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14. Investment policy updateADMINISTRATIVE SEF,VICES DEPARTMENT CUPERTINO CITY HALL 10300 TORRE AVENUE: • CUPE:RTINO, CA 950143255 {408) 777-3220 • FAX {108) 777-3109 SUMM~-RY Agenda Item No. SUBJECT AND ISSUE Receive update report on the Investment Portfolio. BACKGROUND AND FISCAL IMPACT Meeting Date: October 21, 2008 In July 2008, the President signed a Housing Biill enabling the Treasury to provide capital to Fannie Mae and Freddie Mac. By September, Lehman filed for bankruptcy (the 4a' largest investment bank in the US and the largest bankruptcy in US history} and the US government seized control of AIG with an $8' billion bailout. Over the next few days, investors pulled a record $89.9 billion from m~~ney market funds, 3-month Treasury bill rates dropped to a yield of 0.03%, and the Federal Government announced its plans to create a $700 billion bailout fund. And that was just the beginning. Tn short, the turmoil in the financial markets over the past month is unlike anything we have experienced in our lifetimes. So the next question is.... What is the City of Cupertino doing to stay safe? The .City has an investment portfolio of approximately $58 million dollars. As a municipality, we are limited in our investment options by the State of California Government Code. 'Throughout this financi~~1 turmoil, staff has been following the investrnent policy's priority of preserving capitaJ~ and liquidity over pursuing yield. In the past, most of the fixed investment portfolio was in US Treasuries, Federal Hame Loan Bank bonds and Federal Farm Credit Bank bonds, with no direct positions in Fannie M~.e of Freddie Mac. The liquid component of the portfolio was in the Wells Fargo Government Securities Money Market Fund, the Wells Fargo 100% Treasury Money Market Fund and the Local Agency Investment Fund (LATE). The Government Money Market fund consisted of Federal Agencies, including bonds from Fannie and Freddie and bank repurchase agreements backed by those bends. The Fund did not invest in Lehman Brothers, AIG, Washington Mutual or Wachavia. LAIF invests in Federal Agencies, Treasuries, certificates of deposit (CDs), commercial paper, SBA loans, mortgages, and corporate bonds. It has investments in Fannie acid Freddie mortgages/bonds and Wachovia CDs, but no investments Lehman, AIG and Washington Mutual. The City's checking, sweep and security custody accounts are wish Wells Fargo, which has remained on relatively solid footing through this credit crisis. 14-1 Update report on the Investment Portfolio October 21, 2008 Page 2 of 2 Over the past two weeks, given the continued turmoil in the financial markets, we have repositioned our portfolio to achieve additional security and liquidity. The portfolio as of October 16~' is heavily invested in Treasuries (60%), Federal Home Loan Bank and Federal Farm Credit Bank bonds (28%), certificates of deposit {2%}, and a small amount of money in LAIF/Wells Fargo 100% Treasury Money Market to provide for liquidity based on projected cash flow needs over the next six months. The Treasuries and CD's are fully insured, the Federal Home Loan Bank and Farm Credit bonds are implicitly guaranteed by the Federal Government in case of default and the LAIF/Wells Fargo portion of the portfolio provides fox our liquidity needs. Although our current composite rate on the portfolio will decline, we feel it is prudent to move to Treasuries at this time. Staff will continue to monitor the portfolio mix and invest in accordance with prudence and policy. 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 Receive update report on the Investment Portfolio. Submitted by: Approved for submission: Carol A. Atwood David W. Knapp Director of Administrative Services City Manager 14-2