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03 Staff Report - Treasurer's Report October 2008~qYH 0 ias•• G pros DATE: TO: FROM: SUBJECT: COUNCIL AGENDA REPORT December 10, 2008 MEETING DATE: 12/15/08 ITEM NO. 3 MAYOR AND TOWN COUNCIL LINDA SPEICHER, TOWN TREASURER . TREASURER'S REPORT FOR OCTOBER 2008 RECOMMENDATION: Accept report as attached. DISCUSSION: Attached for your review and acceptance is the Treasurer's report for the month of October 2008. While the last few months have seen many changes in the banking climate and investing markets in general, the Town's funds have remained strong. Prime was reduced a full point on October 29"', from 5% to 4%. This change trickled through the bond market more in November than October, with rate declines on short term treasuries dropping about between .75% and 1%. These rates were down to 1/2% by the end of November. The rates on newerFannie Mae and Freddie Mac issues has remained at a little under 3%, while LAIF rates have remained in the 2.5% to 2.7% range. The older investments continue to perform and help to keep the Town's overall rate of return up. Previously, Council had requested that certain Fannie Mae and Freddie Mac investments be sold. One investment that was not sold will more likely than not be called during the month of December. It is a $1 million note with a coupon rate of 4.35% The Town also holds two corporate notes, one with GE Capital and one with Merrill Lynch. Both are still currently rated AA or AAA with Fitch and both are currently worth.more than face. ENVIRONMENTAL ASSESSMENT: Is not a project defined under CEQA, and no further action is required. FISCAL IMPACT: None Attachments: Treasurer's reports dated December 10, 2008. PREPARED BY: Linda L. Speicher, Town Treasurer 6-1 Reviewed by: 'own Manager Q5,1 Assistant Town Manager Town Attorney Clerk 4-Finance Corrununity Development Revised: 12/10/08 7:01 pm Distribution: Town Council; Town Manager; Finance Director Reformatted: 5130102 Meeting date: December 15, 2Q08 Item No: Town of Los Gatos Treasurer's Report for the month ended October 31, 2008 Submitted December 10, 2008 by Linda L. Speicher Distribution: Town Clerk Town Manager Town Council Town of Los Gatos Summary Investment Information October 31, 2008 Weighted Average Portfolio Yield: 3.62% Weighted Average Maturity (days) 453 This Month Last Month One year a_g Portfolio Balance $69,737,823 $70,635,879 $65,350,972 Benchmarks/ References: Town's Average Yield 3.62% 3.64% 4.76%a LA-IF Yield for month 2.71% 2.77% 5.14% 3 mo. Treasury 0.92% 1.18% 4.030/a 6 mo. Treasury 1.43% 1,57% 4.09% 2 yr. 't'reasury 1.60% 2.12% 3.72% 5 yr. Treasury (most recent) 2.88% 3.13% 3.990/c Prime rate 4.00% 5.00% 7.50% Most recent auctions of Freddie Mac or Fannie Mae Reference Notes: 3 yr. Fannie Mae (I 1/19108) 2.95% 2 yr. Freddie Mac (10/10/08) 2.88%n Portfolio Maturity Profile 3 - 5 years 14% 2 - 3 years 15% 0- 1 year 56% 15% Compliance: The Town's investments are in compliance with the Town's investment policy dated May 1, 2008 and also in compliance with the requirements of Section 53601 of the California State Code. Based on the information available, the Town has sufficient funds to meet the cash demands for the next six months. Page 1 Town of Los Gatos Portfolio Allocation & Treasurer's Fund Balances October 31, 2008 Fund Balances - Beginning of Month/Period Receipts Disbursements Fund Balances - End of Month/Period Portfolio Allocation: Union MM US Govt Agencies Local Agency Investment Fund Subtotal - Investments Reconciled Demand Deposit Balances Total Treasurer's Fund Local Agency Investment Fur 37.5% Month YTD $70,635,878.70 $76,714,634.03 2,823,290.05 8,943,818,32 (3,721,345.48) (15,920,629.08) $69,737,823.27 $69,737,823.27 $848,645,81 41,649,744.34 25.496.040.12 67,994,430.27 1,743,393.00 $69,737,823,27 Treasury, Agencies, & Corp. Notes 57.5% Treasurer's Fund Balances .P IO $76 $74 $72 $70 $68 $66 $64 $62 '000,000 4 W4 Y 3 '000,000 M E ,000,00 : M X Y3~~ ri ?x . # x -5 ,000,000 _ W y ~t ~)On.aOn - Y YF t I: - - - - r R Y ti` O o 0 0 4 O tl O O o 0 Z Q 0. Q ao O w O as O ti11 F Q' v O page 2 Portfolio Investment Allocation Union MM 1.2% Town of Los Gatos Non-Treasury Restricted Fnnd Ralanees October 31, 2008 Previous Ending Balance Deposits Interest Withdrawals Balance Non-Treasury Funds Downtown Parking District 12/20/02 $269,847.92 Certificates of Participation Reserve Fund (Lot 4) 254,766.46 Cert. of Participation Lease Payment Fund (Lot 4) 4,012.32 60,495.51 Cert. of Participation 2002 Series A Conn. Fund 239,217.68 93,000.00 Cert. of Participation 2002 Series A Reserve Fund 687,4t4.t5 Cert. Of Participation 2002 Series A Interest Fund 109,48 Celt. Of Participation 2002 Series A COI Fund 0.00 Total Restricted Funds: $1,455,368,01 $153,495.51 $1,000.69 $270,848.61 Nmel 202.02 254,968.48 Note 2 3.18 64,511.01 Note 3 0,45 92,770.04 239,448.09 Note 4 549.27 179.39 687,784.03 Note4 0.03 109.51 Nu1e4 0.0a 0.00 0.00 NDte4 $1,755.64 $92,949.43 $1,517,669.73 These accounts are not part of the Treasurers fund balances reported elsewhere in this report, as they are for separate and distinct entities. Note 1: This account include redemption accounts Set op for the repayment of interest and principal au outstanding bond coupons for Parking Assessment Disuict'3', as well as Reserve Funds set up as required by the original Bond resolution. Note 2: The reserve fund was a requirement of the original certificates of participation agreement when Lot 4 was built. It helps to guarantee payment of the ]case payments should the Town not make payment. Note 3: The lease payment hind receives the lease payments from the Town monthly for the lease of Lot 4. It holds the fiords until payment% on the certificates of participation are due semi-annually. Note 4: The three funds for the Certificates of Participation 2002 Series A consist of construction finds which will he expended over the next few years. restive funds which will guarantee the payment of lease payments, and a third fund for the disbursement of lease payments and initial dclivory costs. Page 3 Town of Los Gatos Statement of Interest Earned October 31, 2008 Current Fiscal Month Year to Date Interest received from Investments $334,088.99 $1,048,255.73 Add: Interest accrued at end of period (see page 5) 545,591.97 545,591.97 Less: Interest accrued at beginning of period {672,372.24) (715,999.95) Interest earned on investments $207,308.72 $877,847.75 Interest by Month July 2008 225,065.95 August 2,008 233,228.31 September 2008 212,244,77 October 2008 207,308.72 November 2008 December 2008 January 2009 February 2009 March 2009 April 2009 May 2009 June 2009 877,847.75 Page 4 Town of Los Gatos Inact ive Deposits by Institution Market to Cost Position Report October 31, 2008 Deposit Amortized Maturity Days Days to Days Yield to Interest Interest Interest Institution Security Dale Cost Date Elapsed Maturity Invested Maturity Earned Received Acemed FHLNIC Coupon Note 07107105 296,403.00 01/12109 1212 73 1285 4.313% 42,449.42 35,682,29 6,767.13 USTreasury Note 07119106 738,281.25 02/15109 835 107 942 5.157% 87,098.88 70,017.27 17,081.61 FHLB Coupon Note 05112106 1,498,035.00 03113!09 903 133 1036 5.298% 196,349.05 183,968.75 12,380.30 USTreasury Note 05115/06 1,992,343.75 05/15109 900 196 1096 5.014% 246,319.19 195,000.00 51,319.19 FHLB Coupon Note 06/15/06 1,493,400.00 06112109 869 224 1093 5,226% 185,81 1.45 156,843.75 28,967.70 FFCB Coupon Note 07119106 723,562.50 07117109 835 259 1094 5.40817. 89,517.17 61,703.12 27,814.05 FHLMC Coupon Note 06117/05 300,198.00 07/30109 1232 272 1504 4.359% 44,168.49 40,942.71 3,225.78 F13LMC Coupon Note 08/01/05 298,332.00 07/30109 1 187 272 1459 4.527% 43,920,59 39,338.54 4,582.05 USTreasury Note 06102108 1,537,617,20 07131109 151 273 424 2.426% 15,432.03 11,244.85 4,187.18 ITCB Coupon Note 04102108 2,010,826.00 08104109 212 277 489 2.286% 26,698.84 18,300.00 8,398.84 USTreasury Note 03125108 1,024,062,50 09115/09 220 319 539 1.7(0% 10,548.69 15,957.88 (5,409.19) USTreasury Note 11117106 748 066.41 11/15/09 714 380 1094 4.734% 69,274.56 51,839.61 17,434.95 USTreasury Note 06/02108 1,514,941.41 12/31/09 151 426 577 2.602% 16,307,49 3,750.00 12,557.49 FHLMC Coupon Note 06114105 299,331.00 01125/10 1235 451 1686 4.431% 44,877.38 40,869.79 4,007.59 MI, Corp Corporate Note 04110107 976,150.00 02/08/10 570 465 1035 5.165% 78,735.19 56,430.56 22,304.63 USTreasury Note 06124/08 739.921,88 020-8/10 129 485 614 2.819% 7.371.87 2.771.74 4,600.13 USTreasury Note 10/19/06 976,406.25 04115/10 7,13 531 1274 4.744% 94.291.20 79,560.44 14,730.76 Fl-ILB Coupon Note 08/22106 1,507.665M 06/11/10 801 588 1389 4.957% 164,007.39 135,750.00 28,257.39 FHLB Coupon Note 01112107 1,487,205.00 08110/l0 658 648 1306 4.960%n 132,979,76 111,233.33 21,746.43 FFCB(2) Coopoa Note 09115108 1,500,000,00 09115/10 46 684 730 3.300% 6,238.36 6,238.36 USTreastuy Note 05131107 737,226.56 10115/10 5t9 714 1233 4.801% 50,327.71 43,806.35 6,521.36 FFCB Coupon Note 12/07107 2,032,140.00 11/08/10 329 738 1067 3.715% 68,048.02 36,072,22 31,975.80 FH1-MC(3) Coupon Note 04124108 1,008,560.00 12/24/10 190 784 974 4,007% 21,036.90 7,129.17 13,907.73 FFCB Coupon Note 01118107 756,922.50 01118/11 652 809 1461 3.175% 42,928.91 13,125.00 29,803.91 FPCB Coupon Note 11128107 2,062,000.00 0211WI1 338 840 1178 3.840% 73,323.59 70,416.67 2,906.92 FNMA Discount Note 09129106 1,516,485.00 04/15/11 763 896 1659 4.874% 154,509.55 157,166.67 (2,657.12) FHLMC(4) Coupon Note 12128106 1,522,350.00 07/20/11 673 992 1665 53759a 150,874.27 134,645.83 16,228.44 USTreasury Note 10119106 990,078.13 09130111 743 1064 1807 4,721% 95,147.95 97,651.10 7,496.85 l-TCB Coupon Note 12112/07 2,025,080.00 1 1/21111 324 1116 1440 4.000% 71,904.21 38,183.33 33,720.88 FFCB Coupon Note 02122107 986,080.00 12/08111 617 1 333 1750 4.959% 82.660.60 59,868.06 22,792.54 1-11LB Coupon Note 05109/07 1,509,255.00 03/09112 541 1225 1766 4.743% 106,101.16 100,000.00 6,101.16 FFILB Coupon Note 11/29107 2,038.360.00 08115/12 337 1384 1721 4.170% 78,479.09 65.77738 12,701.31 GE CorpoiateNote 01116108 1,542,165.00 10/19112 289 1449 1738 4.587%o 56,009.87 59,718,75 (3,708.88) FNMA(1) Coupop Note 02121108 1260,300.00 01102113 253 1524 1777 4.562% 39.852.62 21,605.90 18.246.72 Subtot a I 41,64 9,744.34 Union MM 848,645.81 30 30 2.13% 1,485.71 1,485.71 Purchased Interest LAW NIA 0960108 25,496,040.12 12131/08 3l 61 92 2.71°/a 56,876.26 56,876.26 $67,994,430.27 453 3.62%n $2,751,963.43 $2,206,371.46 $545,591.97 Maturity Protile Amount Percent 0-1 year $38,257,741.13 56.271/. l-2 years $10,486,913.51 15.42% 2-3 years $9,888,535.63 14.54% 3-5 years $9,361,240.00 43.77% $67,994,430.27 100.00%u tNlarkel to C ost Position Report Amotized Market Unrealized Source: Treasury and Agency Obligat ions - Union Ban k of California Institution Cost Value* Gain (Loss) LAIF balances per Local Agency Itives unent fund mont hly statement. Union Bank Assets $41,649,744.34 $42,095,217.00 445,472,66 Union MM 848,645.81 848,645.81 0.00 Iurchased Int erest 0.00 0.00 0.00 LAW 25,496,040.12 25,496,040.12 0.00 Totals: $67,994,430.27 $68,439,902,93 $445,472.66 (1 ) Callable once on 112109 (2) Callable once on 9115109 (3) Callable once on 12124108 (4) Callablc once on 7120109 page 5 O o ~ O l+~ O Vii O N O U O lJi~ O O O O O O O O O O O O O O O O o o O P O O a o d d o p d O May-97 - P O O O 'O O O O O O O P O O O O O O O O O O O O O O O d d d d P P Aug-97 Nnv-97 I Feb-98 - May-98 Aug-98 - Nov-98 - ' - - - Feb-99 N.Suy-99 - - " Aug-99 Nov-99 Feb-00 - - May-Off _-_1 Aug-OD Nov-00 May-O I r s= _ - - - _ _ m Feb-02 -T-, r,_ i~w _ May-02 ` - - Aug-02 ~ - - _ - Nov-02 _ - - P Feb-03 _ y Muy-0-3 Aug-03 Nov-03 - - ' F•eb-O4 - ~ . May-04 Aug-04 - - - Nov-04 Feb-05 May-OS - _ Nov-05 - - Feb-06 - t" _ - May-06 - - -_r ~•=ri..- Aug-06 ' - Nov-O6 Feb-07 May-07 Aug-07 - - :.-sue.. = : Nov-07 -s:n v- . S~tXt.RtY r ~:•••S4Y.„S=~yT<'~_--°3. ' - - Feb-08 - .....v.~..`~..••y.Z sir-~__~y~T[. May-08