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09. Treasurer's Report City Hall 10300 Torre Avenue Cupertino, CA 95014-3255 Telephone: (408) 777-3220 FAX: (408) 777-3366 ITYOF CUPEIUINO DEPARTMENT OF ADMINISTRATIVE SERVICES SUMMARY Agenda Item No. 9 Meeting Date: August 21,2007 SUBJECT AND ISSUE Accept the Treasurer's Investment Report for June 2007. BACKGROUND Enclosed is the Treasurer's Investment Report for the month ended June 30, 2007. The report includes all funds in control of the City. The market value of the City's portfolio totaled $57.9 million at the end of June, with a cost of $58 million. The difference, an unrealized paper loss, was relatively unchanged from last month. The portfolio yielded 4.85% in June up from 4.83% the previous month and up from 4.15% a year ago. The Local Agency Investment Fund (LAIF) held steady at 5.25% for the past two months, but was up from 4.7% a year ago. A federal agency note matured at 3.3%. The City's liquid investments decreased by $350,000 due to the City's semi-annual debt service payment. 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 June 2007. ;(9-~ David Woo Deputy Treasurer Approved for submission: gsl David W, Knapp City Manager Reviewed by: ~Q,~ Carol A. Atwood City Treasurer Printed on Recycled Paper City of Cupertino June 30, 2007 12/22/03 - -DESCRIPTION CASH ' _ -~~J 06/30/07 Wells Fargo - Workers <:::~mp Che~ki~-g ___j_~~/30/07 Wells Fargo - Regular Checking LAIF SECURITIES MATURED 06/22/07 j FNMA SECURITIES PURCHASED CITY PORTFOLIO CERTIFICATES OF DEPOSIT 06/30/07 LAIF - State Pool --1 3.30%! " --... j- i I ,OOO~OOOT-- j 1 t- 15,708 __ 738,44~ 754,149 5.25% 30,706,440 07/27/07 Lehman Bros Bank 08/03/07 Business Bank of Fox River 09/24/07 ;Signature Bank 09/28/07 Venture Bank ] 0/05/07 i Mercantile Bank of Michigan 02/04/08 ,PrimeSouth Bank ; 02/1 ]/08 LFlorida Comm~nit~Blin)( 'H__ ____ 03/] 7/08 ; American Trust Fed Savings Bank ~-t . .-------------------------- 03/]9/08 lPlan!eEs_!::ir~Cordele GA ____ 03/24/08 i Badger ~~~_ Bank 03/24/08jWilmot ~tat~!3ank ____~ ____ __ 03/26/08 I Private Bank & Trust ._-----j---------- .- 03/28/08 1 First Georgia Bankil1~Co_mp!ll1~ __n_ 04/07/08 ,Cole Taylor Bank, step coupon 09/26/08 i South Coast Community Bank 03/17/09 ,Peoples State Bank 03/24/09 'WaShita State Bank ----------------------------- - 12/30/09 Meridian Bank - --- ----- 12/28/] Ol'lat'!Bank of N~\\,York_City ---=~-- --r--~n , 1 T --+- + i ! , -----r i i 97,000 T 99,000: 99,000 i 97,0001 97,000 1 -97,000 : - . - i 99,000 ; 99,000-r-- 98,000 99,000 99,000 99,000 ____ n____ _________" _ 99,000 j 97,000 98,000 j 99'0()()_1 99,000 99,000 97,000 4.60%; 4.60%1 2.70%[ 5.00%, 5.00% 4.65% --------t- 4.75%' - - i 3.00%1 ~05%r- 3.00% 3.00% 3.20% 5.05% .. 3.01%( 3.20%' 3.40%! 3.35%: -- t- -- - 4.80%: , 4.90%\ - 1. 1 ,8~7,1l.00 ~ 525%' -I -. j I 6,607,472 i 6,607,472 -i - 1-.000,000 r----I~OOO,OOO , I 1 _n -+- -- ---J o 01/27/06 02/03/06 03/24/04 03/28/06 04/05/06 02/03/06 02/ 10/06 J .. ~;~tHl- 03/30/06 1 04/07/04 03/26/04 03/17/04 . 03/24/041 ] 2/30/05 i . ]2/28/051=- J- MONEY MARKET FUNDS -t . ___nun_nun 06/30/07 1 Wells Fargo Government i .-- I 15,708 ]5,708 0 ----...-- ---- 738,441 738,441 0 754,149 ,754,149 0 -r--' -------------- 30,706,440 I 30,706,440 ~--=-.:=~--_~-o~ i r-- I ----+- J- 97,000 J 96,928 ; _. (72) _ 99,000-1 98,906 j (94) 99,000 98,299 (701) 97,000 96,844 'n (156) 97,000 ' 96,833 : (167) 97,000 I 96,413 i (587) 99,000 98:440 i -, (560) ------------ 99,000 97,052 (1,~48) 98,000 _ __~,085 (1,915) 99,000 97,003 il.997) 99,000 97,003 (1,997) -- i _99,000 I 97,1.05 +~___Q,895) _99,-~~_ 98,550+ _ (450) 97,l)QQ.-i-____9~'_~I _ (2,079) 98,000 I 94,611 (3,389) ----..----- -------- _ _.9.2,00.2__ _94,633 (4,367) ____9.9,_0(jO_ . 94,531 ~469) ____...22~000 _ ,.96,500 (2.500) ___~7,000~3,~0 (3,010) 1,867,000_, ).-,834,647'1 - (32,353) -------+--- ~ 6,6.0'7,'i~ ___~,~L4 72 i 6,607,472 I 6,607,472 I o City of Cupertino June 30, 2007 AGENCY NOTES 04/18/05 t 04/14/04 12113/05 04/23/04 02/25/04 I ] 12 I 105 01112/04 I 04129/04 . 1211 5/03 ' 12/30103 03/16/04 03/30104 12/28/05 . 11/30105 i 11/21105 ! 12/15/05 04/21/06 RATE DESCRlPTION I i.. + , ----+--------1 1 m 4.44%1 1,500,000 2.50% 998,462 4.75% 1,000,238 3.15% 1,497,700 3.13% 1,000,000 u._... _____ 5.79% 1,010,432 4.00% 999,547 3.50%' 300,000 500% I 1,000.000 t 4.75%: 1,000,000 4.01%1 1,600,000 " 4.50%1 600,000 . : - s.o4%T -- 915,000. ~3.70o/t_ u 967,4~8 T J :~m.~~ _ ___+-____ _ .!2>!20,263 +----- 1 I 0 _ _ __ 10/18/07 i FHLB adjustable rate ----t;------- 0- -- 0- I2/0~07 I FNMA callable 12/28/07 FFCB 01123/08 FHLB callable --~--- -- ~/25/08 I FHLMC 06/23/0~ 4.l'-"<::13------------------- 08/06/08 'FHLB callable, step coupon -t .. _,__._____ __n__ I 0/29/08+FH~B callable, step coupon 12/15/08 FHLMC callable, step coupon 12/30108 . FHLMC callable, step coupon 03/16/09 FNMA callable 03/30109 0 FHLB callable, step coupon 12/28/09 I FHLB callable ------- -------------- ------- 04/07/10 FFCB callable 07/12/10 FHLMC ------~-~ 12115/10 FHLMC callable -~_._,._- 04/07/11 FNMA callable US GOVERNMENT SECURITIES 03/28/07 09/27107 US Treasury Bill 5.03%[ 988,132 988,132 ,TRUST PORTFOLIO (KESTER TRUST) Total Managed Portfolio Average Yield Average Leng~h to Maturity (in years) CASH Total Trust Portfolio 4.85%' 0.49) t--- I 1------- 06/301071 Wells Institutional MoneY~I<l.t\cct_ 5.03%~ I 45,597 45,597 I t BOND RESERVE PORTFOLIO I Bond Reserve Acct Ambac Assuran_c~_Security Bond B~nd_~ayment Acct Wells T!~llSury Plus Money Mk~_____ Total Bond Reserve Portfolio -- 4.45% I 2,4 I 3,677 2413 677 on _ _ --------i---------- ----------- ----- ------ ~------ . ------ I 0- I:soo,oool --"~498-,5-1S- (1,485) 1,000,000 988,130 (10,332) 1,000,000 996,880 (3,358) -~--~ --- -- 1,500,000 1,481,715 (15,985) --- ------ ---- _.-._---- --------- 1,000,000 985,850 (14,150) 1,000,000 1,004,640 (5,792) .--- -- -- 1,000,000 995,630 (3,917) _____ __'___'.__n._' __.. __ ___._ 300,000 296,718 (3,282) ------------ _!,O(jQ,OOO,___ _ _998~~0_ j (1,520) 1,000,000 : 992!~!(j: (7,090) 1,.60_0~.<J<l..~__ _ 1,568,496 L- (31,504) 600,000 ~ 599,436 + (564) 915,00Q.j _ ?09~8~~ t ___ ..J.5...142) 1,000,000 L--..J~~~I (5,928) 1,000,000 i 970,310 (13,325) 1,000,000 i 990,450 (9,550) 750,000 1 749.768 1,307 I 17,165,000 16,989,346 _ (131,,617) 1,000,000 : }-,O()()~Otloj 988,690 988,690 -------------- - - 558 558 58100061 163412 57880744 . J -i j- -. + I I 45,597 '-----45~597i------- -1------------------ o 45,597 45 597 o --r-------- 0_- -_~-=-~~___ 1- 2,413,677 2,413,677 2413 677 2413677 o o Investments by Type Managed Portfolio US Treaswies 2% Agency Notes 30"10 LAIF 53% Money Market 11 % Cash 1% I Rate of Return Comparison I 1.00% ~ ~ ---- -. . . . . . . . . . . - . - ----- 6.00% 5.00% 4.00% 3.00% 2.00% 0.00% 7/06 8/06 9/06 1 0/06 11/06 12/06 1/07 2/07 3/07 4/07 5/07 6/07 COMPLIANCE WITH INVESTMENT POLICY City of Cupertino June 30, 2007 Category Treasury Issues US Agencies Medium Term Corporate Bonds 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 for Treasuries and US Agencies) I 80 days & 40% 270 days & 25% 30% 365 days Prohibited Comment Complies . Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies Complies