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HomeMy WebLinkAbout9/16/2009 - STAFF REPORTS - 2.E. �o pALMsp� iy c �l N w ,s 'C, �OPro..re %° w q�'F01114p City Council Staff Report DATE: September 16, 2009 CONSENT CALENDAR SUBJECT: TREASURER'S INVESTMENT REPORT AS OF July 31, 2009 FROM: Geoffrey S. Kiehl, Director of Finance and Treasurer BY: Department of Finance and Treasury SUMMARY Attached is the Treasurer's Investment Report as of July 31, 2009- The report includes the face value and coupon rate (if applicable) of the investments and the source for the market value estimate. The City's total invested cash is $100,776,532 plus $22,843,346 in bond issue capital projects, reserve and debt service funds. The market value of the invested cash is $101,502,472. RECOMMENDATION: Receive and File Treasurer's Investment Report as of July 31, 2009. STAFF ANALYSIS: The attached 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, debt service and related funds. 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 ($500,000, 4116/18, 9.8%) exceed the 5 year limitation on maturities (Detail of Investments, Long Term Investments, U.S. Govt. Agency Securities). The investment in question was purchased prior to the adoption of the 5-year limitation. Since it appears to represent no additional risk either because of credit-worthiness or liquidity, earlier councils decided to allow it to be retained in the investment pool because the yield is higher than attainable City Council Staff Report September 16, 2009 — Page 2 Treasurer's Investment Report as of July 31, 2009 under current market conditions. We recommend that this exception to the policy be continued. The weighted average maturity (WAM) of the portfolio is 198 days. The maximum WAM allowed by the Investment Policy is 1095 days. The current portfolio and expected revenue cash flow will be sufficient to meet budgeted expenditure requirements for the next six months and the foreseeable future thereafter. FISCAL IMPACT: None Geoffre)rS. 6ehl, Director of Finance and Treasurer Attachments: Treasurer's Investment Report trc&SMp CITY OF PALM SPRINGS 827/2009 TREASURER'S MONTHLY REPORT Si]MMARY OF INVESTMENTS DULY 31, 2009 On Call Oc osils Adjusted Basis Category I mal Pcrcemage Checking Account S -1,475,322 Scale Pool 80,000,000 Y 78,524,67$ 77 927 Short Tenn Investments (I year or less) Mortgage Pius-fhrus 1,701,243 Time Deposits 1,846,5011 3,547,743 3 52% Medium Term Investments (1 year to 3 ears) Corporate Notes 2,7$5 430 Mortgage Puss-Thins 1,420,087 U.S.Gov't Agencies 7,000,000 11;05,517 11 12 Long Term Investments (3 years to 5 years) U-S-Gov't Agenmee 7,498,594 7,498,594 7.44% $ 100,776,532 100 007 '"Some investments made prior to the implementation of the current Investment Policy exceed the 5 year limit. �1 Irr�srxP TREASURER'S MONTHLY REPORT e127!!_>fIG3 DETAIL OF INVESTMENTS JULY 31,2009 Cwpan Y,S ld Adrveicd (memu mdp) pmrQlr Pc Val Y Ra[a Ruhr4 Vamaly iDW ww Cost Bass Catcgnry Tal9 Aimkcl VuWe S.e hlvl.cl Galuc On Cu0 F1L2wns Checkmy Bo ofAmee,- 5 NIA vWsble AAA open 0151, 5 1,475,322 S 1,475.322 5 4.M,053 Local Agency b,ea Fwd(L.91F) SO,O .WO wable }rA epen LNil. 80,( .mo 80,104,379 LNF 80,146363 18,524,678 Short Term hnx•rmenls I cr-or[as) .l[aayoe}Pz,s-TMv Federal Home Loa Vmpp Corpamhmr 5'.0,COG 450. NIA 09.•ll1A79 o17Y. 26,6]1 34.521 BNY Western Tr 90,172 Fedcml Home Loan Slongaee Corparahmi 3,W0,600 05035 N!A 1ClN149 >4335 [43,747 148,619 BNYI'7eslem Tr 154,185 Fxdeml Home lean 4lmlgagx Cmpemhrm 2,050,C00 45f 1. N!A la))b 9 501% 191,918 194,317 BNY IVbs4m Tr 21D,079 Fedend Nohmal LMW,.,A ecmh. 2,7003" 4RN. WN alA)]1110 49l% M3,192 265,718 BNYW,stem Tr 280,405 Federal Nohmsl Nl -.,As®nehen 2,500,m 4.5W.. NA aJOl110 446% 3AO52 312,693 BNYWwe.Tr 334,862 Ped.ra[HumeL Cnrpamhw 1,455,CW 4501. NIA onit10 5221 200,L•25 218,214 BNYWeslem Tr 210,261 FLdeml Nnhcoal Aicaea,Assenabon ],D30,Cs10 40U,. N.•A aLblld0 o12°i5 170,678 182.089 BNY WeY.ern Tr 195,669 F�dcrul Hume Los MMp.,e Corp,rehrm 2,230,CW 4510,5 KIA 0].4]1t10 ,293. 406421 434?07 BNY 09eswm Tr 470,144 ],TOI?43 Tmie BePos4s CD.4ecmiel Rc."Se oe ICBARS) wo,CW 3OfN.. AAA 07116•Y19 300" a 0 Pnlm➢cxrl N.1 Hank 940,oW CD.4ccem1 Reps"Sery (CBARS) A765W 2 NSA MAIM 23]°.; 5.16,5W 9G,5C0 PA Dcszrtl•_. Had. 905 W C➢Acee.v4 Remw,Se .(CBARS) 9A,aW 160% .AAA 07RAB1 161°l 9'o,CW 940,ODO h]m D,. N_. Hank a 1p6,500 A4�nm Tema]n•e•hnmis []year[0 3}ems) Cmpmott tialae PreB.Ferga$Campwy Rw.o ] 3.98% AA- kC29.40 4.20"/u 795,1E-0 819,368 Bob R'e•lem Tr 8[5,136 SBC Ca mmrenhms be i,COJ,OG] 5.305'° A W15110 5 17% k,04,150 1.041,020 H\Y',L•e,[ern Tr 1038,210 Wdna=-n S.eLu Goep,N, 13C roW 5.0./"/° A Mull] 5.37% -86,120 1,037,330 MY71•a[xm Tr 1,027,510 2,78,,4]0 hlanyagx Pass.TLrus Fedval Hane Lamhiaagage Cmp�l•on 1j70,OW 5.00% WA @bY AU 5.]5Yo 253,IN 265.291 B\Y W.t.Tr 276,858 Fedad Nmional MorLSVc Asmciahcn 50$oW C Wib NIA 10 HAa 4.95!'° 114,914 143,800 BIYWW,I.Tr 1,2,621 Fcd,d Home Lao.Bmk 775,OW 475'.6 NIA 10t25t10 4.88!'u 400.244 421,416 Tr 434.443 Federal Home Loan ModgkL Cerpm.lwn I,015,552 4naio NIA 02A .'Ll 5.24% 291,%3 314,911 BNWW9.L.Tr 334,449 Federal Hane Loan Mf dgaec Cmpexnan 695,W0 40Ro NIA 0 .W.Al 5.22% 255,225 277.349 BNYLS@.,kem'fr 287,W0 Fed..-ral Home Lash hfortgsEe Cc--pnatwn 21-.7p00 450in NIA 05171.s[] 5.17% 73,697 78.226 DIN 8W t.Tr 82,272 1,4M,097 r� ] 5,cp TREASURER'S MONTHLY REPORT 82712W3 DETAIL OF INVESTMENTS NLY 31, 2009 Ccv�n Told Adj.kd (memo udy} Paar Qv Par Value P.ma 1Lm¢g Flamm t.Mm-it, Cell➢.. Cabsry TVd ➢f A� Yalu Source Market Wa US Gott Accay Ssvntixs Fxdeml Hame Lns Baal 1,0W,OW 410% NIA CS-2411 1 410:i 1,C%003 1,031,8b ➢NY WV ,tem Tr 1,033,125 Fedeml Honc Lan Hank k,CW,Op] 4 134: N1A C gVl1 4 ON 1,C0,003 1,031,8b ➢\Y SVe.[vn Tr 3,033,438 Fademl Faan CrcdA➢anl, I,CW,ON 41". NIA 071M111 4[MI. 0 0 ➢WWmtan Tr ],0W,625 Fedeal Hume L,-rBauk 2,00,0N 55011, MA 07l27111 5oov. 0 0 ➢NY W.rt.m Tr 2,ON.5W FwtrwIN..L,; Ba.& I,CW,ON 5oG% WA D?Mll1 5'M ❑ 0 ➢SYWMe .Tr ]00;,750 Fedcml Fawn Credo]➢a-& I,C09,ON 4Dn" NIA Mel ill 4C0?5, l,CU0,C a [,0093S BNY We W.Tr ]W3,750 Fedeal Homu L., B k I,CO$OW 325% NIA 1]AM]1 325V. 1,N0,C08 I,014363 ➢M WIV t.Tr 1,017813 Fedeml Homc L.➢aak I,CO3ON 4WIS NIA 0933112 4WV. LIC-3W0 I,08,125 ➢NYIVc=tunTr 1.010,625 Fedeml Han.Lour Mmlgag.Curpamhm I,COB4O 402o NIA M135.92 4@Yo I,ND," 1,027940 ➢NYIVcnamTr 1,030,120 Federal Hane Leer Haul. I,C000N 2.SOi8 NIA MIM112 2.50'.i I,NO,C09 l,CA1,375 BNYWc,cm Tr 1,003,PYJ 7,Oe0,N0 f Lnoe Term]ovcslRrnt i (35eJ�ta Syears) ❑.S CDVLAaevGe&-Tano FeMcud Hume Lour MmgaSc Cur[ mhrm 2,N,GW 275% NIA [2124.92 275% 2,OCO,WO 2,N5,5N BNYWestem Tr 2,CW 520 Fed mW I[umc Lomr➢a-d, ],L aw 2.3W. NIA 12124,112 2.M. 1000,W0 k,Ng938 BNY1Vestem Tr 999,C58 Fedcml➢ane Lo.MW Sa Corpamhm ]G Cw 2 NIA 1212&-12 2.5W. 1,0000D ILWS,C0 BNYW'e ,mTc I,07,120 Fedeal Nah..l Nl� pA..mlma ]Wolf 305% NIA 0I.V2113 3.05°.., ],0W,N0 BNY WL' mmh 0 Feeral Hame Lr.Mml nCarpamhm 1,000003 2.251,10 NIA 018CA3 225% 1,mq 992,520 BNY LVx7em Tr 0 Fzdeml NohcaWWlpp A..mhco ],CFlp,00] a.0]:o NIA MUM 4.00I,"u ],OCO,D.90 I,WI,25❑ BNY IV.Ixm Tr 0 Fm.nc S CorFs,hao(FICO) 5W,CW 988:o NIA 04,MILS 9.80% 4N ,594 707,5W NahomBmk 692,969 7,493,5N4 Tci]]oves:ai Cash S 160,774,532 S 101,b2,472 S I09,1833884 TREASURER'S MONTBLY REPORT treasrep MISCELLANEOUS AND TRUST ACCOUNTS V2712009 JULY 31, 2009 Yield Adjnsled For Value Coupon Ra1nrg Maturity Io Mahirih, Cost Bases Category Total Total Inv sLcd Cash $ 100,776,532 $ 100.776,532 5 100,776.532 Misccllaneom Accounts Peay Cash 3,900 NIA NIA open none 3,900 Revolving fund-Bank of America 13,862 NIA ARIA open none 13,862 Tnis[&Agency-Bonk of Amenca 1,195,548 NIA AVA open none 1,195,548 Dosanpayment Assestance(Housing Hurd)-Washingrnn Mutual 33,652 001% N1A open 0011/. 33,652 Workers Compens almn-Bank of Anrerica 8,231 NIA NIA open none 8,231 General Liability-Bank of America 29,594 NIA NIA open non: 29,594 1,284.787 Deposits Held In Tnu1 Time Beposils (FDIC hvcured) Gnaraoly 13 mil:(Coyote Springs Apo 20,372 1.99% NIA U2412010 2 00% 20,372 20.372 Total Cash Dcposiled $ 102,481,691 M TREASURER'S MONTHLY REPORT vxavr.P BOND ISSUE RESERVE,DEBT SERVICE&RELATED FUNDS cunpm9 JULY 31,2009 Cv n }Ad 6'9•hd (m monh) NorQlr Nrtlax M. Ralug N�t 1.hr., Co-[Hau Calecop Taal Vasa V,c S"� NA A%W1 199I.W.M M Cngs Cml.r A1M11 Gmm & cpm 0.W% s,gA),424 �09424 IM 14'e'-r.Tr 5,869.i92 3139.424 I PWL A.p l AIM1SGaa�.vlSAmq VaRrNwla 3.060,010 004% I.W.0, 1.a4{C65 RV W' i.r Tr US94S5 IiNW15msB Honig TL1[Grxrrunl&A-m:s fte Fnrale 317,4T 'a tl,!c ACA ryrn 0.0l4. 811,547 U7547 HW Wag—Tr 472433 327,a 11 19)4.C4 8en-sA&9 AW GT:rm.ol&ivy Po ?rn Il 3.331,293 "-bit AC4 roT 0M; 3.3n.193 lli,293 ➢W W4�.Tr 3,o 1 U67 1S58-R8 Aires Pi C AMC ,.—m L Anmx Md Prnac [,183p53 ."It .1.i1 can ON", 1,110,0o3 1,mj.m3 9WWV .Tr '-AM 1,F83,R] 1998.L.ssVw.n:Rya 155 ARFl AW Cvsmmm LAc m'Rne P.-- 289eU2 sarnhit .LC4 9,n 061•e 219.602 259,602 R\Y 1V.• .r 2A9.591 289.02 1CAI Ae K-wro➢ilina 157 1 AR1 Gnx r&A,.,,AW P.1 1ET" 6 ,-bin OW:, 1•7.026 l8],026 OW Wl.Tr Ib1,018 187,01E 2002 P. SI .wr Cash 3 1 13NY 41'a m Tr NM Gasemrnm 4 Aycn&nFPms 9558 .aoblc LLC 9,Yn 0 Wb 9,o5A 9,556 ]NZ Wl.PT 11129 9"61 100V 4s.:snrt➢u1n.1161 NM11 Gosemm=l S.Ss�++PcrlCPniss 411775 n hl- .fA.4 ON% 4l2.iic 412.771 l3hY ll'� TT 412.7,E 4123M 211N Gislrnl 162 NM11Gosnn.,&A�NNFN%s W 161,]34 5anabl: "I. 351.M 1fi 1.7L 6hY ll':=I=TT 161,728 161,134 lbA A:..:.—m Gs+r-1 I61 ,SL54 Garm�alS 4gmn Fe'CM'3w 1E7,5N i-- ablt R.SA 0."i. 167.5e9 367.51) 3h7lt.-nem TT 367.514 WJ19 -lOil M1frr�td P.v5tt1 A I&92 ALVGrx�184mcs Noun.. P455,515 ,-r±ny k1AA c4.c 0.05'e >_455.g6 1,495,50 ➢hY Wc4n Tr 7955.261 S,OVJ46 Y•YARehldu.3l�x Rz%trax AW GO,xrmml&Asmn FonIPTlrala U O.Wi- 31 22 IRT WS ,I.Tr 32 32 INS,L-pa PFC R:,,A� Mt Ca-3 w R Aem.p P..f Frisaln &N.141 s_-n.''.'x A4A cps 0.0:} 6.i 141 648,14[ ➢HYW'0,oTr 646,141 614.141 T.ia S 22,843,A6 5 22}43 m 5 23,119.Al treasrep TREASURER'S MONTHLY REPORT 08/27/09 CALCULATION OF INVESTMENT LIMITATIONS DULY 31, 2009 Allowable Percentages By Maturity; Minimum Maxnnum Current Mo. 1 day to 365 days $8,000,000 NIA $82,072,421 1 year to 3 years 0.00°% 50.00% 11.12% 3 years to 5 years 0.00% 30.00% 6.95% over 5 years NIA NIA 0.49% By Type of Investment: Bankers Acceptance - in total NIA 40.00% 0.00°% Bankers Acceptance - single bank NIA 20.00% 0.00% Commercial Paper NIA 15.00% 0.00% Certificates of Deposit NIA 30.00% 1.83% Corporate Notes NIA 20.00% 2.76% Money Market Mutual Funds NIA 10.00% 0.00% Mortgage Pass Thrus NIA 10.00% 3.10% U.S. Government Agencies NIA 50.00% 14.39% U.S. Treasury Notes/Bonds NIA NIA 0.00% 00