FFCB 12/21/2023 2,000,000.00 01/31/2019 2,014,600.00 98.40 1,967,980.00 1.81% Aaa/AA+ 1.22
2.875% 2.71% 2,003,656.22 3.47% 15,972.22 -35,676.22 AAA 1.17 3133EKNX0 FFCB 06/03/2024 1,500,000.00 06/05/2019 1,511,640.00 96.75 1,451,205.00 1.36% Aaa/AA+ 1.68
2.160% 2.00% 1,503,903.74 3.39% 10,620.00 -52,698.74 AAA 1.60 3133EKWV4 FFCB 07/26/2024 1,000,000.00 08/07/2019 1,010,120.00 95.55 955,490.00 0.91% Aaa/AA+ 1.82
1.850% 1.64% 1,003,710.86 3.53% 3,340.28 -48,220.86 AAA 1.75 3133EKA63 FFCB 08/16/2024 2,000,000.00 08/16/2019 1,995,911.08 95.34 1,906,760.00 1.81% Aaa/AA+ 1.88
1.600% 1.64% 1,998,464.38 3.39% 4,000.00 -91,704.38 AAA 1.81 3130AQZ48 FHLB 08/28/2024 5,000,000.00 08/08/2022 4,872,185.00 95.28 4,763,900.00 4.41% Aaa/AA+ 1.91
2.000% 10/28/2022 3.30% 4,881,166.59 3.81% 9,166.67 -117,266.59 AAA 1.56 3135G0W66 FNMA 10/15/2024 2,000,000.00 02/06/2020 2,013,560.00 94.88 1,897,620.00 1.81% Aaa/AA+ 2.04
1.625% 1.47% 2,005,900.89 3.51% 14,986.11 -108,280.89 AAA 1.95 3130A3GE8 FHLB 12/13/2024 2,000,000.00 01/30/2020 2,113,320.00 96.66 1,933,200.00 1.85% Aaa/AA+ 2.21
2.750% 1.54% 2,051,262.27 3.50% 16,500.00 -118,062.27 AAA 2.09 3135G0X24 FNMA 01/07/2025 3,000,000.00 01/27/2020 3,003,150.00 94.35 2,830,380.00 2.71% Aaa/AA+ 2.27
1.625% 1.60% 3,001,445.81 3.46% 11,375.00 -171,065.81 AAA 2.18 3130AQEC3 FHLB 12/30/2026 2,000,000.00 12/30/2021 2,000,000.00 88.07 1,761,440.00 1.81% Aaa/AA+ 4.25
1.370% 12/30/2022 1.37% 2,000,000.00 3.75% 6,926.11 -238,560.00 AAA 3.97 3130AQLX9 FHLB 01/27/2027 10,000,000.00 01/27/2022 10,000,000.00 89.76 8,975,800.00 9.04% Aaa/AA+ 4.33
1.250% 01/27/2023 1.25% 10,000,000.00 3.20% 22,222.22 -1,024,200.00 AAA 3.60 3134GXTS3 FHLMC 05/25/2027 5,000,000.00 05/25/2022 5,000,000.00 97.63 4,881,350.00 4.52% Aaa/AA+ 4.65
3.250% 11/25/2022 3.25% 5,000,000.00 3.46% 56,875.00 -118,650.00 AAA 2.20 3134GXR48 FHLMC 08/25/2027 5,000,000.00 08/25/2022 5,000,000.00 97.92 4,896,000.00 4.52% Aaa/AA+ 4.90
3.450% 08/25/2023 3.45% 5,000,000.00 3.58% 17,250.00 -104,000.00 AAA 2.08 53,466,696.08 51,127,545.00 48.31% 2.65
Total U.S. Agencies 53,500,000.00 2.32% 53,439,957.41 3.40% 268,828.07 -2,312,412.40 1.95 Run Date: 10/4/2022 - 10:23 AM
Amortizing
17 Holdings Report
City of Redondo Beach September 30, 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
U.S. Treasuries
912828YW4 U.S. Treasury 12/15/2022 5,000,000.00 06/28/2022 4,983,984.40 99.70 4,984,950.00 4.51% Aaa/AA+ 0.21
1.625% 2.32% 4,992,840.08 2.80% 23,975.41 -7,890.08 AAA 0.20 9128284U1 U.S. Treasury 06/30/2023 5,000,000.00 06/28/2022 4,989,062.50 98.92 4,945,900.00 4.51% Aaa/AA+ 0.75
2.625% 2.85% 4,991,863.93 3.33% 33,169.16 -45,963.93 AAA 0.72 91282CAW1 U.S. Treasury 11/15/2023 4,000,000.00 08/30/2021 3,998,125.00 95.59 3,823,440.00 3.61% Aaa/AA+ 1.13
0.250% 0.27% 3,999,045.07 3.44% 3,777.17 -175,605.07 AAA 1.09 912828YV6 U.S. Treasury 11/30/2024 2,000,000.00 08/09/2021 2,069,609.38 94.34 1,886,800.00 1.85% Aaa/AA+ 2.17
1.500% 0.44% 2,045,600.19 3.48% 10,081.97 -158,800.19 AAA 2.08 91282CAB7 U.S. Treasury 07/31/2025 2,000,000.00 08/09/2021 1,974,609.38 89.38 1,787,660.00 1.79% Aaa/AA+ 2.84
0.250% 0.57% 1,981,901.31 3.50% 842.39 -194,241.31 AAA 2.76 91282CAJ0 U.S. Treasury 08/31/2025 2,000,000.00 06/28/2021 1,958,437.50 89.08 1,781,640.00 1.78% Aaa/AA+ 2.92
0.250% 0.76% 1,970,947.13 3.51% 428.18 -189,307.13 AAA 2.84 91282CAT8 U.S. Treasury 10/31/2025 2,000,000.00 02/03/2021 1,985,156.26 88.56 1,771,180.00 1.80% Aaa/AA+ 3.09
0.250% 0.41% 1,990,335.70 3.50% 2,092.39 -219,155.70 AAA 3.00 91282CAT8 U.S. Treasury 10/31/2025 2,000,000.00 02/17/2021 1,976,953.14 88.56 1,771,180.00 1.79% Aaa/AA+ 3.09
0.250% 0.50% 1,984,872.56 3.50% 2,092.39 -213,692.56 AAA 3.00 91282CAZ4 U.S. Treasury 11/30/2025 1,000,000.00 02/23/2021 991,250.00 88.66 886,600.00 0.90% Aaa/AA+ 3.17
0.375% 0.56% 994,185.09 3.50% 1,260.25 -107,585.09 AAA 3.08 91282CAZ4 U.S. Treasury 11/30/2025 2,000,000.00 06/28/2021 1,962,734.38 88.66 1,773,200.00 1.78% Aaa/AA+ 3.17
0.375% 0.80% 1,973,319.11 3.50% 2,520.49 -200,119.11 AAA 3.08 91282CCF6 U.S. Treasury 05/31/2026 1,000,000.00 06/28/2021 993,437.50 88.31 883,130.00 0.90% Aaa/AA+ 3.67
0.750% 0.89% 995,112.80 3.47% 2,520.49 -111,982.80 AAA 3.53 91282CCP4 U.S. Treasury 07/31/2026 2,000,000.00 08/09/2021 1,990,625.00 87.46 1,749,140.00 1.80% Aaa/AA+ 3.84
0.625% 0.72% 1,992,776.55 3.45% 2,105.98 -243,636.55 AAA 3.70 91282CCW9 U.S. Treasury 08/31/2026 3,000,000.00 09/27/2021 2,978,085.93 87.70 2,630,970.00 2.70% Aaa/AA+ 3.92
0.750% 0.90% 2,982,568.64 3.45% 1,926.80 -351,598.64 AAA 3.77 32,852,070.37 30,675,790.00 29.73% 2.12
Total U.S. Treasuries 33,000,000.00 1.20% 32,895,368.18 3.35% 86,793.07 -2,219,578.16 2.05 110,539,078.01 105,888,199.68 100.00% 1.99
TOTAL PORTFOLIO 110,811,479.64 1.87% 110,627,889.71 3.13% 397,953.07 -4,739,689.99 1.63 TOTAL MARKET VALUE PLUS ACCRUED INTEREST 106,286,152.75 Run Date: 10/4/2022 - 10:23 AM
Amortizing
18 Maturity Report
City of Redondo Beach September 30, 2022
CUSIP Date
Purchase
Value
Book
Rate
Coupon
Date
Maturity
Par
Remaining
Term Value
Market
Issuer YTM
Days to
Maturity
Book
9819716 LAIF 05/28/2021 16,071,479.64 1.600% 10/01/2022 16,071,479.64 1 16,071,479.64 1.60% 1 3135G0T78 FNMA 01/30/2018 1,999,865.22 2.000% 10/05/2022 2,000,000.00 1,704 1,999,840.00 2.52% 5 57116ASG4 Marlin Business Bank 05/09/2019 248,000.00 2.550% 11/09/2022 248,000.00 1,240 247,885.92 2.56% 40 3130AFE78 FHLB 01/31/2019 2,001,152.48 3.000% 12/09/2022 2,000,000.00 1,338 1,998,420.00 2.68% 70 313381BR5 FHLB 01/27/2020 2,001,240.93 1.875% 12/09/2022 2,000,000.00 977 1,993,420.00 1.54% 70 912828YW4 U.S. Treasury 06/28/2022 4,992,840.08 1.625% 12/15/2022 5,000,000.00 94 4,984,950.00 2.32% 76 9128284U1 U.S. Treasury 06/28/2022 4,991,863.93 2.625% 06/30/2023 5,000,000.00 94 4,945,900.00 2.85% 273 3133EJUS6 FFCB 07/30/2018 3,997,751.54 2.875% 07/17/2023 4,000,000.00 1,523 3,955,240.00 2.95% 290 90331HNV1 US Bank 01/04/2019 2,000,605.93 3.400% 07/24/2023 2,000,000.00 1,365 1,983,920.00 3.36% 297 3133EJYL7 FFCB 10/19/2018 2,990,436.47 2.800% 09/05/2023 3,000,000.00 1,442 2,959,500.00 3.17% 340 89236TDK8 Toyota Motor Credit 01/04/2019 1,978,473.29 2.250% 10/18/2023 2,000,000.00 1,365 1,957,060.00 3.37% 383 64952WDT7 New York Life 09/22/2021 2,002,441.66 0.400% 10/21/2023 2,000,000.00 373 1,918,280.00 0.28% 386 91282CAW1 U.S. Treasury 08/30/2021 3,999,045.07 0.250% 11/15/2023 4,000,000.00 396 3,823,440.00 0.27% 411 3133EJ3Q0 FFCB 01/31/2019 2,003,656.22 2.875% 12/21/2023 2,000,000.00 1,338 1,967,980.00 2.71% 447 892331AL3 Toyota Motor 03/25/2021 1,000,000.00 0.681% 03/25/2024 1,000,000.00 554 943,270.00 0.68% 542 61760AZZ5 Morgan Stanley Private Bank 05/09/2019 248,000.00 2.650% 05/09/2024 248,000.00 1,240 241,911.60 2.65% 587 20033AW51 Comenity Capital Bank 05/15/2019 248,000.00 2.750% 05/15/2024 248,000.00 1,234 242,194.32 2.75% 593 3133EKNX0 FFCB 06/05/2019 1,503,903.74 2.160% 06/03/2024 1,500,000.00 1,213 1,451,205.00 2.00% 612 61690UHB9 Morgan Stanley Bank 06/07/2019 247,805.38 2.700% 06/06/2024 248,000.00 1,211 241,790.08 2.75% 615 3133EKWV4 FFCB 08/07/2019 1,003,710.86 1.850% 07/26/2024 1,000,000.00 1,150 955,490.00 1.64% 665 3133EKA63 FFCB 08/16/2019 1,998,464.38 1.600% 08/16/2024 2,000,000.00 1,141 1,906,760.00 1.64% 686 3130AQZ48 FHLB 08/08/2022 4,881,166.59 2.000% 08/28/2024 5,000,000.00 53 4,763,900.00 3.30% 698 3135G0W66 FNMA 02/06/2020 2,005,900.89 1.625% 10/15/2024 2,000,000.00 967 1,897,620.00 1.47% 746 949763L95 Wells Fargo Bank NA 10/18/2019 247,758.21 2.050% 10/17/2024 248,000.00 1,078 237,073.12 2.10% 748 912828YV6 U.S. Treasury 08/09/2021 2,045,600.19 1.500% 11/30/2024 2,000,000.00 417 1,886,800.00 0.44% 792 3130A3GE8 FHLB 01/30/2020 2,051,262.27 2.750% 12/13/2024 2,000,000.00 974 1,933,200.00 1.54% 805 3135G0X24 FNMA 01/27/2020 3,001,445.81 1.625% 01/07/2025 3,000,000.00 977 2,830,380.00 1.60% 830 91282CAB7 U.S. Treasury 08/09/2021 1,981,901.31 0.250% 07/31/2025 2,000,000.00 417 1,787,660.00 0.57% 1,035 91282CAJ0 U.S. Treasury 06/28/2021 1,970,947.13 0.250% 08/31/2025 2,000,000.00 459 1,781,640.00 0.76% 1,066 91282CAT8 U.S. Treasury 02/03/2021 1,990,335.70 0.250% 10/31/2025 2,000,000.00 604 1,771,180.00 0.41% 1,127 91282CAT8 U.S. Treasury 02/03/2021 1,984,872.56 0.250% 10/31/2025 2,000,000.00 604 1,771,180.00 0.50% 1,127 91282CAZ4 U.S. Treasury 02/23/2021 994,185.09 0.375% 11/30/2025 1,000,000.00 584 886,600.00 0.56% 1,157 91282CAZ4 U.S. Treasury 02/23/2021 1,973,319.11 0.375% 11/30/2025 2,000,000.00 584 1,773,200.00 0.80% 1,157 91282CCF6 U.S. Treasury 06/28/2021 995,112.80 0.750% 05/31/2026 1,000,000.00 459 883,130.00 0.89% 1,339 91282CCP4 U.S. Treasury 08/09/2021 1,992,776.55 0.625% 07/31/2026 2,000,000.00 417 1,749,140.00 0.72% 1,400 91282CCW9 U.S. Treasury 09/27/2021 2,982,568.64 0.750% 08/31/2026 3,000,000.00 368 2,630,970.00 0.90% 1,431 Run Date: 10/4/2022 - 10:23 AM
Amortizing
19 Maturity Report
City of Redondo Beach September 30, 2022
CUSIP Date
Purchase
Value
Book
Rate
Coupon
Date
Maturity
Par
Remaining
Term Value
Market
Issuer YTM
Days to
Maturity
Book
3130AQEC3 FHLB 12/30/2021 2,000,000.00 1.370% 12/30/2026 2,000,000.00 274 1,761,440.00 1.37% 1,552 3130AQLX9 FHLB 01/27/2022 10,000,000.00 1.250% 01/27/2027 10,000,000.00 246 8,975,800.00 1.25% 1,580 3134GXTS3 FHLMC 05/25/2022 5,000,000.00 3.250% 05/25/2027 5,000,000.00 128 4,881,350.00 3.25% 1,698 3134GXR48 FHLMC 08/25/2022 5,000,000.00 3.450% 08/25/2027 5,000,000.00 36 4,896,000.00 3.45% 1,790 Net Maturities and Averages 110,627,889.71 110,811,479.64 105,888,199.68 1.87% 728 Run Date: 10/4/2022 - 10:23 AM
Amortizing
20 Summary by Issuer
City of Redondo Beach September 30, 2022
Issuer Investments
Number of Par
Value
Book
Value
% of
Portfolio YTM Maturity
Book Days to
U.S. Treasury 13 33,000,000.00 32,895,368.18 29.74 1.20 774 FHLB 6 23,000,000.00 22,934,822.28 20.73 1.87 1,057
LAIF 1 16,071,479.64 16,071,479.64 14.53 1.60 1
FFCB 6 13,500,000.00 13,497,923.21 12.20 2.57 447
FHLMC 2 10,000,000.00 10,000,000.00 9.04 3.35 1,744
FNMA 3 7,000,000.00 7,007,211.93 6.33 1.83 570
Toyota 2 3,000,000.00 2,978,473.29 2.69 2.47 436
New York Life 1 2,000,000.00 2,002,441.66 1.81 0.28 386 US Bancorp 1 2,000,000.00 2,000,605.93 1.81 3.36 297
Morgan Stanley Private Bank 1 248,000.00 248,000.00 0.22 2.65 587 Marlin Business Bank 1 248,000.00 248,000.00 0.22 2.56 40 Comenity Capital Bank 1 248,000.00 248,000.00 0.22 2.75 593 Morgan Stanley Bank 1 248,000.00 247,805.38 0.22 2.75 615 Wells Fargo 1 248,000.00 247,758.21 0.22 2.10 748
Total and Average 40 110,811,479.64 110,627,889.71 100.00% 1.87 728 Run Date: 10/4/2022 - 10:23 AM
Amortizing
21 Income Earned Summary
City of Redondo Beach September 30, 2022
September 30 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
65,453.13 356,437.80
397,953.07 397,953.07
-321,476.50 -357,111.69
141,929.70 397,279.18
10,190.41 27,732.60
0.00 0.00
152,120.11 425,011.78
Run Date: 10/4/2022 - 10:23 AM
Amortizing
22 Income Earned
City of Redondo Beach September 01, 2022 - September 30, 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
57116ASG4 Marlin Business Bank 11/09/2022 248,000.00 248,000.00 248,000.00 398.50 537.11 381.17 519.78 0.00 519.78 61760AZZ5 Morgan Stanley Private Bank 05/09/2024 248,000.00 248,000.00 248,000.00 2,070.63 0.00 2,610.79 540.16 0.00 540.16 20033AW51 Comenity Capital Bank 05/15/2024 248,000.00 248,000.00 248,000.00 317.64 579.23 298.96 560.55 0.00 560.55 61690UHB9 Morgan Stanley Bank 06/06/2024 248,000.00 247,795.89 247,805.38 1,596.03 0.00 2,146.39 550.36 9.49 559.85 949763L95 Wells Fargo Bank NA 10/17/2024 248,000.00 247,748.52 247,758.21 208.93 431.79 195.00 417.86 9.70 427.56 Certificates of Deposit - Sub Total 1,240,000.00 1,239,544.41 1,239,563.60 4,591.73 1,548.13 5,632.31 2,588.71 19.19 2,607.90 Corporate Bonds
90331HNV1 US Bank 07/24/2023 2,000,000.00 2,000,665.70 2,000,605.93 6,988.89 0.00 12,655.56 5,666.67 -59.77 5,606.90 89236TDK8 Toyota Motor Credit 10/18/2023 2,000,000.00 1,976,821.77 1,978,473.29 16,625.00 0.00 20,375.00 3,750.00 1,651.52 5,401.52 64952WDT7 New York Life 10/21/2023 2,000,000.00 2,002,627.50 2,002,441.66 2,888.89 0.00 3,555.56 666.67 -185.85 480.82 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 7,000,000.00 6,980,114.97 6,981,520.88 29,453.78 3,405.00 36,699.62 10,650.84 1,405.90 12,056.74 LAIF
9819716 LAIF 10/01/2022 16,071,479.64 20,071,479.64 16,071,479.64 0.00 0.00 0.00 0.00 0.00 0.00 LAIF - Sub Total 16,071,479.64 20,071,479.64 16,071,479.64 0.00 0.00 0.00 0.00 0.00 0.00 U.S. Agencies
3133EHZP1 FFCB 09/20/2022 0.00 1,999,871.77 0.00 16,547.22 18,500.00 0.00 1,952.78 128.23 2,081.01 3135G0T78 FNMA 10/05/2022 2,000,000.00 1,999,056.56 1,999,865.22 16,222.22 0.00 19,555.56 3,333.34 808.66 4,142.00 313381BR5 FHLB 12/09/2022 2,000,000.00 2,001,762.48 2,001,240.93 8,541.67 0.00 11,666.67 3,125.00 -521.55 2,603.45 3130AFE78 FHLB 12/09/2022 2,000,000.00 2,001,653.56 2,001,152.48 13,666.67 0.00 18,666.67 5,000.00 -501.08 4,498.92 3133EJUS6 FFCB 07/17/2023 4,000,000.00 3,997,516.51 3,997,751.54 14,055.56 0.00 23,638.89 9,583.33 235.03 9,818.36 3133EJYL7 FFCB 09/05/2023 3,000,000.00 2,989,608.59 2,990,436.47 41,066.67 42,000.00 6,066.67 7,000.00 827.89 7,827.89 3133EJ3Q0 FFCB 12/21/2023 2,000,000.00 2,003,904.94 2,003,656.22 11,180.56 0.00 15,972.22 4,791.66 -248.72 4,542.94 3133EKNX0 FFCB 06/03/2024 1,500,000.00 1,504,091.48 1,503,903.74 7,920.00 0.00 10,620.00 2,700.00 -187.74 2,512.26 3133EKWV4 FFCB 07/26/2024 1,000,000.00 1,003,874.90 1,003,710.86 1,798.61 0.00 3,340.28 1,541.67 -164.05 1,377.62 3133EKA63 FFCB 08/16/2024 2,000,000.00 1,998,398.51 1,998,464.38 1,333.33 0.00 4,000.00 2,666.67 65.88 2,732.55 3130AQZ48 FHLB 08/28/2024 5,000,000.00 4,876,157.63 4,881,166.59 833.33 0.00 9,166.67 8,333.34 5,008.97 13,342.31 3135G0W66 FNMA 10/15/2024 2,000,000.00 2,006,133.71 2,005,900.89 12,277.78 0.00 14,986.11 2,708.33 -232.82 2,475.51 3130A3GE8 FHLB 12/13/2024 2,000,000.00 2,053,201.57 2,051,262.27 11,916.67 0.00 16,500.00 4,583.33 -1,939.30 2,644.03 3135G0X24 FNMA 01/07/2025 3,000,000.00 3,001,497.13 3,001,445.81 7,312.50 0.00 11,375.00 4,062.50 -51.32 4,011.18 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 Run Date: 10/4/2022 - 10:23 AM
Amortizing
23 Income Earned
City of Redondo Beach September 01, 2022 - September 30, 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
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 3134GXTS3 FHLMC 05/25/2027 5,000,000.00 5,000,000.00 5,000,000.00 43,333.33 0.00 56,875.00 13,541.67 0.00 13,541.67 3134GXR48 FHLMC 08/25/2027 5,000,000.00 5,000,000.00 5,000,000.00 2,875.00 0.00 17,250.00 14,375.00 0.00 14,375.00 U.S. Agencies - Sub Total 53,500,000.00 55,436,729.35 53,439,957.41 227,329.46 60,500.00 268,828.07 101,998.61 3,228.06 105,226.67 U.S. Treasuries
912828YW4 U.S. Treasury 12/15/2022 5,000,000.00 4,990,013.80 4,992,840.08 17,315.57 0.00 23,975.41 6,659.84 2,826.28 9,486.12 9128284U1 U.S. Treasury 06/30/2023 5,000,000.00 4,990,969.86 4,991,863.93 22,469.43 0.00 33,169.16 10,699.73 894.07 11,593.80 91282CAW1 U.S. Treasury 11/15/2023 4,000,000.00 3,998,975.37 3,999,045.07 2,961.96 0.00 3,777.17 815.21 69.70 884.91 912828YV6 U.S. Treasury 11/30/2024 2,000,000.00 2,047,327.47 2,045,600.19 7,622.95 0.00 10,081.97 2,459.02 -1,727.28 731.74 91282CAB7 U.S. Treasury 07/31/2025 2,000,000.00 1,981,376.71 1,981,901.31 434.78 0.00 842.39 407.61 524.60 932.21 91282CAJ0 U.S. Treasury 08/31/2025 2,000,000.00 1,970,129.51 1,970,947.13 13.81 0.00 428.18 414.37 817.62 1,231.99 91282CAT8 U.S. Treasury 10/31/2025 4,000,000.00 3,974,548.32 3,975,208.26 3,369.57 0.00 4,184.78 815.21 659.94 1,475.15 91282CAZ4 U.S. Treasury 11/30/2025 3,000,000.00 2,966,661.61 2,967,504.20 2,858.61 0.00 3,780.74 922.13 842.59 1,764.72 91282CCF6 U.S. Treasury 05/31/2026 1,000,000.00 995,003.30 995,112.80 1,905.74 0.00 2,520.49 614.75 109.50 724.25 91282CCP4 U.S. Treasury 07/31/2026 2,000,000.00 1,992,621.77 1,992,776.55 1,086.96 0.00 2,105.98 1,019.02 154.79 1,173.81 91282CCW9 U.S. Treasury 08/31/2026 3,000,000.00 2,982,203.20 2,982,568.64 62.15 0.00 1,926.80 1,864.65 365.44 2,230.09 U.S. Treasuries - Sub Total 33,000,000.00 32,889,830.93 32,895,368.18 60,101.53 0.00 86,793.07 26,691.54 5,537.25 32,228.79 Grand Total 110,811,479.64 116,617,699.30 110,627,889.71 321,476.50 65,453.13 397,953.07 141,929.70 10,190.41 152,120.11 Run Date: 10/4/2022 - 10:23 AM
Amortizing
24 Realized Gains and Losses
City of Redondo Beach September 01, 2022 - September 30, 2022 CUSIP Par Value Sale Date Days Held Maturity/Sales Realized Issuer Purchase Date Coupon Rate Maturity Date Term Book Value Proceeds Gain/Loss U.S. Agencies
3133EHZP1 10/06/2017 2,000,000.00 09/20/2022 1,810 2,000,000.00 2,000,000.00 0.00 FFCB 1.850% 09/20/2022 1,810
Total U.S. Agencies 2,000,000.00 2,000,000.00 0.00
Grand Total 2,000,000.00 2,000,000.00 0.00
Run Date: 10/4/2022 - 10:23 AM
Amortizing
25 Transaction Report
City of Redondo Beach September 01, 2022 - September 30, 2022 Transaction Transaction Security Security Maturity
Date Type ID Description Date Purchases Redemptions Interest Deposits Withdrawals 09/06/2022 Interest 3133EJYL7 FFCB 2.8 09/05/23 09/05/2023 - - 42,000.00 - - 09/09/2022 Interest 57116ASG4 MRLN 2.55 11/09/22 11/09/2022 - - 537.11 - - 09/15/2022 Interest 20033AW51 ADS 2 3/4 05/15/24 05/15/2024 - - 579.23 - - 09/16/2022 Withdrawal LAIF Withdrawal - - - - -4,000,000.00 09/19/2022 Interest 949763L95 WFC 2.05 10/17/24 10/17/2024 - - 431.79 - - 09/20/2022 Interest 3133EHZP1 FFCB 1.85 09/20/22 09/20/2022 - - 18,500.00 - - 09/20/2022 Maturity 3133EHZP1 FFCB 1.85 09/20/22 09/20/2022 - 2,000,000.00 - - - 09/26/2022 Interest 892331AL3 TOYOTA 0.681 03/25/24 03/25/2024 - - 3,405.00 - - Grand Total: 0.00 2,000,000.00 65,453.13 0.00 -4,000,000.00 Run Date: 10/4/2022 - 10:23 AM
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 38,393,981.69
City of Redondo Beach 9/30/2022
Bank of America Accounts & LAIF Accounts
Total
10,955,228.79
7,364.40
LAIF
-
5,167.53
-
6,130.28
2,266,525.36
2,031,678.66
3,791,264.43
1,274,236.28
1,880,960.30
109,113.55
7,364.40
3,613,255.68
16,071,479.64 16,071,479.64
1,274,236.28
1,880,960.30
109,113.55
1,856,545.93
178,008.75
Checking
10,955,228.79
962.75
2,266,525.36
175,132.73
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: 10/4/2022 - 10:23 AM
Amortizing
28