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HomeMy WebLinkAbout2001-08-07; City Council; 16303; Report on City Investments as of June 30, 2001CITY OF CARLSBAD -AGENDA IB# UlTG. 1d,363 TITLE: 53-7-o I REPORT ON CITY INVESTMENTS AS OF JUNE 30,200l IEPT. TRS CITY MGR:q RECOMMENDED ACTION: Accept and file report. ITEM EXPLANATION: The City’s Investment Policy requires the City Treasurer to report to the City Council on a monthly basis the status of the City’s pooled investment portfolio. A quarterly report is also required for the investments of bond proceeds held separately. The City’s pooled investment portfolio as of the month ended June 30, 2001 is summarized below. Pooled Investment Portfolio (Cash and Securities) Par Value Cost of Investments Amortized Cost (1) Market Value (2) Current Month Prior Month 366,466,541 364,416,809 366,808,667 364,736,806 366,507,748 364,437,759 370,857,300 369,044,512 (1) The cost of investments adjusted for amortized premiums and discounts. (2) The amount at which the investments could be sold. Source of market values is Union Bank of California’s custodial report as of 6/30/01. The equity portion of the various funds at the amortized value of the total portfolio is summarized below: Fund Equity in Pooled Investments Cash Balance by Fund: General 61 a781 a982 Special Revenue 24;545;943 Debt Service 1,713,369 Capital Projects 146,976,283 Enterprise 108,549,669 Internal Service 12,875,903 Agency Funds 10,830,589 Reconciling Adjustments (765,991) Total Treasurer’s Investment Portfolio at Amortized Cost X6,507,748 Fund equity balances are restricted for various purposes as listed above. See Exhibit 7 for a more detailed breakdown. PAGE TWO OF AGENDA BILL NO. 1 &I I 303 Pooled Investment Interest Income II Cash Income Fiscal Year-to-Date * Current Month FYTD 19,875,971 Prior Month FYTD 18,438,848 Current Month Income I.4373123 *The cash income received is adjusted for any accrued interest purchased. Pooled Investment Performance/Measurement April 2001 May 2001 June 2001 Average Life /Years) 1.61 1.84 1.76 Average Yield 6.12% 6.05% 5.98% Modified Duration 1.43 1.62 1.56 All pooled investments have been made in accordance with the City’s Investment Policy adopted January 2, 1985 and last revised January 9, 2001. All investments were initially made in accordance with the City’s Investment Policy. Events subsequent to the purchase might have resulted in some investments not being in compliance with the current policy. These events are typically a change in the City’s Investment Policy, a change in the credit rating subsequent to a purchase, or a temporary reduction in total portfolio assets. See Exhibit 8 for details. The pooled investment portfolio has the ability to meet the City’s cash flow demands for the next six (6) months. In summary, the City’s investments of bond proceeds held separately as of the quarter ended March 31, 2001 is as follows: Par Value cost Investment Portfolio for Bond Proceeds Current Quarter 9,377,463 9,377,463 Prior Quarter 9,370,559 9,370,559 All investments of bond proceeds have been made in accordance with the City’s Investment Policy and the trust indenture for each issue. 02 PAGE THREE OF AGENDA BILL NO. /b I 303 EXHIBITS FOR POOLED INVESTMENTS: 1. 2. 3. 4. 5. 6. 7. 8. 9. Investment Portfolio Breakdown By Amortized Cost, Market Value, Cash Income, and Average Yield Investment Portfolio Breakdown Of Maturities Yield Comparison Graph Cumulative Cash Income Graph Fourth Quarter Transactions Detailed Investment Report Fund Equity in Pooled Investments Corporate Note and Commercial Paper Ratings Percentage Weightings By Corporate Note Issuer EXHIBIT FOR INVESTMENTS OF BOND PROCEEDS HELD SEPARATELY: IO. 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Om Om Om Om Om Om O- Om OOOOOOO-OOOOOOOWOO N- szg %zS 5 s --C9N P, N 7 N L,, N N ta, - m - F ‘6 N- ‘F- O- N- N- N- N- .-- 0‘ ‘6 c-6 ‘-+-ii N- N- d .-- N- N- 8 m- ; %‘ f zzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzzz oouoooouooooooooooooUOOOUOUOOOOOOOOO 0000000 “8888888X~XBXX twwu7muluJwmmw~wm~muJww 0000000000000000000 8 8% 00000000000000000000000000000000000 NNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNNN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . =*=~~~~~wrm~wrrrrr-w~~~~ww=~~ww~~~ .--rrr.-N.--7----OP, W~W.O........NN~~..~~~~~~~~~~~~~~~ m-07*mwlcr-m u3u7wwwf-omm-wwa-t~-t Id EXHIBIT 7 Fund Equity in Pooled Investments AS OF JUNE 30,200l Cash Balance by Fund: General Special Revenue Debt Service Capital Projects: General Capital Construction Traffic Impact Fees Public Facilities Fees Park Development Transnet Taxes Drainage Fees Special Districts Other Capital Construction Enterprise: Carlsbad Municipal Water District Sewer Fund Solid Waste Golf Course Total Total Internal Service Redevelopment Funds (1) Agency Funds Misc. Special Funds Total General Ledger Balance ** Reconciling Adjustments Total Treasurer’s Investment Portfolio at Amortized Cost 61,761,982 24,545,943 1,713,369 10,695,608 5,199,526 30,936,794 7,819,043 11,547,343 7,073,370 66,009,226 7,695,374 146,976,283 47,119,203 56,059,212 3,350,466 2,020,788 108,549,669 12,875,903 0 10,830,589 0 367,273,736 (765,991) 366,507,748 (1) Redevelopment Fund Balances are interspersed throughout all funds. ** Figures based on best estimate at the time report run on 7/10/01 /3 CITY OF CARLSBAD INVESTMENT PORTFOLIO AS OF JUNE 30,200l CORPORATE NOTE AND COMMERClAL PAPER RATINGS Corporate Note Investments Meeting the Current Investment Policy: (Ratings must be AA or better by both Moody’s and S&P) ABN AMRO BANK ALLSTATE FINANCIAL AMERITECH CAP ASSOCIATES CORP BAYER CORP BAYER LND BANK CITICORP CITIGROUP COMMERCIAL CREDIT CO DEAN WllTER DISCV DUPONT GENERAL ELECTRIC CAPITAL HEWLETT-PACKARD JERSEY CENT P&L MERRILL LYNCH MORGAN STANLEY DEAN Wll-fER NATIONAL RURAL UTILITIES NORTHERN ILL GAS OHIO BELL TEL PITNEY BOWES INC SBC COMMUNICATIONS SOUTHERN NEW ENGLAND TEL SOUTHWESTERN BELL TOYOTA AA3 AA- AA2 AA+ AA3 AA- AA3 AA- AA2 AA AAi AiA 2; $1 22: ;I AA3 AA- AAA AAA AA2 AA- AAA MA AA3 AA- AA3 AA- AA3 AA AA1 AA AA2 AA- AA3 AA .AA3 AA- AA3 AA- AA2 AA- AAA AA1 Commercial Paper Investments Meeting the Current Investment Policy: (Ratings must be Al/PI or better by both Moody’s and S&P) (Ratings of other debt must be AA or better by Moody’s or S&P) Investments with Subsequent Changes in Credit Rating * Latest Carrying Moodv’s s&eMaturitvDatePurchased BANC ONE CORP AA3 A 03/25/02 AA3iAA- 999,686 1,017,690 CAMPBELL SOUP CO AA3 A+ 10/01/03 AA3/AA- 4,806,643 FIRST USA BANK AA2 A+ 12/03/01 AAUAA 2,001,668 KAISER FOUND HSP A3 A 11/01101 AA3iAA 881,627 NORWEST AA2 A+ 03/01102 AA3lAA- 2,616,812 ST PAUL CO Al A+ 08/l 3101 AA3iAA 1,000,130 WACHOVIA CORP Al A+ 07/I 5105 AA3/AA- 4,020,716 EXHIBIT 8 Market 4,979,410 2,015,300 865,693 2,653,210 1,003,140 4,153,480 l The City’s Investment Policy allows the City Treasurer to determine the course of action that would correct exceptions to the policy. All of these investments are paying interest at the required times. The principal of all investments are considered secure. It is the intent of the City Treasurer to hold these assets in the portfolio until maturity unless events indicate they should be sold. CITY OF CARLSBAD INVESTMENT PORTFOLIO AS OF JUNE 30,200l EXHIBIT 9 PERCENTAGE WEIGHTINGS BY CORPORATE NOTE ISSUER ABN AMRO BANK 4,228,884.98 ALLSTATE FINANCIAL 8,024,601.35 AMERITECH CAPITAL 1,843,969.81 ASSOCIATES CORP NA 10,945,308.13 BANC ONE 997,870.OO BAYER 1,291,375.00 BAYER LND BK 515.512.50 CAMPBELL SOUP CO 4,695.372.02 CITIGROUP 6,780.970.00 COMM CREDIT 4,197.556.00 DEAN WITTER DISCV 2,950,553.97 DUPONT 1.168.073.48 FIRST USA BANK 2,039,195.w GENERAL ELECTRIC CREDIT 4.005.826.08 HEWLETT-PACKARD CO 7,301 s835.93 JERSEYCENTPBL 2.974,560.00 KAISER FOUD HSP 954.18750 MERRILL LYNCH 9,272,283.27 MORGAN STANLEY DEAN WITTER 11.707.255.03 NATIONAL RURAL UTILITIES 1.731 Jl47.96 NORTHERN ILL GAS 715,349.40 NORWEST 2.759.728.00 OHIO BELL TEL 1.947,308.26 PITNEY BOWES INC 1.919.298.74 SBC COMMUNICATIONS 4,058.275.56 SOUTHERN N/EW ENGLAND TEL 1,113,832.90 SOUTHWESTERN BELL 1,053,950.00 ST PAUL CO 1,004,920.00 TOYOTA 2,012,800.00 TRAVELERS GROUP INC 1,105,341.85 WACHOVIA CORP 4,023,404.94 Investment Cost Percent of Portfolio* 1.15% 1.64% 0.50% 2.98% 0.27% 0.35% 0.14% 1.28% 1.85% 1.14% 0.80% 0.32% 0.56% 1.09% 1.99% 0.81% 0.26% 2.53% 3.19% 0.47% 0.20% 0.75% 0.53% 0.52% 1.11% 0.30% 0.29% 0.27% 0.55% 0.30% 1.10% Total Portfolio $366.808.667.31 ” No more than 5% may be invested with a single issue. EXHIBIT 10 88% f d d & >” f23,r; ii c$- ni w P