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HomeMy WebLinkAbout5/2/2007 - STAFF REPORTS - 2.E. I LM S.o I � c u m w i Oq<lFgR��P City Council Staff Report I I DATE: May 2, 2007 CONSENT CALENDAR SUBJECT: TREASURER'S INVESTMENT REPORT AS OF MARCH 31, 2007 FROM: Nancy Klukan, Assistant Director of Finance BY: Department of Finance and Treasury SUMMARY Attached is the Treasurer's Investment Report as of March 31, 2007. The report includes the face value and coupon rate (if applicable) of the investments and the source for the market value estimate. Also included is information on the investments of Bond Issue reserve funds, and on loan repayment programs managed by a bank. RECOMMENDATION: Receive and File Treasurer's Investment Report as of March 31, 2007 STAFF ANALYSIS: The attached monthly Treasurer's Investment Report is for the period ending March 31, 2007, The report includes the face value and coupon rate (if applicable) of the investments and the source for the market value estimate. Also included is information on the investments of Bond Issue reserve funds, and on loan repayment programs managed by a bank. The investments, in type, maturity and as a percentage of the total portfolio, are in compliance with the existing City Council-approved investment policy with one exception: the FICO notes ($500,000, 4/16118, 9.8%) exceed the 5 year limitation on maturities (Detail of Investments, Long Term Investments, Mortgage Pass Thru's). The investment in question was purchased prior to the adoption of the 5-year limitation. Since it appears to represent no additional risk either because of credit-worthiness or liquidity, earlier councils decided to allow it to be retained in the investment pool because the yield is higher than attainable under current market conditions. We recommend that this exception to the policy be continued. State law requires this report to be submitted within 30 days of the end of the quarter. Because all of the City's bank accounts may not be completely reconciled, there may be minor adjustments to the cash on hand in the checking account and to the valuation of the bond issue's money market investments. All other amounts are actual. ITEM NO.�L� City Council Staff Report April 4, 2007-- Page 2 Treasurer's Investment Report as of March 31, 2007 The weighted average maturity (WAM) of the portfolio is 377 days. The maximum WAM allowed by the Investment Policy is 1095 days The current portfolio and expected revenue cash flow will be sufficient to meet budgeted expenditure requirements for the next six months and the foreseeable future thereafter. FISCAL IMPACT: Nona T-L,�-fi 9,j2L Nancy KIuV n, Assistant Director of Finance Attachments: Treasurer's Investment Report 10032 i i i i o-eaarep CITY OF PALM SPRINGS 4/20/2007 TREASURER'S MONTHLY REPORT SUMMARY OF INVESTMENTS MARCH 31, 2007 On Call Deposits Adjusted Basis C.4egory Total Pcrcenmgc Checking Account S 960,360 Stine Pool 35 190,001) 5 36.150,360 43."% 5hnrt 1"nrm Investments (I VCar Or IC451 Corporate Notes 990,670 Time Deposits 2,500,OM U S.Gov t Agencies 6,000,000 U S Treasury Note 1?R4,115 10,974,765 13 80% Mcdmm Term 1nveo[rni-nu (I year to 3 years) Corporate Notes 993,1190 Mortgage Pass-Thrus 6 100 996 U 5 Gov t Agencies 19,732 450 26,926,436 33 725 Long Term Investments (3 YL%o,ins yxrrs) Cnmerzie Nlle¢ 986,120 Mmtp,h,P.M--11rm 1,617,253 U 5 Gov[Agencies 2,998.594 5 601,967 7 04% 17n0 Invested Ci h 5 79,553,548 100.00% •Sumo invcamem maaC pile m dia rmplCmenmd0n 01 dlc currcur Invcsmicar Policy exceed die 5 year limit. a^xre, TREASURER'S MONTHLY REPORT 4I2012007 DETAIL 01; INVESTMENTS MARCH 31, 2007 Cone^n Y1c1d Adu,ad (me nnly) Prior Qa Pal Viluc Rena evl^I, Maturity to Mewnry C9at Bans Category meal M.wkct Value Source Mil ket Value On C�II I]e nFItF Clmkm.-Bank of A.,rl., S NIA v.rl.hi. AAA open 5017 S 90360 $ S 960,31A S 32,8'/4 Lekul Agency lnvnt Fund fLAIF) 35,1%NO vadehle N/A open 671V 35.190AM0 35,190,OW LAIP 24,190000 36 150,36n Sherr .Term 1,nz nnaxa 1 ear ear less Curpumlc Note, Bur S.,Cu I'ma,wu 400% AAI OV31/ux 434% �90 m0 990,530 BNY Weirm Tr 99619p 990,670 Time Depocite wiilnngtun Mutual Bank 1'"," 4 88 A AAA 02102/07 488& 0 0 Wnahingmn mumal 1,W0,000 W.alnngton Mutual Bonk I'MON 4H8F AAA 02102107 4987 0 0 wnahinBmu Mutual 1,M NO Wn,hinBmn Mutual B.mk(Ubr.vy Tru,t) 5wM0 5017. Ann 03G2I07 5.01% 0 0 Wsh,.,,on mueml 0 Wshmgton MUMJI Rank(Library Trust) IM'w 5.16% AAA OOW107 5167. 5w'MW 5w'm W.uhingmn Mutual a W.ahmgbn Mutual Bonk 1,000,000 1 24% AAA W/05/O8 5 24% 1'"N0 I'mo.il (1 W,tihtn.wn Mutual 0 WeIlmewn Mutual Blink 1,000,000 S,mR AAA 02/05/08 a247 LOOO," INOWO Wgs11ln8mu Mutual 0 2 500,0W ❑S.Co,t Agency 5eanr1,jm rNen1 Home team ennk 1 000 mlu 3 137. N/A 03I07107 3 137, n 0 BNY Wntcrn Tr 99x I Federal H9mc 431,Btnk Iuugtlpn 3609: NIA 02109107 3.W9; 0 0 BNY Weskm Tr 9911438 FWeral Form Credo Bank I'M' 00 3.94•A N/A 0610107 3u9 I,000000 997500 ervY wesueni Te 996,n88 FMcral Natmnal Menge,Ax,rriminn 1,13g000 3.50% NIA 10/12/07 150 5 I,OO 'm 99g938 BNY w-saern Te 986,375 Federal Home Lunn Bank 500,000 4 76% NIA 1026107 i 76% 5w'0W 498,59d BNY We,oern Tr 497,813 Federal Home Loan Bank l.wo.wo 500% N/A IIPXI07 5W%l l.wo,0rp 975,438 BNY Weslem Tr 997,166 rcdmal Home Loan Bnnk IOO 'M 5I07, NIA I'PRI07 510% I.M.W 999375 BNY Wnwrn Tr 9')x,750 FWcrdi Home Loan Bank 500 W0 4 3u'A NIA 01/30/09 4 307 5w NO 496,719 BNY Wnwm Tr g95,313 Federal Hamc Luau Bank I'M' m 5 od% N/A 0223109 5 04'i LOW O00 999 375 ervY wcFlq n Te W7,813 6 wa,wo ❑S Treasury Nomx U.S Trce.ury Note (Llhrnry Tms) 500,000 3190. NIA 02/29107 3x37 0 0 ervY wcalcrn Tr 199,710 1)5 Treasury Mum 935,625 3 62% NIA 06130107 4 76II 985,625 996,450 BNY wenerx Te 993,221 ❑.2,'1 ren,.ry Now 498,490 425% N/A 10131107 A15l; 4964% 497813 BNYWe,am Tr 496,760 1,484 tts Medium Term lnvcntmclltl f 1 v�r m 3 ycan] Corpowil,Nulee wells raq;o Company 1,000,000 ii0' AA1 WI04108 3737. 993,00 9A&n1n BNY Wcetcm Tr 979,290 993,090 Murt...c Pae,.1'hru, raleral Home Leann MnrlbdLv Caenumtmn lbw uk) 400% N/A Onlm/gx 432% xna;93 103,118 BNY Wu,mm'rr 842,455 Federal Homr Lunn Mortgage C^T^rndnn 465 WO a Mmn NIA O8/01/08 5 56; 160 991 163,075 BNY Wcs¢m Tr 770,808 Faleral Home Lust Mortgage Corpondnn 00333 4.00% NIA 09101108 543:M1 4N,270 500571 BNY wmiem Tr 5^ 600 Federn Hein,W m Mortgage Curporanon 1,H00,000 4.50% NIA 11101106 5.079; 557,2N 559 776 BNY Wamrn Tr 602,ddg ' rederal Home Lunn Moa3age Curoura6on 3,wo,wo 5 MT. NIA mmt/n9 S OB9; 3x8J87 290p83 BNY We�tem'rr 309,481 rcdcel Home Loan Mm.,.,d CoMomtiun 2,335,0W 410F N/A 03/01109 488% 940 wu v3x,o43 BNY Wcstcm Tr 99g710 „ Fedeml Halm Luan Mortgage Cmpnrndnn 430 OW d M a MIA 04/01/09 51xf 251675 252,972 BNY Weiwrn Tr 262,9xn 6F. �75 Federal Home 4Nn Mm tpage Curpumbon 50 nor 3 50% N/A 06In1109 4 79% 351 610 352 377 BNY We,arn TI 3151099 ✓✓� Frdmal Name Loan mnaBogF Col lWrAoun 510 uW 4510% N/A 09101Iu9 5.377. 403,79x 407599 BNY Wa,km I 426453 6 'We.]1Fumul Moragnge nFFCCNuau 2,700,W0 4SnR NIA Oliolil0 491% 667,259 666,709 BNY Weslem Tr 699,762 r 1� fen ral N wonal MmW3,A,notion 2,500,000 450; N/A 021011LO a4ns 706740 e94,576 ervY Wmmm Tr 494,1W. t G� Federal Home loon Mort...r Cmponnon 14,15000 450% N/A m101110 5 2 2 Z 473901 475944 BNY W,mI^Ti 734923 6,1nn,x96 r I a natrep TREASURER'S MONTHLY REPORT 112012007 DETAIL OF INVESTMENTS MARCH 31,2007 cnuryut yield Adjusted (memo only) Peot Qv. Par Value Ratu xonn0 Mnlm ily to Mammy enu R,iHie Category Total Mark,V,dnc Somao Market Value S.Gov t Agency scm.ce, FNaral Notmnal Mortgage Acvochdnn 1000,000 5.25% NIA O`ilOI00 5.25% limow I10p0.W3 BNY Want.IT 990,e30 F.dcr,l llama lu in Bmk IWOOW 4,02% NIA W1mlas AGE% IWOWO 98H,750 RNY Wtum.IT 98d,688 Pdenl Hnnm lnm Rink 2,OOquW 1507, NIA 06JI3100 5505 I996,295 2,001,25(J HNY We.mro IT 2000,625 Federal Nome Loan Mti,ii,Cu,...... 1'"," 5�•.6 NIA 06177108 315' 1,000,000 9W,70 BNY Wuum'Ir 99A.503 FNcv d llama Lam Bank 500.000 431% N/A 07g5100 430% 50711" 495.933 BNY Wcstum Tr 494219 Fdcr 11 Name Lean Bank I,000,000 5 W% NIA uslosJOH 5 W% I,fN1I1 ow 997 813 RNY Western Tr W5 625 Federal AM.Lnnu R.n.k I'"wu 5327 N1A NIOS108 5325 1,11 OOO 1,000625 SNY Wesmrn it 993125 Fadnal llomu Loan Bank 750 WO 5 M0 s NIA 10127/08 5 GO; 750,M) 717,091 ➢NY Wutem T, 745,313 Fede•ul Film Credit B.mk 101011470 3 05 a MIA 1p1191om 3 957, 1 OCO Ono 9HI 750 BNY We,am IT 978,750 Pderal Hnme Loan Book I1MH)'" i00% NIA )IIB100 4M7 IW0000 985313 BNY Wesmr9 TV 980,938 Federal Home Loan Hint, I MOW A.23 p NIA 02/10109 A}3 p I'M," 986,875 RNY W.IT 983.12 Fcda.1)tome Lom Bank 1000,000 5.25% NIA 0177109 5.5E 1mp0•WO 999,W3 BNY Western IT 0 Fedard National Mnrtgage A,hrinn 1,000,000 5 21% NIA 0311GN9 5I7% 0 0 BNY Wuacm Tr 99H 750 Peden)Home Um Mn110 IL-Comora0m I'M," 33H' NIA 01/15/09 1a5' 989,210 97150 9NY Weaern it 965,313 ➢Moral Hine,Lnon B it I,OW,Wu 5 507 NIA 0511M109 5 507 I,OO ,000 959 375 HNY Wemern IT 998 750 Fdcrpl Hlame loin Mort,t,a Cmpotulon L.W(I.1(Ip 500% NIA lun-moo, 512% 99a 875 994 110 BNY Wastam IT 0 Pedmal Pit.Cmpl R.nik I O O OM A 25Y NIA 11I18109 4257 I'M OW 993,43H BNY WFamm TV 978,125 Federal Rome Loan Wine 50000o 5W05 NIA 11125109 5110:5 500,000 497,)80 BNY Wunm I 491,781 FatV d llama Lawn Bmk 1.WO 000 130% MIA elnllm9 430% 11HNI tqp 9M.063 BNY Wcstem Tr 979,M1, Federal Hnnm Lil-o,R,mk I OCO CM A 1s% N/A 02f521m A M% 1,t100,Wu 904 Ma BNY Women T/ 976875 Fadevl Home Loan Mange,nvpnr+umm 1 000,000 5.5O,L NIA 03105110 5 5us 1 0 .WO 999 310 BNY Wnuorn rr 0 19 732,450 Long'Icrm lnvG�megt (3 um.to 5 veam Comomm Nam. Goldmm Sack Group lo0 I'M W0 sw0 AA5 01115/11 537E 986.120 a92,9$0 BNY Wunm 7r 99I,6W 986,120 MunO y,c P nr-TLrus Feder)Hui,;Ly in Mort¢aj�e CoMommn '_,_'HO MO 450% NIA usiollln 529% 900,11Y No 667 BNY We,lam Tr %4.G:n ' rodent Hrme Lom Bmk 775,G00 A.75: NIA 10125110 A ss:. 590,262 585,308 BNY We tun Tt M7.438 Foderrl Hnme loin M.H,,,a Cmpmavon mow n50%r NIA o5101111 537% _ l'_QHP 127,322 ➢NY Wcstcrn Tr 13109 1 617.253 V 9 Gov't Ag=nay Scaunocr Pdml Home Lnm Rnnk 1,"coo 5 WTI NIA 07113/10 5 iti n I OW WO Y%M3 BNY Wo,l5rn IT a Failing Rome Latin MnpO'Oe Comurinon 1,50O,OW 5 E57 NIA 02114/12 B 657 1 500,0W 1 497,025 BNY W4.1n11 Te 0 Fm.mmnu Comoration(f1C0) 500,WO 9BOA NIA 0410116 9.10% ¢98.5W 697.655 Nmou➢mil: G98595 2.990.59d •A� Total love td n''iyli 5 79.553 SU 5 79 617 190 9 65,499,G15 lam/ I TREASURER'S MONTHLY REPORT treasrep MISCELLANEOUS AND TRUST ACCOUNTS 4/20/2007 MARCH 31, 2007 Yield Adjusted Par Value Coupon Rating Maturity to Maturiry Cost Basis Category Total Total Invested Cash S 79,553,548 S 79,553,548 $ 79,553,549 Miscallancous Accounts Petry Cash 2,925 N/A N/A open none 2,925 Revolving Fund-Bank of America 6,586 N/A NIA open none 6,586 Trust&Agency-Bank of America 1,452,283 N/A N/A open none 1,452,283 Downpayment Assistance(Housing Fund)-Washington Mutual 33,524 variable NIA open 0 25% 33,524 Workcrb Compensation-Balk of America -7,338 NIA N/A open none -7,338 1,487,980 De osas Held In Trust Time Deposits (FDIC Insured) Downey S&L(Car Cyn Country Club) 67,986 4.93% N/A 2/11/2008 4.93% 67,986 Downey S&L(Donovan Bequest) 13,811 5,12% N/A 6/7/2007 5.127 13,811 Downey S&L(Palmer Cable TV) 5,240 4 97% N/A 1/18/2008 4.97% 5,240 Guaranty Bank(Coyore Springs Apt) 18,032 4 67% N/A 6/24/2007 4.67% 18,032 105,069 `-G'rotal Cash Deposited 5 $1,146,597 i TREASURER'S MONTHLY REPORT frump BOND ISSUE RESERVE, DEBT SERVICE& RELATED FUNDS au20/07 MARCH 31, 2007 Coupon Ymld Adjusted (mwo only) Prior Qn Pu Value Nate 2t 6 Mnhmiy w Malun[y Cast Ba91a Category Total Market Value Soutec Market Value 199IJ97/01104 Cowcnuon Center ATM GOVC=V[&Agent,Nof Pnvate 269894 variable AAA open 487^, 269,694 269,894 ➢NY Weaem Tr 469,165 AIG Iavesnumm Agreement 1.2F0,677 5.36`E AAA I1/01/25 5 3674 1290.673 1 260,673 13N Wamc Tr 1,230,673 AIG lavnwcn[Agreement 1,290,000 6.68Y AAA 11/01/21 6689E 1,2%.000 1,290,0W ➢NY Weunn Tr i'm.000 MBIA mvcswcn[Agreement 3,300,402 5.5s% AAA 11/01/35 55al, 3,30 ,402 3.300,402 ➢NY Wertene Tr 3,3W,402 0,140,969 1992/06 Aupon Caeh 0 0 0 ➢NY Wmcm It 1,119 AIM Shon•Term bwm[,Tmy Prrya[ 1,484,152 vnmble AAA open 4.87T, 1.4946152 1,484,152 TINY Wesuam Ti 1,556.670 1,484.152 1991101 Serie,A-Housing A➢vl Govemmen[&Agency Pore Private 4,192 amble AAA open 4.67Y 4.192 4,192 RNY Weston Tv 4,170 AIG]nvenwene Agreement 468,105 v522'6 AAA 09/01/21 5.22% 468.105 466,105 RNY Westem Tr 468.105 472 297 1994/04 Senen A&R AM Govemment&Agency PonrPnvate 3,326,343 vmuble AAA open 4.87% 3,326.343 3,326,343 RNY Wesmm Ty 3 269,490 M➢Ll luvnwent Agreement 1,651.456 5.17; AAA 09/01/34 517% 1,651,456 1,651,456 ➢NY Wenern Tr 1,651,466 4,W7,799 1996 Muluple GaptW i.rcuicc:Projeq AIM Goveramca[&Agmry PoreF Private 1,171.862 variable AAA open 4 r% 1,171962 1,171,862 ➢NY Wentern Tr 1,101 AMpAC lnmumm[Agn,=mt I,729,689 640% AA 0Q01/27 640-F 1,729,699 1,729,689 ➢NY Wntem Tr 1,729,699 2,901,551 1998 Airport GARB AIG lovenwem Apr -Reecevn 561,221 57094 AAA 01/01/28 570T. 561,ZP1 561,221 ➢NY Weaem Tr 561,21 AM Govemment&Agency Pomr Prince 144,795 variable AAA open 4.87% 144.195 144,195 ➢NY Wv.c Tr 377,650 705,416 r' I TREASURER'S MONTHLY REPORT vewrep BOND ISSUE RESERVE, DEBT SERVICE &RELATED FUNDS 04120107 MARCH 31, 2007 Coupon Yc10 Adiusma (memo oNy) Pnnr Qn Par Value Rota R'ing Mmuuty L.Mnturiry Cos[Ba.8 Category Toc I Mnrket Value Sowce M"ke[Value 1998 Airport PFC AIG BIVeSfinem Aye.=Re,,erve 849 72S 5 70R AAA 01101I2R S 70% R49,728 849.729 BNY Western Tr 849,728 AIM Govcrnmrnt&Agenry Pnnf Prjvn[c 231112 viable AAA open 4.875e 231,112 211112 ➢NY Wes[era Tr 594,691 1996 Mulaple Caplu Wa.tevrater 1,080,840 AIM GOV[em9[nt&A,.,Ponf Prime 548,613 nri.ble AAA open 4871, 546,613 548,613 ➢NY WGtern Tr 303,NU 648,613 1998 Assessment Du=t 155 A&➢ AIM Govemment&Agcoiy Pont Prvate 303,359 vanahle AAA upco 487y, 303,359 303,35E BNY Wetem Tr 305,923 303.158 2001 Avesmcnc EIs[nct 157/158 AIM Gnvcmmenr&Agency PorU Pnvate 176,960 variable AAA op. A.R75 176980 176,980 BNY WeaNm Tr 175,018 176,980 2002 Pork ng Snocuue C.h 3 3 3 ➢NY Western Tr 3 AW Gnvcmmml&Agency Pont Pdvam g3,433 ramble AAA op. 4./,7",B 43,433 43,433 BNY We,,tem Tr 37,78T 43 43f 2004 Avc•:ment pismmr 161 AIM Government&Agency Ponf Private Al 1,918 vailablo AAA open 4.875 411,916 411,918 BNY W,¢m Tr 413,901 411,919 10ig AHeSunmL Duvin 162 AM GOVc=AME&Agmry Panf Pnvn[e 277656 viable AAA open 4.87% 277.656 277.656 BNY Westcra Tr 547.992 2Tf,656 2005 Assessmem Dtivrct 164 AIM Goveruucat&Agcary Pouf Povnre 561,H73 varable AAA open 487% 561873 561,873 BNY Wcstcm Tr 584,760 561,873 Tows $`20,086,858 F 20086.656 F 19.593,944 n� `� I treasrep TREASURER'S MONTHLY REPORT 04/20/07 CALCULATION OF INVESTMENT LIMITATIONS MARCH 31, 2007 Allowable Percentages By Maturity: Minimum Maximum Current Mo_ 1 day to 365 days $8,000,000 N/A. $47,125,145 1 year to 3 years 0.00% 50.00% 33.72% 3 years to 5 years 0.00% 30.00% 6.42% over 5 years N/A N/A 0.62% By Type of Investment: Bankers Acceptance - in total N/A 40.00% 0.00% Bankers Acceptance - single bank N/A 20.00% 0.00% Commercial Paper N/A 15.00% 0.00% Certificates of Deposit N/A 30.00% 3.14% Corporate Notes N/A 20.00% 3.73% Money Market Mutual Funds N/A 10.00% 0.00% Mortgage Pass Tbru's N/A 10.00% 9.70% U.S. Government Agencies N/A 50.00% 36.11% U.S. Treasury Notes/Bonds N/A N/A 1.87% � I Cs� L. 11' y'UV" •� nrs us n< ,���,. Lim .�W�. LI/wL Ivn n: .1 non n:nl rnl cU/n in.nr x�rinrrc� ¢;rn ou�m w-xcrom 1 LP I WJ(L MCOe ON Z,, I eIL I ZLl of n.f uv Mn No O(OI OLUI iLl 6L P 'on WY WO OSOI oful [LI o1 1L1uI No NO I.. PLI oL In l ul WU wuall o sal Pm S. yl/r Lr GL ON-oo;191 91L LLI GE IN 6L OIL CLl of OW UW 66, ZL iL144 KN LL nn F/c LIS LLI ec 69L u[ MO ON ILI st, ILI of It AL OW CIL Lw 11� It vh 4 /r LL nr xLx ... uLl'6L 111 oL eL16L 6C O,n Z "I Ll u[ iron mn NO LL+ LIv ILL oL .11 WO WO ILL u1 ul on 111 rL It Zx[OI LLl nr LIZ uv c rrl RE61 al nr oli ul Or or,IL9 Luu I ILI It IS 14Z LSL - "m nn U/r SW/L LE, [r4 UT6c 1000( --L/Sn IOL CLI e1 un 6L xpI LS61(I (LI It n1 .CZ'SLL(LL - rSC/L nuS ill GL inJ 6C ax4 6Av ILI fi( Iry n[ me Lc ror oz, ZLl nL .1 Ar ILL III UL mL c44 WS LL ZLI e( iuf el SLn lob un LSI/L M6L o Ir i4/r Irl 6( JWwu ih -LIYL 9OS LL -- iLZ U ILl'6C LLI ILI o1 I I I eL o No u womm PIS AT100S 1nl - ING 6L WJ uw fol yI/r L9C u[ Con w III L(I OL IzL On i nL J cc -LI/C OZl of of IC ILI o[ 111 o� - nrtL LS' iLl^( .IIn1 0 Lc yI/C SI16f o:n Sn LOC iCc ZLI nL C,/C non Of Sr - r{I nL I,No 1 ccI/r IL I GL zwIn d n4 Ivop%xFUQ On ux n' np rvinnW dfnunyy 1nV OOIIIOIu,XIu uuI'q,olq