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HomeMy WebLinkAbout2013/06/11 Item 05~, CITY COUNCIL AGENDA STATEMENT ~~ CITY OF CHULA VISTA JiJNE 11, 2013, Item ~ ITEM TITLE: INVESTMENT REPORT FOR THE QUARTER ENDED MARCH 31, 2013 SUBMITTED BY: .DIRECTOR OF FINANCE/TREASURER ~'~''' H~ REVIEWED BY: CITY MANAGER ASSISTANT CITY ANAGER~' 4/STHS VOTE: YES ~ NO SUMMARY Transmitted herewith is the City's investment report for the quarter ended March 31, 2013. To meet the reporting requirements set forth in the California Government Code Sections 53600 et seq. and the City of Chula Vista Investment Policy, a separate report was distributed to the City Council in April ENVIRONMENTAL REVIEW The Environmental Review Coordinator has reviewed the proposed activity for compliance with the Califomia Environmental Quality Act (CEQA) and has determined that the activity is not a "Project" as defined under Section 15378 (b)(4) of the State CEQA Guidelines; therefore, pursuant to Section 15060(c)(3) of the State CEQA Guidelines the activity is not subject to CEQA. Thus, no environmental review is necessary. RECOMMENDATION Council accept the report. BOARDS/COMMISSION RECOMMENDATION Not applicable. DISCUSSION The total cash and investment portfolio held by the City as of March 31, 2013 was $202,763,307. This is an increase of approximately $9SM from December 31, 2012. For the quarter ended March 31, 2013, the earned interest yield was 0.672%, a slight decrease from the 0.697% reported for the quarter ended December 31, 2012, reflecting reinvestment in lower yielding investments. The weighted average maturity as of March 31, 2013 was 2.35 years, versus 2.38 years in the prior quarter. The weighted average maturity remains sufficiently liquid to enable the City to meet all operating requirements which might be reasonably anticipated. 5-1 JUNE 11, 2013, Item ~ Page 2 of 2 DECISION MAKER CONFLICT Staff has determined that the action contemplated by this item is ministerial in nature and does not require the City Council members to make or participate in making a governmental decision, pursuant to California Code of Regulations section 18702.4(a). Consequently, this item does not present a conflict under the Political Reform Act (Cal. Godt Code § 87100, et seq.). Staff is not independently aware, nor has staff been informed by any City Council member, of any other fact that may constitute a basis for a decision maker conflict of interest in this matter. CURRENT YEAR FISCAL IMPACT Considering the projected timing of cash receipts and disbursements and the structure of the Pooled Investment Portfolio, the City should be able to comfortably meet overall cash flow needs over the next six months. There is no direct fiscal impact by this action. ONGOING FISCAL IMPACT There is no ongoing fiscal impact by this action. ATTACHMENTS A. Investment Report for the Quarter Ended March 31, 2013 Prepared by: E. Adachi, Associate Accountant, Finance Dept. 5-2 ~wi r:A.~ _._^._. CITY OF CHUTA VISTA Finance Departrr Investment Report for the Quarter Ended March 31, 2013 June 11, 2013 Honorable Mayor and City Council, I am pleased to present this report of investment activity for the quarter ended March 31, 2013 in compliance with the reporting requirements as set forth in the California Government Code Sections 53600 et seq. and the City of Chula Vista Investment Policy. The information presented in this report highlights the investment activity for the quarter ended March 31, 2013 as well as provides a comparison to the quarters ended December 31, 2012 and March 31, 2012. Market Overview The Federal Open Market Committee (FOMC) continues to maintain the key Fed Funds rate at a target range of 0.00% to 0.25% in hopes of stimulating the economy. Two-year Treasuries yielding 0.27% at the beginning of the quarter dropped slightly to 0.25% by the end of the quarter. The overall consumer price index (CPI) rose 1.5% on ayear-over-year basis, and the core CPI (excluding food and energy) showed a 1.9% increase year-over-year. The Federal Reserve continues to monitor these increases to ensure that inflation remains under control. Portfolio Composition The table below provides a summary of the City's total investment portfolio as of March 31, 2013. The Investment Portfolio ($190,579,427), Cash/Time Deposits ($12,183,880) and Bank TrusteelFiduciary Funds ($82,216,249) continue to be invested in accordance with the Government Code, bond covenants and the Council Investment Policy as adopted on February 26. 2013. 5-3 Investment Report Quarter ended 03/31/2013 Page 2 of 5 Summery of Cash and Investments as of March 31, 2013 of Investment Type Par Value Market Value Book Value Portfolio Investment Portfolio Federal Securi0es 116,000,000 116,051,235 115,998,500 40.70°k Pooledlnvestments 74,579,427 74,614,451 74,579,427 26.17% Corporate Bonds 0 0 0 0.00% Subtotal 190,579,427 190,665,686 190,577,927 66.67% Cash/Time Deposits $12,183,880 $12,183,860 $12,183,880 4.28°k Total Cash & Investments Held by the City $202,763,307 $202,849,566 $202,761,807 71.15% Held by Bank Trustee/Fiduciary Funds (1) U. S. Government 2,021,563 2,021,800 2,021,563 0.71% Repurchase Agreement 0.00% IrrvestmentAgreements' 14,577,627 14,577,627 14,577,627 5.12% Mutual Funds' fi2,913,990 62,924,359 62,913,990 22.08% Cash with Fiscal Agents 0 0 0 0.00% Restricted Cash 2 703 070 2,703,070- 2,703,070 0.95% Total Held by Bank Trustee/Fiduciary Funds $82,216 249 $82,226,857 $82,216,249 28.85% Total Portfolio $284,979,557 $285,076,423 $284,978,057 100.00% (1) Reflects bond proceeds held by trustee in accordance with bond covenants. The graph below provides a snapshot of the portfolio composition by investment type for that portion of the portfolio not held by the bank trustee or in a fiduciary fund. Portfolio Composition as of March 31, 2013 ($190.6M Total Par Value) US Governrr Agency 60.9% CalTru 0.5% SD County Pool 20.6% LAIF (State Pool) 18.0% 5-4 Investment Report Quarter ended 03/31/2013 Page 3 of 5 Portfolio Performance The summary information provided below includes the total portfolio income recognized for the last quarter as compared to the prior quarter and the same quarter one year ago. Total Portfolio Income Recognized Accrual Basis March 31, 2013 December 31, 2012 March 31, 2012 Quarter-End Net Interest Earnings $ 401,130 $ 326,555 $ 492,792 Net Gains (Losses) from Sales $ - $ - Net Total Income Recognized $ 401 130 $ 326 555 $ 492,792 Fiscal Year-to-Date Net Interest Earnings $ 1,108,620 $ 707,490 $ 1,555,115 Net Gains (Losses) from Sales $ - $ - $ 5,740 Net Total Income Recognized $ 1 108 620 $ 707 490 $ 1,560,855 This info comes from the monthly Sympro "Interest Earnings Summary" reports. This table shows the City's average yield to maturity as of March 31, 2013 as compared to the County of San Diego and other cities in the county. Carlsbad and Oceanside both have dedicated staff that actively manage their portfolios by buying and selling investments daily as opposed to our more passive "hold-to-maturity' investment style. Liquidity needs and risk tolerance can also affect yields. Benchmark Comparison Agency Yield Chula Vista 0.67% County of San Diego 0.35% Carlsbad 1.09% EI Cajon 0.47% Oceanside 0.91% San Diego 0.64% The following graph compares the monthly earned interest yield of the City's Portfolio Fund with the monthly average yields for the same period of the State of California Local Agency Investment Fund (LAIF) and the two-year and three-year treasury from March 2011 through March 2013. 5-5 Investment Report Quarter ended 03/31/2013 Page 4 of 5 1.6 1.6 1.4% 1.2% 1.0% 0.8 0.6 % 0.4 0.2 % 0.0 Monthly Benchmark Comparison Mar-11 Jun-11 Sep-11 Deo11 Mar-12 Jun-12 Sepr12 Deo-12 t City tIAIF -t-2yr Treasury t3yrTreasury Yer JE;CiIOrI lb.l OT Ine l.liy5 mVeSlmenl 1"OIIGy, Ine two-year U.S. Treasury and the Local Agency Investment Fund yields are the performance benchmarks to be used when determining whether market yields are being achieved. The three-year U.S. Treasury is added as an additional point of reference in order to provide an upper range that is above the Mar-13 Benchmac,. ill D City 0.67% 85 LAIF 0.29% 213 Year Treasury 0.25% 73 3 Year Treasu 0.36% 1,09 ADM = Avera a Da s to Maturit weighted average maturity of the City's portfolio, which is at 858 days. Investment Activity During the quarter, seven investments totaling $22,000,000 were redeemed prior to their maturity dates. These monies represent pooled cash received from various funding sources such as sewer, TDIF, PAD, General Fund, etc. These funds were reinvested through the purchase of eight Federal Agency Securities totaling $25,000,000 using the City's Investment Policy guidelines to ensure safety, liquidity and yield. There is no further activity to report on other than routine investments in money market mutual funds by the City's fiscal agents. Conclusion The total cash and investment portfolio held by the City as of March 31, 2013 was $202,763,307. This is an increase of approximately $9.5M from December 31, 2012. For the quarter ended March 31, 2013, the earned interest yield was 0.672%, a slight decrease from the 0.697% reported for the quarter ended December 31, 2012, reflecting higher yielding investments being redeemed and then reinvested at lower interest rates. The weighted average maturity as of March 31, 2013 decreased from the previous quarter's 2.38 years to 2.35 years which is within the Council Policy of less than 3.0 years. The weighted average maturity remains sufficiently liquid to enable the City to meet all operating requirements that might be reasonably anticipated. 5-6 Investment Report Quarter ended 03/31/2013 Page 5 of 5 Considering the projected timing of cash receipts and disbursements and the structure of the Pooled Investment Portfolio, the City should be able to comfortably meet overall cash flow needs over the next six months. There is no direct fiscal impact by this action. I certify that this report reflects the City of Chula Vista and related agencies pooled investments and is in conformity with the State of California Government Code on authorized investments and with the Investment Policy of the City of Chula Vista as stated in Resolution No. 2013-020 dated February 26, 2013. Respectfully submitted, Maria Kachadoorian Director of Finance/Treasurer 5-7 m ~ o ~ m a rn ~ L ~ i s c U ~ U LL m m O ~ '/~ <O _T ry ~ v U f0 t U 0 a ~ a.~ ~ R N M y R £ N 3 9 ~ N r' ~ ~ O_ L w 0 •Q L N p `.~,. 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" N r ~ O~ V m m N ~ d V r C y y ~ O M N 41 L L C K ~ = c o O~ V ~ d y ~ m g t m :~ m - ~ o m J t N ~ Q u' v U c m ~ aEiU U > mUc m O_ mm m boa. o U M c N o a c g~ ~ a> > N o. ~ m ~ m. ~ m o m d ~~ v °o d E ~ ~_ O ~_ E a a °o E E O m a x 'o m v m c m y ~- N O N O - O O N ^ N M r O I' O O N N~ y `t -~ U o ~ N O O O U U LL O ~ ~ O C~ ~] ~ N (~ O) 9 Z O c a o o ^ o ^^ ^ ^ ~ p a ^^^ ^ (/~ N Q m m N N y 0~ 0 O LL O LL LL LL LL O O ~ LL LL LL LL p ~p N ^^ N m m U N N U N U U U U N N U O D U U N O O Q U O U' City of Chula Vista Cash/Time Deposits 31-Mar-13 CASH IN BANK Bank of America -General Account Bank of America -Payroll Account California Bank -Direct Deposit Account Wells Fargo Bank-CV Workers Comp Account CASH ON HAND Petty Cash Fund TIME DEPOSIT Bank of America Time Deposit CashfTime Deposits as of 03/31/2013 11,268,256 0 3,025 595,049 11,866, 330 7,550 7,550 310, 000 310, 000 12,183,880 j:finance\data\Cash and Time Deposits FY1213 MARCH 31, 2013.DRAFT.xIs As of 04/25/2013 5-22