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] December 2022
10655 Park Run Drive, Suite 120 | Las Vegas, NV 89144 | Phone 702.575.6600 | www.FHNMainStreet.com Run Date: 1/6/2023 - 11:18 AM
Amortizing Page 2
Portfolio Summary
City of Redondo Beach 12/31/2022
SECTOR ALLOCATION MATURITY DISTRIBUTION CREDIT QUALITY (MOODY'S)
ACCOUNT SUMMARY MONTH-END PORTFOLIO BOOK YIELD TOP ISSUERS 12/31/22 11/30/22 Issuer % Portfolio
Market Value $113,020,699 $105,865,116 U.S. Treasury 23.8% Book Value $117,485,452 $110,321,509 LAIF 23.1%
Variance -$4,464,753 -$4,456,393 FHLB 16.1%
FFCB 11.5%
Par Value $117,779,234 $110,629,556 FHLMC 8.5%
Allspring Money Market Fund 4.4%
Net Asset Value $96.20 $95.96 FNMA 4.3%
Toyota 2.5%
Book Yield 2.08% 1.97% New York Life 1.7%
US Bancorp 1.7%
Market Yield 3.89% 3.96% National Securities Clearing 1.6% Comenity Capital Bank 0.2%
Years to Maturity 1.72 1.90 Morgan Stanley Private Bank 0.2% Wells Fargo 0.2%
Effective Duration 1.46 1.51 Morgan Stanley Bank 0.2% Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Oct-22 Nov-22 Dec-22
1.00%
1.20%
1.40%
1.60%
1.80%
2.00%
2.20%
0.8%
4.4%
7.5%
23.1%
23.8%
40.4%
CD
MMF
CORP
LAIF
TSY
AGY
0% 25% 50% 75% 100%
47.9%
14.9% 13.4%
6.8%
17.0%
0-1Y 1-2Y 2-3Y 3-4Y 4-5Y+
0%
10%
20%
30%
40%
50%
60%
70%
23.9%
4.2%
71.8%
NR
A3
A2
A1
Aa3
Aa2
Aa1
Aaa
P-1
0% 25% 50% 75% 100%
2 Run Date: 1/6/2023 - 11:18 AM
Amortizing Page 3
Investment Policy Compliance
City of Redondo Beach 12/31/2022
Category Book Value % of Portfolio % Allowed by Policy In Compliance Reserved row US Treasuries 27,910,841.73 23.76% 100% Yes
US Federal Agencies 47,448,366.64 40.39% 100% Yes
Supranational Obligations 0.00 0.00% 15% Yes
LAIF 27,137,555.77 23.10% 65,000,000 Yes
Commercial Paper 0.00 0.00% 25% Yes
Money Market Funds 5,149,678.41 4.38% 15% Yes
Negotiable Certificates of Deposit 991,622.45 0.84% 30% Yes Corporate Obligations 8,847,386.81 7.53% 30% Yes
Total 117,485,451.81 100.00%
Other Metrics Portfolio Metric In Compliance
Weighted Average Maturity 1.72 Yes
Liquidity 47.89% 25% Under 365 Days Yes
Ratings Yes
3 Run Date: 1/6/2023 - 11:18 AM
Amortizing Page 4
Historical Book Values
City of Redondo Beach 12/31/2022
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 $110.5 $110.4 $106.5 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
Nov-22
$40
$50
$60
$70
$80
$90
$100
$110
$120
Millions
4 Run Date: 1/6/2023 - 11:18 AM
Amortizing Page 5
Historical Book Values Per Fiscal Year
City of Redondo Beach 12/31/2022
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 $110.5 $110.4 $106.5 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: 1/6/2023 - 11:18 AM
Amortizing Page 6
Historical Weighted Average Maturity
City of Redondo Beach 12/31/2022 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 1.96 1.90 1.72 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
Nov-22
0.00 0.50
1.00 1.50
2.00 2.50
3.00 3.50
Average Years To Maturity
6 Run Date: 1/6/2023 - 11:18 AM
Amortizing Page 7
Next Twelve Months Cash Flow
City of Redondo Beach 12/31/2022
Jan-23 Feb-23 Mar-23 Apr-23 May-23 Jun-23 Jul-23 Aug-23 Sep-23 Oct-23 Nov-23 Dec-23 Maturities $32.3 $0.0 $0.0 $0.0 $0.0 $5.0 $6.0 $0.0 $3.0 $4.0 $4.0 $2.0 1 Par Value in Millions; Assumes Securities Are Held To Maturity $32.3
$0.0 $0.0 $0.0 $0.0
$5.0
$6.0
$0.0
$3.0
$4.0 $4.0
$2.0
Jan-23 Feb-23 Mar-23 Apr-23 May-23 Jun-23 Jul-23 Aug-23 Sep-23 Oct-23 Nov-23 Dec-23 $0
$5
$10
$15
$20
$25
$30
$35
$40
Millions
7 Run Date: 1/6/2023 - 11:18 AM
Amortizing Page 8
Yield At Cost Per 6-Month Maturity Intervals
City of Redondo Beach 12/31/2022
Years Yield At Cost % of Portfolio
0 to .5 2.53% 31.73%
.5 to 1.0 2.20% 16.15%
1.0 to 1.5 1.76% 2.76%
1.5 to 2.0 2.01% 12.12%
2.0 to 2.5 2.79% 4.14%
2.5 to 3.0 0.60% 9.28%
3.0 to 3.5 0.89% 0.85%
3.5 to 4.0 0.83% 4.24%
4.0 to 4.5 1.85% 14.47%
4.5 to 5.0 3.45% 4.26%
5.0+ 0.00% 0.00%
Total 2.08% 100.0%
2.53%
2.20%
1.76%
2.01%
2.79%
0.60%
0.89% 0.83%
1.85%
3.45%
-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: 1/6/2023 - 11:18 AM
Amortizing Page 9
Historical Sector Allocation
City of Redondo Beach 12/31/2022
Sector Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Oct-22 Nov-22 Dec-22 AGY 40.1% 41.3% 42.2% 42.2% 45.1% 41.9% 41.9% 47.5% 48.3% 46.5% 46.6% 40.4% TSY 22.6% 23.3% 23.8% 23.8% 22.7% 30.2% 30.2% 28.2% 29.7% 29.8% 29.8% 23.8% LAIF 19.8% 20.4% 20.8% 20.8% 19.8% 18.4% 18.5% 17.2% 14.5% 14.6% 14.6% 23.1% CORP 15.8% 13.2% 11.4% 11.4% 10.9% 8.3% 8.3% 6.0% 6.3% 8.0% 8.0% 7.5% MMF 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 4.4% CD 1.7% 1.8% 1.8% 1.8% 1.5% 1.1% 1.1% 1.1% 1.1% 1.1% 0.9% 0.8% 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% Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Oct-22 Nov-22 Dec-22 0%
5%
10%
15%
20%
25%
30%
35%
40%
45%
50%
55%
AGY
TSY
LAIF
CORP
MMF
CD
9 Run Date: 1/6/2023 - 11:18 AM
Amortizing Page 10
Issuer Allocation
City of Redondo Beach 12/31/2022
0.2%
0.2%
0.2%
0.2%
1.6%
1.7%
1.7%
2.5%
4.3%
4.4%
8.5%
11.5%
16.1%
23.1%
23.8%
Wells Fargo
Morgan Stanley Bank
Comenity Capital Bank
Morgan Stanley Private Bank
National Securities Clearing
US Bancorp
New York Life
Toyota
FNMA
Allspring Money Market Fund
FHLMC
FFCB
FHLB
LAIF
U.S. Treasury
0% 5% 10% 15% 20% 25%
10 Run Date: 1/6/2023 - 11:18 AM
Amortizing Page 11
Historical Earnings & Book Return Performance
City of Redondo Beach 12/31/2022
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 $645.396 $798.263 $952.194 Fiscal YTD Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Book Return 1.44% 1.46% 1.51% 1.72% 1.72% 1.71%
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: 1/6/2023 - 11:18 AM
Amortizing Page 12
Historical Yield At Cost vs Benchmark
City of Redondo Beach 12/31/2022
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
Oct-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 Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Oct-22 Nov-22 Dec-22
0.0%
0.5%
1.0%
1.5%
2.0%
2.5%
Portfolio
Benchmark
Benchmark: Custom Benchmark (see disclosure)
12 Run Date: 1/6/2023 - 11:18 AM
Amortizing Page 13
Total Return Performance
City of Redondo Beach 12/31/2022
*Index: ICE BofA 0-5Yr Treasury Index
**Inception: July 2012
1 Month 3 Month FYTD 1 Year 3 Year 5 Year Inception
Portfolio 0.188% 0.838% -0.770% -3.427% -0.227% 1.130% 0.999% Benchmark 0.149% 0.927% -0.792% -3.925% -0.446% 0.811% 0.751% Variance 0.039% -0.090% 0.022% 0.498% 0.219% 0.319% 0.248% 1 Month 3 Month FYTD 1 Year 3 Year 5 Year Inception**
-5.000%
-4.000%
-3.000%
-2.000%
-1.000%
0.000%
1.000%
2.000%
Portfolio
Benchmark
13 Run Date: 1/6/2023 - 11:18 AM
Amortizing Page 14
Investment Activity
City of Redondo Beach 12/31/2022
Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Oct-22 Nov-22 Dec-22 Positions 43 41 40 40 40 40 40 41 40 40 39 37
Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Oct-22 Nov-22 Dec-22 Purchases 1 0 0 0 1 2 0 2 0 1 0 0
Redemptions 0 2 1 0 1 2 0 1 1 1 1 3
Total 1 2 1 0 2 4 0 3 1 2 1 3
Number of Positions at Month End
Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Oct-22 Nov-22 Dec-22 20 30
40 50
60 Positions
Purchases and Redemptions* (Excluding MMF/LGIP)
Jan-22 Feb-22 Mar-22 Apr-22 May-22 Jun-22 Jul-22 Aug-22 Sep-22 Oct-22 Nov-22 Dec-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 December 31, 2022
Investments Par Value Book Value
% of
Portfolio Maturity YTM
Days to
Market Value
Book
Certificates of Deposit 992,000.00 961,925.04 991,622.45 0.84 544 2.57 Corporate Bonds 9,000,000.00 8,670,650.00 8,847,386.81 7.53 407 2.65 LAIF 27,137,555.77 27,137,555.77 27,137,555.77 23.10 1 2.17 Money Market Funds 5,149,678.41 5,149,678.41 5,149,678.41 4.38 1 4.14 U.S. Agencies 47,500,000.00 45,231,340.00 47,448,366.64 40.39 992 2.33 U.S. Treasuries 28,000,000.00 25,869,550.00 27,910,841.73 23.76 807 1.00 117,779,234.18 113,020,699.22 117,485,451.81 100.00 628 2.08 Investments
Total Earnings December 31 Month Ending Fiscal Year To Date Current Year 153,931.06 952,194.05
Average Daily Balance 106,522,642.17 110,272,028.92
Book Rate of Return 1.70% 1.71%
Run Date: 1/6/2023 - 11:21 AM
Amortizing
15 Holdings Report
City of Redondo Beach December 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
61760AZZ5 Morgan Stanley Private Bank 05/09/2024 248,000.00 05/09/2019 248,000.00 97.42 241,609.04 0.21% NR/NR 1.36
2.650% 2.65% 248,000.00 4.63% 954.29 -6,390.96 NR 1.32
20033AW51 Comenity Capital Bank 05/15/2024 248,000.00 05/15/2019 248,000.00 97.51 241,812.40 0.21% NR/NR 1.37
2.750% 2.75% 248,000.00 4.63% 317.64 -6,187.60 NR 1.34
61690UHB9 Morgan Stanley Bank 06/06/2024 248,000.00 06/07/2019 247,422.16 97.35 241,437.92 0.21% NR/NR 1.43
2.700% 2.75% 247,834.50 4.63% 476.98 -6,396.58 NR 1.39
949763L95 Wells Fargo Bank NA 10/17/2024 248,000.00 10/18/2019 247,409.76 95.59 237,065.68 0.21% NR/NR 1.80
2.050% 2.10% 247,787.95 4.62% 208.93 -10,722.27 NR 1.75 990,831.92 961,925.04 0.84% 1.49
Total Certificates of Deposit 992,000.00 2.57% 991,622.45 4.63% 1,957.84 -29,697.41 1.45 Corporate Bonds
90331HNV1 US Bank 07/24/2023 2,000,000.00 01/04/2019 2,003,380.00 99.09 1,981,740.00 1.70% A1/AA- 0.56
3.400% 06/23/2023 3.36% 2,000,418.38 5.06% 29,655.56 -18,678.38 AA- 0.53 89236TDK8 Toyota Motor Credit 10/18/2023 2,000,000.00 01/04/2019 1,901,820.00 97.91 1,958,240.00 1.69% A1/A+ 0.80
2.250% 3.37% 1,983,655.65 4.95% 9,125.00 -25,415.65 A+ 0.76 64952WDT7 New York Life 10/21/2023 2,000,000.00 09/22/2021 2,004,800.00 96.41 1,928,200.00 1.70% Aaa/AA+ 0.81
0.400% 0.28% 2,001,858.48 5.00% 1,555.56 -73,658.48 AAA 0.77 892331AL3 Toyota Motor 03/25/2024 1,000,000.00 03/25/2021 1,000,000.00 94.86 948,550.00 0.85% A1/A+ 1.23
0.681% 02/25/2024 0.68% 1,000,000.00 5.03% 1,816.00 -51,450.00 A+ 1.19 637639AB1 National Securities Clearing 04/23/2025 2,000,000.00 10/06/2022 1,847,300.00 92.70 1,853,920.00 1.58% Aaa/AA+ 2.31
1.500% 4.72% 1,861,454.31 4.88% 5,666.67 -7,534.31 NR 2.20 8,757,300.00 8,670,650.00 7.53% 1.11
Total Corporate Bonds 9,000,000.00 2.65% 8,847,386.81 4.98% 47,818.79 -176,736.82 1.06 LAIF
9819716 LAIF 01/01/2023 27,137,555.77 12/22/2022 27,137,555.77 1.00 27,137,555.77 23.10% NR/NR 0.00
2.170% 2.17% 27,137,555.77 2.17% 0.00 0.00 NR 0.00
27,137,555.77 27,137,555.77 23.10% 0.00
Total LAIF 27,137,555.77 2.17% 27,137,555.77 2.17% 0.00 0.00 0.00 Money Market Funds
Run Date: 1/6/2023 - 11:21 AM
Amortizing
16 Holdings Report
City of Redondo Beach December 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
Money Market Funds
FUZXX Allspring Money Market Fund 01/01/2023 5,149,678.41 5,149,678.41 100.00 5,149,678.41 4.38% Aaa/AAA 0.00
4.137% 4.14% 5,149,678.41 4.14% 9,760.14 0.00 NR 0.00
5,149,678.41 5,149,678.41 4.38% 0.00
Total Money Market Funds 5,149,678.41 4.14% 5,149,678.41 4.14% 9,760.14 0.00 0.00 U.S. Agencies
3133EJUS6 FFCB 07/17/2023 4,000,000.00 07/30/2018 3,986,000.00 99.04 3,961,760.00 3.40% Aaa/AA+ 0.54
2.875% 2.95% 3,998,456.63 4.67% 52,388.89 -36,696.63 AAA 0.51 3133EJYL7 FFCB 09/05/2023 3,000,000.00 10/19/2018 2,949,870.00 98.72 2,961,570.00 2.55% Aaa/AA+ 0.68
2.800% 3.17% 2,993,034.33 4.74% 27,066.67 -31,464.33 AAA 0.65 3133EJ3Q0 FFCB 12/21/2023 2,000,000.00 01/31/2019 2,014,600.00 97.93 1,958,680.00 1.70% Aaa/AA+ 0.97
2.875% 2.71% 2,002,910.05 5.08% 1,597.22 -44,230.05 AAA 0.93 3133EKNX0 FFCB 06/03/2024 1,500,000.00 06/05/2019 1,511,640.00 96.72 1,450,800.00 1.28% Aaa/AA+ 1.42
2.160% 2.00% 1,503,314.62 4.57% 2,520.00 -52,514.62 AAA 1.37 3133EKWV4 FFCB 07/26/2024 1,000,000.00 08/07/2019 1,010,120.00 95.65 956,490.00 0.85% Aaa/AA+ 1.57
1.850% 1.64% 1,003,196.09 4.76% 7,965.28 -46,706.09 AAA 1.50 3133EKA63 FFCB 08/16/2024 2,000,000.00 08/16/2019 1,995,911.08 95.47 1,909,400.00 1.70% Aaa/AA+ 1.63
1.600% 1.64% 1,998,671.10 4.52% 12,000.00 -89,271.10 AAA 1.56 3130AQZ48 FHLB 08/28/2024 5,000,000.00 08/08/2022 4,872,185.00 95.40 4,769,750.00 4.17% Aaa/AA+ 1.66
2.000% 01/28/2023 3.30% 4,896,884.39 4.92% 34,166.67 -127,134.39 AAA 1.58 3135G0W66 FNMA 10/15/2024 2,000,000.00 02/06/2020 2,013,560.00 95.00 1,899,980.00 1.71% Aaa/AA+ 1.79
1.625% 1.47% 2,005,170.30 4.57% 6,861.11 -105,190.30 AAA 1.72 3130A3GE8 FHLB 12/13/2024 2,000,000.00 01/30/2020 2,113,320.00 96.80 1,935,940.00 1.74% Aaa/AA+ 1.95
2.750% 1.54% 2,045,444.36 4.48% 2,750.00 -109,504.36 AAA 1.86 3135G0X24 FNMA 01/07/2025 3,000,000.00 01/27/2020 3,003,150.00 94.46 2,833,920.00 2.55% Aaa/AA+ 2.02
1.625% 1.60% 3,001,284.78 4.53% 23,562.50 -167,364.78 AAA 1.92 3130AQEC3 FHLB 12/30/2026 2,000,000.00 12/30/2021 2,000,000.00 88.83 1,776,600.00 1.70% Aaa/AA+ 4.00
1.370% 03/30/2023 1.37% 2,000,000.00 4.45% 76.11 -223,400.00 AAA 3.78 3130AQLX9 FHLB 01/27/2027 10,000,000.00 01/27/2022 10,000,000.00 90.56 9,056,300.00 8.51% Aaa/AA+ 4.08
1.250% 01/27/2023 1.25% 10,000,000.00 3.77% 53,472.22 -943,700.00 AAA 3.55 3134GXTS3 FHLMC 05/25/2027 5,000,000.00 05/25/2022 5,000,000.00 97.40 4,869,750.00 4.26% Aaa/AA+ 4.40
3.250% 05/25/2023 3.25% 5,000,000.00 3.90% 16,250.00 -130,250.00 AAA 2.52 3134GXR48 FHLMC 08/25/2027 5,000,000.00 08/25/2022 5,000,000.00 97.81 4,890,400.00 4.26% Aaa/AA+ 4.65
3.450% 08/25/2023 3.45% 5,000,000.00 3.97% 60,375.00 -109,600.00 AAA 2.45 Run Date: 1/6/2023 - 11:21 AM
Amortizing
17 Holdings Report
City of Redondo Beach December 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
47,470,356.08 45,231,340.00 40.39% 2.72
Total U.S. Agencies 47,500,000.00 2.33% 47,448,366.64 4.34% 301,051.67 -2,217,026.65 2.13 U.S. Treasuries
9128284U1 U.S. Treasury 06/30/2023 5,000,000.00 06/28/2022 4,989,062.50 99.04 4,952,150.00 4.25% Aaa/AA+ 0.50
2.625% 2.85% 4,994,605.76 4.58% 362.57 -42,455.76 AAA 0.48 91282CAW1 U.S. Treasury 11/15/2023 4,000,000.00 08/30/2021 3,998,125.00 96.16 3,846,240.00 3.40% Aaa/AA+ 0.87
0.250% 0.27% 3,999,258.83 4.80% 1,298.34 -153,018.83 AAA 0.84 912828YV6 U.S. Treasury 11/30/2024 2,000,000.00 08/09/2021 2,069,609.38 94.63 1,892,500.00 1.74% Aaa/AA+ 1.92
1.500% 0.44% 2,040,303.20 4.46% 2,637.36 -147,803.20 AAA 1.84 91282CAB7 U.S. Treasury 07/31/2025 2,000,000.00 08/09/2021 1,974,609.38 90.24 1,804,760.00 1.69% Aaa/AA+ 2.58
0.250% 0.57% 1,983,510.09 4.28% 2,092.39 -178,750.09 AAA 2.50 91282CAJ0 U.S. Treasury 08/31/2025 2,000,000.00 06/28/2021 1,958,437.50 89.92 1,798,440.00 1.68% Aaa/AA+ 2.67
0.250% 0.76% 1,973,454.51 4.30% 1,698.90 -175,014.51 AAA 2.59 91282CAT8 U.S. Treasury 10/31/2025 2,000,000.00 02/03/2021 1,985,156.26 89.42 1,788,360.00 1.69% Aaa/AA+ 2.84
0.250% 0.41% 1,991,124.63 4.26% 856.36 -202,764.63 AAA 2.75 91282CAT8 U.S. Treasury 10/31/2025 2,000,000.00 02/17/2021 1,976,953.14 89.42 1,788,360.00 1.69% Aaa/AA+ 2.84
0.250% 0.50% 1,986,107.45 4.26% 856.36 -197,747.45 AAA 2.75 91282CAZ4 U.S. Treasury 11/30/2025 1,000,000.00 02/23/2021 991,250.00 89.45 894,450.00 0.85% Aaa/AA+ 2.92
0.375% 0.56% 994,647.47 4.26% 329.67 -100,197.47 AAA 2.82 91282CAZ4 U.S. Treasury 11/30/2025 2,000,000.00 06/28/2021 1,962,734.38 89.45 1,788,900.00 1.68% Aaa/AA+ 2.92
0.375% 0.80% 1,975,440.67 4.26% 659.34 -186,540.67 AAA 2.82 91282CCF6 U.S. Treasury 05/31/2026 1,000,000.00 06/28/2021 993,437.50 89.18 891,840.00 0.85% Aaa/AA+ 3.42
0.750% 0.89% 995,448.59 4.18% 659.34 -103,608.59 AAA 3.28 91282CCP4 U.S. Treasury 07/31/2026 2,000,000.00 08/09/2021 1,990,625.00 88.36 1,767,260.00 1.70% Aaa/AA+ 3.58
0.625% 0.72% 1,993,251.24 4.15% 5,230.98 -225,991.24 AAA 3.44 91282CCW9 U.S. Treasury 08/31/2026 3,000,000.00 09/27/2021 2,978,085.93 88.54 2,656,290.00 2.54% Aaa/AA+ 3.67
0.750% 0.90% 2,983,689.31 4.15% 7,645.03 -327,399.31 AAA 3.52 27,868,085.97 25,869,550.00 23.76% 2.21
Total U.S. Treasuries 28,000,000.00 1.00% 27,910,841.73 4.39% 24,326.63 -2,041,291.75 2.13 Run Date: 1/6/2023 - 11:21 AM
Amortizing
18 Holdings Report
City of Redondo Beach December 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
117,373,808.15 113,020,699.22 100.00% 1.72
TOTAL PORTFOLIO 117,779,234.18 2.08% 117,485,451.81 3.89% 384,915.07 -4,464,752.63 1.46 TOTAL MARKET VALUE PLUS ACCRUED INTEREST 113,405,614.29 Run Date: 1/6/2023 - 11:21 AM
Amortizing
19 Maturity Report
City of Redondo Beach December 31, 2022
CUSIP Date
Purchase
Value
Book
Rate
Coupon
Date
Maturity
Par
Remaining
Term Value
Market
Issuer YTM
Days to
Maturity
Book
FUZXX Allspring Money Market Fund 5,149,678.41 4.137% 01/01/2023 5,149,678.41 1 5,149,678.41 4.14% 1 9819716 LAIF 05/28/2021 27,137,555.77 2.170% 01/01/2023 27,137,555.77 1 27,137,555.77 2.17% 1 9128284U1 U.S. Treasury 06/28/2022 4,994,605.76 2.625% 06/30/2023 5,000,000.00 186 4,952,150.00 2.85% 181 3133EJUS6 FFCB 07/30/2018 3,998,456.63 2.875% 07/17/2023 4,000,000.00 1,615 3,961,760.00 2.95% 198 90331HNV1 US Bank 01/04/2019 2,000,418.38 3.400% 07/24/2023 2,000,000.00 1,457 1,981,740.00 3.36% 205 3133EJYL7 FFCB 10/19/2018 2,993,034.33 2.800% 09/05/2023 3,000,000.00 1,534 2,961,570.00 3.17% 248 89236TDK8 Toyota Motor Credit 01/04/2019 1,983,655.65 2.250% 10/18/2023 2,000,000.00 1,457 1,958,240.00 3.37% 291 64952WDT7 New York Life 09/22/2021 2,001,858.48 0.400% 10/21/2023 2,000,000.00 465 1,928,200.00 0.28% 294 91282CAW1 U.S. Treasury 08/30/2021 3,999,258.83 0.250% 11/15/2023 4,000,000.00 488 3,846,240.00 0.27% 319 3133EJ3Q0 FFCB 01/31/2019 2,002,910.05 2.875% 12/21/2023 2,000,000.00 1,430 1,958,680.00 2.71% 355 892331AL3 Toyota Motor 03/25/2021 1,000,000.00 0.681% 03/25/2024 1,000,000.00 646 948,550.00 0.68% 450 61760AZZ5 Morgan Stanley Private Bank 05/09/2019 248,000.00 2.650% 05/09/2024 248,000.00 1,332 241,609.04 2.65% 495 20033AW51 Comenity Capital Bank 05/15/2019 248,000.00 2.750% 05/15/2024 248,000.00 1,326 241,812.40 2.75% 501 3133EKNX0 FFCB 06/05/2019 1,503,314.62 2.160% 06/03/2024 1,500,000.00 1,305 1,450,800.00 2.00% 520 61690UHB9 Morgan Stanley Bank 06/07/2019 247,834.50 2.700% 06/06/2024 248,000.00 1,303 241,437.92 2.75% 523 3133EKWV4 FFCB 08/07/2019 1,003,196.09 1.850% 07/26/2024 1,000,000.00 1,242 956,490.00 1.64% 573 3133EKA63 FFCB 08/16/2019 1,998,671.10 1.600% 08/16/2024 2,000,000.00 1,233 1,909,400.00 1.64% 594 3130AQZ48 FHLB 08/08/2022 4,896,884.39 2.000% 08/28/2024 5,000,000.00 145 4,769,750.00 3.30% 606 3135G0W66 FNMA 02/06/2020 2,005,170.30 1.625% 10/15/2024 2,000,000.00 1,059 1,899,980.00 1.47% 654 949763L95 Wells Fargo Bank NA 10/18/2019 247,787.95 2.050% 10/17/2024 248,000.00 1,170 237,065.68 2.10% 656 912828YV6 U.S. Treasury 08/09/2021 2,040,303.20 1.500% 11/30/2024 2,000,000.00 509 1,892,500.00 0.44% 700 3130A3GE8 FHLB 01/30/2020 2,045,444.36 2.750% 12/13/2024 2,000,000.00 1,066 1,935,940.00 1.54% 713 3135G0X24 FNMA 01/27/2020 3,001,284.78 1.625% 01/07/2025 3,000,000.00 1,069 2,833,920.00 1.60% 738 637639AB1 National Securities Clearing 10/06/2022 1,861,454.31 1.500% 04/23/2025 2,000,000.00 86 1,853,920.00 4.72% 844 91282CAB7 U.S. Treasury 08/09/2021 1,983,510.09 0.250% 07/31/2025 2,000,000.00 509 1,804,760.00 0.57% 943 91282CAJ0 U.S. Treasury 06/28/2021 1,973,454.51 0.250% 08/31/2025 2,000,000.00 551 1,798,440.00 0.76% 974 91282CAT8 U.S. Treasury 02/03/2021 1,991,124.63 0.250% 10/31/2025 2,000,000.00 696 1,788,360.00 0.41% 1,035 91282CAT8 U.S. Treasury 02/03/2021 1,986,107.45 0.250% 10/31/2025 2,000,000.00 696 1,788,360.00 0.50% 1,035 91282CAZ4 U.S. Treasury 02/23/2021 1,975,440.67 0.375% 11/30/2025 2,000,000.00 676 1,788,900.00 0.80% 1,065 91282CAZ4 U.S. Treasury 02/23/2021 994,647.47 0.375% 11/30/2025 1,000,000.00 676 894,450.00 0.56% 1,065 91282CCF6 U.S. Treasury 06/28/2021 995,448.59 0.750% 05/31/2026 1,000,000.00 551 891,840.00 0.89% 1,247 91282CCP4 U.S. Treasury 08/09/2021 1,993,251.24 0.625% 07/31/2026 2,000,000.00 509 1,767,260.00 0.72% 1,308 91282CCW9 U.S. Treasury 09/27/2021 2,983,689.31 0.750% 08/31/2026 3,000,000.00 460 2,656,290.00 0.90% 1,339 3130AQEC3 FHLB 12/30/2021 2,000,000.00 1.370% 12/30/2026 2,000,000.00 366 1,776,600.00 1.37% 1,460 3130AQLX9 FHLB 01/27/2022 10,000,000.00 1.250% 01/27/2027 10,000,000.00 338 9,056,300.00 1.25% 1,488 3134GXTS3 FHLMC 05/25/2022 5,000,000.00 3.250% 05/25/2027 5,000,000.00 220 4,869,750.00 3.25% 1,606 Run Date: 1/6/2023 - 11:22 AM
Amortizing
20 Maturity Report
City of Redondo Beach December 31, 2022
CUSIP Date
Purchase
Value
Book
Rate
Coupon
Date
Maturity
Par
Remaining
Term Value
Market
Issuer YTM
Days to
Maturity
Book
3134GXR48 FHLMC 08/25/2022 5,000,000.00 3.450% 08/25/2027 5,000,000.00 128 4,890,400.00 3.45% 1,698 Net Maturities and Averages 117,485,451.81 117,779,234.18 113,020,699.22 2.08% 628 Run Date: 1/6/2023 - 11:22 AM
Amortizing
21 Summary by Issuer
City of Redondo Beach December 31, 2022
Issuer Investments
Number of Par
Value
Book
Value
% of
Portfolio YTM Maturity
Book Days to
U.S. Treasury 12 28,000,000.00 27,910,841.73 23.76 1.00 807 LAIF 1 27,137,555.77 27,137,555.77 23.10 2.17 1
FHLB 4 19,000,000.00 18,942,328.74 16.12 1.82 1,173
FFCB 6 13,500,000.00 13,499,582.81 11.49 2.57 355
FHLMC 2 10,000,000.00 10,000,000.00 8.51 3.35 1,652
Allspring Money Market Fund 1 5,149,678.41 5,149,678.41 4.38 4.14 1 FNMA 2 5,000,000.00 5,006,455.08 4.26 1.55 704
Toyota 2 3,000,000.00 2,983,655.65 2.54 2.47 344
New York Life 1 2,000,000.00 2,001,858.48 1.70 0.28 294 US Bancorp 1 2,000,000.00 2,000,418.38 1.70 3.36 205
National Securities Clearing 1 2,000,000.00 1,861,454.31 1.58 4.72 844 Comenity Capital Bank 1 248,000.00 248,000.00 0.21 2.75 501 Morgan Stanley Private Bank 1 248,000.00 248,000.00 0.21 2.65 495 Morgan Stanley Bank 1 248,000.00 247,834.50 0.21 2.75 523 Wells Fargo 1 248,000.00 247,787.95 0.21 2.10 656
Total and Average 37 117,779,234.18 117,485,451.81 100.00% 2.08 628 Run Date: 1/6/2023 - 11:22 AM
Amortizing
22 Income Earned Summary
City of Redondo Beach December 31, 2022
December 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
245,485.58 854,150.51
384,915.07 384,915.07
-490,733.76 -357,111.69
139,666.89 881,953.89
14,264.17 70,240.16
0.00 0.00
153,931.06 952,194.05
Run Date: 1/6/2023 - 11:22 AM
Amortizing
23 Income Earned
City of Redondo Beach December 01, 2022 - December 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
61760AZZ5 Morgan Stanley Private Bank 05/09/2024 248,000.00 248,000.00 248,000.00 396.12 0.00 954.29 558.17 0.00 558.17 20033AW51 Comenity Capital Bank 05/15/2024 248,000.00 248,000.00 248,000.00 298.96 560.55 317.64 579.23 0.00 579.23 61690UHB9 Morgan Stanley Bank 06/06/2024 248,000.00 247,824.69 247,834.50 3,265.45 3,357.17 476.98 568.70 9.81 578.51 949763L95 Wells Fargo Bank NA 10/17/2024 248,000.00 247,777.93 247,787.95 195.00 417.86 208.93 431.79 10.02 441.81 Certificates of Deposit - Sub Total 992,000.00 991,602.62 991,622.45 4,155.53 4,335.58 1,957.84 2,137.89 19.83 2,157.72 Corporate Bonds
90331HNV1 US Bank 07/24/2023 2,000,000.00 2,000,482.27 2,000,418.38 23,988.89 0.00 29,655.56 5,666.67 -63.89 5,602.78 89236TDK8 Toyota Motor Credit 10/18/2023 2,000,000.00 1,981,890.23 1,983,655.65 5,375.00 0.00 9,125.00 3,750.00 1,765.42 5,515.42 64952WDT7 New York Life 10/21/2023 2,000,000.00 2,002,057.14 2,001,858.48 888.89 0.00 1,555.56 666.67 -198.66 468.01 892331AL3 Toyota Motor 03/25/2024 1,000,000.00 1,000,000.00 1,000,000.00 1,248.50 0.00 1,816.00 567.50 0.00 567.50 637639AB1 National Securities Clearing 04/23/2025 2,000,000.00 1,856,292.15 1,861,454.31 3,166.67 0.00 5,666.67 2,500.00 5,162.16 7,662.16 Corporate Bonds - Sub Total 9,000,000.00 8,840,721.79 8,847,386.81 34,667.95 0.00 47,818.79 13,150.84 6,665.02 19,815.86 LAIF
9819716 LAIF 01/01/2023 27,137,555.77 16,137,555.77 27,137,555.77 0.00 0.00 0.00 0.00 0.00 0.00 LAIF - Sub Total 27,137,555.77 16,137,555.77 27,137,555.77 0.00 0.00 0.00 0.00 0.00 0.00 Money Market Funds
FUZXX Allspring Money Market Fund 01/01/2023 5,149,678.41 0.00 5,149,678.41 0.00 0.00 9,760.14 9,760.14 0.00 9,760.14 Money Market Funds - Sub Total 5,149,678.41 0.00 5,149,678.41 0.00 0.00 9,760.14 9,760.14 0.00 9,760.14 U.S. Agencies
313381BR5 FHLB 12/09/2022 0.00 2,000,161.86 0.00 17,916.67 18,750.00 0.00 833.33 -161.86 671.47 3130AFE78 FHLB 12/09/2022 0.00 2,000,150.32 0.00 28,666.67 30,000.00 0.00 1,333.33 -150.32 1,183.01 3133EJUS6 FFCB 07/17/2023 4,000,000.00 3,998,221.60 3,998,456.63 42,805.56 0.00 52,388.89 9,583.33 235.03 9,818.36 3133EJYL7 FFCB 09/05/2023 3,000,000.00 2,992,149.35 2,993,034.33 20,066.67 0.00 27,066.67 7,000.00 884.98 7,884.98 3133EJ3Q0 FFCB 12/21/2023 2,000,000.00 2,003,158.77 2,002,910.05 25,555.56 28,750.00 1,597.22 4,791.66 -248.72 4,542.94 3133EKNX0 FFCB 06/03/2024 1,500,000.00 1,503,515.31 1,503,314.62 16,020.00 16,200.00 2,520.00 2,700.00 -200.69 2,499.31 3133EKWV4 FFCB 07/26/2024 1,000,000.00 1,003,371.45 1,003,196.09 6,423.61 0.00 7,965.28 1,541.67 -175.36 1,366.31 3133EKA63 FFCB 08/16/2024 2,000,000.00 1,998,600.68 1,998,671.10 9,333.33 0.00 12,000.00 2,666.67 70.42 2,737.09 3130AQZ48 FHLB 08/28/2024 5,000,000.00 4,891,529.97 4,896,884.39 25,833.33 0.00 34,166.67 8,333.34 5,354.41 13,687.75 3135G0W66 FNMA 10/15/2024 2,000,000.00 2,005,419.18 2,005,170.30 4,152.78 0.00 6,861.11 2,708.33 -248.88 2,459.45 Run Date: 1/6/2023 - 11:22 AM
Amortizing
24 Income Earned
City of Redondo Beach December 01, 2022 - December 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
3130A3GE8 FHLB 12/13/2024 2,000,000.00 2,047,383.66 2,045,444.36 25,666.67 27,500.00 2,750.00 4,583.33 -1,939.30 2,644.03 3135G0X24 FNMA 01/07/2025 3,000,000.00 3,001,339.63 3,001,284.78 19,500.00 0.00 23,562.50 4,062.50 -54.86 4,007.64 3130AQEC3 FHLB 12/30/2026 2,000,000.00 2,000,000.00 2,000,000.00 11,492.78 13,700.00 76.11 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 43,055.56 0.00 53,472.22 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 2,708.33 0.00 16,250.00 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 46,000.00 0.00 60,375.00 14,375.00 0.00 14,375.00 U.S. Agencies - Sub Total 47,500,000.00 51,445,001.79 47,448,366.64 345,197.52 134,900.00 301,051.67 90,754.15 3,364.84 94,118.99 U.S. Treasuries
912828YW4 U.S. Treasury 12/15/2022 0.00 4,998,586.86 0.00 37,517.08 40,625.00 0.00 3,107.92 1,413.14 4,521.06 9128284U1 U.S. Treasury 06/30/2023 5,000,000.00 4,993,681.88 4,994,605.76 54,925.27 65,625.00 362.57 11,062.30 923.88 11,986.18 91282CAW1 U.S. Treasury 11/15/2023 4,000,000.00 3,999,186.80 3,999,258.83 441.99 0.00 1,298.34 856.35 72.03 928.38 912828YV6 U.S. Treasury 11/30/2024 2,000,000.00 2,042,088.05 2,040,303.20 82.42 0.00 2,637.36 2,554.94 -1,784.86 770.08 91282CAB7 U.S. Treasury 07/31/2025 2,000,000.00 1,982,968.00 1,983,510.09 1,671.20 0.00 2,092.39 421.19 542.09 963.28 91282CAJ0 U.S. Treasury 08/31/2025 2,000,000.00 1,972,609.63 1,973,454.51 1,270.72 0.00 1,698.90 428.18 844.88 1,273.06 91282CAT8 U.S. Treasury 10/31/2025 4,000,000.00 3,976,550.14 3,977,232.08 856.35 0.00 1,712.71 856.36 681.94 1,538.30 91282CAZ4 U.S. Treasury 11/30/2025 3,000,000.00 2,969,217.46 2,970,088.14 30.91 0.00 989.01 958.10 870.67 1,828.77 91282CCF6 U.S. Treasury 05/31/2026 1,000,000.00 995,335.44 995,448.59 20.60 0.00 659.34 638.74 113.15 751.89 91282CCP4 U.S. Treasury 07/31/2026 2,000,000.00 1,993,091.29 1,993,251.24 4,177.99 0.00 5,230.98 1,052.99 159.95 1,212.94 91282CCW9 U.S. Treasury 08/31/2026 3,000,000.00 2,983,311.69 2,983,689.31 5,718.23 0.00 7,645.03 1,926.80 377.62 2,304.42 U.S. Treasuries - Sub Total 28,000,000.00 32,906,627.26 27,910,841.73 106,712.76 106,250.00 24,326.63 23,863.87 4,214.48 28,078.35 Grand Total 117,779,234.18 110,321,509.23 117,485,451.81 490,733.76 245,485.58 384,915.07 139,666.89 14,264.17 153,931.06 Run Date: 1/6/2023 - 11:22 AM
Amortizing
25 Realized Gains and Losses
City of Redondo Beach December 01, 2022 - December 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 U.S. Agencies
313381BR5 01/27/2020 2,000,000.00 12/09/2022 1,047 2,000,000.00 2,000,000.00 0.00 FHLB 1.875% 12/09/2022 1,047
3130AFE78 01/31/2019 2,000,000.00 12/09/2022 1,408 2,000,000.00 2,000,000.00 0.00 FHLB 3.000% 12/09/2022 1,408
Total U.S. Agencies 4,000,000.00 4,000,000.00 0.00
U.S. Treasuries
912828YW4 06/28/2022 5,000,000.00 12/15/2022 170 5,000,000.00 5,000,000.00 0.00 U.S. Treasury 1.625% 12/15/2022 170
Total U.S. Treasuries 5,000,000.00 5,000,000.00 0.00
Grand Total 9,000,000.00 9,000,000.00 0.00
Run Date: 1/6/2023 - 11:22 AM
Amortizing
26 Transaction Report
City of Redondo Beach December 01, 2022 - December 31, 2022 Transaction Transaction Security Security Maturity
Date Type ID Description Date Purchases Redemptions Interest Deposits Withdrawals 12/05/2022 Withdrawal LAIF Withdrawal - - - - -3,000,000.00 12/05/2022 Interest 3133EKNX0 FFCB 2.16 06/03/24 06/03/2024 - - 16,200.00 - - 12/06/2022 Interest 61690UHB9 MS 2.7 06/06/24 06/06/2024 - - 3,357.17 - - 12/09/2022 Maturity 3130AFE78 FHLB 3 12/09/22 12/09/2022 - 2,000,000.00 - - - 12/09/2022 Interest 3130AFE78 FHLB 3 12/09/22 12/09/2022 - - 30,000.00 - - 12/09/2022 Interest 313381BR5 FHLB 1 7/8 12/09/22 12/09/2022 - - 18,750.00 - - 12/09/2022 Maturity 313381BR5 FHLB 1 7/8 12/09/22 12/09/2022 - 2,000,000.00 - - - 12/13/2022 Interest 3130A3GE8 FHLB 2 3/4 12/13/24 12/13/2024 - - 27,500.00 - - 12/15/2022 Interest 20033AW51 ADS 2 3/4 05/15/24 05/15/2024 - - 560.55 - - 12/15/2022 Interest 912828YW4 T 1 5/8 12/15/22 12/15/2022 - - 40,625.00 - - 12/15/2022 Maturity 912828YW4 T 1 5/8 12/15/22 12/15/2022 - 5,000,000.00 - - - 12/19/2022 Interest 949763L95 WFC 2.05 10/17/24 10/17/2024 - - 417.86 - - 12/21/2022 Interest 3133EJ3Q0 FFCB 2 7/8 12/21/23 12/21/2023 - - 28,750.00 - - 12/22/2022 Deposit LAIF Deposit - - - 14,000,000.00 -
12/30/2022 Interest 3130AQEC3 FHLB 1.37 12/30/26 12/30/2026 - - 13,700.00 - - 12/30/2022 Interest 9128284U1 T 2 5/8 06/30/23 06/30/2023 - - 65,625.00 - - Grand Total: 0.00 9,000,000.00 245,485.58 14,000,000.00 -3,000,000.00 Run Date: 1/6/2023 - 11:22 AM
Amortizing
27 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
Checking
9,223,657.81
967.27
2,388,350.27
397,923.62
925,735.41
1,889,793.77
130,248.99
7,364.40
3,695,480.74
27,137,555.77 27,137,555.77
925,735.41
1,889,793.77
130,248.99
1,871,893.70
178,614.45
47,852,771.31
City of Redondo Beach 12/31/2022
Bank of America Accounts & LAIF Accounts
Total
9,223,657.81
7,364.40
LAIF
-
5,185.11
-
6,152.38
2,388,350.27
2,269,817.32
3,874,095.19
28 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: 1/6/2023 - 11:22 AM
Amortizing
29