Loading...
HomeMy WebLinkAbout2007-06-12; City Council; 19016; Report on City Investments as of 4/30/07CITY OF CARLSBAD - AGENDA BILL AB# MTG. DEPT. 19,016 06/12/2007 TRS REPORT ON CITY INVESTMENTS AS OF APRIL 30, 2007 DEPT. HEAD ffifW CITYATTY. '(3?Z^ CITY MGR. ~~S£> 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 April 30, 2007 is summarized below. Pooled Investment Portfolio (Cash and Securities) Par Value Cost of Investments Amortized Cost (1 ) Market Value (2) Current Month 551 ,769,071 551 ,092,355 551,122,339 549,635,481 Prior Month 539,437,516 538,996,610 538,735,689 536,909,295 (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 4/30/07. The $12 million variance between the March and April 2007 balances occurred as a result of the receipt of $10.2 million in property taxes and $2.9 million from franchise tax receipts. The equity portion of the various funds in the total portfolio is summarized in the graph on the next page. Fund balances are restricted for various purposes. See Exhibit 7 for a more detailed breakdown. FOR CITY CLERKS USE ONLY. COUNCIL ACTION: APPROVED DENIED CONTINUED WITHDRAWN AMENDED >r D D D D CONTINUED TO DATE SPECIFIC CONTINUED TO DATE UNKNOWN RETURNED TO STAFF OTHER - SEE MINUTES anaa DEPARTMENT CONTACT: Nancy Sullivan (760) 602-2473 nsull@ci.carlsbad.ca.us PAGE 2 OF AB REPORT ON CITY INVESTMENTS AS OF APRIL 30, 2007 FUND EQUITY IN POOLED INVESTMENTS (Dollar Amounts in Millions) Gene Other $.02Internal Servi Special Revenue Capital Projects $ 246.3Agency $25.2 Enterprise $144.1 Total Treasurer's Investment Portfolio at Amortized Cost April 30,2007 $551.1 Million Pooled Investment Interest Income Cash Income Fiscal Year-to-Date * Current Month FYTD 18,695,129 Prior Month FYTD 16,514,103 Current Month Income 2,181,026 *The cash income received is adjusted for any accrued interest purchased. Pooled Investment Performance/Measurement February 2007 March 2007 April 2007 Average Life (Years) 1.75 2.02 1.94 Average Yield To Maturity 4.42% 4.44% 4.50% Modified Duration 1.604 1.833 1.761 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. 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. Fourth 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 1 o_loLL DC OQ. |l H 2w «UJ -J Z OL Q < (Q O DC < 0u_ O I-o £ a5 3 3.j ^"0 g °0 £ Q £-4 < | a § o o o co ^ o d o' ^ 1oS •£Uj £ 5 5 Uj O m O O O O). o o o co"* o o d •* C3 1 is 2 1-Q ^ -I ji CM O O O CDco oo oo" co"fc. uj1 O £§ B S 3 S" Hsi ^2 5 0 k,o j^ CM o o o in o a> •*" co" in CM_ S 1h- So Uj ^ QC | ^ 3§ 0 CM 0 0 0 00S $ •<t coO O)m m_ § h*"1 8 iO o ^^ ^c 5^ w •^ ^1cc °0 g 5 fv^^ ••• QC >- O OQ S2: < 1 CM o o o mO3 COo m •*" co"0 CMm o i C\J O O O 00 ^1 S £ o g O) O) o com o co" $ g2 00 1 8 Z fe f jj LO •^J" 8 0 O)"3CM" O) CT> co" S SO)aT S ofoo" ,_ h- o" O o"in ZO 00 in CMCM 8 s Sco_ cor^. co"CM coo a>" 5 coCOco_ CO co"CM COo CO •<—in"•<t LL ^ 8^ cor^. | ° o , >-Q I13 O in ^~ CM CMCO m" I 5 Tt S"°l ^~ 1 co" co_ " ^>C\J S" o^1 — CL LU LU 5CO m ^~ CM ° m 1 00 S"•<a- in 8"00 oo^- 1 1" "* 1•* 0) 0?co 00"S SCM_ Ico"co w CO 1 of 1 m" S oo"comfe4 O)co CM" i— _ T —m h-o1 1 ^ 1—^^ r~m % T3 ,2 *3 1 J B ^g U ^r"j I™ •^1 Q i & 1•< 3 J U >.§ i fi i• ^ H ft •tn -^ O ^&1 ttQ 3 -8 3 « Q ^2 cd ^J PH eg 1Ji ^ ^W) rj M ^> 3 r^ °g H1 « [| O ^ l| 1 ii 8 ll ^ ro00 CQ 1 1 ui u S3ft S 1U PH U EXHIBIT 2 oocsoxodooooo o2o tfENT PORTF,20071 $w d> 3z £*- «<!CARLSBADAS OFfcO &MMU g§NO £ 1a ^CATION ANDsc3 ^U URITIESBYE-H35! fen O ^£0 /^2^«§ h^ •< OH ssin <x<£<! S «/5 8 ^H O a:•< §c « B 0 §t~ O taEC fc OS \O hN O483in o voinf- ON"NO ofin•t ONO4 T.oo"f-00o"in vg OOr-oC T 1 1 1 in"*t *&04OOTt"inON^* oo ^~in" 5? inin 00 ONO4 ^Ht-~ oo 0\P-"in C-l (Nr-in Oo\vo ON of r-r-oo o" O OSr-ON 2 T—I ON04^ r~m g NO NO« --H 04 O4 04 NOin i>i—i V) "Ht5 I I .§ |^B !a ^ g .a <3 | M M T3 U§1J2 H oiL «*^i *rH c .2 0 ^ 3 6. * * ^* S O O in «T—i *-j g 8^ 3 W M JS o |l U U U Q B 05 S 8 oa I Oh^ h-3 EXHIBIT fco CO rt < OH O U q £ >H LnomoinoinoinoinoLnoinoinoinoinoini^inttqNincNiq^incNiqrvincsiqrvincNjqi^incNi <d <d o> ^ in" in in" in ^ ^ ^t" TT co co co co CNI" CNI evi csi T^ r^ T^ <Daoo U > U ,,_> c«</i C<D Osa EXHIBIT 4 oo §I 5 IX, •£3 «3o3 C 1^| ^ U ^ (0 Q. < 0)LJ_ (0 O 0 O OO a (/) 0) < O 00 <D ^ CNCM r- i- i- r-O 00 <O ^t CM O €0 O <D O) CD 0) O O_c w0) a> §coco co E § 3 o CO CM T- CO 00 O5 O3in oo h- T—oo co o> in co" en co" co"T- CO •* CMCO i- CM CM O O COin o o _q p q q in in in in d^ s- S^o oo oin oq qin ^f in < < Orr LU O DCLU < u- DC O O ° sillUU.LJ.ffl "Z. < <O LL. U. i- 00 CM O5i- O i- OO O O O r- r- r-- r-o o o oo o o oCM CM CM CM oCM O T, CC. o COCO COCOcoCM"COCMco" 8 co"coCM -9. CM •* 8 8CM O5O)O)CM" 0oinCMCOo"CnCOm" 8inCM CO01co ^s£ T- co 8 C)s enen "* oo ciooo"inCOm" ooooo 8co ^8q •* oo oooo"oo m" coCOcoincoin"CM in" CM CM'r- S" V—"- •^I •* CM § o"r-CM_ Tt COcp^j T COoo" co01 S ci00COco"co CM" ^oooco CM CO CO SCM. ^ in m cop55§i5^5 CM CM ^ CO CO CO m m m Q_l _l _l UJi i i DCu. u. u_ o < < <u_ u_ u_ rv.r-r-.r--o o o oo o o oCM CVI CM CM m o r- inO CM CM T- O m •* m CMo o o oo o o oCM CM CM CM 00 ^3 f^* G3£M CM CM CO TJ- o r- roO i- O O a.< oq cimCM. cooo co" 0)3 -is < EXHIBIT 5 5?oqin io OQ X o o u? o 2 8ss 2 I aCDo 0) 1 COQ. §U o> CO in I 0 0) JDCOO 0 CO CD E • ci CO y of Adelphia Communications Corporation.CJ le bankrupr* '1 § 0) O CO C CO O o _q .E *"" ^ ^ O -^ CD8 £ co 2 £. "O §CD _ -Q £ 5o wO =5 < £ CO >CO > ^? n ommunications Corporation and Certain AffilO t AdelphiaCOc 1 in •(g "o ID5 o. ~a •5 52i.Co 1a. m•a ganization is finalized.Q cc "5 ^~ CD 16 CD £ "5 CDE8 o I**— CD.C t: £ 05 "B III 0 1 I 1 S I « "5 ^5 S o„, O j; S CO CD ^ §Kw :•= >> 111UJ < H 7 EXHIBIT 6 |V|VCMCMC\IO>O>CMCMOOO o_ CM_ CM_ o_ CM_ in p oo_ cn o> o_ oo_ oo_ eo_ co_ oo_ m o o T-iv S o o00 O |v o o oo mO_ |v_ O COCM O O CM o co in Q 88 ooin in o en Y-00 CO CM CM _ 8 CDCn Rin •<i-|vojininomcocooococococMincnoivoooiv|vi-cOT-co|voivivogtoivcoa>'-i-a>ocoi-coooooincocoi'toivtDCOcocococncooocncoiv^-co-t-^-co CMCMCOCMCOlOCOCOCOCOinCO ,co" co" m" in" co" in co" co" in" in CM in co co in co co co in •*" •*" in coin co co in S coin coopp r-oooooocMcooooooo-^;inppinppcMcqpppppp ^—oo OIvCMCMOOOOCOm T~ co GO o o o co 8 S 8CM a> rv <o o m co o oos in |v o> o o^ CM co ^" in o £ fe w" *"" ^ °"in co co ?r" co" co CM" CM" co" CM" co CM co oo |v CO Oen rv oin co o - IV_ 0 0000 •<!••<* 00 o o> i-CD CM co R 8 SCM m in , . . _m CD co co co co co I—IE 11 S c3oooooooooooocoomoinoooooooooooooooooooooppppppcpininppppinpTtpivppppppininpppppppppppppin'ooo'|v O o OCD 5 Q Oin o §O CM |v tv oo oo co co oO O 00 •* IV o § CM" T-" co" CM" co" m" co" CM" CM" m" in CM" co" co" CM" m" m oCM O•*- pco" o"ooocooooo)inom^iooo)cooc§O5 T~ O O O C71 O) O O T~ O O tO 1^ O CO) O) O ^ O O) O) O CI) |v o o 00 00 O C CM" •»" co" CM" •*" m" CM" in CM" CM" m" CM" co" co" in" •*" co" m" co" in CM" co" in" I LUI 8888888888888888888888888888888888888888ooo8 8o o 8 8o o ooo 8 8o o CM" CM" co" CM" co" m" co" co" co" co in" co" -a-" co" co" m" in" co" in" co co" in" in" CM" m" co" co in" co" co" co" m" in" •*" in" co in" co" co" m" co in m co I 8 Si |S|^o^5S rv|v|V|V|V|Vtv|V|V|V|V|vrv|V|V|V|vrv|V ^_ ^M T~~ co w o O) ^~ r** w T*" i— 10 o i~ Is"* o r** i"" o f**- o w CD CD LO co co co co co co co co co ^~ ^~ CM co CM co T~ •^S^oocoor-OT-coiooocOT-cocoo4coc\ji-oc\ii-oc\ioo^c»c\ics]C\i04<NC\jw g 8$888c38£££888888c3fe8£888c3888^ in" co" co" m" co" CM" co" in" i-" co" •*" co" T-" i-" <o" 10" co" co" CM" in m" co" co" CM" in" m" CM" m" co" CD" co CD" CM" •*" co" in CM" co" in" T-" cotoocococoor^cnmoooinoocoh-ocMCDOcooooooooooooo>'-ocMoot^ocM 'in co co in co co co o en co ^ o o o co o o in co o ^ in o co CM in o o o o o o o o h* T~ m in Is* co o co 1^'fj'OcocOLOcoococnN.ooiococooocoocwcooocn^tT— COOCD^T- inr^m^— cocor^cocor^ococM'tcoT-cM'* ^-eoto^'.CMtMpoo^'pcopcn^io^'OJcneoooppppcMincococMeocncM ^^^^^O^pWTO003QQW&^ro^OQO^pQ|?»cbTf?r^OJQinOCgp&>QS3 e g ooQooooooooomooooo^ooocMoooQooooocoooininoooocopcnpppppppppi>-:ppinppcppppppppppppppcoppoqinppoqOiOcoor^oooooooooooioor^oooooomLooooooooocnooincooo^~ -^ococo^'Oincoco^ioooocMcoocT)T-OT-LoocMoocDOOoooinoooo^'int~'CDoooo _ t" CM" CM" •*" co" «-" CM" ^*" T-" co" -t" co" T-" »-" in" in" CM" in" CM" ^-" m" CM" CM" T-" m" in" CM" in" m" t" m" m" CM" co" CM" in i-~ co" in" -r-" §S "" * 88888888888888888888888888888888888888888 Hpn incMcoincocMcoin T-co-*cOT-i-incDcoincMioincococMinincMininininincM-»coincMcoinT- § <H ^ a o > CA yr -^ > OP co" CM" co" CD" co" CD" co CM" CD" co" co co" co" co" co" CD" CD" co co" CD" co" co" •*" co" eo" co" co" co" CD" co" co" co" CD" CM" CM" co" CM" co" co" co" co" s 00 T-CM O co mCM egt~- co CM O Is. CM *f CO CD CO 888888888E5g888888888888888giS888888888888Sooo ooo o 12 o o o o oin o •* o oCM o oo o in 8 ?o t^ o oo oo o oCD00 ooo Q O O O O O CMen o o oo T- o in (3°h^O)10O5 ^IO CDO) m T- co 10 10 in 88888888888888888888888888888888888888888 8888o o o o ooo ooo ooo ooo ooo ooo ooo o o8 8 in" CM" co" in m" m" co" T-" m" co" co" co" co" co" co" m" in" m" m" m" co" m" co" co" m" co" co" co" in" co" co" CM" m" CM" CM" co co" co" co" co" co" e e CM 8 8 8 8 S CMco COCOCMP^cMoop COr^1 z* CO O LO TtLO^ Lp^ h- t\ CM CM* CO" T-" * *00 ^ OIO 00 LO t^'-ocMOco-co cn o> co co GCO_ 00^ i—_ ^_ ^ C S" r^ co~ LO" o" c_ _ _ - -- _CO T— •^•T-OOOCO^-Oh-LO co" co" LO" co" CM" LO" co" co" co CM" oi co" co" co" |C 5! r- •* oo l^ co oo h-p in in ^ ^ in cqoi •*<o en tn m8 5? i- CM10 r-~ CM 1^ CD2 F: SCM" T-" in" in" r»"~ 8 CMinCO fe"CO Ill 5?oco ocn-^T-oooooocncMcn ininO5a)Oinco^ocncoo in in •*cp in Is- CO O IOr^ cq ^ 10 3 C\j N if) ^ 00 i~i^. r^ csj oo T-" CM" co"S CMfs-OOO)COC7)O^'C7)OOON.COoior^T-coTfCj)1*— ors-^~ooLOlOCJir^LOCOOOh^i— CO T- CD CO 00 8 en i^ i^- •f oo CD coi^ p p co 05 i— cow in in i^ i^ co •* Im" coaT tf* ^ o^.... CM O O OUJ in o o oH ^ p o pj» in in m in S? 5? 8 8CD CO coP SSSSS?SS5?SS6?SSr--ppopinpp----CMCMCM-o p o o p ^tCO CM CM CM CM CO 8 S co P o cn§p o cnp_ p_ cn co" CM" co" cn cnp o CO 00 T~CV^CDOS LO 00cncoCM Pr §§co" co" O) COcn oocn cnCM" T-~ CM P i-p p cnp o cnoo inoo_ o>•* CM" co m i- W p i- CM CO CO" CO" fe coE5 ••» inCD-incn cn ^ CM oo P N T- OTt^ 7- in cnm CM r- cor~ i- N inT-" m" m" r--"1 p P P Op p p p §p00 §PPPPPPOPPOPPPP p CMP inph-ooOOOOOOOOOOOOOO p ^tP p^-t^i-CM^tg inpr--' ° pcnp cn § oo S co" co" co" co" CM" m" co" co" in CM" CM" co" co" co m" m r^ i- in o>co m CM f- coTt_ !•-_ T-_ i-~_ m_ CM" •"-" in" m" r-" •5^ VJ W VJ (^^ u CM CM CMCM ;- r~ C"^^ -<C <S III CD CO I m V) O _I_!)7 NON-CASin % DUE 6/1NERAL ELEC 5.00'UJ0 1 oz JE 6/1 5/07— ' s?in LJJ O DURITY CAPITAL -UJcn O oS5 '/o DUE 8/2!incn ISE FIN 6.CAPITAL FRANCHLJJCD <O Oz UE 3/1 0/05Q T IRLD SAVINGS BAIu § d O z cn o31 1 1 625% DUEMK OF AMERICA 4.^CQ _, ^O 0 01 p ^^5% DUE 9RRILL LYNCH 4.1 2ui ^MON-CALLO DUE 7/29/'BANCORP 4.50% EWD N-CALLOz E 8/1 5/1 01L-MART 4.75% DUl^$ON-CALLZ UE 2/1 4/1IGROUP 5.1 25% Di- O ON-CALLZ UE 2/1 4/1-IGROUP 5.125% Dl- o ON-CALLZ UE 2/1 4/1IGROUP 5.125% Db0 o oz DUE 3/1/1ME DEPOT 5.20% IO O ' 0 ^ UI 5.50% DUNERAL ELECTRICLU 0I 0 i"t LJJ Q in NERAL ELECTRICLJJO g Z 2/1 5/1 2 NCLJJ— 1 5.875% DlNERAL ELECTRICLJJ(D CD ACCOUTION2§CORPOCD cn ILLS FARGO BANK•RPORATE CASH MAIION TRUST1 1 F WATER DISTRIC'1 1 F PUBLIC IMPROVE1 1 F PUBLIC FINANCIIi 1 F CITY OF CARLSBz < < < < IQ < < < <zzzzzzzzzzzzzzzooooooooooooooo O O O O O O O T- 1- 7- O EXHIBIT 7 CITY OF CARLSBAD Fund Equity in Pooled Investments AS OF APRIL 30, 2007 Cash Balance by Fund: General 77,088,284 Special Revenue 36,672,693 Debt Service 2,086,883 Capital Projects: General Capital Construction 45,826,506 Traffic Impact Fees 11,537,171 Public Facilities Fees 50,412,065 Park Development 3,547,561 Transnet Taxes 7,319,979 Drainage Fees 10,283,833 Special Districts 84,686,346 Infrastructure Replacement 28,750,717 Other Capital Construction 4,055,133 Total 246,419,310 Enterprise: Carlsbad Municipal Water District 72,161,878 Sewer Fund 62,510,170 Solid Waste 6,672,207 Storm Water 1,128,065 Golf Course 1,636,742 Total 144,109,063 Internal Service 22,509,455 Agency Funds 25,345,965 Redevelopment Funds (1) 0 Misc. Special Funds 0 Total General Ledger Balance ** 554,231,652 Reconciling Adjustments (2) (3,109,313) Total Treasurer's Investment Portfolio at Amortized Cost 551,122,339 (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 5/7/07 EXHIBIT 8 CITY OF CARLSBAD INVESTMENT PORTFOLIO AS OF APRIL 30, 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 S&P CITIGROUP AA1 AA GENERAL ELECTRIC AM AAA BANK OF AMERICA AAA AA+ 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 2,979,985 3,004,920 * 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. /3 EXHIBIT 9 CITY OF CARLSBAD INVESTMENT PORTFOLIO AS OF APRIL 30, 2007 WEIGHTINGS FOR CORPORATE AND FEDERAL AGENCY ISSUERS PERCENTAGE WEIGHTINGS BY CORPORATE NOTE ISSUER Investment Cost Percent of Portfolio* BANK OF AMERICA CITIGROUP GENERAL ELECTRIC CAP SECURITY CAPITAL HOME DEPOT MERRILL LYNCH US BANKCORP WAL-MART WORLD SAVINGS BANK FSB PERCENTAGE WEIGHTINGS BY FEDERAL AGENCY ISSUER 1,983,918.00 8,961,239.70 19,739,201.53 3,380,298.92 2,974,590.00 4,884,751.43 2,952,150.09 3,002,689.16 2,999,689.80 0.36% 1.63% 4.20% 0.54% 0.89% 0.54% 0.54% 0.54% Investment Cost Percent of Portfolio** FEDERAL FARM CREDIT BANK FEDERAL HOME LOAN BANK FEDERAL HOME LOAN MORTGAGE CORP FEDERAL NATIONAL MORTGAGE ASSOC Total Portfolio 8,972,500.80 183,986,328.68 157,406,361.65 101,804,564.95 1.63% 33.39% 28.56% 18.47% $551,092,355.39 * No more than 5% may be invested with a single corporate issuer. **There are no percentage limits on federal agency issuers.