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05. Treasurer's Report City Hall 10300 Torre Avenue Cupertino, CA 95014-3255 Telephone: (408) 777-3220 FAX: (408) 777-3366 CITY OF CUPEIQINO DEP ARTMENT OF ADMINISTRATIVE SERVICES SUMMARY Agenda Item No. S Meeting Date: September 5, 2006 SUBJECT AND ISSUE Accept the Treasurer's Investment Report for July 2006. BACKGROUND Enclosed is the Treasurer's Investment Report for the month ended July 31, 2006. The report includes all funds in control of the City. The market value of the City's portfolio totaled $47.7 million at the end of July, with a cost value of $48.1 million. The $400,000 difference, which is an unrealized paper loss, decreased from the previous month resulting from a leveling off of interest rates. The portfolio yielded 4.21 % in July up from 4.15% the previous month and 3.02% a year ago. The Local Agency Investment Fund (LAIF) yielded 4.85% for the same time period, up from 4.70% in the previous month and 3.08% a year ago. The City's cash and investment balance remained relatively unchanged from the previous month. A $500,000 federal agency note matured during the month and it was placed in short-term liquid investment funds which have recently carried attractive yields. Investments are in full compliance with City investment policy and/or State law, and are tiered to provide sufficient cash flows to pay City obligations over the next six months. RECOMMENDATION Accept the Treasurer's Investment Report for July 2006. Submitted by: Q (------- ~ David R. Woo Deputy Treasurer Approved for submission: 9vJL David W. Knapp City Manager Printed on Recycled Paper s-/ City of Cupertino July 31, 2006 Y UAlb Y 'IIUN KATE LU::i! VALUb VALUb I' n"" UKbU 07/21/03 07/21/06 FHLB callable L.LU% 5uu,uuu 5uu,uuu ,uu,UUU 0 dTY PORTFOLIO "ASH 07/31/06 Wells Fargo - Workers Comp Checkmg 13,751 13,751 13,751 0 07/31/06 Wells Fargo - Regular Checking ':J1.7,4/5 ':JL7,475 ':J2/,47' 0 07/31/06 Wells Fargo - Investment Checkmg 3.114% 1 52,2U5 152,205 152,205 0 1,0~3,4,jl 1,U~,j,4,jl 1,u93,4,jl 0 LAIF U//3I1Ul> LAll' - ::itate 1'001 4.lSYYo 1l,~U7 ,lSl>L 1l,~u'/ ,lSIIL 1l,~U7,lSIIL U "ERTIFICATES OF DEPO::iI 03/30/06 03/30/07 Western ::ilerra NatIOnal !:lank 5.UU% ':J5,uuu ':J5,uuO ':J4,54U (460) 03/29/06 03/29/07 First National Bank ot Scottsboro 4.90% 99,000 99,000 911,520 (4IW) 02/03/U6 u5/u l/u7 Mountam NatIOnal Bank 4.6U% 'Jll,1l611 'J'J,UUU 'Jll,2U9 (659) 01/27/06 07/27/07 Lehman Bros Bank 4.60% 97,000 97,000 95,951 (1,049 02/03/06 08/03/07 Busmess Bank of Fox River 4.l>U% ':J':J,uOu ':J':J,uuu 'J7,lS'Jl> (1,104 03/24/04 09124/07 Signature Bank Nat'l Assn 2.70% 99,000 99,000 95,6711 (3,322) 03/28/06 U'J/1.11/U/ Venture Bank 5.uu% 'J7,OuO 'J7,uOu ':J6,1'J5 (805 04/05/06 10105107 MercantIle Bank otMlchlgan 5.00% 97,000 97,000 96,179 (1l21 02/03/06 02/04/08 PnmeSouth Bank 4.l>5% 'J7,UUU 'J7,Ouu 'J5,4115 (1,515 02/10/06 02111/011 Florida CommunIty Bank 4.75% 99,UUO 9'1,000 97,562 (I,4311) 03/17/04 03117/08 Amencan Trust Fed Savmgs Bank 3.UU% 'J'J,UUU ':J':J,UUU 'J4,7911 (4,202 03/19104 031191011 Planterstjrst Cordell UA 3.05% 911,000 'Jll,OOO '13,947 (4,053 03/24/04 03/24/08 Badger State Bank 3.0U% ':I':J,UUU ':J':J,uuu '14,751 (4,249) 03/24/04 03/24/011 Wllmont State Bank 3.00% 99,000 99,000 94,751 (4,249 03/26/04 03/26/08 Pnvatebank & Trust 3.LU% 'J'J,Ouu 'J'J'UUU ':J5,u47 (3,953) 03/30/06 03/211/011 First UeorgIa Bankmg Company 5.05% 99,000 9'1,000 97,912 (l,Ollll) 04/07/04 04/07/08 "ole Taylor Bank, step coupon 2.4'1% 97,UUU '17,000 'J4,9711 (2,022) 09/26/08 Southcoast Communtty Bank 3.20% 'JlS,UUU ':JlS,UUU 'J3,UU4 (4,996) 03/17/04 03/17/0'1 Peoples State Bank 3.40% 'J9,uuu 'J'J,UOU 93,272 (5,728) 03/24/04 03/24/09 Washita State Bank 3.35% 99,uuu '1'1,UUU '13,llu (5,890) 12/30/05 12/3u/0'J Mendlan Bank 4.110% 'J'J,UUU 'J'J,uuu 95,871 (3,129) 12/28/05 12/211/lU Nat'l Bank otNew York City 4.90% 97,000 97,000 93,464 (3,536) 2,159,ll6ll 2,160,000 2,101,120 (58,74ll) MONEY MARKET FUNDS 07/31/06 Wells Fargo Government 5.U3% 1l,l>32,70lS lS,632,7u8 lS,l>3L,7UlS ll,632,708 ll,632,70ll ll,632,70ll If S-2 City of Cupertino July 31, 2006 Y lJAle I MAKK.E I Y KAle CU::;! VALUe VALUe ...."" ..~.. AGENCY NOTES 08/07/03 08/07/06 FHLB callable, step coupon 2.75% 500,UUU 5UU,UUU 4YlJ,690 . (3TO) 08/11 /03 08/11/06 FHLB callable 2.5U% 2,4UU,UUU 2,4UU,UUU 2,J97,744 (2,256) 03/08/04 12/26/06 FHLMC callable 2.30% 797,857 800,000 789,872 (7,985 U7/U9/93 U4/1)/U7 ItHLMC senes 1231 1>.J8% 24,U22 2J,U98 23,u46 (976) 04/30/04 04/30/07 lfHLMC callable 3.30% 499,994 5UU,UUU 492,195 (7,799 l2/22/U3 U6/22/U7 FNMA J.JU% I,UUU,uuu I,uuu,uuu 981,88U (18,120) 04/18/05 10/18/07 lfHLB adjustable rate 4.85% 1,500,UOO 1,500,000 1,493,700 (6,300) U4114/U4 12/UJ/U7 WNMA callable 2.5u% 995,17u 1,uuu,Ouu 96J,7)U (31,420) 12/13/05 12/28/07 FFCB 4.75% 1,000,677 1,UUU,OUU 992,190 (8,487 04/23/04 01/23/08 FHLB callable J.15% 1,49J,988 1,500,uOu 1,4)4,u70 \~ , 02/25/04 02/25/08 FHLMC 3.13% 1,000,UOU I,UUU,UUU 967,560 (32,440) 11/21/05 06/23/08 FFCB 5.79% 1,02U,IJ7 l,uuu,uuu I,UU9,JOU (10,837) 01/12/04 08/06/08 FHLB callable, step coupon 3.5U% 999,172 1,UUU,UUU 982,810 (16,362) 04/29/04 10/29/08 IFHLB callable, step coupon 3.50% JUU,UUU JUU,OUU 292,218 (7,782) 12/15/03 12/l5/U8 FHLMC callable, step coupon 4.UU% I,UUU,UUU 1,UUU,UUU 986,89U (13,110) 12/30/03 12/30/08 FHLMC callable, step coupon 4.75% 1,000,000 I,UUU,uuu 989,170 ( 10,830) U3116/U4 UJ/16/U9 FNMA callable 4.UI% 1,6UU,UUU 1,6UU,000 1,5)2,UUU (48,000) 03/30/04 03/30/09 FHLB callable, step coupon 4.00% 600,UUU 600,000 594,186 (5,814) 04/30/04 04/30/09 FHLB callable, step coupon J.U% I,UUU,Ouu I,UUU,uuu 994,J80 (5,620) 12/28/05 12/28/09 FHLB callable 5.U4% 9l5,OUU 9l5,UOU 9U5,566 (9,434) 11/30/05 04/07110 FFCB callable J.7u% 956,758 I,UUO,UUU 948,UU (8,628) 11/21/05 07/12/10 FHLMC 4.13% 978,702 I,UUU,UUU 959,69U ~u, '~J 12/15/05 12/15110 IFHLMC callable 5.U4% I,UUU,uuu l,uuO,uuu 98),48U (14,520) 04121/06 04/07111 FNMA callable 5.75% 748,088 750,000 746,483 (1,605) 23,329,564 23,388,098 23,002,000 (327,564) US GOVERNMENT SECURITIES 03/31105 U8/311U6 U::; Treasury Note 2.38% 982,812 I,UUU,UUU 997,730 14,918 982,1112 1,000,000 997,730 14,9111 Total Manage I PorUolio 'Ill,IUI>,~'I:l 'Ill,I11~,U" 'I',''''I,Il:l1 (371,394) Average Yield 4.21% Average Length to Maturity in years) 1.05 TRUST & AGENl:Y PORHULIO MONEY MARKET FUNDS 07/31/06 Wells Fargo Government (Kester Trust) 5.03% 43,5J9 4J,5J9 4J,539 0 Total Trust & Agency Portfo IO 'I3,:l'" 'I",:l'" 'U,:l'" 0 BOND RESERVE PORTFOLIO Bond Reserve Acct #078793 Ambac Assurance Secunty Bond I 1 I Bond Payment Acct #U78794 Wells Fargo Treasury Plus Money Mkt 4.56% 3,889 3,889 3,889 0 ITotal Bond Reserve Portfolio ",1111' ",1111' ",1111' 0 S-3 Investments by Type Managed Portfolio US Treasuries 2% Agency Notes 49% Cash 2% CD's 4% I Rate of Return Comparison I 5.50% 5.00% 4.50% 4.00% 3.50% 3.00% 2.50% 2.00% 1.50% 1.00% 8/05 11/05 2/06 5/06 7/06 6/06 3/06 4/06 12/05 1/06 9/05 10105 s-'I COMPLIANCE WITH INVESTMENT POLICY City of Cupertino July 31,2006 Category Treasury Issues US Agencies Medium Term Corporate Bonds/Notes LAIF Money Market Funds Maximum Maturities Per Issuer Max Bankers Acceptances Commercial Paper Negotiable Certificates of Deposit Repurchase Agreements Reverse Repurchase agreements Standard No limit No limit 30% with A rating $40 million 20% Up to 5 years 10% (except LAIF) 180 days & 40% 270 days & 25% 30% 365 days Prohibited Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Comment s-s