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HomeMy WebLinkAbout2006-03-07; City Council; 18464; Report on City Investments as of 1/31/06CITY OF CARLSBAD - AGENDA BILL 18,464AB# MTG. DEPT. TRS 3/7/06 TITLE: REPORT ON CITY INVESTMENTS AS OF JANUARY 31, 2006 DEPT. HD: CITY ATTY CITY MGR: QUJ O QC O.Q. U < Uzr)o U 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 January 31, 2006 is summarized below. Pooled Investment Portfolio (Cash and Securities) Par Value Cost of Investments Amortized Cost (1) Market Value (2) Current Month 514,809,664 514,835,277 513,956,111 508,751 ,859 Prior Month 511, 927,121 51 1 ,996,947 51 1 ,034,607 505,957,352 (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 01/31/06. The equity portion of the various funds in the total portfolio is summarized in the graph below. Fund balances are restricted for various purposes. See Exhibit 7 for a more detailed breakdown. FUND EQUITY IN POOLED INVESTMENTS (Dollar Amounts in Millions) Special Revenue 34.4 .Capital Projects $ 228.6 General $63.3, Other $-2.64 Internal Service$20.6 Agency $25.3 Enterprise$144.4 Total Treasurer's Investment Portfolio at Amortized Cost $513.96 Million PAGE TWO OF AGENDA BILL NO. Pooled Investment Interest Income Cash Income Fiscal Year-to-Date * Current Month FYTD 10,549,047 Prior Month FYTD 8,475,409 Current Month Income 2,073,638 The cash income received is adjusted for any accrued interest purchased. Pooled Investment Performance/Measurement November 2005 December 2005 January 2006 Average Life (Years) 2.18 2.10 2.01 Average Yield 3.93% 3.95% 3.99% Modified Duration 2.002 1.933 1.852 All pooled investments have been made in accordance with the City's Investment Policy adopted January 2, 1985 and last revised October 18, 2005. 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. EXHIBITS FOR POOLED INVESTMENTS: 1 . Investment Portfolio Breakdown By Amortized Cost, Market Value, Cash Income, and Average Yield 2. Investment Portfolio Breakdown Of Maturities 3. Yield Comparison Graph 4. Cumulative Cash Income Graph 5. Third Quarter Transactions 6. Detailed Investment Report 7. Fund Equity in Pooled Investments 8. Corporate Note and Commercial Paper Ratings 9. Percentage Weightings By Corporate Note Issuer Department Contact: Nancy Sullivan (760) 602-2473 nsull@ci.carlsbad.ca.us EXHIBIT 1 CO CJ OQ Q UJ UJ a UJ UJ CJ oc UJ _o CL oo IO oq o' g oLL ocoOL ir— UJ D INVESTM^m CO_i o o jj^ o 8 CN •s ANUARY 31rf u. O < ^i •sLLJ INCOMa: COss-J K V QC I L**n* COoCJs p QC i ^ ^OQ 5 r\ 0) mC +* S3S S 1- I- o > £ cos UJ ARKET VALU2 j_o CL O 2 c ^3 O £ cO (0o0a UlN CC 0 ^K ^^. 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IDin Q S?mCM "' < i-b DI cDC LU Z)z oLU LU C3 CO b w D- Q< -I O DC LU O O § zzzzzzzzzzzzoooooooooooo CD CO oo I o CO CD CO tr 2a:oo LU mco P§«nCO Q- < Q 1 O DC O /-kLU -i U o Q_ ^ LL LL LL ty o z < < < o o o o o o DCCJ O O O O O O Oo o o o o o ~CM CM CM CM CM CM in in in in in ooooooooo EXHIBIT 7 Fund Equity in Pooled Investments AS OF JANUARY 31, 2006 Cash Balance by Fund: General 63,345,790 Special Revenue 34,444,677 Debt Service 2,981,944 Capital Projects: General Capital Construction 51,859,071 Traffic Impact Fees 11,056,895 Public Facilities Fees 39,764,477 Park Development 4,285,899 Transnet Taxes 7,274,438 Drainage Fees 10,098,210 Special Districts 80,959,954 Infrastructure Replacement 22,812,918 Other Capital Construction 481,599 Total 228,593,463 Enterprise: Carlsbad Municipal Water District 54,220,170 Sewer Fund 61,158,587 Solid Waste 6,341,088 Storm Water 637,362 Golf Course 22,078,943 Total 144,436,151 Internal Service 20,618,253 Agency Funds 25,313,340 Redevelopment Funds (1) 0 Misc. Special Funds 0 Total General Ledger Balance ** 519,733,618 Reconciling Adjustments (2) (5,777,508) Total Treasurer's Investment Portfolio at Amortized Cost 513,956,111 (1) Redevelopment Fund Balances are interspersed throughout all funds. (2) The Reconciling Adjustments consist of differences between the General Ledger which is prepared on an accrual basis and the Treasurer's report which is prepared on the cash basis. Accrued Interest, amortized premium or discounts and outstanding checks and deposits in transit are not included in the Treasurer's summary. Differences between the time journal entries are posted and the time this report is produced may also be a component of the adjustment. ** Figures based on best estimate at the time report run on 02/07/06 EXHIBIT 8 CITY OF CARLSBAD INVESTMENT PORTFOLIO AS OF JANUARY 31, 2006 CORPORATE NOTE AND COMMERCIAL PAPER RATINGS Corporate Note Investments Meeting the Current Investment Policy: (Ratings must be AA or better by both Moody's and S&P) ALLSTATE FINANCIAL ASSOCIATES CORP GENERAL ELECTRIC SECURITY CAPITAL - GE WORLD SAVINGS BANK Moodv's AA2 AA1 AAA AAA AA3 S&P AA AA- AAA AAA AA- Commercial Paper Investments Meeting the Current Investment Policy: (Ratings must be A1/P1 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 * Moodv's CREDIT SUISSE MORGAN STANLEY DEAN WITTER AA3 PACIFIC BELL SBC COMMUNICATIONS Latest Carrying Market Maturity Date Purchased Value Value AA3 AA3 A2 A2 A+ A+ A A 04/18/07 04/15/06 08/15/06 05/02/06 AA3/AA- AA3/AA- AA3/AA- AA3/AA- 4,071,904 1 1 ,603,737 7,072,536 1,998,917 4,035,400 11,626,216 7,056,100 2,003,820 * 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. A3 EXHIBIT 9 CITY OF CARLSBAD INVESTMENT PORTFOLIO AS OF JANUARY 31, 2006 WEIGHTINGS FOR CORPORATE AND FEDERAL AGENCY ISSUERS PERCENTAGE WEIGHTINGS BY CORPORATE NOTE ISSUER ALLSTATE FINANCIAL CITIGROUP ASSOCIATES CORP CREDIT SUISSE GENERAL ELECTRIC CAP SECURITY CAPITAL MORGAN STANLEY DEAN WITTER SBC COMMUNICATIONS PACIFIC BELL WORLD SAVINGS BANK FSB Investment Cost Percent of Portfolio* 1,995,651.84 0 2,000,784.90 4,270,881.12 15,445,257.01 3,380,298.92 11,680,494.15 1,978,738.00 7,593,579.83 2,999,689.80 0.39% 0.39% 0.83% 3.66% 2.27% 1.86% 0.58% PERCENTAGE WEIGHTINGS BY FEDERAL AGENCY ISSUER FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN MORTGAGE CORP FNMA DISCOUNT NOTE FEDERAL NATIONAL MORTGAGE ASSOC Investment Cost Percent of Portfolio** 8,990,343.30 166,380,081.83 139,051,435.04 9,659,665.28 102,153,712.62 1.75% 32.32% 27.01% 1.88% 19.84% Total Portfolio * No more than 5% may be invested with a single corporate issuer. **There are no percentage limits on federal agency issuers. $514,835,277.23