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HomeMy WebLinkAbout2007-05-01; City Council; 18978; Report on City Investments as of March 31, 2007CITY OF CARLSBAD - AGENDA BILL AB# 18,978 MTG. 05/01/07 DEPT. TRS REPORT ON CITY INVESTMENTS AS OF MARCH 31, 2007 DEPT. HEAD ^J//Y CITY ATTY. Z// CITY MGR. 72S> 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 March 31, 2007 is summarized below. Pooled Investment Portfolio (Cash and Securities) Par Value Cost of Investments Amortized Cost (1) Market Value (2) Current Month 539,437,516 538,996,610 538,735,689 536,909,295 Prior Month 539,840,496 539,101,341 538,750,548 536,992,635 (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 3/31/07. FUND EQUITY IN POOLED INVESTMENTS (Dollar Amounts in Millions) General$67.9 Special Revenue 6.8 Other $1.0 Capital Projects $ 246.1 Internal Service$22.6 Agency $24.7 \ Enterprise $139.6 Total Treasurer's Investment Portfolio at Amortized Cost March 31,2007 $538.7 Million FOR C/7TCLERKS USE ONLY. COUNCIL ACTION: APPROVED D DENIED D CONTINUED D WITHDRAWN D AMENDED D CONTINUED TO DATE SPECIFIC D _ CONTINUED TO DATE UNKNOWN D RETURNED TO STAFF D OTHER - SEE MINUTES D Council accepted the report DEPARTMENT CONTACT: Nancy Sullivan (760) 602-2473 nsull@ci.carlsbad.ca.us PAGE 2 of AB REPORT ON CITY INVESTMENTS AS OF MARCH 31. 2007 Pooled Investment Interest Income Cash Income Fiscal Year-to-Date * Current Month FYTD 16,514,103 Prior Month FYTD 14,678,199 Current Month Income 1 ,835,904 The cash income received is adjusted for any accrued interest purchased. Pooled Investment Performance/Measurement January 2007 February 2007 March 2007 Average Life (Years) 1.83 1.75 2.02 Average Yield To Maturity 4.41% 4.42% 4.44% Modified Duration 1.669 1.604 1.833 All pooled investments have been made in accordance with the City's Investment Policy adopted January 2, 1985 and last revised February 13, 2007. 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 2007 is as follows: Investment Portfolio for Bond Proceeds Par Value Cost Current Quarter 24,907,078 24,907,078 Prior Quarter 27,634,167 27,634,167 All investments of bond proceeds have been made in accordance with the City's Investment Policy and the trust indenture for each issue. PAGE 3 of AB REPORT ON CITY INVESTMENTS AS OF MARCH 31. 2007 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 EXHIBIT FOR INVESTMENTS OF BOND PROCEEDS HELD SEPARATELY: 10. Detailed Investment Report - Quarterly Report EXHIBIT FOR SUMMARY OF OUTSTANDING HOUSING LOANS: 11. Detail Of Outstanding Housing Loans - Quarterly Report EXHIBIT 1 O _l0u. OCo ™ ^Bz 51- UJ> Q<OQ *tf OC ou. O 1-o |s^, ^^o V CO X O 5 u. ti\< 0) 0} 3 0 OQ 2 Uj^ UJI I i Vj ^^^ ^f/\ ^0 S* fc«coc ^i 8 iSoco§ ^^ OQ 1 O § 2 S 1a o_JUj ? 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Special Funds 0 Total General Ledger Balance ** 540,575,718 Reconciling Adjustments (2) (1,840,030) Total Treasurer's Investment Portfolio at Amortized Cost 538,735,689 (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«; component of the adjustment. ** Figures based on best estimate at the time report run on 4/6/07 13 EXHIBIT 8 CITY OF CARLSBAD INVESTMENT PORTFOLIO AS OF MARCH 31, 2007 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) Moodv's CITIGROUP AA1 AA CREDIT SUISSE AA3 AA- GENERAL ELECTRIC AAA AAA MERRILL LYNCH AA3 AA- SECURITY CAPITAL - GE AAA AAA US BANCORP AA2 AA WAL-MART AA2 AA WORLD SAVINGS BANK AA3 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 and S&P) NONE Investments with Subsequent Changes in Credit Rating * Latest Carrying Market Moodv's S&P Maturity Date Purchased Value Value HOME DEPOT AA3 A+ 03/11/2011 06/12/2006 2,979,550 2,996,880 * 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. EXHIBIT 9 CITY OF CARLSBAD INVESTMENT PORTFOLIO AS OF MARCH 31, 2007 WEIGHTINGS FOR CORPORATE AND FEDERAL AGENCY ISSUERS PERCENTAGE WEIGHTINGS BY CORPORATE NOTE ISSUER Investment Cost Percent of Portfolio* CITIGROUP CREDIT SUISSE GENERAL ELECTRIC CAP SECURITY CAPITAL HOME DEPOT MERRILL LYNCH US BANKCORP WAL-MART WORLD SAVINGS BANK FSB PERCENTAGE WEIGHTINGS BY FEDERAL AGENCY ISSUER 8,961,239.70 4,270,881.12 16,690,555.15 3,380,298.92 2,974,590.00 4,884,751.43 2,952,150.09 3,002,689.16 2,999,689.80 1.66% 0.79% 3.72% 0.55% 0.91% 0.55% 0.56% 0.56% Investment Cost Percent of Portfolio** FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN MORTGAGE CORP FEDERAL NATIONAL MORTGAGE ASSOC Total Portfolio 8,972,500.80 196,980,078.68 154,410,104.15 101,804,564.95 1.66% 36.55% 28.65% 18.89% $538,996,610.43 * No more than 5% may be invested with a single corporate issuer. **There are no percentage limits on federal agency issuers. 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