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11. Treasurer's Report City Hall 10300 Torre Avenue Cupertino, CA 95014-3255 Telephone: (408) 777-3220 FAX: (408) 777-3366 CITY OF CUPEIUINO DEP ARTMENT OF ADMINISTRATIVE SERVICES SUMMARY Agenda Item No. \ l SUBJECT AND ISSUE Meeting Date: February 6, 2007 Accept the Treasurer's Investment Report for December 2006. BACKGROUND Enclosed is the Treasurer's Investment Report for the month ended December 31, 2006. The report includes all funds in control of the City. The market value of the City's portfolio totaled $46.6 million at the end of December, with a cost of $46.8 million. The difference, an unrealized paper loss, increased slightly from last month. The portfolio yielded 4.64% in December up from 4.54% the previous month and up from 3.56% a year ago. The Local Agency Investment Fund (LAIF) yielded 5.13% for the same time period, unchanged from the previous month, but up from 3.81 % a year ago. The City's cash and investment balance decreased by $1.2 million due to the City's semi-annual debt service payment. A Federal agency security matured during the month and was deposited into LAIF. 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 December 2006. su. bmr5~ /~~ David R. Woo Deputy Treasurer Approved for submission: Da~pp City Manager Approved by: U;4>tA--P a t2-1uJZ/71zfJ Carol A. Atwood City Treasurer " -I Printed on Recycled Paper City of Cupertino December 31,2006 DESCRIPTION SECURITIES MATURED 03/08/04 . 12/26/06 ~FHLMC callable , 2.30%[ . 800,000 SECURITIES PURCHASED LAlF MATURITY VALUE 800,000 , , 800,000 i j I . -----~~~1------- -tCI~:Y.P~I!!!()_L!C>.____~ -1 CASH+~ .lii3I/o~weJ!S Fa~~o-- ~ork;s Comp checkin~ ... 23,452_._____:23,450 .__.___. ..-t.i- _.J.~.1....3. 1./2.6..1 Wells F. argo - Regular ~_h.ec.k..in.g.... . ....:- _ _I 278,291. 278,291 ._1~~_I~/3I/06!Wells Far&~ - !~~stmentS_we~__-=L____ - _n 30154Tt- 301,74~ +- ~------------- ----- 1 --1---- + -- -- ! 1 ~ 12/3I/=~1=~-S~ate~ool .1 5.13% 17,379,6561 17,379,656' CERTIFICATES OF DEPOSIT 1 03/30/06 03/30/07 bve~tern Sierra National Ba~k----nj 5.00%1 95,000 , 03/29/06 03/29/07 ifirst National Bank ofScottsboro 4.90%~ 99,000 ' 02/03/06 05/01/07 [Mountain N~tion~iBa~k 4.60%1 98,942 : 01/27/06 07/27/07 iLehman Bros_Ban_k 4.60%] 97,0001 02/03/06 08/03/07 I Business Bank of Fox River 4.60%[ 99,000 i 03/24/04 09/24/07 ; Signature 13allkl'Jllt'I~sn 2.70% 99,000 [ 03/28/06: 09/28/07 !Venture Bank 5.00% 97,000 I 04~05/2~-L__Io/~iD7J~~~~antile Bank of Michigan 5.00%i 97,OOO-r-. ~~;~61~H-~i;i~;~:.-t~:~~~~~~~~:~~iYBank. ::~~~j :~:~.~~ T- o... 3../.17/04 :()3/17/08~~eriCll.n Tru. st.Fed. s.a..Vin&5..Bank-! --33,.00Jl5~oL 99,000; __O}/19/04 i 03/19/08 Planters first Co.!'i(:le GA 10 l 98,000 1 Q3/2~/04~_03/24/08 . Badger State Bank . 3.00%1 99,0001- 1 03/24/04 03/24/08Wilmont State Bank 3.00%: 99,OQD[ 03/26/04 03/26/08 : Private Bank & Trust . _ ,. 3.20% 99,000 03/30/06 03/28/0qF'i~stGeorgia Banking Company 5.05%' 99,000 : 04/07/04 04/07/08 fcole Taylor Bank, step coupon 2,49%: 97,000 03/26/04 09/26/o.8-+~olll~_ Coast Community Bank 3.20%: 98,000 03/17/04 03/17/09 ~Peoples~a-'(:I3ank 3.40% 99.000 : 03/24/04 03/24/09 :Washita State Bank 3.350/oj 99,000, 12/30105 12/30/09 [M;;dian Ba!1.k -- ~.. 44..'.89-00..~ot 9997',000000 ,:" 12/28/05 12iz8/10!Nat'l Ba~k~fNew York City II . +- ... n_ _________ MONEYMARj ~~i~'F'''"Go'=m~' - . [~"3%1-~-:::;:::1 , 8,313,282 . o .. ... ------i-- t 23,450 i 0 278,291 : 0 t o I 0 301,741 i 0 _ .. r------- 17,379,656 95,000 94,885 99,0.00 , 98,859 99,000 ' 98,701 I ..~7,oool 9~,5241 99,000 i 98,500 I 9~Qg()_1 96,947j _ _ 9J,OOo. [ 96,675 ~ 97,000 j 96,657 L- ~'7,000 ! 96.125 : 99,()9()_~ 98,196 . 99,000 . 95,921 i ---------.-------- 98,000 94,987 : -- --------- 99,000 95,879 ) 99,000 , 95,878 i 99,000 l 96,062 99,000 i 98,479 , 97,000 l 93,867 98,000 ____94,000: 99.000 94.~00 ; 99,000 94,187 99.000 , 97,064 . 97,000 ! -- - 94--:-~iii---~ I i 2,160,QII.0-L_2,117,575T _8il}2gj- 8,~I3:28~m 8,313,282 t 8,313,282 . o (115) (141) (241) (476) (5002 (2,053) (325) uJ~i3) (875) (804) n(3,O]9) (3,013) (3,121) (3,122) (2,938) (521 ) (3,1331 (4,000) (4.700) (4,813) (1,936) (2,1 Ii!) (42,367) o /1-2. City of Cupertino December 31,2006 ACTIVITY DATE PURCHASE MATURITY AGENCY NOTES DESCRIPTION [.---------- _j '_0'- __._______________..._, . __()7~~93 0~1I5/07 ~C with principalj'ayotT__ j 04/30104 04/30107 ! FHLMC callable ' -- - --- -.----- -.1. ...- --- 12/22/03! 06/23!0~_2'!~MA____ ._ 04/18/05: 10118107 i FHLB adjustable rate 04/14/04 12/03/07 TFNMA callabl~- --- 12/13/05 12/28/07 'FFCB - -1-- 04/23/04 01123/08 I FHLB c~llable 02/25/04 02/25/08 1 FHLMC 11/21/05 n()6/23/0g-1 FFCB .-1-------------- - 01/12/04 : 08/06/08' FHLB callable, step coupon - -r - 04/29/04 I 0139/~8_I'!ILB callable, step coupon 12/15/03 12/15/08 jFHLMC callil~l.sst(:pc_()upon 12/30103 12/30108 i FHLMC callable, step coupon 03/16/04 03/16/09jFNMA cal1abl~n---__- _ 03/30104 1 03/3~/09 I FHLB callable, step coupon 12/28/05 i 12/28/09 'FHLB callable 11130105\ _ _Q.~~7/10_ FFCB callable 11/21/05' 07112110 FHLMC 12/15/051 \2/15110 IFHLMC callable 04/21106 104/07/11 IFNMAcall~ - -+-------Ii~~1 - ---:=---~------ +- - - __un ____....L...._ _ __ _ Total Managed Portfolio 1---- Averag~Yield _' Average Len~th to MaturitlJin teal's2 [TRUST P_ORTFOLlO (KESTER TRUST) CASH 12/31/06 jWells Institutional Money Mkt Acct Total Trust Portfolio --I t --'------------.-.---- -- LBOND RE_SEIlYE PORTFOLIO Bond R~~~~-; Acct I Ambac Assurance Security Bond Bond Payment Acct--fWells Tr~~sul)'}lu~-M()neyMkt - Total Bond Reserve Portfolio COUPON ADJUSTED RATE COST --+ 1- ~.7~~ 7.751 _ _ 3.-.~9_~;---~C)9,997 I 3.30%1 1,~OO,OOO_j 4.56% 1 1,500,000 j 2.50% 996,678 ! I 4.75% 1.000,"-7~l 315%! 1,495,688' 1 3.13% 1,000,000; -------------- 1 5790, 1,015,691, 3.50%1 999,344 : 3.50%1 300,000 ' 4.00-o/~1 1,000,000 4.75% 1,000,000 j 4.01%1 1,600,000 4.00%, 600,000 . 5.04%i 915,000 · _:00%1_ 961,673 r 4.13!or_. 98o,96~1__ 5.04%[ 1,07-4008- ',020509~-. 5.75%i_____t___ ~ j i 18,621,519 I -----t------------- --- ---I- , i 46776 140 4.64%! 0.821 44461 I 4.65% I 1,118,684 1 118 684 i MATURITY VALUE 7,453 500,000 1,000,000 ' 1,500,000 1,000,000 1,000,000 1,500,000 \,000,000 1,000,000 __ - - - _n__________ 1,000,000 300,000 ._1,()(j(),000 ~_ _ _1..00(J,0(j0: 1,600,000 600,000 915,000 1,000,000 1,000,000 1,000,000 750,000 18,672,453 46 827 132 I 44,461 I 44461 I 1,118,684 1 1 118 684 ' MARKET VALUE UNREALIZE PROFITILOSS I I ~,'!3..9L__ (312) 497,010 i (2,987) 991,250 1 (8,750) 1,495,095 1 (4,905) 1 975,630 · (21,048) 995,310 (5,166) 1,468,590 : (27,098) 977,3201 H _Q3,~8()2 1,009,750 (5,941) 990,000 1 (9,344) 294,843 (5,157) 994,260 : (5,740) 994,940 i (5,060) 1,565,504 : (34,496) -. . 597,378 (2,622) 909,565 ' (5,435) 960,940 1 (733) 974,380 . (6,582) 993,8601--- -(6.140) 749,2951 _ i,03T 18,442:359-1 _ _ J!Z2....1~) 46554613 221527 44,461 o 44 461 i o I - ---------- 1,118,684 1 118 684 i o o /1 ~] Investments by Type Managed Portfolio Agency Notes 39% LAJF 37% Cash 1% Money Market 18% I Rate of Return Comparison I 6.00% 1.00% 5,00% 4.00% 3.00% 2,00% 0.00% 1/06 2/06 3/06 4/06 5/06 6/06 7/06 8/06 9/06 10/06 11/06 12/06 Il-~ COMPLIANCE WITH INVESTMENT POLICY City of Cupertino December 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 \1-)