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HomeMy WebLinkAbout2010/09/14 Item 3 CITY COUNCIL AGENDA STATEMENT ~Ilf:.. CITY OF ~ (HUlA VISTA SEPTEMBER 14, 2010, ItemL ITEM TITLE: INVESTMENT REPORT FOR THE QUARTER ENDED JUNE 30, 2010 DIRECTOR OF FINAN E/TREASURER~ CITY MANAG ASSISTANT CITY SUBMITTED BY: REVIEWED BY: 4/STHS VOTE: YES D NO I X I SUMMARY Transmitted herewith is the City's investment report for the quarter ended June 30, 2010. 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 as an informational item. ENVIRONMENTAL REVIEW The Environmental Review Coordinator has reviewed the proposed activity for compliance with the California 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 as of June 30, 2010 was $191,065,677. This is an increase of approximately $24,499,133 from March 31, 2010 to June 30, 2010. For the quarter ended June 30, 2010, the earned interest yield was 1.63 \%, a slight decrease from the 1.647% reported for the quarter ended March 31, 2010, retlecting reinvestment in a lower interest rate environment and of maturing securities purchased in periods of higher interest rates. The weighted average maturity as of June 30, 2010 was 2.17 years which was an increase from the 3-1 SEPTEMBER 14, 2010, Item~ Page 2 of2 prior quarter's 1.86. The weighted average maturity remains suftlciently liquid to enable the City to meet all operating requirements which might be reasonably anticipated. DECISION MAKER CONFLICT Staff has determined that the action contemplated by this item is ministerial, secretarial, manual, or clerical in nature and, as such, does. not require the City Council memhers 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 (California Government Code S 87100, et seq.). CURRENT 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 June 30, 2010 Prepared b.v: N Alandery, Treasury lvfanager, Finance Dept. ::::J 3-2 ~\ft,.. ~ ~ ........- -- ~~-"'- CITY OF CHUIA VISTA Finance Department Investment Report for the Quarter Ended June 30, 2010 September 14, 2010 Honorable Mayor and City Council, I am pleased to present this report of investment activity for the quarter ended June 30, 2010 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 June 30, 2010 as well as provides a comparison to the quarters ended March 31,2010 and June 30, 2009. Market Overview The Federal Open Market Committee (FOMC) continued 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 1.02% at the beginning of the quarter dropped significantly to 0.62% at the end of the quarter as the markets struggle to recover. The overall consumer price index (CPI) rose 2.0% on a year-over-year basis, and the core CPI (excluding food and energy) showed a 0.9% increase year-over-year indicating that inflation remains under control. Portfolio Composition The table below provides a summary of the City's total investment portfolio as of June 30, 2010. The Investment Portfolio ($184,727,973), CashfTime Deposits ($6,337,704) and Bank Trustee/Fiduciary Funds ($128,483,634) continue to be invested in accordance with the Government Code, bond covenants and the Council Investment Policy as adopted on March 2, 2010. 3-3 Honorable Mayor and City Council Investment Report Quarter ended 06/30/2010 Page 2 of 5 Summary of Cash and Investments as of June 30, 2010 % of Investment Type Par Value Market Value Book Value Portfolio Investment Portfolio Federal Securities 133,000,000 133,779,770 132,999,067 41.62% Pooled Investments 47,727,973 47,796,545 47,727,972 14.94% Corporate Bonds 4,000,000 4,118,780 3,992,960 1.25% Subtotal 184,727,973 185,695,095 184,719,999 56.56% Cash/Time Deposits $6,337,704 $6,337,704 $6,337,704 198% Total Cash & Investments Held by the City $191,065,677 $192,032,799 $191,057,703 59.79% Held by Bank Trustee/Fiduciary Funds (1) U S. Government 34,745,245 40,554.843 34,744,545 10.87% Investment Agreements 25,166,334 25,166,334 25,166,334 7.88% Mutual Funds 56,614,650 56,614,650 56,614,650 1772% Cash with Fiscal Agents 0 0 0 0.00% Restricted Cash 11,957,406 11,957,406 11,957,406 3.74% Total Held by Bank Trustee/Fiduciary Funds $128,483,634 $134,293.233 $128,482,934 40.21% Total Portfolio $319,549,311 $326,326,032 $319,540,637 100.00% (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 June 30, 2010 US Government Agency 71% \ Corporate Coupon Bonds 2% ~ , / / ~ /// --- l SO County Pool 3% \"- LAIF (State Pool) 23% / I CalTrust 1% 3-4 I L Honorable Mayor and City Council Investment Report Quarter ended 06/30/2010 Page 3 of 5 Portfolio Performance Portfolio performance is provided in more detail in the attachments to the report. 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. Quarter-End Net Interest Earnings Net Gains (Losses) from Sales Net Total Income Recognized Total Portfolio Income Recognized Accrual Basis June 30, 2010 March 31, 2010 March 31, 2009 $ 684,640 $ 629,463 $ 1,361,958 $ 24,938 S 684,640 S 629,463 $ 1,386,896 $ 2,990,619 $ 2,306,928 $ 4,839,146 $ 24,938 $ 2,990,619 $ 2,306,928 $ 4,864,084 Total Portfolio "Fiscal Year-ta-Date Net Interest Earnings Net Gains (Losses) from Saies Net Total Income Recognized This info comes from the monthly Sympro "fnterest Earnings Summary" reports. This table shows the City's average yield to maturity as of June 30, 2010 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. A enc Chula Vista County of San Diego Carls bad EI Cajon Oceanside San Die 0 Yield 163% 1.02% 2.24% 150% 1.85% 1.52% Benchmark Comoarison 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 June 2008 through June 2010. 10% Monthly Benchmark Comparison 45% 40% 3.5% 3.0% 2.5% 2.0% 15% 0.0% . Jun 08 Sep-OB Dee 08 Mar 09 Jun-09 Sep-09 I --+- City _ LAIF ---A-- 2yr Treasury Dec-09 Mar-10 Jun 10 _______3yrTreasury I I I I I ~- 0.5% 3-5 Honorable Mayor and City Council Investment Report Quarter ended 06/30/2010 Page 4 of 5 Per Section 16.1 of the City's Investment Policy, the 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 weighted average maturity of the City's portfolio, which is at 793 days. BenCRmari<~Y_i1Wi_Qg~ADMfi City 1 63% 793 LAIF 0.53% 203 2 Year Treasury 0.62% 730 3 Year Treasur 099% 1,095 ADM = Avera e Da s to Maturit Investment Activitv During the quarter, twelve investments totaling $38,000,000 matured or were redeemed. These monies represent pooled cash received from various funding sources such as sewer, RDA, TDIF, PAD, General Fund, etc. These funds were reinvested through the purchase of twenty three Federal Agency Securities totaling $78,000,000 using the City's Investment Policy guideline 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 as of June 30, 2010 was $191,065,677. This is an increase of approximately $24,499,133 from March 31,2010 to June 30,2010. For the quarter ended June 30, 2010, the earned interest yield was 1.631 %, a slight decrease from the 1 647% reported for the quarter ended March 31, 2010, reflecting maturing securities purchased In periods of higher interest rates now being reinvested in a lower interest rate environment. The weighted average maturity as of June 30, 2010 increased from the previous quarter's 1.86 years to 2.17 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. 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 2010-045 dated March 2, 2010 Respectfully submitted, Maria Kachadoorian Director of FinancerTreasurer 3-6 Summary of Cash and Investments as of June 30,2010 I %of Investment Type Par Value Market Value Book Value Portfolio Investmtnt Portfolio Fede al Securities 133,000,000 . 133,779,770 132,999,067 41.62% poolep Investments 47,727,973 47,796,545 47,727,972 14.94% Cor rate Bonds 4,000,000 4,118,780 3,992,960 1.25% Subtotal 184,727,973 185,695,095 184,719,999 56.56% Cash/Time Deposits $6,337,704 $6,337,704 $6,337,704 1.98% Total Ca h & Investments Held by the City $191,065,677 $192,032,799 $191,057,703 59.79% w I -l Held by Bank Trustee/Fiduciary Funds (1) U. S. povernment 34,745,245 40,554,843 I nveslment Agreements 25,166,334 25,166,334 Mutuell Funds 56,614,650 56,614,650 Cash Ilvith Fiscal Agents 0 0 Restricted Cash 11,957,406 11,957,406 Total H:eld by Bank Trustee/Fiduciary Funds $128,483,634 $134,293,233 I Total Portfolio $319,549,311 $326,326,032 (1) Refle~ts bond proceeds held by trustee in accordance with bond covenants. Par valu~ is the principal amount of the investment on maturity. All market values contained herein are recered from sources we believe are reliable, however we do not guarantee their accuracy. Book val e is the par value of the security plus or minus any premium or discount and accrued interest t at was included in the purchase price. 34,744,545 25,166,334 56,614,650 o 11,957,406 $128,482,934 10.87% 7.88% 17.72% 0.00% 3.74% 40.21% $319,540,637 100.00% ~J~ ~ . ,e.':'.' 'c".:', . c_', "c,- -'" -, . ~~~~ ClIT OR CHUIA VISTA Chula Vista Investment Pool Portfolio Management Portfolio Summary June 30, 2010 City of Chula Vista 276 Fourth Ave Chula Vista CA 91910 (619)691-5250 p" Market Book %of Days to YTM Investments Value Value Value Portfolio Term Maturity Managed Pool Accounl1 41,716,061.13 41,784,632.99 41,71606113 22.58 0.528 Managed Pool Account 3 5,000,322,56 5,000,322.56 5,000,322.56 2.71 1 1 1.020 Managed Pool Account 2 1,011,589.03 1,011,589.03 1,011,589.03 0,55 1 1 0.640 r-edera Agency Coupon ecurilies 5,000,000.00 5,066,875.00 5,000,000.00 2.71 1,262 1,135 1.930 Federal Agency Callable 128,000,000.00 128,712,895.00 127,999,066.67 69.29 1,200 1,080 1,979 Corporate Coupon Bond 4000,000.00 4,118,780.00 3,992,960.00 2.16 1,171 617 2.660 164,727,972.72 165,695,094.56 164,719,999.39 100.00% 691 793 1.631 Investments Total Earnings June 30 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year I 236,559.19 2,990,619.49 2,990,619.49 AvJr1ge Daily Balance 169,619,033.33 161,357,830.43 EffQ.live Rate of Re lurn 1.52% 1.85% 7-30-/0 Phillip A. Davis, Assi lant Director of Finance Reporting period 0 101/2010-06/30/2010 Portfolio CHUL CC PM (PRF]M1) SymRepl641.202b Repor1Ver.5.00 RUflOale 07/3012010-16 6 Chula Vista Investment Pool Portfolio Management Portfolio Details - Investments June 30, 2010 Average Purchase CUSIP Investment # Issuer Balance Dale Par Value Market Value Managed Pool AccoLnt 1 SYS10197 10197 Local Agency Investment Fund 41,716061-13 41,784,632.99 Subtotal and Average 63,182,727.80 41,716,061.13 41,784,632.99 Managed Pool AceD nt 3 SYS10547 10547 San Diego County Inv Pool 12/28/2009 5,000322.56 5000,322.56 Subtotal and Average 5,000,322.56 5,000,322.56 5,000,322.56 Managed Pool Accorn, 2 SYS10507 10507 CalTrust SHort Term Fund 1,011,589.03 1011,5S9.03 Subtotal and Average 1,010,612.14 1,011,589.03 1,011,589.03 Federal Agency cOll~on Securities 313ijr6UO 10542 Federal Home Loan Bank 10/09/2009 2,000,000.00 2038,750.00 3136 MTQ7 10571 Federal Nat'l Mlg. Assoc. 05127/2010 3,000,000.00 3,028,125.00 CD Subtotal and Average 5,000,000.00 5,000,000.00 5,066,875.00 Federal Agency Call bles 31331GXN4 10537 Federal Farm Credit Bank 06103/2009 3,000,000.00 3,053,437.50 31331JDL4 10553 Federal Farm Credit Bank 02/11/2010 3,000,000.00 3,025312.50 31331JGZO 10556 Federal Farm Credit Bank 03/15/2010 3,000,000.00 3,036,562.50 31331JMA8 10565 Federal Farm Credit Bank 04/26/2010 4,000,000.00 4,002500.00 31331JPS6 10572 Federal Farm Credil Bank 06/02/2010 3,000,000.00 3,011,250.00 31331JPS6 10577 Federal Farm Credit Bank 06/04/2010 3,000,000.00 3,011250.00 31331JRF2 10578 Federal Farm Credit Bank 06114/2010 3,000,000.00 3,004687.50 31331JRM7 10580 Federal Farm Credit Bank 06/16/2010 3,000,000.00 3,005,625.00 3133XTNJ1 10532 Federal Home Loan Bank 05120/2009 3,000,000.00 3,046,875.00 3133XVVSZ3 10550 Federal Home Loan Bank 02/10/2010 3,000,000.00 3,036,562.50 3133XWUB3 10551 Federal Home Loan Bank 02/11/2010 2,000,000.00 2,002,500.00 3133XWU98 10552 Federal Home Loan Bank 02122/2010 3,000,000.00 3,017,812.50 3133XXHS9 10559 Federal Home Loan Bank 03/24/2010 3,000,000.00 3,018,750.00 3133XXGM3 10561 Federal Home Loan Bank 03/30/2010 3,000,000.00 3,031,875.00 3133XXPN1 10562 Federal Home Loan Bank 0410912010 4,000,000.00 4,001,250.00 3133XXWP8 10563 Federal Home Loan l3ank 04i09/2010 2,000,000.00 2,000,625,00 3133XXVR5 10564 Federal Home Loan Bank 04/16/2010 3,000,000.00 3,088,125.00 3133XXZR1 10566 Federal Home Loan Bank 04/26/2010 3,000,000.00 3,013,125.00 3133XY2C8 10568 Federal Home Loan Bank 04/29/2010 3,000,000,00 3,002,812.50 Stated Days to YTM Maturity Book Value Rate Term Maturity Date 41,716,061.13 0.528 0.528 --~ 41,716,061.13 0.528 5,000,322.56 1.020 1.020 --~ 5,000,322.56 1.020 1,011589.03 0.640 0.640 --~ 1,011,589.03 0,640 2,000,000.00 1.750 1,096 B31 "\.750 101D9/2012 3,000,000.00 2.050 1,372 1,337 2.050 02/27/201'1 --~ 5,000,000,00 1,262 1,135 1.930 Page 2 Run Dale:07/30/2010-16.16 3000,000.00 3,000,000.00 3,000,000.00 4000,000.00 2,998,500.00 3000,391.67 3000,000.00 3,000,000.00 3,000,000.00 3,000,000.00 2,000,000.00 3,000,000.00 3,000,000.00 3000,000.00 4,000,000.00 2,000,000.00 3,000,000.00 3,000,000.00 3,000,000.00 2.700 2.420 1.750 1.470 2.350 2.350 1.250 1.800 2.500 2.400 1.800 1.450 1.500 2.000 2.000 1.600 2.490 2.000 1.800 1,461 1068 2.700 06/03/2013 1,461 1,321 2.420 02/1112014 1,096 9BB 1.750 0311512013 914 "8 1.470 lOn6/2012 1,461 1,432 2.363 06/02/2014 1,459 1432 2.350 06/02/2014 823 B06 1.250 09/14/2012 1,188 1,173 1.800 09/'16/2013 1,461 1,054 2.500 OS/20/2013 1,461 1,320 2.400 02/10/2014 1,096 956 1.800 02/11/2013 912 783 1.450 08/22/2012 1.006 907 1.500 12/2412012 1,280 1187 2,000 0913012013 1,096 1,013 2.000 04/09/2013 914 831 1.600 10/09/2012 1,461 1385 2.490 04/16/2014 1,096 1,030 2.000 04/26/2013 1,006 943 1.800 01/29/2013 Portfolio CHUL CC PM (PRF ~PM2) SymRepl6 41.2J2b R(!porIVel.5.00 Investment# Issuer Average Balance Chula Vista Investment Pool Portfolio Management Portfolio Details - Cash June 30, 2010 Purchase Date Stated Book Value Rate Page 4 Days to Term Maturity TIM Par Value Market Value CUSIP o 891 o 793 1.631 w I ~ o RLJIlQale: 0"1130/2010-161 Average Balance Total Cash and lnvestmentss 0.00 189,619,033.33 184,727,972.72 185,695,094.58 184,719,999.39 Portfolio CHUL CC PfI,\ (PRF ]M2) SymRepl G,41.202b Investment # SYSI0197 Managed Pool Ac aunt 1 (Monthly Summary) lssuor Chula Vista Investment Pool Portfolio Management Activity By Type June 1,2010 through June 30, 2010 StatQd Transaction Rate Date Purchases or Deposits Page 5 RQdC!rnplions orWithdrawaJs Balance CUS!P 1019? Local Agency Investment Fund Subtotal 0.528 0.00 40,000,000.00 0.00 40,000,000.00 41,716,OG1.13 Managed Pool Ac aunt 3 (Monthly Summary) Subtotal SYS1050? Managed Pool Ac aunt 2 (Monthly Summary) CalTrust SHort Term Fund 10507 Subtotal 5,000,322.56 0.640 1,010.58 1,010.58 0.00 0.00 1,011,589.03 Federal Agency C 'upon Securities Subtotal 5,000,000.00 -"" Feperal Agency Callables ~ 3illlJCA9 31331JPS6 31331JPS6 ~n3\JRF2 31331JRI\..17 3133XXLF2 3133XYL45 3133XYR31 3133XYQE8 3133XYPL3 3128X8L34 3128X8L42 3134G1EH3 3134G1FC:: 3134G1GT5 3134G1HVJ7 3134G1I1X5 3134G1GX6 10545 10572 10577 1G51B 10580 10560 10573 10575 10576 10581 10535 10536 10574 10579 10582 10583 10584 10585 Federal Farm Credit Gank Federal farm Credit Gank Federal r-arm Credit Bank Federal Farm Credit BanK Federal Farm Credit f3ank Federal Horne Loan Bank Federal Home Loan Bank Federal Home Loan Elank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Morigage Co, Federal Home Loan Mortgage Co. Federal Home Loon Mortgage. Co. r-ederal Home Loan MOdgage Co. Federal Home Loan Mortgage Co. Federal Home Loan Mortgage Co. Federal Home Loan f'l'1orlgage Co. Federal Home Loan Mortgage Co. Subtotal 1.350 06/18/2010 2.350 06/02/2010 2.350 06/04/2010 1.250 06/14/2010 1.800 06/16/2010 2.000 06/24/2010 1700 06103/2010 2.450 06/09/2010 1.500 06/10/2010 ,2.000 06/16/2010 3.000 06/09/2010 2.000 06/15/2010 1.30'0 061081201'0 1.550 06/15/2010 1.750 06/24/2010. 1.625 06/28/2010 2.100 06/30/2010 2.050 06/30/2010 0.00 2,998,500.00 3,000,000.00 3,000,000.00 3,000,000.00 0.00 3,000,000.00 4,000,000.00 4,000,000.00 4,000,000.00 0.00 0.00 3,000,000.00 4,000,000.00 3,000,000.00 3,000,000.00 4,000,000.00 4,000000.00 47;.998,500.00 2,000,000.00 0.00 0.00 0.00 0.00 4,000,000.00 0.00 0.00 0_00 0.00 3,000,000.00 3,000,000.00 0.00 0.00 0.00 0.00 0.00 0.00 12,000,000.00 127,999,066.67 Corporate Goupo Bonds RunDale:07IC1D/2010-16:16 , 'r,. ., Portfolio CHUL CC PM (PRF ]M3) SymRepl 6 <11,202b Report Vel. 5.00 Chula Vista Investment Pool Portfolio Management Page 7 Activity Summary June 2009 through June 2010 Yield to Maturity Managed Number Number Month Numberof Total 3GO 365 Pool of Investments of Investments Avorage Aver<:lge End Year Securities lnvestad EquIvalent Equivalent Rate Purchased Redeemed Term Days to Maturity June 2009 37 175,1E4,702.26 2.255 2.286 1.377 4 6 912 809 July 2009 37 175,468,951.01 2.117 2.147 1.035 1 1 915 799 August 2009 38 161,466,761.59 2.215 2.246 0.925 1 0 1,021 873 September 2009 38 153,967,772.17 2.242 2.273 0.750 0 0 1,071 892 October 2009 38 145,078,134.30 2.228 2.259 0.646 2 2 1,088 884 November 2009 35 134,079,144.88 2.106 2.136 0.611 0 3 1,039 819 December 2009 33 143,077,123.72 1.877 1.903 0.569 1 3 889 680 January 2010 31 158,128,680.36 1.603 1.626 0.558 3 5 724 560 February 2010 29 152,133,930.36 1.509 1.530 0.577 6 8 697 578 Marcil 2010 35 158,133,930.36 1.624 1.647 0.547 6 0 811 680 April 2010 39 169,221,107.72 1.602 L624 0.588 7 3 819 705 Mll!!> 2010 36 188,720,09714 1.367 1.386 0.560 2 5 647 555 Jub 2010 46 184,719,999.39 1.609 1.631 0.528 14 4 891 793 '" Average 36 161,490,795.02 1.873% 1.899% 0.713 4 3 886 741 Hun Oa\6:07/3012010-16: 6 Portfolio CHUL CC Plo1 (PRF _P~.\.j) Symn"pI8.41 .20Lb Report VeL 5.00 Chula Vista Investment Pool Portfolio Management Page 8 Distribution of Investments By Type June 2009 through June 2010 June July August Septamber October November DQcQmber January February March April Mey June Averuge Security Type 2009 2009 2009 2009 2009 2009 2009 2010 2010 2010 2010 2010 2010 by Period Managed Pool Account 1 33.2 33.3 25.1 21.4 18.7 20.2 30.8 ~3.1 44.8 34.9 30.3 433 22.6 30,9% Short Term Pool Afcounts 0.7 0.6 3.3 3.2 3.0 2.7 2.7 1.2% Managed Pool Account 3 I 0.6 0.6 0.6 0.7 0.7 0.8 0.7 0.6 0.7 0.6 0.6 0.5 0.6 0.6% Managed Pool Account 2 Federal Agency co/upon Securities 1.4 1.5 14 1.3 1.3 1.3 1.2 2.7 2.7 1.1% Federal Agency Callables 63.9 63.8 71.8 75.3 76.5 74.6 63.6 51.9 47.3 57.6 62.6 48.8 69.3 63.6% Corporate Coupon Bonds 2.3 2.3 2.5 2.6 2.8 3.0 2.8 2.5 2.6 2.5 2.4 2.1 2.2 2.5% w I ~ w Portfolio CHUL CC Run Date. 07130/2010-16'16 . ._---'-~~--'--'--+~--'--~~- Pt.1 (rRF ]MS) SymRepl 6.'11.202lJ Reporl Ver. 5 00 Chula Vista Investment Pool Portfolio Management Interest Earnings Summary June 30, 2010 Page 9 June 30 Month Ending Fiscal Year To Dnte GO/CouponlDiscount Investments: Interest Collected Plus Accrued Interest at End of Period Less Accrued Interest at Beginning of Period Less Accrued Interest at Purchase During Period 2,903,03~.77 509,580.52 ( 775,628.78) ( 5,6~ 1.67) 2,631,344.84 0.00 2,631,344.8~ 0.00 0.00 0.00) 0.00) 0.00 0.00 0.00 0.00 534,355.46 109,002.32 284,083.13) 359274.65 2,990,619.49 0.00 2,990,619.49 203,175,00 509,580.52 ( 509,437.86) ( 391.67) 202,925.99 0.00 202,925.99 0.00 0.00 0.00) 0.00) 0.00 0.00 0.00 0.00 1,010.58 109002.32 76,379.70) 33,633.20 236,559.19 0.00 236,559.19 Jnterest Earned during Period Adjusted by Cap tal Gains or Losses Earnings during Periods W I ~ Pass Through Securities: Interest Collected Plus Accrued Interest at End of Period Less Accrued Interest at Beginning of Period Less Accrued Interest at Purctlase During Period .;. Interest Earned during Period Adjusted by Premiums and Discounts Adjusted by Capital Gains or Losses Earnings during Periods Cash/Checking Accounts: Interest Collected Plus Accrued Interest at End of Period Less Accrued Interest at Beginning of Period Interest Earned during Period Total Interest Earned during Period Total Capital Gains or Losses Total Earnings during Period R"" 0:, 0713012010 -16'[ . -"--'-I~---'~-- ----~--<---.-~-......._-;;..~~- Portfolio CHUL CC PM {PRr' _PM6} SymRepI6.<l1.202b ReporlVer. 5,00 ~~~ ~ City of Cllula Vista '.", ." I .-'C:-,'h' ....1P;-... ". ". Chula Vista Investment Pool ~.~~ 276 Fourtll Ave ~~o;1 Sales/Call Report Chula Vista CA 91910 (619)691-5250 CHUIA VISTA Sorted by Maturity Date - Fund June 1,2010 - June 30, 2010 Issuer PurchasB-edem. Date Par Rate at Book Value Redemption Redemption Total CUS1P Inyestment# Fund Sec. Type Dat~Matur. Oato Value Redern. at Redem. Principal Interest Amount Net Income 04/19/2012 +5 3133LCA9 POOL FFCB 01/19/2010 06/1Bf2010 2,000000.00 1.350 2,000,000.00 2,000000.00 4,425.00 2,oa'1,425.00 4,425.00 Mel 04/1D!2012 Call Subtotal 2,000,000.00 2,000,000.00 2,000,000.00 4,425.00 2,004,425.00 4,425.00 06/15f20i2 I 3128X8L42 10536 POOL FHLMC 06/15/2009 06/15/2010 3,000000.00 2.000 3,000,000.00 3,000,000.00 30,000.00 3,030,000.00 30,00000 Me1 06/15/2012 Carr Subtotal 3,000,000.00 3,000,000.00 3,000,000.00 30,000.00 3,030,000.00 30,000.00 06/24/2013 3i33XXLF2 10 560 POOL FHLB 03/24/2010 06/24/2010 4000,000.00 2.000 4,000,000.00 4,000,000.00 20,000.00 4,020,000.00 20,000.00 rVlC1 06/24/2013 Cal] --C.ol Subtotal 4,000,000.00 4,000,000.00 4,000,000.00 20,000.00 4,020,000.00 20,000.00 0610~12014 ~ 312!tf1L34 10535 POOL FHLMC 06/09/2009 06/09/2010 3,000,000.00 3.000 3,000,000.00 3,000,000.00 45,000.00 3,045,000.00 45,000.00 Me1 06/09/2014 Call Subtotal 3,000,000.00 3,000,000.00 3,000,000.00 45,000.00 3,045,000.00 45,000.00 Managed Pool With rawals Withdrawal Withdrawal Current Withdrawal Withdrawal Date Amount Rate Amount Amount I SYS10197 10197 POOl. LAIF 07}01/2009 06/07/2010 tJ,ooa,ooo.OO 0.52tJ 8,000,000.00 tJ,OOO,OOO 00 I SYS10197 10197 POOL LAIF 07/01/2009 06/10/Z010 8,000,000.00 0.528 8,000,000.00 0,000,000.00 SYS10197 1d197 POOL LAIF 07/01/2009 06/14/Z010 4,000,000.00 0.528 4000,000.00 4.000,000.00 I SYS10197 1 197 POOL LAIF 07101/2009 06/i6/Z010 6000,000.00 0.528 6,000,00000 6,000,000.00 SYS10197 1197 POOL LAIr: 07/01/2009 06/24/2010 3,000,000.00 0.528 3,000,000.00 3,000,000.00 SYS10197 1 197 POOL LAir: 07{01/2009 06/2tJ/2010 3,000,000.00 0.528 3,000,000.00 3,000,000.00 SYS10197 1 197 POOL LAIF 0710112009 06/30/2010 8,000,000.00 0.528 8,000,000.00 8,000000.00 Subtotal 40,000,000.00 40,000,000.00 40,000,000.00 Total S<1les and Withdrawals 52,000,000.00 12,000,000.00 52,000,000.00 99,425.00 52,099,425.00 99,425.00 Run Dale: 07130/2010-16:50 Portfolio CHUL CC SA (PI~f _SA) SymRepIG.<11.202b Repoll Ver. 5.00 ~ ~ ft,1 ~~ ""-.. I , _.",i:!..'1 ',-:i", "', ~ ~~~~I' - - CITY OF CHULA VISTA I Chula Vista Investment Pool Received Interest Sorted by Date Received - Grouped by Fund Received June 1, 2010 - June 30, 2010 City of Cllula Vista 276 Fourth Ave Chul8. Vista CA 91910 (619)691-5250 Date Received GUStP Invnstment# Security Type Par Current Value Rate Date Due Date Received Interest Amount Due Amount Received Variance . I I Fund: Chula Vista Investmnnt poo 0'> 31331GXN4 10537 MC1 3,000000,00 2.700 U6!02f2010 06/Q3f2010 40,500.00 40,500_00 38967liAHO 10508 MCZ 2,000,000.00 2.200 DB/OEl/20i0 06/08/2010 22,000,00 22,000.00 3128X8L34 10535 MC1 0.00 3.000 06/09/2010 06/09/2010 45,000.00 45,000.00 EH6482796 10499 MC' 2,000000.00 3,OGQ 08/0912010 D6JD9!20~ [J 30,000.00 30,000,00 312BXBL42 10536 MC1 0.00 2.000 06J15/2010 08f15/2010 .30,000.00 30,000.00 31331JCA9 10545 Me1 0.00 1.350 06/18/2010 06f18J2010 4,425.00 4,425.00 3133XXHS9 10559 MC1 3,000,000.00 1.500 06/24f2010 06/24/2010 11,250.00 11,250.00 3133XXLF2 10560 MC1 0.00 2000 06/2.1f2010 06f24/2010 20,000.00 20,000.00 Subtotal 203,175.00 203,175.00 Chula Vista Investment Pool Subtotal 203,175.00 203,175.00 Tolal 203,175.00 2D3,175.DD Total Cash Overpayment 0.00 Tolal Cash Shortfall 0.00 -3>"\\, ~I -kU-J'-\j0.D 1-->c~(VC' s-r June2010 w I ~ lo::l., J 23.:'::' I Run Dale: 07/3012010-15:45 Portfolio CHUL CC RI (PRF _RI) SynlRepl G,'11.202b ReporlVw E.lIO ~vd ,c:a..,.......~ ~ ~ CllY OF I CHULA VISTA GUSIP Investment # CalTrust SHort Ter Fund 5Y510507 10507 Subtotal 1,011,589.03 1,011,589.03 3,000,000.00 06/03/2013 000 04/19/2012 3000,000.00 02/11/2014 3,000,000.00 03115/2013 4,000,000.00 10/26/2012 3,000,000.00 06/02/2014 3,000,000.00 06/02f2014 3000,000.00 09f14/2012 3,000,000.00 09/16/2013 25,000,000.00 3000,000.00 OS/20/2013 2,000,000.00 10109/20" 2 3,000,000.00 02/10/2014 2,000,000.00 02/1112013 3,000,00000 08/22f2012 3000,000.00 12124/2012 0.00 06124/2013 3,000,000.00 09/30/2013 4,000,000.00 04/09/2013 2,000,000.00 10/09/2012 3,000,000.00 04/1612014 3000,000.00 04/26/2013 3,000,000.00 01129/2013 3,000,000.00 06/03/2013 4,000,000.00 06/09/2014 4,000,000.00 12/10/2012 4000,000.00 12/1612013 49,000,000.00 Federal Farm Credit Bank 31331GXN4 10537 31331JCA9 10545 31331JDL4 10553 31331JGZO 10556 31331JMA8 10565 31331JPSG 10572 31331JPSS 10577 31331JRF2 10578 313~fJRM7 10580 ~ -J Chula Vista Investment Pool Accrued Interest Sorted by Issuer - Investment Number June 1,2010 - June 30, 2010 Security Type Por Value Maturity Date PA1 MC1 MC1 MC1 MC1 MC1 MC1 MC1 MC1 MC1 Subtotal Federal Home Loan ank 3133XTNJ1 110532 3133XV6UO 110542 3133XVVSZ3 10550 3133XVVUB3 10551 3133XWU98 10552 3133XXHS9 10559 3133XXLF2 10560 3133X?;GM3 10561 3133XXPN1 10562 3133XXVVPB 10563 3133XXVR5 10564 3' 33XXZR 1 10566 3133XY2C8 10568 3133XYL45 10573 3123XYR31 10575 3133XYOE8 10576 3133XYPL3 10581 MC1 FAC MC1 MC1 MC1 MC1 MGI MC1 MC1 MC1 MC1 MCI MC1 MC1 MC1 Me1 MC1 Subtotal Current Rate 0.640 2.700 1.350 2.420 1.750 1.470 2.350 2.350 1.250 1.800 2.500 1.750 2.400 1.800 1.450 1,500 2.000 2.000 2.000 1.600 2.490 2.000 1.800 1.700 2.450 1.500 2.000 .. Beginning Accrued Interest Adjusted Acc'd Int. ilt Purchase During Period City of Chula Vista 276 Fourth Ave Chula Vista CA 91910 (619)691-5250 Jnterest Intorest . Emling Earned Received Accrued Interest 51555 1,01058 2,376.79 515.55 1,010.58 2,376.79 6750.00 40,500,00 6300.00 1,275.00 4425.00 0.00 6,050.00 0.00 28.233.33 4,375.00 0.00 15,458.3:.' 4,900.00 0.00 106W,57 5679.17 0.00 5,679.17 5,287.50 0.00 5,679.17 1,770.83 0.00 1,TiO 83 2,250.00 0.00 2,250.00 38,337.50 44,925.00 75,987.50 6,250.00 0.00 8,E4167 2,916.66 0.00 7,972.22 6,000.00 0.00 28200.00 3,000.00 0_00 14000.00 3,625.00 0.00 15,587.50 3750.00 11250.00 875.00 5,111.11 20,000.00 0.00 5,000.00 0.00 15166,67 6,6G6.66 0.00 18222.22 2,666.67 0.00 7288.89 6,225.00 0_00 15,562.50 5000.00 0.00 10,833.33 4,500.00 0.00 9,300,00 3,966.67 0.00 3,966.67 5,988.89 0.00 5.98809 3,500.00 0.00 3500,00 3333_33 0.00 3333.33 77,499.99 31,250.00 168,338.89 * Beginning Accrue may not include investments that redemed in the previous month that had outstanding accrued interest. Ending Accrued includes outstanding purchase interest. Portfolio CHUL CC RUfl Date: 0713012010-16"WI -~~~~~ 2,871.82 0.00 2,871.82 0.00 40,050.00 0.00 3,150.00 0.00 22183.33 0.00 11,083.33 0.00 5,716.67 0.00 0.00 0.00 0.00 391.67 0.00 0.00 0.00 0.00 82,183.33 391.67 2,291.67 0.00 5,055.56 0.00 22,200.00 0.00 11,000.00 0,00 11,962.50 0.00 8,375.00 0.00 14,888,89 0.00 10,166.67 0.00 11,555.56 0.00 4,622.22 0,00 9,337.50 0.00 5,833.33 0.00 4,800.00 0.00 000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 122,088.90 0.00 AI (PRF _AI) SymRept 6.41.202b Report VeL 500 Schedule of CaShflnvestlents with Fiscal Agent as 01 June 30, 2010 I Bond Issue Security Description 94 CV Pension Oblig Bd I 1st American Trs Oblig CL 0 Corp Tr COP ZOOOA Flntlllcing Proj Milestone Treasury Oblig FQ r~rem Shr CV Public Financing Aut.hiritY Milestone Treasury Oblig FQ Prem Shr 2001-1/2001-2 RAD Trinity Plus Funding Co InvstAgrml Trin.ty Plus Funding Co lnvsl Agrml 2002 COP Po ice Facilitl8$ US Treasury j Milestone Treasury Obrg FD Prem Shr CFa 06-[ Improvement Ar a A Cash M leslone Treasury Oblig FD Prem Shr Local Agency Investment Fund FHLB 1.550 08f10/2012 2003 Refunding Cert of P rfclpation FSA Capital Mgmt Invs! Agreement J M-resione Treasury Oblig FD Pram Shr CFD 2001-2 McMillin-Ota Ranch 6 Milestone Treasury Oblig FD Prem Shr I FHL8 1.550 08/10/2012 CFO 08-1 Olay Ranch Vill1ge 6 Milestone Treasury Oblig FO Prem Shr LAIF FNMA MTN 1.850 03/25/2013 CFO 07-1 McMillin Otay R ,ch VlIg 11 Mi es!one Treasury Obrg FD Prem Shr I LAir- CFO 06- Improvement Ar~a 8 Milestone Treasury Oblig FO Prem Shr I FNMA NlTN 1.850 03f25/20 13 2004 COP Civic Center P I ase I Dreyfus Inst'l Res Treasury FSA Capital Management Services LLC 2006 COP Civ c Center Phase II Dreyfus inst'J Res Treasury I FSA Investment Agreement CVPFA 2005 Rev Refunding Sor A Milestone Treasury Oblig FD Prem Shr (.0) I Ciligroup GIC #87~615.1 I US Treasury CFD ~1 Improvement A ea B Milestone Treasury Oblig FO Prem Shr I FNrJlA MTN 1.850 03(25/2013 CFD 12-1 McMillin Otay R ch VI g 7 Milestone Treasury Oblig FO Prem Shr FNMA MTN 1_850 03/25/2013 CFO 13-1 Otay Ranch Vllg 7 Milestone Treasury Oblig f:O Prem Shr LAIF CFO 07-18 MCM. i1lin Ota. Y "I nch Vllg 11 Milestone Treasury Oblig FO Prem Shr LAIF 2010 COP C'p'lal Fa"lille~s Refccdlcg ~~::lo'e Tre"cCJ' Obl19 FD Prem Shr 06 Sr. Tax Alloc Ref Bond A Milestone Treasury PS Fund # M5 Rabobank Internationa NY Branch 06 Subordinate Tax A lac ef Bds Milestone Treasury PS Fund # M5 ! Ci/iGrOl,p F,ranciaJ Products, lne. GIC RDA 2008 .Tax Alloe Rof landS M lestone Treasury PS Fund # M5 CDBG Sedan 108 Loan Cash -Interest Bearing Acel Orange Tree MHP Cash - Interest Bearing Acet HOA Housmg Program Cash - Interest Bearing Acct CDBG Housing Program Cash - Interest Bear ng Acel Grand Total as of June 0,2010 F iJeJ1 a m e: J - \fin a nee\da ta \i hvest\inv 1 O.xls i_nnanceldalalinve, 1\lnvlO xis Fiscal Malurity Purchase Cont-actua! Book Trust Acet # Agent Type Date Dale Par Value Mkt Value Value Yeld 9543961\2 US Bank MF Mutual Funds Ver 94418720/21/24 US Bank MF Mutual Funds 119,020 119,020 119020 Var H430300/1/2!3/4f5/8/9f1 0/11/1: US Bank MF Mutual Funds 5,606069 5,606,069 5,606,069 Var 94430303 US Bank IA Invtmnt Agrmt 02-Sep-17 04-Sep-01 1,201,778 1,201,778 1201,778 5.600 94430312 US Bank IA Invlmnt Agrml 02-Sop-17 04-Sep-0 1 426,500 426,500 426,500 5.800 94445202 US Bank use US Trsy Notes 2021,563 2,144,380 2,021,563 5.835 94445200/2/4 US Bank MF Mutual Funds 31,753 31,753 31,753 Var 94477000 US Bank CFA Cash-Fiscal Agt 94477000/3/4/5/6/9/10 US Bank MF Mutual Funds 3,580,372 3,580,372 3,580,372 Var 94477005/6/9 US Bank IA Invmnt Agrmt 4,814,998 4,814,998 4,814,998 Var 94477003 US Bank use us Trsy Notes .10-Aug-2012 31-Mar-2010 2700,000 2,703,375 2,700,000 1_550 94652201 US Bank IA InvmntAgrmt 01-Sep-12 11-Jun-03 1,132,000 1,132000 1,132000 3,100 94652200/1 US Bank MF Mutual Funds 17,254 17,254 17,254 Var 94658900/03/04/05/08/09/10 US Bank MF Mutual Funds 974,740 9;'4,740 974,740 Va, 94658903 US Bank use US Trsy Notes 10-Aug-2012 31-Mar-2010 700,000 700,875 700,000 1_550 ~6132100/03104/05/0G/07/1 0/11/' US Bank MF Mutual Funds 1,716,764 1,716,764 1,716,764 IJar 94682105/12 US Bank IA Invmnt Agrmt 1,584,854 1,584,854 1584,854 94682103 US Bank use us Trsy Not8S 25-Mar-2013 25-Mar-2010 1,500,000 1,512,195 1,499.700 1.850 784708000/03/04/05/06/07 US Bank MF rJlutual Funds 1,628394 1,628,394 1,628,394 Var 784708003f06 US Bank IA Invmnl Agrmt 2,398735 2,398,735 2,398,735 786104000/3(4/5 US Bank MF fV'u~U81 Funds 1,473,642 1,473,642 1,473,642 Var 786104003 US Bank use US Trsy Notes 25-Mar-2013 25-Mar-2010 500,000 504,065 499,900 1,850 325540-44 BNY MF Mutual Funds Var 325544 BNY IA Invmnt Agrmt 01-Mar-34 16-Sep-04 2,395911 2,395,911 2,395,911 5_205 145756/57/58/68/69 BNY MF Mutual Funds 48,956 48,956 48956 Var 145757 BNY IA InvmnlAgrmt 01-Mar-36 17-Mar-2006 1,272,459 1,272,459 1,272,459 5_010 790488000+ US Bank MF Mutual Furds 15,562,530 15,562,530 15,562,530 Va, Reserve Accounts US Bank IA Invmnt Agrmt 01-Sep-2032 6,436,873 6,436873 6436,873 4.889 Escrow Accounts US Bank use US Trsy Notes 25,823 682 31.477.758 25,823682 V" 792183000-10 US Bank MF Mutuai Funds 6,333,153 6,333,153 6,333,153 Va, 792183003 US Bank use US Trsy Notes 25-Mar-2013 25-Mar-2010 500,000 504,065 499,900 1.850 791949000/4/5/6/7/8/11/12 US Bank MF Mutual Funds 2648,192 2,648,192 2648,192 Var 791949004 US Bank use us Trsy Notes 25-Mar-2013 25-Mar-2010 1,000,000 1,008,130 999,800 1_850 '93774000(03/04/05/06107108/11 US Bank MF Mutual Funds 4,802,433 4,802,433 4,802,433 Var 793774003 US Bank IA invmnt Agrmt 1,258,610 1,258,610 1,258,610 794322000101103/04/05109 US Bank MF Mutual Funds 2,488,460 2,488,460 2,488460 Vm 794322003 US Bank Iii IllvmntAgrmt 211,308 211308 211,308 136267000-136267005 US Bank MF Mutual Funds 4,387,376 4,387,376 4,387,376 Ver 136267005 US Bank CFA Cash-Fiscal Agt 103986000105 US Bank MF Mutual Funds 0 0 0 Var 103986003 US Bank IA Invmnt Agrmt 09-Aug-2027 11-Sep-2006 1,027,945 1,027,945 1,027945 4.980 103987003/05 US Bank MF Mutual Funds 596 596 596 Ver 103987003 US Bank IA InvmnlAgrmt 26-Sep-2027 11-Sep-2006 1,004365 1.004,365 1,004,365 5.097 127926000 to 6011 US Bank MF Mutual Funds 30-Sep-203G 22-JUI-20a8 5,194,945 5.194,945 5,194,945 Va' 1459703226 B of A RC Restr"eled Cash 7,327,707 7327,707 7,327,707 Var 2324-80156 B of A RC Restricted Cash 613,519 613,519 613519 Var Various BofA RC Restricted Cash 4,014,740 4,014,740 4,014740 VBr Various B of A RC Restricted Cash 1,441 1,441 1441 Var 128,483,634 134,293,233 128,482,934 City of Chula Vista CashlTime Deposits 30-Jun-10 CASH IN BANK Bank of America - General Account Bank of America - Payroll Account California Bank - Direct Deposit Account Wells Fargo Bank-CV Workers Camp Account CASH ON HAND Petty Cash Fund TIME DEPOSIT Bank of America Time Deposit Cash/Time Deposits as of 06/30/2010 6,017,797 (1,827) 1,886 129,534 5,269 185,044 6,147,390 5,269 185,044 6,337,704 j:finance\data\Cash and Time Deposits FY0910 JUNE 30 2010.xls 3-19 Draft, as of 0713012010 I , , I I I I i I I I I I I CITY OF CHULA VISTA CITY COUNCIL(and or RDA) AGENDA SUBMITTAL FORM (Aoenda statement eooies with all attachments should be submitted to City Manaoer (2). City Attornev (3) and Finance (3) bv Mondav noon 15 days orior to Council meetina) (one form per separate agenda statement item) H*""Please save as H:\ Agenda Submittals ~ COUNCILlapplicabfe date subfofder"'''u FOR MEETING DATE 09/14/2010 SUBMITTED BY: N. MANDERY DEPARTMENT: FINANCE EXT. 3116 FOR PLACEMENT: (check one) o X o o Special Orders of the Day Consent Calendar Public Hearings Board/Cmsn Recommendations o o o o Action Items City Manager's Report or Ex. Dir's Mayor's Report or Chair's Report Council Comments or Agency BUDGET AMENDMENT REQUIRED: YES D (Budqet Detail Form Required) NO D YES D NO X 4/5ths VOTE REQUIRED: TITLE: (as it will appear on the agenda statement): o ORDINANCE: o RESOLUTION: ~ REPORT: RECORDING REQUIRED? YES D NO D INVESTMENT REPORT FOR THE QUARTER ENDED JUNE 30,2010 o PUBLIC HEARING: o PROCLAMATION SUMMARY (2 or 3 sentences that briefly summarize the requested action and inform the public what 'the' item is about): The quarterly Investment Report provides information on various cash balances, investment transactions and the status of the pooled investment portfolio in accordance with the Government Code and the City's Investment Policy. RECOMMENDATION: That Council accept the report. COORDINATED WITH (if applicable): NAME .Jill Maland DATE 08/27/10 x CITY A TTORJ"'-EY'S OFFICE ADMINISTRATION FINANCE o o 3-20