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HomeMy WebLinkAboutCDC Investment Report for quarter ended March 31, 2012 (Finance)ATTACHMENT 1 BACKGROUND California Government Code Section 53646 requires that staff submit a quarterly investment report to the Community Development (CDC) Chairman and members 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 its investment policy and include a statement on the CDC's ability to meet its pool's expenditure requirements. OVERVIEW OF CITY INVESTMENTS The CDC investments most of its funds with 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. For the month ended March 31, 2012, LAIF's monthly average effective yield was 0.383%. 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 48.02% of the CDC's portfolio. The investment portfolio has the ability to meet the CDC's financial needs. SUMMARY OF INVESTMENT PORTFOLIO As of March 31, 2012 INVESTMENTS HELD BY THE SUCCESSOR AGENCY TO THE COMMUNITY DEVELOPMENT COMMISSION AS THE NATIONAL CITY REDEVELOPMENT AGENCY % of Investment Type Book Value Market Value Portfolio LAIF 8,413,000.00 8,423,189.09 51.98% HUD Section 108 Loan 815,301.83 815,301.83 5.04% Cash with Fiscal Agent 6,957,038.85 6,957,038.85 42.98% Totals for March 2012 16,185,340.68 16,195,529.77 100.00% Totals for March 2011 15,831,408.83 Portfolio increase from same quarter last year 353,931.85 HUD Section 108 Loan 5.04% Investments Liquidity Book Value % of Portfolio On Demand One Year Within One to Five Years Cash with Fiscal Agent 8,413,000.00 51.98% 0.00 0.00% 815,301.83 5.04% 6,957,038.85 42.98% 16,185,340.68 100.00"/ Community Development Commission of National City Finance Department Investments LAIF Treasury Coupon Securities Cash with Fiscal Agent Investments SUCCESSOR AGENCY - CDC OF NC Portfolio Management Portfolio Summary March 31, 2012 Par Market Value Value 8,413,000.00 811,309.00 6,961,031.84 8,423,189.09 811,309.00 6,961,031.84 16,185,340.84 16,195,529.93 Value Portfolio Book % of Days to YTM Term YTM Maturity 360 Equiv. 365 Equiv. 8,413,000.00 51.98 1 1 0.378 0.383 811,309.00 5.01 1,015 355 1,013 1.027 6,961,031.84 43.01 1 1 0.000 0.000 16,185,340.84 100.00% 52 19 0.247 0.251 Total Earnings March 31 Month Ending Fiscal Year To Date Current Year Average Daily Balance Effective Rate of Retur Tina Norrdin, Financial Services Officer Reporting period 03/01/2012-03/31/2012 Run Date: 05123/2012 - 11:08 4,083.38 16,395,635.78 0.29% 1151,983.27 Portfolio CDC1 CP PM (PRF_PM1) SymRept 6,41.2020 Report Ver. 5.00 CUSIP LAIF SUCCESSOR AG 1NCY - CDC OF NC Portfolio Management Portfolio Details - Investments March1, 2012 Average Purchase Investment# Issuer Balance Date Par Value SYS10006 10006 LAIF SYS10044 10044 LAIF Subtotal and Average 8,413,617.52 03/21/2012 0.00 81413,000.00 Market Value Page 2 YTM YTM Days to Maturity Book Value Rate 360 365 Maturity Date Stated 0.00 0.00 0.382 0.377 0.382 1 8,423,189.09 8,413,000.00 0.383 0.378 0.383 1 8;413,000.00 8,423,189.09 8,413,000.00 0.378 0.383 1 Federal Agency Coupon Securities Subtotal and Average 209,677.42 TreasuryCoupon Securities 335399910 10034 FEDERAL RESERVE BANK NYC 06/11/2010 1290,939.00 290,939.00 290,939.00 0,740 0.730 0.740 122 08/01/2012 S35399920 10035 FEDERAL RESERVE BANK NYC 06/11/2010 I 5,491.00 5,491.00 5,491.00 0.970 0.957 0.970 306 02/01/2013 835399940 10036 FEDERAL RESERVE BANK NYC 06/11/2010 ;310,518.00 310,518.00 310,518.00 1.190 1.174 1.190 487 08/01/2013 S35399970 10037 FEDERAL RESERVE BANK NYC 06/11/2010 i204,361.00 204,361.00 204,361.00 1.190 1.174 1.190 487 08/01/2013 Subtotal and Average 811,309.00 ! 811,309.00 811,309.00 811,309.00 1.013 1.027 355 Cash with Fiscal Agent. SYS10013 10013 National City 2004 TAB SYS10014 10014 National City 2004 TAB SYS10015 10015 National City 2004 TAB SYS10016 10016 National City 2004 TAB SYS10010 10010 National City 2005A TAB SYS10011 10011 National City 2005A TAB SYS10012 10012 National City 2005A TAB SYS10028 10028 National City 2005A TAB SYS10008 10008 National City 20058 TAB SYS10009 10009 National City 2005B TAB SY510027 10027 National City 2005B TAB SYS10039 10039 National City 2011 TAB SYS10040 10040 National City 2011 TAB SYS10041 10041 National City 2011 TAB SY510042 10042 National City 2011 TAB SYS10020 10020 National City 1999 TAB Reserve SYS10029 10029 National City 1999 TAB Reserve SYS10038 10038 HUD-108 NC DEFEASANCE CASH Subtotal and Average 6,961,031.84 Run Date: 05/23/2012 - 11:08 35,624.88 35,624.88 35,624.88 0.000 0.000 1 07/01/2011 0.16 0.16 0.16 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 07/01/2011 0.00 0.00 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 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 07/01/2011 4,243,077.55 4,243,077.55 4,243,077.55 0.000 0.000 1 07/01/2011 0.24 0.24 0.24 0.000 0.000 1 07/27/2011 0.00 • 0.00 0.00 0.000 0.000 1 j 333,294.10 333,294.10 333 294.10 0.000 0.000 1 07/01/2011 0.00 0.00 0.00 0.000 0.000 1 07/01/2011 3,992.83 3,992.83 3,992.83 0.000 0.000 1 0,961,031.84 6,961,031.84 6,961,031.84 0.000 0.000 1 Portfolio CDC1 CP PM (PRF_PM2) SymRept 5 41 202b