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Home My WebLink About2000 City Treasurer's Monthly Investment Summary Reports - B 31o.ao �O7 TWVA- CITY OF HUNTINGTON BEACH MEETING DATE: February 5, 2001 DEPARTMENT ID NUMBER: CT 01-04 Council/Agency Meeting Held: Q2.— 05--0) Deferred/Continued to: A proved ❑ conditionally Approved ❑ Denied Ik9-CityCI r 's Signature Council Meeting Date: February 5, 2001 Department ID Number: CT 01-04 _L N � CITY OF HUNTINGTON BEACH :=; REQUEST FOR COUNCIL ACTION �N SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS ' SUBMITTED BY: SHARI L. FREIDENRICH, City Treasur PREPARED BY: SHARI L. FREIDENRICH, City Treasurer SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S DECEMBER 2000 INVESTMENT SUMMARY REPORT Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Status,Attachment(s) Statement of Issue: Review and accept the monthly investment report for December 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report by motion of Council, accept the Monthly Investment Report for December 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. V RCACT 01-04 -2- 1/24/01 8:52 AM City of HB Portfolio Management Page s Y YP Investment ActivityB Type December 1, 2000 through December 31, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-332 Union Bank 5.913 12/01/2000 0.00 220,000.00 00-333 Union Bank 5.850 12/04/2000 431,000.00 0.00 00-333 12/05/2000 0.00 431,000.00 00-334 Union Bank 5.850 12/05/2000 801,000.00 0.00 00-334 12/06/2000 0.00 801,000.00 00-335 Union Bank 5.850 12/06/2000 250,000.00 0.00 00-335 12/07/2000 0.00 250,000.00 00-336 Union Bank 5.788 12/08/2000 625,000.00 0.00 00-336 12/11/2000 0.00 625,000.00 00-337 Union Bank 5.850 12/11/2000 2,419,000.00 0.00 00-337 12/12/2000 0.00 2,419,000.00 00-338 Union Bank 5.788 12/12/2000 655,000.00 0.00 00-338 12/13/2000 0.00 655,000.00 00-339 Union Bank 5.788 12/13/2000 982,000.00 0.00 00-339 12/14/2000 0.00 982,000.00 00-340 Union Bank 5.850 12/14/2000 2,022,000.00 0.00 00-340 12/15/2000 0.00 2,022,000.00 00-341 Union Bank 5.850 12/15/2000 859,000.00 0.00 00-341 12/18/2000 0.00 859,000.00 00-342 Union Bank 5.850 12/18/2000 157,000.00 0.00 00-342 12/19/2000 0.00 157,000.00 00-343 Union Bank 5.788 12/19/2000 198,000.00 0.00 00-343 12/20/2000 0.00 198,000.00 00-344 Union Bank 5.788 12/20/2000 244,000.00 0.00 00-344 12/21/2000 0.00 244,000.00 00-345 Union Bank 5.788 12/21/2000 1,000.000.00 0.00 00-345 12/22/2000 0.00 1,000,000.00 00-346 Union Bank 5.725 12/22/2000 360,000.00 0.00 00-346 12/26/2000 0.00 360,000.00 00-347 Union Bank 5.913 12/26/2000 984,000.00 0.00 00-347 12/27/2000 0.00 984,000.00 00-348 Union Bank 5.913 12/27/2000 936,000.00 0.00 00-348 12/28/2000 0.00 936,000.00 00-349 Union Bank 5.913 12/29/2000 3,904,000.00 0.00 Subtotal 16,827,000.00 13,143,000.00 3,904,000.00 Portfolio CITY AP Run Date:01/23/2001-17:25 PM(PRF_PM3)SymRept V5.02i City of HB Portfolio Management Page 7 Investment Activity By Type December 1, 2000 through December 31, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Federal Agency Issues-Coupon 3133MCMAO 2984 Federal Home Loan Bank 6.330 12/12/2000 2,000,000.00 0.00 31364KA59 2982 Fed.Nat'l Mort.Assoc. 6.500 12/11/2000 1,000,000.00 0.00 Subtotal 3,000,000.00 0.00 51,679,421.87 Local Agency Investment Funds (Monthly Summary) 2206 LAIF-Redevelopment Agency 6.535 8,000,000.00 15,700,000.00 Subtotal 8,000,000.00 15,700,000.00 30,428,911.81 Treasury Securities-Coupon Subtotal 5,994,785.69 Medium Term Notes 172967AV3 2981 Citibank NA 6.250 12/05/2000 469,956.24 0.00 Subtotal 469,956.24 0.00 14,269,603.54 Commercial Paper Disc.-Amortizing 04600JNNO 2986 Associated Corp. 6.500 12/21/2000 1,958,617.78 0.00 43760RP20 2987 Homeside Lending Inc. 6.500 12/21/2000 992,236.11 0.00 81989CNJ3 2985 Sharp Electronics Corp. 6.550 12/21/2000 1,989,811.11 0.00 92344ANK1 2983 Verizon Global 6.530 12/11/2000 1,985,851.67 0.00 Subtotal 6,926,516.67 0.00 8,930,654.86 Federal Agency Disc.-Amortizing. Subtotal 1,913,216.67 Total 35,223,472.91 28,843,000.00 117,120,594.44 Portfolio CITY AP Run Date:01/23/2001-17:25 PM(PRF_PM3)SymRept V5.02f City of HB Portfolio Management Page 8 Investment Activity Summary October 2000 through December 2000 Yield to Maturity Managed Number Number Month Number of Average 360 365 Pool of Securities of Securities Average Average End Year Securities Balance Equivalent Equivalent Rate Purchased Matured/Sold Term Days to Maturity October 2000 72 104,013,583.44 6.255 6.342 6.517 22 27 788 474 November 2000 73 106,558,724.58 6.299 6.387 6.538 21 20 775 473 December 2000 80 111,934,607.08 6.294 6.382 6.535 24 17 783 477 Average 75 107,512,561.34 6.283% 6.370% 6.530 22 21 782 475 Portfolio CITY AP Run Date:01/23/2001-17:25 PM(PRF PM4)SyrnRept V5.02f City of HB Portfolio Management Page 9 Distribution of Investments By Type October 2000 through December 2000 October November December Average Investment Type 2000 2000 2000 by Period Repurchase Agreements 1.7 0.2 3.3 1.8% Certificates of Deposit Commercial Paper-Interest Bearing Federal Agency Issues-Coupon 47.2 44.0 44.1 45.1% Local Agency Investment Funds 30.6 34.4 26.0 30.3% Treasury Securities-Coupon 5.7 5.4 5.1 5.40/ Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Term Notes 11.2 12.5 12.2 12.0% Mortgage Backed Securities Bankers Acceptances-Amortizing Commercial Paper Disc.-Amortizing 1.9 1.8 7.6 3.8% Federal Agency Disc.-Amortizing 1.8 1.7 1.6 1.7% Treasury Discounts-Amortizing Miscellaneous Discounts-Amortizing Portfolio CITY AP Run Date:01/23/2001-17:25 PM(PRF_PM5)SymRept V5.02f State of California Pooled Money Investment Account Market Valuation - e 12/31/00 w - Carrying Cost Plus . J. Description Accrued Interest,Purch. Amortized Cost FairValue Accrued Interest United States Treasury: Bills $ 2,651,582,565.28 $ 2,721,528,722.23 $ 2,727,016,000.00 NA Notes $ 2,972,516,665.12 $ 2,968,316,154.26 $ 2,998,443,000.00 $ 53,426,893.25 Federal Agency: Bonds $ 2,162,853,387.30 $ 2,159,839,512.28 $ 2,172,596,500.00 $ 37,761,798.63 Floaters $ 100,000,000.00 $ 100,000,000.00 $ 100,035,000.00 $ 1,006,902.00 MBS $ 568,002,148.64 $ 568,002,148.64 $ 565,642,413.49 $ 3,231,372.75 GNMA $ 1,174,316.61 $ 1,174,316.61 $ 1,322,717.26 $ 11,588.52 SBA $ 321,141,716.20 $ 321,099,797.18 $ 318,412,332.23 $ 3,784,210.49 FHLMC PC $ 11,393,421.97 $ 11,393,421.97 $ 11,805,516.27 $ 183,071.44 Discount Notes $ 9,262,668,596.70 $ 9,551,126,537.14 $ 9,560,206,663.42 NA Bankers Acceptances $ - $ - $ - NA Corporate: Bonds $ 973,627,682.03 $ 970,649,239.05 $ 972,765,824.73 $ 17,554,192.63 Floaters $ 1,669,531,144.30 $ 1,169,531,144.30 $ 1,667,480,935.46 $ 14,542,962.98 CDs $ 4,954,994,676.28 $ 4,952,705,039.75 $ 4,953,548,246.09 $ 70,926,337.87 Bank Notes $ 1,645,023,345.86 $ 1,645,023,345.86 $ 1,645,667,305.40 $ 30,503,981.72 Repurchase Agreements $ - $ - $ - NA Time Deposits $ 4,340,845,000.00 $ 4,340,845,000.00 $ 4,340,845,000.00 NA AB 55 &GF Loans $ 2,938,795,384.86 $ 2,938,795,384.86 $ 2,938,795,384.86 NA Commercial Paper $ 9,748,129,432.90 $ 9,801,261,153.71 $ 9,804,341,160.00 NA Reverse Repurchase $ (779,021,000.00) $ (779,021,000.00) $ (779,021,000.00) $ (4,245,651.37) TOTAL $ 43,543,258,484.05 1 $ 43,442,269,917.84 $ 43,999,902,999.21 $ 228,687,660.91 Fair Value Including Accrued Interest $ 44,228,590,660.12 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). The value of each participating dollar equals the fair value divided by the amortized cost (1.012836187). As an example: if an agency has an account balance of$20,000,000.00, then the agency would report its participation in the LAIF valued at $20,256,723.73 or $20,000,000.00 x 1.012836187. Schedule of Bond Investments Attachment 2 Treasurer's Report - Shari L. Freidenrich, CPA, CCMT August 2000 Investment Summary Financial Information: July August Inc(Dec) End of month Ci Portfolio Balance $110,731 ,307 $119,291 122 $8,559,815 �Y_ Average Maturity n day 456 4061 -50 End of Month Market Value $109,751 ,644 $118,513,746 $8,762,102 Section 108 Loan (U.S. Treasury Fund) $8,540,505 $6,052,274 ($2,488,231 Y D Average Daily Balance $104,976,406 $105,610,459 $634,053 .............. ------- lComparison to Budget: Budget Actual Inc(Dec) Interest Earned for Month 1 $300,000 i $583,831 $283,831 Interest Earned Year to Date $3,300,000 $5,734,250 $2,434,250 Earned Interest Yield Year to Date 5.50% 5.90%1 0.40% ummary by Individual Investment: Days Int. —S J 1 August % of Total j Policy Limit to Mat. Rate Repurchase Agreements $817,000 1 % None i 1 6.12%; --F..... Federal ��qy)ssues - Coupon 1' $59,948,179 50% None 612 6.17% Local Age ncy Inv. Fund (LAIF) ; $29,920,507 25% $40 Million 1 6.51 % ................ .................... Medium Term Notes i $11 ,817,708 1 1-0% i 20% 610 6.29%! Treasury Securities $6,991 ,387 60,46 None 623 1 5.98%1 F Federal Agy Issues - Amort. $9,796,341 8% i None 13 624%j Total 1 $119,291 ,122 1-00% � ' S r�IDQ� T� - l-_ . Y OF HUNTINGTON BEAC MEETING DATE: September 18, 2000 DEPARTMENT ID NUMBER: CT 00-09 Council/Agency Meeting Held: 9— 18 -00 310. 20 Deferred/Continued to: A proved ❑ Conditi ally Approved ❑ Denied W Signature Council Meeting Date:4 September 18, 2000 Department ID Number: CT 00-09 CITY OF HUNTINGTON BEACH REQUEST FOR COUNCIL ACTION SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS SUBMITTED BY: SHARI L. FREIDENRICH, City Treasu®r l( PREPARED BY: SHARI L. FREIDENRICH, City Treasurer SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S JULY, 200Q,— a INVESTMENT SUMMARY REPORT :- Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Status, Attachment(s) co C+a•�' r, Statement of Issue: Review and accept the monthly investment report for July= 000 pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach.`-" Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report, by motion of Council, accept the Monthly Investment Report for July, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. Attachment(s): NumberCity Clerk's Page 1 Monthly Investment Report and Summary of Investments for July, 2000 RCAINVSM09 -2- 9/7/00 8:41 AM Monthly Investment Report and Summary Of Investments for July 2000 Attachment 1 City of Huntington Beach Summary of Investment Portfolio Activity for July, 2000 Financial Information: Increase June July (Decrease) End of month City Portfolio Balance $117,543,222 $110,731,307 ($6,811,915) Accrued Interest at Purchase $13,294 $28,829 $15,535 Interest Earned for Month $588,212 $599,365 $11,153 Earned Interest Yield Average 6.11% 6.10% -0.01% Average Maturity ( in days) 401 456 55 End of Month Market Value $116,480,534 $109,751,644 ($6,728,891) Section 108 Loan (U.S. Treasury Fund) $8,527,802 $8,540,505 $12,703 End of month bank cash balance $3,544,768 $2,753,145 ($791,623) Comparison to Budget: Increase Budget Actual (Decrease) Interest Earned for Month $300,000 $599,365 $299,365 Interest Earned Year to Date $3,000,000 $5,150,419 $2,150,419 Earned Interest Yield Year to Date 5.50% 5.87% 0.37% Transaction Summary: Increase June July (Decrease) Number of Securities Purchased 24 23 -1 Number of Securities Matured/Sold 26 21 -5 Summary by Individual Investment in Investment Portfolio: Days Int. July % of Total Policy Limit to Mat. Rate Federal Agy Issues - Coupon $60,214,948 54% None 628 6.15% Local Agency Inv. Fund (LAIF) $19,970,507 18% $40 million 1 6.44% Medium Term Notes $11,817,829 7% 20% 641 6.29% Treasury Securities - Coupon $6,990,489 10% None 654 5.98% Commercial Paper- Disc. $1,991,370 2% 15% 23 6.82% Federal Agy Issues - Amort. $9,746,164 9% None 44 6.24% $110,731,307 100% O II City of Huntington Beach City of HB 2000 Main St Portfolio Management Huntington Beach,CA,92648 013 Portfolio Summary July 31, 2000 Par Market Book %of Days to YTM YTM Investments Value Value Value Portfolio Term Maturity 360 Equiv. 365 Equiv. Federal Agency Issues-Coupon 60,255,000.00 59,442,926.35 60,214,947.57 54.38 1,029 628 6.061 6.145 Local Agency Investment Funds 19,970,506.73 19,970,506.73 19,970,506.73 18.04 1 1 6.355 6.443 Treasury Securities-Coupon 7,000,000.00 6,928,910.00 6,990,488.58 6.31 1,200 654 5.893 5.975 Medium Term Notes 11,825,000.00 11,678,124.25 11,817,829.55 10.67 1,223 641 6.207 6.294 Commercial Paper Disc.-Amortizing 2,000,000.00 1,991,510.00 1,991,370.28 1.80 92 23 6.724 6.818 Federal Agency Disc.-Amortizing 9,817,000.00 9,739,666.56 9,746,164.46 8.80 211 44 6.155 6.241 Investments 110,867,506.73 109,751,643.89 110,731,307.17 100.00% 786 456 6.139 6.225 Cash and Accrued Interest Passbook/Checking 0.00 0.00 0.00 0 0 0.000 0.000 (not included in yield calculations) Accrued Interest at Purchase 28,828.85 28,828.85 Subtotal 28,828.85 28,828.85 Total Cash and Investments 110,867,506.73 109,780,472.74 110,760,136.02 786 456 6.139 6.225 Total Earnings July 31 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 599,364.71 5,150,418.68 Current Budget 300,000.00 3,000,000.00 3,600,000.00 Last Year Actual 413,589.00 3,748,556.00 4,513,758.00 Average Daily Balance 115,676,728.64 104,976,405.61 Effective Rate of Return 6.10% 5.87% 1 certify that this report accurately reflects all City and Redevelopment Agency pooled investments and is in conformity with all State laws and the investment policy statement filed with the City Council on Dec.20, 1999. A copy of this policy is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the next six month's obligations. Market Values provided by Union Bank via Merrill Lynch and J.J.Kenney pricing services. SHARI EI NR H,CITY TREASURER Portfolio CITY AP Run Date:08/17/2000-11:48 PM(PRF_PM1)SymRept V5.01f City of HB Portfolio Management Page 2 Portfolio Details - Investments July 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment tt Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Repurchase Agreements Subtotal and Average 733,548.39 Federal Agency Issues-Coupon 31331RKE4 2813 Federal Farm Credit Bank 11/20/1997 1,000,000.00 997,460.00 1,000,031.54 5.910 AAA 5.898 111 11/20/2000 31331HWT0 2892 Federal Farm Credit Bank 05/03/1999 1,000,000.00 972,970.00 999,474.03 5.250 AAA 5.283 638 05/01/2002 31331R51<7 2895 Federal Farm Credit Bank 05/28/1999 1,000,000.00 995,170.00 1,000,000.00 5.260 AAA 5.260 120 11/29/2000 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1,000,000.00 991,720.00 999,366.46 5.875 AAA 5.949 335 07/02/2001 31331HQ59 2944 Federal Farm Credit Bank 03/20/2000 1,000,000.00 996,560.00 1,000,000.00 6.625 AAA 6.625 415 09/20/2001 31331HK97 2956 Federal Farm Credit Bank 07/03/2000 1,705,000.00 1,705,528.55 1,705,503.16 6.930 AAA 6.896 336 07/03/2001 31331NPB4 2958 Federal Farm Credit Bank 07/13/2000 1,000,000.00 1,003.440.00 1,004,830.65 7.170 AAA 6.860 632 04/25/2002 3133M2SM0 2820 Federal Home Loan Bank 12/30/1997 1,000.000.00 985,000.00 1,000,000.00 6.200 AAA 6.200 881 12/30/2002 3133M2VH7 2821 Federal Home Loan Bank 01/07/1998 1,000,000.00 985,160.00 1,000,000.00 6.215 AAA 6.215 889 01/07/2003_ 3133M7NM4 2871 Federal Home Loan Bank 03/05/1999 1,000,000.00 970,630.00 1,000,000.00 5.390 AAA 5.390 765 09/05/2002 3133M5QB9 2874 Federal Home Loan Bank 02/22/1999 1,000.000.00 950,940.00 992,996.87 5.125 AAA 5.380 1,140 09/15/2003 3133M7VS2 2876 Federal Home Loan Bank 03/15/1999 1,000,000.00 983,440.00 1,000,000.00 5.330 AAA 5.330 409 09/14/2001 3133M5BC3 2881 Federal Home Loan Bank 03/31/1999 1,000,000.00 987,030.00 1,002.196.20 5.500 AAA 5.261 377 08/13/2001 3133M5J92 2882 Federal Home Loan Bank 03/31/1999 1,000,000.00 960,940.00 1,002,122.84 5.630 AAA 5.546 1,127 09/02/2003 3133M4RE5 2883 Federal Home Loan Bank 03/31/1999 1,105,000.00 1,069,087.50 1,109,014.09 5.690 AAA 5.540 1.052 06/19/2003 3133M8LR3 2889 Federal Home Loan Bank 05/10/1999 1,000,000.00 953,120.00 1.000.000.00 5.625 AAA 5.625 1,378 05/10/2004 3133M8UR3 2898 Federal Home Loan Bank 06/07/1999 1,000.000.00 962,810.00 1,000,000.00 6.000 AAA 6.000 1,406 06/07/2004 3133M92U5 2903 Federal Home Loan Bank 06/28/1999 1,000,000.00 982,970.00 1,000,000.00 6.025 AAA 6.025 696 06/28/2002 3133M9CK6 2906 Federal Home Loan Bank 07/19/1999 1.000,000.00 985,780.00 1.000,000.00 6.250 AAA 6.250 717 07/19/2002 3133M9ZR6 2920 Federal Home Loan Bank 10/04/1999 2,000,000.00 1,996,880.00 1,999,934.95 5.750 AAA 5.770 58 09/28/2000 3133M9F49 2940 Federal Home Loan Bank 02/24/2000 1,000,000.00 990.310.00 991,415.96 5.875 AAA 6.755 379 08/15/2001 3133MAW88 2941 Federal Home Loan Bank 02/28/2000 1,000,000.00 1,005,330.00 1,000,000.00 7.350 AAA 7.350 941 02/28/2003 3133MAWZ8 2942 Federal Home Loan Bank 03/07/2000 1,000,000.00 1,001,090.00 1,000,000.00 7.440 AAA 7.440 1,679 03/07/2005 3133MB2T3 2943 Federal Home Loan Bank 03/24/2000 1,000,000.00 994,840.00 1,000,000.00 7.220 AAA 7.220 965 03/24/2003 3133MBKR7 2951 Federal Home Loan Bank 06/05/2000 1,000,000.00 1,015,160.00 1,000,000.00 7.625 AAA 7.625 1,038 06/05/2003 3133MBN78 2954 Federal Home Loan Bank 06/06/2000 2,000,000.00 2,001,880.00 2,000,000.00 7.000 AAA 7.002 304 06/01/2001 3133MBRM1 2957 Federal Home Loan Bank 07/17/2000 2,000,000.00 1,997,820.00 2,000,000.00 7.160 AAA 7.259 350 07/17/2001 3133MBT49 2960 Federal Home Loan Bank 07/26/2000 1,000,000.00 993,910.00 1,000,000.00 7.200 AAA 7.200 1,455 07/26/2004 3134A3QR0 2894 Federal Home Loan Mort Corp 05/13/1999 1,000,000.00 988,910.00 1,000,000.00 5.480 AAA 5.480 287 05/15/2001 3129021389 2959 Federal Home Loan Mort Corp 07/25/2000 1,000,000.00 996,410.00 1,000,000.00 7.000 AAA 7.000 723 07/25/2002 31364C4137 2800 Fed.Nat'l Mort.Assoc. 08/12/1997 1,000,000.00 984,220.00 997,097.74 6.150 AAA 6.320 734 08/05/2002 31364C4P0 2801 Fed.Nat'l Mort.Assoc. 08/12/1997 1,000,000.00 999,840.00 999,953.34 5.910 AAA 6.221 6 08/07/2000 31364FLJ8 2818 Fed.Nat'l Mort.Assoc. 12/26/1997 1,000,000.00 978,280.00 1,000,000.00 6.150 AAA 6.150 877 12/26/2002 Portfolio CITY AP Run Date:08/17/2000-11 ae PM(PRF_PM2)SymRept VS.Ott City of HB Portfolio Management Page 3 Portfolio Details - Investments July 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Federal Agency Issues-Coupon 31364FNB3 2825 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 969,220.00 1,000,000.00 6.010 AAA 6.010 896 01/14/2003 31364FNB3 2826 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 969,220.00 1,000,000.00 6.010 AAA 6.010 896 01/14/2003 31364FG39 2846 Fed.Nat'l Mort.Assoc. 05/21/1998 1,000,000.00 972,030.00 1,000,000.00 6.030 AAA 6.030 1.017 05/15/2003 31364FX55 2853 Fed.Nat'l Mort.Assoc. 07/21/1998 1,000.000.00 969,690.00 1,000,000.00 6.010 AAA 6.083 1.073 07/10/2003 31364GDY2 2856 Fed.Nat'l Mort.Assoc. 10/29/1998 1,000.000.00 977,340.00 999,870.37 5.000 AAA 5.011 454 10/29/2001 31364GGH6 2859 Fed.Nat'l Mort.Assoc. 11/13/1998 1,000,000.00 950,780.00 999,179.17 5.270 AAA 5.299 1,199 11/13/2003 31364GPB9 2866 Fed.Nat'l Mort.Assoc. 01/13/1999 1,000,000.00 984,840.00 1,000,000.00 5.260 AAA 5.260 346 07/13/2001 31364GEM7 2884 Fed.Nat'l Mort.Assoc. 03/31/1999 1,000,000.00 946,860.00 981,820.52 5.120 AAA 5.758 1,189 11/03/2003 31364GZAO 2885 Fed.Nat'l Mort.Assoc. 04/20/1999 1,000,000.00 964,220.00 1,000,000.00 5.910 AAA 5.909 1,326 03/19/2004 31364GM63 2890 Fed.Nat'l Mort.Assoc. 05/05/1999 1,000,000.00 959,700.00 1,000,000.00 5.780 AAA 5.780 1,373 05/05/2004 31364GO93 2905 Fed.Nat'l Mort.Assoc. 06/11/1999 1,000,000.00 968,440.00 988,943.55 6.000 AAA 6.343 1,385 05/17/2004 31364FAT8 2915 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000.000.00 999,220.00 1,000,491.01 6.140 AAA 5.744 48 09/18/2000 31364G7,12 2919 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000.000.00 998,590.00 999,954.20 5.730 AAA 5.761 52 09/22/2000 31364KAG5 2921 Fed.Nat'l Mort.Assoc. 10/04/1999 3,000.000.00 2,995,230.00 2,999,795.53 5.760 AAA 5.801 62 10/02/2000 31364KAG5 2922 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000,000.00 998,410.00 999,949.73 5.760 AAA 5.790 62 10/02/2000 31364GAE9 2923 Fed.Nat'l Mort.Assoc. 10/05/1999 1,000,000.00 997,500.00 998,891.07 5.100 AAA 5.869 55 09/25/2000 31364FAT8 2926 Fed.Nat'l Mort.Assoc. 11/26/1999 1,175.000.00 1,174,083.50 1,175,236.41 6.140 AAA 5.966 48 09/18/2000 313646HP8 2929 Fed.Nat'l Mort.Assoc. 12/20/1999 1,270,000.00 1,269,796.80 1,270,151.35 6.360 AAA 6.048 15 08/16/2000 31364GAE9 2938 Fed.Nat'l Mort.Assoc. 02/03/2000 2,000,000.00 1,995,000.00 1,996,726.83 5.100 AAA 6.217 55 09/25/2000 31364KRW2 2961 Fed.Nat'l Mort.Assoc. 07/24/2000 1,000,000.00 998,120.00 1,000,000.00 7.300 AAA 7.300 1,819 07/25/2005 Subtotal and Average 57,843,542.28 60,255,000.00 59,442,926.35 60,214,947.57 6.145 628 Local Agency Investment Funds 982 Laif City 13,139,885.88 13,139,885.88 13,139,885.88 6.443 NR 6.443 1 2206 LAIF-Redevelopment Agency 6,830,620.85 6,830,620.85 6,830.620.85 6.443 NR 6.443 1 Subtotal and Average 25,842,933.55 19,970,506.73 19,970,506.73 19,970,506.73 6.443 1 Treasury Securities-Coupon 9128274N9 2896 U.S.Government Treas.Note 05/13/1999 1,000,000.00 971.410.00 995.096.86 5.250 AAA 5.431 1.109 08/15/2003 9128273C4 2897 U.S.Government Treas.Note 05/17/1999 1,000,000.00 993.750.00 1,009,629.99 6.000 AAA 5.464 729 07/31/2002 912827Z39 2783 UNITED STATES TREASURY 03/17/1997 1,000,000.00 1,000,310.00 999,924.18 6.500 AAA 6.507 395 08/31/2001 912827V66 2819 UNITED STATES TREASURY 12/10/1997 1,000.000.00 998,440.00 999,798.03 5.750 AAA 5.837 91 10/31/2000 91282741<5 2875 UNITED STATES TREASURY 02/22/1999 1,000.000.00 975,940.00 1,006,898.80 5.375 AAA 5.106 1.063 06/30/2003 9128273G5 2945 UNITED STATES TREASURY 03/28/2000 1,000,000.00 998,280.00 993,030.47 6.250 AAA 6.615 760 08/31/2002 9128275Q1 2950 UNITED STATES TREASURY 05/16/2000 1,000,000.00 990,780.00 986,110.25 5.625 AAA 6.890 425 09/30/2001 Subtotal and Average 6,990,053.81 7,000,000.00 6,928,910.00 6,990,488.58 5.975 654 Portfolio CITY AP Run Date:08/17/2000-11:48 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 4 Portfolio Details - Investments July 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Medium Term Notes 046003JP5 2857 Associated Corp. 11/06/1998 1,000,000.00 973,520.00 1,004,055.68 5.875 AA3 5.640 713 07/15/2002 05943FAE5 2809 Banc One Corp. 10/14/1997 1,000,000.00 999,610.00 1,000,141.76 6.250 Aa3 6.060 31 09/01/2000 06651PAA1 2872 Bank United 02/17/1999 1,000,000.00 943,190.00 990,936.34 5.400 Aaa 5.700 1,280 02/02/2004 36962GME1 2841 General Electric Capital Corp 04/06/1998 1,000,000.00 992,520.00 1,000,075.04 5.920 Aaa 5.909 245 04/03/2001 36962GUD4 2912 General Electric Capital Corp 09/17/1999 1,000.000.00 991,170.00 1,000,000.00 6.330 Aaa 6.330 412 09/17/2001 61687YBUO 2808 JP Morgan 10/02/1997 1,000,000.00 998,920.00 999,969.50 6.125 Al 6.145 62 10/02/2000 580135CA7 2851 McDonald's 06/30/1998 1,000,000.00 979,590.00 1,000,823.35 6.000 AA2 5.950 691 06/23/2002 66586GBY2 2939 Northern Trust Co. 02/11/2000 1,000.000.00 1,008,700.00 997,808.56 7.500 AA3 7.559 1,655 02/11/2005 84534ECS5 2827 Southwestern Bell 01/12/1998 1,000.000.00 970,700.00 997,533.45 5.730 AA2 5.858 811 10/21/2002 892332AF4 2858 Toyota Motor Credit 11/09/1998 500,000.00 491,845.00 501,421.79 5.500 AA1 5.222 412 09/17/2001 892332AF4 2860 Toyota Motor Credit 11/25/1998 325,000.00 319,699.25 325,599.77 5.500 AA1 5.318 412 09/17/2001 17306EAC8 2955 Citigroup 06/06/2000 2,000,000.00 2,008,660.00 1,999,464.31 7.450 Aa3 7.466 674 06/06/2002 Subtotal and Average 11,817,886.54 11,825,000.00 11,678,124.25 11,817,829.55 6.294 641 Commercial Paper Disc.-Amortizing 61745AHM4 2952 Morgan Stanley Dean Witter 05/24/2000 1,000,000.00 996.390.00 996,327.78 6.610 6.813 20 08/21/2000 61745AHU6 2953 Morgan Stanley Dean Witter 05/24/2000 1,000,000.00 995,120.00 995,042.50 6.610 6.822 27 08/28/2000 Subtotal and Average 1,985,861.94 2,000,000.00 1,991,510.00 1,991,370.28 6.818 23 Federal Agency Disc.-Amortizing 313384G86 2914 Federal Home Loan Bank 10/04/1999 1,000,000.00 990.610.00 992,156.67 5.430 AAA 5.835 52 09/22/2000 313384F95 2946 Federal Home Loan Bank 03/29/2000 2,000,000.00 1,983,940.00 1,984,875.00 6.050 AAA 6.314 45 09/15/2000 313396F81 2947 Federal Home Loan Mort Corp 04/07/2000 2,000,000.00 1,984.200.00 1,985,137.78 6.080 AAA 6.336 44 09/14/2000 313588G41 2913 Fed.Nat'l Mort.Assoc. 09/29/1999 1,000,000.00 991,450.00 992,760.00 5.430 AAA 5.834 48 09/18/2000 313588F26 2931 Fed.Nat'l Mort.Assoc. 12/20/1999 1,500.000.00 1,489,710.00 1,490,927.50 5.730 AAA 6.124 38 09/08/2000 313588G66 2948 Fed.Nat'l Mort.Assoc. 04/20/2000 1,000,000.00 991,080.00 991,527.78 6.100 AAA 6.349 50 09/20/2000 313588E76 2949 Fed.Nat'l Mort.Assoc. 05/09/2000 1,317,000.00 1,308,676.56 1,308,779.73 6.420 AAA 6.650 35 09/05/2000 Subtotal and Average 10,462,902.14 9,817,000.00 9,739,666.56 9,746,164.46 6.241 44 Total Investments and Average 115,676,728.64 110,867,506.73 109,751,643.89 110,731,307.17 6.225 456 Portfolio CITY AP Run Date:08/17/2000-11:48 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 5 Portfolio Details -Cash July 31, 2000 Average Purchase Stated YTM Days to CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Accrued Interest at Purchase 28,828.85 28,828.85 Subtotal 28,828.85 28,828.85 Total Cash and Investments 115,676,728.64 110,867,506.73 109,780,472.74 110,760,136.02 6.225 456 Portfolio CITY AP Run Date:08/17/2000-11:48 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 6 Investment Activity By Type July 1, 2000 through July 31, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment At Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-248 Union Bank 6.350 07/03/2000 0.00 511,000.00 00-249 Union Bank 5.913 07/05/2000 857,000.00 0.00 00-249 07/06/2000 0.00 857,000.00 00-250 Union Bank 5.850 07/06/2000 514,000.00 0.00 00-250 07/07/2000 0.00 514,000.00 00-251 Union Bank 5.788 07/07/2000 602,000.00 0.00 00-251 07/10/2000 0.00 602,000.00 00-252 Union Bank 5.850 07/10/2000 1,823,000.00 0.00 00-252 07111/2000 0.00 1.823,000.00 00-253 Union Bank 5.788 07/11/2000 199,000.00 0.00 00-253 07/12/2000 0.00 199,000.00 00-254 Union Bank 5.788 07/12/2000 138,000.00 0.00 00-254 07/13/2000 0.00 138,000.00 00-255 Union Bank 5.788 07/14/2000 430,000.00 0.00 00-255 07/17/2000 0.00 430,000.00 00-256 Union Bank 5.975 07/17/2000 1,814,000.00 0.00 00-256 07/18/2000 0.00 1,814,000.00 00-257 Union Bank 5.850 07/18/2000 1,816,000.00 0.00 00-257 07/19/2000 0.00 1,816,000.00 00-258 Union Bank 5.788 07/19/2000 1,708,000.00 0.00 00-258 07/20/2000 0.00 1,708,000.00 00-259 Union Bank 5.788 07/20/2000 352,000.00 0.00 00-259 07/21/2000 0.00 352,000.00 00-260 Union Bank 5.788 07/21/2000 1,106,000.00 0.00 00-260 07/24/2000 0.00 1,106,000.00 00-261 Union Bank 5.850 07/24/2000 2,248,000.00 0.00 00-261 07/25/2000 0.00 2,248,000.00 00-262 Union Bank 5.850 07/25/2000 1,500,000.00 0.00 00-262 07/26/2000 0.00 1,500,000.00 ta� 00-263 Union Bank 5.850 07/26/2000 719,000.00 0.00 00-263 07/27/2000 0.00 719,000.00 00-264 Union Bank 5.850 07/27/2000 644,000.00 0.00 00-264 07/28/2000 0.00 644,000.00 00-265 Union Bank 5.788 07/28/2000 324,000.00 0.00 00-265 07/31/2000 0.00 324,000.00 Subtotal 16,794,000.00 17,305,000.00 0.00 Portfolio CITY AP Run Date:08/17/2000-11:48 PM(PRF PM3)SymRept V5.01f City of HB Portfolio Management Page 7 Investment Activity By Type July 1, 2000 through July 31, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Federal Agency Issues-Coupon 31331 HK97 2956 Federal Farm Credit Bank 6.930 07/03/2000 1,705,545.60 0.00 31331NPB4 2958 Federal Farm Credit Bank 7.170 07/13/2000 1,004,970.00 0.00 3133MBRM1 2957 Federal Home Loan Bank 7.160 07/17/2000 2,000,000.00 0.00 3133MBT49 2960 Federal Home Loan Bank 7.200 07/26/2000 1,000,000.00 0.00 312902D89 2959 Federal Home Loan Mort Corp 7.000 07/25/2000 1,000,000.00 0.00 31364F2M2 2893 Fed.Nat'l Mort.Assoc. 5.560 07/24/2000 0.00 2,000,000.00 31364KRW2 2961 Fed.Nat'l Mort.Assoc. 7.300 07/24/2000 1,000,000.00 0.00 Subtotal 7,710,515.60 2,000,000.00 60,214,947.57 Local Agency Investment Funds (Monthly Summary) 982 Laif City 6.443 180,117.68 0.00 2206 LAIF-Redevelopment Agency 6.443 239,479.90 10,500,000.00 Subtotal 419,597.58 10,500,000.00 19,970,506.73 Treasury Securities-Coupon Subtotal 6,990,488.58 Medium Term Notes Subtotal 11,817,829.55 Commercial Paper Disc.-Amortizing Subtotal 1,991,370.28 Federal Agency Disc.-Amortizing 313588ZQ1 2936 Fed.Nat'l Mort.Assoc. 5.790 07/20/2000 0.00 1,000,000.00 313588YZ2 2937 Fed.Nat'l Mort.Assoc. 5.840 07/05/2000 0.00 1,000,000.00 Subtotal 0.00 2,000,000.00 9,746,164.46 Total 24,924,113.18 31,805,000.00 110,731,307.17 Portfolio CITY AP Run Date:08/17/2000-11:48 PM(PRF_PM3)SyrnRept V5.01f City of FIB Portfolio Management Page 8 Investment Activity Summary July 1999 through July 2000 Yield to Maturity Managed Number Number Month Number of Average 360 365 Pool of Securities of Securities Average Average End Year Securities Balance Equivalent Equivalent Rate Purchased Matured/Sold Term Days to Maturity July 1999 72 99,349,486.96 5.445 5.520 5.178 19 20 792 575 August 1999 66 94,592,715.08 5.457 5.533 5.225 22 28 767 541 September 1999 65 93,662,219.54 5.570 5.647 5.256 23 24 942 656 October 1999 71 90,979,855.32 5.547 5.624 5.263 25 19 802 562 November 1999 70 89,455,049.36 5.608 5.686 5.484 17 18 780 530 December 1999 78 96,931,805.31 5.716 5.795 5.639 21 13 725 473 January 2000 75 103,954,904.99 5.699 5.778 5.771 18 21 716 450 February 2000 80 102,907,099.91 5.760 5.840 5.824 21 16 735 455 March 2000 82 107,717,260.92 5.819 5.900 5.851 26 24 739 460 April 2000 80 110,948,542.65 5.874 5.956 6.014 16 18 713 427 May 2000 83 114,015,809.26 5.959 6.041 6.190 19 16 685 392 June 2000 81 117,127,425.15 6.058 6.142 6.349 24 26 700 401 July 2000 83 115,676,728.64 6.139 6.225 6.443 23 21 786 456 Average 76 102,871,230.63 5.742% 5.822% 5.730 21 20 760 491 Portfolio CITY AP Run Date:08/17/2000-11:48 PM(PRF_PM4)SymRept V5.01f City of HB Portfolio Management Page 9 Distribution of Investments By Type July 1999 through July 2000 July August September October November December January February March April May June July Average Investment Type 1999 1999 1999 1999 1999 1999 2000 2000 2000 2000 2000 2000 2000 by Period Repurchase Agreements 1.1 2.5 3.5 2.1 0.2 0.1 0.2 1.7 0.4 0.9% Certificates of Deposit Commercial Paper-Interest Bearing Federal Agency Issues-Coupon 39.3 38.2 45.5 46.9 47.1 45.2 45.0 47.6 48.8 46.3 44.2 46.4 54.4 45.8% Local Agency Investment Funds 24.9 29.9 15.2 20.8 24.6 20.6 26.0 22.9 22.8 26.0 25.2 25.6 18.0 23.3% Treasury Securities-Coupon 7.4 7.4 9.1 7.7 6.4 5.9 4.8 4.7 5.5 5.3 5.9 6.0 6.3 6.30/, Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Term Notes 14.7 14.6 19.2 15.1 14.7 13.5 13.4 14.0 11.7 10.4 10.0 10.1 10.7 13.2% Mortgage Backed Securities Bankers Acceptances-Amortizing 1.1 1.1 1.3 1.1 1.1 1.9 1.9 1.9 0.9 0.9 0.8 1.1% Commercial Paper Disc.-Amortizing 8.5 3.2 2.5 2.2 2.1 7.8 2.9 1.9 1.8 1.7 1.7 1.8 2.9% Federal Agency Disc.-Amortizing 3.1 3.1 3.7 4.2 4.1 5.2 6.1 6.9 8.5 10.8 10.6 10.0 8.8 6.5% Treasury Discounts-Amortizing Miscellaneous Discounts-Amortizing Portfolio CITY AP Run Date:08/17/2000-11:48 PM(PRF_PM5)SyrnRept V5.01f State of California Pooled Money Investment Account Market Valuation 7/31/00 �- z ption n} Accrued;lnterest Purch � x Fa�rValue;` „� ; Acccrued;Interest United States Treasury: Bills $ 2,223,184,982.00 . $ 2,267,474,458.50: NA Notes $ 2,323,199,855.84 $ 2,311,760,500.00 $ 29,333,382.50 Federal Agency: Bonds $ 2,631,989,171.64 $ 2,621,774,587.25 $ 40,714,877.86 Floaters $ 100,000,000.00 $ 100,003,000.00 $ 1,550,986.00 MBS $ 429,324,695.40 $ 409,627,790.45 $ 2,329,354.64 GNMA $ 1,253,395.20 $ 1,380,359.83 $ 12,365.72 SBA $ 317,312,611.56 $ 315,739,151.13 $ 2,923,062.82 FHLMC PC $ 12,406,709.39 $ 12,785,467.87 $ 199,423.37 Discount Notes $ 7,440,077,959.17 $ -7,605,940,672.06 NA Bankers:Acceptances. - $:. _,:,_ ,36,707,467.51 . .$ _37,322,253.35 NA Corporate: Bonds $ 699,285,347.24 $ 691,907,245.20 $ 12,779,439.44 Floaters $ 1,769,673,276.35 $ 1,778,383,373.28 $ 14,302,812.33 CDs $ 7,095,262,683.81 $ 7,090,986,236.79 $ 98,716,322.33 Bank Notes $ 1,235,005,191.31 $ 1,234,318,017.95 $ 23,326,483.36 Repurchase Agreements $ - $ - NA Time Deposits $ 3,747,440,000.00 $ 3,747,440,000.00 NA AB 55 & GF Loans $ 1,991,920,752.96 $ 1,991,920,752.96 NA Commercial Paper $ 10,016,614,860.74 $ 10,106,408,384.05 NA Reverse Repurchase $ (1,391,764,750.00) $ 1.,391,764,750.00 $ (3,002,767.90) TOTAL $ 40,678,894,210.12 $ 40,933,407,500.67 $ 223,185,742.47 Fair Value Including Accrued Interest $ 41,156,593,243.14 Repurchase Agreements, Time Deposits,AB 55& General-Fund loans, and- Reverse-Repurchase agreements are carried at portfolio book-value-(carrying cost):-- ---- -- - - City of HB Portfolio Management Page 10 Interest Earnings Summary July 31, 2000 July 31 Month Ending Fiscal Year To Date CD/Coupon/Discount Investments: Interest Collected 326,915.38 3,063,134.54 Plus Accrued Interest at End of Period 1,167,760.74 1,167,760.74 Less Accrued Interest at Beginning of Period ( 1,105,699.12) ( 833,734.88) Less Accrued Interest at Purchase During Period ( 0.00) ( 0.00) Interest Earned during Period 388,977.00 3,397,160.40 Adjusted by Premiums and Discounts 68,971.63 573,827.95 Adjusted by Capital Gains or Losses 0.00 0.00 Earnings during Period 457,948.63 3,970,988.35 Pass Through Securities: Interest Collected 0.00 0.00 Plus Accrued Interest at End of Period 0.00 0.00 Less Accrued Interest at Beginning of Period ( 0.00) ( 0.00) Less Accrued Interest at Purchase During Period ( 0.00) ( 0.00) Interest Earned during Period 0.00 0.00 Adjusted by Premiums and Discounts 0.00 0.00 Adjusted by Capital Gains or Losses 0.00 0.00 Earnings during Period 0.00 0.00 Cash/Checking Accounts: Interest Collected 419,597.58 1,402,788.16 Plus Accrued Interest at End of Period 143,387.22 143,387.22 Less Accrued Interest at Beginning of Period ( 421,568.72) ( 366,745.05) Interest Earned during Period 141,416.08 1,179,430.33 Total Interest Earned during Period 530,393.08 4,576,590.73 Total Adjustments from Premiums and Discounts 68,971.63 573,827.95 Total Capital Gains or Losses 0.00 0.00 Total Earnings during Period 599,364.71 5,150,418.68 Portfolio CITY AP Run Date:08/17/2000-11:48 PM(PRF PM6)SymRept V5.01f RCA FTOUTING S?iEET INITIATING CITY TREASURER DEPARTMENT: SUBJECT: Investment Summary Report COUNCIL MEETING DATE: September 18, 2000 RCA' ATTACHMENTS ..-STATUS Ordinance (w/exhibits & legislative draft if applicable) Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) (Signed in full by the City Attorney) Not Applicable Subleases, Third Party Agreements, etc. (Approved as to form by City Attorney) Not Applicable Certificates of Insurance (Approved by the City Attorney) Not Applicable Financial Impact Statement (Unbudget, over $5,000) Not Applicable Bonds (If applicable) Not Applicable Staff Report (If applicable) Not Applicable Commission, Board or Committee Report (If applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION' FOR MISSING ATTACHMENTS REVIEWED" RETURNED FORWARDED, Administrative Staff ( ) ( ) Assistant City Administrator (Initial) ( ) ( ) City Administrator (Initial) City Clerk ( ) EXPLANATION FOR RETURN OF ITEM Only)(Below Space For City Clerk's Use Treasurer's Report - Shari L. Freidenrich, CPA, CCMT TREASURER' S 4 '. 1 L z Shari L . Freidenrich , CPA, CCMT September 18, 2000 Treasurer's Report - Shari L. Freidenrich, CPA, CCMT July 2000 Investment Summary Financial Information: _ _ E June July Inc(Dec) , End of month City Portfolio Balance $117,543,222 $110,731 ,307 ($6,811 ,915) Average Maturity ( in days ! 401 456 55 End of Month Market Value $116,480,534 $109,751 ,644 $6,728,890) Section 108 Loan (U.S. Treasury Fund) $8,527,802 $8,540,505 YTD Average Daily Balance F $103,765,785 $104,976,406 $1 ,210,620 Comparison to Budget: i Budget Actual Inc(Dec) Interest Earned for Month ! $300,000 I $599,365 ' $299,365 I Interest Earned Year to Date I $3,000,000 $5,150,419 $2,150,419 Earned Interest Yield Year to Date 5.50% 5.87% 0.37% Summary by Individual Investment: Days Int. j July , % of Total Policy Limit to Mat. Rate Federal Agy Issues - Coupon $60,214,948 j 54% None 628 6.15% Local Agency Inv. Fund (LAIF) $19,970,507 18% $40 Million 1 6.44% Medium Term Notes —� $11 ,817,829 7% 20% 641 6.29% Treasury Securities $6,990,489 10.% None 654 5.98% Commercial Paper $1 ,991 ,370 2% 15% 23 6.82% Federal Agy Issues - Amort. $9,746,164 I 9% None 44 6.24% Total 1 $110,731 ,307 1 100% 1 'P,7 CITY OF HUNTINGTON BEACH MEETING DATE: August 7, 2000 DEPARTMENT ID NUMBER: CT 00-08 Council/Agency Meeting Held: 7--QO r> 3 o a Deferred/Continued to: proved ❑ Conditional) proved ElDenied ity Cler 's Signature Council Meeting Date: August 7, 2000 Department ID Number: CT 00-08 CITY OF HUNTINGTON BEACH REQUEST FOR COUNCIL ACTION SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERSX. c SUBMITTED BY: SHARI L. FREIDENRICH, City Treasur `� �' - PREPARED BY: SHARI L. FREIDENRICH, City Treasurer t Cr rr_ SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S JUNE, 2000 Z7 � INVESTMENT SUMMARY REPORT _ c- Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Sa s, Attachment(s) Statement of Issue: Review and accept the monthly investment report for June, 2000 pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report, by motion of Council, accept the Monthly Investment Report for June, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. Attachment(s): City Clerk's Page Number Monthly Investment Report and Summary of Investments for June, 2000 RCAINVSM08 -2- 7/24/00 4:04 PM Monthly Investment Report and Summary Of Investments for June 2000 Attachment 1 Q City of Huntington Beach Summary of Investment Portfolio Activity for June, 2000 Financial Information: Increase May June (Decrease) End of month City Portfolio Balance $118,812,767 $117,543,222 ($1,269,544) Accrued Interest at Purchase $16,318 $13,294 ($3,024) Interest Eamed for Month $575,268 $588,212 $12,944 Eamed Interest Yield Average 5.94% 6.11% 0.17% Average Maturity ( in days) 392 401 9 End of Month Market Value $117,363,773 $116,480,534 ($883,238) Section 108 Loan (U.S. Treasury Fund) $0 $8,527,802 $8,527,802 End of month bank cash balance $3,846,186 $3,544,768 ($301,418) Comparison to Budget: Increase Budget Actual (Decrease) Interest Eamed for Month $300,000 $588,212 $288,212 Interest Eamed Year to Date $2,700,000 $4,551,054 $1,851,054 Earned Interest Yield Year to Date 5.50% 5.84% 0.34% Transaction Summary: Increase May June (Decrease) Number of Securities Purchased 19 24 5 Number of Securities Matured/Sold 16 26 10 Summary by Individual Investment In Investment Portfolio: Days Int. June % of Total Policy Limit to Mat. Rate Repurchase Agreements $511,000 1% None 2 6.44% Federal Agy Issues- Coupon $54,501,503 46% None 616 5.98% Local Agency Inv. Fund (LAIF) $30,050,909 25% $40 million 1 6.35% Medium Term Notes $11,817,951 10% 20% 672 6.29% Treasury Securities- Coupon $6,989,590 6% None 685 5.98% Commercial Paper- Disc. $1,979,986 2% 15% 54 6.82% Federal Agy Issues-Amort. $11,692,283 10% None 64 6.21% $117,543,222 100% o City of Huntington Beach City of HB 2000 Main St Portfolio Management Huntington Beach,CA,92648 Portfolio Summary June 30, 2000 Par Market Book %of Days to YTM YTM Investments Value Value Value Portfolio Term Maturity 360 Equiv. 365 Equiv. Repurchase Agreements 511,000.00 511,000.00 511,000.00 0.43 3 2 6.350 6.438 Federal Agency Issues-Coupon 54,550,000.00 53,672,521.05 54,501,502.72 46.37 1,042 616 5.894 5.976 Local Agency Investment Funds 30,050,909.15 30,050,909.15 30,050,909.15 25.57 1 1 6.262 6.349 Treasury Securities-Coupon 7,000,000.06 6,919,210.00 6,989,590.05 5.95 1,200 685 5.893 5.975 Medium Term Notes 11,825,000.00 11,659,778.75 11,817,951.39 10.05 1,223 672 6.207 6.293 Commercial Paper Disc.-Amortizing 2,000,000.00 1,980,930.00 1,979,986.38 1.68 92 54 6.724 6.818 Federal Agency Disc.-Amortizing 11,817,000.00 11,686,185.48 11,692,282.67 9.95 203 64 6.124 6.209 Investments 117,753,909.15 116,480,534.43 117,543,222.36 100.00% 700 401 6.058 6.142 Cash and Accrued Interest Passbook/Checking 0.00 0.00 0.00 0 0 0.000 0.000 (not included in yield calculations) Accrued Interest at Purchase 13,293.85 13,293.85 Subtotal 13,293.85 13,293.85 Total Cash and Investments 117,753,909.15 116,493,828.28 117,556,516.21 700 401 6.058 6.142 Total Earnings June 30 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 588,211.60 4,551,053.97 Current Budget 300,000.00 2,700,000.00 3,600,000.00 Last Year Actual 411,937.00 3,334,967.00 4,513,758.00 Average Daily Balance 117,127,425.15 103,765,785.12 Effective Rate of Return 6.11% 5.84% 1 certify that this report accurately reflects all City and Redevelopment Agency pooled investments and is in conformity with all State laws and the investment policy statement filed with the City Council on Dec.20, 1999. A copy of this policy is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the next six month's obligations. Market Values provided by ion Bank via Merrill Lynch and J.J.Kenney pricing services. 7-i g-o� SHARI L. ID tC ,CI Y TREASURER Portfolio CITY AP Run Date:07/19/2000-09:20 PM(PRF_PM1)SymRept V5.01f City of 1-113 Portfolio Management Page 2 Portfolio Details - Investments June 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Repurchase Agreements 00-248 Union Bank 06/30/2000 511,000.00 511,000.00 511,000.00 6.350 6.438 2 07/03/2000 Subtotal and Average 639,000.00 511,000.00 511,000.00 511,000.00 6.438 2 Federal Agency Issues-Coupon 31331RKE4 2813 Federal Farm Credit Bank 11/20/1997 1,000,000.00 996,870.00 1.000,040.22 5.910 AAA 5.898 142 11/20/2000 31331HWT0 2892 Federal Farm Credit Bank 05/03/1999 1,000,000.00 971,250.00 999,448.98 5.250 AAA 5.283 669 05/01/2002 31331R5K7 2895 Federal Farm Credit Bank 05/28/1999 1,000,000.00 994,100.00 1,000,000.00 5.260 AAA 5.260 151 11/29/2000 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1,000,000.00 990,620.00 999,309.04 5.875 AAA 5.949 366 07/02/2001 31331 HQ59 2944 Federal Farm Credit Bank 03/20/2000 1.000,000.00 995,000.00 1,000,000.00 6.625 AAA 6.625 446 09/20/2001 3133M2SM0 2820 Federal Home Loan Bank 12/30/1997 1,000,000.00 983,280.00 1,000,000.00 6.200 AAA 6.200 912 12/30/2002 3133M2VH7 2821 Federal Home Loan Bank 01/07/1998 1,000,000.00 983,590.00 1,000,000.00 6.215 AAA 6.215 920 01/07/2003 3133M7NM4 2871 Federal Home Loan Bank 03/05/1999 1,000,000.00 969,060.00 1,000,000.00 5.390 AAA 5.390 796 09/05/2002 3133M5QB9 2874 Federal Home Loan Bank 02/22/1999 1,000,000.00 947,810.00 992,809.95 5.125 AAA 5.380 1.171 09/15/2003 3133M7VS2 2876 Federal Home Loan Bank 03/15/1999 1.000,000.00 981,880.00 1,000,000.00 5.330 AAA 5.330 440 09/14/2001 3133M5BC3 2881 Federal Home Loan Bank 03/31/1999 1,000,000.00 985,470.00 1,002,373.31 5.500 AAA 5.261 408 08/13/2001 3133M5J92 2882 Federal Home Loan Bank 03/31/1999 1,000,000.00 958,440.00 1,002,180.16 5.630 AAA 5.546 1,158 09/02/2003 3133M4RE5 2883 Federal Home Loan Bank 03/31/1999 1.105,000.00 1,066,667.55 1,109,130.10 5.690 AAA 5.540 1,083 06/19/2003 3133M8LR3 2889 Federal Home Loan Bank 05/10/1999 1,000,000.00 950,620.00 1,000,000.00 5.625 AAA 5.625 1,409 05/10/2004 3133M8UR3 2898 Federal Home Loan Bank 06/07/1999 1,000,000.00 960,620.00 1,000,000.00 6.000 AAA 6.000 1,437 06/07/2004 3133M92U5 2903 Federal Home Loan Bank 06/28/1999 1,000,000.00 981,560.00 1,000,000.00 6.025 AAA 6.025 727 06/28/2002 3133M9CK6 2906 Federal Home Loan Bank 07/19/1999 1,000,000.00 984,370.00 1,000,000.00 6.250 AAA 6.250 748 07/19/2002 3133M9ZR6 2920 Federal Home Loan Bank 10/04/1999 2,000,000.00 1,995,000.00 1,996,900.71 5.750 AAA 5.770 89 09/28/2000 3133M9F49 2940 Federal Home Loan Bank 02/24/2000 1,000,000.00 989,060.00 990,727.40 5.875 AAA 6.755 410 08/15/2001 3133MAW88 2941 Federal Home Loan Bank 02/28/2000 1,000,000.00 1,003,660.00 1,000,000.00 7.350 AAA 7.350 972 02/28/2003 3133MAWZ8 2942 Federal Home Loan Bank 03/07/2000 1,000,000.00 999,840.00 1,000,000.00 7.440 AAA 7.440 1,710 03/07/2005 3133M82T3 2943 Federal Home Loan Bank 03/24/2000 1,000,000.00 994,220.00 1,000,000.00 7.220 AAA 7.220 996 03/24/2003 3133MBKR7 2951 Federal Home Loan Bank 06/05/2000 1,000,000.00 1,014,690.00 1,000,000.00 7.625 AAA 7.625 1,069 06/05/2003 3133MBN78 2954 Federal Home Loan Bank 06/06/2000 2,000,000.00 1,998,740.00 2,000,000.00 7.000 AAA 7.002 335 06/01/2001 3134A3QR0 2894 Federal Home Loan Mort Corp 05/13/1999 1,000,000.00 987,970.00 1,000,000.00 5.480 AAA 5.480 318 05/15/2001 31364C4D7 2800 Fed.Nat'l Mort.Assoc. 08/12/1997 1,000,000.00 982,970.00 996.977.48 6.150 AAA 6.320 765 08/05/2002 31364C4P0 2801 Fed.Nat'l Mort.Assoc. 08/12/1997 1,000,000.00 999,530.00 999,720.06 5.910 AAA 6.221 37 08/07/2000 31364FLJ8 2818 Fed.Nat'l Mort.Assoc. 12/26/1997 1,000,000.00 976,720.00 1,000,000.00 6.150 AAA 6.150 908 12/26/2002 31364FN83 2825 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 967,340.00 1.000,000.00 6.010 AAA 6.010 927 01/14/2003 31364FNB3 2826 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 967,340.00 1,000,000.00 6.010 AAA 6.010 927 01/14/2003 31364FG39 2846 Fed.Nat'l Mort.Assoc. 05/21/1998 1,000,000.00 970,160.00 1,000,000.00 6.030 AAA 6.030 1,048 05/15/2003 31364FX55 2853 Fed.Nat'l Mort.Assoc. 07/21/1998 1,000,000.00 967,660.00 999,960.33 6.010 AAA 6.083 1.104 07/10/2003 Portfolio CITY AP Run Date:07/19/2000-09:20 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 3 Portfolio Details - Investments June 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Federal Agency Issues-Coupon 31364GDY2 2856 Fed.Nat'l Mort.Assoc. 10/29/1998 1,000,000.00 975.620.00 999,861.69 5.000 AAA 5.011 485 10/29/2001 31364GGH6 2859 Fed.Nat'l Mort.Assoc. 11/13/1998 1,000,000.00 948,280.00 999,158.33 5.270 AAA 5.299 1,230 11/13/2003 31364GPB9 2866 Fed.Nat'l Mort.Assoc: 01/13/1999 1,000,000.00 983,280.00 1,000,000.00 5.260 AAA 5.260 377 07/13/2001 31364GEM7 2884 Fed.Nat'l Mort.Assoc. 03/31/1999 1,000,000.00 943,020.00 981,355.18 5.120 AAA 5.758 1,220 11/03/2003 31364GZAO 2885 Fed.Nat'l Mort.Assoc. 04/20/1999 1,000,000.00 961,720.00 1,000,000.00 5.910 AAA 5.909 1,357 03/19/2004 31364GM63 2890 Fed.Nat'l Mort.Assoc. 05/05/1999 1,000,000.00 955,950.00 1,000,000.00 5.780 AAA 5.780 1,404 05/05/2004 31364F2M2 2893 Fed.Nat'l Mort.Assoc. 05/07/1999 2,000,000.00 1,999,060.00 2,000,472.63 5.560 AAA 5.166 23 07/24/2000 31364GQ93 2905 Fed.Nat'l Mort.Assoc. 06/11/1999 1,000,000.00 966,090.00 988,700.73 6.000 AAA 6.343 1,416 05/17/2004 31364FAT8 2915 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000.000.00 999,220.00 1,000,804.41 6.140 AAA 5.744 79 09/18/2000 31364G7J2 2919 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000,000.00 998,280.00 999,927.26 5.730 AAA 5.761 83 09/22/2000 31364KAG5 2921 Fed.Nat'l Mort.Assoc. 10/04/1999 3,000,000.00 2,993,400.00 2,999,694.97 5.760 AAA 5.801 93 10/02/2000 31364KAG5 2922 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000,000.00 997,800.00 999,925.01 5.760 AAA 5.790 93 10/02/2000 31364GAE9 2923 Fed.Nat'l Mort.Assoc. 10/05/1999 1,000,000.00 996,870.00 998,275.00 5.100 AAA 5.869 86 09/25/2000 31364FAT8 2926 Fed.Nat'l Mort.Assoc. 11/26/1999 1,175,000.00 1,174,083.50 1,175,387.31 6.140 AAA 5.966 79 09/18/2000 3136413HP8 2929 Fed.Nat'l Mort.Assoc. 12/20/1999 1,270,000.00 1,270,000.00 1,270,454.05 6.360 AAA 6.048 46 08/16/2000 31364GAE9 2938 Fed.Nat'l Mort.Assoc. 02/03/2000 2,000,000.00 1,993,740.00 1,994,908.41 5.100 AAA 6.217 86 09/25/2000 Subtotal and Average 54,033,357.21 54,550,000.00 53,672,521.05 54,501,502.72 5.976 616 Local Agency Investment Funds 982 Lail City 12,959,768.20 12,959,768.20 12,959,768.20 6.349 NR 6.349 1 2206 LAIF-Redevelopment Agency 17,091,140.95 17,091,140.95 17,091,140.95 6.349 NR 6.349 1 Subtotal and Average 28,077,575.82 30,050,909.15 30,050,909.15 30,050,909.15 6.349 1 Treasury Securities-Coupon 9128274N9 2896 U.S.GovemmentTreas.Note 05/13/1999 1,000,000.00 969,370.00 994,959.81 5.250 AAA 5.431 1,140 08/15/2003 9128273C4 2897 U.S.GovemmentTreas.Note 05/17/1999 1,000,000.00 992,030.00 1,010,039.50 6.000 AAA 5.464 760 07/31/2002 912827Z39 2783 UNITED STATES TREASURY 03/17/1997 1,000,000.00 1,000,000.00 999,918.23 6.500 AAA 6.507 426 08/31/2001 912827V66 2819 UNITED STATES TREASURY 12/10/1997 1,000,000.00 998,440.00 999,729.23 5.750 AAA 5.837 122 10/31/2000 9128274K5 2875 UNITED STATES TREASURY 02/22/1999 1,000,000.00 973,440.00 1,007,099.98 5.375 AAA 5.106 1,094 06/30/2003 9128273G5 2945 UNITED STATES TREASURY 03/28/2000 1,000,000.00 996,560.00 992,746.19 6.250 AAA 6.615 791 08/31/2002 9128275Q1 2950 UNITED STATES TREASURY 05/16/2000 1,000,000.00 989,370.00 985,097.11 5.625 AAA 6.890 456 09/30/2001 Subtotal and Average 6,989,169.76 7,000,000.00 6,919,210.00 6,989,590.05 5.975 685 Medium Term Notes 046003JP5 2857 Associated Corp. 11/06/1998 1,000,000.00 972,240.00 1,004,228.51 5.875 AA3 5.640 744 07/15/2002 05943FAE5 2809 Banc One Corp. 10/14/1997 1,000,000.00 999,080.00 1,000,283.51 6.250 Aa3 6.060 62 09/01/2000 06651 FAA 1 2872 Bank United 02/17/1999 1,000,000.00 940,330.00 990,720.71 5.400 Aaa 5.700 1,311 02/02/2004 Portfolio CITY AP Run Date:07/19/2000-09:20 PM(PRF_PM2)SymRept V5.01t City of HB Portfolio Management Page Portfolio Details - Investments June 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Medium Term Notes 36962GME1 2841 General Electric Capital Corp 04/06/1998 1,000,000.00 991,140.00 1,000,084.34 5.920 Aaa 5.909 276 04/03/2001 36962GUD4 2912 General Electric Capital Corp 09/17/1999 1,000,000.00 990,090.00 1,000,000.00 6.330 Aaa 6.330 443 09/17/2001 61687YBUO 2808 JP Morgan 10/02/1997 1,000,000.00 997,600.00 999,954.50 6.125 Al 6.145 93 10/02/2000 580135CA7 2851 McDonald's 06/30/1998 1,000,000.00 978,160.00 1,000,859.57 6.000 AA2 5.950 722 06/23/2002 66586GBY2 2939 Northern Trust Co. 02/11/2000 1,000,000.00 1,007,580.00 997,768.22 7.500 AA3 7.559 1,686 02/11/2005 84534ECS5 2827 Southwestern Bell 01/12/1998 1,000,000.00 967,310.00 997,440.95 5.730 AA2 5.858 842 10/21/2002 892332AF4 2858 Toyota Motor Credit 11/09/1998 500,000.00 491,375.00 501,526.85 5.500 AA1 5.222 443 09/17/2001 892332AF4 2860 Toyota Motor Credit 11/25/1998 325,000.00 319,393.75 325,644.09 5.500 AA1 5.318 443 09/17/2001 7306EACB 2955 Citigroup 06/06/2000 2,000,000.00 2,005,480.00 1,999,440.14 7.450 Aa3 7.466 705 06/06/2002 Subtotal and Average 12,418,149.11 11,825,000.00 11,659,778.75 11,817,951.39 6.293 672 Bankers Acceptances-Amortizing Subtotal and Average 632,407.88 Commercial Paper Disc.-Amortizing 61745AHM4 2952 Morgan Stanley Dean Witter 05/24/2000 1,000,000.00 991,100.00 990,635.83 6.610 6.813 51 08/21/2000 61745AHU6 2953 Morgan Stanley Dean Witter 05/24/2000 1,000,000.00 989,830.00 989,350.55 6.610 6.822 58 08/28/2000 Subtotal and Average 1,974,661.66 2,000,000.00 1,980,930.00 1,979,986.38 6.818 54 Federal Agency Disc.-Amortizing 313384G86 2914 Federal Home Loan Bank 10/04/1999 1,000,000.00 985,380.00 987,480.83 5.430 AAA 5.835 83 09/22/2000 313384F95 2946 Federal Home Loan Bank 03/29/2000 2,000,000.00 1,973,440.00 1,974,455.56 6.050 AAA 6.314 76 09/15/2000 313396F81 2947 Federal Home Loan Mort Corp 04/07/2000 2,000,000.00 1,973,800.00 1,974,666.67 6.080 AAA 6.336 75 09/14/2000 313588G41 2913 Fed.Nat'l Mort.Assoc. 09/29/1999 1,000,000.00 986,870.00 988,084.17 5.430 AAA 5.834 79 09/18/2000 313588F26 2931 Fed.Nat'l Mort.Assoc. 12/20/1999 1,500,000.00 1,481,850.00 1,483,526.25 5.730 AAA 6.124 69 09/08/2000 313588ZQ1 2936 Fed.Nat'l Mort.Assoc. 01/26/2000 1,000,000.00 996,930.00 996,944.17 5.790 AAA 6.041 19 07/20/2000 313588YZ2 2937 Fed.Nat'l Mort.Assoc. 02/01/2000 1,000,000.00 999,640.00 999,351.11 5.840 AAA 6.074 4 07/05/2000 313588G66 2948 Fed.Nat'l Mort.Assoc. 04/20/2000 1,000,000.00 986,500.00 986,275.00 6.100 AAA 6.349 81 09/20/2000 313588E76 2949 Fed.Nat'l Mort.Assoc. 05/09/2000 1,317,000.00 1,301,775.48 1,301,498.91 6.420 AAA 6.650 66 09/05/2000 Subtotal and Average 12,363,103.72 11,817,000.00 11,686,185.48 11,692,282.67 6.209 64 Total Investments and Average 117,127,425.15 117,753,909.15 116,480,534.43 117,543,222.36 6.142 401 Portfolio CITY AP Run Date:07/19/2000-09:20 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 5 Portfolio Details -Cash June 30, 2000 Average Purchase Stated YTM Days to CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Accrued Interest at Purchase 13,293.85 13,293.85 Subtotal 13,293.85 13,293.85 Total Cash and Investments 117,127,425.15 117,753,909.15 116,493,828.28 117,556,516.21 6.142 401 Portfolio CITY AP Run Date:07/19/2000-09:20 _ PM(PRF_PM2)SymRepl V5.01t City of HB Portfolio Management Page 6 Investment Activity By Type June 1, 2000 through June 30, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-227 Union Bank 6.163 06/01/2000 0.00 1,959,000.00 00-228 Union Bank 5.975 06/01/2000 2,412,000.00 0.00 00-228 06/02/2000 0.00 2,412,000.00 00-229 Union Bank 5.788 06/02/2000 1,158,000.00 0.00 00-229 06/05/2000 0.00 1,158,000.00 00-230 Union Bank 5.850 06/05/2000 1,527,000.00 0.00 00-230 06/06/2000 0.00 1,527,000.00 00-231 Union Bank 5.788 06/06/2000 686,000.00 0.00 00-231 06/07/2000 0.00 686,000.00 00-232 Union Bank 5.788 06/07/2000 263,000.00 0.00 00-232 06/08/2000 0.00 263,000.00 00-233 Union Bank 5.850 06/08/2000 130,000.00 0.00 00-233 06/09/2000 0.00 130,000.00 00-234 Union Bank 5.788 06/09/2000 222,000.00 0.00 00-234 06/12/2000 0.00 222,000.00 00-235 Union Bank 5.850 06/12/2000 714,000.00 0.00 00-235 06/13/2000 0.00 714,000.00 00-236 Union Bank 5.788 06/13/2000 647,000.00 0.00 00-236 06/14/2000 0.00 647,000.00 00-237 Union Bank 5.850 06/14/2000 352,000.00 0.00 00-237 06/15/2000 0.00 352,000.00 00-238 Union Bank 5.975 06/15/2000 1,917,000.00 0.00 00-238 06/16/2000 0.00 1,917,000.00 00-239 Union Bank 5.788 06/16/2000 762,000.00 0.00 00-239 06/19/2000 0.00 762,000.00 00-240 Union Bank 5.788 06/19/2000 394,000.00 0.00 00-240 06/20/2000 0.00 394,000.00 00-241 Union Bank 5.788 06/21/2000 220,000.00 0.00 00-241 06/22/2000 0.00 220,000.00 00-242 Union Bank 5.788 06/22/2000 414,000.00 0.00 00-242 06/23/2000 0.00 414,000.00 00-243 Union Bank 5.788 06/23/2000 196,000.00 0.00 00-243 06/26/2000 0.00 196,000.00 00-244 Union Bank 5.913 06/26/2000 796,000.00 0.00 00-244 06/27/2000 0.00 796,000.00 00-245 Union Bank 5.913 06/27/2000 897,000.00 0.00 Portfolio CITY AP Run Date:07/19/2000-09:20 PM(PRF_PM3)SymRept V5.01f City of HB Portfolio Management Page 7 Investment Activity By Type June 1, 2000 through June 30, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-245 06/28/2000 0.00 897,000.00 00-246 Union Bank 5.975 06/28/2000 104,000.00 0.00 00-246 06/29/2000 0.00 104,000.00 00-247 Union Bank 5.975 06/29/2000 172,000.00 0.00 00-247 06/30/2000 0.00 -172,000.00 00-248 Union Bank 6.350 06/30/2000 511,000.00 0.00 Subtotal 14,494,000.00 15,942,000.00 511,000.00 Federal Agency Issues-Coupon 31331HVJ3 2928 Federal Farm Credit Bank 5.730 06/01/2000 0.00 1,000,000.00 3133MBKR7 2951 Federal Home Loan Bank 7.625 06/05/2000 1,000,000.00 0.00 3133MBN78 2954 Federal Home Loan Bank 7.000 06/06/2000 2,000,000.00 0.00 Subtotal 3,000,000.00 1,000,000.00 54,501,502.72 Local Agency Investment Funds (Monthly Summary) 2206 LAIF-Redevelopment Agency 6.349 6,100,000.00 6,000,000.00 Subtotal 6,100,000.00 6,000,000.00 30,050,909.15 Treasury Securities-Coupon Subtotal 6,989,590.05 Medium Term Notes 046003EL9 2830 Associated Corp. 6.000 06/15/2000 0.00 1,000,000.00 172967AD3 2838 Citigroup 6.125 06/15/2000 0.00 1,000,000.00 7306EAC8 2955 Citigroup 7.450 06/06/2000 1,999,420.00 0.00 Subtotal 1,999,420.00 2,000,000.00 11,817,951.39 Bankers Acceptances-Amortizing JADV292 2933 Key Bank 5.845 06/20/2000 0.00 1,000,000.00 Subtotal 0.00 1,000,000.00 0.00 Commercial Paper Disc.-Amortizing Subtotal 1,979,986.38 Federal Agency Disc.-Amortizing Portfolio CITY AP Run Date:07/19/2000-09:20 PM(PRF_PM3)SyrnRept V5.01f City of HB Portfolio Management Page 8 Investment Activity By Type June 1, 2000 through June 30, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Federal Agency Disc.-Amortizing 313396YLl 2908 Federal Home Loan Mort Corp 5.270 06/22/2000 0.00 1,000,000.00 Subtotal 0.00 1,000,000.00 11,692,282.67 Total 25,593,420.00 26,942,000.00 117,543,222.36 Portfolio CITY AP Run Date:07/19/2000-09:20 PM(PRF_PM3)SymRept V5.01f City of HB Portfolio Management Page 9 Investment Activity Summary June 1999 through June 2000 Yield to Maturity Managed Number Number Month Number of Average 360 365 Pool of Securities of Securities Average Average End Year Securities Balance Equivalent Equivalent Rate Purchased Matured/Sold Term Days to Maturity June 1999 73 98,970,832.49 5.409 5.484 5.095 30 26 741 540 July 1999 72 99,349,486.96 5.445 5.520 5.178 19 20 792 575 August 1999 66 94,592,715.08 5.457 5.533 5.225 22 28 767 541 September 1999 65 93,662,219.54 5.570 5.647 5.256 23 24 942 656 October 1999 71 90,979,855.32 5.547 5.624 5.263 25 19 802 562 November 1999 70 89,455,049.36 5.608 5.686 5.484 17 18 780 530 December 1999 78 96,931,805.31 5.716 5.795 5.639 21 13 725 473 January 2000 75 103,954,904.99 5.699 5.778 5.771 18 21 716 450 February 2000 80 102,907,099.91 5.760 5.840 5.824 21 16 735 455 March 2000 82 107,717,260.92 5.819 5.900 5.851 26 24 739 460 April 2000 80 110,948,542.65 5.874 5.956 6.014 16 18 713 427 May 2000 83 114,015,809.26 5.959 6.041 6.190 19 16 685 392 June 2000 81 117,127,425.15 6.058 6.142 6.349 24 26 700 401 Average 75 101,573,295.32 5.686% 5.765% 5.626 22 21 757 497 Portfolio CITY AP Run Date:07/19/2000-09:20 PM(PRF_PM4)SyrnRept V5.01f City of HB Portfolio Management Page 10 Distribution of Investments By Type June 1999 through June 2000 June July August September October November December January February March April May June Average Investment Type 1999 1999 1999 1999 1999 1999 1999 2000 2000 2000 2000 2000 2000 by Period Repurchase Agreements 1.0 1.1 2.5 3.5 2.1 0.2 0.1 0.2 1.7 0.4 1.0% Certificates of Deposit Commercial Paper-Interest Bearing Federal Agency Issues-Coupon 37.4 39.3 38.2 45.5 46.9 47.1 45.2 45.0 47.6 48.8 46.3 44.2 46.4 44.4% Local Agency Investment Funds 28.6 24.9 29.9 15.2 20.8 24.6 20.6 26.0 22.9 22.8 26.0 25.2 25.6 24.1% Treasury Securities-Coupon 6.9 7.4 7.4 9.1 7.7 6.4 5.9 4.8 4.7 5.5 5.3 5.9 6.0 6.4% Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Term Notes 13.6 14.7 14.6 19.2 15.1 14.7 13.5 13.4 14.0 11.7 10.4 10.0 10.1 13.4% Mortgage Backed Securities Bankers Acceptances-Amortizing 1.0 1.1 1.1 1.3 1.1 1.1 1.9 1.9 1.9 0.9 0.9 0.8 1.1% Commercial Paper Disc.-Amortizing 8.8 8.5 3.2 2.5 2.2 2.1 7.8 2.9 1.9 1.8 1.7 1.7 3.5% Federal Agency Disc.-Amortizing 2.8 3.1 3.1 3.7 4.2 4.1 5.2 6.1 6.9 8.5 10.8 10.6 10.0 6.1% Treasury Discounts-Amortizing Miscellaneous Discounts-Amortizing Portfolio CITY AP Run Date:07/19/2000-09:20 PM(PRF_PM5)SyrnRept V5.01f State of California Pooled Money Investment Account Market Valuation 6/30/00 z'-v$r- -a�. _-., --�5 -A3Gi. R - �� Carrysng Cost Plus?�_ , tg �� _ ; f h ,.aL f ""'�.s __s3 s'-kbht�£' 1.= �NW,k ; .s _ * . Descry n ,Accruedanterest�Purch _ ;_AmortlzedCost_s � Fa�rValue ,x ;A'ccruedrliiterest United States Treasury: Bills $ 2,223,184,982.00 $ 2,256,574,315.30 $ 2,258,929,500.00 NA Notes $ 2,322,572,542.64 $ 2,316,997,645.42 $ "2,309,085,000:00 $ 29,825,856.00 Federal Agency: Bonds $ 2,431,185,517.25 $ 2,428,896,053.37 $ 2,419,311,369.30 $ 32,899,941.42 Floaters $ 100,000,000.00 $ 100,000,000.00 $ 100,000,000.00 $ 991,910.00 MBS $ 432,815,262.66 $ 432,815,262.66 $ 412,507,903.64 $ 2,347,295.62 GNMA $ 1,305,638.09 $ 1,305,638.09 $ 1,441,319.64 $ 12,888.23 SBA $ 323,993,907.49 $ 323,880,696.10 $ 322,327,002.65 $ 2,983,605.62 FHLMC PC $ 12,643,250.06 $ 12,643,250.06 $ 13,024,860.68 $ 203,215.38 Discount Notes $ 7,296,606,695.27 $ 7,432,907,756.75 $ .7,429,212,358.89 NA Bankers Acceptances $ 36,707,467.51 $ 37,131,886.06 $ 37,095,317.85 NA Corporate: Bonds $ 695,104,747.48 $ 694,613,993.31 $ 686,206,986.30 $ 12,609,828.24 Floaters $ 1,769,780,584.20 $ 1,769,667,649.83 $ 1,778,457,657.44 $ 14,521,729.54 CDs $ 7,220,204,874.62 $ 7,218,570,202.01 $ 7,212,186,224.31 $ 93,940,208.30 Bank Notes $ 1,920,007,565.22 $ 1,920,007,565.22 $ 1,917,956,404.85 $ 36,258,177.62 Repurchase Agreements $ - $ - $ - NA Time Deposits $ 3,648,440,000.00 $ 3,648,440,000.00 $ 3,648,440,000.00 NA AB 55 &GF Loans $ 2,147,797,752.96 $ 2,147,797,752.96 $ 2,147,797,752.96 NA Commercial Paper $ 10,447,950,806.65 $ 10,534,200,566.99 $ 10,533,375,848.44 NA Reverse Repurchase $ - $ - $ - $ - TOTAL $ 43,030,301,594.10 $ 43,276,450,234.13 $ 43,227,355,506.95 $ 226,594,655.97 Fair Value Including Accrued Interest $ 43,453,950,162.92 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). The value of each participating dollar equals the fair value divided by the amortized cost (.998865556). As an example: if an agency has an account balance of$20,000,000.00, then the agency would report its participation in the LAIF valued at $19,977,311.11 or$20,000,000.00 x .998865556. RCA ROUTING SHEET INITIATING CITY TREASURER DEPARTMENT: SUBJECT: Investment Summary Report COUNCIL MEETING DATE: August 7, 2000 RCA ATTACHMENTS. STATUS Ordinance (w/exhibits & legislative draft if applicable) Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) (Signed in full by the City Attorney) Not Applicable Subleases, Third Party Agreements, etc. (Approved as to form by City Attorney) Not Applicable Certificates of Insurance (Approved by the City Attome Not Applicable Financial Impact Statement (Unbudget, over$5,000) Not Applicable Bonds (if applicable) Not Applicable Staff Report (If applicable) Not Applicable Commission, Board or Committee Report (If applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION FOR MISSING ATTACHMENTS REVIEWED RETURNED FORWARDED- Administrative Staff '7 Assistant City Administrator Initial City Administrator Initial City Clerk EXPLANATION FOR RETURN OF ITEM: (Below • . For Only) 4i�p�OkNCAAII_ —1— h CITY OF HUNTINGTON BEACH CITY COUNCIL COMMUNICATION TO: Honorable Mayor and City Council Members G _ FROM: Dave Sullivan, City Council Member DATE: July 11, 2000 Y 'y" SUBJECT: "H" Item for the July 17,2000,City Council Meeting f RECONSIDERATION OF SPECIFIC PLAN NO. 1 ; DRIVE-THROUGH SUSE� -gyp - 0 A) 100 On July 5, 2000 the City Council adopted the Crossings at Huntington Beach- Specific Plan No. 13 (Zoning Map Amendment No. 00-01/Zoning Text Amendment No. 00-02) and eliminated drive-through businesses as permitted uses in the Regional Commercial mall. After giving additional thought to the merits of drive-through uses at the Huntington Beach mall property, I request that the City Council reconsider their action with respect to drive-through uses only. Specifically, I request that the City Council reconsider the previous approval action of the Specific Plan and modify the approval to allow one drive-through bakery within the 63 acre property. cc: Ray Silver, City Administrator Connie Brockway, City Clerk Howard Zelefsky, Planning Director 1 David Biggs, Economic Development Director �( Ross Cranmer, Building and Safety Director Bob Beardsley, Public Works Director Scott Hess, Principal Planner Herb Fauland, Senior Planner Jane James, Associate Planner CITY OF HUNTINGTON BEACH Inter-Department Communication RECEIVED FROM AND MADE A PART OF THE RF ORD AT COUNCIL MEETING OF TO: HONORABLE MAYOR DAVID GAROFALO OFFICE OF THE CITY CL RK AND MEMBERS OF THE CITY COUNCIL `43JIE BROCKWAY,CITY CLERK FROM: GAIL HUTTON, City Attorney SUBJECT: City Council/Redevelopment Agency Meeting of July 17,2000—Nonparticipation In Certain Agenda Items Due to Potential Conflicts of Interest DATE: July 17,2000 This memorandum is written to follow up on our June 29, 2000 memorandum regarding advertising revenues. After reviewing the Agenda for tonight's City Council/Redevelopment Agency meeting,we recommend that you not participate in the following items,because these items may have a material financial effect on an advertiser in the Visitor's Guide or Chamber of Commerce Directory: Items for 7/5/00: Closed Session: Both items pertaining to 7777 Edinger Avenue. _The major property owner in the area,Ezralow Properties,is an advertiser. H-1: Reconsideration of Crossings Specific Plan-same potential conflict. Please contact me at your earliest convenience if you have any further questions. GAIL HUTTON City Attorney cc: City Councilmembers Ray Silver, City Administrator 1 G:4:2000memos:Garofalo 7-17#1/ab t11 ' nITY OF HJHTI G T OM BEACH, CA H L Treasurer's Report-Shad L Freldendch,CPA, CCMT TREASURER'S REPORT J� # r { 4; Shari L. Freidenrich, CPA, CCMT August 7, 2000 Slide 1 Treasurer's Report-Shari L.Freidenrich, CPA, CCMT Investment Balance Trends Portfolio Balances by Type $65M $79M $86M $102M $112M $118M 100% ❑Fed.Ag. Disc. 80% ■ ®Treasuries M Med Notes 60% ®LAIF 0 Fed Ag. 40% ❑CID 20% ®BA 0 Repur. Slide 2 Jun-96 Jun-97 Jun-98 Jun-99 Mar-00 Jun-00 J V C L7� CMvVN �& i0f Treasurer's Report-Shari L. Freidenrich, CPA, CCMT Investment Percentages By Type of Investment Agencles 46% Tern s Goy erclal ° 2_o e rc e Y Tr ury Sec8lide 3 Agre s% ° 10% Treasurer's Report-Shari L.Freidenrich, CPA, CCMT Liquidity Investment Maturities by Days, Ending Jun 1999/2000 30% ° ° 19 1 Day 25% ®2-180 Days o1904 20% E1.5-1 Yr. 15% 9% 10% IN 1 -1.5 Yr. .� 9% 01.5-2 Yr. 10% t 02-3Yr. 5% ® % 93-4Yr. 134-5Yr. 0 8% 2% 12% 3% 4% Slide 4 1999 2000 Treasurer's Report-Shari L. Freidenrich, CPA, CCMT Investment Yields Trends 0 LAIF/T-Bill Ave. 0 Actual — LAIF 8.00% 7.00% 5.66/ o 0 5. 5.84% 6.00% 5.07% 0 6.04% 6.2 5.00% 77 4.00% i 3.00% 2.00% _ 1.00% 0.00% .f Jun-99 Dec-99 Mar-00 Jun-00 Slide 5 Treasurer's Report-Shari L. Freidenrich, CPA, CCMT General Fund Est. Cash Flow July 2000 to Dec 2000 $10,000,000 $1,032,199 $2,330,000 $5,000,000 $100,000 $0 ($5,000,000) $1,307,507 ($10,000,000) ($3,000,000) ($15,000,000) $19,900,000) ($20,000,000) Jul-00 Aug-00 Sep-00 Oct-00 Nov-00 Dec-00 Slide 6 a s- �u ,Xlepl _ CITY OF HUNTINGTON BEACH MEETING DATE: July 17, 2000 DEPARTMENT ID NUMBER: CT 00-07 Council/Agency Meeting Held: 00 Deferred/Continued to: <App % ❑ Conditional) pproved ❑ Denied CkvSignature Council Meeting Date: July 17, 2000 Department ID Number: CT 00-07 CITY OF HUNTINGTON BEACH REQUEST FOR COUNCIL ACTION SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS o 5 -a SUBMITTED BY: SHARI L. FREIDENRICH, City Treasuele ��,•=; ; -<C--- PREPARED BY: SHARI L. FREIDENRICH, City Treasurer SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S MAY, 2000 INVESTMENT SUMMARY REPORT �- Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Status, Attachment(s) Statement of Issue: Review and accept the monthly investment report for May, 2000 pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report, by motion of Council, accept the Monthly Investment Report for May, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. Attachment(s): City Clerk's Page Number 1 Monthly Investment Report and Summary of Investments for May, 2000 RCAINVSM07 -2- 7/5/00 5:01 PM Monthly Investment Report and Summary Of Investments for May 2000 Attachment 1 City of Huntington Beach Summary of Investment Portfolio and Bond Reserves Activity for May, 2000 Financial Information: Increase April May (Decrease) End of month City Portfolio Balance $113,344,824 $118,812,767 $5,467,943 Accrued Interest at Purchase $9,248 $16,318 $7,070 Interest Earned for Month $545,395 $575,268 $29,873 Earned Interest Yield Average 5.98% 5.94% -0.04% Average Maturity ( in days) 427 392 -35 End of Month Market Value $111,968,326 $117,363,773 $5,395,447 End of month bank cash balance $4,134,430 $3,846,186 ($288,244) Comparison to Budget: Increase Budget Actual (Decrease) Interest Earned for Month $300,000 $575,268 $275,268 Interest Earned Year to Date $2,400,000 $3,960,554 $1,560,554 Earned Interest Yield Year to Date 5.50% 5.76% 0.26% Transaction Summary: Increase April May (Decrease) Number of Securities Purchased 16 19 3 Number of Securities Matured/Sold 18 16 -2 Summary by Individual Investment in Investment Portfolio: Days Int. May % of Total Policy Limit to Mat. Rate Repurchase Agreements $1,959,000 2% None 0 6.25% Federal Agy Issues - Coupon $52,498,443 44% None 636 5.91% Local Agency Inv. Fund (LAIF) $29,950,909 25% $40 million 1 6.19% Medium Tenn Notes $11,818,851 10% 20% 580 6.01% Treasury Securities- Coupon $6,988,720 6% None 715 5.97% Commercial Paper- Disc. $1,968,970 2% 15% 84 6.82% Banker's Acceptances $996,915 1% 25% 19 6.10% Federal Agy Issues-Amort. $12,630,958 10% None 88 6.17% $118,812,767 100% 0 A City of Huntington Beach �JA& -A, City of HB 2=Main St Portfolio Management Huntington Beach,CA,92648 Portfolio Summary May 31, 2000 Par Market Book %of Days to YTM YTM Investments Value Value Value Portfolio Term matur ity 360 Equiv. 866 Equiv. Repurchase Agreements 1,959,000.00 1,959,000.00 1,959,000.00 1.65 1 0 6.163 6.248 Federal Agency Issues-Coupon 52,550,000.00 51,398,760.20 -52,498,442.98 44.19 1,051 636 5.824 5.905 Local Agency Investment Funds 29,950,909.15 29,950,909.15 29,950,909.15 25.21 1 1 6.105 6.190 Treasury Securities-Coupon 7,000,000.00 6,878,590.00 6,988,720.49 , 5.88 12W 715 5.893 5.974 Medium Terre Notes 11,825,000.00 11,590,869.00 11,818,850.64 9.95 1,242 560 5.927 6.010 Bankers Acceptances-Amortizing 1,000,000.00 1,000,000.00 996,915.14 0.84 176 19 6.017 6.10,1 Commercial Paper Disc.-Amortizing 2,000,000.00 1,968,740.00 1,968,969.72 1.66 92 84 6.724 6.618 Federal Agency Disc.-Amortizing 12,817,000.00 12,616,904.40 12,630,958.39 10.63 216 Be 6.081 6.166 Investments 119,101,909.16 117,363,772.76 118,812,766.61 100.00% 685 392 5.959 6.041 Cash and Accrued Interest PassbooldChecldng 0.00 0.00 0.00 0 0 0.000 0.000 (not included in yield calculations) Accrued Interest at Purchase 16,318.02 16,318.02 Subtotal 16,318.02 16,318.02 Total Cash and Investments 119,101,909.15 117,380,090.77 118,829,084.63 685 392 5.969 6.041 Total Earnings May 31 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 575,268.41 3,960,553.66 Current Budget 300,000.00 2,400,000.00 3,600,000.00 Last Year Actual 418,395.00 Z923,030.00 4,513,758.00 Average Daily Balance 114,016,809.26 102,778,698.23 Effective Rate of Return 6.94% ,; 6.76% 1 certify that this report accurately reflects all City and Redevelopment Agency pooled investments and is in conformity with all State laws and the investment policy statement filed with the City Council on Dec.20, 1999. A copy of this policy is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the next six month's obligations. Market Values provided by Union Bank via Merrill Lynch and J.J.Kenney pricing services. 7-5-00 S I L. E E1,4RICH,CITY TREASURER Portfolio CITY AP Run Date:06f28/2000-08:28 PM(PRF_PM1)SyrhRept V5.01f City of HB Portfolio Management Page 2 Portfolio Details - Investments May 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moodys 366 Maturity Date Repurchase Agreements 00-227 Union Bank 05/31/20DO 1.959,000.00 1,959,000.00 1,959,000.00 6.163 6248 0 06/012000 Subtotal and Average 291,741.94 1,959,000.00 1,969,000.00 1,959,000.00 62" 0 Federal Agency Issues-Coupon 31331RKE4 2813 Federal Farm Credit Bank 1120/1997 1,000,000.00 996,470.00 1,000,048.90 5.910 AAA 5.898 172 11202000 31331HWTO 2892 Federal Farm Credit Bank 05/03/1999 1,000,000.00 963,280.00 999,423.93 5.250 AAA 5.283 699 05/012002 31331R5K7 2895 Federal Farm Credit Bank 05/28/1999 1,000,000.00 993,020.00 1,000,000.00 5260 AAA 5.260 181 11292000 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1,000,000.00 987,030.00 999251.62 5.875 AAA 5.949 396 07/02/2001 31331HVJ3 2928 Federal Farm Credit Bank 1220/1999 1,000,000.00 1,000,000.00 1,000,000.00 5.730 AAA 5.963 0 06/012000 31331HC69 2944 Federal Farm Credit Bank 03202000 1,000,000.00 990,940.00 1,000,000.00 6.625 AAA 6.625 476 09202001 3133WSM0 2820 Federal Home Loan Bank 12=11997 1,000,000.00 975,620.00 1,000,000.00 62W AAA 6200 942 12/30/2002 3133M2VH7 2821 Federal Home Loan Bank 01/07/1998 1,000,000.00 975,780.00 1,000,000.00 6215 AAA 6215 950 011072003 3133M7NM4 2871 Federal Home Loan Bank 03IM1999 1,000,000.00 960,940.00 1,000,000.00 5.390 AAA 5.390 826 09/05/2002 3133M5QB9 2874 Federal Home Loan Bank 0222/1999 1,000,000.00 935,630.00 992,623.04 5.125 AAA 5.380 1,201 09/152003 3133M7VS2 2876 Federal Home Loan Bank 03115/1999 1,000,000.00 977,190.00 1,000,000.00 5.330 AAA 5.330 470 09/142001 3133MSBC3 2881 Federal Home Loan Bank 03/31/1999 1,000,000.00 981,410.00 1,002,550.42 5.500 AAA 5261 438 08/132001 3133M5J92 2882 Federal Home Loan Bank 03/31/1999 1,000,000.00 947,030.00 1,002,237.49 5.630 AAA 5.546 1,185 09/022003 3133M4RE5 2883 Federal Home Loan Bank 03131/1999 1.105,000.00 1,053.893.75 1,109,246.11 5.690 AAA 5.540 1,113 06/192003 3133WLR3 2889 Federal Home Loan Bank 05/10(1999 1,000,000.00 939,840.00 1,000,000.00 5.625 AAA 5.625 1,439 05/102004 3133MBUR3 2898 Federal Home Loan Bank 06/07/1999 1,000,000.00 950,310.00 1,000,000.00 6.000 AAA 6.000 1.467 06/072004 3133M92U5 2903 Federal Home Loan Bank 0628/1999 1,000,000.00 976,090.00 1,000.000.00 6.025 AAA 6.025 757 06282002 3133P#WK6 2906 Federal Home Loan Bank 07/19/1999 1,000,000.00 979,220.00 1,000,000.00 6250 AAA 6250 778 07/192002 3133M9ZR6 2920 Federal Home Loan Bank 10/04/1999 2.000,000.00 1,994,380.00 1,999,866.47 5.750 AAA 5.770 119 09282000 3133WF49 2940 Federal Home Loan Bank 0224200D 1,000,000.00 985,160.00 990,038.84 5.876 AAA 6.755 440 08/152001 3133MAWSS 2941 Federal Home Loan Bank 02282000 1,000,000.00 995,650.00 1.000.000.00 7.350 AAA 7.350 1,002 02282003 3133MAWZ8 2942 Federal Home Loan Bank 03/072000 1,000,000.00 990,160.00 1.000,000.00 7.440 AAA 7.440 1,740 03/072005 3133MB2T3 2943 Federal Home Loan Bank 03242000 1,000,000.00 988,120.00 1,000,000.00 7220 AAA 7220 1,026 03242003 3134A3QR0 2894 Federal Home Loan Mort Corp 05/1311999 1,000,000.00 985,620.00 1,000,000.00 5.480 AAA 5.480 348 05/152001 31364C4137 2800 Fed.Nafl Mort.Assoc. 08/12/1997 1,000.000.00 975,310.00 996,85722 6.150 AAA 6.320 795 08/052002 31364C4P0 2801 Fed.Nat'l Mort.Assoc. 08/12/1997 1,000,000.00 999,370.00 999,486.77 5.910 AAA 6221 67 08/072000 31364FLJS 2818 Fed.Nat'l Mort.Assoc. 1226/1997 1,000,000.00 970,470.00 1,000.000.00 6.150 AAA 6.150 938 12262002 31364FNB3 2825 Fed.Narl Mort.Assoc. 01/14/1998 1,000,000.00 960.780.00 1,000,000.00 6.010 AAA 6.010 957 01/142003 31364FN83 2826 Fed.Nat'I Mort.Assoc. 01/14/1998 1,000,000.00 960,780.00 1,000,000.00 6.010 AAA 6.010 957 01/142003 31364FG39 2846 Fed.Nai'I Mort.Assoc. 0521/1998 1,000,000.00 962,660.00 1,000,000.00 6.030 AAA 6.030 1,078 05/152003 31364FX55 2853 Fed.Nat'l Mort.Assoc. 0721/1998 1,000,000.00 959,690.00 999,828.10 6.010 AAA 6.083 1,134 07/102003 31364GDY2 2856 Fed.Nat'l Mort.Assoc. 1029/1998 1,000.000.00 971,870.00 999,853.01 5.000 AAA 6.011 515 10292001 Portfolio CITY AP Run Date:06/28/2000-08:28 PM(PRF_PM2)SyrnRept V5.01f City of HB Portfolio Management Page 3 Portfolio Details-Investments May 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment 9 Issuer Balance Date Par Value Market Value Book Value Rate Moody's 366 Maturity De Federal Agency Issues-Coupon 31364GGH6 2859 Fed.Narl Mort.Assoc. 11/13/1998 1,000,000.00 938,120.00 999,137.50 5270 AAA 620 1,260 11/1312003 31364GPS9 2866 Fed.Narl Mort.Assoc. 01/1311999 1,000,000.00 980,620.00 1,000,000.00 5260 AAA 5.260 407 07/132001 31364GEM7 2884 Fed.Narl Mort.Assoc. 03/31/1999 1,000,000.00 930,990.00 980,889.83 5.120 AAA 5.758 1,250 11/03/2003 31364GZAO 2885 Fed.Narl Mort.Assoc. 04/20/1999 1,000,000.00 951,410.00 1,000,000.00 5210 AAA 5.909 1,387 03/19/2004 31364GNM 2890 Fed.Nafl Mort.Assoc. 05/0511999 1,000,00D.00 943,710.00 1,000,000.00 5.780 AAA 5.780 1,434 05/05/2004 31364F2M2 2893 Fed.Narl Mort.Assoc. 05/07/1999 2,000,000.00 1,998,740.00 2,001,089.11 5.560 AAA 5.166 53 07/24/2000 31364GO93 2905 Fed.Narl Mort.Assoc. 06/11/1999 1,000,000.00 954,690.00 988,457.91 6.000 AAA 6.343 1.446 05/172004 31364FATS 2915 Fed.Narl Mort.Assoc. 10/OM1999 1,000,000.00 998,590.00 1,001,117.82 6.140 AAA 5.744 109 09/18/2000 31364G7J2 2919 Fed.Narl Mort.Assoc. 10/04/1999 11000,000.00 997,340.00 999,1=32 5.730 AAA 5.761 113 09222000 31364KAG5 2921 Fed.Narl Mort.Assoc. 10AW1999 3,000.000.00 2,993,520.00 2,999,594.41 5.760 AAA 5.801 123 10/02/2000 31364KAG5 2922 Fed.Narl Mort.Assoc. IDAW1999 1,000,000.00 997,840.W 999,90029 5.760 AAA 5.790 123 10/12/2000 31364GAE9 2923 Fed.Narl Mort.Assoc. 10/05/1999 1.000,000.00 995,310.00 997.658.93 5.100 AAA 5.869 116 09252000 31364FAT8 2926 Fed.Narl Mort.Assoc. 1126/1999 1,175,000.00 1,173,343.25 1,175,53821 6.140 AAA 6.966 109 09/18/2000 31364SHPS 2929 Fed.Narl Mort.Assoc. 122011999 1270,000.00 1,270,203.20 1,270,756.75 6.360 AAA 6.048 76 08/162000 31364GAE9 2938 Fed.Nafl Mort.Assoc. 02/032000 2,000,000.00 1,990,620.00 1,993,089.96 5.100 AAA 6217 116 09252000 Subtotal and Average 62,496,916.62 64550,000.00 61,398,760.20 62,498,442.98 6.906 636 Local Agency Investment Funds 982 Leif City 12,959,76820 12,959,76820 12,959,76820 6.190 NR 6.190 1 2206 LAIF-Redevelopment Agency 16,991,140.95 16,991,140.95 16,991,140.95 6.190 NR 6.190 1 Subtotal and Average 28,678,328.60 29,960,909.16 29,950,909.16 29,960,909.16 6.190 1 Treasury Securities-Coupon 9128274N9 2896 U.S.Government Trees.Note 05/13/1999 1,000.000.00 959,690.00 994,827.17 5250 AAA 5.431 1,170 08/152003 9128273C4 2897 U.S.Government Treas.Note 05/17/1999 1,000,000.00 985,310.00 1,010,435.79 6.000 AAA 5.464 790 07/312002 912827739 2783 UNITED STATES TREASURY 03/17/1997 1,000,000.00 996250.00 999,912A7 6.500 AAA 6.507 456 08/312001 912827V66 2819 UNITED STATES TREASURY 12/10/1997 1.000.000.00 997,500.00 999,662.64 5.760 AAA 5.837 152 10/312000 9128274KS 2875 UNITED STATES TREASURY 0222/1999 11000.000.00 964,840.00 1,007294.68 5.375 AAA 5.106 1,124 06/302003 9128273GS 2945 UNITED STATES TREASURY 03282000 1.000,000.00 989,840.00 992,471.08 6250 AAA 6.615 821 08/312002 912827501 2950 UNITED STATES TREASURY 05/162000 1,000,000.00 985,160.00 984.116.66 5.625 AAA 6.890 486 09/302001 Subtotal and Average 6,612,463.95 7,000,000.00 6,078,590.00 6,988,720A9 6.974 716 Medium Term Notes 046003EL9 2830 Associated Corp. 0129/1998 1,000,000.00 999,880.00 1,000,067.38 6.000 AA3 5.808 14 06/152000 046003JP5 2857 Associated Corp. 11/06/1998 1,000,000.00 964,170.00 1,004,401.34 5.875 AA3 5.640 774 07/152002 05943FAE5 2809 Banc One Corp. 10/14/1997 1,000,000.00 998,990.00 1,000,42527 6.250 AA- 6.060 92 09/012000 Portfolio CITY AP Run Date:06/282000-08:28 PM(PRF PM2)SymRept V5.01f City of HB Portfolio Management Page 4 Portfolio Details -Investments May 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment f/ Issuer Balance Date Par Value Market Value Book Value Rate Moodys 365 Maturity Date Medium Term Notes 06651PAA1 2872 Bank United 02/17/1999 1,000,000.00 926,620.00 990,505.08 5.400 Aaa 5.700 1,341 OZ922004 36962GME1 2841 General Electric Capital Corp 04/06/1998 1,000,000.00 989,210.00 1,000,093.65 5.920 Aaa 6.909 306 04/032001 36962GUD4 2912 General Electric Capital Corp 09/17/19M 1,000,000.00 987,550.00 1,000,000.00 6.330 Aaa 6.330 473 09/172001 61687YBUO 2808 JP Morgan 10/02/1997 1,000,000.00 997,570.00 999,939.50 6.125 AA 6.145 123 10/022000 580135CA7 2851 McDonald's 06/30/1998 1,000,000.00 970,650.00 1,000,895.79 6.000 AA2 5.9W 752 06/23/2002 66586GBY2 2939 Northern Trust Co. 02H12000 1,000,000.00 990,550.W 997,727.89 7.5W AA3 7.559 1,716 02/112005 84534ECS5 2827 Southwestern Bell 01/12/1998 1,000,000.00 958,830.00 997.348.46 5.730 AA3 5.858 872 1021/= 892332AF4 2858 Toyota Motor Credit 11/09/1998 500,000.00 489,060.00 501,63121 5.500 AAt 5222 473 09/17=1 892332AF4 2860 Toyota Motor Credit 1125/1998 325,000.00 317,889.00 325,688.41 5.500 AA1 5.318 473 09/17=1 172967AD3 2838 Citigroup 0327/1998 1,000,000.00 999,900.00 1.000,125.96 6.125 Aa3 5.770 14 06/152000 Subtotal and Average 11,819,112.72 11,826,000.00 11,690,869.00 11,818,860.64 6.010 680 Bankers Acceptances Amortizing JADV292 2933 Key Bank 1227/1999 1,000,000.00 1,000,000.00 996,915.14 5.845 AIP1 6.101 19 06/20/20M Subtotal and Average 994,479.72 1,000,000.00 1,000,000.00 996,916.14 6.101 19 Commercial Paper Disc.Amortizing 61745AHM4 2952 Morgan Stanley Dean Witter 05242000 1.000,000.00 985,020.00 985,127.50 6.610 6.813 81 08/212000 61745AHU6 2953 Morgan Stanley Dean Witter 05/242000 1.000,000.00 983.720.00 983.84222 6.610 6.822 88 08282000 Subtotal and Average 607,789.63 2,000,006.00 1,968,740.00 1,968,969.72 6.818 84 Federal Agency Disc.Amortizing 313384G86 2914 Federal Home Loan Bank - 10/04/1999 1,000,000.00 979,500.00 982,955.83 6.430 AAA 5.835 113 0922/2000 313384F95 2946 Federal Home Loan Bank 03292000 2,000,000.00 1,962,020.00 1.964,372.22 6.050 AAA 6.314 106 09/152000 313396YL1 290E Federal Home Loan Mort Corp 06/30/1999 1,000,000.00 996,280.00 996,925.83 5270 AAA 5.658 21 061=000 313396F81 2947 Federal Home Loan Mort Corp 04/072000 2,000,000.00 1,961,600.00 1,964,533.34 6.080 AAA 6.336 105 09/142000 31358SG41 2913 Fed.Nat'l Mort.Assoc. 0929/1999 1,000,000.00 981,410.00 983,559.17 5.430 AAA 5.834 109 09/182000 31358BF26 2931 Fed.Nat'l Mort.Assoc. 1220/1999 1,500.000.00 1,474,830.00 1,476,363.76 5.730 AAA 6.124 99 09/08/2000 3135887-Q7 2936 Fed.Narl Mort.Assoc. 01262000 1,000,000.00 991,220.00 992,119.17 5.790 AAA 6.041 49 07202000 313588YZ2 2937 Fed.Nat'l Mort:Assoc. 02/012000 1,000,000.00 994.130.00 994,484.45 5.840 AAA 6.074 34 07/OS/2000 313588G66 2948 Fed.Nat'l Mort.Assoc. 04202000 1,000,000.00 981,040.00 981.191.67 6.100 AAA 6.349 111 09202000 313588E76 2949 Fed.Nat'l Mort.Assoc. 05/092000 1,317,000.00 1,294,874.40 1,294,452.96 6.420 AAA 6.660 96 09/052000 Subtotal and Average 12,814,976.38 12,817,000.00 12,616,904A0 12,630,968.39 6.166 Be Total Investments and Average 114,015,809.26 119,101,909.15 117,363,772.76 118,812,766.61 6.041 392 Portfolio CITY AP Run Date:06282000-08:28 PM(PRF PM2)SymRept V5.01f City of HB Portfolio Management Page 5 Portfolio Details-Cash May 31, 2000 Average Purchase Stated YTM Days to CUSIP Investment 0 Issuer Balance Date Par Value Market Value Book Value Rate Moodys 366 Maturity Accrued Interest at Purchase 16,318.02 16,318.02 Subtotal 16,318.02 16,318.02 Total Cash and Investments 114,016,809.26 119,101,909.16 117,380,090.77 118,829,084.63 6.041 392 Portfolio CITY AP Run Date:0628/2000-08:26 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Investment Activity Y Type B T e Page e May 1, 2000 through May 31, 2000 Stated Transaction Purchases Salesuaturldes CUSIP Investment 6 Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-212 Union Bank SA13 05/01/2000 0.00 256,OW.00 00-213 Union Bank 5.350 05/02/2000 163,000.00 0.00 00-213 05/032000 0.00 163,000.00 00-214 Union Bank 5.413 05/03/2000 100,000.00 0.00 00-214 0S/04/2000 0.00 100,000.00 00-215 Union Bank 5.413 05/04/2000 152,000.00 0.00 00-215 05/05/2000 0.00 152,000.00 00-216 Union Bank 5.288 OS/OS/21100 150,000.00 0.00 00-216 05/08/2000 0.00 150.000.00 00-217 Union Bank 5.288 05/092000 123,000.00 0.00 00-217 05/102000 0.00 123,000.00 00-218 Union Bank 5.288 OS/102000 SW,000.00 0.00 OD-218 05/112000 0.00 800,000.00 00-219 Union Bank 5.350 05/11/2000 129,000.00 0.00 00-219 05/122000 0.00 129,000.00 00-220 Union Bank 5.725 OS/172000 289,000.00 0.00 OD-220 05/182000 0.00 289,000.00 00-221 Union Bank 5.788 OS/182000 1,661,000.00 0.00 00-221 05/192000 0.00 1,661,000.00 00-222 Union Bank 5.788 05/192000 107,000.00 0.00 00-222 05222000 0.00 107,000.00 OD-223 Union Bank 5.850 05222000 119,000.00 0.00 00-223 05232000 0.00 119,000.00 00-224 Union Bank 5.850 0523/2000 333,000.00 0.00 00-224 05242000 0.00 333,000.00 00-225 Union Bank 5.850 05252000 786,000.00 0.00 00-225 05262000 0.00 786,000.00 00-226 Union Bank 5.975 05/302000 1,659,000.00 0.00 00-226 05/312000 0.00 1,659,000.00 00-227 Union Bank 6.163 05/312000 1,959,000.00 0.00 Subtotal 8,630,000.00 6,827,000.00 1,959,000.00 Federal Agency Issues-Coupon Subtotal 52,498,442.98 Portfolio CITY AP Run Date:08/2M2000-08:28 PM(PRF PM3)SymRept V5.01f City of HB Portfolio Management Investment Activity By Type Page 7 May 1, 2000 through May 31, 2000 Stated Transaction Purchases SaleslMaturfdes CUSIP Investment 0 Issuer Rate Date or Deposits or Withdrawals Balance Local Agency Inveshnent Funds (Monthly Stmmtary) 982 Laif City 6.190 2,DW,000.00 0.00 2206 LAIF-Redevelopment Agency 6.190 7,300,000.00 8,850,000.00 Subtotal 9,300,000.00 8,860,000.00 29,960,909.15 Treasury Securities-Coupon 912827501 2950 UNITED STATES TREASURY 5.625 05/16/2000 983,593.75 0.00 Subtotal 983AW.76 0.00 8,888,720A9 Medium Term Notes Subtotal 11,818,860.64 Bankers Acceptances-Amortizing Subtotal 996,915.14 Conmtercial Paper Disc.,Amortizing 61745AHM4 2952 Morgan Stanley Dean Witter 6.610 05/24/2000 983,658.61 0.00 61745AHU6 2953 Morgan Stanley Dean Witter 6,610 05/24r2000 982,373.33 0.00 Subtotal 1,966,031.94 0.00 1,868,969.72 Federal Agency Disc.,Mwrtizing 313384W2.8 2902 Federal Home Loan Bank 4.940 05/18/2000 0.00 1,000,000.00 313588E76 2949 Fed.Narl Mort.Assoc. 6.420 05/09/2000 1,289,051.07 0.00 Subtotal 1,289,061.07 1,000,000.00 12,630,958.39 Total 22,068,676.76 16,ti77,000.00 118,81$766.61 Portfolio CITY AP Run Date:06/28/2000-08:28 PM(PRF PW)SyrnRept V5.01f City of HB Portfolio Management Page 9 Investment Activity Summary May 1999 through May 2000 Yield to Maturity Managed Number Number Month Number of Average 360 365 Pool of Securities of Securities Average Average End Year securities Balance Equhralent Equhralent Rate Purchased Matured I Sold Term Days to Maturity May 1999 69 96,661,487.19 5.383 5.457 5.086 31 21 736 533 June 1999 73 98,970,832.49 5.409 5.484 5.095 30 26 741 540 July 1999 72 99,349,486.96 5.445 5.520 5.178 19 20 792 575 August 1999 66 94,592,715.08 5.457 5.533 5.225 22 28 767 541 September 1999 65 93,662,219.54 5.570 5.647 5.256 23 24 942 656 October 1999 71 90,979,855.32 5.547 5.624 5.263 25 19 802 562 November 1999 70 89,455,049.36 5.608 5.686 5.484 17 18 780 530 December 1999 78 96,931,805.31 5.716 5.795 5.639 21 13 725 473 January 2000 75 103,954,904.99 5.699 5.778 5.771 18 21 716 450 February 2000 80 104,217,444.74 5.760 5.840 5.824 21 16 721 447 March 2000 82 109,717,260.92 5.810 5.899 5.851 26 24 726 452 April 2000 80 112,948,542.65 5.875 5.957 6.014 16 18 701 419 May 2000 83 114,015,809.26 5.959 6.041 6.190 19 16 685 392 Average 74 100,417,401.26 5.634% 5.712% 5.529 22 20 766 505 Portfolio CITY AP Run Date:08R8/2000-08:28 PM(PRF_PM4)SMRept V5.01f City of HB Portfolio Management Page 9 Distribution of Investments By Type May 1999 through May 2000 May June July August September October November December January February March April May Average Investment Type 1999 1999 1999 1999 1999 1999 1999 1999 2000 2000 2000 2000 2000 by Period Repurchase Agreements 2.1 1.0 1.1 2.5 3.5 2.1 0.2 0.1 0.2 1.7 1.1% Certificates of Deposit Commercial Paper-Interest Bearing Federal Agency Issues-Coupon 37.5 37.4 39.3 38.2 45.5 46.9 47.1 45.2 45.0 46.7 47.9 45.5 44.2 43.6% Local Agency Investment Funds 29.4 28.6 24.9 29.9 15.2 20.8 24.6 20.6 26.0 24.4 24.1 27.3 25.2 24.74c Treasury Securities-Coupon 7.1 6.9 7.4 7.4 9.1 7.7 6.4 5.9 4.8 4.6 5.4 5.2 5.9 6.. Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Tenn Notes 14.0 13.6 14.7 14.6 19.2 15.1 14.7 13.5 13.4 13.7 11.5 10.3 10.0 13.7% Mortgage Backed Securities Bankers Acceptances,Amortizing 1.0 1.1 1.1 1.3 1.1 1.1 1.9 1.9 1.9 0.9 0.9 0.8 1.1% Commercial Paper Disc:,Amortizing 9.0 8.8 8.5 3.2 2.5 2.2 2.1 7.8 2.9 1.8 1.8 1.7 4.0% Federal Agency Disc.,Amortizing 1.0 2.8 3.1 3.1 3.7 4.2 4.1 5.2 6.1 6.8 8.3 10.6 10.6 5.4% Treasury Discounts-Anortizing Miscellaneous Discounts,Amortizing Portfolio CITY AP Run Date:06f28/2000-08:28 PM RF P(P M5)SymRept V5.01f REQUEST FOR COUNCIL ACTION MEETING DATE: February 5, 2001 DEPARTMENT ID NUMBER: CT 01-04 Attachment(s): City Clerk's Page Number No. Description 1. Monthly Investment Report and Summary of Investments for December, 2000 2. Schedule of Bond Investments 3. 1 Deferred Compensation Plan Summary Information RCACT 01-04 -3- 1/23/01 8:52 AM Monthly Investment Report and Summary Of Investments for December, 2000 Attachment 1 City of Huntington Beach Summary of City Investment Portfolio, Bond Proceeds, and Deferred Compensation Activity for December, 2000 City Investment Portfolio: November December Inc./(Dec.) End of month City Portfolio Balance $110,697,676 $117,120,594 $6,422,919 Earned Interest Yield Average 6.42% 6.31% -(0.11%) Average Maturity ( in days) 473 477 4 End of Month Market Value $110,593,533 $117,532,063 $6,938,530 Section 108 Loan (U.S. Treasuries) $6,103,667 $6,129.,774 $26,107 End of month bank cash balance $1,859,987 $3,285,198 $1,425,211 Bond Proceeds Investments: November December Inc./(Dec.) End of Month Bond Reserve Cost Value $26,596,772 $26,634,428 $37,656 End of Month Bond Reserve Market Value $26,589,681 $26,636,883 $47,202 Deferred Compensation Investments:* 6/30/00 9/30/00 Inc./(Dec.) Participant Balances $62,150,678 $62,955,080 $804,402 Comparison to Budget/ City Portfolio: Budget Actual Inc./(Dec.), Interest Earned for Month $300,000 $599,629 $299,629 Interest Earned Year to Date $900,000 $1,714,904 $814,904 Earned Interest Yield Year to Date 5.50% 6.33% 0.83% *Deferred Compensation Statements are released quarterly Summary by Individual Investment in City Investment Portfolio: Days Int. December % of Total Policy Limit to Mat. Rate Repurchase Agreements $3,904,000 3% None 1 6.00% Federal Agy Issues - Coupon $51,679,422 44% None 791 6.28% Local Agency Inv. Fund (LAIF) $30,428,912 26% $40 million 1 6.54% Treasury Securities - Coupon $5,994,786 5% None 594 6.00% Medium Term Notes $14,269,604 12% 20% 747 6.47% Commercial Paper- Disc. $8,930,655 8% 15% 24 6.67% Federal Agy Issues - Amort. $1,913,217 2% None 254 6.63% $117,120,594 100% o - City of Huntington Beach City of HB 2000 Main St Portfolio Management Huntington Beach,CA,92648 Portfolio Summary December 31, 2000 Par Market Book %of Days to YTM YTM Investments Value Value Value Portfolio Term Maturity 360 Equiv. 365 Equiv. Repurchase Agreements 3,904,000.00 3,904,000.00 3,904,000.00 3.33 4 1 5.913 5.995 Federal Agency Issues-Coupon 51,720,000.00 51,922,445.10 51,679,421.87 44.13 1,275 791 6.196 6.282 Local Agency Investment Funds 30,428,911.81 30,428,911.81 30,428,911.81 25.98 1 1 6.445 6.535 Treasury Securities-Coupon 6,000,000.00 6,039,060.00 5,994,785.69 5.12 1,223 594 5.917 5.999 Medium Term Notes 14,306,000.00 14,390,891.81 14,269,603.54 12.18 1,214 747 6.380 6.469 Commercial Paper Disc.-Amortizing 8,970,000.00 8,930,734.90 8,930,654.86 7.63 47 24 6.576 6.668 Federal Agency Disc.-Amortizing 2,000,000.00 1,916,020.00 1,913,216.67 1.63 355 254 6.536 6.626 Investments 117,328,911.81 117,532,063.62 117,120,594.44 100.00% 783 477 6.294 6.382 Cash and Accrued Interest Accrued Interest at Purchase 12,607.87 12,607.87 Subtotal 12,607.87 12,607.87 Total Cash and Investments 117,328,911.81 117,544,671.49 117,133,202.31 783 477 6.294 6.382 Total Earnings December 31 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 599,629.10 1,714,904.48 Current Budget 300,000.00 900,000.00 3,600,000.00 Last Year Actual 464,230.35 1,316,940.46 6,375,940.94 Average Daily Balance 111,934,607.08 107,512,561.34 Effective Rate of Return 6.31% 6.33% 1 certify that this report accurately reflects all City and Redevelopment Agency pooled investments and is in conformity with all State laws and the investment policy statement filed with the City Council on Dec. 18,2000. A copy of this policy is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the next six month's obligations. Market Values provided byUnion Bank via Merrill Lynch and J.J.Kenney pricing services. SHA IDEN H,6TY TREASURER Portfolio CITY AP Run Dale:01/23/2001-17:25 PM(PRF_PM1)SymRept V5.02f City of HB Portfolio Management Page 2 Portfolio Details - Investments December 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Repurchase Agreements 00-349 Union Bank 12/29/2000 3,904,000.00 3,904,000.00 3,904.000.00 5.913 5.995 1 01/02/2001 Subtotal and Average 925,258.06 3,904,000.00 3,904,000.00 3,904,000.00 5.995 1 Federal Agency Issues-Coupon 31331HWT0 2892 Federal Farm Credit Bank 05/03/1999 1,000,000.00 994,530.00 999,599.26 5.250 AAA 5.283 485 05/01/2002 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1,000,000.00 1,000,160.00 999,653.56 5.875 AAA 5.949 182 07/02/2001 31331HQ59 2944 Federal Farm Credit Bank 03/20/2000 1,000,000.00 1,004,530.00 1,000,000.00 6.625 AAA 6.625 262 09/20/2001 31331HK97 2956 Federal Farm Credit Bank 07/03/2000 1,705,000.00 1,713,797.80 1,705,275.83 6.930 AAA 6.896 183 07/03/2001 31331NPB4 2958 Federal Farm Credit Bank 07/13/2000 1,000,000.00 1,017,660.00 1,003.669.44 7.170 AAA 6.860 479 04/25/2002 3133M2SM0 2820 Federal Home Loan Bank 12/30/1997 1,000,000.00 1,012,340.00 1,000,000.00 6.200 AAA 6.200 728 12/30/2002 3133M2VH7 2821 Federal Home Loan Bank 01/07/1998 1.000,000.00 1,012,660.00 1.000,000.00 6.215 AAA 6.215 736 01/07/2003 3133M7NM4 2871 Federal Home Loan Bank 03/05/1999 1.000,000.00 992,810.00 1,000,000.00 5.390 AAA 5.390 612 09/05/2002 3133M5QB9 2874 Federal Home Loan Bank 02/22/1999 1,000,000.00 988,130.00 993.931.45 5.125 AAA 5.380 987 09/15/2003 3133M7VS2 2876 Federal Home Loan Bank 03/15/1999 1,000,000.00 995,310.00 1,000,000.00 5.330 AAA 5.330 256 09/14/2001 3133M5BC3 2881 Federal Home Loan Bank 03/31/1999 1,000,000.00 997,970.00 1,001,310.63 5.500 AAA 5.261 224 08/13/2001 3133M5J92 2882 Federal Home Loan Bank 03/31/1999 1,000,000.00 997,970.00 1,001,836.23 5.630 AAA 5.546 974 09/02/2003 3133M4RE5 2883 Federal Home Loan Bank 03/31/1999 1,105,000.00 1,107,762.50 1,108,434.02 5.690 AAA 5.540 899 06/19/2003 3133M8LR3 2889 Federal Home Loan Bank 05/10/1999 1,000.000.00 989,530.00 1,000.000.00 5.625 AAA 5.625 1,225 05/10/2004 3133M8UR3 2898 Federal Home Loan Bank 06/07/1999 1,000.000.00 997,190.00 1,000,000.00 6.000 AAA 6.000 1,253 06/07/2004 3133M92U5 2903 Federal Home Loan Bank 06/28/1999 1,000,000.00 999,220.00 1,000,000.00 6.025 AAA 6.025 543 06/28/2002 3133M9CK6 2906 Federal Home Loan Bank 07/19/1999 1,000,000.00 1,000,780.00 1,000,000.00 6.250 AAA 6.250 564 07/19/2002 3133M9F49 2940 Federal Home Loan Bank 02/24/2000 1,000,000.00 1,000,000.00 994,858.76 5.875 AAA 6.755 226 08/15/2001 3133MAW88 2941 Federal Home Loan Bank 02/28/2000 1,000,000.00 1,028,090.00 1,000,000.00 7.350 AAA 7.350 788 02/28/2003 3133MAWZ8 2942 Federal Home Loan Bank 03/07/2000 1,000,000.00 1,033,440.00 1,000,000.00 7.440 AAA 7.440 1,526 03/07/2005 3133MB2T3 2943 Federal Home Loan Bank 03/24/2000 1,000,000.00 1,009,060.00 1,000,000.00 7.220 AAA 7.220 812 03/24/2003 3133MBKR7 2951 Federal Home Loan Bank 06/05/2000 1,000,000.00 1,043,910.00 1,000.000.00 7.625 AAA 7.625 885 06/05/2003 3133MBN78 2954 Federal Home Loan Bank 06/06/2000 2,000,000.00 2,009,060.00 2,000,000.00 7.000 AAA 7.002 151 06/01/2001 3133MBT49 2960 Federal Home Loan Bank 07/26/2000 1,000,000.00 1,020,470.00 1,000,000.00 7.200 AAA 7.200 1,302 07/26/2004 3133MCAF2 2972 Federal Home Loan Bank 09/26/2000 2,000,000.00 2,007,500.00 2,000.000.00 6.500 AAA 6.500 268 09/26/2001 3133MCA96 2973 Federal Home Loan Bank 10/11/2000 1,000,000.00 1,016,720.00 1,000,000.00 7.000 AAA 7.000 1,744 10/11/2005 3133MCMAO 2984 Federal Home Loan Bank 12/12/2000 2,000,000.00 2,014,380.00 2,000,000.00 6.330 AAA 6.330 1,806 12/12/2005 3134A3QR0 2894 Federal Home Loan Mort Corp 05/13/1999 1,000,000.00 997,810.00 1,000,000.00 5.480 AAA 5.480 134 05/15/2001 312902D89 2959 Federal Home Loan Mort Corp 07/25/2000 1,000,000.00 1,005,620.00 1,000,000.00 7.000 AAA 7.000 570 07/25/2002 3134A3UJ3 2975 Federal Home Loan Mort Corp 11/06/2000 910,000.00 908.434.80 899,651.64 6.620 AAA 6.995 1,260 06/14/2004 31364C4D7 2800 Fed.Nat'l Mort.Assoc. 08/12/1997 1,000,000.00 1,007,340.00 997,699.04 6.150 AAA 6.320 581 08/05/2002 31364FLJ8 2818 Fed.Nat'l Mort.Assoc. 12/26/1997 1,000.000.00 997.030.00 1,000,000.00 6.150 AAA 6.150 724 12/26/2002 Portfolio CITY AP Run Date:01/23/2001-17:25 PM(PRF_PM2)SymRept V5.02f City of HB Portfolio Management Page 3 Portfolio Details - Investments December 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Federal Agency Issues-Coupon 31364FN83 2825 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 991,410.00 1,000,000.00 6.010 AAA 6.010 743 01/14/2003 31364FNI33 2826 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 991,410.00 1,000,000.00 6.010 AAA 6.010 743 01/14/2003 31364FG39 2846 Fed.Nat'l Mort.Assoc. 05/21/1998 1,000,000.00 995,000.00 1,000,000.00 6.030 AAA 6.030 864 05/15/2003 31364FX55 2853 Fed.Nat'l Mort.Assoc. 07/21/1998 1,000,000.00 993,910.00 1,000,000.00 6.010 AAA 6.083 920 07/10/2003 31364GDY2 2856 Fed.Nat'l Mort.Assoc. 10/29/1998 1,000,000.00 993,440.00 999,913.77 5.000 AAA 5.011 301 10/29/2001 31364GGH6 2859 Fed.Nat'l Mort.Assoc. 11/13/1998 1,000,000.00 985,780.00 999,283.33 5.270 AAA 5.299 1,046 11/13/2003 31364GPB9 2866 Fed.Nat'l Mort.Assoc. 01/13/1999 1,000.000.00 996,250.00 1,000,000.00 5.260 AAA 5.260 193 07/13/2001 31364GEM7 2884 Fed.Nat'l Mort.Assoc. 03/31/1999 1,000,000.00 982,770.00 984,147.25 5.120 AAA 5.758 1,036 11/03/2003 31364GZAO 2885 Fed.Nat'l Mort.Assoc. 04/20/1999 1,000,000.00 993,120.00 1,000,000.00 5.910 AAA 5.909 1,173 03/19/2004 31364GM63 2890 Fed.Nat'l Mort.Assoc. 05/05/1999 1,000,000.00 995,480.00 1,000,000.00 5.780 AAA 5.780 1,220 05/05/2004 31364GQ93 2905 Fed.Nat'l Mort.Assoc. 06/11/1999 1,000,000.00 1,009,530.00 990,157.66 6.000 AAA 6.343 1,232 05/17/2004 31364KRW2 2961 Fed.Nat'l Mort.Assoc. 07/24/2000 1,000,000.00 1,034,530.00 1,000,000.00 7.300 AAA 7.300 1,666 07/25/2005 31364KTWO 2962 Fed.Nat'l Mort.Assoc. 08/23/2000 1,000,000.00 1,004,380.00 1,000,000.00 6.730 AAA 6.730 234 08/23/2001 31364KVC1 2966 Fed.Nat'l Mort.Assoc. 09/13/2000 1,000,000.00 1,016,090.00 1,000,000.00 7.000 AAA 7.000 1,716 09/13/2005 31364KYH7 2976 Fed.Nat'l Mort.Assoc. 11/09/2000 1,000,000.00 1,012,970.00 1,000,000.00 6.500 AAA 6.500 1,040 11/07/2003 31364KA59 2982 Fed.Nat'l Mort.Assoc. 12/11/2000 1,000,000.00 1.005,160.00 1,000,000.00 6.500 AAA 6.500 1,074 12/11/2003 Subtotal and Average 50,646,491.44 51,720,000.00 51,922,445.10 51,679,421.87 6.282 791 Local Agency Investment Funds 982 Laif City 13,353,761.84 13,353.761.84 13,353,761.84 6.535 NR 6.535 1 2206 LAIF-Redevelopment Agency 17,075.149.97 17,075.149.97 17,075,149.97 6.535 NR 6.535 1 Subtotal and Average 33,167,621.49 30,428,911.81 30,428,911.81 30,428,911.81 6.535 1 Treasury Securities-Coupon 9128274N9 2896 U.S.Government Treas.Note 05/13/1999 1,000,000.00 1,003,120.00 995,773.31 5.250 AAA 5.431 956 08/15/2003. 9128273C4 2897 U.S.Government Treas.Note 05/17/1999 1,000.000.00 1,010.470.00 1,007,608.88 6.000 AAA 5.464 576 07/31/2002 912827Z39 2783 UNITED STATES TREASURY 03/17/1997 1,000,000.00 1,004,840.00 999,953.55 6.500 AAA 6.507 242 08/31/2001 91282741<5 2875 UNITED STATES TREASURY 02/22/1999 1,000,000.00 1,005,940.00 1,005,905.84 5.375 AAA 5.106 910 06/30/2003 9128273G5 2945 UNITED STATES TREASURY 03/28/2000 1,000.000.00 1,015,160.00 994,433.55 6.250 AAA 6.615 607 08/31/2002 9128275Q1 2950 UNITED STATES TREASURY 05/16/2000 1,000,000.00 999,530.00 991,110.56 5.625 AAA 6.890 272 09/30/2001 Subtotal and Average 5,994,384.21 6,000,000.00 6,039,060.00 5,994,785.69 5.999 594 Medium Term Notes 046003JP5 2857 Associated Corp. 11/06/1998 1,000,000.00 995,690.00 1,003,191.54 5.875 AA3 5.640 560 07/15/2002 06651PAAl 2872 Bank United 02/17/1999 1,000.000.00 980,770.00 992,014.49 5.400 Aaa 5.700 1,127 02/02/2004 172967AV3 2981 Citibank NA 12/05/2000 481,000.00 481,485.81 470,116.12 6.250 P7 6.800 1,795 12/01/2005 201615DG3 2965 Citifinancial 09/12/2000 1,000,000.00 1,001,640.00 991,533.08 6.375 Aa3 6.915 622 09/15/2002 Portfolio CITY AP Run Date:01/23/2001-17:25 PM(PRF_PM2)SymRept V5.02t City of HB Portfolio Management Page 4 Portfolio Details - Investments December 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Medium Term Notes 36962GME1 2841 General Electric Capital Corp 04/06/1998 1,000,000.00 999.240.00 1,000,028.53 5.920 Aaa 5.909 92 04/03/2001 36962GUD4 2912 General Electric Capital Corp 09/17/1999 1,000,000.00 1,002.470.00 1,000,000.00 6.330 Aaa 6.330 259 09/17/2001 36962GTR5 2974 General Electric Capital Corp 09/29/2000 1,000,000.00 1,008,810.00 991,916.59 6.267 Aaa 6.620 933 07/23/2003 36962GUA 2977 General Electric Capital Corp 11/07/2000 1,000,000.00 1,021.390.00 1,005,053.01 6.810 Aaa 6.610 1,036 11/03/2003 580135CA7 2851 McDonald's 06/30/1998 1,000,000.00 998,100.00 1,000,642.26 6.000 AA2 5.950 538 06/23/2002 66586GBY2 2939 Northern Trust Co. 02/11/2000 1,000,000.00 1,039,640.00 998,010.22 7.500 AA3 7.559 1,502 02/11/2005 84534ECS5 2827 Southwestern Bell 01/12/1998 1,000,000.00 994,420.00 997,995.93 5.730 AA2 5.858 658 10/21/2002 892332AF4 2858 Toyota Motor Credit 11/09/1998 500,000.00 497,240.00 500,896.50 5.500 AA1 5.222 259 09/17/2001 892332AF4 2860 Toyota Motor Credit 11/25/1998 325,000.00 323,206.00 325,378.18 5.500 AA1 5.318 259 09/17/2001 17306EAC8 2955 Citigroup 06/06/2000 2,000,000.00 2,036,900.00 1,999,585.14 7.450 Aa2 7.466 521 06/06/2002 929771AN3 2978 Wachovia Corp 11/07/2000 1,000,000.00 1,009,890.00 993,241.95 6.700 Al 6.920 1,267 06/21/2004 Subtotal and Average 14,208,553.63 14,306,000.00 14,390,891.81 14,269,603.54 6.469 747 Commercial Paper Disc.-Amortizing 04600JNNO 2986 Associated Corp. 12/21/2000 1,970,000.00 1,962,454.90 1,962,530.42 6.500 AA3 6.629 21 01/22/2001 43760RP20 2987 Homeside Lending Inc. 12/21/2000 1,000,000.00 994,280.00 994,222.22 6.500 P-1 6.642 32 02/02/2001 61745AP52 2979 Morgan Stanley Dean Witter 11/07/2000 1,000.000.00 993,740.00 993,670.83 6.510 A1P1 6.710 35 02/05/2001 61745AP94 2980 Morgan Stanley Dean Witter 11/07/2000 1,000.000.00 993,020.00 992,947.50 6.510 A1P1 6.715 39 02/09/2001 81989CNJ3 2985 Sharp Electronics Corp. 12/21/2000 2,000,000.00 1,993.800.00 1,993,813.89 6.550 P-1 6.675 17 01/18/2001 92344ANK1 2983 Verizon Global 12/11/2000 2,000,000.00 1,993,440.00 1,993,470.00 6.530 A1P! 6.668 18 01/19/2001 Subtotal and Average 5,084,206.59 8,970,000.00 8,930,734.90 8,930,654.86 6.668 24 Federal Agency Disc.-Amortizing 313589LN1 2970 Fed.Nat'l Mort.Assoc. 09/22/2000 1,000,000.00 959,800.00 956,950.00 6.150 AAA 6.625 252 09/10/2001 313589LSO 2971 Fed.Nat'l Mort.Assoc. 09/22/2000 1.000,000.00 956,220.00 956,266.67 6.150 AAA 6.628 256 09/14/2001 Subtotal and Average 1,908,091.66 2,000,000.00 1,916,020.00 1,913,216.67 6.626 254 Total Investments and Average 111,934,607.08 117,328,911.81 117,532,063.62 117,120,594.44 6.382 477 Portfolio CITY AP Run Dale:01/23/2001-17:25 PM(PRF_PM2)SyrnRept V5.02f City of HB Portfolio Management Page 5 Portfolio Details - Cash December 31, 2000 Average Purchase Stated YTM Days to CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Accrued Interest at Purchase 12,607.87 12,607.87 Subtotal 12,607.87 12,607.87 Total Cash and Investments 111,934,607.08 117,328,911.81 117,544,671.49 117,133,202.31 6.382 477 Portfolio CITY AP Run Date:01/23/2001-17:25 PM(PRF_PM2)SymRept V5.02f Schedule of Bond Investments Held by Fiscal Agent as of December 31, 2000 Summary of investments by type Par Value Investment Type Market Value $2,374,605 AIM Private Inv Class Treasury Fund $2,374,606 $541,684 Bayerische Landesbank Invt Agmt STS $541,684 $162,689 First American Treas Oblig CL D Corp TR $162,689 $1,168,100 INVT AGMT Collateralized Flexible Draw DTD $1,168,100 $1,666,775 MBIA INC, INVT AGMT COLLATERALIZED $1,666,775 $1,934,900 Nationsbank, Inv.Agreement $1,934,900 $295,000 FFCB $296,210 $7,990,927 AIGMFL-Investment Agreement $7,990,927 $9,420,281 US Treasury Note $9,420,281 $748,979 US Treasury NTS $750,224 $330,488 US Treasury St&Local Govt Ser NT DTD $330,488 $26,634,428 $26,636,883 Summary of Investments by Bond Issue Par value Bond Issue Description Market value $8,022,408 City of Huntington Beach 2000 Series A $8,022,408 $78,840 City of Huntington Beach MFH REV (Huntington Village Apts.) $78,840 $9,420,281 City of Huntington Beach 92 Escrow $9,420,281 $790,529 City of Huntington Beach 99 $791,774 $0 City of H. B. 1991 Refunding COP(Emerald Cove Senior Citizens Housing Project) $0 $1,992,306 City of H. B. Public Finance Authority 1992 Lease Revenue(Hunt Bch Redev Projects) $1,992,306 $2,066,870 City of H. B. Public Finance Authority Lease Revenue 1997 Series A(Public Facilities Proj) $2,066,871 $1,106,224 City of Huntington Beach Fac. Dist.#1990-1 (Goldenwest/Ellis Area) $1,107,019 $121,377 City of Huntington Beach(Huntington AI Breakers Apt 1996, Series A) $121,377 $114,593 City of Huntington Beach Assessment District 88-1(Reservoir Hill) $115,007 $1,669,052 City of Huntington Beach Refunding Cert. of Part. (Civic Center Refinance Project) $1,669,052 $1,251,949 City of H. B. Refunding COP(Police Administration Bldg. Refn Project) $1,251,949 $26,634,428 $26,636,883 Deferred Compensation Plan Summary Information Attachment 3 City of Huntington Beach Deferred Compensation Plan Summary Information as of September 30, 2000 Beginning Distributions/ balance Contributions/ Transfers/ Earnings Ending Balance (7-1-00) Transfers Payments (change in value) Other (9-30-00) ICMA Retirement Corporation (457 Plan) $16,7201219 $884,771 ($447,801) $235,902 $96,166 $17,489,258 ICMA Retirement Corporation (401 Plan) $1,579 $1,838 $0 $46 $0 $3,46 Nationwide Retirement Solutions $44,907,238 $761,110 ($1,023,812) $296,181 $0 $44,940,717 Trust Deeds (as of 3/30/00) $521,643 $0 $0 $0 $0 $521,643 Total 457 &401 Plan Balances $62,150,678 $1,647,719 ($1,471,613) $532,130 $96,166 $62,955,080 O RCA ROUTING SHEET INITIATING DEPARTMENT: City Treasurer SUBJECT: i December 2000 Investment Summary Report COUNCIL MEETING DATE: February 5, 2001 RCA ATTACHMENTS STATUS Ordinance (w/exhibits & legislative draft if applicable Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) Signed in full by the City Attome Not Applicable Subleases, Third Party Agreements, etc. Approved as to form by City Attorney) Not Applicable Certificates of Insurance (Approved by the City Attorney) Not Applicable Financial Impact Statement (Unbudget, over $5,000) Not Applicable Bonds (If applicable) Not Applicable Staff Report (If applicable) Not Applicable Commission, Board or Committee Report (If applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION FOR MISSING ATTACHMENTS REVIPWED RETURNED FORWARDED Administrative Staff 1121 S' Assistant City Admini trator I itial City Administrator Initial City Clerk EXPLANATION FOR RETURN OF ITEM: Space . Only) RCA Author: 310, 26 Ci fY OF HUNTINGTON BEACH 9- PIMA'fl 611�� MEETING DATE: January 16, 2001 DEPARTMENT ID NUMBER: CT 01-03 Council/Agency Meeting Held: �1, 1 b-of Deferred/Continued to: A roved ❑ Conditional) proved ❑ Denied ler ' Signature Council Meeting Date: January 16, 2001 Department ID Number: CT 01-03 CITY OF HUNTINGTON BEACH REQUEST FOR COUNCIL ACTION _ G SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS SUBMITTED BY: SHARI L. FREIDENRICH, City Treasurer `'.`— PREPARED BY: SHARI L. FREIDENRICH, City Treasur '` �- n, ,._ �y SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S NOVEMBER,200Q= INVESTMENT SUMMARY REPORT t Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Status, Attachment(s) Statement of Issue: Review and accept the monthly investment report for November, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report, by motion of Council, accept the Monthly Investment Report for November, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. Attachment(s): City Clerk's Page Number No. Description 1. Monthly Investment Report and Summary of Investments for November, 2000 2. Schedule of Bond Investments 3. Deferred Compensation Plan Summary Information RCAINVSM1100 -2- 1/3/01 12:38 PM Monthly Investment Report and Summary Of Investments for November 2000 Attachment 1 City of Huntington Beach Summary of City Investment Portfolio, Bond Proceeds, and Deferred Compensation Activity for November, 2000 City Investment Portfolio: October November Inc./(Dec.) End of month City Portfolio Balance $105,492,342 $110,697,676 $5,205,334 Earned Interest Yield Average 6.27% 6.42% (0.15%) Average Maturity ( in days) 474 473 -1 End of Month Market Value $105,010,207 $110,593,533 $5,583,326 Section 108 Loan (U.S. Treasuries) $6,076,889 $6,103,667 $26,778 End of month bank cash balance $1,910,962 $1,859,987 ($50,975) Bond Proceeds Investments: October November IncJ(Dec.) End of Month Bond Reserve Cost Value $26,576,344 $26,596,772 $20,428 End of Month Bond Reserve Market Value $26,561,427 $26,589,681 $28,254 Deferred Compensation Investments:* 6130/00 9/30/00 Inc./(Dec.) Participant Balances $62,150,678 $62,955,080 $804,402 Comparison to Budget/City Portfolio: Budget Actual IncJ(Dec.) Interest Earned for Month $300,000 $562,015 $262,015 Interest Earned Year to Date $600,000 $1,115,825 $515,825 Earned Interest Yield Year to Date 5.50% 6.34% 0.84% *Deferred Compensation Statements are released quarterly Summary by Individual Investment in City Investment Portfolio: Days Int. November % of Total Policy Limit to Mat. Rate Repurchase Agreements $220,000 1% None 1 6.00% Federal Agy Issues -Coupon $48,677,984 44% None 774 6.28% Local Agency Inv. Fund (LAIF) $38,128,912 34% $40 million 1 6.54% Medium Term Notes $13,798,792 12% 20% 743 6.46% Treasury Securities -Coupon $5,993,956 5% None 625 6.00% Commercial Paper- Disc. $1,975,407 2% 15% 68 6.71% Federal Agy Issues -Amort. $1,902,625 2% None 285 6.63% $110,697,676 100% 0 City of Huntington Beach City of HB 2000 Main St Portfolio Management Huntington Beach,CA,92648 Portfolio Summary November 30, 2000 Par Market Book %of Days to YTM YTM Investments Value Value Value Portfolio Term Maturity 360 Equiv. 365 Equiv. Repurchase Agreements 220,000.00 220,000.00 220,000.00 0.20 1 0 5.913 5.995 Federal Agency Issues-Coupon 48,720,000.00 48,574,820.85 48,677,984.39 43.97 1,256 774 6.190 6.276 Local Agency Investment Funds 38,128,911.81 38,128,911.81 38,128,911.81 34.44 1 1 6.448 6.538 Treasury Securities-Coupon 6,000,000.00 5,997,950.00 5,993,955.95 5.41 1,223 625 5.917 5.999 Medium Term Notes 13,825,000.00 13,793,790.50 13,798,791.94 12.47 1,193 743 6.369 6.457 Commercial Paper Disc.-Amortizing 2,000,000.00 1,975,330.00 1,975,406.67 1.78 92 68 6.620 6.712 Federal Agency Disc.-Amortizing 2,000,000.00 1,902,730.00 1,902,624.99 1.72 355 285 6.536 6.626 Investments 110,893,911.81 110,593,533.16 110,697,675.75 100.00%, 775 473 6.299 6.387 Cash and Accrued Interest Passbook/Checking 0.00 0.00 0.00 0 0 0.000 0.000 (not included in yield calculations) Accrued Interest at Purchase 61,347.07 61,347.07 Subtotal 61,347.07 61,347.07 Total Cash and Investments 110,893,911.81 110,654,880.23 110,759,022.82 775 473 6.299 6.387 Total Earnings November 30 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 562,014.79 1,115,825.48 Current Budget 300,000.00 600,000.00 3,600,000.00 Last Year Actual 421,432.27 852,710.11 6,375,940.94 Average Daily Balance 106,558,724.58 105,265,292.20 Effective Rate of Return 6.42% 6.34% 1 certify that this report accurately reflects all City and Redevelopment Agency pooled investments and is in conformity with all State laws and the investment policy statement filed with the City Council on Dec. 18,2000. A copy of this policy is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the next six month's obligations. Market Values provided by Union Bank via Merrill Lynch and J.J.Kenney pricing services. i 3 of SR L. !ID NF4CH,CITY TREASURER Portfolio CITY AP Run Date:01/03/2001-12:54 PM(PRF_PM1)SymRept VS.Otf City of HB Portfolio Management Page 2 Portfolio Details - Investments November 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Repurchase Agreements 00-332 Union Bank 11/30/2000 220,000.00 220,000.00 220,000.00 5.913 5.995 0 12/01/2000 Subtotal and Average 473,100.00 220,000.00 220,000.00 220,000.00 5.995 0 Federal Agency Issues-Coupon 31331HWT0 2892 Federal Farm Credit Bank 05/03/1999 1,000,000.00 988,440.00 999,574.21 5.250 AAA 5.283 516 05/01/2002 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1,000,000.00 997.660.00 999,596.14 5.875 AAA 5.949 213 07/02/2001 31331HQ59 2944 Federal Farm Credit Bank 03/20/2000 1,000,000.00 1,001,560.00 1,000,000.00 6.625 AAA 6.625 293 09/20/2001 31331HK97 2956 Federal Farm Credit Bank 07/03/2000 1,705,000.00 1,710,592.40 1,705,321.30 6.930 AAA 6.896 214 07/03/2001 31331NPB4 2958 Federal Farm Credit Bank 07/13/2000 1,000,000.00 1,013,120.00 1,003,901.68 7.170 AAA 6.860 510 04/25/2002 3133M2SM0 2820 Federal Home Loan Bank 12/30/1997 1,000,006.00 1,003,590.00 1,000,000.00 6.200 AAA 6.200 759 12/30/2002 3133M2VH7 2821 Federal Home Loan Bank 01/07/1998 1,000,000.00 1,003,910.00 1,000,000.00 6.215 AAA 6.215 767 01/07/2003 3133M7NM4 2871 Federal Home Loan Bank 03/05/1999 1,000,000.00 985,630.00 1,000,000.00 5.390 AAA 5.390 643 09/05/2002 3133M5QB9 2874 Federal Home Loan Bank 02/22/1999 1,000,000.00 972,500.00 993,744.54 5.125 AAA 5.380 1,018 09/15/2003 3133M7VS2 2876 Federal Home Loan Bank 03/15/1999 1,000,000.00 991,560.00 1,000.000.00 5.330 AAA 5.330 287 09/14/2001 3133M5BC3 2881 Federal Home Loan Bank 03/31/1999 1,000,000.00 994,690.00 1,001.487.75 5.500 AAA 5.261 255 08/13/2001 3133M5J92 2882 Federal Home Loan Bank 03/31/1999 1,000,000.00 989,370.00 1,001,893.55 5.630 AAA 5.546 1,005 09/02/2003 3133M4RE5 2883 Federal Home Loan Bank 03/31/1999 1,105,000.00 1,091,883.65 1,108,550.03 5.690 AAA 5.540 930 06/19/2003 3133M8LR3 2889 Federal Home Loan Bank 05/10/1999 1,000,000.00 978,440.00 1,000,000.00 5.625 AAA 5.625 1,256 05/10/2004 3133M8UR3 2898 Federal Home Loan Bank 06/07/1999 1,000,000.00 986,720.00 1,000,000.00 6.000 AAA 6.000 1,284 06/07/2004 3133M92U5 2903 Federal Home Loan Bank 06/28/1999 1,000,000.00 995,000.00 1.000,000.00 6.025 AAA 6.025 574 06/28/2002 3133M9CK6 2906 Federal Home Loan Bank 07/19/1999 1,000,000.00 997,030.00 1,000,000.00 6.250 AAA 6.250 595 07/19/2002 3133M91749 2940 Federal Home Loan Bank 02/24/2000 1,000,000.00 997,030.00 994,170.20 5.875 AAA 6.755 257 08/15/2001 3133MAW88 2941 Federal Home Loan Bank 02/28/2000 1,000,000.00 1,019,030.00 1,000,000.00 7.350 AAA 7.350 819 02/28/2003 3133MAWZ8 2942 Federal Home Loan Bank 03/07/2000 1,000,000.00 1,022,660.00 1,000,000.00 7.440 AAA 7.440 1,557 03/07/2005 3133MB2T3 2943 Federal Home Loan Bank 03/24/2000 1,000,000.00 1,005,310.00 1,000,000.00 7.220 AAA 7.220 843 03/24/2003 3133MBKR7 2951 Federal Home Loan Bank 06/05/2000 1,000,000.00 1,032,970.00 1,000,000.00 7.625 AAA 7.625 916 06/05/2003 3133MBN78 2954 Federal Home Loan Bank 06/06/2000 2,000,000.00 2,006,560.00 2,000,000.00 7.000 AAA 7.002 182 06/01/2001 3133MBT49 2960 Federal Home Loan Bank 07/26/2000 1,000.000.00 1,012,030.00 1,000,000.00 7.200 AAA 7.200 1,333 07/26/2004 3133MCAF2 2972 Federal Home Loan Bank 09/26/2000 2,000,000.00 2,001,560.00 2,000,000.00 6.500 AAA 6.500 299 09/26/2001 3133MCA96 2973 Federal Home Loan Bank 10/11/2000 1,000.000.00 1,006,090.00 1,000,000.00 7.000 AAA 7.000 1.775 10/11/2005 3134A3QR0 2894 Federal Home Loan Mort Corp 05/13/1999 1,000,000.00 995,620.00 1.000,000.00 5.480 AAA 5.480 165 05/15/2001 312902D89 2959 Federal Home Loan Mort Corp 07/25/2000 1,000,000.00 1,003.120.00 1,000,000.00 7.000 AAA 7.000 601 07/25/2002 3134A3UJ3 2975 Federal Home Loan Mort Corp 11/06/2000 910,000.00 903,884.80 899,401.88 6.620 AAA 6.995 1,291 06/14/2004 31364C4D7 2800 Fed.Nat'l Mort.Assoc. 08/12/1997 1,000,000.00 999,530.00 997,578.78 6.150 AAA 6.320 612 08/05/2002 31364FLJ8 2818 Fed.Nat'l Mort.Assoc. 12/26/1997 1,000,000.00 992,340.00 1,000,000.00 6.150 AAA 6.150 755 12/26/2002 31364FNB3 2825 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 985,310.00 1,000,000.00 6.010 AAA 6.010 774 01/14/2003 Portfolio CITY AP Run Date:01/032001-12:54 PM(PRF PM2)SymRept V5.01f City of HB Portfolio Management Page 3 Portfolio Details - Investments November 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Federal Agency Issues-Coupon 31364FNB3 2826 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 985,310.00 1,000,000.00 6.010 AAA 6.010 774 01/14/2003 31364FG39 2846 Fed.Nat'l Mort.Assoc. 05/21/1998 1,000,000.00 988,910.00 1,000,000.00 6.030 AAA 6.030 895 05/15/2003 31364FX55 2853 Fed.Nat'l Mort.Assoc. 07/21/1998 1,000,000.00 987,340.00 1,000,000.00 6.010 AAA 6.083 951 07/10/2003 31364GDY2 2856 Fed.Nat'l Mort.Assoc. 10/29/1998 1,000,000.00 988,910.00 999,905.09 5.000 AAA 5.011 332 10/29/2001 31364GGH6 2859 Fed.Nat'l Mort.Assoc. 11/13/1998 1,000,000.00 975,470.00 999,262.50 5.270 AAA 5.299 1,077 11/13/2003 31364GPB9 2866 Fed.Nat'l Mort.Assoc. 01/13/1999 1,000,000.00 993,120.00 1,000,000.00 5.260 AAA 5.260 224 07/13/2001 31364GEM7 2884 Fed.Nat'l Mort.Assoc. 03/31/1999 1,000,000.00 972,210.00 983,681.90 5.120 AAA 5.758 1,067 11/03/2003 31364GZAO 2885 Fed.Nat'l Mort.Assoc. 04/20/1999 1,000,000.00 986,090.00 1,000,000.00 5.910 AAA 5.909 1,204 03/19/2004 31364GM63 - 2890 Fed.Nat'l Mort.Assoc. 05/05/1999 1,000,000.00 984,270.00 1,000,000.00 5.780 AAA 5.780 1,251 05/05/2004 31364GQ93 2905 Fed.Nat'l Mort.Assoc. 06/11/1999 1,000,000.00 995,940.00 989,914.84 6.000 AAA 6.343 1,263 05/17/2004 31364KRW2 2961 Fed.Nat'l Mort.Assoc. 07/24/2000 1,000,000.00 1,021,410.00 1,000,000.00 7.300 AAA 7.300 1,697 07/25/2005 31364KTWO 2962 Fed.Nat'l Mort.Assoc. .08/23/2000 1,000,000.00 1.001,880.00 1,000,000.00 6.730 AAA 6.730 265 08/23/2001 31364KVC1 2966 Fed.Nat'l Mort.Assoc. 09/13/2000 1,000,000.00 1,005,780.00 1,000,000.00 7.000 AAA 7.000 1,747 09/13/2005 31364KYH7 2976 Fed.Nat'I Mort.Assoc. 11/09/2000 1,000,000.00 1,003,440.00 1,000,000.00 6.500 AAA 6.500 1,071 11/07/2003 Subtotal and Average 50,727,428.40 48,720,000.00 48,574,820.85 48,677,984.39 6.276 774 Local Agency Investment Funds 982 Laif City 13,353,761.84 13,353,761.84 13,353,761.84 6.538 NR 6.538 1 2206 LAIF-Redevelopment Agency 24,775,149.97 24,775.149.97 24,775,149.97 6.538 NR 6.538 1 Subtotal and Average 31,692,245.14 38,128,911.81 38,128,911.81 38,128,911.81 6.538 1 Treasury Securities-Coupon 9128274N9 2896 U.S.Government Treas.Note 05/13/1999 1,000,000.00 992,340.00 995,636.25 5.250 AAA 5.431 987 08/15/2003 9128273C4 2897 U.S.Government Treas.Note 05/17/1999 1,000,000.00 1,004,060.00 1,008,018.39 6.000 AAA 5.464 607 07/31/2002 912827Z39 2783 UNITED STATES TREASURY 03/17/1997 1,000,000.00 1,002,340.00 999,947.60 6.500 AAA 6.507 273 08/31/2001 9128274K5 2875 UNITED STATES TREASURY 02/22/1999 1,000,000.00 995,000.00 1,006,107.02 5.375 AAA 5.106 941 06/30/2003 9128273G5 2945 UNITED STATES TREASURY 03/28/2000 1,000,000.00 1,008,590.00 994.149.27 6.250 AAA 6.615 638 08/31/2002 912827501 2950 UNITED STATES TREASURY 05/16/2000 1,000,000.00 995.620.00 990,097.42 5.625 AAA 6.890 303 09/30/2001 Subtotal and Average 5,993,567.85 6,000,000.00 5,997,950.00 5,993,955.95 5.999 625 Medium Term Notes 046003JP5 2857 Associated Corp. 11/06/1998 1,000.000.00 987,000.00 1,003,364.37 5.875 AA3 5.640 591 07/15/2002 06651PAA1 2872 Bank United 02/17/1999 1,000,000.00 968,210.00 991,798.86 5.400 Aaa 5.700 1,158 02/02/2004 201615DG3 2965 Citifinancial 09/12/2000 1,000,000.00 995,450.00 991,119.39 6.375 Aa3 6.915 653 09/15/2002 36962GME1 2841 General Electric Capital Corp 04/06/1998 1.000.000.00 998,040.00 1.000,037.83 5.920 Aaa 5.909 123 04/03/2001 36962GUD4 2912 General Electric Capital Corp 09/17/1999 1,000,000.00 998,980.00 1,000,000.00 6.330 Aaa 6.330 290 09/17/2001 36962GTR5 2974 General Electric Capital Corp 09/29/2000 1,000,000.00 996,960.00 991,653.57 6.267 Aaa 6.620 964 07/23/2003 Portfolio CITY AP Run Date:01/03/2001.12:54 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 4 Portfolio Details - Investments November 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Medium Term Notes 36962GUJ1 2977 General Electric Capital Corp 11/07/2000 1,000,000.00 1,010,380.00 1,005,201.34 6.810 Aaa 6.610 1,067 11/03/2003 580135CA7 2851 McDonald's 06/30/1998 1,000,000.00 991,320.00 1,000,678.48 6.000 AA2 5.950 569 06/23/2002 66586GBY2 2939 Northern Trust Co. 02/11/2000 1,000,000.00 1,023,910.00 997,969.89 7.500 AA3 7.559 1,533 02/11/2005 84534ECS5 2827 Southwestern Bell 01/12/1998 1,000,000.00 985,700.00 997,903.43 5.730 AA2 5.858 689 10/21/2002 892332AF4 2858 Toyota Motor Credit 11/09/1998 500,000.00 495,770.00 501,001.56 5.500 AA1 5.222 290 09/17/2001 892332AF4 2860 Toyota Motor Credit 11/25/1998 325,000.00 322,250.50 325,422.50 5.500 AA1 5.318 290 09/17/2001 17306EAC8 2955 Citigroup 06/06/2000 2,000,000.00 2,027,600.00 1,999,560.97 7.450 Aa3 7.466 552 06/06/2002 929771AN3 2978 Wachovia Corp 11/07/2000 1,000,000.00 992,220.00 993,079.75 6.700 Aa3 6.920 1,298 06/21/2004 Subtotal and Average 13,398,802.03 13,825,000.00 13,793,790.50 13,798,791.94 6.457 743 Commercial Paper Disc.-Amortizing 61745AP52 2979 Morgan Stanley Dean Witter 11/07/2000 1,000,000.00 988,030.00 988,065.00 6.510 A1P1 6.710 66 02/05/2001 61745AP94 2980 Morgan Stanley Dean Witter 11/07/2000 1,000,000.00 987,300.00 987,341.67 6.510 A1131 6.715 70 02/09/2001 Subtotal and Average 2,375,910.33 2,000,000.00 1,975,330.00 1,975,406.67 6.712 68 Federal Agency Disc.-Amortizing 313589LN1 2970 Fed.Nat'l Mort.Assoc. 09/22/2000 1,000,000.00 952,000.00 951,654.16 6.150 AAA 6.625 283 09/10/2001 313589LSO 2971 Fed.Nat'l Mort.Assoc. 09/22/2000 1,000,000.00 950,730.00 950,970.83 6.150 AAA 6.628 287 09/14/2001 Subtotal and Average 1,897,670.83 2,000,000.00 1,902,730.00 1,902,624.99 6.626 285 Total Investments and Average 106,558,724.58 110,893,911.81 110,593,533.16 110,697,675.75 6.387 473 Portfolio CITY AP Run Date:01/03/2001-12:54 PM(PRF_PM2)SyrnRept V5.01f City of HB Portfolio Management Page 5 Portfolio Details - Cash November 30, 2000 Average Purchase Stated YTM Days to CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Accrued Interest at Purchase 61,347.07 61,347.07 Subtotal 61,347.07 61,347.07 Total Cash and Investments 106,558,724.58 110,893,911.81 110,654,880.23 110,759,022.82 6.387 473 Portfolio CITY AP Run Date:01/03/2001-12:54 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 6 Investment Activity By Type November 1, 2000 through November 30, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-317 Union Bank 5.913 11/01/2000 0.00 1,805,000.00 00-318 Union Bank 5.913 11/01/2000 526,000.00 0.00 00-318 11/02/2000 0.00 526,000.00 00-319 Union Bank 5.913 11/03/2000 272,000.00 0.00 00-319 11/06/2000 0.00 272,000.00 00-320 Union Bank 5.788 11/10/2000 119,000.00 0.00 00-320 11/13/2000 0.00 119,000.00 00-321 Union Bank 5.850 11/13/2000 1,257,000.00 0.00 00-321 11/14/2000 0.00 1,257,000.00 00-322 Union Bank 5.850 11/14/2000 489,000.00 0.00 00-322 11/15/2000 0.00 489,000.00 00-323 Union Bank 5.975 11/15/2000 1,713,000.00 0.00 00-323 11/16/2000 0.00 1,713.000.00 00-324 Union Bank 5.850 11/16/2000 909,000.00 0.00 00-324 11/17/2000 0.00 909,000.00 00-325 Union Bank 5.850 11/20/2000 335,000.00 0.00 00-325 11/21/2000 0.00 335,000.00 00-326 Union Bank 5.850 11/21/2000 554,000.00 0.00 00-326 11/22/2000 0.00 554,000.00 00-327 Union Bank 5.913 11/22/2000 680,000.00 0.00 00-327 11/24/2000 0.00 680,000.00 00-328 Union Bank 5.913 11/24/2000 1,172,000.00 0.00 00-328 11/27/2000 0.00 1,172,000.00 00-329 Union Bank 5.850 11/27/2000 906,000.00 0.00 00-329 11/28/2000 0.00 906,000.00 00-330 Union Bank 5.788 11/28/2000 849,000.00 0.00 00-330 11/29/2000 0.00 849,000.00 00-331 Union Bank 5.788 11/29/2000 386,000.00 0.00 00-331 11/30/2000 0.00 386,000.00 00-332 Union Bank 5.913 11/30/2000 220,000.00 0.00 Subtotal 10,387,000.00 11,972,000.00 220,000.00 Federal Agency Issues-Coupon 31331RKE4 2813 Federal Farm Credit Bank 5.910 11/20/2000 0.00 1,000,000.00 31331R5K7 2895 Federal Farm Credit Bank 5.260 11/29/2000 0.00 1,000,000.00 312902P37 2963 Federal Home Loan Mort Corp 6.900 11/28/2000 0.00 1,000,000.00 Portfolio CITY AP Run Date:01/03/2001-12:54 PM(PRF_PM3)SymRept V5.01f City of HB Portfolio Management Page 7 Y YP Investment ActivityB Type November 1, 2000 through November 30, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Federal Agency Issues-Coupon 3134A3UJ3 2975 Federal Home Loan Mort Corp 6.620 11/06/2000 899,193.75 0.00 31364KYH7 2976 Fed.Nat'l Mort.Assoc. 6.500 11/09/2000 1,000,000.00 0.00 Subtotal 1,899,193.75 3,000,000.00 48,677,984.39 Local Agency Investment Funds (Monthly Summary) 2206 LAIF-Redevelopment Agency 6.538 13,300,000.00 7,400,000.00 Subtotal 13,300,000.00 7,400,000.00 38,128,911.81 Treasury Securities-Coupon Subtotal 5,993,955.95 Medium Term Notes 36962GUJ1 2977 General Electric Capital Corp 6.810 11/07/2000 1,005,320.00 0.00 929771AN3 2978 Wachovia Corp 6.700 11/07/2000 992,950.00 0.00 Subtotal 1,998,270.00 0.00 13,798,791.94 Commercial Paper.Disc.-Amortizing 43760RL65 2968 Homeside Lending Inc. 6.490 11/06/2000 0.00 1,000,000.00 43760RLL2 2969 Homeside Lending Inc. 6.490 11/20/2000 0.00 1,000,000.00 61745AP52 2979 Morgan Stanley Dean Witter 6.510 11/07/2000 983,725.00 0.00 61745AP94 2980 Morgan Stanley Dean Witter 6.510 11/07/2000 983.001.67 0.00 Subtotal 1,966,726.67 2,000,000.00 1,975,406.67 Federal Agency Disc.-Amortizing Subtotal 1,902,624.99 Total 29,551,190.42 24,372,000.00 110,697,675.75 Portfolio CITY AP Run Date:01/03/2001-12:54 PM(PRF PM3)SynnRept V5.01f City of HB Portfolio Management Page 8 Investment Activity Summary October 2000 through November 2000 Yield to Maturity Managed Number Number Month Number of Average 360 365 Pool of Securities of Securities Average Average End Year Securities Balance Equivalent Equivalent Rate Purchased Matured/Sold Term Days to Maturity October 2000 72 104,013,583.44 6.255 6.342 6.517 22 27 788 474 November 2000 73 106,558,724.58 6.299 6.387 6.538 21 20 775 473 Average 73 105,265,292.20 6.277% 6.364% 6.528 22 24 782 474 Portfolio CITY AP Run Dale:01/03/2001-12:54 PM(PRF_PM4)SyrnRept V5.01f City of HB Portfolio Management Page 9 Distribution of Investments By Type October 2000 through November 2000 October November Average Investment Type 2000 2000 by Period Repurchase Agreements 1.7 0.2 1.0% Certificates of Deposit Commercial Paper-Interest Bearing Federal Agency Issues-Coupon 47.2 44.0 45.6% Local Agency Investment Funds 30.6 34.4 32.5% Treasury Securities-Coupon 5.7 5.4 5.6 Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Term Notes 11.2 12.5 11.8% Mortgage Backed Securities Bankers Acceptances-Amortizing Commercial Paper Disc.-Amortizing 1.9 1.8 1.8% Federal Agency Disc.-Amortizing 1.8 1.7 1.8% Treasury Discounts-Amortizing Miscellaneous Discounts-Amortizing Portfolio CITY AP Run Date:01/03/2001-12:54 PM(PRF_PM5)SymRepf V5.01f State of California Pooled Money Investment Account Market Valuation 11/30/00 Carrying Cost Plus. '. Description= Accrued Interest Purch. Fair Value , Accrued Interest United States Treasury: Bills $ 2,839,363,405.62 $ 2,923,472,000.00 NA Notes $ 2,972,516,665.12 $ 2,984,197,500.00 $ 38,606,167.25 Federal Agency: Bonds $ 2,341,453,598.32 $ 2,345,391,219.25 $ 43,699,165.12 Floaters $ 100,000,000.00 $ 100,012,000.00 $ 439,375.00 MBS $ 576,356,490.11 $ 569,494,920.99 $ 3,280,646.57 GNMA $ 1,181,109.82 $ 1,318,732.80 $ 11,655.97 SBA $ 314,148,667.97 $ 311,270,501.78 $ 3,701,385.46 FHLMC PC $ 11,544,007.08 $ 11,938,290.15 $ 185,522.60 Discount Notes $ 9,314,659,667.63 $ 9,647,438,963.51 NA Bankers Acceptances $ - $ - NA Corporate: Bonds $ 857,621,975.65 $ 854,058,370.43 $ 11,862,404.27 Floaters $ 1,719,531,144.30 $ 1,718,855,559.28 $ 13,413,564.81 CDs $ 5,451,692,864.77 $ 5,448,622,742.53 $ 92,852,154.20 Bank Notes $ 1,345,023,345.86 $ 1,344,898,910.90 $ 22,077,182.36 Repurchase Agreements $ - $ - NA Time Deposits $ 4,206,940,000.00 $ 4,206,940,000.00 NA AB 55 & GF Loans $ 3,169,211,384.86 $ 3,169,211,384.86 NA Commercial Paper $ 6,492,963,763.18 $ 6,527,190,510.45 NA Reverse Repurchase $ (781,716,666.00) $ (781,716,666.00) $ (6,465,641.90) TOTAL $ 40,932,491,424.29 $ 41,382,594,940.93 $ 223,663,581.71 Fair Value Including Accrued Interest $ 41,606,258,522.64 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). Schedule of Bond Investments Attachment- 2 Schedule of Bond Investments Held by Fiscal Agent as of November 30, 2000 Summary of Investments by type Par Value Investment Type Market Value $2,357,198 AIM Private Inv Class Treasury Fund $2,357,198 $541,684 Bayerische Landesbank Invt Agmt STS $541,684 $142,440 First American Treas Oblig CL D Corp TR $142,440 $1,168,100 INVT AGMT Collateralized Flexible Draw DTD $1,168,100 $1,666,775 MBIA INC, INVT AGMT COLLATERALIZED $1,666,775 $1,934,900 Nationsbank, Inv.Agreement $1,934,900 $295,000 FFCB $295,677 $7,990,927 AIGMFL-Investment Agreement $7,990,927 $9,420,281 US Treasury Note $9,420,281 $748,979 US Treasury NTS $741,211 $330,488 US Treasury St&Local Govt Ser NT DTD $330,488 $26,596,772 $26,589,681 Summary of Investnents by Bond Issue Par value Bond Issue Description Market value $8,022,259 City of Huntington Beach 2000 Series A $8,022,259 $58,998 City of Huntington Beach MFH REV (Huntington Village Apts.) $58,998 $9,420,281 City of Huntington Beach 92 Escrow $9,420,281 $790,333 City of Huntington Beach 99 $782,565 $0 City of H. B. 1991 Refunding COP(Emerald Cove Senior Citizens Housing Project) $0 $1,992,036 City of H. B. Public Finance Authority 1992 Lease Revenue(Hunt Bch Redev Projects) $1,992,036 $2,061,080 City of H. B. Public Finance Authority Lease Revenue 1997 Series A(Public Facilities Proj) $2,061,080 $1,104,724 City of Huntington Beach Fac. Dist.#1990-1 (Goldenwest/Ellis Area) $1,105,209 $112,022 City of Huntington Beach(Huntington AI Breakers Apt 1996, Series A) $112,022 $114,456 City of Huntington Beach Assessment District 88-1(Reservoir Hill) $114,648 $1,669,040 City of Huntington Beach Refunding Cart. of Part. (Civic Center Refinance Project) $1,669,040 $1251,542 City of H. B. Refunding COP(Police Administration Bldg. Refn Project) $1,251,542 $26,596,772 $26,589,681 Deferred Compensation Plan Summary Information Attachment 3 City of Huntington Beach Deferred Compensation Plan Summary Information as of September 30, 2000 Beginning Distributions/ balance Contributions/ Transfers/ Earnings Ending Balance (7-1-00) Transfers Payments (change in value) Other (9-30-00) ICMA Retirement Corporation (457 Plan) $16,720,219 $884,771 ($447,801) $235,902 $96,166 $17,489,258 ICMA Retirement Corporation (401 Plan) $1,579 $1,838 $0 $46 $0 $3,4F- Nationwide Retirement Solutions $44,907,238 $761,110 ($1,023,812) $296,181 $0 $44,940,717 Trust Deeds(as of 3/30/00) $521,643 $0 $0 $0 $0 $521,643 Total 457 &401 Plan Balances $62,150,678 $1,647,719 ($1,471,613) $532,130 $96,166 $62,955,080 RCA ROUTING SHEET INITIATING CITY TREASURER DEPARTMENT: SUBJECT: 11 Investment Summary Report COUNCIL MEETING DATE: January 16, 2001 RCA ATTACHMENTS STATUS Ordinance (w/exhibits & legislative draft if applicable) Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) (Signed in full by the City Attorney) Not Applicable Subleases, Third Party Agreements, etc. (Approved as to form by City Attorney) Not Applicable Certificates of Insurance (Approved by the City Attorney) Not Applicable Financial Impact Statement (Unbudget, over $5,000) Not Applicable Bonds (If applicable) Not Applicable Staff Report (If applicable) Not Applicable Commission, Board or Committee Report (If applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION FOR MISSING ATTACHMENTS REVIEWED RETURNED FORWARDED Administrative Staff !� Assistant City Administrator Initial City Administrator Initial City Clerk EXPLANATION FOR RETURN OF ITEM: SpaceOnly) Treasurer's Report - Shari L. Freidenrich, CPA, CCMT TREASURER' S REPORT In _ T p � V T Shari L . Freidenrich CPA, CCMT January 16, 2001 Treasurer's Report - Shari L. Freidenrich, CPA, CCMT November 2000 Investment Summary Financial Information: 1 ! October November Inc(Dec) End of month City Portfolio Balance $10514921342 ' $1107697,676 $51205,334 Interest Earned for Month $553,810 $562,015 $8,205 Average Maturity ( in days) 47411 473 -1 End of Month Market Value $105,010,207 $110,593,533 $5,583,326 i Section 108 Loan (U.S. Treasury Fund) ! $6,076,889 $611031667 $26,778 ► YTD Average Daily Balance ! $10410131583 ' $10512651292 $112511709 Bond Proceeds Investments: I October November Inc./(Dec.) I End of Month Bond Reserve Cost Value $26,576,344 I $26,596,772 $201428 j End of Month Bond Reserve Market Value $26,5611427 $26,589,681 $28,=41 i Deferred Compensation Investments: 6130/00 I 9/30100 Inc./(Dec.) Participant Balances $621150,678 $62,9551080 $8041402 Summary by Investment Type: November % of Total 1,j Policy Limit Days to Mat. Rate Repurchase Agreements $2201000 1% I None 1 16.00% Federal Agy Issues - Coupon $481677,984 , 44% None 774 6.28% Local Agency Inv. Fund (LAIF) $38,128,912 ! 34% $40 Million 1 6.54% Medium Term Notes $137981792 12% 20% 743 1 6.46% Treasury Securities $519931956 5% None 625 16.00% Commercial Paper $119751407 i 2% 15% 68 16.71% Federal Agy Issues -Amort. $1 ,9021625 2% None 285 16.63% Total 1$110,697,676 1 100% 1 I I I a let 20 CITY OF HUNTINGTON BEACH MEETING DATE: December 18, 2000 DEPARTMENT ID NUMBER: CT 01-01 Council/Agency Meeting Held: Deferred/Continued to: XApproved ❑ Conditionally Approved ❑ Denied ' Cit Cie k Signature Council Meeting Date: December 18, 2000 Department ID N ber: CT 0 T1s01 CITY OF HUNTINGTON BEACH REQUEST FOR COUNCIL ACTION SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS SUBMITTED BY: SHARI L. FREIDENRICH, City Treasure;e PREPARED BY: SHARI L. FREIDENRICH, City Treasurer SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S OCTOBER, 2000 INVESTMENT SUMMARY REPORT Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Status, Attachment(s) Statement of Issue: Review and accept the monthly investment report for October, 2000 pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report, by motion of Council, accept the Monthly Investment Report for October, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. RCAINVSM12 -2- 12/7/00 11:04 AM REQUEST FOR COUNCIL ACTS MEETING DATE: December 18, 2000 DEPARTMENT ID NUMBER: CT 00-13 Attachment(s): City Clerk's Page Number No. Description 1. Monthly Investment Report and Summary of Investments for October, 2000 2. Schedule of Bond Investments 3. Deferred Compensation Plan Summary Information 4. Investment Advisory Board Annual Report — October 1, 1999 to September 30, 2000 RCAINVSM12 -3- 12/7/00 8:55 AM Monthly Investment Report and Summary of Investments for October 2000 Attachment 1 City of Huntington Beach Summary of City Investment Portfolio, Bond Proceeds, and Deferred Compensation Activity for October, 2000 City Investment Portfolio: September October Inc./(Dec.) End of month City Portfolio Balance $119,205,546 $105,492,342 ($13,713,204) Earned Interest Yield Average 6.33% 6.27% -(0.06%) Average Maturity ( in days) 428 474 46 End of Month Market Value $118,634,412 $105,010,207 ($13,624,205) Section 108 Loan (U.S. Treasuries) $6,051,027 $6,076,889 $25,862 End of month bank cash balance $1,925,648 $1,910,962 ($14,686) Bond Proceeds Investments:* August September Inc./(Dec.) End of Month Bond Reserve Cost Value $26,808,953 $27,267,198 $458,245 End of Month Bond Reserve Market Value $26,788,434 $27,267,815 $479,381 Deferred Compensation Investments**: 3/31/00 6/30/00 Inc./(Dec.) Participant Balances $63,674,836 $62,232,940 ($1,441,896) Comparison to Budget/City Portfolio: Budget Actual Inc./(Dec.) Interest Earned for Month $300,000 $553,810 $253,810 Interest Earned Year to Date $300,000 $553,810 $253,810 Earned Interest Yield Year to Date 5.50% 6.27% 0.77% *Bond Proceeds Statements lag by one month. **Deferred Compensation Statements are released quarterly Summary by Individual Investment in City Investment Portfolio: Days Int. October % of Total Policy Limit to Mat. Rate Repurchase Agreements $1,805,000 2% None 1 6.00% Federal Agy Issues -Coupon $49,777,400 47% None 747 6.25% Local Agency Inv. Fund (LAIF) $32,228,912 30% $40 million 1 6.52% Medium Term Notes $11,799,829 11% 20% 698 6.41% Treasury Securities -Coupon $5,993,153 6% None 655 6.00% Commercial Paper- Disc. $1,995,673 2% 15% 12 6.64% Federal Agy Issues -Amort. $1,892,375 2% None 315 6.63% $105,492,342 100% City of Huntington Beach City Of HB 2000 twin St Portfolio Management Huntington Beach,CA,92M Portfolio Summary October 31, 2000 Par Market Book %of Days to YTM YTM Investments Value Value Value Portfolio Tenn Maturity 360 Equiv. 365 Equiv. Repurchase Agreements 1,805,000.00 1,805,000.00 1,805,000.00 1.71 1 0 5.913 5.995 Federal Agency Issues-Coupon 49,810,000.00 49,381,647.20 49,777,400.29 47.19 1.223 747 6.159 6.245 Local Agency Investment Funds 32,228A11.81 32228,911.81 32,228,911.81 30.55 1 1 6.428 6.517 Treasury Securities-Coupon 6,000,000.00 5,968,440.00 5,993,152.98 5.68 1,224 655 5.916 5.999 Medium Term Notes 11,825,000.00 11,738,867.50 11,799,829.25 11.19 1,191 698 6.318 6.406 Commercial Paper Disc.-Amortizing 2,000,000.00 1,995,660.00 1,995,673.33 1.89 53 12 6.553 6.644 Federal Agency Disc.-Amortizing 2,000,000.00 1,891,680.00 1,892,374.99 1.79 355 315 6.536 6.626 Investments 106,668,911.81 106,010,206.61 106,492,342.65 100.00% 788 474 6.255 6.342 Cash and Accrued Interest Passbook(Checking 0.00 0.00 0.00 0 0 0.000 0.000 (not included in yield calculations) Accrued Interest at Purchase 2,437.17 2,437.17 Subtotal 2,437.17 2,437.17 Total Cash and Invest. nts 105,668,911.81 105,012,643.68 105AH,779.82 788 474 6.265 6.342 Total Earnings October 31 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 553,810.69 553,810.69 Current Budget 300,000.00 300,000.00 3,600,000.00 Last Year Actual 431,277.84 431,277.84 6,375,940.94 - Average Daily Balance 104,013,583A4 104,013,583A4 Effective Rate of Return 6.27% 6.27% 1 certify that this report accurately reflects all City and Redevelopment Agency pooled investments and Is in conformity with all State laws and the Investment policy statement filed with the City Council on Dec.20, 1999. A copy of this policy is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the next sb(month's obligations. Market Values provided by Union Bank via Merrill Lynch and J.J.Kenney pricing services. SkAW L.F EID RIC ,CITY TREASURER Portfolio CITY AP Run Date:121OW2000-18:52 PM(PRF PM1)SymRept V5.01f City of HB Portfolio Management Page 2 Portfolio Details - Investments October 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 366 Maturity Date Repurchase Agreements 00-317 Union Bank 10/31/2000 1,805,000.00 1,805,000.00 1,805,000.00 5.913 5.995 0 11/01/2000 Subtotal and Average 1,144,322.58 1,805,000.00 1,806,000.00 1,805,000.00 5.995 0 Federal Agency Issues-Coupon 31331RKE4 2813 Federal Farm Credit Bank 11/20/1997 1,000,000.00 999,730.00 1,000,005.50 5210 AAA 5.898 19 11/20/2000 31331HWT0 2892 Federal Farm Credit Bank 05/03/1999 1,000,000.00 982,810.00 999,549.17 5.250 AAA 5283 546 05/01/2002 31331RSK7 2895 Federal Farm Credit Bank 05/28/1999 1,000,000.00 999,140.00 1,000,00D.00 6.260 AAA 5260 28 11/292000 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1,000,000.00 995,470.00 999,538.72 5.875 AAA 5.949 243 07/02/2001 31331H059 2944 Federal Farm Credit Bank 03/202000 1,000,000.00 999,690.00 1,000,000.00 6.625 AAA 6.625 323 09202001 31331HK97 2956 Federal Farm Credit Bank 07/032000 1,705,000.00 1,707,659.80 1,705,366.76 6.930 AAA 6.896 244 07/03/2001 31331NPB4 2958 Federal Farm Credit Bank 07/132000 1,000,000.00 1,009,370.00 1.004.133.93 7.170 AAA 6.860 540 04252002 3133M2SM0 2820 Federal Home Loan Bank 12/30/1997 1,000,000.00 995,470.00 1,000,000.00 62W AAA 62W 789 12/30/2002 3133M2VH7 2821 Federal Home Loan Bank 01/07/1998 1,000,000.00 995,780.00 1,000,000.00 6215 AAA 6215 797 01/07/2003 3133M7NM4 2871 Federal Home Loan Bank 03/05/1999 1,000,000.00 980,630.00 1,000,000.00 5.390 AAA 5.390 673 09/05/2002 3133M5CM 2874 Federal Home Loan Bank 0222/1999 1,000,000.00 965,630.00 993,567.62 5.125 AAA 5.3M 1.048 09/152003 3133M7VS2 2876 Federal Hoare Loan Bank 03/15/1999 1,000,000.00 989,380.00 1,000,000.00 5.330 AAA 5.330 317 09/142001 3133M58C3 2881 Federal Home Loan Bank 03/31/1999 1,000,000.00 991,720.00 1,001,664.86 5.500 AAA 6261 285 08/132001 3133MSJ92 2882 Federal Home Loan Bank 03/31/1999 1,000,000.00 976,250.00 1,001,950.87 5.630 AAA 5.546 1,035 09/022003 3133M4RE5 2883 Federal Home Loan Bank 03/31/1999 1,105,000.00 1,084,977.40 1,108,666.04 5.690 AAA 5.540 960 06/19/2003 3133M8LR3 2889 Federal Home Loan Bank 05/10/1999 1,000,000.00 967,810.00 1,000,000.00 5.625 AAA 6.625 1,286 05/102004 3133MBUR3 28M Federal Home Loan Bank 06/07/1999 1,000,000.00 976,410.00 1,000,000.00 6.000 AAA 6.000 1,314 06/072004 3133M92U5 2903 Federal Home Loan Bank 0628/1999 1,000,000.00 989,840.00 1,000,WD.00 6.025 AAA 6.025 604 06/28/2002 3133M9CK6 2906 Federal Home Loan Bank 07/19/1999 1,000,000.00 992,030.00 1,000,000.00 6250 AAA 62W 625 07/192002 3133WP49 2940 Federal Home Loan Bank 02242000 1,000,000.00 994,530.00 993.481.64 5.875 AAA 6.755 287 08/15/2001 3133MAWBS 2941 Federal Home Loan Bank 02282000 1,000,000.00 1.012,890.00 1.000,000.00 7.350 AAA 7.3M 849 0228/2003 3133MAWZ.B 2942 Federal Home Loan Bank 03/072000 1.000,000.00 1,012,810.00 1.000,000.00 7.440 AAA 7.440 1,587 031072005 3133MB2T3 2943 Federal Home Loan Bank 03242000 1,000,000.00 1,000,470.00 1,000,OW.00 7220 AAA 7220 873 03242003 3133MBKR7 2951 Federal Home Loan Bank 06/052000 1,000,000.W 1,026,090.00 1.000,000.00 7.625 AAA 7.625 946 06/05/2003 3133MBN78 2954 Federal Home Loan Bank 06Ara2000 2,000,000.W 2,004,060.00 2.000,000.00 7.000 AAA 7.002 212 06/012001 3133MBT49 2960 Federal Home Loan Bank 07262000 1,000,000.W 1,W3,5W.W 1,WO,000.00 72W AAA 7.2W 1,363 07262004 31331ACAF2 2972 Federal Home Loan Bank 09262000 2;000,000.W 1,996,8W.W 2,000,000.W 6.500 AAA 6.500 329 09262001 3133MCA% 2973 Federal Home Loan Bank 10/112000 1,0D0,000.00 996,410.W 1,000,000.00 7.000 AAA 7.000 1,805 10/112005 3134A30R0 2894 Federal Home Loan Mort Corp 05/13/1999 1,000,000.W 992,5W.W 1,000,000.W 5.480 AAA 5.480 195 05/162WI 312902D89 2959 Federal Hone Loan Mort Corp 07252000 1,000,000.W 999,690.W 1,000,000.W 7.000 AAA 7.000 631 07252W2 312902P37 2963 Federal Home Loan Mot Corp OS/282000 1,000,000.W 997,970.W 1,000,000.00 6.900 AAA 6.996 300 08282001 31364C4137 28W Fed.Narl Mort.Assoc. 08/12/1997 1,000,000.00 994,220.00 997,458.52 6.150 AAA 6.320 642 08/05/2002 Portfolio CITY AP Run fate:1 2/00/2000-16:52 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 3 Portfolio Details -Investments October 31, 2000 Average Purchase Stated YTM Days to Matur CUSIP Investment 0 Issuer Balance Date Par Value Market Value Book Value Rate Moodys 366 Maturity Date Federal Agency Issues-Coupon 31364FLJB 2818 Fed.Nall Mort.Assoc. 12/26/1997 1,000,000.00 986,410.00 1,000,000.00 6.150 AAA 6.150 785 1226/2002 31364FNB3 2825 Fed.Nan Mort.Assoc. 01/14/1998 1,000,000.00 978,750.00 1,000,000.00 6.010 AAA 6.010 804 01/14/2003 31364FNB3 2826 Fed.Narl Mort.Assoc. 01/14/1998 1,000,000.00 978,750.00 1,000,000.00 6.010 AAA 6.010 804 01/142003 31364FG39 2846 Fed.Narl Mort.Assoc. 0521/1998 1,000,000.00 981,870.00 1,000,000.00 6.030 AAA 6.030 925 05/152003 31364FXSS 2853 Fed.Narl Mort.Assoc. 0721/1998 1,000,000.00 980,000.00 1,000,000.00 6.010 AAA 6.083 981 07/102003 31364GDY2 2856 Fed.Nerl Mort.Assoc. 1029/1998 1,000,000.00 983,750.00 999,896.41 5.000 AAA 5.011 362 10292001 31364GGHS 2859 Fed.NaYI Mort.Assoc. 11/13(1998 1,000,000.00 965,620.00 999,241.67 5.270 AAA 5299 1,107 11/132003 31364GP89 2866 Fed.Narl Mod.Assoc. 01/1311999 1,000,W0.00 989,370.00 1,000,000.00 6260 AAA 5.260 254 07/132W1 31364GEW 2884 Fed.Narl Mod.Assoc. 03/31/1999 1,000,000.00 962.W0.00 983,216.56 5.120 AAA 5.758 1,097 11/03/2003 31364GZAD 2885 Fed.Narl Mod.Assoc. 0420/1999 1,0W.000.00 977,340.00 1,000,000.00 5210 AAA 5.909 1,234 03/192004 31364GM63 2890 Fed.Narl Mod.Assoc. 05/05/1999 1,000,000.00 973,890.00 1,000,000.00 5.780 AAA 5.780 1.281 05/05/2004 31364GO93 2905 Fed.Narl Mod.Assoc. 06/11/1999 1,000,000.00 983,910.00 989,672.02 6.000 AAA 6.343 1,293 05/172004 31364KRW2 2961 Fed.Narl Mod.Assoc. 07242000 1,000,000.00 1,010,310.00 1,000,000.00 7.300 AAA 7.300 1,727 07252005 31364KTWO 2962 Fed.Narl Mod:Assoc. 08232000 1,000,000.00 1,000,940.00 1,000,000.00 6.730 AAA 6.730 295 08232001 31364KVC1 2966 Fed.Narl Mod.Assoc. 09/132000 1,000,000.00 995,940.00 1,000,000.00 7.000 AAA 7.000 1,777 09/132005 Subtotal and Average 60,615,568A7 49,810,000.00 49,381,647.20 49,77 AN.29 62" 747 Local Agency Investment Funds 982 Leif City 13,353,761.84 13,353,761.64 13,353,761.84 6.517 NR 6.517 1 2206 LAIF-Redevelopment Agency 18,875,149.97 18,875.149.97 18,875,149.97 6.517 NR 6.517 1 Subtotal and Average 28,%0,142.10 32,228,811.81 32,228,911.81 32,228,911.81 6.517 1 Treasury Securities-Coupon 9128274N9 2896 U.S.Governmerd Trees.Note 05/13/1999 1,000,000.00 983,440.00 995,503.62 5.250 AAA 5.431 1,017 08/1512003 9128273C4 2897 US.Government Tress.Note 05/17/1999 1,000,000.00 999,530.00 1,008,414.68 6.000 AAA 5.464 637 07/312002 912827Z.39 2783 UNITED STATES TREASURY 03(17/1997 1,000,000.00 1,000,780.00 999,941.84 6.500 AAA 6.507 303 08/312001 91282741<5 2875 UNITED STATES TREASURY 0222/1999 1,W0,000.00 987,190.00 1,006,301.72 5.375 AAA 5.106 971 0680/2003 9128273G5 2945 UNITED STATES TREASURY 03282000 1,000,000.00 1,003,910.00 993,874.15 6250 AAA 6.615 668 08/312002 912827501 2950 UNITED STATES TREASURY 05/16/2000 1,000,000.00 993,590.00 989.116.97 5.625 AAA 6.890 333 09/3(1=1 Subtotal and Average 6,960,462.29 6,000,000.00 5,968,440.00 5,993,162.98 5.999 656 Medium Term Notes 046003JPS 2857 Associated Corp. 11/06i1998 1,000,000.00 981,880.00 1,003,53720 5.875 AA3 5.640 621 07/152002 06651PAA1 2872 Bank United 02/17/1999 1,000,000.00 959,090.00 991,58323 5.400 Aaa 5.700 1,188 02M=004 201615DG3 2965 Citifinencial 09/122000 1,000,000.00 . 990,710.00 990,705.70 6.375 Aa3 6.915 683 09/152002 36962GME1 2841 General Eleciric'Capital Corp 04/06/1998 1,000,000.00 997,520.00 1,000,047.13 5.920 Asa 5.909 153 04/032001 PolNolio CITY AP Run Date:12AXW2000-1e:52 PM(PRF_PM2)SyrnRept V5.01f City of H B Portfolio Management Page 4 Portfolio Details-Investments October 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP investment 0 Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Medium Term Notes 36962GUD4 2912 General Electric Capital Corp 09/17/1999 1,000,000.00 997,980.00 1,000,000.00 6.330 Aaa 6.330 320 09/17/2001 36962GTR5 2974 General Electric Capital Corp 09/29/2000 1,000,000.00 988,770.00 991,390.55 6.267 Aaa 6.620 994 07/23/2003 580135CA7 2851 McDonald's 06/30/1998 1,000,000.00 986,430.00 1,000,714.70 6.000 AA2 5.950 599 06/2W2002 66586GBY2 2939 Northern Trust Co. 02/112000 1,000,000.00 1,016,760.00 997,929.56 7.500 AA3 7.559 1,563 02/112006 84534ECS5 2827 Southwestem Bell 01/12/1998 1,000,000.00 980,530.00 997,810.94 6.730 AA2 5.858 719 10212002 892332AF4 2858 Toyota Motor Credit 11/09/1998 500,000.00 493,550.00 501,106.61 5.500 Am 5.222 320 09/172001 892332AF4 2860 Toyota Motor Credit 1125/1998 325,000.00 320,807.50 325,466.82 5.500 AAt 5.318 320 09/172001 17306EAC8 2955 Citigroup 06/06/2000 2,000,000.00 2,024,840.00 1,999,536.81 7.450 Aa3 7.466 582 06/06/2002 Subtotal and Average 11,831,768.48 11,826,000.00 11,738,867.60 11,799,829.25 6A06 698 Commercial Paper Disc.4Amrtizing 4376ORL65 2968 Homeside Lending Inc. 09212000 1,000,000.00 999,090.00 999,098.61 6.490 P-1 6.635 5 11/06/2000 43760RLL2 2969 Homeside Lending Inc. 09212000 1,000,000.00 996,570.00 996,574.72 6.490 P-1 6.652 19 11202000 Subtotal and Average 3,214,079.51 $000,000.00 1,996,660.00 1,995,673.33 6.6" 12 Federal Agency Disc.,Arrrortizing 313589LNI 2970 Fed.Narl Mod.Assoc. 09222000 1,000,000.00 946,100.00 946,529.16 6.150 AAA 6.625 313 09/102001 313589LSO 2971 Fed.Narl Mod.Assoc. 09222000 1,000,000.00 945,580.00 945,845.83 6.150 AAA 6.628 317 09/142001 Subtotal and Average 1,887,250.00 2,000,000.00 1,891,680.00 1,892,874.99 6.626 316 Total Investments and Average 104,013,683A4 106,668,911.81 105,010,206.51 105,492,342.66 ILU2 474 Portfolio CITY AP Run Date:12/06/2000-16:52 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 5 Portfolio Details-Cash October 31, 2000 Average Purchase Stated YTM Days to CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moodys 366 Maturity Accrued Interest at Purchase 2,437.17 2,437.17 Subtotal 2,437.17 2,437.17 Total Cash and Investments 104,013,683A4 105,668,911.81 105,012,643.68 105,494,779.82 6.342 474 Portfolio CITY AP Run Data:12M&2000-16:52 PM(PRF_PM2)SymRept VS.Otf City of HB Portfolio Management Page 6 Investment Activity By Type October 1, 2000 through October 31, 2000 Stated Transaction Purchases SalesNaturitles CUSIP Investment 0 Issuer Rate Date or D slts or Withdrawals Balance Repurchase Agreements 00-295 Union Bank 6.100 10/02/2000 0.00 3,258,000.00 00-296 Union Bank 5.913 10/02/2000 4,186,000.00 0.00 00-296 10/031200D 0.00 4,186,000.00 OD-297 Union Bank 5.788 10/03/2000 1,901,000.00 0.00 00-297 10/042000 0.00 1,901,000.00 00-298 Union Bank 5.788 10/04/20W 1,700,000.00 0.00 00-298 10/052000 O.00 1,700,000.00 00-299 Union Bank 5.850 10/05/2000 1,332,000.00 0.00 00-299 10/06/2000 0.00 1,332,000.00 00301 Union Bank 5.788 10/06/2000 163,000.00 0.00 00301 10/10200D 0.00 163,000.00 00-M Union Bank 5.1150 10/102000 1,791,000.00 0.00 OD-M 10/112000 0.00 1,791,000.00 00-M Union Bank 5.788 10/112000 952,000.00 0.00 00-M 10/12/2000 0.00 952,000.00 00304 Union Bank 5.788 10/122000 1,018,000.00 0.00 00304 10/132000 0.00 1,018.000.00 00-M Union Bank 5.788 10/132000 620,000.00 0.00 00-M 10/162000 0.00 620,000.00 00306 Union Bank 5.913 10/162000 1.061.000.00 0.00 OD-M 10/172000 0.00 1,051,000.00 00307 Union Bank 5.788 10/172000 2,693,000.00 0.00 00307 10/18/2000 0.00 2,693.000.00 00-M Union Bank 5.788 10/18/2000 557,000.00 0.00 00-308 10/19/2000 0.00 557,000.00 00-M Union Bank 5.850 10/19/2000 1,044,000.00 0.00 00-M 1020/2000 0.00 1,044,000.00 00-310 Union Bank 5.788 10202000 602,000.00 0.00 00-310 10232000 0.00 602,000.00 00-311 Union Bank 5.850 10/23/2000 664,000.00 0.00 00-311 10242000 0.00 654,000.00 00-312 Union Bank 5.788 10242000 441.000.00 0.00 00312 10252000 0.00 441,000.00 00313 Union Bank 5.850 10252000 757,000.00 0.00 00313 10262000 0.00 757,000.00 00314 Union Bank 5.1150 10262000 859,000.00 0.00 Portfolio CITY AP Run Date:12/06/2000-16:52 PM(PRF PM3)SymRept V5.01f City of HB Portfolio Management Investment Activity By Type Page 7 October 1, 2000 through October 31, 2000 Stated Transaction Purchases Sales/Maturftles CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements .0D314 1027/2000 0.00 sss,000.00 00.315 Union Bank 5.850 10/27/2000 1,525,000.00 0.00 00-315 10/30/2000 0.00 1,525,000.00 OD316 Union Bank 5.850 10/30/2000 572,000.00 0.00 OD-316 10/312000 0.00 572,000.00 00-317 Union Bank 5213 10/312000 1,805,000.00 0.00 Subtotal 26,233,000.00 27,686,000.00 1,806,000.00 Federal Agency Issues-Coupon 3133VBRM1 2957 Federal Home Loan Bank 7.160 10/172000 0.00 2,000,000.00 3133MCA96 2973 Federal Home Loan Bank 7.000 10/112000 1,000,000.00 0.00 31364KA65 2921 Fed.Narl Mort.Assoc. 5.760 10/022000 0.00 3,000,000.00 31364KAG5 2922 Fed.Narl Mort.Assoc. 5.760 10/02/2000 0.00 1,000,000.00 Subtotal 1,000,000.00 6,000,000.00 49,777AN 29 Local Agency Investment Funds (Monthly Summary) 982 Lai(City 6.517 213,875.96 0.00 2206 LAIF-Redevelopment Agency 6.517 12,494,529.12 16,000,000.00 Subtotal 12,708AW.08 16,000,000.00 32,228,911.81 Treasury Securities-Coupon 912827V66 2819 UNITED STATES TREASURY 5.750 10/312000 0.00 1,000,000.00 Subtotal 0.00 1,000,000.00 5,993,15198 Medium Term Notes 61687YBUO 2808 JP Morgan 6.125 10/02/2000 0.00 1,000,000.00 Subtotal 0.00 1,000,000.00 11,799,11211.26 Commercial Paper Disc.,Amortizing 81989CKL1 2967 Sharp Electronics Corp. 6.500 10202000 0.00 2,000,000.00 Subtotal 0.00 $0001000.00 1,996,673.33 Federal Agency Disc.4%mortizing Subtotal 1,892,874.99 Portfolio CITY AP Run Date:12106r2000-16:52 PM(PRF PW)SyrnReO V5.01f City of HB Portfolio Management Investment Activity By Type Page B October 1, 2000 through October 31, 2000 Stated Transaction Purchases Sales/Maturlties CUSIP Investment N Issuer Rate Date or Deposits or Withdrawals Balance Total 39,941AN.08 53,666,000.00 106A92,342.65 Portfolio CITY AP Run Date:12JOe/2000-1 e:52 PM(PRF PM3)SymRept V5.011 City of HB Portfolio.Management Page 8 Investment Activity Summary October 2000 Yleld to Maturity Managed Number Number Month Number of Average 360 365 Pool of Securities of Securities Average Average End Year Securities Balance Equivalent Equivalent Rate Purchased Matured/Sold Term Days to Maturity October 2000 72 104,013,583.44 6.255 6.342 6.517 22 27 788 474 Average 72 104,013,683A4 6.256% 6.342% 6.517 22 27 788 474 PoMolio CITY AP Run Date:12/06/2000-16:52 PM(PRF PM4)SymRept V5.01f City of HB Portfolio Management Page 10 Distribution of Investments By Type October 2000 October Average Investment Type 2000 by Period Repurchase Agreements 1.7 1.7% Certificates of Deposit Commercial Paper-Interest Bearing Federal Agency Issues-Coupon 47.2 47.2% Local Agency Investment Funds 30.6 30.6e' Treasury Securities-Coupon 5.7 5. Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Tenn Notes 11.2 11.2% Mortgage Backed Securities Bankers Acceptances,Amortizing Commercial Paper Disc.,Arnortizing 1.9 1.9% Federal Agency Disc.-Amortizing 1.8 1.8% Treasury Discounts-Amortizing Miscellaneous Discounts,Amortizing Portfolio CITY AP Run Date:121OSfM-16:52 PM OW PM5)SyrnRept V5.01f State of California Pooled Money Investment Account Market Valuation 10/31/00 United States Treasury: Bills $ 2,554,629,877.84 $ 2,628,616,499.90 NA Notes $ 3,272,808,383.88 $ 3,273,886,500.00 $ 37,974,118.50 Federal Agency: Bonds $ 2,465,666,809.55 $ 2,464,759,651.75 $ 40,626,381.21 Floaters $ 100,000,000.00 $ 100,022,000.00 $ 1,565,618.00 MBS $ 583,884,033.85 $ 568,841,130.38 $ 3,319,891.41 GNMA $ 1,223,457.30 $ 1,358,494.03 $ 12,071.69 SBA $ 318,737,092.62 $ 317,105,948.02 $ 3,754,230.18 FHLMC PC $ 11,718,972.12 $ 12,111,983.62 $ 188,314.28 Discount Notes $ 9,106,125,130.04 $ 9,401,572,725.87 NA Bankers Acceptances $ - $ - NA Corporate: Bonds $ 761,960,480.84 $ 756,792,029.00 $ 10,634,730.71 Floaters $ 1,769,531,144.30 $ 1,773,419,308.36 $ 13,779,012.31 CDs $ 6,311,454,422.18 $ 6,308,116,061.88 $ 112,409,397.96 Bank Notes $ 1,445,023,345.86 $ 1,444,873,637.95 $ 19,894,047.36 Repurchase Agreements $ - $ - NA Time Deposits $ 4,111,940,000.00 $ 4,111,940,000.00 NA AB 55 &GF Loans $ 2,438,118,977.30 $ 2,438,118,977.30 NA Commercial Paper $ 6,734,931,011.52 $ 6,785,295,294.30 NA Reverse Repurchase $ 1,902,300,666.00 $ 1,902,300,666.00 $ 12,243,626.42 TOTAL $ 40,085,452,473.20 $ 40,484,529,576.36 $ 231,914,187.19 Fair Value Including Accrued Interest $ 40,716,443,763.55 Repurchase Agreements,Time Deposits, AB 55&General Fund loans,and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). Schedule of Bond Investments Attachment 2 Schedule of Bond Investments Summary of investments by type Held by Fiscal Agent as of September 30, 2000 Par Value Par Value Description Market Value 129,433.02 AIM Short Term Investment TRSY Private 129,433.02 2,316,051.87 AIM Private Inv Class Treasury Fund 2,316,051.87 541,684.26 541,684.26 Bayedsche Landesbank Invt Agmt STS 541,684.26 82,631.24 First American Treas Oblig CL D Corp TR 82,631.24 1,168,100.00 1,168,100.00 INVT AGMT Collateralized Flexible Draw DTD 1,168,100.00 1,666,775.00 1,666,775.00 MBIA INC, INVT AGMT COLLATERALIZED 1,666,77° 1,934,900.00 Nationsbank, Inv.Agreement 1,934,900.uu 1,390,926.96 1,390,926.96 US Treasury NTS 1,390,926.96 7,990,926.96 AIGMFL-Investment Agreement 7,990,926.96 9,420,281.00 US Treasury Note 9,420,281.00 295,000.00 FFCB 295,616.30 330,488.00 330,488.00 US Treasury St&Local Govt Ser NT DTD 330,488.00 27,267,198.31 5,097,974.22 27,267,814.61 Deferred Compensation Plan Summary Information Attachment 3 City of Huntington Beach Deferred Compensation Plan Summary Information as of June 30, 2000 Beginning Distributions/ balance Contributions/ Transfers/ Earnings Ending Balance (4-30-00) Transfers Payments (change in value) Other (6-30-00) ICMA Retirement Corporation $16,794,531 $492,409 ($91,696) ($386,388) ($1,796) $16,807,060. Nationwide Retirement Solutions $46,358,662 $641,533 ($999,238) ($1,093,720) $0 $44,907,238 Trust Deeds (as of 3/30/00) $534,936 $0 ($16,293) $0 $0 $518,643 Total 457 Plan Balances $63,688,129 $1,133,942 ($1,107,226) ($1,480,109) ($1,796) $62,232,940 Investment Advisory Board Annual Report — October 1 , 1999 to September 30, 2000 Attachment 4 CITY OF HUNTINGTON BEACH INVESTMENT ADVISORY BOARD (IAB) ANNUAL REPORT TO THE CITY COUNCIL FOR THE PERIOD OCTOBER 1, 1999 TO SEPTEMBER 30, 2000 November 1, 2000 Establishment of Board The IAB was created to act in an advisory capacity to the City Council and City Treasurer in matters pertaining to all of the City's investments by the City Council in May 1995 by Resolution #3284. The seven Board members are appointed by a member of the City Council and are as follows: Name Council Member Jon D. Ely, Chair Dave Sullivan William P. Bernard Tom Harman Bob Turicchi Shirley Dettloff Richard Ganulin Dave Garofalo Bob Glass Pam Julien Warren Hall Peter Green Robert Winchell Ralph Bauer Board Activities The meetings of the Board for the fiscal year ended September 30, 2000 were open to the public as required by Government Code 54950 and held on the following dates in City Hall: October 20, 1999 January 24, 2000 April 19, 2000 July 24, 2000 In addition, a joint study session with the City Council was held on June 5, 2000. The two major activities of the Board consisted of reviewing each monthly investment report and reviewing the City of Huntington Beach Investment Policy annually, prior to their presentation at a City Council meeting. As required under HB Municipal Code 2.110.040(b), the Board has reviewed matters pertaining to the City's investments in the following areas: • Reviewed the annual Investment Policy • Reviewed the Management Letter from the City's independent financial auditor in conjunction with the annual financial audit which includes the investments • Discussed Cash Management and ensured that there was sufficient liquidity to meet the next six month's estimated expenditures. • Reviewed Risk-Return Analysis as it relates to Safety, Liquidity, and Yield • Reviewed Long Term Investments and how cash flow forecasting will enable the City to match investments to budgeted expenditures • Reviewed New Investment Sources, as appropriate • . Reviewed Proposed State Legislation impacting the City's Investments • Reviewed any Anticipated Exposure to Loss by looking at liquidity, credit & market value • Reviewed Quarterly Reports prior to them being presented to the City Council • Reviewed Quarterly Compliance with Investment Policy • Monitored Broker-Dealer Selection and performance Based on the information reviewed by the Board for the period October 1, 1999 to September 30, 2000 it appears that the City Treasurer has maintained compliance with all requirements in the City's Investment Policy. Respectfully submitted, Jon D. ly Chair Investment Advisory Board xc: Shari L. Freidenrich, City Treasurer G:\treas\iab\iab annual report fy9900.doc RCA ROUTING SHEET INITIATING CITY TREASURER DEPARTMENT: SUBJECT: Investment Summary Report COUNCIL MEETING DATE: December 18, 2000 RCA ATTACHMENTS STATUS Ordinance (w/exhibits & legislative draft if applicable) Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) (Signed in full by the City Attome Not Applicable Subleases, Third Party Agreements, etc. / (Approved as to form by City Attome Not Applicable Certificates of Insurance (Approved by the City Attome Not Applicable Financial Impact Statement (Unbudget, over $5,000) Not Applicable Bonds (If applicable) Not Applicable Staff Report (If applicable) Not Applicable Commission, Board or Committee Report (If applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION FOR MISSING ATTACHMENTS REVIEWED RETURNED FORWARDED Administrative Staff ULL Assistant City Administrator Initial [�it Administrator Initial Cit Clerk EXPLANATION FOR RETURN OF ITEM: SpaceOnly) Treasurer's Report - Shari L. Freidenrich, CPA, CCMT TREASURER' S 77 J a v x' d z Shari L . Freidenrich , CPA, CCMT December 18, 2000 n w s� Treasurer's Report - Shari L. Freidenrich, CPA, CCMT . _.___...... ........._........._._...........______ ________________._.__................._____......___._________ _._....__ -.- - - October 2000 Investment Summary Financial Information: ! September October Inc(Dec) , End of month City Portfolio Balance ` $119 205 546 $105 492 342 ($13 713 204) Interest Earned for Month _ ' $617,481 $553,810 ' ($63,671 ) Avera-qe Maturity in days) 428 474_ 46 End of Month Market Value 1 $118,634,412 $105,010,207 ($13,624,205) Section 108 Loan (U.S. Treasury Fund) $6,051 ,027 $6,076,889 $25,862 664 1 $104,013,583 $2,669,081 YTD Average Daily Balance j _ $106,682, _ (_ _T ) .... ...._... - ..._........_ ....._ ........_ ................. � . __ .................... _ ................._ ......... . ....... Bond Proceeds Investments: 1 August September Inc./(Dec.) { End of Month Bond Reserve Cost Value $26,808,953 $27,267,198 $458,245 End of Month Bond Reserve Market Value $26,788,434 $27,267,815 ' $479,381 .. _ ... ......... ......... .._--. _. .. _ ..._. _. __ _ .._ ._ _.... .. _ _ _.__ _..._.._...-- E - � i 3 � E Deferred Compensation Investments: 3/31/00 6/30/00 Inc./(Dec.) Participant Balances _ $63,674,836 ! $62,232,940 ($1 ,441 ,896) Summary by Investment Type: October % of Total i Policy Limit Days to Mat. Rate Repurchase Agreements $1 ,805,000 2% None 1 6.00% __..._._. ..__........... .._..-_.-._. Federal Agy Issues - Coupon $49,777,400 47% None ' 747 6.25% Local Agency Inv. Fund (LAIF) , $32,228,912 _ 30 0 ' _ $40 Million j _ 1 6.52% Medium Term Notes 1 $11 ,799,829 11 % 20% T 698 6.41%, Treasury Securities $5,993,153 6% None j 655 6.00%j Commercial Paper I $1 995 673 2% 1 15% I 12 6.64% FederalTAgy Issues - Amort. ! $1 ,892,375 2% None 315 6.63% T'_— ota I $105,492,342 100% { j � � I i i Y OF HUNTINGTON BEACi _ —S. 1 vp� Nnl MEETING DATE: November 6, 2000 DEPARTMENT ID NUMBER: CT 00-11 Council/Agency Meeting Held: Deferred/Continued to: *'N(Ap roved ❑ Conditionally Approved ❑ Denied DV- I VS ignature Council Meeting Date: November 6, 2000 Department ID Number: CT 00-11 CITY OF HUNTINGTON BEACH REQUEST FOR COUNCIL ACTION SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS SUBMITTED BY: SHARI L. FREIDENRICH, City Treasurer PREPARED BY: SHARI L. FREIDENRICH, City Treasur r: SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S SEPTEMBER,-'200p, INVESTMENT SUMMARY REPORT C �- Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Status, Attachment(s) Statement of Issue: Review and accept the monthly investment report for September 2000 pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report, by motion of Council, accept the Monthly Investment Report for September, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. Attachment(s): City Clerk's Page Number 1 Monthly Investment Report and Summary of } Investments for September, 2000 3 RCAINVSM11 -2- 10/25/00 9:23 AM a , Monthly Investment Report and Summary Of Investments for September 2000 Attachment 1 City of Huntington Beach Summary of,Investment Portfolio Activity for September, 2000 Financial Information: Increase August September (Decrease) End of month City Portfolio Balance $119,291,122 $119,205,546 ($85,576) Accrued Interest at Purchase $22,605 $17,972 ($4,633) Interest Earned for Month $583,831 $617,481 $33,649 Earned Interest Yield Average 6.15% 6.33% 0.18% Average Maturity ( in days) 406 428 22 End of Month Market Value $118,513,746 $118,634,412 $120,666 Section 108 Loan (U.S. Treasury Fund) $6,052,274 $6,086,884 $34,610 End of month bank cash balance $3,412,517 $1,925,648 ($1,486,869) Comparison to Budget/City Portfolio: Budget Actual IncJ(Dec.) Interest Earned for Month $300,000 $617,481 $317,481 Interest Earned Year to Date $3,600,000 $6,351,731 $2,751,731 Earned Interest Yield Year to Date 5.50% 5.94% 0.44% Transaction Summary: Increase August September (Decrease) Number of Securities Purchased 17 24 7 Number of Securities Matured/Sold 18 29 11 Summary by Individual Investment in City Investment Portfolio: Days Int. September % of Total Policy Limit to Mat. Rate Repurchase Agreements $3,258,000 3% None 1 6.19% Federal Agy Issues - Coupon $54,776,217 46% None 684 6.24% Local Agency Inv. Fund (LAIF) $35,520,507 30% $40 million 1 6.50% Medium Term Notes $12,799,147 6% 20% 672 6.39% Treasury Securities- Coupon $6,992,257 11% None 593 5.98% Commercial Paper- Disc. $3,977,635 3% 15% 31 6.64% Federal Agy Issues -Amort. $1,881,783 1% None 346 6.63% $1.19,205,546 100% O� City of Huntington Beach ` City of HB 2000 Main St Portfolio Management Huntington Beach,CA,92648 Portfolio Summary AB September 30, 2000 Par Market Book %of Days to YTM YTM Investments Value Value Value Portfolio Term Maturity 360 Equiv. 365 Equiv. Repurchase Agreements 3,258,000.00 3,258,000.00 3,258,000.00 2.73 3 1 6.100 6.185 Federal Agency Issues-Coupon 54,810,000.00 54,298,718.60 54,776,217.06 45.95 1,118 684 6.150 6.235 Local Agency Investment Funds 35,520,506.73 35,520,506.73 35,520,506.73 29.80 1 1 6.413 6.502 Treasury Securities-Coupon 7,000,000.00 6,964,220.00 6,992,256.67 5.87 1,200 593 5.893 5.975 Medium Term Notes 12,825,000.00 12,734,746.25 12,799,147.13 10.74 1,183 672 6.298 6.385 Commercial Paper Disc.-Amortizing 4,000,000.00 3,978,420.00 3,977,635.00 3.34 45 31 6.549 6.640 Federal Agency Disc.-Amortizing 2,000,000.00 1,879,800.00 1,881,783.33 1.58 355 346 6.536 6.626 Investments 119,413,506.73 118,634,411.58 119,205,545.92 100.00% 719 428 6.247 6.334 Cash and Accrued Interest Passbook/Checking 0.00 0.00 0.00 0 0 0.000 0.000 (not included in yield calculations) Accrued Interest at Purchase 17,972.17 17,972.17 Subtotal 17,972.17 17,972.17 Total Cash and Investments 119,413,506.73 118,652,383.75 119,223,518.09 719 428 6.247 6.334 Total Earnings September 30 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 617,480.71 6,351,730.86 6,351,730.86 Current Budget 300,000.00 3,600,000.00 3,600,000.00 Last Year Actual 379,277.00 4,513,758.00 4,513,758.00 Average Daily Balance 118,691,351.75 106,682,663.68 Effective Rate of Return 6.33% 5.94% 1 certify that this report accurately reflects all City and Redevelopment Agency pooled investments and is in conformity with all State laws and the investment policy statement filed with the City Council on Dec.20, 1999. A copy of this policy is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the next six month's obligations. Market Values provided by Union Bank via Merrill Lynch and J.J.Kenney pricing services. 1 0 --4 SAl L.FR NRICH,CITY TREASURER Portfolio CITY AP Run Date:10/23/2000-12:02 PM(PRF_PM1)SyrnRept V5.01f City of FIB - Portfolio Management Page 2 Portfolio Details - Investments September 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Repurchase Agreements 00-295 Union Bank 09/29/2000 3,258,000.00 3,258,000.00 3,258,000.00 6.100 6.185 1 10/02/2000 Subtotal and Average 969,133.33 3,258,000.00 3,258,000.00 3,258,000.00 6.185 1 Federal Agency Issues-Coupon 31331RKE4 2813 Federal Farm Credit Bank 11/20/1997 1,000,000.00 999,290.00 1,000,014.18 5.910 AAA 5.898 50 11/20/2000 31331HWT0 2892 Federal Farm Credit Bank 05/03/1999 1,000,000.00 980,780.00 999,524.12 5.250 AAA 5.283 577 05/01/2002 31331R5K7 2895 Federal Farm Credit Bank 05/28/1999 1,000.000.00 998,190.00 1,000,000.00 5.260 AAA 5.260 59 11/29/2000 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1,000,000.00 994,840.00 999,481.30 5.875 AAA 5.949 274 07/02/2001 31331HQ59 2944 Federal Farm Credit Bank 03/20/2000 1,000,000.00 999,690.00 1,000,000.00 6.625 AAA 6.625 354 09/20/2001 31331HK97 2956 Federal Farm Credit Bank 07/03/2000 1,705,000.00 1,708,461.15 1,705,412.23 6.930 AAA 6.896 275 07/03/2001 31331NPB4 2958 Federal Farm Credit Bank 07/13/2000 1,000.000.00 1,008,910.00 1,004,366.17 7.170 AAA 6.860 571 04/25/2002 3133M2SM0 2820 Federal Home Loan Bank 12/30/1997 1,000,000.00 992,500.00 1,000,000.00 6.200 AAA 6.200 820 12/30/2002 3133M2VH7 2821 Federal Home Loan Bank 01/07/1998 1,000,000.00 992,660.00 1,000,000.00 6.215 AAA 6.215 828 01/07/2003 3133M7NM4 2871 Federal Home Loan Bank 03/05/1999 1,000,000.00 979,380.00 1,000,000.00 5.390 AAA 5.390 704 09/05/2002 3133M5QB9 2874 Federal Home Loan Bank 02/22/1999 1,000,000.00 963,130.00 993,370.70 5.125 AAA 5.380 1,079 09/15/2003 3133M7VS2 2876 Federal Home Loan Bank 03/15/1999 1,000.000.00 989,060.00 1,000,000.00 5.330 AAA 5.330 348 09/14/2001 3133M5BC3 2881 Federal Home Loan Bank 03/31/1999 1,000,000.00 991,250.00 1,001,841.97 5.500 AAA 5.261 316 08/13/2001 3133M5J92 2882 Federal Home Loan Bank 03/31/1999 1,000,000.00 973,910.00 1,002,008.20 5.630 AAA 5.546 1,066 09/02/2003 3133M4RE5 2883 Federal Home Loan Bank 03/31/1999 1,105.000.00 1,082,557.45 1,108,782.06 5.690 AAA 5.540 991 06/19/2003 3133M8LR3 2889 Federal Home Loan Bank 05/10/1999 1,000,000.00 963,590.00 1,000,000.00 5.625 AAA 5.625 1,317 05/10/2004 3133M8UR3 2898 Federal Home Loan Bank 06/07/1999 1,000,000.00 972,660.00 1.000,000.00 6.000 AAA 6.000 1,345 06/07/2004 3133M92U5 2903 Federal Home Loan Bank 06/28/1999 1,000,000.00 987,660.00 1,000,000.00 6.025 AAA 6.025 635 06/28/2002 3133M9CK6 2906 Federal Home Loan Bank 07/19/1999 1,000,000.00 990,160.00 1,000,000.00 6.250 AAA 6.250 656 07/19/2002 3133M9F49 2940 Federal Home Loan Bank 02/24/2000 1,000,000.00 993,910.00 992.793.08 5.875 AAA 6.755 318 08/15/2001 3133MAW88 2941 Federal Home Loan Bank 02/28/2000 1,000,000.00 1,012.380.00 1,000,000.00 7.350 AAA 7.350 880 02/28/2003 3133MAWZ8 2942 Federal Home Loan Bank 03/07/2000 1,000,000.00 1,010.000.00 1,000,000.00 7.440 AAA 7.440 1,618 03/07/2005 3133MB2T3 2943 Federal Home Loan Bank 03/24/2000 1,000,000.00 998.280.00 1,000,000.00 7.220 AAA 7.220 904 03/24/2003 3133MBKR7 2951 Federal Home Loan Bank 06/05/2000 1,000,000.00 1,024,840.00 1,000,000.00 7.625 AAA 7.625 977 06/05/2003 3133MBN78 2954 Federal Home Loan Bank 06/06/2000 2,000,000.00 2,004.680.00 2,000,000.00 7.000 AAA 7.002 243 06/01/2001 3133MBRM1 2957 Federal Home Loan Bank 07/17/2000 2,000.000.00 1,999,060.00 2,000,000.00 7.160 AAA 7.259 289 07/17/2001 3133MBT49 2960 Federal Home Loan Bank 07/26/2000 1,000,000.00 1,001,090.00 1,000,000.00 7.200 AAA 7.200 1,394 07/26/2004 3133MCAF2 2972 Federal Home Loan Bank 09/26/2000 2,000,000.00 1,996,880.00 2.000,000.00 6.500 AAA 6.500 360 09/26/2001 3134A30R0 2894 Federal Home Loan Mort Corp 05/13/1999 1.000,000.00 991.560.00 1,000,000.00 5.480 AAA 5.480 226 05/15/2001 312902D89 2959 Federal Home Loan Mort Corp 07/25/2000 1,000,000.00 998,590.00 1.000,000.00 7.000 AAA 7.000 662 07/25/2002 312902P37 2963 Federal Home Loan Mort Corp 08/28/2000 1.000,000.00 997,030.00 1,000,000.00 6.900 AAA 6.996 331 08/28/2001 31364C4D7 2800 Fed.Nat'l Mort.Assoc. 08/12/1997 1,000,000.00 992,500.00 997,338.26 6.150 AAA 6.320 673 08/05/2002 Portfolio CITY AP Run Date:10/23/2000-12:02 PM(PRF_PM2)SymRept VS.Otf City of HB Portfolio Management Page 3 Portfolio Details - Investments September 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Federal Agency Issues-Coupon 31364FLJ8 2818 Fed.Nat'l Mort.Assoc. 12/26/1997 1,000,000.00 983,750.00 1,000,000.00 6.150 AAA 6.150 816 12/26/2002 31364FNB3 2825 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 975,620.00 1,000,000.00 6.010 AAA 6.010 835 01/14/2003 31364FNB3 2826 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 975,620.00 1,000,000.00 6.010 AAA 6.010 835 01/14/2003 31364FG39 2846 Fed.Nat'l Mort.Assoc. 05/21/1998 1,000,000.00 978,750.00 1,000,000.00 6.030 AAA 6.030 956 05/15/2003 31364FX55 2853 Fed.Nat'l Mort.Assoc. 07/21/1998 1,000,000.00 976,720.00 1,000,000.00 6.010 AAA 6.083 1,012 07/10/2003 31364GDY2 2856 Fed.Nat'l Mort.Assoc. 10/29/1998 1,000,000.00 980,160.00 999,887.73 5.000 AAA 5.011 393 10/29/2001 31364GGH6 2859 Fed.Nat'l Mort.Assoc. 11/13/1998 1,000,000.00 960,940.00 999,220.83 5.270 AAA 5.299 1,138 11/13/2003 31364GPB9 2866 Fed.Nat'l Mort.Assoc. 01/13/1999 1,000,000.00 987,500.00 1,000,000.00 5.260 AAA 5.260 285 07/13/2001 31364GEM7 2884 Fed.Nat'l Mort.Assoc. 03/31/1999 1,000,000.00 960,870.00 982,751.21 5.120 AAA 5.758 1,128 11/03/2003 31364GZAO 2885 Fed.Nat'l Mort.Assoc. 04/20/1999 1,000,000.00 974,370.00 1,000,000.00 5.910 AAA 5.909 1,265 03/19/2004 31364GM63 2890 Fed.Nat'l Mort.Assoc. 05/05/1999 1,000,000.00 972,590.00 1,000,000.00 5.780 AAA 5.780 1,312 05/05/2004 31364GQ93 2905 Fed.Nat'l Mort.Assoc. 06/11/1999 1.000,000.00 979,690.00 989,429.19 6.000 AAA 6.343 1,324 05/17/2004 31364KAG5 2921 Fed.Nat'l Mort.Assoc. 10/04/1999 3,000,000.00 3,000.000.00 2,999,996.65 5.760 AAA 5.801 1 10/02/2000 31364KAG5 2922 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000,000.00 1,000,000.00 999,999.18 5.760 AAA 5.790 1 10/02/2000 31364KRW2 2961 Fed.Nat'l Mort.Assoc. 07/24/2000 1,000,000.00 1,007,340.00 1,000,000.00 7.300 AAA 7.300 1,758 07/25/2005 31364KTWO 2962 Fed.Nat'l Mort.Assoc. 08/23/2000 1,000,000.00 1,001,880.00 1,000,000.00 6.730 AAA 6.730 326 08/23/2001 31364KVC1 2966 Fed.Nat'l Mort.Assoc. 09/13/2000 1,000,000.00 993,440.00 1,000.000.00 7.000 AAA 7.000 1,808 09/13/2005 Subtotal and Average 58,840,723.92 54,810,000.00 54,298,718.60 54,776,217.06 6.235 684 Local Agency Investment Funds 982 Laif City 13,139,885.88 13,139,885.88 13,139,885.88 6.502 NR 6.502 1 2206 LAIF-Redevelopment Agency 22,380,620.85 22.380,620.85 22,380,620.85 6.502 NR 6.502 1 Subtotal and Average 31,810,506.73 35,520,506.73 35,520,506.73 35,520,506.73 6.502 1 Treasury Securities-Coupon 9128274N9 2896 U.S.Government Treas.Note 05/13/1999 1,000.000.00 981,410.00 995.366.56 5.250 AAA 5.431 1,048 08/15/2003 9128273C4 2897 U.S.Government Treas.Note 05/17/1999 1,000,000.00 999,220.00 1,008,824.19 6.000 AAA 5.464 668 07/31/2002 912827Z39 2783 UNITED STATES TREASURY 03/17/1997 1,000,000.00 1,001,410.00 999,935.89 6.500 AAA 6.507 334 08/31/2001 912827V66 2819 UNITED STATES TREASURY 12/10/1997 1,000,000.00 999,530.00 999,933.42 5.750 AAA 5.837 30 10/31/2000 91282741<5 2875 UNITED STATES TREASURY 02/22/1999 1.000,000.00 985,620.00 1.006,502.91 5.375 AAA 5.106 1.002 06/30/2003 9128273G5 2945 UNITED STATES TREASURY 03/28/2000 1,000,000.00 1,003,590.00 993,589.87 6.250 AAA 6.615 699 08/31/2002 9128275Q1 2950 UNITED STATES TREASURY 05/16/2000 1,000,000.00 993,440.00 988.103.83 5.625 AAA 6.890 364 09/30/2001 Subtotal and Average 6,991,836.39 7,000,000.00 6,964,220.00 6,992,256.67 5.975 593 Medium Term Notes 046003JP5 2857 Associated Corp. 11/06/1998 1.000,000.00 984,040.00 1,003,710.03 5.875 AA3 5.640 652 07/15/2002 06651PAAl 2872 Bank United 02/17/1999 1,000,000.00 957,240.00 991,367.60 5.400 Aaa 5.700 1,219 02/02/2004 Portfolio CITY AP Run Date:10/23/2000-12:02 PM(PRF_PM2)SymRept V5.01f City of HB - Portfolio Management Page 4 Portfolio Details - Investments September 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Medium Term Notes 201615DG3 2965 Citifinancial 09/12/2000 1,000,000.00 992,260.00 990,292.01 6.375 Aa3 6.915 714 09/15/2002 36962GME1 2841 General Electric Capital Corp 04/06/1998 1,000,000.00 996,430-00 1.000,056.44 5.920 Aaa 5.909 184 04/03/2001 36962GUD4 2912 General Electric Capital Corp 09/17/1999 1,000,000.00 996,140.00 1,000,000.00 6.330 Aaa 6.330 351 09/17/2001 36962GTR5 2974 General Electric Capital Corp 09/29/2000 1,000,000.00 989,450.00 991,127.53 6.267 Aaa 6.620 1,025 07/23/2003 61687YBUO 2808 JP Morgan 10/02/1997 1,000,000.00 1,000,000.00 999,999.50 6.125 Al 6.145 1 10/02/2000 580135CA7 2851 McDonald's 06/30/1998 1,000.000-00 986,130.00 1,000,750.91 6.000 AA2 5.950 630 06/23/2002 66586GBY2 2939 Northern Trust Co. 02/11/2000 1,000,000.00 1,016.670.00 997,889.22 7.500 AA3 7.559 1,594 02/11/2005 84534ECS5 2827 Southwestern Bell 01/12/1998 1,000,000.00 978,770.00 997,718.44 5.730 AA2 5.858 750 10/21/2002 892332AF4 2858 Toyota Motor Credit 11/09/1998 500,000.00 493,525.00 501,211.67 5.500 AA1 5.222 351 09/17/2001 892332AF4 2860 Toyota Motor Credit 11/25/1998 325,000.00 320,791.25 325,511.14 5.500 AA1 5.318 351 09/17/2001 17306EAC8 2955 Citigroup 06/06/2000 2,000,000.00 2,023,300.00 1,999,512.64 7.450 Aa3 7.466 613 06/06/2002 Subtotal and Average 11,510,899.19 12,825,000.00 12,734,746.25 12,799,147.13 6.385 672 Bankers Acceptances-Amortizing Subtotal and Average 1,862,123.66 Commercial Paper Disc.-Amortizing 43760RL65 2968 Homeside Lending Inc. 09/21/2000 1,000,000.00 993,710.00 993,510.00 6.490 P-1 6.635 36 11/06/2000 43760RLL2 2969 Homeside Lending Inc. 09/21/2000 1,000,000.00 991,190.00 990,986.11 6.490 P-1 6.652 50 11/20/2000 81989CKL1 2967 Sharp Electronics Corp. 09/12/2000 2,000,000.00 1,993,520.00 1,993,138.89 6.500 P-1 6.636 19 10/20/2000 Subtotal and Average 1,921,220.83 4,000,000.00 3,978,420.00 3,977,635.00 6.640 31 Federal Agency Disc.-Amortizing 313589LN1 2970 Fed.Nat'l Mort.Assoc. 09/22/2000 1,000,000.00 941,100.00 941,233.33 6.150 AAA 6.625 344 09/10/2001 313589LSO 2971 Fed.Nat'l Mort.Assoc. 09/22/2000 1,000.000.00 938,700.00 940,550.00 6.150 AAA 6.628 348 09/14/2001 Subtotal and Average 4,784,907.70 2,000,000.00 1,879,800.00 1,881,783.33 6.626 346 Total Investments and Average 118,691,351.75 119,413,506.73 118,634,411.58 119,205,545.92 6.334 428 Portfolio CITY AP Run Date:10/23/2000-12:02 PM(PRF_PM2)SymRept V5.01 f City of HB Portfolio Management Page 5 Portfolio Details - Cash September 30, 2000 Average Purchase Stated YTM Days to CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Accrued Interest at Purchase 17,972.17 17,972.17 Subtotal 17,972.17 17,972.17 Total Cash and Investments 118,691,351.75 119,413,506.73 118,652,383.75 119,223,518.09 6.334 428 Portfolio CITY AP Run Date:10/23/2000-12:02 PM(PRF_PM2)SymRepl VS.Otf City of HB Portfolio Management Investment Activity BY Type e Page s September 1, 2000 through September 30, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-281 Union Bank 6.038 09/01/2000 0.00 817,000.00 00-282 Union Bank 5.975 09/05/2000 729,000.00 0.00 00-282 09/06/2000 0.00 729,000.00 00-283 Union Bank 5.913 09/06/2000 355,000.00 0.00 00-283 09/07/2000 0.00 355,000.00 00-284 Union Bank 5.788 09/08/2000 2,354,000.00 0.00 00-284 09/11/2000 0.00 2,354,000.00 00-285 Union Bank 5.850 09/11/2000 1,509,000.00 0.00 00-285 09/12/2000 0.00 1,509,000.00 00-286 Union Bank 5.850 09/14/2000 1,010,000.00 0.00 00-286 09/15/2000 0.00 1,010,000.00 00-287 Union Bank 5.913 09/15/2000 301,000.00 0.00 00-287 09/18/2000 0.00 301,000.00 00-288 Union Bank 5.788 09/18/2000 1,271,000.00 0.00 00-288 09/19/2000 0.00 1,271,000.00 00-289 Union Bank 5.725 09/19/2000 831,000.00 0.00 00-289 09/20/2000 0.00 831,000.00 00-290 Union Bank 5.725 09/20/2000 2,161,000.00 0.00 00-290 09/21/2000 0.00 2,161,000.00 00-291 Union Bank 5.788 09/22/2000 411,000.00 0.00 00-291 09/25/2000 0.00 411,000.00 00-292 Union Bank 5.850 09/25/2000 2,982.000.00 0.00 00-292 09/26/2000 0.00 2,982,000.00 00-293 Union Bank 5.850 09/26/2000 407,000.00 0.00 00-293 09/27/2000 0.00 407,000.00 00-294 Union Bank 5.913 09/28/2000 2,105,000.00 0.00 00-294 09/29/2000 0.00 2,105,000.00 00-295 Union Bank 6.100 09/29/2000 3,258,000.00 0.00 Subtotal 19,684,000.00 17,243,000.00 3,258,000.00 Federal Agency Issues-Coupon 3133M9ZR6 2920 Federal Home Loan Bank 5.750 09/28/2000 0.00 2,000,000.00 3133MCAF2 2972 Federal Home Loan Bank 6.500 09/26/2000 2,000,000.00 0.00 31364FATB 2915 Fed.Nat'l Mort.Assoc. 6.140 09/18/2000 0.00 1,000,000.00 31364G7J2 2919 Fed.Nat'l Mort.Assoc. 5.730 09/22/2000 0.00 1,000.000.00 31364GAE9 2923 Fed.Nat'l Mort.Assoc. 5.100 09/25/2000 0.00 1,000,000.00 Portfolio CITY AP Run Date:10/23/2000-12:02 PM(PRF_PM3)SyrnRept V5.011' .City of HB Portfolio Management Page 7 Investment Activity By Type September 1, 2000 through September 30, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Federal Agency Issues-Coupon 31364FAT8 2926 Fed.Nat'l Mort.Assoc. 6.140 09/18/2000 0.00 1,175,000.00 31364GAE9 2938 Fed.Nat'l Mort.Assoc. 5.100 09/25/2000 0.00 2,000,000.00 31364KVC1 2966 Fed.Nat'l Mort.Assoc. 7.000 09/13/2000 1,000,000.00 0.00 Subtotal 3,000,000.00 8,175,000.00 54,776,217.06 Local Agency Investment Funds (Monthly Summary) 2206 LAIF-Redevelopment Agency 6.502 7,700,000.00 2,100,000.00 Subtotal 7,700,000.00 2,100,000.00 35,520,506.73 Treasury Securities-Coupon Subtotal 6,992,256.67 Medium Term Notes 05943FAE5 2809 Banc One Corp. 6.250 09/01/2000 0.00 1,000,000 00 201615DG3 2965 Citifinancial 6.375 09/12/2000 990,030.00 0.00 36962GTR5 2974 General Electric Capital Corp 6.267 09/29/2000 991,110.00 0.00 Subtotal 1,981,140.00 1,000,000.00 12,799,147.13 Bankers Acceptances-Amortizing PP6FOEOU7 2964 Citibank NA 6.490 09/01/2000 1,989,904.44 0.00 PP6FOEOU7 2964 09/29/2000 0.00 2,000,000.00 Subtotal 1,989,904.44 2,000,000.00 0.00 Commercial Paper Disc.-Amortizing 43760RL65 2968 Homeside Lending Inc. 6.490 09/21/2000 991,707.22 0.00 43760RLL2 2969 Homeside Lending Inc. 6.490 09/21/2000 989,183.33 0.00 81989CKL1 2967 Sharp Electronics Corp. 6.500 09/12/2000 1,986,277.78 0.00 Subtotal 3,967,168.33 0.00 3,977,635.00 Federal Agency Disc.-Amortizing 313384G86 2914 Federal Home Loan Bank 5.430 09/22/2000 0.00 1,000,000.00 313384F95 2946 Federal Home Loan Bank 6.050 09/15/2000 0.00 2,000,000.00 313396F81 2947 Federal Home Loan Mort Corp 6.080 09/14/2000 0.00 2,000,000.00 313588G41 2913 Fed.Nat'l Mort.Assoc. 5.430 09/18/2000 0.00 1,000,000.00 313588F26 2931 Fed.Nat'l Mort.Assoc. 5.730 09/08/2000 0.00 1,500,000.00 Portfolio CITY AP Run Date:10/23/2000-12:02 PM(PRF_PM3)SymRept V5.01f City of HB Portfolio Management Investment Activity BY Type e Page 8 September 1, 2000 through September 30, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Federal Agency Disc.-Amortizing 313588G66 2948 Fed.Nat'l Mort.Assoc. 6.100 09/20/2000 0.00 1,000,000.00 313588E76 2949 Fed.Nat'l Mort.Assoc. 6.420 09/05/2000 0.00 1,317,000.00 313589LN1 2970 Fed.Nat'l Mort.Assoc. 6.150 09/22/2000 939,695.83 0.00 313589LSO 2971 Fed.Nat'l Mort.Assoc. 6.150 09/22/2000 939,012.50 0.00 Subtotal 1,878,708.33 9,817,000.00 1,881,783.33 Total 40,200,921.10 40,335,000.00 119,205,545.92 Portfolio CITY AP Run Date:10/23/2000-12:02 PM(PRF_PM3)SymRept V5.01f City of HB Portfolio Management Page 9 Investment Activity Summary September 1999 through September 2000 Yield to Maturity Managed Number Number Month Number of Average 360 365 Pool of Securities of Securities Average Average End Year Securities Balance Equivalent Equivalent Rate Purchased Matured/Sold Term Days to Maturity September 1999 65 93,662,219.54 5,570 5.647 5.256 23 24 942 656 October 1999 71 90,979,855.32 5.547 5.624 5.263 25 19 802 562 November 1999 70 89,455,049.36 5.608 5.686 5.484 17 18 780 530 December 1999 78 96,931,805.31 5.716 5.795 5.639 21 13 725 473 January 2000 75 103,954,904.99 5.699 5.778 5.771 18 21 716 450 February 2000 80 102,907,099.91 5.760 5.840 5.824 21 16 735 455 March 2000 82 107,717,260.92 5.819 5.900 5.851 26 24 739 460 April 2006 80 110,948,542.65 5.874 5.956 6.014 16 18 713 427 May 2000 83 114,015,809.26 5.959 6.041 6.190 19 16 685 392 June 2000 81 117,127,425.15 6.058 6.142 6.349 24 26 700 401 July 2000 83 115,676,728.64 6.139 6.225 6.443 23 21 786 456 August 2000 82 111,848,730.49 6.175 6.260 6.505 17 18 723 406 September 2000 77 118,691,351.75 6.247 6.334 6.502 24 29 719 428 Average 77 105,696,266.40 5.859% 5.941% 5.930 21 20 751 469 Portfolio CITY AP Run Date:10/23/2000-12:02 PM(PRF_PM4)SymRept V5.01f City of HB Portfolio Management Page 10 Distribution of Investments By Type September 1999 through September 2000 September October November December January February March April May June July August September Average Investment Type 1999 1999 1999 1999 2000 2000 2000 2000 2000 2000 2000 2000 2000 by Period Repurchase Agreements 3.5 2.1 0.2 0.1 0.2 1.7 0.4 0.7 2.7 0.9% Certificates of Deposit Commercial Paper-Interest Bearing Federal Agency Issues-Coupon 45.5 46.9 47.1 45.2 45.0 47.6 48.8 46.3 44.2 46.4 54.4 50.3 46.0 47.2% Local Agency Investment Funds 15.2 20.8 24.6 20.6 26.0 22.9 22.8 26.0 25.2 25.6 18.0 25.1 29.8 23.3% Treasury Securities-Coupon 9.1 7.7 6.4 5.9 4.8 4.7 5.5 5.3 5.9 6.0 6.3 5.9 5.9 6.1°/ Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Term Notes 19.2 15.1 14.7 13.5 13.4 14.0 11.7 10.4 10.0 10.1 10.7 9.9 10.7 12.6% Mortgage Backed Securities Bankers Acceptances-Amortizing 1.3 1.1 1.1 1.9 1.9 1.9 0.9 0.9 0.8 0.9% Commercial Paper Disc.-Amortizing 2.5 2.2 2.1 7.8 2.9 1.9 1.8 1.7 1.7 1.8 3.3 2.3% Federal Agency Disc.-Amortizing 3.7 4.2 4.1 5.2 6.1 6.9 8.5 10.8 10.6 10.0 8.8 8.2 1.6 6.8% Treasury Discounts-Amortizing Miscellaneous Discounts-Amortizing Portfolio CITY AP Run Date:10/23/2000-12:02 PM(PRF_PM5)SynnRept V5.01f State of California Pooled Money Investment Account Market Valuation 9/30/00 :a::{y-�j a a aasa = y< `}\ P\ �, .,:.x�e r�p�ki�;n�_,: .. ,,,�w�A�+� e��tnter�s•�!urc �. �� x��.� �s , IFa�ry�afi re y r United States Treasury: Bills $ 2,696,971,482.00 $ 2,766,856,015.29 $ 2,765,830,111.05 NA Notes $ 3,377,163,931.79 $ 3,367,550,739.87 $ 3,372,155,750.00 $ 30,161,227.25 Federal Agency: Bonds $ 2,464,776,278.70 $ 2,464,429,334.25 $ 2,463,297,089.35 $ 34,291,425.61 Floaters $ 100,000,000.00 $ 100,000,000.00 $ 100,021,000.00 $ 1,001,267.00 MBS $ 423,673,520.65 $ 423,673,520.65 $ 409,221,528.37 $ 2,298,670.87 GNMA $ 1,230,915.80 . $ 1,230,915.80 $ 1,361,597.16 $ 12,144.58 SBA $ 324,430,070.59 $ 324,357,878.12 $ 322,771,398.35 $ 3,821,177.79 FHLMC PC $ 11,964,948.28 $ 11,964,948.28 $ 12,303,831.15 $ 192,292.29 Discount Notes $ 9,020,523,916.28 $ 9,271,510,947.47 $ 9,271,623,890.11 NA Bankers Acceptances $ 36,707,467.51 $ 37,741,987.72 $ 37,742,829.81 NA Corporate: Bonds $ 729,255,461.15 $ 727,692,577.72 $ 723,810,193.44 $ 11,849,598.25 Floaters $ 1,769,598,499.27 $ 1,769,598,499.27 $ 1,774,726,723.92 $ 141-527,045.82 CDs $ 7,119,067,092.69 $ 7,117,666,374.94 $ 7,116,932,591.40 $ 127,771,592.88 Bank Notes $ 1,290,025,941.31 $ 1,290,025,941.31 $ 1,289,876,409.10 $ 21,556,496.48 Repurchase A reement $ - $ - $ - NA Time Deposits $ 4,037,440,000.00 $ 4,037,440,000.00 $ 4,037,440,000.00 NA AB 55&GF Loans $ 2,550,821,107.73 $ 2,550,821,107.73 $ 2,550,821,107.73 NA Commercial Paper $ 8,274,752,096.65 $ 8,356,734,575.92 $ 8,358,070,972.87 NA Reverse Repurchase $ 1,504,124,416.00 $ 1,504,124,416.00 $ 1,504,124,416.00 $ ,002,734.21 TOTAL $ 42,724,278,314.40 $43,115,170,948.33 $43,103,882,607.81 $ 240,480,204.61 Fair Value Including Accrued Interest $43,344,362,812.42 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). The value of each participating dollar equals the fair value divided by the amortized cost (.999738182). As an example: if an agency has an account balance of$20,000,000.00, then the agency would report its participation in the LAIF valued at $19,994,763.63 or$20,000,000.00 x .999738182. RCA AOUTING' SIIEET INITIATING CITY TREASURER DEPARTMENT: SUBJECT: Investment Summary Report COUNCIL MEETING DATE: November 6, 2000 RCA ATTACHMENTS STATUS Ordinance (w/exhibits & legislative draft if applicable) Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) (Signed in full by the City Attorney) Not Applicable Subleases, Third Party Agreements, etc. (Approved as to form by City Attorney) Not Applicable Certificates of Insurance (Approved by the City Attorney) Not Applicable Financial Impact Statement (Unbudget, over $5,000) Not Applicable Bonds (If applicable) Not Applicable Staff Report (If applicable) Not Applicable Commission, Board or Committee Report (If applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION FOR MISSING%ATTACHMENTS. REVIEWED RETURNED FORWARDED.- Administrative Staff Assistant City Administrator (Initial) ( ) ) City Administrator (Initial) City Clerk ( ) EXPLANATION FOR RETURN OF ITEM Only)(Below Space For City Clerk's Use I f 0f 2000 NOV Treasurer's Report-Shad L FOeWmdch,CPA, CCMT TREASURER'S REPORT Shari L. Freidenrich, CPA, CCMT November 6, 2000 Sllde 1 Treasurer's Report-Shari L. Freidenrich, CPA, CCMT Investment Objectives • Safety • Liquidity • Yield Slide 2 Treasurer's Report-Shari L.Freidenrich, CPA, CCMT First Objective - Safety Investments Percentages By Quality Ratings AA AAA 13% 56% A 1% Rated 30% Slide 3 Treasurer's Report-Shari L.Freidenrich, CPA, CCMT Investment Percentages By Type of Investment Federal LAIF Agencies 30%. 46% 3% Ter tes K. 6% Slide 4 Agre i sury Sec. 3% 11% Treasurer's Report-Shari L. Freidenrich, CPA, CCMT Investment Balances Trends Annualized Average Daily Portfolio Balance gg (in millions) 5105 $18 Million WF 5100 Increase [75 = s 45 Sep-95 Sep-96 Sep-97 Sep-98 Sep-99 Sep-00 Slide 5 Treasurer's Report-Shari L. Freidenrich, CPA, CCMT Second Objective - Liquidity Investment Maturities by Days, Ending Sept 1999/2000 45% 36% 101 Day 35°/ ■2-180 Days 0 o E1.5-1 Yr. 25% 14%12% 0 179 . 12% 19 1 -1.5 Yr. 15% _ ■1.5-2Yr. 5% ° ❑2-3Yr. ■3-4Yr. O 4-5 Yr. 0 Slide 6 1999 2000 Treasurer's Report-Shari L. Freidenrich, CPA, CCMT General Fund Est. Cash Flow Oct 2000 to Mar 2001 $8,000,000 1 500 000 .$3,000,000VL ($2,000,000) ]' L($20,500,000) ($7,000,000) ($500,000) ($12,000,000) ($1,000,000) ($17,000,000) ($22,000,000) now Oct-00 Nov-00 Dec-00 Jan-00 Feb-00 Mar-00 Slide 7 Treasurer's Report-Shari L. Freidenrich, CPA, CCMT Third Objective - Yield Annual Interest Earnings on Portfolio $6,800,000 $6,300,000 $1,800,000 $5,800,000 Increase 0!- $5,300,000 $4,800,000 $4,300,000 ' $3,800,000 $3,300,000 Sep-95 Sep-96 Sep-97 Sep-98 Sep-99 Sep-00 Slide 8 Treasurer's Report-Shari L. Freidenrich, CPA, CCMT Investment Yields Trends [::] LAIF/T-Bill Ave. [::] Actual — LAIF 8.00% o 7.00% 5.93/0 5.72% 5.63% 5.60% 6.3 /o 6.00% 5.41% 5.00° 0 5.22% ° 5.00% 4.00% : 3.00% 2.00% € 1.00% 0.00% = Sep-98 Mar-99 Jun-99 Sep-99 Sep-00 Slide 9 Treasurer's Report-Shari L. Freidenrich, CPA, CCMT Summary • Recommendation to City Council Slide 10 )N*11�I�-,1 - fY OF HUNTINGTON BEACk . MEETING DATE: October 16, 2000 DEPARTMENT ID NUMBER: CT 00-10 Council/Agency Meeting Held: eferre ontinued to:— Approved ❑ Conditionally Approved ❑ Denied po. CAI Signature Council Meeting Date: October 16, 2000 Department ID Number: CT 00-10 CITY OF HUNTINGTON BEACH REQUEST FOR COUNCIL ACTION SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS r✓ SUBMITTED BY: SHARI L. FREIDENRICH, City Treasu -:�-Y PREPARED BY: SHARI L. FREIDENRICH, City Treasurer SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S AUGUST, 2000-1� =� INVESTMENT SUMMARY REPORT !` Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Status, Attachment(s) Statement of Issue: Review and accept the monthly investment report for August, 2000 pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report, by motion of Council, accept the Monthly Investment Report for August, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. Attachment(s): City Clerk's Page Number 1 Monthly Investment Report and Summary of Investments for August, 2000 RCAINVSM10 -2- 10/3/00 11:18 AM Monthly Investment Report and Summary Of Investments for August 2000 Attachment 1 City of Huntington Beach Summary of Investment Portfolio Activity for August, 2000 Financial Information: Increase July August (Decrease) End of month City Portfolio Balance $110,731,307 $119,291,122 $8,559,815 Accrued Interest at Purchase $28,829 $22,605 ($6,224) Interest Earned for Month $599,365 $583,831 ($15,533) Earned Interest Yield Average 6.10% 6.15% 0.05% Average Maturity ( in days) -456 406 -50 End of Month Market Value $109,751,644 $118,513,746 $8,762,102 Section 108 Loan (U.S. Treasury Fund) $8,540,505 $6,052,274 ($2,488,231) End of month bank cash balance $2,753,145 $3,412,517 $659,371 Comparison to Budget: Increase Budget Actual (Decrease) Interest Earned for Month $300,000 $583,831 $283,831 Interest Earned Year to Date $3,300,000 $5,734,250 $2,434,250 Earned Interest Yield Year to Date 5.50% 5.90% 0.40% Transaction Summary: Increase July August (Decrease) Number of Securities Purchased 23 17 -6 Number of Securities Matured/Sold 21 18 -3 . Summary by Individual Investment in Investment Portfolio: Days Int. August % of Total Policy Limit to Mat. Rate Repurchase Agreements $817,000 1% None 1 6.12% Federal Agy Issues- Coupon $59,948,179 50% None 612 6.17% Local Agency Inv. Fund (LAIF) $29,920,507 25% $40 million 1 6.51% Medium Term Notes $11,817,708 10% 20% 610 6.29% Treasury Securities = Coupon $6,991,387 6% None 623 5.98% Federal Agy Issues -Amort. $9,796,341 8% None 13 6.24% $119,291,122 100% A City of Huntington Beach City of HB 2000 Main St Portfolio Management Huntington Beach,CA,92648 Portfolio Summary O la August 31, 2000 Par Market Book %of Days to YTM YTM Investments Value Value Value Portfolio Term Maturity 360 Equiv. 365 Equiv. Repurchase Agreements 817,000.00 817,000.00 817,000.00 0.68 1 0 6.038 6.121 Federal Agency Issues-Coupon 59,985,000.00 59,329,574.80 59,948,178.58 50.25 1,022 612 6.086 6.170 Local Agency Investment Funds 29,920,506.73 29,920,506.73 29,920,506.73 25.08 1 1 6.416 6.505 Treasury Securities-Coupon 7,000,000.00 6,947,670.00 6,991,387.11 5.86 1,200 623 5.893 5.975 Medium Term Notes 11,825,000.00 11,704,817.75 11,817,707.68 9.91 1,223 610 6.207 6.294 Federal Agency Disc.-Amortizing 9,817,000.00 9,794,176.76 9,796,341.51 8.21 211 13 6.155 6.241 Investments 119,364,506.73 118,513,746.04 119,291,121.61 100.00% 723 406 6.175 6.260 Cash and Accrued Interest Passbook/Checking 0.00 0.00 0.00 0 0 0.000 0.000 (not included in yield calculations) Accrued Interest at Purchase 22,604.67 22,604.67 Subtotal 22,604.67 22,604.67 Total Cash and Investments 119,364,506.73 118,536,350.71 119,313,726.28 723 406 6.175 6.260 Total Earnings August 31 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 583,831.47 5,734,250.15 Current Budget 300,000.00 3,300,000.00 3,600,000.00 Last Year Actual 385,925.00 4,134,481.00 4,513,758.00 Average Daily Balance 111,848,730.49 105,610,459.39 Effective Rate of Return 6.15% 5.90% 1 certify that this report accurately reflects all City and Redevelopment Agency pooled investments and is in conformity with all State laws and the investment policy statement filed with the City Council on Dec.20, 1999. A copy of this policy is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the next six month's obligations. Market Values provided by Union Bank via Merrill Lynch and J.J.Kenney pricing services. 9-30- Op SHXa,V FIR E N H,CITY TREASURER Portfolio CITY AP Run Date:09/14/2000-17:10 PM(PRF_PM1)SymRept V5.01f City of HB Portfolio Management Page 2 Portfolio Details - Investments August 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Repurchase Agreements 00-281 Union Bank 08/31/2000 817,000.00 817,000.00 817,000.00 6.038 6.121 0 09/01/2000 Subtotal and Average 1,066,903.23 817,000.00 817,000.00 817,000.00 6.121 0 Federal Agency Issues-Coupon 31331RKE4 2813 Federal Farm Credit Bank 11/20/1997 1,000,000.00 998,190.00 1,000,022.86 5.910 AAA 5.898 80 11/20/2000 31331HWTO 2892 Federal Farm Credit Bank 05/03/1999 1,000,000.00 977,190.00 999,499.07 5.250 AAA 5.283 607 05/01/2002 31331R5K7 2895 Federal Farm Credit Bank 05/28/1999 1,000,000.00 996,520.00 1,000,000.00 5.260 AAA 5.260 89 11/29/2000 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1'000,000.00 994,840.00 999,423.88 5.875 AAA 5.949 304 07/02/2001 31331HQ59 2944 Federal Farm Credit Bank 03/20/2000 1,000,000.00 997,970.00 1,000,000.00 6.625 AAA 6.625 384 09/20/2001 31331HK97 2956 Federal Farm Credit Bank 07/03/2000 1,705,000.00 1,709,535.30 1,705,457.70 6.930 AAA 6.896 305 07/03/2001 31331NPB4 2958 Federal Farm Credit Bank 07/13/2000 1,000,000-00 1,006,410.00 1,004,598.41 7.170 AAA 6.860 601 04/25/2002 3133M2SM0 2820 Federal Home Loan Bank 12/30/1997 1,000.000.00 988,280.00 1.000,000.00 6.200 AAA 6.200 850 12/30/2002 3133M2VH7 2821 Federal Home Loan Bank 01/07/1998 1,000,000.00 988,440.00 1,000,000.00 6.215 AAA 6.215 858 01/07/2003 3133M7NM4 2871 Federal Home Loan Bank 03/05/1999 1,000,000.00 975,310.00 1,000,000.00 5.390 AAA 5.390 734 09/05/2002 3133M5QB9 2874 Federal Home Loan Bank 02/22/1999 1.000,000.00 957,810.00 993,183.79 5.125 AAA 5.380 1,109 09/15/2003 3133M7VS2 2876 Federal Home Loan Bank 03/15/1999 1,000,000.00 986,250.00 1,000,000.00 5.330 AAA 5.330 378 09/14/2001 3133M5BC3 2881 Federal Home Loan Bank 03/31/1999 1,000,000.00 990,620.00 1,002,019.08 5.500 AAA 5.261 346 08/13/2001 3133M5J92 2882 Federal Home Loan Bank 03/31/1999 1,000,000.00 968,280.00 1,002,065.52 5.630 AAA 5.546 1,096 09/02/2003 3133M4RE5 2883 Federal Home Loan Bank 03/31/1999 1,105,000.00 1,075,993.75 1,108,898.07 5.690 AAA 5.540 1,021 06/19/2003 3133M8LR3 2889 Federal Home Loan Bank 05/10/1999 1,000,000.00 958,280.00 1,000,000.00 5.625 AAA 5.625 1,347 05/10/2004 3133M8UR3 2898 Federal Home Loan Bank 06/07/1999 1,000,000.00 967,660.00 1,000,000.00 6.000 AAA 6.000 1,375 06/07/2004 3133M92U5 2903 Federal Home Loan Bank 06/28/1999 1,000,000.00 984,690.00 1,000,000.00 6.025 AAA 6.025 665 06/28/2002 3133M9CK6 2906 Federal Home Loan Bank 07/19/1999 1,000,000.00 987,500.00 1,000,000.00 6.250 AAA 6.250 686 07/19/2002 3133M9ZR6 2920 Federal Home Loan Bank 10/04/1999 2,000,000.00 1,998,120.00 1,999,969.19 5.750 AAA 5.770 27 09/28/2000 3133M9F49 2940 Federal Home Loan Bank 02/24/2000 1,000,000.00 993,750.00 992,104.52 5.875 AAA 6.755 348 08/15/2001 3133MAW88 2941 Federal Home Loan Bank 02/28/2000 1,000,000.00 1,009,440.00 1,000,000.00 7.350 AAA 7.350 910 02/28/2003 3133MAWZB 2942 Federal Home Loan Bank 03/07/2000 1,000,000.00 1,005,310.00 1,000,000.00 7.440 AAA 7.440 1,648 03/07/2005 3133MB2T3 2943 Federal Home Loan Bank 03/24/2000 1,000,000.00 995,780.00 1,000,000.00 7.220 AAA 7.220 934 03/24/2003 3133MBKR7 2951 Federal Home Loan Bank 06/05/2000 1,000,000.00 1,020,470.00 1,000,000.00 7.625 AAA 7.625 1,007 06/05/2003 3133MBN78 2954 Federal Home Loan Bank 06/06/2000 2,000,000.00 2,005,940.00 2,000,000.00 7.000 AAA 7.002 273 06/01/2001 3133MBRM1 2957 Federal Home Loan Bank 07/17/2000 2,000,000.00 1,997,180.00 2,000,000.00 7.160 AAA 7.259 319 07/17/2001 3133MBT49 2960 Federal Home Loan Bank 07/26/2000 1,000,000.00 997,500.00 1,000,000.00 7.200 AAA 7.200 1,424 07/26/2004 3134A30R0 2894 Federal Home Loan Mort Corp 05/13/1999 1,000,000.00 989,530.00 1,000,000.00 5.480 AAA 5.480 256 05/15/2001 312902D89 2959 Federal Home Loan Mort Corp 07/25/2000 1,000,000.00 996,720.00 1.000,000.00 7.000 AAA 7.000 692 07/25/2002 312902P37 2963 Federal Home Loan Mort Corp 08/28/2000 1,000,000.00 995.940.00 1,000,000.00 6.900 AAA 6.996 361 08/28/2001 31364C4D7 2800 Fed.Nat'l Mort.Assoc. 08/12/1997 1,000,000.00 988,750.00 997.218.00 6.150 AAA 6.320 703 08/05/2002 Portfolio CITY AP Run Date:09/14/2000-17:10 PM(PRF_PM2)SymRept V5.01f J City of HB Portfolio Management Page 3 Portfolio Details - Investments August 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Federal Agency Issues-Coupon 31364FLJ8 2818 Fed.Nat'l Mort.Assoc. 12/26/1997 1,000,000.00 980,470.00 1,000,000.00 6.150 AAA 6.150 846 12/26/2002 31364FNB3 2825 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 971,870.00 1,000,000.00 6.010 AAA 6.010 865 01/14/2003 31364FNB3 2826 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 971,870.00 1,000,000.00 6.010 AAA 6.010 865 01/14/2003 31364FG39 2846 Fed.Nat'l Mort.Assoc. 05/21/1998 1,000,000.00 974,840.00 1,000,000.00 6.030 AAA 6.030 986 05/15/2003 31364FX55 2853 Fed.Nat'l Mort.Assoc. 07/21/1998 1,000.000.00 972,660.00 1,000,000.00 6.010 AAA 6.083 1,042 07/10/2003 31364GDY2 2856 Fed.Nat'l Mort.Assoc. 10/29/1998 1,000,000.00 977,500.00 999,879.05 5.000 AAA 5.011 423 10/29/2001 31364GGH6 2859 Fed.Nat'l Mort.Assoc. 11/13/1998 1,000,000.00 955,620.00 999,200.00 5.270 AAA 5.299 1,168 11/13/2003 31364GPB9 2866 Fed.Nat'l Mort.Assoc. 01/13/1999 1,000,000.00 985,000.00 1,000,000.00 5.260 AAA 5.260 315 07/13/2001 31364GEM7 2884 Fed.Nat'l Mort.Assoc. 03/31/1999 1,000.000.00 955,240.00 982,285.87 5.120 AAA 5.758 1,158 11/03/2003 31364GZAO 2885 Fed.Nat'l Mort.Assoc. 04/20/1999 1,000,000.00 969,060.00 1,000,000.00 5.910 AAA 5.909 1,295 03/19/2004 31364GM63 2890 Fed.Nat'l Mort.Assoc. 05/05/1999 1,000,000.00 967,030.00 1,000,000.00 5.780 AAA 5.780 1,342 05/05/2004 31364GQ93 2905 Fed.Nat'l Mort.Assoc. 06/11/1999 1,000,000.00 974,060.00 989.186.37 6.000 AAA 6.343 1,354 05/17/2004 31364FAT8 2915 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000,000.00 999,690.00 1,000,177.60 6.140 AAA 5.744 17 09/18/2000 31364G7J2 2919 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000,000.00 999,370.00 999,981.14 5.730 AAA 5.761 21 09/22/2000 31364KAG5 2921 Fed.Nat'l Mort.Assoc. 10/04/1999 3,000,000.00 2,997,690.00 2,999,896.09 5.760 AAA 5.801 31 10/02/2000 31364KAG5 2922 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000.000.00 999,230.00 999.974.46 5.760 AAA 5.790 31 10/02/2000 31364GAE9 2923 Fed.Nat'l Mort.Assoc. 10/05/1999 1,000,000.00 998,910.00 999,507.14 5.100 AAA 5.869 24 09/25/2000 31364FAT8 2926 Fed.Nat'l Mort.Assoc. 11/26/1999 1,175,000.00 1,174,635.75 1,175,085.51 6.140 AAA 5.966 17 09/18/2000 31364GAE9 2938 Fed.Nat'l Mort.Assoc. 02/03/2000 2,000,000.00 1,997,820.00 1,998.545.26 5.100 AAA 6.217 24 09/25/2000 31364KRW2 2961 Fed.Nat'l Mort.Assoc. 07/24/2000 1,000,000.00 1,002,810.00 1,000,000.00 7.300 AAA 7.300 1,788 07/25/2005 31364KTWO 2962 Fed.Nat'l Mort.Assoc. 08/23/2000 1,000,000.00 1,000,000.00 1,000,000.00 6.730 AAA 6.730 356 08/23/2001 Subtotal and Average 59,174,068.11 59,985,000.00 59,329,574.80 59,948,178.58 6.170 612 Local Agency Investment Funds 982 Laif City 13,139,885.88 13,139,885.88 13,139,885.88 6.505 NR 6.505 1 2206 LAIF-Redevelopment Agency 16,780,620.85 16,780,620.85 16,780.620.85 6.505 NR 6.505 1 Subtotal and Average 21,514,055.12 29,920,506.73 29,920,506.73 29,926,506.73 6.505 1 Treasury Securities-Coupon 9128274N9 2896 U.S.Government Treas.Note 05/13/1999 1,000,000.00 977,190.00 995,233.92 5.250 AAA 5.431 1,078 08/15/2003 9128273C4 2897 U.S.Government Treas.Note 05/17/1999 1,000,000.00 996,410.00 1,009,220.48 6.000 AAA 5.464 698 07/31/2002 912827Z39 2783 UNITED STATES TREASURY 03/17/1997 1,000,000.00 1,000,940.00 999,930.13 6.500 AAA 6.507 364 08/31/2001 912827V66 2819 UNITED STATES TREASURY 12/10/1997 1,000.000.00 998,750.00 999,866.83 5.750 AAA 5.837 60 10/31/2000 9128274K5 2875 UNITED STATES TREASURY 02/22/1999 1,000,000.00 981,250.00 1.006,697.61 5.375 AAA 5.106 1,032 06/30/2003 9128273G5 2945 UNITED STATES TREASURY 03/28/2000 1,000,000.00 1,000,940.00 993,314.76 6.250 AAA 6.615 729 08/31/2002 912827501 2950 UNITED STATES TREASURY 05/16/2000 1,000,000.00 992,190.00 987,123.38 5.625 AAA 6.890 394 09/30/2001 Portfolio CITY AP Run Date:09/14/2000-17:10 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 4 Portfolio Details - Investments August 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Subtotal and Average 6,990,952.34 7,000,000.00 6,947,670.00 6,991,387.11 5.975 623 Medium Term Notes 046003JP5 2857 Associated Corp. 11/06/1998 1,000,000.00 975,860.00 1,003,882.85 5.875 AA3 5.640 682 07/15/2002 05943FAE5 2809 Banc One Corp. 10/14/1997 1,000.000.00 1,000,000.00 1,000,000.00 6.250 Aa3 6.060 0 09/01/2000 06651PAAl 2872 Bank United 02/17/1999 1,000,000.00 950.570.00 991,151.97 5.400 Aaa 5.700 1,249 02/02/2004 36962GME1 2841 General Electric Capital Corp 04/06/1998 1,000,000.00 995.040.00 1,000,065.74 5.920 Aaa 5.909 214 04/03/2001 36962GUD4 2912 General Electric Capital Corp 09/17/1999 1,000,000.00 993,660.00 1,000,000.00 6.330 Aaa 6.330 381 09/17/2001 61687YBU0 2808 JP Morgan 10/02/1997 1,000,000.00 999,530.00 999,984.50 6.125 Al 6.145 31 10/02/2000 580135CA7 2851 McDonald's 06/30/1998 1,000,000.00 982,690.00 1,000,787.13 6.000 AA2 5.950 660 06/23/2002 66586GBY2 2939 Northern Trust Co. 02/11/2000 1,000,000.00 1,009,970.00 997,848.89 7.500 AA3 7.559 1,624 02/11/2005 84534ECS5 2827 Southwestern Bell 01/12/1998 1,000,000.00 974,050.00 997,625.95 5.730 AA2 5.858 780 10/21/2002 892332AF4 2858 Toyota Motor Credit 11/09/1998 500,000.00 492,635.00 501,316.73 5.500 AA1 5.222 381 09/17/2001 892332AF4 2860 Toyota Motor Credit 11/25/1998 325,000.00 320,212.75 325,555.45 5.500 AA1 5.318 381 09/17/2001 17306EAC8 2955 Citigroup 06/06/2000 2,000,000.00 2,010,600.00 1,999,488.47 7.450 Aa3 7.466 643 06/06/2002 Subtotal and Average 11,817,764.68 11,825,000.00 11,704,817.75 11,817,707.68 6.294 610 Commercial Paper Disc.-Amortizing Subtotal and Average 1,512,924.72 Federal Agency Disc.-Amortizing 313384G86 2914 Federal Home Loan Bank 10/04/1999 1,000,000.00 996,240.00 996.832.50 5.430 AAA 5.835 21 09/22/2000 313384F95 2946 Federal Home Loan Bank 03/29/2000 2,000,000.00 1,994,960.00 1,995,294.44 6.050 AAA 6.314 14 09/15/2000 313396F81 2947 Federal Home Loan Mort Corp 04/07/2000 2,000,000.00 1,995,200.00 1,995,608.89 6.080 AAA 6.336 13 09/14/2000 313588G41 2913 Fed.Nat'l Mort.Assoc. 09/29/1999 1,000,000.00 996,990.00 997,435.83 5.430 AAA 5.834 17 09/18/2000 313588F26 2931 Fed.Nat'l Mort.Assoc. 12/20/1999 1,500,000.00 1,498,125.00 1,498,328.75 5.730 AAA 6.124 7 09/08/2000 313588G66 2948 Fed.Nat'l Mort.Assoc. 04/20/2000 1,000,000.00 996,610.00 996,780.56 6.100 AAA 6.349 19 09/20/2000 313588E76 2949 Fed.Nat'l Mort.Assoc. 05/09/2000 1,317,000.00 1,316,051.76 1,316,060.54 6.420 AAA 6.650 4 09/05/2000 Subtotal and Average 9,772,062.29 9,817,000.00 9,794,176.76 9,796,341.51 6.241 13 Total Investments and Average 111,848,730.49 119,364,506.73 118,513,746.04 119,291,121.61 6.260 406 Portfolio CITY AP Run Date:09/142000-17:10 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 5 Portfolio Details - Cash August 31, 2000 Average Purchase Stated YTM Days to CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Accrued Interest at Purchase 22,604.67 22,604.67 Subtotal 22,604.67 22,604.67 Total Cash and Investments 111,848,730.49 119,364,506.73 118,536,350.71 119,313,726.28 6.260 406 Portfolio CITY AP Run Date:09/14/2000-1?:10 PM(PRF_PM2)SymRept VS.Otf City of HB Portfolio Management Page 6 ' Investment Activity By Type August 1, 2000 through August 31, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-266 Union Bank 5.913 08/01/2000 238,000.00 0.00 00-266 08/02/2000 0.00 238,000.00 00-267 Union Bank 5.788 08/04/2000 447,000.00 0.00 00-267 08/07/2000 0.00 447,000.00 00-268 Union Bank 5.788 08/07/2000 1,815,000.00 0.00 00-268 08/08/2000 0.00 1,815,000.00 00-269 Union Bank 5.788 08/08/2000 517,000.00 0.00 00-269 08/09/2000 0.00 517,000.00 00-270 Union Bank 5.788 08/09/2000 356,000.00 0.00 00-270 08/10/2000 0.00 356,000.00 00-271 Union Bank 5.788 08/10/2000 735,000.00 0.00 00-271 08/11/2000 0.00 735,000.00 00-273 Union Bank 5.788 08/17/2000 646,000.00 0.00 00-273 08/18/2000 0.00 646,000.00 00-274 Union Bank 5.788 08/18/2000 1,170,000.00 0.00 00-274 08/21/2000 0.00 1,170,000.00 00-275 Union Bank 5.788 08/21/2000 932,000.00 0.00 00-275 08/22/2000 0.00 932,000.00 00-276 Union Bank 5.788 08/22/2000 898,000.00 0.00 00-276 08/23/2000 0.00 898,000.00 00-277 Union Bank 5.850 08/25/2000 6,385,000.00 0.00 00-277 08/28/2000 0.00 6,385,000.00 00-278 Union Bank 5.850 08/28/2000 1,340,000.00 0.00 00-278 08/29/2000 0.00 1,340.000.00 00-279 Union Bank 5.850 08/29/2000 213,000.00 0.00 00-279 08/30/2000 0.00 213,000.00 00-280 Union Bank 5.850 08/30/2000 561,000.00 0.00 00-280 08/31/2000 0.00 561,000.00 00-281 Union Bank 6.038 08/31/2000 817,000.00 0.00 Subtotal 17,070,000.00 16,253,000.00 817,000.00 Federal Agency Issues-Coupon 312902P37 2963 Federal Home Loan Mort Corp 6.900 08/28/2000 1,000,000.00 0.00 31364C4P0 2801 Fed.Nat'l Mort.Assoc. 5.910 08/07/2000 0.00 1,000,000.00 313641311138 2929 Fed.Nat'l Mort.Assoc. 6.360 08/16/2000 0.00 1,270,000.00 31364KTWO 2962 Fed.Nat'l Mort.Assoc. 6.730 08/23/2000 1,000,000.00 0.00 Portfolio CITY AP Run Date:09/14/2000-17:10 PM(PRF PM3)SymRept VS.Otf City of H1B Portfolio Management Page 7 Investment Activity By Type August 1, 2000 through August 31, 2000 Stated Transaction -Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Subtotal 2,000,000.00 2,270,000.00 59,948,178.58 Local Agency Investment Funds (Monthly Summary) 2206 IAIF-Redevelopment Agency 6.505 12,200,000.00 2,250,000.00 Subtotal 12,200,000.00 2,250,000.00 29,920,506.73 Treasury Securities-Coupon Subtotal 6,991,387.11 Medium Term Notes Subtotal 11,817,707.68 Commercial Paper Disc.-Amortizing 61745AHM4 2952 Morgan Stanley Dean Witter 6.610 08/21/2000 0.00 1,000,000.00 61745AHU6 2953 Morgan Stanley Dean Witter 6.610 08/28/2000 0.00 1,000,000.00 Subtotal 0.00 2,000,000.00 0.00 Federal Agency Disc.-Amortizing Subtotal 9,796,341.51 Total 31,270,000.00 22,773,000.00 119,291,121.61 Portfolio CITY AP Run Date:09/14/2000-17:10 PM(PRF_PM3)SymRept V5.01f City of HB Portfolio Management Page 8 Investment Activity Summary August 1999 through August 2000 Yield to Maturity Managed Number Number Month Number of Average 360 365 Pool of Securities of Securities Average Average End Year Securities Balance Equivalent Equivalent Rate Purchased Matured/Sold Term Days to Maturity August 1999 66 94.592,715.08 5.457 5.533 5.225 22 28 767 541 September 1999 65 93,662,219.54 5.570 5.647 5.256 23 24 942 656 October 1999 71 90,979,855.32 5.547 5.624 5.263 25 19 802 562 November 1999 70 89,455,049.36 5.608 5.686 5.484 17 18 780 530 December 1999 78 96,931,805.31 5.716 5.795 5.639 21 13 725 473 January 2000 75 103,954,904.99 5.699 5.778 5.771 18 21 716 450 February 2000 80 102,907,099.91 5.760 5.840 5.824 21 16 735 455 March 2000 82 107,717,260.92 5.819 5.900 5.851 26 24 739 460 April 2000 80 110,948,542.65 5.874 5.956 6.014 16 18 713 427 May 2000 83 114,015,809.26 5.959 6.041 6.190 19 16 685 392 June 2000 81 117,127,425.15 6.058 6.142 6.349 24 26 700 401 July 2000 83 115,676,728.64 6.139 6.225 6.443 23 21 786 456 August 2000 82 111,848,730.49 6.175 6.260 6.505 17 18 723 406 Average 77 103,847,242.09 5.799% 5.879% 5.832 21 20 755 478 Portfolio CITY AP Run Date:09/14/2000-17:10 PM(PRF_PM4)SymRept V5.01f 't• City of HB Portfolio Management Page 9 Distribution of Investments By Type August 1999 through August 2000 August September October November December January February March April May June July August Average Investment Type 1999 1999 1999 1999 1999 2000 2000 2000 2000 2000 2000 2000 2000 by Period Repurchase Agreements 2.5 3.5 2.1 0.2 0.1 0.2 1.7 0.4 0.7 0.9% Certificates of Deposit Commercial Paper-Interest Bearing Federal Agency Issues-Coupon 38.2 45.5 46.9 47.1 45.2 45.0 47.6 48.8 46.3 44.2 46.4 54.4 50.3 46.6% Local Agency Investment Funds 29.9 15.2 20.8 24.6 20.6 26.0 22.9 22.8 26.0 25.2 25.6 18.0 25.1 23.3% Treasury Securities-Coupon 7.4 9.1 7.7 6.4 5.9 4.8 4.7 5.5 5.3 5.9 6.0 6.3 5.9 6.2' Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Term Notes 14.6 19.2 15.1 14.7 13.5 13.4 14.0 11.7 10.4 10.0 10.1 10.7 9.9 12.9% Mortgage Backed Securities Bankers Acceptances-Amortizing 1.1 1.3 1.1 1.1 1.9 1.9 1.9 0.9 0.9 0.8 1.0% Commercial Paper Disc.-Amortizing 3.2 2.5 2.2 2.1 7.8 2.9 1.9 1.8 1.7 1.7 1.8 2.3% Federal Agency Disc.-Amortizing 3.1 3.7 4.2 4.1 5.2 6.1 6.9 8.5 10.8 10.6 10.0 8.8 8.2 6.9% Treasury Discounts-Amortizing Miscellaneous Discounts-Amortizing Portfolio CITY AP Run Date:09/14/2000-17:10 PM(PRF_PM5)SymRept V5.01f State of California Pooled Money Investment Account Market Valuation 8/31/00 Carrying CostPlus a iDesc p on Accrued Interest Purch P Fair ual ae Accrued InteresAt' United States Treasury: Bills $ 2,507,947,482.00 $ 2,562,572,555.65 NA Notes $ 2,976,144,853.75 $ 2,966,416,750.00 $ 40,142,866.00 Federal Agency: Bonds $ 2,480,146,369.08 $ 2,475,372,012.55 $ 32,554,651.10 Floaters $ 100,000,000.00 $ 100,030,000.00 $ 455,122.00 MBS $ 426,805,375.90 $ 410,178,353.86 $ 2,315,957.58 GNMA $ 1,247,391.58 $ 1,376,658.87 $ 12,307.60 SBA $ 313,649,014.70 $ 312,166,373.41 $ 2,889,773.64 FHLMC PC $ 12,159,921.68 $ 12,490,609.37 $ 195,456.23 Discount Notes $ 8,059,081,643.18 $ 8,267,161,422.78 NA Bankers Acceptances $ 36,707,467.51 $ 37,537,083.66 NA Corporate: Bonds $ 694,270,355.45 $ 688,196,228.80 $ 12,666,818.00 Floaters $ 1,769,598,499.27 $ 1,775,174,213.14 $ 15,052,006.07 CDs $ 7,975,076,039.51 $ 7,972,673,441.64 $ 121,483,181.56 Bank Notes $ 1,425,005,191.31 $ 1,424,709,765.85 $ 24,861,653.15 Repurchase Agreements $ - $ - NA Time Deposits $ 3,868,440,000.00 $ 3,868,440,000.00 NA AB 55 & GF Loans $ 2,715,304,205.60 $ 2,715,304,205.60 NA Commercial Paper $ 7,380,341,270.85 $ 7,461,530,328.06 NA Reverse Repurchase $ (1,523,923,750.00) $ 1,523,923,750.00) $ (8,922,431.43) TOTAL $ 41,218,001,331.37 $ 41,527,406,253.24 $ 243,707,361.50 Fair Value Including Accrued Interest $ 41,771,113,614.74 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). J, RCA AOUTING SIAEET INITIATING CITY TREASURER DEPARTMENT: SUBJECT: Investment Summary Report COUNCIL MEETING DATE: October 16, 2000 RAATTACHMENTS STATUS Ordinance (w/exhibits & legislative draft if applicable) Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) (Signed in full by the City Attorney) Not Applicable Subleases, Third Party Agreements, etc. (Approved as to form by City Attorney) Not Applicable Certificates of Insurance (Approved by the City Attorney) Not Applicable Financial Impact Statement (Unbudget, over $5,000) Not Applicable Bonds (If applicable) Not Applicable Staff Report (If applicable) Not Applicable Commission, Board or Committee Report (If applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION FOR MESSING ATTACHMENTS . REVIEWED RETURNED FORWARDED Administrative Staff Uv ( ) ( ) Assistant City Administrator (Initial) ( ) ( ) City Administrator (Initial) City Clerk ( ) .. EXPLANATION FOR RETU:RN OF ITEM. Only)(Below Space For City Clerk's Use Treasurer's Report - Shari L. Freidenrich, CPA, CCMT TREASURER' S At V r _ wh 7 ! cr D z Shari L Freidenrich , CPA, CCMT October 16, 2000 C� A State of California Pooled Money Investment Account Market Valuation 5/31/0 0 j� k G; ► hruM�^ x# E IrG Peru .�!-1{ United States Treasury: Bills $ 1,604,021,273.70 $ 1,627,962,077.60 NA Notes $ 2,123,271,224.02 $ 2,102,898,500.00 $ 18,097,375.75 Federal Agency: Bonds $ 2,330,248,239.47 $ 2,314,326,302.20 $ 32,716,561.34 Floaters $ 100,000,000.00 $ 100,000,000.00 $ 4,508,680.00 MBS $ 435,388,054.06 $ 410,442,526.18 $ 2,361,354.11 GNMA $ 1,315,276.56 $ 1,455,752.06 $ 12,990.18 SBA $ 317,534,485.09 $ 316,688,462.34 $ 2,914,269.91 FHLMC PC $ 12,921,808.13 $ 13,296,871.80 $ 207,712.16 Discount Notes $ 6,572,323,955.01 $ 6,695,486,952.19 NA Bankers Acceptances $ 36,707,467.51 $ 36,869,845.49 NA Corporate: Bonds $ 683,733,399.76 $ 673,524,329.65 $ 8,823,590.65 Floaters $ 1,760,283,020.42 $ 1,769,061,695.84 $ 12,651,116.38 CDs $ 7,648,214,256.66 $ 7,636,615,421.09 $ 116,619,522.50 Bank Notes $ 2,275,007,565.22 $ 2,271,168,496.10 $ 46,691,903.02 Repurchase A reements $ - $ - NA Time Deposits $ 3,424,190,000.00 $ 3,424,190,000.00 NA AB 55 & GF Loans $ 1,519,862,610.69 $ 1,519,862,610.69 NA Commercial Paper $ 11,788,945,116.72 $ 11,881,905,859.72 NA Reverse Repurchase $ 609,402,500.00 $ 609,402,500.00 $ 3,380,698.34) TOTAL $ 42,024,565,253.02 $ 42,186,353,202.95 $ 242,224,377.66 Fair Value Including Accrued Interest $ 42,428,577,580.61 Repurchase Agreements,Time Deposits,AB 55 &General Fund loans,and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). RCA ROUTING SHEET INITIATING CITY TREASURER DEPARTMENT: SUBJECT: Investment Summary Report COUNCIL MEETING DATE: July 17, 2000 RCA ATTACHMENTS STATUS Ordinance (w/exhibits & legislative draft if applicable) Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) (Signed in full by the City Attorney) Not Applicable Subleases, Third Party Agreements, etc. (Approved as to form by City Attome Not Applicable Certificates of Insurance (Approved by the City Attome Not Applicable Financial Impact Statement (Unbudget, over $5,000) Not Applicable Bonds (If applicable) Not Applicable Staff Report (If applicable) Not A plicable Commission, Board or Committee Report (If applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION FOR MISSING ATTACHMENTS REVIEWED RETURNED FORWARDED Administrative Staff Assistant City Administrator Initial City Administrator Initial City Clerk EXPLANATION FOR RETURN OF:ITEM: SpaceOnly) Treasurer's Report - Shari L. Freidenrich, CPA, CCMT TREASURER' S CAo C o O Shari L . Freidenrich , CPA, CCMT July 17, 2000 Treasurer's Report - Shari L. Freidenrich, CPA, CCMT May_2000 Investment Summary Financial Information: I I April May Inc(Dec) _____�_. End of month City Portfolio Balance $115,344,823 $118,812,767 $3,467,944 Average Maturity ( in days) 419 392 -27 End of Month Market Value $113,968,326 $117,363,773 $3,395,447 YTD Average Daily Balance $101 ,143,250 $102,778,698 $1 ,635,448 Comparison to Budget: i Budget Actual Inc(Dec) j Interest Earned for Month $300,000 $575,268 $275,268 Interest Earned Year to Date $21400,000 $3,960,554 $1 ,560,554 Earned Interest Yield Year to Date 5.50% 5.76% 0.26% Summary Y b Individual Investment: Days Int. May % of Total Policy Limit to Mat. ; Rate Repurchase Agreements $1 ,959,000 2% None 1 6.25% Federal Agy Issues - Coupon $52,498,443 44% None 636 1 5.91% Local Agency Inv. Fund (LAIF) $29,950,909 25% $40 Million 1 6.190,/u- Medium Term Notes $11 ,818,851 10% 20% 580 6.01% Treasury Securities $6,988,720 6% None 715 5.97% Banker's Acceptances $996,915 i 1% 25% 19 6.10% Commercial Paper $1 ,968,971 2% 15% 84 6.82% Federal Agy Issues - Amort. $12,630,958 10% None 88 6.17% Total 1 $118.812.767 1 100% 1 4� CITY OF HUNTINGTON BEAC TZpn1_ MEETING DATE: June 5, 2000 DEPARTMENT ID NUMBER: CT 00-06 Council/Agency Meeting Held: Deferred/Continued to: - proved ❑ Conditionally Approved Denied A 's Signature Council Meeting Date: June 5, 26& Department ID Number: CT 00-06 CITY OF HUNTINGTON BEACH C REQUEST FOR COUNCIL ACTION SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS W rra •.rr > 'a SUBMITTED BY: SHARI L. FREIDENRICH, City Treasurer �? PREPARED BY: SHARI L. FREIDENRICH, City Treasur2of i D' SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S APRIL, 2000 INVESTMENT SUMMARY REPORT Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Status, Attachment(s) Statement of Issue: Review and accept the monthly investment report for April, 2000 pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report, by motion of Council, accept the Monthly Investment Report for April, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. Attachment(s): City Clerk's Page Number Monthly Investment Report and Summary of Investments for April, 2000 RCAINVSM06 .2- 5/25/00 11:45 AM 1\ Monthly Investment Report and Summary Of Investments for April 2000 Attachment 1 City of Huntington Beach Summary of Investment Portfolio Activity for April, 2000 Financial Information: Increase March April (Decrease) End of month City Portfolio Balance $111,704,009 $115,344,823 $3,640,814 Accrued Interest at Purchase $11,168 $9,248 ($1,920) Interest Earned for Month $539,405 $555,281 $15,876 Earned Interest Yield Average 5.79% 5.98% 0.19% Average Maturity (in days) 452 419 -33 End of Month Market Value $110,439,623 $113,968,326 $3,528,703 End of month bank cash balance $4,065,495 $4,134,430 $68,936 Comparison to Budget: Increase Budget Actual (Decrease) Interest Earned for Month $300,000 $555,281 $255,281 Interest Earned Year to Date $2,100,000 $3,395,171 $1,295,171 Earned Interest Yield Year to Date 5.50% 5.75% 0.25% Transaction Summary: Increase March April (Decrease) Number of Securities Purchased 26 16 -10 Number of Securities Matured/Sold 24 18 -6 Summary by Individual Investment: Days Int. April % of Total Policy Limit to Mat. Rate Repurchase Agreements $256,000 1% None 0 5.49% Federal Agy Issues - Coupon $52,495,179 45% None 667 5.91% Local Agency Inv. Fund (LAIF) $31,500,909 27% $40 million 1 6.01% Medium Term Notes $11,819,411 10% 20% 611 6.01% Treasury Securities -Coupon $6,004,718 5% None 783 5.82% Banker's Acceptances $991,882 1% 25% 50 6.10% Federal Agy Issues -Amort. $12,276,724 11% None 110 6.04% $115,344,823 100% City of Huntington Beach City of HB 2=Main St Portfolio Management Huntington Beach,CA,9264s Portfolio Summary April 30, 2000 Par Market Book %of Days to YTM YTM Investments Value Value Value Portfolio Term Maturity 360 Equiv. 366 Equiv. Repurchase Agreements 256,000.00 256,000.00 256.000.00 0.22 3 0 SA13 5.488 Federal Agency Issues-Coupon .52,550,000.00 51,446,313.30 62,495,179.47 45.51 1,051 667 5.824 5.905 Local Agency Investment Funds 31,500,909.15 31,500,909.15 31,500,909.15 27.31 1 1 5.932 6.014 Treasury Securities-Coupon 6,000,000.00 5,898,280.00 6,004,718.43 5.21 1,315 783 5.745 5.824 Medium Term Notes 11,825,000.00 11,603,118.25 11,819,410.96 1025 1,242 611 5.927 6.010 Bankers Acceptances-Amortizing 1,000,000.00 1,000,000.00 991,881.94 0.86 176 50 6.017 6.101 Federal Agency Disc.-Amortizing 12,500,000.00 12,263,705.00 12,276,723.62 10.64 237 110 5.961 6.044 Investments 116,631,909.15 113,968,326.70 115,344,823.67 100.00% 701 419 6.876 6.967 Cash and Accrued Interest PassboolYChecking 0.00 0.00 0.00 0 0 0.000 0.000 (not included in yield calculations) Accrued interest at Purchase 9,248.35 9,248.35 Subtotal 9248.35 9,248.35 Total Cash and Investments 115,631,909.16 113,977,674.06 116,364,071.92 701 419 6.876 6.967 Total Earnings April 30 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 555,280.85 3,395,171.27 Current Budget 300,000.00 2,100,000.00 3,600,000.00 Cast Year Actual 396,828.00 2,504,635.00 4,513,758.00 Average Daily Balance 112,948,642.64 101,143,260.14 Effective Rate of Retum 5.98% 5.76% 1 certify that this report accurately reflects all City and Redevelopment Agency pooled investments and is in conformity with all State laws and the Investment policy statement filed with the City Council on Dec.20, 1999. A copy of this policy is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the ned sk month's obligations. Market Values provided by Union Bank via Merrill Lynch and J.J.Kenney pricing services. S-z3-00 SHARI RI H,CITY TREASURER Portfolio CITY AP Run bate;0511 0120 0 0-1 2:12 PM(PRF PM1)SyrnRept V5.01f City of HB Portfolio Management Paget Portfolio Details-Investments April 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment 0 Issuer Balance Date Par Value Market Value Book Value Rate Moody s 366 Maturity Date Repurchase Agreements 00-212 Union Bank 042812000 256,000.00 256,000.00 256,000.00 SA13 5.488 0 05/01/2000 Subtotal and Average 394,666.67 266,000.00 256,000.00 256,000.00 SA88 0 Federal Agency Issues-Coupon 31331RKE4 2813 Federal Farm Credit Bank 1120/1997 1,000,000.00 995,630.00 1,000,057.58 5.910 AAA 5.898 203 11202000 31331HWTO 2892 Federal Farm Credit Bank 05/03/1999 1,000,000.00 965,940.00 999,398.89 5.250 AAA 5.283 730 05/012002 31331R51(7 2895 Federal Farm Credit Bank 0528/1999 1.000,000.00 991,750.00 1,000,000.00 5.260 AAA 5.260 212 11292000 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1,000,000.00 987,500.00 999,194.20 5.875 AAA 5.949 427 07/02/2001 31331HVJ3 2928 Federal Farm Credit Bank 1220/1999 1,000,000.00 999,370.00 999,79620 5.730 AAA 5.963 31 06/012000 31331HO59 2944 Federal Farm Credit Bank 03202000 1,000,000.00 993,440.00 1,000,000.00 6.625 AAA 6.625 507 09202001 3133M2SM0 2820 Federal Home Loan Bank 12/30/1997 1,000,000.00 977,500.00 1,000,000.00 6200 AAA 6.200 973 12/302002 3133M2VH7 2821 Federal Home Loan Bank 01/07/1998 1,000,000.00 977,660.00 1,000,000.00 6215 AAA 6.215 981 01/072003 3133M7NM4 2871 Federal Home Loan Bank 03/05/1999 1,000,000.00 961,250.00 1,000,000.00 5.390 AAA 5.390 857 09/MO02 3133M5089 2874 Federal Home Loan Bank 0222/1999 1,000,000.00 938,440.00 992,436.12 5.125 AAA 5.380 1,232 09/152003 3133M7VS2 2876 Federal Home Loan Bank 03/15/1999 1,000,000.00 979,060.00 1,000,000.W 5.330 AAA 5.330 501 09/142001 3133M5BC3 2881 Federal Home Loan Bank 03/31/1999 1,000,000.00 981,560.00 1.002,727.64 5.500 AAA 5261 469 08/132001 3133M5J92 2882 Federal Home Loan Bank 03/31/1999 1,000,000.00 951,410.00 1,002,294.81 5.630 AAA 5.546 1,219 09/022003 3133M4RE5 2883 Federal Home Loan Bank 03/31/1999 1,105,000.00 1,057,352.40 1,109.362.13 5.690 AAA 5.540 1.144 06/192003 3133MBLR3 2889 Federal Home Loan Bank 05/10/1999 1,000,000.00 941,720.00 1,000,000.00 5.625 AAA 5.625 1,470 05/102004 3133MBUR3 2898 Federal Home Loan Bank 06/07/1999 1,000,000.00 952,340.00 1,000,000.00 6.000 AAA 6.000 1,498 06/072004 3133W2U5 2903 Federal Home Loan Bank 0628/1999 1,000,000.00 977,660.00 1,000,000.00 6.025 AAA 6.025 788 06/282002 3133M9CK6 2906 Federal Home Loan Bank 07/19/1999 1,000,000.00 980,040.00 1,000,000.00 6250 AAA 6250 809 07/192002 3133WZR6 2920 Federal Home Loan Bank 10/04/1999 2,000,000.00 1,996.260.00 1,999,83224 5.750 AAA 5.770 150 09282000 3133WF49 2940 Federal Home Loan Bank 02242000 11000.000.00 985,780.00 98%M28 5.876 AAA 6.755 471 08/152001 3133MAWSS 2941 Federal Home Loan Bank 02282000 1,000,000.00 997.940.00 1,000,000.00 7.350 AAA 7.3N 1,033 02282003 3133MAWZS 2942 Federal Home Loan Bank 03/072000 1,000.000.00 993.120.00 1,000,000.00 7.440 AAA 7.440 1.771 03/072005 3133MB2T3 2943 Federal Home Loan Bank 03242000 1,000,000.00 990,780.00 1,000,000.00 7220 AAA 7.220 1,057 03242003 3134A30R0 2894 Federal Home Loan Mod Corp 05/13/1999 1,000,000.00 987,500.00 1,000,000.00 5.480 AAA 5.480 379 05/152001 31364C4137 28W Fed.Narl Mort.Assoc. 08/12/1997 1,000,000.00 978,910.00 996.736.96 6.150 AAA 6.320 826 08/05/2002 31364C4P0 2801 Fed.Nall Mort.Assoc. 08/12/1997 1,000,000.00 998,280.00 999,253.49 5210 AAA 6.221 98 08/072000 31364FLJB 2818 Fed.Narl Mort.Assoc. 1226/1997 1,000,000.00 972,030.00 1.000,000.00 6.150 AAA 6.150 969 12262002 31364FNB3 2825 Fed.Narl Mort.Assoc. 01/14/1998 1,000,000.00 961,870.00 1,000,000.00 6.010 AAA 6.010 988 01/142003 31364FN83 2826 Fed.Narl Mort.Assoc. 01/14/1998 1,000,000.00 961,870.00 1,000.000.00 6.010 AAA 6.010 9W 01/142003 31364FG39 2846 Fed.Nafl Mort.Assoc. 05/21/1998 1,000,000.00 964.220.00 1,000.000.00 6.030 AAA 6.030 1,109 05/152003 31364FX55 2853 Fed.Nat'I Mort.Assoc. 0721/1998 1,000,000.00 961,250.00 999,695.87 6.010 AAA 6.083 1,165 07/102003 31364GDY2 2856 Fed.Narl Mort.Assoc. 1029/1998 1,000,000.00 973,590.00 999,844.33 5.000 AAA 5.011 546 1029/2001 Portfolio CITY AP Run late:05/10f M-12:12 PM(PRF_PM2)SymRept V5.01f City of HB Portfolio Management Page 3 Portfolio Details-Investments April 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Federal Agency Issues-Coupon 31364GGH6 2859 Fed.Nara Mort.Assoc. 11/13/1998 1,000,000.00 939,530.00 999,116.67 5270 AAA .5299 1.291 11/132003 31364GP69 2866 Fed.Nall Mort.Assoc. 01/13/1999 1,000,000.00 982,660.00 1,000,000.00 5260 AAA 5260 438 07/132001 31364GEM7 2884 Fed.Nat'l Mort.Assoc. 03G111999 1,000,000.00 933,840.00 980,424.49 5.120 AAA 5.758 1,281 11/03/2003 31364GZAO 2885 Fed.Narl Mort.Assoc. 0420/1999 1,000,000.00 953,440.00 1,000,000.00 5.910 AAA 5.909 1,418 03/192004 31364GNM 2890 Fed.Nat'l Mort.Assoc. 05/05/1999 1,000,000.00 946,400.00 1,000,000.00 5.780 AAA 5.780 1,465 05/05/2004 31364F2M2 2893 Fed.Nat'I Mort.Assoc. 05/07/1999 2,000,000.00 1,995,620.00 2.001,705.58 5.560 AAA 5.166 84 07242000 31364GQ93 2905 Fed.Nat'l Mort.Assoc. 06/11/1999 1,000,000.00 956,090.00 988,215.09 6.000 AAA 6.343 1,477 05/172004 31364FATS 2915 Fed.Nall Mort.Assoc. 10/04/1999 1,000,000.00 998,120.00 1,001,43123 6.140 AAA 5.744 140 09/182000 31364G7d2 2919 Fed.Narl Mort.Assoc. 10/04/1999 1,000,000.00 996,560.00 999,873.38 5.730 AAA 5.761 144 09222000 31364KAG5 2921 Fed.Nat'l Mort.Assoc. 10/04/1999 3,000,000.00 2,989,470.00 2,999,493.85 5.760 AAA 5.801 154 10/022000 31364KAG5 2922 Fed.Nat'I Mort.Assoc. 10/04/1999 1,000.000.00 9%.490.00 999.875.57 5.760 AAA 5.790 154 10/02/2000 31364GAE9 2923 Fed.Nall Mort.Assoc. 10/05/1999 1,000,000.00 994,060.00 997,042.86 5.100 AAA 5.869 147 09252000 31364FAT8 2926 Fed.Nat'l Mort.Assoc. 1126/1999 1,175,DDO.00 1,172.791.00 1,175,689.11 6.140 AAA 5.966 140 09/1&2000 313645HPS 2929 Fed.Nat'I Mort.Assoc. 1220/1999 1,270,000.00 1,269,199.90 1,271,059.45 6.360 AAA 6.048 107 08/162000 31364GAE9 2938 Fed.Nall Mort.Assoc. 02/032000 2,000,000.00 1,988,120.00 1,991,27155 5.100 AAA 6.217 147 09252000 Subtotal and Average 63,393,680.17 52,550,000.00 61,446,313.30 52,495,179A7 6.906 667 Local Agency Investment Funds 982 Leif City 111,959,768.20 10,959,76820 10,959,76820 6.014 NR 6.014 1 2206 lA1F-Redevelopment Agency 20,541,140.95 20,541,140.95 20,541,140.95 6.014 NR 6.014 1 Subtotal and Average 27,271,227.61 31,500,909.16 31,600,909.15 31,600,909.16 6.014 1 Treasury Securities-Coupon 9128274N9 2896 US.Government Treas.Note 05/13/1999 1,000,000.00 960,780.00 994,690.11 5250 AAA 6.431 1,201 08/152003 9128273C4 2897 U.S.Government Treas.Note OW17/1999 1,000,000.00 986,250.00 1,010.845.30 6.000 AAA 6.464 821 07/31/2002 912827Z39 2783 UNITED STATES TREASURY 03/1711997 1,000,000.00 997,810.00 999,906.52 6.500 AAA 6.507 487 06/312001 912827V66 2819 UNITED STATES TREASURY 12/10/1997 1,000,000.00 997,190.00 999,593.84 5.750 AAA 5.837 183 10/312000 9128274KS 2875 UNITED STATES TREASURY 0222/1999 1,000,000.00 965,470.00 1,007,495.87 5.375 AAA 5.106 1,155 06130/2003 9128273G5 2945 UNITED STATES TREASURY 0328/2000 1,000,000.00 990,780.00 992,186.79 6250 AAA 6.615 852 08/312002 Subtotal and Average 6,004,772.04 6,000,000.00 6,898,280.00 6,004,718A3 5.824 783 Medium Term Notes 046003EL9 2830 Associated Corp. 0129/1998 1,000,000.00 998,950.00 1,000,211.78 6.000 AA3 5.808 45 061152000 046003JP5 2857 Associated Corp. 11/06/1998 1,000,000.00 965,910.00 1,004,574.16 5.875 AA3 5.640 805 07/152002 05943FAE5 28M Banc One Corp. 10/14/1997 1.000,000.00 998,130.00 1,000,567.02 6250 AA- 6.060 123 09MI2000 06651PAAl 2872 Bank United 02/17/1999 1,000.000.00 929,390.00 990,289.45 5.400 Aae 5.700 1,372 021022004 Portfolio CITY AP Run Data:OSI102=-12:12 PM(PRF PM2)SymRept V5.01f City of HB Portfolio Management Page Portfolio Details-Investments April 30, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment 0 Issuer Balance Date Par Value. Market Value Book Value Rate Moody's 365 Maturity Date Medium Term Notes 36962GME1 2841 General Electric Capital Corp 04/06/1998 1,000,000.00 990,100.00 1,000,102.95 5.920 Aaa 5.909 337 04/032001 36962GUD4 2912 General Electric Capital Corp 09/17/1999 1,000,000.00 989,250.00 1.000,000.00 6.330 Aaa 6.330 504 091172001 61687YBUO 2808 JP Morgan 10/02/1997 1,000,000.00 996,560.00 999,924.50 6.125 AA 6.145 154 10/02/2000 580135CA7 2851 McDonald's 06/30/1998 1,000,000.00 970,880.00 1,000,932.00 6.000 AA2 5.950 783 06232002 66586GBY2 2939 Northern Trust Co. 02/112000 1,000,000.00 995,030.00 997,687.56 7.500 AA3 7.559 1,747 02/112005 94534ECSS 2827 Southwestern Bell 01/12/1998 1,000.000.00 960.350.00 997.255.96 5.730 AA3 5.858 903 10212002 892332AF4 2858 Toyota Motor Credit 11/09/1998 500,000.00 490,205.00 501,736.96 5.500 AA1 5.222 504 09/172001 892332AF4 2860 Toyota Motor Credit 1126/1998 325,000.00 318.633.25 325,732.73 5.500 AA1 5.318 504 09/172001 172967AD3 2838 Chigroup 0327/1998 1,000,000.00 999,730.00 1,000,395.89 6.125 Aa3 5.770 45 06/162000 Subtotal and Average 12,619,913.94 11,825,000.00 11,603,118.26 11,819,410.96 6.010 611 Bankers Acceptances,Amortizing JADV292 2933 Key Bank 1227/1999 1,000,000.00 1,000,000.00 991,881.94 5.845 A!Pt 6.101 50 06/202000 Subtotal and Average 989,627.71 1,000,000.00 1,000,000.00 991,881.94 6.101 50 Commercial Paper Disc.-Amortizing Subtotal and Average 1,032,062.50 Federal Agency Disc.-Amortizing 313384WZB 2902 Federal Home Loan Bank 0528/1999 1,000.000.00 997,230.00 997,667.22 4.940 AAA 5.289 17 OS/182000 313384GBS 2914 Federal Home Loan Bank 10/04/1999 1,000,000.00 975.480.00 978.280.00 5.430 AAA 5.835 144 09222000 313384F95 2946 Federal Home Loan Bank 03292000 2,000,000.00 1,953,340.00 1,953,952.78 6.050 AAA 6.314 137 09/15/2000 313396YL1 2908 Federal Home Loan Mort Corp 06r30/1999 1,000,000.00 991,360.00 692,387.78 5270 AAA 5.658 52 0622/2000 313396F81 2947 Federal Home Loan Mort Corp 04/07/20W 2,000,000.00 1,952,200.00 1,954,06223 6.080 AAA 6.336 136 09/142000 313588G41 2913 Fed.Narl Mort.Assoc. 0929/1999 1,000,000.00 976,120.00 978,883.33 5.430 AAA 5.834 140 09/182000 31358BF26 2931 Fed.Narl Mort.Assoc. 1220/1999 1,500,000.00 1,466,955.00 1,468,962.50 5.730 AAA 6.124 130 09/08/2000 313588ZOI 2936 Fed.Narl Mort.Assoc. 01262000 1,000,000.00 986,220.00 987,133.33 5.790 AAA 6.041 80 07/202000 313588YZ2 2937 Fed.Nan Mort.Assoc. 02/012000 1,000,000.00 989,060.00 989,455.56 5.840 AAA 6.074 65 07/05/2000 31358SG66 2948 Fed.Narl Mort.Assoc. 04202000 1,000,000.00 975,740.00 975,938.89 6.100 AAA 6.349 142 09202000 Subtotal and Average 11.242,6n02 I2,600,000.00 t2,263JO6.00 12,276,723.62 6.044 110 Total Investments and Average 112,948,642.65 116,631,909.16 113,968,326.70 115,344,823.67 6.967 419 Portfolio CITY AP Run Date:05MOR000-1Y12 PM(PRF PM2)SymRept V5.01f City of HB Portfolio Management Page 6 Portfolio Details-Cash April 30, 2000 Average Purchase Stated YTM Days to CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Accrued Interest at Purchase 9,248.35 9,248.35 Subtotal 9,248.35 9,248.35 Total Cash and Investments 112,948,642.64 116,631,909.15 113,977,674.06 116,364,071.92 6.957 419 Portfolio CITY AP Run Date:05/10/2000-12:12 PM(PRF PM2)SyrnRept V5.01f City of HB Portfolio Management Investment Activity BY Type e Page s April 1, 2000 through April 30, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-198 Union Bank 5.725 04/032000 0.00 147,000.00 00-199 Union Bank 5.600 04/032000 932,000.00 0.00 00-199 04/042000 0.00 932,000.00 00.200 Union Bank 5.350 04/042000 755,000.00 0.00 00-200 04/05/2000 0.00 755,000.00 00-201 Union Bank 5.350 04MWO00 782,000.00 0.00 00-201 04/06/20M 0.00 782,000.00 00-202 Union Bank 5.413 04/062000 416,000.00 0.00 00-202 04/072000 0.00 416,000.00 00-203 Union Bank 5.350 04/102000 1,452,000.00 0.00 00-203 04/11/2000 0.00 1,452,000.00 00-204 Union Bank 5.350 04/112000 506,000.00 0.00 00-204 04/122000 0.00 506,000.00 OD•205 Union Bank 5.288 04/122000 290,000.00 0.00 00-205 04/132000 0.00 290,000.00 00-206 Union Bank 5.288 04/13/2000 1,714,000.00 0.00 00-206 04/142060 0.00 1,714,000.00 00-207 Union Bank 5.538 04/172000 1,138,000.00 0.00 00-207 04/18/2000 0.00 1.138,000.00 00.208 Union Bank 5.288 04/182000 912,000.00 0.00 00-208 04/192000 0.00 912,000.00 00-209 Union Bank 5288 04202000 1,311,000.00 0.00 00-209 04212000 0.00 1,311,000.00 00-210 Union Bank 5288 04252000 450,000.00 0.00 00-210 04262000 0.00 450,000.00 00.211 Union Bank 5288 04262000 117,000.00 0.00 00.211 04272000 0.00 117,000.00 00.212 Union Bank 5.413 04282000 256,000.00 0.00 Subtotal 11,031,000.00 10,922,000.00 266,000.00 Federal Agency Issues-Coupon 3134AXT1 28W Federal Home Loan Mort Corp 4.980 04282000 0.00 1,000,000.00 Subtotal 0.00 1,000,000.00 62,496,179A7 Local Agency Investment Funds (Monthly Summary) 982 Laif City 6.014 155,607.40 0.00 Portfolio CITY AP Run Date:Q5/102000-12:12 PM(PRF PM3)SymRept V5.01f City of HB Portfolio Management Investment Activity BY Type e Page 7 April 1, 2000 through April 30, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Local Agency Investment Funds (Monthly Summary) 2206 IAIF-Redevelopment Agency 6.014 10,599,811.54 6,200,000.00 Subtotal 10,745,418.94 6,200,000.00 31,500,909.15 Treasury Securities-Coupon Subtotal 6,004,718A3 Medium Term Notes 36962FU61 2924 General Electric Capital Corp 7.020 04252000 0.00 1,000,000.00 Subtotal 0.00 1,000,000.00 11,819,410.96 Bankers Acceptances-Amortizing Subtotal 991,881.94 Commercial Paper Disc.-Amortizing 0460AODD3 2934 Associated Corp. 5.820 04/13/2000 0.00 1,000,000.00 61745ADLO 2935 Morgan Stanley Dean Witter 5.780 0420/2000 0.00 1,000,000.00 Subtotal 0.00 2,000,000.00 0.00 Federal Agency Disc.-Amortizing 313396FSI 2947 Federal Home Loan Mort Corp 6.080 04/072000 1,945,955.56 0.00 313588G66 2948 Fed.Narl Mort.Assoc. 6.100 04202000 974,075.00 0.00 Subtotal 2,920,030.66 0.00 12,276,723.62 Total 24,696,449.60 21,122,000.00 116,344,823.67 Portfolio CITY AP Run late:0511 020 0 0.1212 PM(PRF PM3)SymRept V5.01f City of HB Portfolio Management Page Investment Activity Summary April 1999 through April 2000 Yield to Maturity Managed Number Number Month Number of Average 360 366 Pool of Securities of Securities Average Average End Year Securities Balance Equivalent Equivalent Rate Purchased Matured/Sold Term Days to Maturity April 1999 60 89,880,077.24 5.407 5.482 5.119 24 21 710 491 May 1999 69 96,661,487.19 5.383 5.457 5.086 31 21 736 533 June 1999 73 98,970,832.49 5.409 5.484 5.095 30 26 741 540 July 1999 72 99,349,486.96 5.445 5.520 5.178 19 20 792 575 August 1999 66 94,592,715.08 5.457 5.533 5.225 22 28 767 541 September 1999 65 93,662,219.54 5.570 5.647 5.256 23 24 942 656 October 1999 71 90,979,855.32 5.547 5.624 5.263 25 19 802 562 November 1999 70 89,455,049.36 5.608 5.686 5.484 17 18 780 530 December 1999 78 96,931,805.31 5.716 5.795 5.639 21 13 725 473 January 2000 75 103,954,904.99 5.699 5.778 5.771 18 21 716 450 February 2000 80 104,217,444.74 5.760 5.840 5.824 21 16 721 447 March 2000 82 109,717,260.92 5.818 5.899 5.851 26 24 726 452 April 2000 80 112,948,542.65 5.875 5.957 6.014 16 18 701 419 Average 72 98,564,697.28 6.692% 6.669% 6A47 23 21 758 513 Portfolio CITY AP Run late:05M 2000-1212 PM(PRF PMQ SymRgA V5.01f City of HB Portfolio Management Page 9 Distribution of Investments By Type April 1999 through April 2000 April May June July August September October November December January February March April Average Investment Type 1999 1999 1999 1999 1999 1999 1999 1999 1999 2000 2000 2000 2000 by Period Repurchase Agreements 4.4 2.1 1.0 1.1 2.5 3.5 2.1 0.2 0.1 0.2 1.3% Certificates of Deposit Commercial paper-Interest Bearing Federal Agency Issues-Coupon 34.3 37.5 37.4 39.3 38.2 45.5 46.9 47.1 45.2 45.0 46.7 47.9 45.5 42.8% Local Agency Investment Funds 31.6 29.4 28.6 24.9 29.9 15.2 20.8 24.6 20.6 26.0 24.4 24A 27.3 25.7 Treasury Securities-Coupon 5.4 7.1 6.9 7.4 7.4 9.1 7.7 6.4 5.9 4.8 4.6 5.4 5.2 6.4. Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Terre Notes 14.8 14.0 13.6 14.7 14.6 19.2 15.1 14.7 13.5 13.4 13.7 11.5 10.3 14.1% Mortgage Backed Securities Bankers Acceptances Amortizing 1.0 1.1 1.1 1.3 1.1 1.1 1.9 1.9 1.9 0.9 0.9 1.1% Commercial paper Disc.-Amortizing 9.5 9.0 8.8 8.5 3.2 2.5 2.2 2.1 7.8 2.9 1.8 1.8 4.6% Federal Agency Disc.-Amortizing 1.0 2.8 3.1 3.1 3.7 4.2 4.1 5.2 6.1 6.8 8.3 10.6 4.5% Treasury Discounts-Amortizing Miscellaneous Discounts,Amortizing Portfolio CITY AP Run Date:05J1WOOD-12:12 PM F (PR_ Rept V5.01f State of California Pooled Money Investment Account Market Valuation 4/30/00 United States Treasury: Bills $ 1,648,331,944.53 $ 1,674,793,400.02 NA Notes $ 2,401,020,959.00 $ 2,382,583,250.00 $ 32,847,960.00 Federal Agency: Bonds $ 2,546,141,483.02 $ 2,531,.104,852.60 $ 43,958,251.46 Floaters $ 100,000,000.00 $ . 100,000,000.00 $ 1,385,417.00 MBS $ 439,061,643.91 $ 415,660,804.49 $ 2,381,734.74 GNMA $ 1,336,079.67 $ . 1,481,694.60 $ 13,195.86 SBA $ 308,505,369.95 $ 307,545,667.76 $ 2,816,831.43 FHLMC PC $ 13,158,724.69 $ 13,564,714.91 $ 211,520.91 Discount Notes $ 6,627,495,682.09 $ 6,731,792,731.74 NA Bankers Acceptances $ 36,707,467.51 $ 36,687,941.31 NA Corporate: Bonds $ 752,099,241.78 $ 740,803,191.20 $ 11,134,147.24 Floaters $ 1;642,583,139.97 $ 1,647,293,228.00 $ 11,121,596.84 CDs $ 7,483,858,190.13 $ 7,473,765,784.70 $ 125,507,227.21 Bank Notes $ 2,400,005,904.06 $ 2,396,933,192.85 $ 49,333,616.68 Repurchase Agreements $ - $ - NA Time Deposits $ 3,281,990,000.00 $ 3,281,990,000.00 NA AB 55 & GF Loans $ 1,787,200,423.56 $ 1,787,200,423.56 NA Commercial Paper $ 11,411,971,930.83 $ 11,475,187,774.72 NA Reverse Repurchase $ 862,799,066.00 $ 862,799,066.00 $ 3,395,801,52 TOTAL $ 42,018,669,118.70 $ 42,135,589,586.46 $ 277,315,697.85 Fair Value Including Accrued Interest $ 42,412,905,284.31 Repurchase Agreements,Time Deposits,AB 55 &General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). RCA ROUTING SHEET INITIATING CITY TREASURER DEPARTMENT: SUBJECT: Investment Summary Report COUNCIL MEETING DATE: _June 5, 2000 RCA ATTACHMENTS STATUS Ordinance (w/exhibits & legislative draft if applicable) Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) (Signed in full by the City Attome Not Applicable Subleases, Third Party Agreements, etc. (Approved as to form by City Attome Not Applicable Certificates of Insurance (Approved by the City Attome Not Applicable Financial Impact Statement (Unbudget, over$5,000) Not Applicable Bonds (If applicable) Not Applicable Staff Report (If applicable) Not Applicable Commission, Board or Committee Report (If applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION.FOR MISSING ATTACHMENTS REVIEWED RETURNED 1-FORWARDED' Administrative Staff a� i Assistant City Administrator Initial -City Administrator Initial City Clerk EXPLANATION FOR RETURN OF ITEM: Only)(Below Space For City Clerk's Use Treasurer's Report - Shari L. Freidenrich, CPA, CCMT TREASURER' S REPORT imp; 111,41iii! F, 2 o G o - { = C-) l Shari L . Freidenrich , CPA, CCMT June 5, 2000 w Treasurer's Report - Shari L. Freidenrich, CPA, CCMT April 2000 Investment Summary i Financial Information: March April Inc(Dec) End of month tY Ci Portfolio Balance _ $111 ,704,009 1 $115,344,823 $3,6401814 1 _ --- —ti Average Maturity ( in days) 452 i 419 -33 i End of Month Market Value $110,439,623 $113,968,326 $3,5281703 } _ YTD Avera9 a Dail Balance i $99,207,956 $101 ,143,250 $1 ,935,294 Y Comparison to Budget: _ Budget Actual ; Inc(Dec) i --- Interest Earned for Month ! $300,000 $555,281 $255,281 Interest Earned Year to Date $2,100,000 $3,395,171 $1 ,295,171 1 Earned Interest Yield Year to Date _ _ 5.50% 5.75%i _ 0.25%i ........ ____x. _ l I -Summaryb Individual Investment: Days Int. _4 Y y ---d _ April I % of Total Policy Limit to Mat. Rate I Repurchase Agreements $256,000 1% None 1 15.49% Federal Agy Issues - Coupon $52,495,179 45% None 667 _ 5.91% Local Agency Inv. Fund (LAIF) $31 ,500,909 ; 27% $40 Million 7 1 6.01 0/0- o o � —o_ Medium Term Notes I $11 ,819,411 10 /0 20 /0 611 1 6.01 /o� Treasury Securities $6,004,718 _ 5% None_ _ 783 5.82% Banker's Acceptances $991 ,882 1% 25% _ T!'- - 50� 6.10% Federal Agy Issues - Amort. $12,276,724 11% i None 110 6.041% 11 Total _ 1 $115,344,823 j 100% 1 I � &CITY OF HUNTINGTON BEACH MEETING DATE: May 1, 2000 DEPARTMENT ID NUMBER: CT 00-05 Council/Agency Meeting Held: Deferred/Continued to: App oved ❑ Conditionally Approved ❑ Denied Dom- Cle 's ignature 10 C Council Meeting Date: May 1, 2000 Department ID Number: CT 00-05 CITY OF HUNTINGTON BEACH REQUEST FOR COUNCIL ACTION SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS SUBMITTED BY: SHARI L. FREIDENRICH, City Treasu PREPARED BY: SHARI L. FREIDENRICH, City Treasurer SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S MARCH, 2000 INVESTMENT SUMMARY REPORT Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Status, Attachment(s) Statement of Issue: Review and accept the monthly investment report for March, 2000 pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report, by motion of Council, accept the Monthly Investment Report for March, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. Attachment(s): City Clerk's Page Number 1 Monthly Investment Report and Summary of Investments for March, 2000 RCAINVSM04 -2- 4/19/00 10:52 AM i 1 Monthly Investment Report and Summary Of Investments for. March 2000 Attachment 1 City of Huntington Beach Summary of Investment Portfolio Activity for March, 2000 Financial Information: Increase February March (Decrease) End of month City Portfolio Balance $108,167,203 $111,704,009 $3,536,806 Accrued Interest at Purchase $69,544 $11,168 ($58,376) Interest Earned for Month $495,267 $539,405 $44,138 Earned Interest Yield Average 5.98% 5.79% -0.19% Average Maturity ( in days) 447 452 5 End of Month Market Value $106,856,550 $110,439.,623 $3,583,073 End of month bank cash balance $3,308,963 $4,065,495 $756,532 Comparison to Budget: Increase Budget Actual (Decrease) Interest Earned for Month $300,000 $539,405 $239,405 Interest Earned Year to Date $1,800,000 $2,857,941 $1,057,941 Earned Interest Yield Year to Date 5.50% 5.75% 0.25% Transaction Summary: Increase February March (Decrease) Number of Securities Purchased 21 26 5 Number of Securities Matured/Sold 16 24 8 Summary by Individual Investment: Days Int. March % of Total Policy Limit to Mat. Rate Repurchase Agreements $147,000 1% None 1 5.81% Federal Agy Issues -Coupon $53,491,865 48% None 684 5.89% Local Agency Inv. Fund (LAIF) $26,955,490 24% $40 million 1 5.85% Medium Term Notes $12,820,577 11% 20% 593 6.02% Treasury Securities - Coupon $6,004,829 5% None 813 5.82% Commercial Paper- Disc. $1,995,009 2% 15% 15 5.96% Bankers Acceptances $987,011 1% 25% 80 6.10% Federal Agy Issues -Amort. $9,302,227 8% None 131 5.95% $111,704,009 100% 0 , �A City of Huntington Beach City of H B 2=Main St Portfolio Management Huntington Beach,CA,92648 Portfolio Summary March 31, 2000 Investments Par Market Book %of Days to YTM YTM Value Value Value Portfolio Term Maturity 360 Equly. 366 Equiv. Repurchase Agreements 147,000.00 147,000.00 147,000.00 0.13 3 2 5.725 5.805 Federal Agency Issues-Coupon 53,550,000.00 52,499,418.70 63,491,865.35 47.89 1.038 654 5AW 5.889 Local Agency Investment Furls 26,955,490.21 26,955,49021 26,955,49021 24.13 1 1 5.771 5.851 Treasury Securities-Coupon 6,000,000.00 5,915,470.00 6,004,829.33 5.38 1,315 813 5.745 5.824 Medium Term Notes 12,825,000.00 12,629,228.75 12,820,576.90 11.48 1,160 593 5.933 6.016_ Bankers Acceptances-Amortizing 1,000,000.00 1,000,0DD.00 987,011.11 0.88 176 80 6.017 6.101 Commercial Paper Disc.-Amortaing 2,000,000.00 1,995,480.00 1,995,009.45 1.79 83 15 6.879 6.961 Federal Agency Disc.-Amortizing 9,500,000.00 9,297,535.00 9,302,226.66 8.33 262 131 5.80 5.950 Investments 111,977,490.21 110,439,622.66 111,704,009.01 100.00% 726 452 5.818 6.899 Cash and Accrued Interest Passbook/Checking 0.00 0.00 0.00 0 0 0.000 0.000 (not included in yield calculations) Accrued Interest at Purchase 11,168.35 11,168.35 Subtotal 11,168.35 11,168.35 Total Cash and Investments 111,977,490.21 110,450,791.01 111,716,177.36 726 452 6.818 5.899 Total Eamings March 31 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 539,404.58 2,857,940.95 Current Budget 300,000.00 1,800,000.00 3,600,000.00 Last Year Actual 368,775.00 2,107,807.00 4,513,758.00 Average Daily Balance 109,717,260.92 99,207,956.29 Effective Rate of Retum 5.79% 5.76% 1 certify that this report accurately reflects all City and Redevelopment Agency pooled investments and Is in conformity with all State laws and the investment policy statement filed with the City Council on Dec.20, 1999. A copy of this policy is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the next six month's obligations. Market Values provkled by Union Bank via Merrill Lynch and J.J,Kenney pricing services. -00 SAAWL.FR E RICO,CITY TREASURER Portfolio CITY AP Run Date:04112rAW-09:58 PM(PRF PM1)SyrnRept V5.01f City of HB Portfolio Management Page 2 Portfolio Details-Investments March 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment# Issuer Balance Date Par Value-- Market Value Book Value Rate Moodys a66 Maturity Date Repurchase Agreements 00-198 Union Bank 03/31/2000 147,000.00. 147.000.00 147,000.00 5.725 5.805 2 04/032000 Subtotal and Average 699,268.06 147,000.00 147,000.00 147,000.00 6.805 2 Federal Agency Issues-Coupon 31331RKE4 2813 Federal Farm Credit Bank 11/20/1997 1,000,000.00 995,040.00 1,000,066.26 5210 AAA 5.898 233 11/20llM 31331HWT0 2892 Federal Farm Credit Bank 05/03/1999 1,000,000.00 967,030.00 999,373.84 5250 AAA 5283 760 05/012002 31331R5K7 2895 Federal Form Credit Bank 05/28/1999 1.000,000.00 990,710.00 1,000,000.00 5260 AAA 5260 242 1129/2000 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1,000,000.00 988,440.00 999,136.78 5.875 AAA 5.949 457 07/02/2001 31331HVJ3 2928 Federal Farm Credit Bank 1220/1999 1,000.000.00 998,750.00 999,592.39 5.730 AAA 5.963 61 06/0120W 31331HO59 2944 Federal Farm Credit Bank 032020W 1,000,000.00 995,470.00 1,000,000.00 6.625 AAA 6.625 537 09202001 3133&USW 2820 Federal Home Loan Bank 12/30/1997 1,000,000.00 979,370.00 1,000,000.00 6200 AAA 62W 1;003 12/=002 3133AOMW7 2821 Federal Home Doan Bank 01/07/1998 1,000,000.00 979,690.00 1,000,000.00 6215 AAA 6215 1,011 01/072003 3133M7NM4 2871 Federal Hoare Loan Bank 03/W1999 1,000.000.00 963,440.00 1,000,000.00 5.390 AAA 5.390 887 09/05/2002 3133MSQB9 2874 Federal Home Loan Bank 0222/1999 1,000,000.W 941AM.00 992,24921 5.125 AAA 5.3M 1,262 09/152003 3133M7VS2 2876 Federal Home Loan Bank 03/15/1999 1;000,000.00 978,440.00 1,000,000.00 5.330 AAA 5.330 531 09/142001 3133M6BC3 2881 Federal Home Loan Bank 03/31/1999 1,000.000.00 982,660.00 1,002,904.65 5.500 AAA 5261 499 08/132001 3133MSJ92 2882 Federal Home Loan Bank 03/31/1999 1,000.000.00 966,720.00 1,002.352.13 5.630 AAA 5.546 1,249 09/02/2003 3133M4RE5 2883 Federal Home Loan Bank 03/31/1999 1,105,000.00 1,060,im.00 1,109,478.14 5.690 AAA 5.540 1,174 06/192003 3133MBLR3 2889 Federal Home Loan Bank 05/10/1999 1,000,000.00 945,620.00 1,000,000.00 5.625 AAA 5.625 1,500 05/102004 3133MBUR3 2898 Federal Home Loan Bank 06/07/1999 1,000,000.00 956,250.00 1,000,000.00 6.000 AAA 6.000 1,528 06/072004 3133M92US 2903 Federal Home Loan Bank 06/28/1999 1,000,000.00 978,590.W 1,000,000.00 6.025 AAA 6.025 818 06282002 3133M9CK6 2906 Federal Home Loan Bank 07/19/1999 1,000,W0.00 982.030.00 1,000,000.W 6250 AAA 6250 839 07/192002 3133M9ZR6 2920 Federal Home Loan Bank 10/04/1999 2,000,000.W 1,996,260.00 1,999,798.00 5.750 AAA 5.770 180 09282000 3133M9F49 2940 Federal Home Loan Bank 02242000 1,000,000.W 987.030.00 988,661.72 5.875 AAA 6.755 501 08/152001 3133MAW88 2941 Federal Home Loan Bank 02282000 1,000,000.00 1,002,050.W 1,000,000.00 7.350 AAA 7.350 1,063 02282003 3133MAWZ8 2942 Federal Home Loan Bank 03/072000 1,000,000.00 997.030.00 1,000,000.00 7.440 AAA 7.440 1,801 03/072005 3133MB2T3 2943 Federal Home Loan Bank 03242000 1.000,000.00 993.120.00 1,000,000.00 7220 AAA 7220 1,087 03242003 3134AXT1 2886 Federal Home Loan Mort Corp 0428/1999 1,000,000.00- 999,060.00 999,949A2 4.980 AAA 5.050 27 04/282000 3134A3QR0 2894 Federal Home Loan Mort Corp 05/13/1999 1.000,000.00 986,090.00 1,000,000.00 5.480 AAA 5.480 409 05/152001 31364C4137 2800 Fed.Narl Mort.Assoc. 08/12/1997 1.000,000.00 981,090.00 996,616.70 6.150 AAA 6.320 am OS/052002 31364C4P0 2801 Fed.Narl Mori.Assoc. OS/12/1997 1,000,000.00 997,5W.W 999,02020 5210 AAA 6221 128 08/072000 31364FLJS 2818 Fed.Narl Mort.Assoc. 1226/1997 1,000,000.00 972,970.W 1.000,000.00 6.150 AAA 6.150 999 12262002 31364FNB3 2825 Fed.Nell Mort.Assoc. 01/14/1998 1,000,000.00 962,500.W 1.000,000.00 6.010 AAA 6.010 1,018 01/142003 31364FNB3 2826 Fed.Nan Mort.Assoc. 01/14/1998 1,000,000.00 962.500.00 1.000,000.00 6.010 AAA 6.010 1,018 01/142003 31364FG39 - 2846 Fed.Nall Mort.Assoc. 0521/1998 1,000,000.00 965,620.00 1,W0,000.00 .6.030 AAA 6.030 1,139 05/152003 31364FX55 2853 Fed.Nat'l Mort.Assoc. 0721/1998 1,000,000.00 962,970.00 999,50.65 6.010 AAA 6.083 1,195 071102003 Portfolio CITY AP Run Date:04M 20000-09:58 PM(PRF PM2)SymRept V5.01t City of H13 Portfolio Management Page 3 Portfolio Details-Investments March 31, 2000 Average Purchase Stated YTM Days to fumy CUSIP Investment S Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Federal Agency Issues-Coupon 31364GDY2 2856 Fed.Marl Mort.Assoc. 1029/1998 1,000,000.00 972,660.00 999.835.65 5.000 AAA 5.011 576 1019/2001 31364GGH6 2859 Fed.Nat'l Mort.Assoc. 11/13/1998 1,000,000.00 942,190.00 999,095.83 5.270 AAA 5 299 1.321 11/132003 31364GPB9 2866 Fed.Narl Mort.Assoc. 01/13/1999 1,000,000.00 981,410.00 1,000,000.00 5.260 AAA 5260 468 07/132001 31364GEM7 2884 Fed,Nat'l Mort.Assoc. 03/31/1999 1,000,000.00 939,130.00 979-059.14 5.120 AAA 5.758 1,311 11/03/2003 31364GZAO 2885 Fed.Nat'l Mort.Assoc. 0420/1999 1,000,000.00 956,560.00 1.000,000.00 5.910 AAA 5.909 1,448 03(192004 31364GL463 2890 Fed.Nat'l Mort.Assoc. 05/05/1999 1,000,000.00 952,280.00 1,000,000.00 5.780 AAA 5.780 1,495 O&W92004 31364F2M2 2893 Fed.Nat'l Mort.Assoc. 05107/1999 2,OD0OD0.00 I"4,060.00 2,002,322.06 5.560 AAA 5.166 114 07242000 31364GO93 2905 Fed.Narl Mort.Assoc. 06/11/1999 1,000,000.00 960,310.00 987R7227 6.000 AAA 6.343 1,607 05/172004 31364FATB 2915 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000,000.00 - 997,500.00 1,001,744.64 6.140 AAA 5.744 170 09/182000 31364G7J2 2919 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000,000.00 995,470.00 999,846.44 5.730 AAA 5.761 174 0922/2000 31364KAG5 2921 Fed.Nat'l Mort.Assoc. 10I04/1999 3,000,060.00 207,070.00 2,999,393.30 5.760 AAA 5.801 184 10/0212000 31364KAGS 2922 Fed.Narl Mort.Assoc. 10/04/1999 1,000,000.00 995,690.00 999,1W.85 5.760 AAA 5.790 184 10/D22000 31364GAE9 2923 Fed.Narl Mod.Assoc. 10I05/1999 1,000,ODD.00 992,500A0 996,426.79 5.100 AAA 5.869 177 09252000 31364FATS 2926 Fed.Nat'l Mod.Assoc. 112611999 1,175,000.00 1,172,062.50 1,175,840.00 6.140 AAA 5.966 170 09/182000 313648HPS 2929 Fed.Nan Mod.Assoc. 1220/1999 1,270,000.00 1.268,80620. 1271,362.16 6.360 AAA 6.048 137 08/162000 31364GAE9 2938 Fed.Nail Mort.Assoc. 02/1=000 2,000,000.00 1,985,000.00 1,989,453.13 5.100 AAA 6217 177 09252000 Subtotal and Average 61,941,MA8 63,550,000.00 52,499,418.70 63AS1,866.36 5.889 684 Local Agency Investment Funds 982 I aif city _ 10,IM,160.80 10,804,160.80 10,804.160.80 5.851 NR 5A51 1 2206 WF-Redevelopment Agency 16,151,329.41 16,151,329.41 16,151,329.41 5.851 NR 5.851 1 Subtotal and Average 26,671,619.24 26,95SA90.21 26,95 AW21 26,955A9021 6.861 1 Treasury Securities-Coupon 9128274N9 2896 U.S.Government Tress.Note 05/13/1999 1,000,000.00 965,160.00 994,557.48 6250 AAA 5.431 1"1 08/152003 9128273C4 2997 U.S.Govemmerd Trees.Nate 05/17/1999 1,000.000.00 989,690.00 1,011,241.59 6.000 AAA 5.464 851 07/312002 912827Z39 2783 UNITED STATES TREASURY 03/17/1997 11000,000.00 1,000,000.00 999,900.76 6.500 AAA 6.507 517 08/312001 912827V66 2819 UNITED STATES TREASURY 12/10/1997 1,000,000.00 996,560.00 999.52725 5.750 AAA 5.837 213 101312000 9128274K5 2875 UNITED STATES TREASURY 02/22/1999 1,000,000.00. 969,530A0 1,007,690.57 5.375 AAA 5.106 1.185 OW30MM 9128273G5 2945 UNITED STATES TREASURY 0312arl= 1,000,000.00 994,530.00 991,911.68 6.250 AAA 6.615 882 08/312002 Subtotal and Average 5,141,097A9 6,000,000.00 6,916,470.00 6,004,829.33 6.M 813 Medium Term Notes 046003ELB 2830 Associated Corp. 0129/1998 1,000,000.00 998,580.00 1,000,356.17 6.000 AA3 5.808 75 06/162000 046003JP5 2857 Associated Corp. 11/06/1998 1,000,000.00 971,950.00 1,004,746.99 6.876 AA3 5.640 835 07/15/2002 05943FAES 2809 Banc One Corp. 10/14/1997 1,000,000.00 997,360.00 1,0DO,708.78 6250 AA- 6.060 153 09/012000 Portfolio CITY AP Run Data:04/122000-09:58 PM(PRF PM2)SymRept V5.0/f City of HB Portfolio Management Page Portfolio Details -Investments March 31, 2000 Average Purchase Stated YTM Days to Maturf<y CUSIP Investment# Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity Date Medium Term Notes 06651PAA1 2872 Bank United 02/17/1999 1,000.000.00 935.160.00 990,073.82 5.400 Asa 5.700 1.402 02/02/2004 36962GME1 2841 General Electric Capital Corp 04/06/1998 1,000,000.00 990,150.00 1,000,11225 5.920 Asa 51M 367 04/03/2001 36962GUD4 2912 General Electric Capital Corp 09/17/1999 1,000.000.00 990,390.00 1,000,000.00 6.330 Ass 6.330 534 09/17/2001 36962FU61 2924 General Electric Capital Corp 10112J1999 1,000,000.00 1,000,220.00 1,000,605.60 7.020 Ass 6.087 24 04/25)2000 61687YBUG 28W JP Morgan 10/02/1997 1,000.000.00 995,510.00 999,9W.50 6.125 AA 6.145 184 10/02120DO 580135CA7 2851 McDonalds 06=1998 1,000,000.00 975,790.00 1,000,96822 6.0D0 AA2 52W 813 06=002 66586GBY2 2939 Northern Trust Co. 02/112000 1,000,000.00 1,003,390.00 997,64722 7.5W AA3 7.559 1,777 02/11/2005 84534ECSS 2827 SouOrvvestem Bell 01/12/1998 1,000.000.00 962,830.00 997,163A7 5.7W AA3 5.858 933 10212002 892332AF4 2858 Toyota Motor Credit 11/09/1998 . 500.000.00 490,375.00 501.842.02 5.5W AA1 5222 534 09/17/2001 892332AF4 2860 Toyota Motor Credit 1125/1998 325,000.00 318,743.75 325,777.05 5.500 AA1 5.318 534 09/172001 172967AD3 2838 Citigroup 0327/1998 1,000,000.00 998,780.00 1,000.665.81 6.125 Aa3 5.770 75 06/162000 Subtotal and Average 14,696,413.10 1Z,825,000.00 12,629,228.76 12,820,676.90 6.016 593 Bankers Acceptances-Amortizing JADV292 2933 Key Bank 1227/1999 1,000,000.00 1,000,000.00 987.011.11 5.845 A!P1 6.101 80 0620/2000 Subtotal and Average 1,148,636.67 1,000,000.00 1,000,000.00 987,011.11 6.101 80 Commemial Paper Disc.-Amortizing 0460ADDD3 2934 Associated Corp. 01242000 1.000,000.00 : 998,320.00 998,060.00 5.820 AA3 5.978 12 04/132000 6174SADLO 2935 Morgan Stanley Dean Witter 01242000 1,000,000.00 997,160.00 996,949.45 5.780 A1P1 5.943 19 04202000 Subtotal and Average 1,990,176.11 $000,000.00 1,98 AN.00 1,995,009A5 5.961 15 Federal Agency Disc.,Amortizing 313384WZS 2902 Federal Nome Loan Bank 0528/1999 1,000,000.00 992.470.00 993,550.56 4.940 AAA 5289 47 05/1812000 313384G86 2914 Federal Moms Loan Bank 10AW1999 1,000,000.00 970,570.00 973.755.00 5.430 AAA 5.835 174 09222000 313384F95 2946 Federal Home Loan Bank 03292000 2,000.000.00 1,946,920.00 1,943,869.44 6.050 AAA 6.314 167 09/152000 313396YL1 2908 Federal Home Loan Mort Corp 06/30/1999 1,000,000.00 986,710.W 987,996.11 5270 AAA 5.658 82 06/=000 313588G41 2913 Fed:Nan Mot.ASSOC. 0929/1999 1,000,000.00 973,350.W 974,358.33 5.430 AAA 5.834 170 09/182000 31358SF26 2931 Fed.Narl Mort.Assoc. 1220/1999 1,500,000.00 1,459,845.00 1,461AW.00 5.730 AAA 6.124 160 09/08/2000 313588ZOI 2936 Fed.Nan Mat.Assoc. 01/26/2000 1,000,000.00 982,030.00 982,308.33 5.790 AAA 6.041 110 07202000 313588YZ2 2937 Fed.Nat'l Mort.Assoc. 02/012000 1,000,000.00 985,640.00 984,588.89 5.840 AAA 6.074 95 07/05/2000 Subtotal and Average 7,629,234.86 9,600,000.00 9,297,536.00 9,302,226.66 5.950 131 Total Investments and Average 109,717,260.92 111,977,490.21 110A38,622.66 111,704,009.01 SAW 452 Portfolio CITY AP Run Date:04h 7/2000-09:58 PM PW PM2)SyrnRept V5.01f City of HB Portfolio Management Page 5 Portfolio Details-Cash March 31, 2000 Average Purchase Stated YTM Days to CUSIP Investment M Issuer Balance Date Par Value Market Value Book Value Rate Moody's 366 Maturity Accrued Interest at Purchase 11,168.35 11,168.35 Subtotal 11,168.35 11,168.35 Total Cash and Investments 109,717,260.92 111,97TAN 21 110AW,791.01 111,716,177.36 6.899 452 Portfolio CITY AP Run Date:0411 ZWOO-09:58 PM(PRF_PM2)SymRept V5.01} City of HB Portfolio Management Investment Activity By Type use s March 1, 2000 through March 31, 2000 Stated Transaction Purchases Sales/MatUddes CUSIP Investment 0 Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-177 Union Bank 5.282 03/01/2000 0.00 182,000.00 00-178 Union Bank 5.100 03/01/2000 597,000.00 0.00 00-178 031=000 0.00 597,000.00 00-179 Union Bank 5.100 03/022000 188,000.00 0.00 00-179 03/0312000 0.00 188,000.00 00-180 Union Bank 5.038 03/03/M 474,000.00 0.00 OD-180 03MMOOO 0.00 474.000.00 00-181 Union Bank 5.100 03/06/2000 1,695,000.00 0.00 00-181 03/072000 0.00 1,695,000.00 00-182 Union Bank 5.038 031072000 837,000.00 0.00 00-182 03M8/2000 0.00 837,000.00 00-183 Union Bank 5.038 03/08/2000 742,000.00 0.00 00-183 03/092000 0.00 742,000.00 00-184 Union Bank 5.100 03/09200D 1,809.000.00 0.00 00-184 03/102000 0.00 1,809.000.00 00-185 Union Bank 5.036 03/102000 863,000.00 0.00 00-185 03/132000 0.00 863,000.00 00-186 Union Bank 5.163 03/132000 446,000.00 0.00 00-186 031142000 0.00 446,000.00 00-187 Union Bank 5.100 03/162000 182,000.00 0.00 00-187 03I172000 0.00 182,000.00 00-188 Union Bank 5.100 031172000 487,000.00 0.00 00-188 0320/2000 0.00 487,000.00 00-189 Union Bank 5.225 03/20/2000 1,733,000.00 0.00 00-189 03212000 0.00 1,733,000.00 00-190 Union Bank 5.163 03212000 885,000.00 0.00 M190 03222000 0.00 885,000.00 00-191 Union Bank 5226 03222000 1,088,000.00 0.00 00-191 03232000 0.W 1,088.000.00 00-192 Union Bank 5.3M 0323r2000 820,000.00 0.00 00.192 03/242000 0.00 820,000.00 00-193 Union Bank 5.288 0324/2000 655.000.00 0.00 00-193 03272000 0.00 655,000.00 00-194 Union Bank 5.350 03/272000 2,076,000.00 0.00 00-194 0328/2000 0.00 2.076,000.00 00-195 Union Bank 5.413 03128r2000 702.000.00 0.00 Portfolio CITY AP Run Date:04112r4W-08:58 PM(PRF PM3)SymReO V5.01f City of HB Portfolio Management Investment Activity By Type Page March 1, 2000 through March 31, 2000 Stated Transaction Purchases SaleslMaturtties CUSIP Investment 0 Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-195 03/29/2000 0.00 702,000.00 00-196 Union Bank 5.350 03/29/2000 129,000.00 0.00 00-196 03/30/2000 0.00 129,000.00 00-197 Union Bank SA13 03/30/2000 164,000.00 0.00 00-197 03/31/2000 0.00 164,000.00 00-198 Union Bank 5.725 03/31/2000 147,000.00 0.00 Subtotal 16,719,000.00 16,764,000.00 147,000.00 Federal Agency Issues-Coupon 313311-1059 29" Federal.Farm Cred'd Bank 6.625 03202000 1,000,000.00 0.00 3133MAVVZB 2942 Federal Home Loan Bank 7.440 03107/20W 1,000,000.00 0.00 3133MB2T3 2943 Federal Home Loan Bank 7220 03242000 1,000,000.00 0.00 Subtotal 3,000,000.00 0.00 63,491,865.35 Local Agency Investment Funds (Monthly Summary) 2206 LAIF-Redevelopmerd Agency 5.851 4,700,000.00 4,100,000.00 Subtotal 4,700,0o0.00 4,100,000.00 26,955,490.21 Treasury Securities-Coupon 912827305 2945 UNITED STATES TREASURY 6.250 03/282000 991,875.00 0.00 Subtotal 991,876.00 0.00 6,004,829.33 Medium Term Notes 02687QAK4 2839 American Intl Group QVG) 5.760 03272000 0.00 1,000,000.00 36962GWW 2840 General Electric Capital Corp 5.840 OMO2000 0.00 1,000,000.00 Subtotal 0.00 2,000,000.00 12,820,676.90 Bankers Acceptances-Amortizing JAFU192 2918 First Union National 5.420 03I062000 0.00 1,016,863.65 Subtotal 0.00 1,016,863.66 987,011.11 Commercial Paper Disc,,Amortizing Subtotal 1,895,009AS Portfolio CITY AP Run Date:04M2/2000-09:58 PM QW PM3)SyrnRept V5.01f City of HB Portfolio Management Investment Activity BY Type e Page s March 1, 2000 through March 31, 2000 Stated Transaction Purchases Sales/Maturities CUSIP Investment k Issuer Rate Date or Deposits or Withdrawals Balance Federal Agency Disc.,Amortizing 313384F95 2946 Federal Home loan Bank 6.050 03292000 1,942,861.11 0.00 Subtotal 1,942,861.11 0.00 9,302,226.66 Total 27,363,736.11 23,870,=I.68 111,704,009.01 Portfolio CITY AP Run Date:04l1212=-09:58 PM(PRF PM3)SyrnReM V5.01r City of HB Portfolio Management Page 9 Investment Activity Summary March 1999 through March 2000 Yield to Maturity Managed Number Number Month Number of Average 360 . 365 Pool of Securities of Securities Average Average End Year Securities balance Equivalent Equivalent. .. - Rate Purchased Matured i Sold Term Days to Maturity March 1999 57 84,419,286.15 5.477 5.553 5.136 30 26 764 541 April 1999 60 89,880,077.24 5.407 5.482 5.119 24 21 710 491 May 1999 69 96,661,487.19 5.383 5.457 5.086 31 21 736 533 June 1999 73 98,970,832.49 5.409 5.484 5.095 30 26 741 540 July 1999 72 99,349,486.96 5.445 5.520 6.178 19 20 792 575 August 1999 66 94,592,715.08 5.457 5.533 5.225 22 28 767 541 September 1999 65 93,662,219.54 5.570 5.647 5.256 23 24 942 656 October 1999 71 90,979,855.32 5.547 5.624 5.263 25 19 802 562 November 1999 70 89,455,049.36 5.608 5.686 5.484 17 18 780 530 December 1999 78 96,931,805.31 5.716 5.795 5.639 21 13 725 473 January 2000 75 103,954,904.99 5.699 5.778 5.771 18 21 716 450 February 2000 80 104,217.444.74 5.760 5.840 5.824 21 16 721 447 March 2000 82 109.717,260.92 5.818 5.899 5.851 26 24 726 452 Average 71 96,363,128.76 6.661% 5.638% 6.379 24 21 763 622 Portfolio CITY AP Run Date:04112l2=-09:56 PM(PRF PM4)SymRW V5.01f City of HB Portfolio Management Page 10 Distribution of Investments By Type March 1999 through March 2000 March April May June July August September October November December January February March Average Investment Type 1999 1999 1999 1999 1999. 1999 1999 1999 1999 1999 2000 2000 2000 by Period Repurchase Agreements 1.2 4.4 2.1 1.0 1.1 2.5 3.5 2.1 0.2 0.1 1:4% Certificates of Deposit Commercial Paper-Interest Bearing Federal Agency Issues-Coupon 36.3 34.3 37.5 37.4 39.3 38.2 45.5 46:9 47.1 45.2 45.0 46.7 47.9 42.1%, Local Agency Investment Funds 32.4 31.6 29.4 28.6 24.9 29.9 15.2 20.8 24.6 20.6 26.0 24.4 24.1 25696ini Treasury Securities-Coupon 5.9 5.4 7.1 6.9 7.4 7.4 9.1 7.7 6.4 5.9 4.8 4.6 5.4 6. Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Terrn Notes 16.2 14.8 14.0 13.6 14.7 14.6 19.2 15.1 14.7 13.5 13.4 13.7 11.5 14.5% Mortgage Backed Securities Bankers Acceptances,Amortizing 2.3 1.0 1.1 1.1 1.3 .1.1 1.1 1.9 1.9 1.9 0.9 1.2% Commercial Paper Disc.,Amortizing 5.8 9.5 9.0 8.8 8.5 3.2 2.5 2.2 2.1 7.8 2.9 1.8 1.8 5.1% Federal Agency Disc.,Amortizing 1.0 2.8 .3.1 . 3.1 . 3.7 4.2 4.1 5.2 6.1 6.8 8.3 3.7% Treasury Discounts,Amortizing Miscellaneous Discounts,Amortizing Portfolio CITY AP Run Date:04/1 WOW-09:58 PM OW_PMS)SymRW V5.01f RECEIVED State of California A-PR 14 2000 Pooled Money Investment Account Market Valuation Treasurer's Dept. 3/31/00 s� ]+ 1�'�+it�: , , sYdY:Tn' f {.yij:Ly,�....fi".2.. T•jy. A �,le l- - r £ F�+�{�—r 3w.:o:;s--__. tr�::r -.- .�i.'�i+�# � N��,'+�ih '� ..r� = his Description «Accrued,lntereit Purch.. � Amortized�Cost , { � 1FairaValue �, =:Accrued Interesf. United States Treasury: Bills $ 1,373,354,673.69 $ 1,400,097,100.73 $ 1,397,435,391.66 NA Notes $ 1,998,424,355.83 $ 1,998,424,355.83 $ 1,982,655,500.00 $ 24,341,411.25 Federal Agency: Bonds $ 2,736,090,316.95 $ 2,734,263,871.80 $ 2,720,098,087.95 $ 39,438,479.26 Floaters $ 100,000,000.00 $ 100,000,000.00 $ 100,000,000.00 $ 890,625.00 MBS $ 441,758,316.87 $ 441,758,316.87 $ ,418,725,930.49 $ 2,395,110.85 GNMA $ 1,385,017.82 $ 1,385,017.82 $ 1,546,811.32 $ 13,654.15 SBA $ 312,138,340.80 $ _ 311,898,277.20 $ 311,146,970.24 $ 2,848,784.15 FHLMC PC $ 13,396,428.51 $ 13,396,428.51 $ 13,801,521.49 $ 215,320.26 Discount Notes $ 5,129,981,858.47 $ .5,228,279,188.18 $ 5,225,447,815.04 NA Bankers Acceptances $ - $ - $ - NA Corporate: Bonds $ 1,118,649,105.67 $ 1,117,935,465.24 $ 1,107,568,765.85 $ 19,918,614.56 Floaters $ 1,462,931,944.91 $ 1,462,144,214.98 $ 1,465,671,788.50 $ 10,115,963.83 CDs $ 5,858,704,385.56 $ 5,857,684,785.54 $ 5,850,906,850.33 $ 126,467,704..14 Bank Notes $ 1,890,013,744.49 $ 1,890,005,313.93 $ 1,887,317,584.00 $ 44,348,313.86 Repurchase Agreement! $ - $ - $ - NA Time Deposits $ 3,178,490,000.00 $ 3,178,490,000.00 $ 3,178,490,000.00 NA AB 55 & GF Loans $ 1,928,223,685.88 $ 1,928,223,685.88 $ 1,928,223,685.88 IWA Commercial Paper $ 6,860,354,375.02 $ 6,900,456,377.80 $ 6,898,961,066.67 NA Reverse Repurchase $ 348,170,430.00 $ (348,170,430.00) $ 348,170,430.00) $ (1,538,711.45 TOTAL $ 34,055,726,120.47 $ 34,216,271,970.31 $ 34,139,827,339.42 $ 269,455,269.86 Fair Value Including Accrued Interest $ 34,409,282,609.28 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). The value of each participating dollar equals the fair value divided by the amortized cost (.997765840). As an example: if an agency has an account balance of$20,000,000.00, then the agency would report its participation in the LAW valued at $19,955,316.80 or$20,000,000.00 x .997765840. RECEIVED State of California A-PR 14 2000 Pooled Money Investment Account Market Valuation Treasurer's Dept. 3/31/00 .a 4y;Car m(� Cost Plus . l r ham, r :'2 ?F7 1 'fin". , "'n •�'n-, iks. .�' _ .,�n++c '»2 w'r aX _, ,'r'�;4. �Descrition` "Accrued'Interest Purch Amortiied staFa r Ualu 'Accruetl I terest ; United States Treasury: Bills $ 1,373,354,673.69 $ 1,400,097,100.73 $ 1,397,435,391.66 NA Notes $ 1,998,424,355.83 $ 1,998,424,355.83 $ 1,982,655,500.00 $ 24,341,411.25 Federal Agency: Bonds $ 2,736,090,316.95 $ . .`2,734,263,871.80 $ 2,720,098,087.95 $ ". 39,438,479.26 =Floaters '_ $ 100,000,000.00 $ 100,000,000.00 $ ':' 100,000,000.00 $ ` ` "' 890,625.00 MBS :` : $ 441,758,316.87 $ 441,758,316.87 $ " =:`==.418,725,930.49 $ =2,395,110.85 GNMA ':- $ 1,385,017.62 $ ;1,385,017.82 $ ". �:ar:''"1,546;811.32 $ = 13,654.15 SBA .' - $ . 312,138,340.80 $ >_�-- 311,898,277.20 $ 311,146,970.24 $ -2,848,784:15 FHLMC PC - $ 13,396,428.51 $ "=13,396,428.51 $ ==-13,801,521.49 $ =" 215,320.26 Discount Notes $ 5,129,981,858.47 $ :5,228,279,188.18 $ "5,225,447,815.04 NA . Bankers Acce tances $ - $ - $ - NA Cor orate: Bonds $ 1,118,649,105.67 $ 1,117,935,465.24 $ 1,107,568,765.85 $ 19,918,614.56 Floaters $ 1,462,931,944.91 $ 1,462,144,214.98 $ 1,465,671,788.50 $. 10,115,963.83 CDs $ 5,858,704,385.56 $ 5,857,684,785.54 $ 5,850,906,850.33 $ 126,467,704.14 Bank Notes $ 1,890,013,744.49 $ 1,890,005,313.93 $ 1,887,317,584.00 $ 44,348,313.86 Repurchase Agreement .$ - $ $ - NA Time Deposits $ 3,178,490,000.00 $ 3,178,490,000.00 $ 3,178,490,000.00 NA AB 55 & GF Loans $ 1,928,223,685.88 $ 1,928,223,685.88 1;9 5-6 — Commercial Paper $ 6,860,354,375.02 $ 6,900,456,377.80 $ 6,898,961,066.67 NA n. Reverse Repurchase $ (348,170,430.00) $ (348,170,430.00 $ 348,170,430.00) $ (1,538,711.45) TOTAL $ 34,055,726,120.47 $ 34,216,271,970.31 1 $ 34,139,827,339.42 $ 269,455,269.86 Fair Value Including Accrued Interest $ 34,409,282,609.28 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). The value of each participating dollar equals the fair value divided by the amortized cost (.997765840). As an example: if an agency has an account balance of$20,000,000.00, then the agency would report its participation in the LAW valued at $19,955,316.80 or$20,000,000.00 x .997765840. Y � V- vl! i L:i i i OF Pi LJ t T I N G T t AWN. CA P 3: 0 2 Treasurer's Report-Shari L Freidenrich,CPA, CCMT TREASURER'S REPORT f Shari L. Freidenrich, CPA, CCMT May 1, 2000 Slide 1 Treasurer's Report-Shari L.Freidenrich, CPA, CCMT Investment Balance Trends Portfolio Balances by Type $55M $68M $76M $86M $103M $112M 100% • • • . ■Treasuries 80% • N Med Notes (7 LAI F 60% O Fed Ag. 40% ❑CP IN BA 20%tv."r— ®Repur. 0% 1 1 1 Slide 2 Mar-96 Mar-97 Mar-98 Mar-99 Dec-99 Mar-00 v Treasurer's Report-Shari L. Freidenrich, CPA, CCMT Investment Percentages By Type of Investment Federal r Agencies t t.AIF ° 48/0 Me di Term No s f Z ed.A v Z Banker Dlscoun o > RepI easury Sec Slide 3 5% 1% o Treasurer's Report-Shari L. Freidenrich, CPA, CCMT Liquidity Investment Maturities by Days, Ending Mar 1999/2000 40% 33% 91 Day 24® 28% p 2-180 Days 30% ° S.5-1 Yr. 20% '2% 13% 10% ■I - -2 Yr. 7% � 10°/ " 10% / 5% ❑2-3 Yr. o . % 0 7% 3% 11% 7% 1% O4-SYr. Slide 4 1999 2000 Treasurer's Report-Shari L.Freidenrich, CPA, CCMT Investment Yields Trends 0 LAIF/T-Bill Ave. El Actual — LAIF 0 /0 5.72% 5.60% 5.66% 5.75% 7.00% 6.00% 5.00% 5.22% 5.80% 6.045 5.00% 4.00% 3.00% 2.00% 1.00% 0.00% Mar-99 Sep-99 Dec-99 Mar-00 Slide 5 Treasurer's Report-Shari L.Freidenrich, CPA, CCMT General Fund Est. Cash Flow Apr 2000 to Sep 2000 $10,000,000 ® $2,001,155 $5,000,000 ' ($1,307,507) $0 ($5,000,000) $7,942,095 3 426 922 ..� $1,032,199 ($10,000,000) ($15,000,000) ($16,900,100) ($20,000,000) `' Apr-00 May-00 Jun-00 Jul-00 Aug-00 Sep-00 Slide 6 Treasurer's Report-Shari L. Freidenrich, CPA, CCMT Summary of Investment by Fund March 31, 2000 $22,000 $23,600 $13,600 -r General �Transportation/ Street -. O�Detit Service `' �Capital Projects $11,70 $1,200 O Enterprise $7,300 $25,000 p internal Service '�Redevelopment 7,600 Fund ;OOther Funds Treasurer's Report-Shari L.Freidenrich, CPA, CCMT Summary • Recommendation to City Council Slide 8 RCA ROUTING SHEET INITIATING CITY TREASURER DEPARTMENT: SUBJECT: 'rIvestment-Su.mma y Report COUNCIL MEETING DATE: May j 200_ RCA ATTACHMENTS STATUS Ordinance (w/exhibits & legislative draft if applicable) Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) (Signed in full by the City Attome Not Applicable Subleases, Third Party Agreements, etc. (Approved as to form by City Attorney) Not Applicable Certificates of Insurance (Approved by the City Attome Not Applicable Financial Impact Statement (Unbudget, over $5,000) Not Applicable Bonds (If applicable) Not Applicable Staff Report (If applicable) Not Applicable Commission, Board or Committee Report (If applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION FOR MISSING ATTACHMENTS REVIEWED RETURNED FORWARDED Administrative Staff ; Assistant City Administrator Initial n ,} City Administrator Initial akaJ:,� City Clerk EXPLANATION FOR RETURN OF ITEM: Only)(Below Space For City Clerk's Use CITY OF HUNTINGTON BEACH MEETING DATE: April 17, 2000 DEPARTMENT ID NUMBER: CT 00-04 Council/Agency Meeting Held: Deferred/Continued to: *Appro ed ❑ Conditionally Approved ❑ Denied • Signature Counci Meeting Date: April 17, 2000 Department ID Number: CT 00-04 CITY OF HUNTINGTON BEACH REQUEST FOR COUNCIL ACTION SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS - -- ' SUBMITTED BY: SHARI L. FREIDENRICH, City Treasur Y PREPARED BY: SHARI L. FREIDENRICH, City Treasurer SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S FEBRUARY, 2060 INVESTMENT SUMMARY REPORT Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Status, Attachment(s) Statement of Issue: Review and accept the monthly investment report for February, 2000 pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report, by motion of Council, accept the Monthly Investment Report for February, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. Attachment(s): City Clerk's Page Number 1 Monthly Investment Report and Summary of Investments for February, 2000 3 RCAINVSM04 -2- 4/4/00 1:49 PM Monthly Investment Report and Summary Of Investments for February 2000 Attachment 1 I City of Huntington Beach Summary of Investment Portfolio Activity for February, 2000 Financial Information: Increase January February (Decrease) End of month City Portfolio Balance $103,484,768 $108,167,203 $4,682,435 Accrued Interest at Purchase $59,630 $69,544 $9,914 Interest Earned for Month $504,892 $495,267 ($9,625) Earned Interest Yield Average 5.72% 5.98% 0.26% Average Maturity ( in days) 450 447 -3 End of Month Market Value $102,114,231 $106,856,550 $4,742,318 End of month bank cash balance $2,918,708 $3,672,963 $754,255 J.._ L- Comparison to Budget: Increase Budget Actual (Decrease) Interest Earned for Month $300,000 $495,267 $195,267 Interest Earned Year to Date $1,500,000 $2,318,536 $818,536 Earned Interest Yield Year to Date 5.50% 5.74% 0.24% Transaction Summary: Increase January February (Decrease) Number of Securities Purchased 18 21 3 Number of Securities Matured/Sold 21 16 -5 Summary by Individual Investment: Days Int. February % of Total Policy Limit to Mat. Rate Repurchase Agreements $182,000 1% None 1 5.36% Federal Agy Issues -Coupon $50,488,546 46% None 688 5.82% Local Agency Inv. Fund (LAIF) $26,355,490 24% $40 million 1 5.82% Medium Term Notes $14,821,956 13% 20% 543 5.98% Treasury Securities -Coupon $5,013,317 5% None 831 5.67% Commercial Paper- Disc. $1,985,021 2% 15% 46 5.96% Banker's Acceptances $1,998,076 2% 25% 57 5.86% Federal Agy Issues -Amort. $7,322,798 7% None 153 5.85% $108,167,203 100% © :, City of Huntington Beach kA A� City of HB 2=Main St Portfolio Management Huntington Beach,CA,92648 [Qre Portfolio Summary February 29, 2000 Par Market Book %of Days to YTM YTM Investments Value Value Value Portfolio Term Maturity 360 Equh►. 365 Equty. Repurchase Agreements 182,000.00 182,000.00 182,000.00 0.17 1 0 5.282 5.355 Federal Agency Issues-Coupon 50,550,000.00 49,481,951.65 50,488,545.62 46.68 1,031 688 5.737 5.817 Local Agency Investment Funds 26,355,490.21 26,355,49021 26,355.49021 24.37 1 1 5.744 5.824 Treasury Securities-Coupon 5,000,000.00 4,907,040.00 5,013,316.54 4.63 1,399 831 5.590 5.666 Medium Term Notes 14,826,000.00 14,611,058.00 14,821,955.99 13.70 1,101 543 5.899 5.981 Bankers Acceptances-Amortizing 2,016,863.65 2,016,039.99 1,998,076.09 1.85 167 57 5.781 6.861 Commercial Paper Disc.-Amortizing 2,000,000.00 1,984,930.00 1,985,020.56 1.84 83 46 5.879 5.961 Federal Agency Disc.-Amortizing 7,500,000.00 7,318,040.00 7,322,797.65 6.77 286 153 5.774 5.854 Investments 108,429,363.86 106,866,649.85 1089167,202.66 100.00% 721 447 5.760 5.840 Cash and Accrued Interest Passbook/Checking 0.00 0.00 0.00 0 0 0.000 0.000 (not included in yield calculations) Accrued Interest at Purchase 69.54421 69,54411 Subtotal 69,54421 69,64421 Total Cash and Investments 108,429,353.86 106,926,094.06 108,236,746.87 721 447 5.760 5.840 Total Earnings February 29 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 495,266.60 2,318,536.37 Current Budget 300,000.00 1,500,000.00 3,600,000.00 Last Year Actual 354,312.00 1,739,032.00 4,513,755.00 Average Daily Balance 104,217,444.74 97,064,611.27 Effective Rate of Return 5.98% 5.74% 1 certify that this report accurately reflects all City and Redevelopment Agency pooled Investments and is In conformity with all State laws and the investment policy statement filed with the City Council on Dec.20, 1999. A copy of this policy is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the ne)d six months obligations. Market Values provided by Union Bank via errill Lynch and J.J.Kenney pricing services. I L. REI N ICH,CITY TREASURER Portfolio CITY AP Run Date:03/27120 0 0-le:14 PM(PRF PM1)SymRept V5.01t City of HB Portfolio Management Page 2 Portfolio Details - Investments February 29, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment N Issuer Balance Date Par Value Market Value Book Value Rate Moodys 366 Maturity Date Repurchase Agreements 00-177 Union Bank 02/29/2000 182,000.00 182,000.00 182,000.00 5282 5.355 0 03/01/2000 Subtotal and Average 498,310.34 182,000.00 182,000.00 182,000.00 5.356 0 Federal Agency Issues-Coupon 31331RKE4 2813 Federal Farm Credit Bank 11/20/1997 1,000,000.00 995.070.00 1,000,074.94 5910 AAA 5.898 264 1.1/20/2000 31331HWT0 2892 Federal Farm Credit Bank 05103/1999 1,000,000.00 967,660.00 999,348.79 5250 AAA 5.283 791 05/01/2002 31331R5K7 2895 Federal Farm Credit Bank 05/28/1999 1,000,000.00 990,240.00 1,000,WD.00 5260 AAA 5.260 273 11/29/2000 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1,000,000.00 989,220.00 999,079.36 5.875 AAA 5949 498 07/02/2001 31331HVJ3 2928 Federal Farm Credit Bank 1220/1999 1,000,000.00 998,750.00 999,388.59 5.730 AAA 5963 92 06/01/2000 3133WSW 2820 Federal Home Loan Bank 12/30/1997 1,000,000.00 979,060.00 1,000,000.00 6200 AAA 6.200 1.034 12/302002 3133NIZVH7 2821 Federal Home Loan Bank 01/07/1998 1,000,000.00 979,220.00 1,000,000.00 6216 AAA 6.215 1,042 01/072003 3133M7NM4 2871 Federal Home Loan Bank 03/05/1999 1,000,000.00 964.380.00 1,000,000.00 5.390 AAA 5.390 918 09/052002 3133M5QB9 2874 Federal Home Loan Bank 0222/1999 1,000,000.00 941,560.00 992,062.29 5.125 AAA 5.380 1=1 09/15/2003 3133M7VS2 2876 Federal Home Loan Bank 03115/1999 1,000,000.00 979,690.00 1.000,000.00 5.330 AAA 5.330 562 09/142001 3133MSBC3 2881 Federal Home Loan Bank 03/31/1999 1,000,000.00 983,120.00 1,003,081.76 5.50D AAA 6261 530 08113/2001 3133MSJ92 2882 Federal Home Loan Bank 03/31/1999 1,000,000.00 955,470.00 1.002,409.45 5.630 AAA 5.546 1,280 09/022003 31331014RE5 2883 Federal Home Loan Bank 03/31/1999 1,105,000.00 1.061,838.70 1.109,594.16 5.690 AAA 5.540 1,205 06/192003 3133MBLR3 2889 Federal Home Loan Bank 05/1W1999 1,000,000.00 942,340.00 1,000,000.00 5.625 AAA 5.625 1.531 05/102004 3133MBUR3 2898 Federal Home Loan Bank 06/07/1999 1,000,000.00 953.440.00 1,000,000.00 6.000 AAA 6.000 1,559 06/072004 3133M92U5 29M Federal Home Loan Bank 0628/1999 1,000,000.00 978,590.00 1,000,000.00 6.025 AAA 6.025 849 06282002 3133M9CK6 2906 Federal Home Loan Bank 07/19/1999 1.000,000.00 982.190.00 1,000,000.00 6250 AAA 6250 870 07/192002 3133M9ZR6 2920 Federal Home Loan Bank 10/04/1999 2,000,000.00 1,993.760.00 1,999,763.76 6.750 AAA 5.770 211 09/282000 3133M9F49 2940 Federal Home Loan Bank 02242000 1,000,000.00 987,810.00 987A73.16 5.875 AAA 6.756 532 OS/15/2001 3133MAW88 2941 Federal Home Loan Bank 02282000 1,000,000.00 998,450.00 1,000.000.00 7" AAA 7.3M 1,094 021282003 3134AXT1 2886 Federal Home Loan Mort Corp 0428/1999 1,000,000.00 998,130.00 999,89323 4980 AAA 5.050 58 042820110 3134A30R0 2894 Federal Home Loan Mort Corp 05/13/1999 1,000,000.00 985,940.00 1,000,000.00 5.480 AAA SASS 440 06/15=1 31364C4D7 28W Fed.Nat'l Mort.Assoc. 08/12/1997 1,000,000.00 981,870.00 996.496.44 6.150 AAA 6.320 887 08/05/2002 31364C4130 2801 Fed.Nall Mort.Assoc. 08/12/1997 1,000,000.00 997,190.00 998,78692 5910 AAA 6221 159 08/072000 31364FLJB 2818 Fed.Nall Mort.Assoc. 1226/1997 1,000,000.00 972,660.00 11000,000.00 6.150 AAA 6.150 1,030 12/26/2002 31364FNB3 2825 Fed.Narl Mort.Assoc. 01/14/1998 1,W0,000.00 961,560.00 11000,000.00 6.010 AAA 6.010 1,049 01/142003 31364FNB3 2826 Fed.Nat'l Mort.Assoc. 01/14/1998 1,000,000.00 961,560.00 11000,000.W 6.010 AAA 6.010 1,049 01/141= 31364FG39 2846 Fed.Nall Mort.Assoc. 05/21/1998 1,000,000.00 964,840.W 1,000,000.00 6.030 AAA 6.030 1,170 05/152003 31364FX55 2853 Fed.Nat'I Mort.Assoc. 0721/1998 1,000,000.W 961,720.00 999,431.42 6.010 AAA 6.083 1,226 07/102003 31364GDY2 2856 Fed.Narl Mort.Assoc. 1029/1998 1,000,000.00 972,030.00 999,826.97 5.000 AAA 5.011 607 10292001 31364GGH6 2859 Fed.Narl Mort.Assoc. 11/13/1998 1,000,000.00 939,530.00 999,075.00 5270 AAA 5299 1,352 11/132003 31364GPB9 2866 Fed.Narl Mort.Assoc. 01/13/1999 1,000,000.00 981,250.00 1,000,000.W 5260 AAA 5.260 499 07/13=1 Portfolio CITY AP Run Date:O327fM-IS:14 PM(PRF PMI)SymRept VS.Otf City of HB Portfolio Management Page 3 Portfolio Details - Investments February 29, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment a Issuer Balance Date Par Value Market Value Book Value Rate Moody's 365 Maturity De Federal Agency Issues-Coupon 31364GEM7 2884 Fed.Nat'I Mort.Assoc. 03/31/1999 1,000,000.00 934,940.00 979,493.80 5.120 AAA 5.756 1,342 11I032003 31364GZA0 2885 Fed.Narl Mort.Assoc. 04/20/1999 1,000,000.00 953,750.00 1,000,000.00 5210 AAA SAM 1,479 03/19/2004 31364GM63 2890 Fed.Narl Mort.Assoc. 05/05/1999 1,000,000.00 949,400.00 1,000,000.00 5.780 AAA 5.780 1526 05AW004 31364F2M2 2893 Fed.Nat'l Mod.Assoc. 05/07/1999 2,000,000.00 1.994,060.00 2,002,938.54 5.560 AAA 5.166 145 07242000 31364GQ93 2905 Fed.Nat'l Mod.Assoc. 06/11/1999 1,000,000.00 957.190.00 987,729.45 6.000 AAA 6.343 1,538 O5/17/2004 31364FATS 2915 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000,000.00 997,810.00 1,002,058.05 6.140 AAA 5.744 201 09/182000 31364G7J2 2919 Fed.Nat'l Mort.Assoc. 10/O4/1999 1,000,000.00 995,620.00 999,819.50 5.730 AAA 5.761 205 09222000 31364KAG5 2921 Fed.Nat'l Mort.Assoc. 10/04/1999 3,000,000.00 2,986,290.00 2,1W 292.74 5.760 AAA 5.801 215 10/022000 31364KAGS 2922 Fed.Nat'l Mort.Assoc. 10/0411999 1,000,000.00 995,430.00 999,826.13 5.760 AAA 5.790 215 10102/2000 31364GAE9 2923 Fed.Nat'l Mort.Assoc. 10/05/1999 1,000,000.00 992,030.00 995,810.71 5.100 AAA 5.869 208 09/252000 31364FAT8 2926 Fed.Narl Mort.Assoc. 1126/1999 1,175,000.00 1,172.426.75 1,175,990.90 6.140 AAA 5.966 201 09/182000 31364BHPS 2929 Fed.Narl Mort.Assoc. 1220/1999 1,270,000.00 1,268,80620 1,271,664.86 6.360 AAA 6.048 168 08/162000 31364GAE9 2938 Fed.Nat'l Mort.Assoc. 02/03/2000 2,000,000.00 1.984,060.00 1,987,634.70 5.100 AAA 6217 208 0925/2000 Subtotal and Average 48,635,668.71 60,650,000.00 49,481,961.66 50,488,646.62 SA17 688 Local Agency Investment Funds 982 Laif City 10,804,160.80 10,804,160.80 10,804.160.80 5.824 NR 5.824 1 2206 LAIF-Redevelopment Agency 15,551,329.41 15,551,329.41 15,551,329.41 5.824 NR 5.824 1 Subtotal and Average 23,966,836.04 26,355,490.21 26,365,490.21 26,355,490.21 5.824 1 Treasury Securities-Coupon 9128274N9 2896 U.S.Government Trees.Note O5/13/1999 1,000,000.00 958,440.00 994,420.42 5250 AAA 5.431 1.262 081152003 9128273C4 2897 U.S.GovemmeM Tress.Note 05/17/1999 1,000,000.00 987,970.00 1,011,651.10 6.000 AAA 5.464 882 07/312002 912827Z39 2783 UNITED STATES TREASURY 03/17/1997 1.000,000.00 1,000,160.00 999.894.81 6.500 AAA 6507 548 O8/31/2001 912827V66 2819 UNITED STATES TREASURY 12/10/1997 1,000,000.00 996,720.00 999,458.45 5.750 AAA 5.837 244 10/312000 9128274K5 2875 UNITED STATES TREASURY 0222/1999 1,000,000.00 963,750.00 1,007,891.76 5.375 AAA 5.106 1,216 061302003 Subtotal and Average 5,013AN.68 5,000,000.00 4,907,040.00 5,013,316.64 5.668 831 Medium Term Notes 02687QAK4 2839 American hill Group(AIG) 03r30/1998 1,000,000.00 999,590.00 1.000,029.01 6.750 Asa 5.716 26 03272000 046003ELB 2830 Associated Corp. 0129/1998 1,000,000.00 998,430.00 1,000,500.56 6.000 AA3 5.808 106 06/152000 046003JP5 2857 Associated Corp. 11/06/1998 1,000,000.00 969,930.00 1,004,919.82 5.875 AA3 5.640 866 07/15/2002 05943FAES 2809 Banc One Corp. 10/14/1997 1.000,000.00 996,950.00 1,000,850.53 6250 AA. 6.060 184 09/012000 06651PAA1 2872 Bank United 02/17/1999 1,000,000.00 928,910.00 989,858.19 5.400 Asa 5.700 1,433 02/022004 36962GMD3 2840 General Electric Capital Corp 04/03/1998 1,000,000.00 999,800.00 1,000,032.76 5.840 Ass 5.799 29 03r3012000 36962GME1 2841 General Electric Capital Corp 041=1998 1,000.000.00 989,700.00 1,000,121.55 5.920 Ass 5.909 398 04/03/2001 Portfolio CITY AP Run pate:03127r2=-1 e:14 PM(PRF PtA2)SymRept V5.01f City of HB Portfolio Management Page 4 Portfolio Details-Investments February 29, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment 0 Issuer Balance Date Par Value Market Value Book Value Rate Moodys 366 Maturity Date Medium Term Notes 36962GUD4 2912 General Electric Capital Corp 09/17/1999 1,000,000.00 989,720.00 1,000,000.00 6.330 Asa 6.330 565 09/172001 36962FU61 2924 General Electric Capital Corp 10/12/1999 1,000.000.00 1,001,210.00 1,001.362.59 7.020 Aaa 6.087 55 04252000 61687YBU0 2808 JP Morgan 10/02/1997 1,000,000.00 995,430.00 999,894.50 6.125 AA 6.145 215 10/02/2000 580135CA7 2851 McDonald's 06MI998 1,000,000.00 977.220.00 1,001.004.44 6.000 AA2 5.950 8" 06232002 66586GBY2 2939 Northern Trust Co. 02/112000 1,000,000.00 997,950.00 997,606.89 7.500 AA3 7.569 1.808 02/112005 84534ECS5 2827 Southwestern Bell 01/12/1998 1,000,000.00 958,880.00 997.07027 5.730 AA3 5.858 964 10212002 892332AF4 2858 Toyota Moto Credit 11/09/1998 500,000.00 490,120.00 501,947.08 5.500 AA7 5222 565 09/172001 892332AF4 28M Toyota Moto Credit 1125/1998 325,000.W 318,578.00 325,821.36 5.500 AA7 5.318 565 09/172001 172967AD3 2838 Ciligroup 0327/1998 1.000,000.00 998,640.00 1,000.935.74 6.125 Aa3 5.770 106 06/152000 Subtotal and Average 14,478,666.73 14,826,000.00 14,611,068.00 14,821,966.99 5.981 643 Bankers Acceptances,Amortizing JAFU192 2918 First Union National 0929/1999 1,016,863.65 1,016,039.99 1,016.098.18 SA20 A1P1 6.630 5 03/06/2000 JADV292 2933 Key Bank 1227/1999 1,000,000.00 1,000,000.00 981,977.91 5.845 A!P7 6.101 111 0620/2000 Subtotal and Average 1,993,659.71 $016,863.66 $016,039.99 1,998,076.09 5.861 67 Commercial Paper Disc.,Amortizing 0460AODD3 2934 Associated Corp. 01242000 1,000,000.W 993,050.00 993,048.34 5.820 AA3 5278 43 04/132000 61745ADLO 2935 Morgan Stanley Dean Witter 012420W 1,000,000.W 991,880.00 991,97222 5.780 A1P1 5.943 50 0420 OW Subtotal and Average 2,325,090.06 $000,000.00 1,984,930.00 1,986,020.66 5.961 46 Federal Agency Disc.,Amortizing 313384WZB 2902 Federal Hone loan Bank 0528/1999 1,000,000.00 987.430.00 989,296.67 4.940 AAA 5289 78 05/182000 313384GSO 2914 Federal Hone Loan Bank 10/04/1999 1,000,000.00 968,510.00 969.079.17 5.430 AAA 5.835 205 09/222000 313396YL1 2908 Federal Hone Loan Mot Corp 06/30/1999 1,000,000.00 983,300.00 983,458.06 5270 AAA 5.658 113 06/22/2000 31358BG41 2913 Fed.Nall Mott.Assoc. 0929/1999 1,000,000.00 968,120.00 969.682.50 5.430 AAA 5.834 201 09/182000 313588F28 2931 Fed.Narl Mort.Assoc. 1220/1999 1.500.000.00 1,453,440.00 1,464,398.75 5.730 AAA 6.124 191 09/08/2000 313588ZOI 2936 Fed.Nall Mort.Assoc. 012612000 1,000,000.00 976,700.W 977.322.50 5.790 AAA 6.041 141 072M2000 313588YZ2 2937 Fed.Nall Mort.Assoc. 02/012000 1,000,000.00 9W,540.00 979,560.00 5.840 AAA 6.074 126 07/052000 Subtotal and Average 7,3W,738A8 7,6001000.00 7,318,040.00 7,322,797.65 5.864 153 Total Investments and Average 104,217,444.74 108,429,353.86 106,866,649.86 108,167,202.66 6.840 447 Portfolio CITY AP Run Date:03/27/2000-16:14 PM(PRF PM2)SymRept V5.01f City of HB Portfolio Management Page 5 Portfolio Details-Cash February 29, 2000 Average Purchase Stated YTM Days to CUSIP Investment 0 Issuer Balance Date Par Value Market Value Book Value Rate Moodys 365 Maturity Accrued Interest at Purchase 69,54421 69IW21 Subtotal 69,54421 69,544.21 Total Cash and Investments 104,217,444.74 108,429,363.86 106,926,094.06 108,236,746.87 5.840 447 Portfolio CITY AP Run hate:03R7/2=-10:14 PM(PRF PM?)SymRept V5.01f City of HB Portfolio Management Investment Activity By Type Page 6 February 1, 2000 through February 29, 2000 Stated Transaction Purchases Sales/Maturitles CUSIP Investment 6 Issuer Rate Date or Deposits or Withdrawals Balance Repurchase Agreements 00-162 Union Bank 5.100 02/012000 209,ODO.00 0.00 OD-162 02/022000 0.D0 209,000.00 00-163 Union Bank 5.038 02/072DW 823,DW.00 0.00 OD-163 02/08/2000 0.00 823,000.00 00-164 Union Bank 4.975 02/08/2000 1,299,000.00 0.00 00-164 02M92000 0.00 1,299,000.00 OD-165 Union Bank 5.038 02/092000 888,000.00 0.00 00-165 02/102000 0.00 888,000.00 00-166 Union Bank 5.100 02/102000 748,000.00 0.00 00-166 02/112000 0.00 748,000.00 00-167 Union Bank 5.038 02/112000 416,000.00 0.00 00-167 OV142000 0.00 416,000.00 00-168 Union Bank 5.163 02/142000 1,808,000.00 0.00 OD-168 02/15/2000 0.00 1,808,Oo0.00 00-169 Union Bank 5.188 02/152000 1.229.000.00 0.00 00-169 02/162000 0.00 1,229,000.00 00-170 Union Bank 5.038 02/162000 1.133,000.00 0.00 OD-170 02/172000 0.00 1,133,000.00 00-171 Union Bank 6.038 02/172000 1,096,000.00 0.00 00-171 02/111MM 0.00 1,096.000.00 00-172 Union Bank 5.038 02/182000 462,000.00 0.00 OD-172 02222000 0.00 462,W0.00 00-173 Union Bank 5.100 02222000 188,000.00 0.00 00-173 021=000 0.00 188,000.00 00-174 Union Bank 6.038 02242000 274,000.00 0.00 00-174 0225rM 0.00 274,000.00 00-175 Union Bank 5.038 02252000 180,000.00 0.00 00-175 02282000 0.00 180,000.00 00-176 Union Bank 5.163 02/282000 938,000.00 0.00 00-176 02/292000 0.00 938.000.00 00-177 Union Bank 5.282 02292000 182,000.00 0.00 Subtotal 11,8781000.00 11,11191,000.00 182,000.00 Federal Agency Issues-Coupon 3133WF49 2940 Federal Home Loan Bank 5.875 02242000 987,812.50 0.00 3133MAWSS 2941 Federal Home Loan Bank 7.350 02/28I2000 1,000,000.00 0.00 Portfolio CITY AP Run Date:0327/2000-16:14- PM(PRF_PM3)SymRao V5.01f City of HB Portfolio Management Investment Activity By Type Page T February 1, 2000 through February 29, 2000 Stated Transaction Purchases Sales/Maturlties CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Balance Federal Agency Issues-Coupon 31364GAE9 2938 Fed.Narl Mort.Assoc. 5.100 02/032000 1,985,937.50 0.00 Subtotal 3,973,760.00 0.00 60,488,646.62 Local Agency Investment Funds (Monthly Summary) 2206 LAIF-Redevelopment Agency 5.824 9,100,000.00 9,600,000.00 Subtotal 9,100,000.00 9,600,000.00 26,366,490.21 Treasury Securities-Coupon Subtotal 6,013,316.64 Medium Term Notes 66586GBY2 2939 Northern Trust Co. 7.500 02/112000 997,580.00 0.00 Subtotal 997,680.00 0.00 14,821,956.99 Bankers Acceptances,Amortizing Subtotal 1,998,076.09 Commercial Paper Disc.,Amortizing 61745ABB4 2916 Morgan Stanley Dean Witter 5.730 02/112000 0.00 1,000,000.00 Subtotal 0.00 1,000,000.00 1,986,020.56 Federal Agency Disc.,Amortizing 313588YZ2 2937 Fed.Nall Mort.Assoc. 5.840 02/012000 974,855.56 0.00 Subtotal 974,866.66 0.00 7=797.66 Total 26,919,185.56 22,291,000.00 106,167,202.66 Portfolio CITY AP Run Date:0307/2000.16:14 PM(PRF PM3)SyrnRept V5.011 City of HB Portfolio Management Paw 6 Investment Activity Summary February 1999 through February 2000 Yield to Maturity Managed Number Number Month Number of Average 360 365 Pool of Securities of Securities Average Average End Year Securities Balance Equivalent Equivalent Rate Purchased Matured I Sold Term Days to Maturity February 1999 53 85,056,577.81 5.515 5.592 5.210 21 20 730 500 March 1999 57 84,419,286.15 5.477 5.553 5.136 30 26 764 541 April 1999 60 89,880,077.24 5.407 5.482 5.119 24 21 710 491 May 1999 69 96,661,487.19 5.383 5.457 5.086 31 21 736 533 June 1999 73 98,970,832.49 5.409 5.484 5.095 30 26 741 540 July 1999 72 99,349,486.96 5.445 5.520 5.178 19 20 792 575 August 1999 66 94,592,715.08 5.457 5.533 5.225 22 28 767 541 September 1999 65 93,662,219.54 5.570 5.647 5.256 23 24 942 656 October 1999 71 90,979,855.32 5.547 5.624 5.263 25 19 802 562 November 1999 70 89,455,049.36 5.608 5.686 5.484 17 18 780 530 December 1999 78 96,931,805.31 5.716 5.795 5.639 21 13 725 473 January 2000 75 103,954,904.99 5.699 5.778 5.771 18 21 716 450 February 2000 80 104,217,444.74 5.760 5.840 5.824 21 16 721 447 Average 68 94,608,911.69 6A38% 5.615% .5.330 23 21 764 626 Portfolio CITY AP Run bate:03/27r2000.16:14 PM(PRF PM4)SymRao V5.01f City of HB Portfolio Management Paw S Distribution of Investments By Type February 1999 through February 2000 February March Aprll May June July August September October November December January February Average Investment Type 1999 1999 1999 1999 1999 1999 1999 1999 1999 1999 1999 2000 2000 by Period Repurchase Agreements 1.3 1.2 4.4 2.1 1.0 1.1 2.5 3.5 2.1 0.2 1.5% Certificates of Deposit Commercial Paper:Interest Bearing Federal Agency Issues-Coupon 35.6 36.3 34.3 37.5 37.4 39.3 38.2 45.5 46.9 47.1 45.2 45.0 46.7 41.2% Local Agency Investment Funds 33.5 32.4 31.6 29.4 28.6 24.9 29.9 15.2 20.8 24.6 20.6 26.0 24.4 26.3e' Treasury Securities-Coupon 6.0 5.9 5.4 7.1 6.9 7.4 7.4 9.1 7.7 6.4 5.9 4.8 4.6 6.E Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Term Notes 16.5 16.2 14.8 14.0 13.6 14.7 14.6 19.2 15.1 14.7 13.5 13.4 13.7 14.9% Mortgage Backed Securities Bankers Acceptances,Amortizing 4.7 2.3 1.0 1.1 1.1 1.3 1.1 1.1 1.9 1.9 1.9 1.5% Commercial Paper Disc.,Amortizing 2.4 5.8 9.5 9.0 8.8 8.5 3.2 2.5 2.2 2.1 7.8 2.9 1.8 5.1% Federal Agency Disc.,Amortizing 1.0 2.8 3.1 3.1 3.7 4.2 4.1 5.2 6.1 6.8 3.1% Treasury Discounts-Amortizing Miscellaneous Discounts,Amortizing Portfolio CITY AP Run Date:03Wr2000-16:14 PM(PRF PM5)SynnRept VS.01f State of California Pooled Money Investment Account Market Valuation 2/29/00 Car m :Cost Plus ry' g .Description . Accrued Interest Purch Fair Value Accrued-Interest United States.Treasu : Bills $ 1,278,959,673.69 $ 1,296,140,030.60 NA Notes $ 2,148,030,972.63 $ 2,130,613,500.00 $ 28,578,821'.50 Federal Agency: Bonds $ 2,676,022,900.78 $ 2,660,265,638.55 $ 35,838,314.85 Floaters $ 100,000,000.00 $ 100,000,000.00 . $ 379,340.00 MBS $ 445,381,842.62 $ 420,029,842.28 $ 2,414,333.53 GNMA $ 1,392,253.12 $ 1,553,694.73 $ 13,726.97 SBA $ 279,918,401.31 $ 278,877,909.27 $ 2,516,875.50 FHLMC PC $ 13,657,834.24 $ 14,123,481.97 $ 219,512.21 Discount Notes $ 5,146,850,216.39 $ 5,236,368,591.24 NA Bankers Acceptances $ - $ - NA Corporate: Bonds $ 1,146,156,780.89 $ 1,134,429,350.95 $ 22,228,657.53 Floaters $ 1,344,457,402.36 $ 1,348,859,622.50 $ 9,307,354.30 CDs $ 5,627,956,866.09 $ 5,619,603,994.84 $ 102,216,582.76 Bank Notes $ 1,890,013,744.49 $ 1,887,880,291.20 $ 40,536,669.44 Repurchase Agreements .$ - $ - NA Time Deposits $ 3,015,395,000.00 $ 3,015,395,000.00 NA AB 55 &GF Loans $ 2,056,598,670.79 $ 2,056,598,670.79 NA Commercial Paper $ 7,895,559,796.46 $ 7,963,224,446.17 NA Reverse Repurchase $ 257,869,092.00 $ 257,869,092.20 $ 856,235.97 TOTAL $ 34,808,483,263.86 $ 34,906,094,973.09 $ 243,393,952.62 Fair Value Including Accrued Interest $ 35,149,488,925.71 Repurchase Agreements, Time Deposits, AB 55& General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). RECEIVE ® ` MAR 13 2000 4Fjr1; urer'3 Dept. L I 1 t ice! cI i 'i Qt Treasurer's Report - Shari L. Freidenrich, CPA, CCMT # t1i3 i Pr#G i uIN B EA C#i, CA IQQQ APR I I A 4 2 TREASURER' S ... ....... G, F J c`4 Shari L . Freidenrich , CPA, CCMT °' April 17, 2000 Treasurer's Report - Shari L. Freidenrich, CPA, CCMT February 2000 Investment Summary Financial Information: I I January February Inc(Dec) 1 End of month City Portfolio Balance $103,484,768 $108,167,203 $4,682,435 ~� Average Maturity ( in days) 1 450 447 _ -3 End of Month Market Value $102,1141231 $106,856,550 $4,742,319 1 _ �YTD Average Daily Balance $95,378,170 $97,064,611 $1 ,686,441 , .Comparison to Budget: Budget Actual Inc(Dec) Interest Earned for Month $300,000 $495,267 $195,267 Interest Earned Year to Date $1 ,500,000 $2,318,536 $818,536 Earned Interest Yield Year to Date 5.50% 5.74% 0.24% Summary by Individual Investment: Days Int. _ February % of Total Policy Limit to Mat. Rate Repurchase Agreements i $182,000 1% None 1 5.36% Federal Agy Issues - Coupon $50,488,546 46% None 688 5.82% Local Agency Inv. Fund (LAIF) $26,355,490 24% $40 Million 1 5.82% Medium Term Notes $14,821 ,956 13% 20% 543 5.98% Commercial Paper $1 ,985,021 2% 15% 46 5.96%0l Treasury Securities $5,013,317 5% None J 831 5.67%1 Banker's Acceptances $1 ,998,076 2% 25% _ 57» 5.86% Federal Agy Issues - Amort. $7,322,798 7% None 153 5.85%1 Total 1 $108.167.204 1 100% 1 I RCA ROUTING SHEET INITIATING CITY TREASU-RER DEPARTMENT: SUBJECT: Investment Summary Report COUNCIL MEETING DATE: Apn1=17,4200"� RCA ATTACHMENTS STATUS Ordinance (w/exhibits & legislative draft if applicable) Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) (Signed in full by the City Attorney) Not Applicable Subleases, Third Party Agreements, etc. (Approved as to form by City Attome Not Applicable Certificates of Insurance (Approved by the City Attome Not Applicable Financial Impact Statement (Unbudget, over $5,000) Not Applicable Bonds (If applicable) Not Applicable Staff Report (If applicable) Not Applicable Commission, Board or Committee Report (If applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION FOR MISSING ATTACHMENTS REVI WED RETURNED . FOR WARDED Administrative Staff Assistant City Administrator Initial City Administrator Initial City Clerk EXPLANATION FOR-RETURN OF ITEM: Only)(Below Space For City Clerk's Use CITY OF HUNTINGTON BEACH MEETING DATE: March 20, 2000 DEPARTMENT ID NUMBER: CT 00-03 Council/Agency Meeting Held: Deferred/Continued to: Approved ❑ Conditionally Approved ❑ Denied 1i4. City t4e&s Signature Council Meeting Date: March 20, 2000 Department ID Number: CT 00-03 CITY OF HUNTINGTON BEACH REQUEST FOR COUNCIL ACTION o �� SUBMITTED TO: HONORABLE MAYOR AND CITY COUNCIL MEMBERS SUBMITTED BY: SHARI L. FREIDENRICH, City Treasur �- ' PREPARED BY: SHARI L. FREIDENRICH, City Treasurer R <� SUBJECT: REVIEW AND ACCEPT CITY TREASURER'S JANUARY, 2000 INVESTMENT SUMMARY REPORT Statement of Issue,Funding Source,Recommended Action,Alternative Action(s),Analysis,Environmental Status, Attachment(s) Statement of Issue: Review and accept the monthly investment report for January, 2000 pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Funding Source: Not applicable. Recommended Action: Review and accept the monthly report. Following review of the report, by motion of Council, accept the Monthly Investment Report for January, 2000, pursuant to Section 17.0 of the Investment Policy of the City of Huntington Beach. Alternative Action(s): Deny or critique monthly report. Analysis: Not applicable. Environmental Status: Not applicable. Attachment(s): City Clerk's Page Number Monthly Investment Report and Summary of Investments for January, 2000 RCAINVSM03 -2- 3/8/00 12:09 PM Monthly Investment Report and Summary Of Investments for January 2000 Attachment 1 City of Huntington Beach Summary of Investment Portfolio Activity for January, 2000 Financial Information: Increase December January (Decrease) End of month City Portfolio Balance $102,804,587 $103,484,768 $680,181 Accrued Interest at Purchase $59,630 $59,630 $0 Interest Earned for Month $464,230 $504,892 $40,661 Earned Interest Yield Average 5.64% 5.72% 0.08% Average Maturity ( in days) 473 450 -23 End of Month Market Value $101,712,319 $102,114,231 $401,913 End of month bank cash balance $4,295,033 $2,918,708 ($1,376,325) Comparison to Budget: Increase Budget Actual (Decrease) Interest Earned for Month $300,000 $504,892 $204,892 Interest Earned Year to Date $1,200,000 $1,823,270 $623,270 Earned Interest Yield Year to Date 5.50% 5.67% 0.17% Transaction Summary: Increase December January (Decrease) Number of Securities Purchased 21 18 -3 Number of Securities Matured/Sold 13 21 8 Summary by Individual Investment: Days Int. January % of Total Policy Limit to Mat. Rate Federal Agy Issues -Coupon $46,512,125 45% None 732 5.75% Local Agency Inv. Fund (LAIF) $26,855,490 26% $40 million 1 5.77% Medium Term Notes $13,825,774 13% 20% 481 5.87% Treasury Securities -Coupon $5,013,690 5% None 860 5.67% Commercial Paper- Disc. $2,974,084 3% 15% 54 5.95% Banker's Acceptances $1,988,928 2% 25% 86 5.86% Federal Agy Issues -Amort. $6,314,677 6% None 186 5.82% $103,484,768 100% 0 B City of Huntington Beach City of HB 2000 Main St Portfolio Management Huntington Beach,CA,MM Portfolio Summary January 31, 2000 hlvestftlent8 per Market Book %of Days to YTM YTM Value Value Value Portfolio Term Maturity 360 Equlv. 365 Equiv. Federal Agency Issues-Coupon 46,550,000.00 45,467,987.00 46,512,125.01 44.95 1,074 732 6.668 5.747 Local Agency Investment Funds 26,855,490.21 26,856,490.21 26.855,49021 25.95 1 1 5.692 5.771 Treasury Securities-Coupon 5,000,000.00 4,895,790.00 5,013,689.68 4.84 1,399 860 5.590 5.668 Medium Tenn Notes 13,825,000.00 13,602,356.75 13,825,774.14 13.36 1,049 481 5.787 5.897 Bankers Acceptances-Amortift 2,016,863.65 2,011,362.42 1,988,927.88 122 167 a6 5.781 5.861 Commercial Paper Disc.-Amortising 3,000,000.00 2A73,750.00 2,974,084.44 2.87 101 54 5A71 5.953 Federal Agency Disc.,ArnoRaing 6,500,000.00 6,307,495.00 6,314,676.67 6.10 307 186 5.741 5.820 Investments 103J47,363.86 102,114,231.38 103AU,768.03 100.00% 716 "0 5.699 6.778 Cash and Accrued Interest Passix o1dChedang 0.00 0.00 0.00 0 0 0.000 0.000 (not Included In yield calculations) Accrued Interest at Purdrese 69,630.26 59,630.26 Subtotal 59,63026 59,830.26 Total Cash and.Investments 163,747,353.86 102,173,861.64 103,644,398.29 716 460 5.699 5.778 Total Earnings January 31 Month Ending Fiscal Year To(Date Fiscal Year Ending Current Year 504,891.55 1,823,269.77 Current Budget 300,000.00 1,200,000.00 3,800,000.00 Last Year Actual 373,224.00 1,384,720.00 4,513,758.00 Average Daily Balance 103,954,904.99 95,378,17025 Effective Rate of Return 5.72% 5.67% I certify that this report accurately reflects all City and Redevelopment Agency pooled investinents and Is in conformity with all State laws and the Investment policy statement filed with the City Council an Dec.20, 1999. A copy of this policy Is available at the office of the City Clerk. The investment program herein shown provides sufficient cash flow liquidity to meet the nte)d six niorlth's obligations. Market Values provided by Union Bank vlalMjlll Lynch and J.J.Kenney pricing services. r 3-6-zcoQ S REIO ICH,CITY TREA URER Portfolio CITY AP Run Date:02 0412000-13:43 PM(PRF PM1)SyntRept V5.01f City of H B Portfolio Management Pap 2 Portfolio Details-Investments January 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP Investment M Issuer Balance Date Par Value Market Value Book Value Rate MoWs us Maturity Date Repurchase Agreements Subtotal and Average 562,580.65 Federal Agency Issues-Coupon 31331RKE4 2813 Federal Farm Credit Bank 1120/1997 1,000,000.00 994,790.00 1.000,083.62 5.910 AAA 5.898 293 1.WO12000 31331HWTO 2892 Federal Farm Credd Bank 05/03/1999 1,000,000.W 963,440.W 999,323.75 5250 AAA 5.283 820 05OU2002 31331R5K7 2895 Federal Farm Credit Banc 05/28/1999 1,000,000.W 989,430.W 1.000,000.00 5260 AAA 5260 302 11/Z9rZ000 31331HZF7 2907 Federal Farm Credit Bank 07/01/1999 1,000,000.W 987,500.00 999,021.94 5.875 AAA 5.949 517 07/0212WI 31331MVJ3 2928 Federal Farm Credit Bank 12/=1999 1,000,000.00 998,440.00 999,184.78 5.730 AAA ISM 121 06/012000 3133WSM0 2820 Federal Hoare Loan Bank 12/30/1997 1,000,000.00 980,000.W 1,000,000.00 6.200 AAA 62M 1,063 12/30/2002 3133M2VH7 2821 Federal Home Loan Bank 01/07/1998 1,000,Wo.00 980,310.W 1.000,000.00 6215 AAA 6215 1,071 01/072003 3133M7NM4 2871 Federal Home Loan Bank 03/05/1999 1,000,000.00 960,000.W 1,000.000.00 5.390 AAA 5.390 947 09/052002 3133M5Q39 2874 Federal Home Loan Bank 0222/1999 1,000,000.00 935,000.W 991,875.37 5.125 AAA 5.380 I= 09/152003 3133M7VS2 2876 Federal Home loan Bank 03/15/1999 1,000,000.00 977,810.00 1,000,000.00 5.330 AAA 5.330 591 09/142001 3133M5BC3 2881 Federal Morro Loan Bank 03/31/1999 1,000,000.00 981,090.00 1,003,M,117 5.500 AAA 5261 559 08/132001 3133M5J92 2882 Federal Home Loan Bank 03/31/1999 1,000.000.00 949,370.W 1,002,466.78 5.630 AAA 5.646 1,309 09/OZ/2003 3133M41RE5 _ 2883 . Federal Home Loan Bank 03/31/1999 1,105,000.00 1,056,65625 1,109,710.17 5.690 AAA 5.540 1,234 OB/ WAM 3133MB1-R3 2889 Federal Home Loan Bank 05/10/1999 1,000,000.00 941,720.00 1.000,000.00 5.625 AAA 5.625 1,560 05/10/2004 3133MBUR3 2898 Federal Home Loan Bank 06/07/1999 1,000.000.00 953.120.00 11000,000.00 6.000 AAA 6.000 1,588 06/072004 3133M92U5 2903 Federal Home Loan Bank 0628/1999 1,000,000.00 977,660.00 1,000,000.W 6.025 AAA 6.025 $78 06282002 3133KOM 2906 Federal Home Loan Bank 07/19/1999 1,000,000.00 981,560.00 IAW.000.W 6250 AAA 6250 899 07/192002 3133MBZRO 2920 Federal Moms Loan Bank 10AW1999 2,000,0W.00 1,993,760.00 1,999,729.53 5.750 AAA 5.770 240 09282000 3134AXT1 2886 Federal Horne Loan Mod Corp 04IM1999 1,000,000.00 997,190.00 999,837.03 4.980 AAA 5.050 87 04282000 3134A30RO 2894 Federal Home Loan Mod Corp 05/1311999 1,000,000.00 984,530.00 1,000,000.W 5.480 AAA 5.480 469 05MS/2001 31354C4137 2800 Fed.Naf9 Mort.Assoc. 08/12/1997 1,000,000.00 978,280.W 996.376.19 6.150 AAA 6.320 916 08/05/20M 3135404130 2801 Fed.Natl Mort.Assoc. 08/12H997 1,000,000.00 996,560.00 998.553.63 5.910 AAA 6221 188 OOM72000 31364FW8 2818 Fed.Nall Mort.Assoc. 1226/1997 1,000,000.00 972,660.00 1,000.000.00 6.150 AAA 6.160 1.059 12262002 31364FNB3 2825 Fed.Nall Mod.Assoc. 01/14/1998 1,0w OW.00 969,060.00 1,000,000.00 6.010 AAA 6.010 1.078 011142003 31364FNB3 2826 Fed.Nail Mort.Assoc. 01/14/1998 1,000,000.00 969,060.00 1,0001000.00 6.010 AAA 6.010 1.078 01/142003 31364FG39 2846 Fed.Nail Mort:Assoc. 05/21/1998 1,000,0W.00 965,000.00 1.000,000.00 6.Ma AAA 6.030 1.199 05/152003 31354FX55 2853 Fed.Nat?PAW.Assoc. 0721/1998 1,000,000.00 961,560.00 999,MAO 6.010 AAA 6.093 1,255 07/10 2M 31364GDY2 2856 Fed.Nall Mod.Assoc. 1029/1998 1,000,000.00 970,000.W 999,81829 5.000 AAA 5.011 636 1=81=1 31364GGH6 2859 Fed.Nall Mod.Assoc. 11/13/1998 1,000,000.00 938,750.00 999,054.17 5.270 AAA 5299 1,381 11/132O03 31364GPS9 2866 Fed.Nat'l Mod.Assoc. 01/13/1999 1,000,OW.W 979,690.00 1,000,000.W 5260 AAA 52M 528 07/132001 31364GEM7 2884 Fed.Nall Mod.Assoc. 03/31/1999 1,000,000.W 932,080.00 979,028.45 5.120 AAA 5.758 1,371 11/032003 31364GIAO 2885 Fed.Nall Mod.Assoc. 0420H999 1,000,000.00 952,500.00 1,000,000.00 5.910 AAA 5.909 1,508 03/192004 31364GIM63 2890 Fed.Nan Mod.Assoc. 05/05/1999 1,000,000.00 946,670.W 1,000,000.00 5.780 AAA 5.780 1,555 OSA 2004 Portfolio CITY AP Run Date:02104r20W-13:49 PM(PRF PM2)SymRept V5.01f City of HB Portfolio Management Page 3 Portfolio Details-Investments January 31, 2000 Average Purchase Stated YTM Days to Maturity CUSIP lnveshnent tl Issuer Balance Date Par Value Market Value Book Value Rate Moodys 365 Maturity Date Federal Agency Issues-Coupon 31364F2M2 28M Fed.Nat1 Mort.Assoc. 05107/1999 2,000,000.00 1,992,820.00 2,003,555.01 5 560 AAA 5.166 174 07242000 31364GQ93 2905 Fed.Nan Mort.Assoc. 06/11/1999 1,000.000.00 956,870.00 987,486.63 6.000 AAA 6.343 1,567 05/172004 31364FAT8 2915 Fed.Nan Mort.Assoc. IOAW1999 1,000,000.00 997,190.00 1,002,371.46 6.140 AAA 5.744 230 09/182000 31364G7J2 2919 Fed.Nat'l Mort.Assoc. 10/04/1999 1,000,000.00 994,530.00 999,792.56 5.730 AAA 5.761 234 09/222000 31364KAG5 2921 Fed.Nan Mort.Assoc. 10/04/1999 3,000,000.00 2,985,450.00 2,999,192.18 5.760 AAA 5.801 244 10/022000 31364KAG5 2922 Fed.Nat?Mort.Assoc. 10/1M1999 1,000,000.00 995,150.00 999,801AI 5.760 AAA 5.790 244 10/02/= 31364GAE9 2923 Fed.Nan Mort.Assoc. 10/05/1999 1,000,000.00 990,620.00 995,194.64 5.100 AAA 5.869 237 09/252000 31364FATB 2926 Fed.Nan Mort.Assoc. . 1126✓1999 1,175,000.00 1,171,69825 1,176,141.80 6.140 AAA 5.966 230 09/182000 313648MP8 2929 Fed.NsPI Mort.Assoc. 1220/1999 1,270,000.00 1,268,412.50 1 VIA67.56 6.360 AAA 6.048 197 08/162000 Subtotal and Average 46,511,744.85 46,550,000.00 4SA67,887.00 46,512,125.01 5.747 782 Local Agency Investment Funds 982 LaifCRV 10.804,160.80 10,804.160.80 10,804,160.80 5.771 NR 5.771 1 220E LAIFa2edeveloprtreMAaency 16,051,329AI 16,051,329AI 16,051,329.41 5.771 NR 5.771 1 Subtotal and Average 24,488,394.38 26,86SAW21 26,85S,490.21 26,865,490.21 6.771 1 Treasury Securities-Coupon 9128274N9 2896 U.S.Government Tress.Note 05/13/1999 1,000,000.00 955,000.00 994=20 52M AAA 5,431 1,291 081152003 9128273C4 2897 U.S.Government Tress.Note 05/17/1999 .1,000,000.00 985,160.00 1,012.034.19 6.000 AAA 5.464 911 071312002 912827Z39 2783 UNITED STATES TREASURY 03117/1997 1,000,000.00 998,440.00 999AM24 6.500 AAA SM7 577 08/312001 . 912827V66- 2819 UNITED STATES TREASURY 12/10/1997 1,000,000.00 996,410.00 999,394.09 5.750 . AAA 5.837 273 1(1/312000 9128274K5 2875 UNITED STATES TREASURY - 0222/1999 1,000,000.00 960,780.00 1,008,079.96 5.375 AAA 5.106 1,245 06/3012003 Subtotal and Average 51981,584.68 5,000,000.00 4,895,790.00 5,013,689.68 5.668 860 Medium Term Notes 02687QAK4 2839 American trill Group OM) OW011998 1,000,000.00 999,260.00 1,000.062.48 6.750 Asa 6.716 55 03272000 046003ELB. 2830 Associated Corp. 0129/1998 1,000,000.00 998,020.00 1,00Q644.95 6.000 AA3 SAW - 135 06N52000 046D03JPS 2857. Associated Corp. 11/0611998 1,000,000.00 966,830.00 1,005,092.64 5.875. AA3 6.640. 895 07/152002 05943FAES 2809 Banc One Corp. 10/14/1997 1,000,000.00 997,010.00 1,000,99229 6.250 AA. 6.060 213 09MI2000 06651PAAI 2872 Bank United . 02/17/1999 1,000,000.00 930,050.00 989.642.56 5.400 Asa 5.700 1,462 02A22004 36962GMD3 2840 General Electric Capital Corp 04l0311998 1,000,000.00 999,660.00 1,000,066.65 5.840 Asa 5.799 58 0=302000 36962GMEI 2841 General E Capital Corp 04M&1998 1,000,000.00 988,750.00 1,000,130J36 5.920 Asa 5.909 427 04A3I2001 36962GUO4 2912 General Electric Capital Corp 09/17/1999 1,000,000.00 988,950.00 1,000,000.00 6.330 Asa 6.330 594 09/172001 36962FU61 2924 General Electric Capital Corp 10/12/1999 1,000,000.00 1,001.900.00 1,002,119.59 7.020 Asa 6.087 84 04252000 61687YBU0 2808 JP Morgan 10/02/1997 1,000,000.00 995220.00 999,879.50 6.125 AA 6.145 244 10/02/2000 580135CA7 2851 McDonald's 06J3011998 1,000,000.00 974,700.00 1,001,040.66 6.000 AA2 5.950 873 0Sr23/2002 Portfolio CITY AP Run Dabs:02M4/Z000-13:43 PM(PRF PM?)SymRept V5.01t City of H13 Portfolio Management Pap Portfolio Details-Investments January 31, 2000 Average Purchase Stated YTM Days to Mato CUSIP Investment 0 Issuer Balance Date Par Value Market Value Book Value Rate Moodys 365 Maturity pate Medium Term Notes 84534ECS5 2827 Soutlwvastem Bell 01/12/1998 1,000,000.00 956,290.00 996.978.48 5.730 AA3 5,858 993 10/21/2002 892332AF4 2868 Toyota Motor Credit 11/09/1998 500,000.00 489,095.00 502.052.14 5.500 Aq1 52M 594 09/17/2001 892332AF4 2860 Toyota Motor Credit 11/25(1998 325,000.00 317A11.75 325AM.68 5.500 AA7 5.318 594 09/17/2001 172967AD3 2838 Citigroup 03/27/1998 1,000,000.00 998,710.00 1,001,205.66 6.125 Aa3 5.770 135 06/152000 Subtotal and Average 13,826,440.69 13,=,000.00 13,602,866.75 13,826,714.14 8.867 481 Bankers Acceptances;Amortizing JAFU192 2918 First Union National 0929/1999 1,016,863.65 1.011,362.42 1,011,658.44 5.420 A1P1 5.630 34 03/1=000 JADV292 2933 Key Bank 12/27/1999 11000,000.00 1,000,000.00 977.269.44 " 5.845 AIP1 6.101 140 08/20/2000 Subtotal and Average 11984,196.05 2,016,863.65 2,011,862A2 1,988,827A3B 5.861 Be Commercial Paper Disc.,Amortizing 04600JO03 2934 Associated Corp. 01/242000 1.000,000.00 988200.00 988,360.00 5.820 AA3 5.978 72 04/13/2000 61745ABB4, 2916 Morgan Stanley Dean Witter - .0929/1999 1,000,000.00 998,410.00 998,408.33 5.730 A1P1 5.937 10 02/112000 6174SADLO 2935 Morgan Stmdey Dean Witter 01242000 1,000,000.00 987,140.00 987,316.11 5.780 AIN 5.943 79 04/2W2000 Subtotal and Average 5,081,127.14 3,000,000.00 2,973,760.00 $974,084A4 5.953 54 Federal Agency Disc.,Amortizing 313384WZS 2902 Federal Hoare loan Bank 05/28/1999 1,000,000.00 982AW.00 985,31722 4.940 AAA 5.289 ' 107 05/182000 313384G86 2914 Federal Home Loan Bank 10104/1999 1,000,000.00 964,060.00 964,705.00 5.430 AAA 5.835 234 09222000 313396YL1 29M Federal Home Loan Mort Corp 0O W1999 1,000.000.00 979.020.00 979,212.76 5270 AAA 5.658 142 06/222000 31358SG41 2913 Fed.Nafl Mort.Assoc. 091=1999 1,000,000.00 963,520.00 965,308.34 5.430 AAA 5.834 230 09/182000 31358SF26 2931 Fed.Nall Mort.Assoc. 122W1999 I_,;W,000.00 1,446,375.00 1,447,475.00 5.730 AAA 6.124 220 09/08I2000 313588ZQ1 2936 Fed.Nafl Mort.Assoc. 01262000 1,000,000.00 971,970.00 972.658.33 5.790 AAA 6.041 170 07202000 Subtotal and Average 8,517,636.55 6,600,000.00 6,307AN.00 6,314,676.67 Sno 186 Total Investments and Average 103,964,904.99 103,747,853.S6 102,114,231.38 163,484,768.03 8.778 450 Portfolio CITY AP Run Date:04/042000-13:43 PM(PRF PM2)6yrnRept V5.01f City of HB Portfolio Management Page 5 Portfolio Details -Cash January 31, 2000 Average Purehase Stated YTM Days to CUSIP Investment S Issuer Balance Date Par Value Market Value Book Value Rate Moodys 866 Maturity Accrued kderest at Purchase 59.63026 59,63026 Subtotal 59,630.26 50,630.26 Total Cash and Mvestments 103,964,904.99 103,747,363.86 102,173,861.64 103,644,S9S.29 6.778 460 Portfolio CITY AP Run Date:02104R000-13:43 PM(PRF PM2)SyrnRW V5.01f City of HB Portfolio Management Pop B Investment Activity By Type January 1, 2000 through January 31, 2000 Stated Transaction Purchases SahmWaturttles CUSIP Investment# Issuer Rate Date or Deposits or Withdrawals Selena Repurchase Agreeirtertts 00.147 Union Bank 4.787 011042000 637.000.00 0.00 00-147 01/052000 0.00 637,000.00 00-148 Union Bank 4.788 01/05/2000 521.000.00 0.00 00-148 01/06/2000 0.00 521,000.00 00-149 Union Bank 4.851 01/06/2000 171,000.00 0.00 00-149 01/07/2000 0.00 171.000.00 00-150 Union Bank 4.913 01/072000 279,000.00 0.00 00-150 01/102000 0.00 279,000.00 00-151 Union Bank 6.038 01/102000 1,203,000.00 0.00 OD-151 0i/112000 0.00 1,203,000.00 00-152 Union Bank 5.037 01/112000 1,103,000.00 0.00 00.152 01/12/2000 0.00 1,103,000.00 00-153 Union Bank 4.850 01/122000 1,073,000.00 0.00 00-153 01/132000 0.00 I A73,000.00 00.154 Union Bank 4.913 01/132000 3,129,000.00 0.00 00-154 01/142000 0.00 3,129,000.00 00-155 Union Bank 5.100 01/1MM) 706,000.00 0.00 00.155 01/192000 0.00 706,000.00 00.156 Union Bank 4.788 01202000 1,127,000.00 0.00 00-156 01212000 0.00 1,127,000.00 00-157 Union Bank 4.725 0121/2000 1,889,000Ao O.W 00-157 01242000 O.W 1,889,000.00 00-158 Union Bank 4.850 01242000 108,000.00 0.00 OD-158 01252000 0.00 108,0W.W 00.159 Union Bank 4.787 0125I2l= 603.000.00 0.00 OD-159 01262000 0.00 503,000.00 00-160 Union Bank 4.850 01262000 120,000.00 0.00 00.160 0127/2000 O.00 120,000.00 00.161 Union Bank 4.913 01272000 535,000.00 0.00 00-161 01282000 O.W 535,000.00 Subtotal 13,104,000.00 13,104,000.00 0.00 Federal Agency Issues-Coupon Sul-M-F l 46,512,125.01 Portfolio CITY AP Run Date:02104/2000-13:43 PM(PRF PM3)SymRept V5.01f City of HB Portfolio Management Investment Activity By Type Page 7 January 1, 2000 through January 31, 2000 Stated Transaction Puahases Sales/Maturltles CUSIP Invesbnent 0 Issuer Rate Date or Deposits or Withdrawals Balance Local Agency Invesbnent Funds (Monthly Summary) 982 Lail City 5.771 68,252.85 0.W 2206 IAIF-Redevelopment Agency 5.771 8,104,744.88 2,SW,000.W Subtotal 8,172,997.73 2,5W,000.00 26,85SAW 21 Treasury Securities-Coupon 9128273U4 2854 UNITED STATES TREASURY 5.375 01/31/2000 0.W 1,000,000.00 Subtotal 0.00 1,000,000.00 5,013,60.68 Medium Term Notes Subtotal 18,M,774.14 Bankers Acceptances,Amortizing Subtotal 1,988,927.88 Comrnercial Paper Disc.-Amortizing 04SOWDD3 2934 Associated Corp. 5.820 01242000 987AN.67 0.00 141740ADO 2925 Cargill Inc. 6.640 01/132000 0.W 3,000,000.00 4376DRAJO 2930 Homeside Lending Inc. 6.380 01/16/2000 0.00 1,000,000.00 43760RAK6 2932 Homeside LwWbV Inc. 6.480 01/192000 O.W 1,000,000.00 6174SAAU3 2917 Morgan Stanley Dean Witter 5.750 01/28r2000 0.00 11000,000.W 6174SADLO 2935 Morgan Stanley Dean Witter 5.780 01124r2000 986,031.67 0.W 7954WGAES 2927 Salomon Smith Barney 6.400 01/142000 0.00 1,000,000.00 Subtotal 1,1173,098.34 TAW,000.00 2,974,084A4 Federal Agency Disc.,Amortizing 313548ZOI 2936 Fed.Nafl Mort.Assoc. 5.790 0126/2000 971,693.33 0.00 Subtotal 971,693.33 0.00 GA14,676.67 Total 24,221,789AO 23,604,000.00 103AU,768.03 Portfolio CITY AP Run Dane:021042000-13:43 PM(PRF PM 3)SyrnRept V5.01f City of HB Portfolio Management Page 8 Investment Activity Summary January 1999 through January 2000 Yield to Maturity Managed Number Number Month Number of Average 360 366 Pool of Securities of Securities Average Average End Year Securities Balance Equivalent Equivalent Rate Purchased Matured/Sold Term Days to Maturity January 1999 54 87,055,940.91 5.534 5.611 5.265 19 18 704 478 February 1999 53 85,056,577.81 5.515 5.592 5.210 21 20 730 500 March .1999 57 84,419,286.15 5.477 5.553 5.136 30 26 764 541 April 1999 60 89,880,077.24 5.407 5.482 5.119 24 21 710 491 May 1999 69 96,661,487.19 5.383 5.457 5.086 31 21 736 533 June 1999 73 98,970,832.49 5.409 5.484 5.095 30 26 741 540 July 1999 72 99,349,486.96 5.445 5.520 5.178 19 20 792 375 August 1999 66 94,592,715.08 5.457 5.533 5.225 22 28 767 541 September 1999 65 93,662,219.54 5.570 5.647 6.256 23 24 942 .656 October 1999 71 90,979,855.32 5.547 5.624 5.263 25 19 802 562 November 1999 70 89,455,049.36 5.608 5.686 5.484 17 18 780 530 December 1999 78 96,931,805.31 5.716 5.795 5.639 21 13 725 473 January 2000 75 103,954,904.99 5.699 5.778 5.771 18 21 716 450 Average 66 93,214A93.63 5.521°1% 5.697% 6.287 23 21 792 528 Portfolio CITY AP Run Date:02/04/2000-13:43 PM(PRF PM4)SyrnRept V5.01f City of HB Portfolio Management Page 9 " Distribution of Investments By Type January 1999 through January 2000 January February March April May June July August September October November December January Average Investment Type 19" 1999 .1999 19" 19" 19" 1999 1999 19" 1999 1999 1999 2000 by Period Repurchase Agreements 3.1 1.3 1.2 4.4 2.1 1.0 1.1 2.5 3.5 2.1 1.7% Certificates of Deposit Conrnercial Paper-Interest Bearing Federal Agency Issues-Coupon 38.9 35.6 36.3 34.3 37.5 37.4 39.3 38.2 45.5 46.9 47.1 45.2 45.0 40.6% Local Agency Investment Funds 32.7 33.5 32.4 31.6 29.4 28.6 24.9 29.9 15.2 20.8 24.6 20.6 26.0 26.9% Treasury Securities-Coupon 4.6 6.0 5.9 5.4 7.1• 6.9 7.4 7.4 9.1 7.7 6.4 5.9 4.8 6.C. Variable CD's Negotiable CD's Certificates of Deposit-Bank Medium Term Notes .14.9 16.5 16.2 14.8 14.0 13.6 14.7 14.6 19.2 15.1 14.7 13.5 13.4 15.0% Mortgage Backed Securities Bankers Acceptances-Amortizing 4.7 2.3 1.0 1.1 1.1 1.3 1.1 1.1 1.9 1.9 1.3% Commercial Paper Disc.,Amortizing 5.8 2.4 5.8 9.5 9.0 8.8 8.5 3.2 Z5 2.2 2.1 7.8 2.9 5.4% Federal Agency Disc.,Amortizing 1.0 2.8 3.1 3.1 3.7 4.2 4.1 5.2 6.1 2.6% Treasury Discounts,Amortizing Miscellaneous Discounts,Amortizing Portfolk)CITY AP Run Date:02/04rAW-1&43 PM(PRF PMS)SymRept V5.01f i RECEIVED F E B 16 2000 Treasurer's Dept. State of California Pooled Money Investment Account Market Valuation 1/31/00 ;s��k �4 Description n .. �A�ccrued�lnteresPurch � Fair Value Accrued Interest United States Treasury: Bills $ 1,557,466,509.84 $ 1,585,530,524.87 NA Notes $ 2,347,990,418.87 $ 2,327,711,000.00 $ 24,908,517.50 Federal Agency: Bonds $ 3,071,025,823.22 $ 3,045,485,845.00 $ 49,949,738.95 Floaters $ 100,000,000.00 $ 100,000,000.00 $ 1,426,764.00 MBS $ 447,640,021.97 $ 421,695,631.36 $ 2,426,752.00 GNMA $ 1,471,268.51 $ 1,628,220.49 $ 14,498.08 SBA $ 269,699,005.11 $ 268,966,614.52 $ 2,406,716.70 FHLMC PC $ 13,859,027.58 $ 14,544,059.22 $ 222,768.55 Discount Notes $ 4,692,541,675.78 $ 4,778,441,850.46 NA Bankers Acceptances $ - $ - NA Corporate: Bonds $ 1,146,156,780.89 $ 1,133,451,297.35 $ 20,039,031.40 Floaters $ 1,394,476,075.77 $ 1,398,980,083.50 $ 10,450,878.35 CDs $ 5,329,062,171.38 $ 5,318,246,315.05 $ 87,606,526.40 Bank Notes $ 2,290,011,047.85 $ 2,287,279,878.70 $ 44,418,636.12 Repurchase Agreements $ - $ - NA Time Deposits $ 2,918,395,000.00 $ 2,918,395,000.00 NA AB 55 &GF Loans $ 2,097,002,402.95 $ 2,097,002,402.95 NA Commercial Paper $ 9,366,851,084.17 $ 9,461,858,233.35 NA Reverse Repurchase $ 589,968,892.00 $ 589,968,892.00 $ 2,287,634.25) TOTAL $ 36,453,679,421.89 $ 36,569,248,064.82 $ 241,583,193.80 Fair Value Including Accrued Interest $ 36,810,831,258.61 Repurchase Agreements, Time Deposits, AB 55 &General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). Treasurer's Report - Shari L. Freidenrich, CPA, CCMT TREASURER' S col ti C o -`z6_ 6' C:_... D -7 .J Shari L . Freidenrich CPA CCMT �- March 20 2000 Treasurer's Report - Shari L. Freidenrich, CPA, CCMT January 2000 Investment Summary Financial Information: December January , Inc(Dec) End of month City Portfolio Balance ' $102,804,587 $103,484,768 ' $680,181 Average Maturity ( in days 473 450 -23 End of Month Market Value $101 ,712,319 $102,1141231 , $401 ,912 YTD Average Daily Balance $921488,184 $95,378,170 $2,889,986� Comparison to Budget: f ; Budget Actual , Inc(Dec) _ Interest Earned for Month $300,000 $504,892 $204,892 Interest Earned Year to Date $1 ,200,000 $1 ,823,270 $623,270 Earned Interest Yield Year to Date ! 5.50% 5.67% 0.17% Summary by Individual Investment:_ Days . Int. January % of Total Policy Limit i to Mat. Rate Federal A Issues - Coupon $46,512,125 45% None 732 5.75% Local Agency Inv. Fund (LAIF) $26,855,490 , 26% $40 Million I _1 ' S.770/6 Medium Term Notes $13,825,774 13% 20% 481 5.87%) Commercial Paper $2,974,084 3% 15% 54 5.95%11 Treasury Securities $5,013,690 5% None 860 ' 5.67%! Banker's Acceptances $1 ,988,928 2% 25% 86 5.86% Federal Agy Issues - Amort. $6,314,677 6% None 186 _ 5.82% Total 1 $103,484,768 1 100% 1 RCA ROUTING SHEET INITIATING CITY TREASURER DEPARTMENT: SUBJECT: �-tnvestm not Summary-Report---2 COUNCIL MEETING DATE: l March2.0.,='2�0`00 " RCA ATTACHMENTS STATUS Ordinance (w/exhibits & legislative draft if applicable) Not Applicable Resolution (w/exhibits & legislative draft if applicable) Not Applicable Tract Map, Location Map and/or other Exhibits Not Applicable Contract/Agreement (w/exhibits if applicable) (Signed in full by the City Attorney) Not Applicable Subleases, Third Party Agreements, etc. (Approved as to form by City Attorney) Not Applicable Certificates of Insurance (Approved by the City Attorney) Not Applicable Financial Impact Statement (Unbudget, over $5,000) Not Applicable Bonds (If applicable) Not Applicable Staff Report (If applicable) Not Applicable Commission, Board or Committee Report (if applicable) Not Applicable Findings/Conditions for Approval and/or Denial Not Applicable EXPLANATION FOR MISSING ATTACHMENTS REVIEWED RETURNED FORWARDED Administrative Staff BMW Assistant City Administrator Initial C � City Administrator Initial r Q-@ WS City Clerk EXPLANATION FOR RETURN OF ITEM: Space •