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HomeMy WebLinkAboutCDC Treasurer Report Attachment-FinanceATTACHMENT BACKGROUND California Government Code Section 53646 requires that staff submit an investment report to the Community Development (CDC) Chairman and members within 30 days following the end of the quarter that consists of the following information: ➢ Type of investment or description, ➢ Issuers (bank or institution), ➢ Dollar amount, ➢ Interest rate, ➢ Current market valuation as of the date of the report, ➢ And the date of maturity. In addition, the code requires that the report states the CDC's compliance with it's investment policy and include a statement on the CDC's ability to meet it's pool's expenditure requirements. OVERVIEW OF CITY INVESTMENTS The CDC investments most of its funds the California Treasurer's Local Agency Investment Fund (LAIF). This is a liquid investment pool, which allows participants to earn market rate returns of large investments, while retaining access to funds within 24 hours of a withdrawal request. Due to the current circumstances of the economy and the market conditions, LAIF return has been plunging for the last 48 months. For the month ended December 31, 2011, LAIF's monthly average effective yield was 0.382%. The investment of debt service reserve funds, the 1999, 2004, 2005 and 2011 Tax Allocation Bonds, and the HUD Section 108 Loan Program funds are controlled by the designated fiscal agent. The reserve funds account for 80.79% of the CDC's portfolio. Federal Agency Securities account for 0.99% of the investment portfolio. The average rate of return is 2.64% The investment portfolio has the ability to meet the CDC's financial needs. SUMMARY OF INVESTMENT PORTFOLIO As of December 31, 2011 INVESTMENTS HELD BY THE CDC OF NATIONAL CITY % of Investment Type Book Value Market Value Portfolio LAIF 8,405,891.08 8,419,777.59 16.60% Federal Agency Securities 500,000.00 501,840.00 0.99% Cash with Fiscal Agent 41,724,741.48 41,724,741.48 82.41% Totals for December 2011 50,630,632.56 50,646,359.07 100.00% Totals for December 2010 17,810,285.76 Portfolio increase from same quarter last year Cash with Fis Agent 82.41% 32,820,346.80 LAIF 16.60% Federal Agency Securities 0.99% Investments Liquidity Book Value % of Portfolio On Demand One Year Within One to Five Years Cash with Fiscal Agent 8,405,891.08 0.00 500,000.00 41,724,741.48 16.60% 0.00% 0.99% 82.41% 50,630,632.56 100.00% Community Development Commission of National City Finance Department - Investments CDC OF NATIONAL CITY Portfolio Management Portfolio Summary December 31, 2011 Value Par Market Book % of Days to YTM Value Value Portfolio Term Maturity 360 Equiv. 365 Equiv. LAIF 8,405,891.08 8,419,777.59 Federal Agency Coupon Securities8,405,891.08 16.60 1 1 0.377 0.382 500,000.0022219501,840.00 500,000.00 0.99 1,827 Treasury Coupon Securities 822 219 00 822 219 00 1,534 2.604 2.640 Cash with Fiscal Agent 40,902,522.48 40,902,522.0048 822,219.00 1.62 1,009 440 1.007 1.021 40,902,522.48 80.79 1 1 0.000 0.000 50,630,632.56 50,646,359.07 50,630,632.56 100.00% 35 23 0.105 0.106 Investments Total Earnings December 31 Month Ending Fiscal Year To Date Current Year 4,840.33 55,629.87 Average Daily Balance 50,627,507.14 Effective Rate/bf Return 0.11% r Tina Norrdig(, Financial Services Officer Reporting period 12/01/2011-12/31/2011 Run Date: 01/27/2012 - 17:43 Portfolio CDC1 CP PM (PRF_PM1) SymRept 6.41 202b Report Ver. 5.00 CUSIP LAIF SYS10006 CDC OF NATIONAL CITY Portfolio Management Portfolio Details - Investments December 31, 2011 Average Purchase Investment # Issuer Balance Date 10006 LAIF Subtotal and Average 8,405,891.08 Federal Agency Coupon Securities 313372TR5 Par Value Page 2 Stated YTM YTM Days to Maturity Market Value Book Value Rate 360 365 Maturity Date 8,405,891.08 8,419,777.59 8,405,891.08 8,405,891.08 0.382 0.377 0.382 1 8,419,777.59 8,405,891.08 0.377 0.382 1 10030 Federal Home Loan Bank 03/14/2011 500,000.00 501,840.00 500,000.00 2.640 2.604 2.640 1,534 03/14/2016 Subtotal and Average 500,000.00 500,000.00 501,840.00 Treasury Coupon Securities 500,000.00 2.604 2.640 1,534 335399880 10033 10034 FEDERAL RESERVE BANK NYC O6/11/2010 10,910.00 10,910.00 10,910.00 0.530 0.523 0.530 31 02/01/2012 335399910 FEDERAL RESERVE BANK NYC 06/11/2010 290,939.00 290,939.00 S35399910036 335399920 10035 FEDERAL RESERVE BANK NYC 06/11/2010 290,939.000.740 0.957 0.740 213 02/01/2013 .00 0.970 0.957 0.970 397 02/01/2013 S353999700 10037 5,491.00 5,491.00 5,491FEDERAL RESERVE BANK NYC O6/11/2010 310,518.00 310,518.00 310,518.00 1.190 1.174 1.190 578 08/01/2013 FEDERAL RESERVE BANK NYC 06/11/2010 204,361.00 204,361.00 204,361.00 1.190 1.174 1.190 578 08/01/2013 Subtotal and Average 822,219.00 822,219.00 822,219.00 822,219.00 1.007 1.021 440 Cash with Fiscal Agent SYS10013 10013 National City 2004 TAB 35,623.97 35,623.97 35,623.97 0.000 0.000 1 SYS10014 10014 National City 2004 TAB 07/01/2011 0.16 0.16 SYS10015 10015 National City2004 TAB 0.16 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 SYS10016 100160 National City 2004 TAB 07/01/2011 0.00 0.00 SYS10010 10010 National City2005A TAB 0.00 0.000 0.000 1 07/01/2011 2,345,042.08 2,345,042.08 2,345,042.08 0.000 0.000 1 SYS10011 100112 National City 2005A TAB 07/O1/2011 0.00 0.00 SYS10012 10012 National City2005A TAB 0.00 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 SYS10028 100280National City 2005A TAB 07/01/2011 0.00 0.00 SYS10008 10008 National City20058 TAB 0.00 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 SYS10009 10027 National City 2005B TAB 07/01/2011 0.00 0.00 SYS10027 10027 National City2005B TAB0.00 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 SYS10039 10039 SYS10040 10040 National City 2011 TAB 07/01/2011 33,984,717.34 33,984,717.34 33,984,717.34 0.000 0.000 1 National City 2011 TAB 07/01/2011 4,201,067.55 4,201,067.55 4,201,067.55 SYS10041 10041 National City2011 TAB0.000 0.000 1 07/01/2011 0.24 0.24 0.24 0.000 0.000 1 SYS10042 10020 National City 2011 TAB 07/27/2011 0.00 0.00 SYS10020 10020 National City 1999 TAB Reserve0.000.000 0.000 1 SYS10029 10029 National City 1999 TAB Reserve 07/01/2011 333,294.10 333,294.10 333,294.10 0.000 0.000 1 SYS10038 10038 0.00 0.00 0.00 0.000 0.000 1 HUD-108 NC DEFEASANCE CASH 07/01/2011 2,777.04 2,777.04 2,777.04 0.000 0.000 1 Subtotal and Average 40,899,397.06 40,902,522.48 40,902,522.48 40,902,522.48 0.000 0.000 1 Run Date: 01/27/2012 - 17:43 Portfolio CDC1 CP PM (PRF_PM2) SymRept 641.202b CUSIP Run Date: 01/27/2012- 17:43 CDC OF NATIONAL CITY Portfolio Management Portfolio Details - Investments December 31, 2011 Page 3 Average Purchase Stated YTM YTM Days to Maturity Investment # Issuer Balance Date Par Value Market Value Book Value Rate 360 365 Maturity Date Total and Average 50,627,507.14 50,630,632.56 50,646,359.07 50,630,632.56 0.105 0.106 23 Portfolio CDC1 CP PM (PRF_PM2) SymRept 6.41.202b