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1996 11 13 IABAGENDA INVESTMENT ADVISORY BOARD Study Session Room 78-495 Calle Tampico- La Quinta, CA 92253 November 13, 1996 - 5:30 P.M. 1 ]I I CALL TO ORDER a. Pledge of Allegiance b. Roll Call II CONFIRMATION OF AGENDA III PUBLIC COMMENT -(This is the time set aside for public comment on any matter not scheduled on the agenda.) IV CONSENT CALENDAR A. Approval of Minutes of Meeting on October 9, 1996 for the Investment Advisory Board. V BUSINESS SESSION A. Transmittal of Treasury Report for September, 1996 VI CORRESPONDENCE AND WRITTEN MATERIAL A. Month End Cash Report - October 1996 B. Investment Liquidity and Anticipated Revenues C. Pooled Money Investment Board Report - August 1996 D. Updated Investment Policies E. Reporting to the City Council - Status Update VII BOARD MEMBER ITEMS Vill ADJOURNMENT �.Di �C9 v 'y OF TNT INVESTMENT ADVISORY BOARD Meeting Date: TITLE: November 13, 1996 Transmittal of Treasury Report for September 30, 1996 BACKGROUND: Business Session Item No. A Attached please find the Treasury Report for September 30, 1996. RECOMMENDATION: Review Receive and File the Treasury Report of September 30, 1996. /1 A 1 M - n M. Falconer, Finance Director 4 3 0 o E 7 E E ° N N 0 a> 0 a) 0 z1 4) 0I m 0 zI 0 z o z 0 z 1 0 z 0 �z $ it ;zl i O U)I c E U) I� j j co ^; l0 a> H C7 c 1 7 IA c j - a N c « O N �r N •- ° a> NU W m O O ! N tl) N C ! ! II NC m !C N III ! V Z ICI N II V N 11 V N I II ! V M II y N ! II V (OD II U� I� me h ?AN1 'A0/ N c a7 o ` Q, 123 _ S c ° �25_ c a.� 0.� a ! � I Z O aO � N 7? o ! ! Q z I o! !O Go to to 0 O C o O O a co 0 0 o O Q Z L m ao co v w n rn m O o O O op 8 O ! op O O O c0 ! It ! 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Gp Q 06Go in j = Z h � N N.2 v N N O C4 cm V co 10O Y � N N ww Q M l7 N mZvNI�+fO co Orj)D v N a PI I N N M N Qp M VN) SO m O N CFO(y N to Q M N }^ QQ O O N O 8 O C, M N N O Q r-tea"C4 .� NN$ M 10 Ol 7 CITY OF LA QUINTA CITY CITY BALANCE SHEET 09/30196 FIXED LONG TERM CITY ASSETS DEBT ASSETS: POOLED CASH 1,892,666.95 INVESTMENT T-BILL 9,866,027.78 PREMIUM/DISCOUNT ON INVESTMENT 27,219.25 LQHP CASH BOND REDEMPTION CASH BOND RESERVE CASH BOND PROJECT CASH BOND ESCROW CASH PETTY CASH 1,000.00 ICMA DEFERRED COMPENSATION 561,248.30 CASH 3 INVESTMENT TOTAL 12,348,162.28 ACCOUNTS RECEIVABLE 31,993.75 LQHP-ACCOUNTS RECEIVABLE INTEREST RECEIVABLE 100,679.35 LOAN/NOTES RECEIVABLE DUE FROM OTHER AGENCIES DUE FROM OTHER GOVERNMENTS DUE FROM OTHER FUNDS DUE FROM RDA 6,048,957.20 INTEREST ADVANCE -DUE FROM RDA 756,119.70 NSF CHECKS RECEIVABLE 298.65 ACCRUED REVENUE TRAVEL ADVANCES 837.50 EMPLOYEE ADVANCES PREPAID EXPENSES RECEIVABLE TOTAL 6,938,8W.15 WORKER COMPENSATION DEPOSIT RENT DEPOSITS RDA 6,846,599.09 8,376.63 297,12 396,356.12 13,196,902.60 10,249.43 20,458,780.99 64,800.23 4.523.57 95,445.00 551,038.04 250,014.50 965,821.34 RDA RDA FA FIXED LONG TERM FINANCING LONG TERM ASSETS DEBT AUTHORITY DEBT 437,006.05 706,712.11 1,143,718.16 GRAND TOTAL 8 7.9%, UTILITY DEPOSITS 75.00 75. MISC. DEPOSITS 2,100.00 2,100.00 DEPOSITS TOTAL 2,175.00 2,175.00 GENERAL FIXED ASSETS 15,981,208.00 11,526,745.05 27,507,953.05 AMOUNT AVAILABLE TO RETIRE L/T DEBT 2,340,653.00 2,340,853.00 AMOUNT TO BE PROVIDED FOR L/T DEBT _ _ _ 298,816.00 91,539,027.86 8,200,000.00 100,037,843.86 TOTAL OTHER ASSETS 15,981,208.00 298,816.00 11,526,745.06 93,879,680.86 8,200,000.00 129,886,449.91 TOTAL ASSETS 19,289,223.43 15,981,208.00 298,816.00 21,424,602.33 11,526,745.05 93,879,680.86 1,143,718.16 8,200,000.00 171743,993.83 LIABILITY ACCOUNTS PAYABLE 165,432.00, 350,760.03 DUE TO OTHER AGENCIES 51,074.18 DUE TO OTHER FUNDS 551,038.04 INTEREST ADVANCE -DUE TO CITY ACCRUED EXPENSES PAYROLL LIABILITIES 726.73 STRONG MOTION INSTRUMENTS 1,750.10 FRINGE TOED LIZARD FEES 95,995.40 SUSPENSE 1,132.47 DUE TO THE CITY OF LA QUINTA PAYABLES TOTAL 316,110.88 901,798.07 ENGINEERING TRUST DEPOSITS 75,818.76 SO. COAST AIR QUALITY DEPOSITS ARTS IN PUBLIC PLACES DEPOSITS 102,534.52 LQHP DEPOSITS 14,231.00 DEVELOPER DEPOSITS 170,634.71 MISC. DEPOSITS 1,063.00 AGENCY FUND DEPOSITS 780,904.35 ICMA-DEFERRED COMP DEPOSITS _ 561,248.30 - -- - - - TOTAL DEPOSITS 1,692,403.64 14,231.00 DEFERRED REVENUE OTHER LUMLTTIES TOTAL COMPENSATED ABSENCES PAYABLE 298,816.00 DUE TO THE CITY OF LA QUINTA 6,805,078.11 NOTE DUE TO MURPHY, DALES, LANE DUE TO COUNTY OF RIVERSIDE 11,925,575.00 DUE TO C.V. UNIFIED SCHOOL DISTRICT 11,797,367.75 DUE TO DESERT SANDS SCHOOL DISTRIC' 1,276,660.00 BONDS PAYABLE 62,075,000.00 8,200,000.00 TOTAL LONG TERM DEBT 298,816.00 93,879,680.86 8,200,000.00 TOTAL LIABILITY 2,008,514.52 298,816.00 916,029.07 93,879,680.86 8,200,000.00 EQUITY -FUND BALANCE TOTAL LIABILITY i EQUITY 516,192.03 51,074.18 551,038.04 726.73 1,750.10 95,995.40 1,132.47 1.217.908.95 75,818.76 102,534.52 14,231.00 170,834.71 ' 1,063.00 780,904.35 561,2_48.30 1,706,634.64 298,816.00 6,805,078.11 11,925,575.00 11,797,367.75 1,276,660.00 70,275,000.00 102,378,496.86 105,303,040.45 17,280,708.91 15,981,206.00 20,508,573.26 11,526,745.05 1,143,718.16 66,440,953.38 19,289,223.43 15,981,208.00 298.818.00 21,424,802.33 _11. X 745.05 93.879.680.88 1,143,718.16 8,200,000.00 171,743,993.83 8 V QUM& of rt'►� INVESTMENT ADVISORY BOARD Meeting Date: November 13, 1996 TITLE: Month End Cash Report - October 1996 BACKGROUND: Correspondence and Written Material Item A This cash report is not a complete Treasury Report (exclude petty cash, deferred compensation and fiscal agent balances, ) but would report in a timely fashion selected cash balances. RECOMMENDATION: Information item only. n M. Falconer, Finance Director City of La Quinta Month End Cash Report - See Footnote October 31, 1996 Wells Fargo Wells Fargo Wells Fargo City RDA Description Checking Housing Money Market LAIF LAIF Investments Total Beginning Balance - 10/30/96 31,727.97 18,595.16 195,279.76 4,355,717.04 4,560,866.79 9,898,254.34 19,060,441.06 Deposits Daily Deposit 65,744.78 65,744.78 Interest on T-Note 162,500.00 162,500.00 Transfers 100,000.00 (100,000.00) 0.00 Disbursements Payroll Support Checks (68,963.44) (68,963.44) Payroll Checks - #14748 -14821 (24,304.42) (24,304.42) Payroll Direct Deposit (49,215.21) (49,215.21) Accounts Payable Checks - #26876-27027 346,889.64 _ 346,889.64 Ending Balance per books 357,644.74 18,595.16 323,524.54 4,355,717.04 4,560,866.79 9,898,254.34 18,799,313.13 Add Back - Accts Pay Chks 346,889.64 346,889.64 Adjusted Balance (10,755.10) 18,595.16 323,524.54 4,355,717.04 4,560,866.79 9,898,254.34 19,146,202.77 _ Estimated Interest Accruals May June 12,512.00 12,512.00 July 22,816.100 22,816.00 August 22,816.00 22,816.00 September 22,080.00 22,080.00 October 21,073.00 21,411.00 22,816.00 65,300.00 Adjusted Balances after accruals 10 755.10 18 595.16 323 524.54 4 376 790.04 4 582 277.79 10 001 294.34 19 291 726.77 Investment Class 331,364.60 8,959,067.83 10,001,294.34 19,291,726.77 Percentages 1.7177% _ 46.4399% 51.84240A 100.00 0 I The following report is a special purpose report which has been prepared at the request of the Investment Advisory Board. This report was created because the Finance Department cannot prepare the Treasurers report for the month end before the 2nd Wednesday of each month (e.g. June report for the July meeting). As a result, the IAB does not receive the Treasurers Report until approximately 1 1/2 months after the date of the report (e.g. June report for the August meeting). The report is prepared on a monthly basis from the Daily Cash Report. The purpose of this report is for staff to project daily cash needs and invest excess cash. This report does not include all investments of the City, RDA and Financing Authority. Specifically excluded from this report are the Petty Cash , Deferred Compensation, and Fiscal Agent accounts. These accounts are included in the Treasurers Report. In addition, the percentage numbers in this report are for information only. These percentages should not be used to compare the maximum allowable percentages allowed in the investment policy because this report does not include all investments and is not prepared from the reconciled book balances. .000 V OF TNT INVESTMENT ADVISORY BOARD Meeting Date: November 13, 1996 TITLE: Investment Liquidity and Anticipated Revenues BACKGROUND: Correspondence and Written Material Item B The Government Code requires that the Treasurer make a finding that sufficient investment liquidity and anticipated revenues are available to meet the pools expenditure requirements for the next six months. Staff is in the process of creating a report that will become part of the monthly Treasurers Report to document this certification. Staff welcomes input from Board Members, who have a format that can be incorporated into the final report. RECOMMENDATION: For informational purposes only. n M. Falconer, Finance Director a� •C9 OZ U OF TNti INVESTMENT ADVISORY BOARD Meeting Date: November 13, 1996 TITLE: Pooled Money Investment Board Report BACKGROUND: Correspondence and Written Material Item C Attached please find a copy of the August 1996 Pooled Money Investment Board Report. RECOMMENDATION: Information item only. n M. Falconer, Finance Director MATT FONG August 1996 August 1996 LOCAL AGENCY INVESTMENT FUND October 1996 Over the years the question has been asked as to whether LAIF funds are borrowable. California Government Code 16929.3, states that "moneys placed with the treasurer for deposit in the Local Agency Investment Fund by cities, counties, special districts, nonprofit corporations, or qualified quasi - governmental agencies shall not be subject to impoundment or seizure by any state official or state agency." Although LATE funds have not been considered borrowable, the question still persisted, can LAW funds be borrowed? In order to remove any doubts regarding this issue, State Treasurer Matt Fong sponsored legislation to change LAIF's enabling legislation to include the statement, "transfer or loan pursuant to Sections 16310,16312, or 16313." This change was approved and is now part of LAlF's enabling legis- lation. Sections 16310,16312, and 16313 mentioned in the legislative changes refer to AB 55 loans and GF loans. You will notice these as specific catagories on the Selected Investment Data report you receive each month. AB 55 Loans are named for Assembly Bill 55. These loans are made from the pool to state agencies which have pre -approved authority to issue bonds for specific projects. The AB 55 loan program allows an agency to borrow money for up- front and progress expenses when funding a specific project. Toward the end of the project construction, the already approved bond issue is brought to market, the proceeds of which are used to pay off principal and interest due on the AB 55 loan. This method eliminates the need for an arbitrage tracking system, had the bonds been sold "up front." The maximum term for AB 55 loans is 364 days, with many retired earlier. General Fund Loans are loans made by the Pool to the General Fund in anticipation of evening out cash flow. The average life of these loans is well below 30 days. Unlike the on -going AB loan program, General Fund loans are much more infrequently requested. The answer to this frequently asked question is very important and can make the difference between successful and unsuccessful transfer of funds. The State Treasurer's Office (LAIF) has banking relationships and accounts with the following banks: BANK OF AMERICA SANWA BANK UNION BANK OF CALIFORNIA U.S. BAND If you have an account with one of these banks, an interbranch transfer can take place. If you do not have an account with one of these banks, you will need to arrange for your bank to wire funds into LAIF's account at one of these banks. LAIF will have the corresponding bank you use for deposits listed on the LAIF system and will use the SAME bank to wire funds back to your account at your bank when making a with- drawal. Most banks should have a corresponding relationship with one or more of these banks. If you change your bank/s or account number/s, please let the LAIF know in advance of transfers. STATE OF CALIFORNIA STATE TREASURER'S OFFICE POOLED MONEY IlWESTMENT BOARD REPORT AUGUST 1996 Table of Contents STJNIII4ARY...........................................».................................................»...»...»..1 SELECTED INVESTMENT DATA....................................................................2 PORTFOLIO COMPOSITION...........................................................................3 INVESTMENT TRANSACTIONS......................................................................4 TIMEDEPOSITS................................................................................................16 DEMAND BANK DEPOSITS............................................................................18 POOLED MONEY INVESTMENT BOARD DESIGNATION .....................19 POOLED MONEY INVESTMENT ACCOUNT SUMMARY OF INVESTMENT DATA A COMPARISON OF AUGUST 1996 WITH AUGUST 1995 (Dollars in Thousands) Average Daily Portfolio $28,1569866 $2592610428 + S298959438 Accrued Earnings $1339116 $126,448 + $6,668 Effective Yield 5.566 5.910 - .344 Average Life —Month End (m days) 259 300 - 42 Total Security Transactions Amount $15IM19484 $2493239070 - S894419M Number 391 564 - 173 Total Time Deposit Transactions Amount $343400 $1941,695 + 1489505 Number 26 21 + 5 Average Workday Investment Activity $7379486 $19065,990 - $3289504 Prescribed Demand Account Balances For Services $126,379 $142,310 - $15,931 For Uncollected Funds $157,925 $1559891 + $21,034 —1— MATTFONG STATE TREASURER STATE OF CALIFORNIA INVESTMENT DIVISION SELECTED INVESTMENT DATA ANALYSIS OF THE POOLED MONEY INVESTMENT ACCOUNT PORTFOLIO (000 OM=D) Change in August 31,1996 Percent From Tyne of Security Amount Percent Previous Month Governments Bills 294019069 8.83 + .85 Bonds 0 0 0 Notes 54939797 19.48 + .72 Strips 309,526 1.14 - .28 Total Governments 8,004,392 29.45 + 1.29 Federal Agency Coupons 19525,261 5.61 + 1.21 Certificates of Deposit 591651,017 19.00 + .04 Bank Notes . 9609107 3.54 + .07 Bankers Acceptances 2999198 1.10 - .08 Repurchases 2009000 .73 + .12 Federal Agency.Discount Notes 3749005 1.38 + .71 Time Deposits 340P95 1.25 0 GNMA's 41,059 .02 0 Commercial Paper 618079890 25.05 + 3.17 FHLMC 33,888 .13 0 Corporate Bonds 29027,981 7.46 - .07 Pooled Loans 19740,650 6.40 + .59 GF Loans 1011,700 .37 - 7.06 Other 0. 0 0 Reversed Repurchases -405ZOO -1.49 - .01 Total, All Types $279,178,643 100 INVESTMENT ACTIVITY Pooled Money Other Time Deposits TOTALS PMIA Monthly Average Effective Yield Year to Date Yield for Last Day of Month August 1996 July 1996 Number Amount Number Amount 391 $ 1SA919484 444 $ 181,629,624 11 $ 2169075 7 $ 272609 26 $ 343.200 33 $ 341,190 429 $ 169440,759 484 $ 18,9981,423 5.566 5.587 5.576 5.587 -2- Pooled Money Investment Account Portfolio Composition $27.18 Billion Loans Reverses Corporate 6.77% -1.49% ua1 mWi a Acceptances CD's/BN's 1.10% 22.54% isuries 45% Time Deposits 1.25% lortgages 0.15% icies 9% 8/31 /96 ® Treasuries ® Time Deposits ■ Mortgages. ® Agencies ■ CD's/BN's ® Bankers Acceptances ■ Repo • Commercial Paper ® Corporate Bonds 0 Reverses -3- EFFECTIVE,; YIELD ;, 08/01/96 SALE c/ Treas Notes 5.875% 07/31/97 5.630 $50,000 1 7,656.49 5.708 Treas Notes 5.250% 12/31/97 5.630 17,492 1 2,665.18 5.708 FNMA 5.470% 11/14/96 5.400 40,600 2 12,060.00 5.475 FNMA 5.470% 11/14/96 5.400 40,600 2 12,060.00 5.475 FNMA 5.300% 03/11/98 5.400 20,000 2 5,880.00 5.475 REDEMPTION CB FMCC 8.875% 08/01/96 4.650 6,200 1036 872,680.14 4.650 CD RB Canada 5.020% 08/01/96 5.010 20,000 162 450,919.84 5.079 CP Salomon 08/01/96 5.700 50,000 1 7,916.50 5.779 CP Conagra 08/01/96 5.380 50,000 2 14,944.44 5.456 CP Conagra 08/01/96 5.380 50,000 2 14,944.44 5.456 MTN GMAC 8.250% 08/01/96 6.830 15,000 744 2,118,900.00 6.830 PURCHASE cl Treas Notes 6.375% 05/15/99 5.550 41,169 Treas Notes 6.375% 05/15/99 5.550 50,000 Treas Notes 6.375% 05/15/99 5.550 50,000 Treas Notes 6.375% 05/15/99 5.550 50,000 PURCHASE CP GECC 12/30/96 5.450 50,000 CP GECC 12/30/96 5.450 50,000 08/02196 SALE Treas Notes 6.000% 05/31/98 6.049 40,000 57 439,395.49 7.052 Treas Notes 6.000% 05/31/98 6.049 50,000 63 608,518.44 7.070 Treas Notes 6.000% 05/31/98 6.049 50,000 63 608,518.44 7.070 Treas Strip Cpns 11/15/96 5.390 30,000 1261 4,638,300.00 5.390 Treas Strip Cpns 11/05/96 5.390 50,000 1261 7,730,500.00 5.390 Treas Strip Cpns 11 /15/97 5.902 10,000 1092 1,209,600.00 5.010 SALE c/ Treas Notes 6.375% 05/15/99 5.550. 41,169 1 6,308.19 5.627 Treas Notes 6.375% 05/15/99 5.550 50,000 1 7,661.16 5.627 Treas Notes 6.375% . 05/15/99 5.550 50,000 1 7,661.16 5.627 REDEMPTION CD RaboBank 5.340% 08/02/96 5.330 15,000 121 268,818.87 5.405 CP Smith Barney 08/02/96 5.350 47,000 3 20,954.17 5.426 CP Smith Barney 08/02/96 5.350 50,000 3 22,291.67 5.426 CP Text Fin - 08/02/96 5.540 16,112 43 106,616.68 5.654 —4— 08/02/96 PURCHASE CD Hong Kong CD Hong Kong CD Hong Kong CP GMAC CP GMAC CP GMAC CP GMAC CP Salomon CP FMCC CP FMCC CP Conagra CP Conagra 08/05/96 NO REDEMPTIONS 08/05/96 PURCHASE CP FMCC 08/06/96 REDEMPTION BA Fst Chic BA Deutsche Bk CP Amer Home CP Amer Home CP Unocal PURCHASE c/ Treas Notes Treas Notes FFCB FNMA FNMA Treas Strip Cpns Treas Notes Treas Notes PURCHASE BN BN CD CD CD CD CD CD FR 5.550% 01/29/97 5.550 15,000 5.550% 01/29/97 5.550 50,000 5.550% 01/29/97 5.550 50,000 09/03/96 5.320 50,000 09/03/96 5.320 50,000 09/03/96 5.320 50,000 09/03/96 5.320 50,000 09/03/96 5.360 50,000 12/02/96 5.360 50,000 12/02/96 5.360 50,000 12/02/96 5.470 50,000 12/02/96 5.470 50,000 01/02/97 5.340 50,000 08/06/96 5.260 16,500 88 212,153.33 5.402 08/06/96 5.220 6,030 109 95,317.58 5.377 08/06/96 5.290 10,000 70 102,861.11 5.419 08/06/96 5.290 50,000 70 514,305.56 5.419 08/06/96 5.490 15,000 92 210,450.00 5.645 7.125% 09/30/99 7.125% 09/30/99 5.320% 09/30/96 6.750% 04/22/97 6.750% 01 /19/01 11/15/96 5.250% 12/31 /97 5.125% 02/28/98 B/A 5.660% 06/30/97 B/A 5.660% 06/30/97 Hong Kong 5:650% 06/30/97 Hong Kong 5.650% 06/30/97 Midland 5.650% 06/30/97 Midland 5.650% 06/30/97 RB Canada 5.650% 06/30/97 Tokyo-Mits 5.760% 06/30/97 FFCB 5.930% - 07/01/97 FFCB 5.500% 08/01/97 5.230 5.230 5.240 5.240 5.240 5.240 5.240 5.240 5.660 5.660 5.650 5.650 5.650 5.650 5.640 5.760 5.699 5.500 46,972 50,000 9,720 10,000 28,000 22,000 17,045 16,000 50,000 50,000 50,000 50,000 50,000 50,000 50,000 100,000 50,000 20,000 —5- 08/06/96 PURCHASE FR FFCB 5.500% 08/01/97 5.500 50,000 FHLB 5.865% 06/10/97 5.754 14,160 FHLB 4.300% 06/30/97 5.850 10,000 FNMA 5.860% 07/03/97 5.695 20,410 Treas Bills 06/26/97 5.260 50,000 Treas Bills 06/26/97 5.260 50,000 Treas Bills 06/26/97 5.265 50,000 Treas Bills 06/26/97 5.265 50,000 BA B/A 12/26/96 5.350 15,000 BA Chase 12/27/96 5.330 18,100 BA B/A 01/29/97 5.370 31,000 BN B/A 5.650% 06/30/97 5.650 50,000 BN B/A 5.650% 06/30/97 5.650 50,000 CD Union Bk/Cal 5.620% 02/28/97 5.620 50,000 CD Union Bk/Cal 5.620% 02/28/97 5.620 50,000 CD Union Bk/Cal 5.620% 03/27/97 5.620 50,000 CD Union Bk/Cal 5.620% 03/27/97 5.620 50,000 CD Dresdner 5.650% 06/30/97 5.640 25,000 Disc Notes FHLB 02/27/97 5.270 15,000 Disc Notes FNMA 06/30/97 5.330 50,000 Disc Notes FNMA 06/30/97 5.330 50,000 Disc Notes FNMA 06/30/97 5.330 50,000 Disc Notes FNMA . 06/30/97 5.330 50,000 Treas Bills 06/26/97 5.270 50,000 Treas Bills 06/26/97 5.270 50,000 Treas Bills 06/26/97 5.270 50,000 Treas Bills 06/26/97 5.270 50,000 CP GMAC 01/29/97 5.390 50,000 CP GMAC 01/29/97 5.390 50,000 CP GMAC 01/29/97 5.390 50,000 CP GMAC 01/29/97 5.390 50,000 CP Heller 10/08/96 5.390 50,000 BA B/A 12/03/96 5.320 6,000 CD Union Bk/Cal 5.680% 06/30/97 5.680 50,000 CP Union 01/29/97 5.410 50,000 Disc Note FNMA 02/28/97 5.260 50,000 Disc Note FNMA 02/28/97 5.260 25,000 Treas Bills 06/26/97 5.275 50,000 Treas Notes 5.625% 06/30/97 5.604 50,000 Treas Notes 5.625% 06/30/97 5.604 50,000 Treas Note 5.625% 06/30/97 5.604 50,000 Treas Notes 5.625% 06/30/97 5.604 50,000 Disc Note FNMA 06/30/97 5.320 50,000 CP Bear - 09/09/96 5.300 5,000 CP Bear 09/09/96 5.300 50,000 CP Bear 09/10/96 5.300 50,000 CP Bear 09/10/96 5.300 50,000 CD Nat W.Mstr 5.390% 09/30/96 5.330 50,000 CD Nat W.Mstr 5.390% 09/30/96 5.330 50,000 CD Nat W.Mstr 5.390% 09/30/96 5.330 26,000 I-M 08/06/96 PURCHASE CP Chase 01/02/97 5.390 CD W Deutsche 5.370% 10/04/96 5.350 08/07/96 SALE c/ Treas Notes Treas Notes REDEMPTION BN NB Detroit BN NB Detroit BN Nations Disc Notes World Disc Notes World Disc Notes World PURCHASE BN B/A CP Assoc CP Assoc . CP Assoc CP Assoc CP Conagra CP Bear CP Bear CP SRAC CP GECC CP GECC 08/08/96 SALE c/ FFCB FNMA FNMA Treas Strip Cpns Treas Notes Treas Notes REDEMPTION BA Union CD Sanwa Cal CP Assoc CP Assoc CP Assoc CP Assoc 50,000 50,000 7.125% 09/30/99 5.230 46,972 1 7,037.11 5.302 7.125% 09/30/99 5.230 50,000 1 7,490.67 5.302 5.350% 08/07/96 5.420 .15,000 61 137,742.12 5.495 5.350% 08/07/96 5.420 50,000 61 459,140.39 5.495 5.420% 08/07/96 5.420 50,000 61 459,194.44 5.495 08/07/96 5.160 35,000 107 536,783.33 5.313 08/07/96 5.160 50,000 107 766,833.33 5.313 08/07/96 5.160 50,000 107 766,833.33 5.313 5.510% 02/28/97 5.510 50,000 08/08/96 5.140 50,000 08/08/96 5.140 50,000 08/08/96 5.140 50,000 08/08/96 5.140 50,000 08/30/96 5.420 30.000 09/30/96 5.300 50,000 10/01 /96 5.300 40,000 01/02/97 5.340 50,000 01/02/97 5.340 50,000 01/02/97 5.340 50,000 5.320% 09/03/96 5.240 9,720 2 2,797.58 5.312 6.750% 04/22/97 5.240 2,929 2 2,929.16 5.312 5.875% 01 /09/01 5.240 28,000 2 7,743.56 5.312 11/15/96 5.240 22,000 2 6,180.29 5.312 5.250% 12/31/97 5.240 17,045 2 4,849.91 5.312 5.125% 02/28/98 5.240 16,000 2 4,610.62 5.312 08/08/96 5.260 10,000 112 163,644.44 5.421 5.430% 08/08/96 5.430 100,000 49 739,083.33 5.505 08/08/96 5.140 50,000 1 7,138.89 5.212 08/08/96 5.140 50,000 1 7,138.89 5.212 08/08/96 5.140 • 50,000 1 7,138.89 5.212 08/08/96 5.140 50,000 1 7,138.89 5.212 —7— 08/08/96 PURCHASE FNMA FNMA FNMA FNMA CP GECC CID GECC BA Tokyo-Mits BN B/A BN B/A CD CIBC CID GECC CP GECC CID GECC CID GECC CID SRAC CID GMAC CID GMAC CD Midland CD Midland PURCHASE c/ Treas Note Treas Note Treas Note PURCHASE CID Bear CID GECC CID GECC BA Chase BA Montreal CD Deutsche CD Deutsche 08/12/96 SALE c/ Treas Note Treas Note Treas Note REDEMPTION CID Heller MTN AT&T 5.860% 08/08/97 5.740 13,000 5.860% 08/08/97 5.740 50,000 5.860% 08/08/97 6.011 50,000 5.860% 08/08/97 6.011 50,000 01/29/97 5.390 50,000 01/29/97 5.390 50,000 09/30/96 5.360 28,000 5.520% 03/27/97 5.520 50,000 5.520% 03/27/97 5.520 10,000 5.340% 08/09/96 5.340 50,000 95 704,583.33 5.414 08/09/96 5.270 50,000 77 563,597.22 5.404 08/09/96 5.270 50,000 77 563,597.22 5.404 08/09/96 5.300 35,000 98 504,972.22 5.452 08/09/96 5.300 50,000 98 721,388.89 5.452 08/09/96 5.300 50,000 99 728,750.00 5.453 08/09/96 5.300 50,000 102 750,833.33 5.455 08/09/96 5.300 50,000 102 750,833.33 5.455 5.330% 08/09/96 5.330 50,000 113 836,513.89 5.404 5.330% 08/09/96 5.330 50,000 113 836,513.89 . 5.404 6.000% 05/31 /98 5.140 50,000 6.000% 05/31 /98 5.140 50,000 6.000% 05/31 /98 5.140 1,729 01/29/97 5.400 50,000 01 /10/97 5.370 50,000 01 /10/97 5.370 3,000 01 /28/97 5.320 18,900 01 /10/97 5.320 10,000 5.460% 01 /09/97 5.440 50,000 5.460% 01/09/97 5.440 50,000 6.000% 05/31 /98 5.140 50,000 3 21,049.16 5.211 6.000% 05/31 /98 5.140 50,000 3 21,049.16 5.211 6.000% 05/31 /98 5.140 1,729 3 727.88 5.211 08/12/96 5.420 25,000 31 116,680.56 5.521 4.930% 08/12/96 6.630 5,000 693 617,215.27 6.800 —8— 08/12196 PURCHASE MTN GMAC 5.700% 12/22/97 6.079 15,450 CD W Deutsche 5.760% 01/15/97 5.480 25,000 CP Assoc 08/13/96 5.250 50,000 CP Heller 09/11/96 5.370 50,000 CP Union 01/04/97 5.380 35,000 CP GMAC 01/24/97 5.400 50,000 08/13/96 REDEMPTION CD US Oregon 5.350% 08/13/96 5.350 50,000 54 401,250.00 5.424 CP Assoc 08/13/96 5.250 50,000 1 7,291.67 5.323 CP Heller 08/13/96 5.420 25,000 32 120,444.44 5.521 PURCHASE CP GMAC 01/13/97 5.400 25,000 CP B/A 02/28/97 5.360 50,000 CP B/A 02/28/97 5.360 50,000 08/14/96 REDEMPTION CD CommerzBk 5.430% 08/14/96 5.370 40,000 55 328,491.07 5.449 CD Nat W.Mstr 5.400% 08/14/96 5.400 10,000 56 84,000.00 5.475 CD Montreal 5.330% 08/14/96 5.330 17,000 100 251,694.44 5.404 CD Montreal 5.330% 08/14/96 5.330 50,000 100 740,277.78 5.404 CP Unocal 08/14/96 5.450 18,550 96 269,593.33 5.607 PURCHASE CD Deutsche 5.480% 01 /13/97 5.460 50,000. 08/15/96 RRS Treas Note 5.250% 01/31/01 4.950 25,000 Treas Note 5.250% 01/31/01 4.950 50,000 Treas Note 5.250% 01/31/01 4.950 50,000 Treas Note . 5.250% 01/31/01 4.950 50,000 REDEMPTION CD US Oregon 5.340% 08/15/96 5.340 25,000 30 111,250.00 5.414 CD US Oregon 5.340% 08/15/96 5.340 50,000 30 222,500.00 5.414 CD US Oregon 5.340% 08/15/96 5.340 50,000 30 222,500.00 5.414 CD US Oregon 5.340% 08/15/96 5.340 50,000 30 222,500.00 5.414 CP Unocal 08/15/96 5.430 20,000 90 271,500.00 5.581 08/15/96 RRP Treas Notes 5.250% 01/31/01 4.890 Treas Notes 5.250% 01/31/01 4.890 Treas Notes 5.250% 01/31/01 4.890 Treas Notes 5.250%, 01/31/01 4.890 PURCHASE gl CD US Wash 5.350% 11 /15/96 5.350 CD US Wash 5.350% 11 /15/96 5.350 CD US Oregon 5.350% 11 /15/96 5.350 CD US Oregon 5.350% 11/15/96 5.350 PURCHASE CID Bear 01/29/97 5.400 CD Deutsche 5.480% 01 /13/97 5.470 CD Deutsche 5.480% 01 /13/97 5.470 CD Deutsche 5.480% 01/13/97 5.470 CP GECC 01/29/97 5.370 CID GECC 01/29/97 5.370 CID GECC 01/29/97 5.370 08/16/96 NO REDEMPTIONS 08/16/96 PURCHASE CD RaboBank CD RaboBank CD Bkrs Trst 08/19/96 NO PURCHASES 08/20/96 NO REDEMPTIONS 08/20/96 PURCHASE cl CD ABN Amro Treas Notes 5.500% 01/29/97 5.480 5.500% 01/29/97 5.480 5.480% 01 /30/97 5.470 6.120% 07/14/97 5.200 5.500% 11 /15/98 5.140 08/21/96 SALE c/ CD ABN Amro 6.120% 07/14/97 5.200 Treas Notes 5.500% 11 /15/98 5.140 25,000 30 (98,818.75) -4.957 50,000 30 (197,637.50) -4.957 50,000 30 (197,637.50) -4.957 50,000 30 .(197,637.50) -4.957 25,000 50,000 50,000 50,000 50,000 6,000 50,000 50,000 25,000 50,000 50,000 25,000 50,000 35,000 26,000 25,452 26,000 1 3,611.11 5.272 25,452 1 3,569.44 5.211 —10— 08121196 REDEMPTION CD Soc Gen 5.350% 08/21/96 5.350 25,000 CD Soc Gen 5.350% 08/21/96 5.350 50,000 CD Nova Scotia 5.330% 08/21/96 5.330 100,000 CP Salomon 08/21/96 5.500 50,000 CP Assoc 08/21/96 5.380 50,000 CP Assoc 08/21/96 5.380 50,000 PURCHASE cl Treas Notes 6.250% 07/31/98 5.070 1,215 Treas Notes 6.250% 07/31/98 5.070 50,000 Treas Notes 6.250% 07/31/98 5.070 50,000 PURCHASE CD Soc Gen 5.200% 08/28/96 5.200 20,000 CP Salomon 08/28/96 5.260 50,000 CP FMCC 08/30/96 5.140 5,000 CP FMCC 08/30/96 5.140 50,000 CP FMCC 08/30/96 5.140 50,000 CP FMCC 08/30/96 5.140 50,000 08/22/96 SALE C/ Treas Notes Treas Notes Treas Notes REDEMPTION BA B/A PURCHASE c/ CD ABN Amro PURCHASE CD Deutsche CD Deutsche CP Assoc CP Assoc CP Hertz CP FMCC CP FMCC 6.250% 07/31/98 5.070 1,215 6.250% 07/31/98 5.070 50,000 6.250% 07/31/98 5.070 50,000 08/22/96 5.270 20,000 6.120% 07/14/97 5.200 36,000 5.250% 09/03/96 5.250 50,000 5.250% 09/03/96 5.250 50,000 08/23/96 5.160 32,000 08/23/96 5.160 50,000 09/03/96 5.190 43,000 09/03/96 5.190 50,000 09/03/96 5.190 50,000 100 371,527.78 5.424 100 743,055.56 5.424 114 1,687,833.33 5.404 43 328,472.22 5.613 61 455,805.56 5.504 61 455,805.56 5.504 1 169.00 5.140 1 6,957.17 5.140 1 6,957.17 5.140 111 324,983.34 5.431 —11— EFFECTIVE .: YIELD 08/23/96 SALE c/ CD ABN Amro 6.120% 07/14/97 5.200 36,000 1 5,055.56 5.272 REDEMPTION BA Citibank 08/23/96 5.240 10,000 92 133,911.11 5.384 BA B/A 08/23/96 5.270 5,000 109 79,781.94 5.429 CP Assoc 08/23/96 5.160 32,000 1 4,586.67 5.232 CP Assoc 08/23/96 5.160 50,000 1 7,166.67 5.232 PURCHASE CD Deutsche 5.250% 09/03/96 5.250 50,000 CD Deutsche 5.250% 09/03/96 5.250 50,000 CP Assoc 08/26/96 5.120 20,000 CP Assoc 08/26/96 5.120 50,000 CP Assoc 08/26/96 5.120 50,000 CP SRAC 08/29/96 5.150 50,000 CP AT&T 09/03/96 5.170 30,000 08/26/96 REDEMPTION CP Assoc 08/26/96 5.120 20,000 3 8,533.33 5.193 CP Assoc 08/26/96 5.120 50,000 3 21,333.33 5.193 CP Assoc 08/26/96 5.120 50,000 3 21,333.33 5.193 PURCHASE c/ Treas Notes 6.375% 05/15/99 5.250 21,000 Treas Notes 6.750% 06/30/99 5.250 28,973 Treas Notes 7.500% 12/31/96 5.260 5,000 Treas Notes 7.500% 12/31/96 5.260 50,000 Treas Notes 8.875% 11/15/97 5.260 24,877 Treas Bills 01 /09/97 5.260 33,356 Treas Bills 02/13/97 5.260 18,050 FHLB 6.563% 12/29/00 5.270 25,000 FHLB 6.100% 02/01/01 5.270 45,000 FNMA 5.470% 11/14/96 5.270 50,000 FNMA 5.470% 11/14/96 5.270 50,000 FNMA 5.300% 03/11/98 5.270 33,710 -12— 08/26196 PURCHASE CP CP CP CP CP CP CP CP 08/27/96 SALE c! Assoc 08/27/96 5.270 50,000 Assoc 08/27/96 5.270 50,000 Assoc 08/27/96 5.270 50,000 Assoc 08/27/97 5.270 50,000 Country 09/03/96 5.280 30,000 Country 09/03/96 5.280 50,000 Smith Barn 09/03/96 5.260 50,000 Smith Barn 09/03/96 5.260 50,000 Treas Notes Treas Notes Treas Notes Treas Notes Treas Notes Treas Bills Treas Bills REDEMPTION CP Assoc CP Assoc CP Assoc CP Assoc PURCHASE c/ Treas Notes Treas Notes Treas Notes Treas Notes Treas Notes Treas Notes CP Assoc CP Assoc CP Assoc CP Assoc 08/28/96 SALE c/ Treas Treas Treas Treas Treas Treas 6.375%. 05/15/99 5.250 21,000 1 3,060.17 5.322 6.750% 06/30/99 5.250 28,973 1 4,231.50 5.322 7.500% 12/31 /96 5.260 5,000 1 729.09 5.333 7.500% 12/31 /96 5.260 50,000 1 7,292.11 5.333 8.875% 11/15/97 5.260 24,877 1 3,770.54 5.333 8.875% 11/15/97 5.260 33,356 1 4,681.98 5.333 02/13/97 5.260 18,050 1 2,520.71 5.333 08/27/96 5.270 50,000 1 7,319.44 .5.343 08/27/96 5.270 50,000 1 7,319.44 5.343 08/27/96 5.270 50,000 1 7,319.44 5.343 08/27/96 5.270 50,000 1 7,319.44 5.343 7.375% 11/15/97 5.220 50,000 7.375% 11/15/97 5.220 50,000 6.750% 05/31 /99 5.220 18,080 6.750% 05/31 /99 5.220 50,000 6.125% 05/31/97 5.230 50,000 6.125% 05/31/97 5.230 50,000 08/28/96 5.240 50,000 08/28/96 5.240 50,000 08/28/96 5.240 50,000 08/28/96 5.240 50,000 Notes 6.125% 05/31/97 5.230 50,000 1 7,246.02 5.302 Notes 6.125% 05/31/97 5.230 50,000 1 7,246.02 5.302 Notes 7.375% 11/15/97 5.220 50,000 1 7,362.37 5.292 Notes 7.375% 11/15/97 5.220 50,000 1 7,362.37 5.292 Notes 6.750% 05/31/99 5.220 18,080 1 2,635.37 5.292 Notes 6.750% 05/31 /99 5.220 50,000 1 - 7,289.87 5.292 —13 08/28/96 REDEMPTION BA UB Calif 08/28/96 5.330 15,000 72 159,900.00 5.462 CD Soc Gen 5.200% 08/28/96 5.200 20,000 7 20,222.22 5.272 CD Hong Kong 5.390% 08/28/96 5.390 50,000 90 673,750.00 5.464 CD Hong Kong 5.390% 08/28/96 5.390 50,000 90 673,750.00 5.464 CD CIBC 5.360% 08/28/96 5.350 50,000 134 995,730.79 5.424 CD Cr Suisse 5.340% 08/28/96 5.320 150,000 134 .2,970,550.16 5.393 BN NationsBk 5.330% 08/28/96 5.330 25,000 97 359,034.72 5.404 BN NationsBk 5.330% 08/28/96 5.330 50,000 97 718,069.44 5.404 CD Nova Scotia 5.320% 08/28/96 5.310 100,000 128 1,888,065.89 5.383 CD Soc Gen 5.320% 08/28/96 5.320 50,000 149 1,100,944.44 5.393 CD Soc Gen 5.320% 08/28/96 5.320 50,000 149 1,100,944.44 5.393 CD Nova Scotia 5.330% 08/28/96 5.330 100,000 149 2,206,027.78 5.404 CD Deutsche 5.320% 08/28/96 5.310 50,000 149 1,098,919.50 5.383 CD Deutsche 5.320% 08/28/96 5.310 50,000 149 1,098,919.50 5.383 CD Bk Cal 5.350% 08/28/96 5.350 50,000 167 1,240,902.78 5.424 CID Assoc 08/28/96 5.240 50,000 1 7,277.78 5.313 CID Assoc 08/28/96 5.240 50,000 1 7,277.78 5.313 CID Assoc 08/28/96 5.240 50,000 1 7,277.78 5.313 CP Assoc 08/28/96 5.240 50,000 1 7,277.78 5.313 CID Salomon 08/28/96 5.260 50,000 7 51,138.89 5.338 CID Amer Exp 08/28/96 5.340 25,000 44 163,166.67 5.449 CID Amer Exp 08/28/96 5.340 50,000 44 326,333.33 5.449 CID Amer Exp 08/28/96 5.340 50,000 44 326,333.33 5.449 CID Amer Exp 08/28/96 5.340 50,000 44 326,333.33 5.449 CID Amer Exp 08/28/96 5.340 50,000 44 326,333.33 5.449 CID GMAC 08/28/96 5.484 50,000 124 914,500.00 5.484 CID GMAC 08/28/96 5.320 50,000 149 1,100,944.44 5.515 CID GMAC 08/28/96 5.320 50,000 149 1,100,944.44 5.515 CID Morg Stan 08/28/96 5.260 44,500 153 994,797.50 5.455 CID Morg Stan 08/28/96 5.260 50,000 153 1,117,750.00 5.455 PURCHASE FR SBA 5.875% 09/25/21 5.875 3,084 CID Assoc 08/29/96 5.380 50,000 CID Assoc 08/29/96 5.380 50,000 CID Assoc 08/29/96 5.380 50,000 CID GECC 08/29/96 5.380 50,000 CID GECC 08/29/96 5.380 23,000 08/29/96 REDEMPTION CID GECC 08/29/96 5.380 50,000 1 7,472.22 5.455 CID GECC 08/29/96 5.380 23,000 1 3,437.22 5.455 CID SRAC 08/29/96 5.150 50,000 6 42,916.67 5.226 CID Assoc 08/29/96 5.380 50,000 1 7,472.22 5.455 CID Assoc 08/29/96 5.380 50,000 1 7,472.22 5.455 CID Assoc 08/29/96 5.380 50,000 1 - 7,472.22 5.455 BA B/A 08/29/96 5.260 32,000 91 425,475.55 5.404 —14— 08/29/96 PURCHASE cl CD ABN Amro 6.120% 07/14/97 5.300 PURCHASE FR SBA 5.875% 08/25/21 5.875 CI' Assoc 08/30/96 5.300 CID Assoc 08/30/96 5.300 08/30/96 SALE Treas Bills 04/03/97 5.300 Treas Bills 04/03/97 5.300 Treas Bills 05/29/97 5.415 Treas Bills 05/29/97 5.415 SALE cl CD ABN Amro 6.120% 07/14/97 5.300 REDEMPTION BA U/B Calif 08/30/96 5.330 BA UB Calif 08/30/96 5.270 BN Fst Chicago 5.320% 08/30/96 5.320 BN Fst Chicago 5.320% 08/30/96 5.320 CD Bk Calif 5.350% 08/30/96 5.350 CID Assoc 08/30/96 5.300 CID Assoc 08/30/96 5.300 CID FMCC 08/30/96 5.140 CID Conagra 08/30/96 5.420 CID FMCC 08/30/96 5.140 CID FMCC 08/30/96,. 5.140 CID FMCC 08/30/96 5.140 CID Heller 08/30/96 5.370 .. ; EFFECTNE _YIELD 31,000 4,846 15,000 50,000 50,000 134 964,513.89 5.537 50,000 135 955,968.75 5.446 50,000 91 674,312.52 5.720 50,000 91 674,312.52 5.720 31,000 1.00 4,416.67 5.373 14,300 74 156,672.39 5.463 19,000 119 330,985.28 5.437 50,000 123 908,833.33 5.393 50,000 123 908,833.33 5.393 50,000 165 1,226,041.67 5.424 15,000 1 2,208.33 5.374 50,000 1 7,361.11 5.374 5,000 9 6,425.00 5.218 30,000 23 103,883.33 5.514 50,000 9 64,250.00 5.218 50,000 9 64,250.00 5.218 50,000 9 64,250.00 5.218 50,000 36 268,500.00 5.473 —15- a/ The abbreviations indicate the type of security purchased or sold; i.e., (U.S.) Bills, Bonds, Notes, Debentures, Discount Notes, - and Participation Certificates: Federal National Mortgage Association (FNMA), Farmers Home Administration Notes (FHA), Student Loan Marketing Association (SLMA), Small Business Association (SBA), Negotiable Certificates of Deposit (CD), Negotiable Certificates of Deposit Floating Rate (CD FR), Export Import Notes (EXIM), Bankers Acceptances (BA), Commercial Paper (CP), Government National Mortgage Association (GNMA), Federal Home Loan Bank Notes (FHLB), Federal Land Bank Bonds (FLB), Federal Home Loan Mortgage Corporation Obligation (FHLMC PC) & (FHLMC GMC), Federal Farm Credit Bank Bonds (FFCB), Federal Farm Credit Discount Notes (FFC), Corporate Securities (CB), U.S. Ship Financing Bonds (TITLE XI'S), International Bank of Redevelopment (IBRD), Tennessee Valley Authority (TVA) Medium Term Notes (MTN). b/ Purchase or sale yield based on 360 day calculation for discount obligations and Repurchase Agreements. _c/ Repurchase Agreement. d/ Par amount of securites purchased, sold, or redeemed. e/ Securities were purchased and sold as of the same date. f/ Repurchase Agreement against Reverse Repurchase Agreement. g/ Outright purchase against Reverse Repurchase Agreement. h_/ Security "SWAP" transactions. i/ Buy back agreement. RRS Reverse Repurchase Agreement. RRP Termination of Reverse Repurchase Agreement. —16— TIME DEPOSIT NAME DEPOSIT YIELD PAR AMOUNT MATURITY ALHAMBRA East West Federal Bank 7/15/96 5.310 2,000,000.00 10/16/96 BEVERLY HILLS City National Bank 07/29/96 5.550 10,000,000.00 01/28/97 City National Bank 08/07/96 5.230 10,000,000.00 11/05/96 City National Bank 08/21/96 5.350 20,000,000.00 02/19/97 CHICO North State National Bank 05/20/96 5.350 500,000.00 11/20/96 Tri Counties Bank- 07/31/96 5.390 10,000,000.00 10/30/96 North State National Bank 07/09/96 5.610 2,000,000.00 01/07/97 Tri Counties Bank 07/08/96 5.530 15,000,000.00 01/07/97 North State National Bank 08/22/96 5.350 500,000.00 02/20/97 FRESNO United Security Bank 06/28/96 5.230 1,500,000.00 09/26/96 United Security Bank 07/26/96 5.310 3,000,000.00 10/24/96 INGLEWOOD Imperial Bank 06/12/96 5.350 10,000,000.00 09/10/96 Imperial Bank 06/13/96 5.330 15,000,000.00 09/11/96 Imperial Bank 06/21/96 5.310 11,000,000.00 09/19/96 Imperial Bank 07/02/96 5.270 11,000,000.00 10/01/96 Imperial Bank 07/18/96 5.340 15,000,000.00 10/16/96 Imperial Bank 07/30/96 5.350 5,000,000.00 10/28/96 Imperial Bank 08/05/96 5.310 10,000,000.00 11/04/96 Imperial Bank 08/07/96 5.310 20,000,000.00 11/06/96 Imperial Bank 08/14/96 5.200 20,000,000.00 11/13/96 LA MIRADA Southern California Bank 07/03/96 5.400 5,000,000.00 10/01/96 Southern California Bank 07/16/96 5.330 5,000,000.00 10/16/96 LOS ANGELES Preferred Bank 06/21/96 5.270 5,000,000.00 09/19/96 Preferred Bank 07/15/96 5.270 1,000,000.00 10/15/96 Preferred Bank 07/16/96 5.270 2,000,000.00 10/15/96 Preferred Bank 08/27/96 5.210 2,000,000.00 11/26/96 —17— TIME DEPOSIT NAME DEPOSIT YIELD , PAR AMOUNT MATURITY MANTECA Delta National Bank 05/22/96 5.340 1,000,000.00 11/18/96 OAKDALE Oak Valley Community Bank 03/29/96 5.230 500,000.00 09/25/96 PETALUMA Bank of Petaluma 05/13/96 5.360 1,000,000.00 11/12/96 REDDING North Vally Bank 03/25/96 5.220 3,000,000.00 09/23/96 SACRAMENTO Sanwa Bank of California 07/31/96 5.550 5,000,000.00 01/28/97 Sanwa Bank of California 08/20/96 5.310 50,000,000.00 02/19/97 Sanwa Bank of California 08/26/96 5.350 10,000,000.00 02/25/97 SAN FRANCISCO Trans Pacific National Bank 03/22/96 5.350 800,000.00 09/18/96 SAN LUIS OBISPO First Bank of San Luis Obispo 05/29/96 -5:350 1,500,000.00 11/26/96 First Bank of San Luis Obispo 07/11/96 5.630 1,000,000.00 01/07/97 First Bank of San Luis Obispo 08/15/96 5.180 2,000,000.00 11/13/96 First Bank of San Luis Obispo 08/06/96 5.440 2,600,000.00 02/04/97 SAN RAFAEL West America Bank 07/26/96 5.320 25,000,600.00 10/24/96 West America Bank 08/02/96 5.270 25,000,000.00 10/31/96 SANTA ANA Grand National Bank 07/02/96 5.200 95,000.00 10/01/96 VACAVILLE Continental Pacific Bank 06/05/96 5.450 1,000,000.00 12/03/96 TOTAL TIME DEPOSITS AS OF AUGUST 27,1996 340,995,000.00 —18— DEMAND BANK DEPOSITS (000 omitted) DAILY BALANCES PER BANKS WARRANTS OUTSTANDING 1. 2. 184311 391219,968 3. 270,085 39180,184 4. 2709085 391809184 5. 270,085 39180,184 6. - 5759806 299909628 7. 3611,974 2,8699690 8. 2739604 29770,564 9. 234,393 29770,508 10. 2483,597 29833;597 11. 248,597 298339597 12. 2483,597 29833,597 13. 158,554 2,735,875 14. 142,476 297099139 15. 165,588 21579,128 16. 1959948 29714,230 17. 108,883 2,6709692 18. 108,883 2,6705,692 19. 1089883 296709692 20. 3059009 23,601449 21. 476,886 295783,371 22• 254,847 296059,384 23. 2179592 296639614 24• 3969041 296939,336 25. 3969041 23,693,336 26. 3969041 256939336 27. 3729517 2,638,059 28. 3899275 215889785 29• 3079182 29,5579468 30. 13%369 29541457 31. 2719,046 3,0519829 2719046 3,056403 at AVERAGE DOLLAR DAYS _ $ 62 9,556 a/ The prescribed bank balance for August was $284,303,000.00. This consisted of $126,378,000.00 in compensating balances for services,159,782,000.00 uncollected funds and a deduction of $198579000.00 for April delayed deposit credit. —19— DESIGNATION BY POOLED MONEY INVESTMENT BOARD OF TREASURY POOLED MONEY INVESTMENTS AND DEPOSITS No. 1566 In accordance with Sections 16480 through 16480.8 of the Govemment Code, the Pooled Money Investment Board, at its meeting on August 21,1996, has determined and designated the amount of money available for deposit and investment under said sections. In accordance with Sections 16480.1 and 16480.2 of the Government Code, it is the intent that the money available for deposit or investment be deposited in bank accounts and savings and loan associations or invested in securities in such a manner so as to realize the maximum return consistent with safe and prudent treasury management, and the Board does hereby designate the amount of money available for deposit in bank accounts, savings and loan associ- ations, and for investment in securities and the type of such deposits and investments as follows: 1. In accordance with law, for deposit in demand $135,465,000 bank accounts as Compensating Balance for Services The active noninterest-bearing bank accounts designation constitutes a calendar -month average balance. For purposes of computing the compensating balances, the Treasurer shall exclude from the daily balances any amounts contained therein as a result of nondelivery of securities purchased for "cash" for the Pooled Money Investment Account and shall adjust for any deposits not credited by the bank as of the date of deposit The balances in such accounts may fall below the above amount provided that the balances computed by dividing the sum of daily balances of that calendar month by the number of days in the calendar month reasonably approximates that amount The balances may exceed this amount during h collection periods or in anticipation of large impending warrant presentations to the Treasury, but the balances are to be maintained in such a manner as to realize the maximum return consistent with safe and prudent treasury management 2. In accordance with. law, for investment in securities authorized by Section 16430, Government Code, or in term interest - bearing deposits in banks and savings and loan associations as follows: Time Deposits in various Financial Institutions In Securities (Sections 16503a Estimated From To Transactions (Section 16430)* and 16602)* Total (1) 08/19/96 08/23/96 $ 452,400,000 $ 28,546,405,000 $ 340,995,000 $ 28,887,400,000 (2) 08/26/96 08/30/96 $ (1,898,800,000) $ 26,647,605,000 $ 340,995,000 $ 26,988,600,000 (3) 09/02/96 09/06/96 $ 586,300,000 $ 27,233,905,000 ' $ 340,995,000 $ 27,574,900,000 (4) 09/09/96 09/13/96 $ 628,600,000 $ 27,862,505,000 $ 340,995,000 $ 28,203,500,000 (5) 09/16/96 09/20/96 $ 2,767,400,000 $ 30,629,905,000 $ 340,995,000 $ 30,970,900,000 (6) 09/23/96 09/27/96 $ (1,012,600,000) $ 29,617,305,000 $ 340,995,000 $ 29,958,300,000 (7) 09/30/96 10/04/96 $ (1,120,900,000) $ 28,496,405,000 $ 340,995,000 $ 28,837,400,000 (8) 10/07/96 10/11/96 $ 192,700,000 $ 28,689,105,000 $ 340,995,000 $ 29,030,100,000 (9) 10/14/96 10/1866 $ 583,400,000 $ 29,272,505,000 $ 340,995,000 $ 29,613,500,000 From any of the amounts specifically designated above, not more than 30 percent in the aggregate may be invested in prime commercial paper under Section 16430(e), Government Code. Additional amounts available in treasury trust account and in the Treasury from time to time, in excess of the amounts and for the same types of investments as specifically designated above. Provided, that the availability of the amounts shown under paragraph 2 is subject to reduction in the amount by which the bank accounts under paragraph 1 would otherwise be reduced below the calendar month average balance of $135,465,000 POOLED MONEY INVESTMENT BOARD: Chairperson Member Dated: August 21, 1996 *Government Code Member —20— v _ � OF TNti INVESTMENT ADVISORY BOARD Meeting Date: November 13, 1996 TITLE: Reporting to the City Council - Status Update BACKGROUND: Correspondence and Written Material Item E Attached please find the correspondence relating to the Investment Advisory Board Functions. RECOMMENDATION: For informational purpose only. hn M. Falcon r, Finance Director 4 MEMORANDUM TO: John M. Falconer, Finance Director FROM: Mark Weiss, Assistant City Manager �I DATE: November 4, 1996 RE: Request from Investment Advisory Board regarding Board Functions Thank you for your memorandum of October 18, 1996 regarding the request by the Investment Advisory Board (IAB) for Council clarification of the form of "reporting" to the City Council. Please be advised that this matter was scheduled to be considered by the City Council as part of the Handbook for Commission, Boards, and Committees on November 5, 1996. Unfortunately, due to scheduling requirements, the Handbook had to be rescheduled to the November 19, 1996 City Council meeting. The request of the IAB will be addressed at that time. If you, or any of the IAB members have any questions, please let me know. l MEMORANDUM TO: Mark Weiss, Assistant City Manager FROM: John M. Falconer, Finance Director ljw----� DATE: October 18, 1996 RE: Request from Investment Advisory Board for Ordiliance 2.70.30 - Board Functions Item C. The Investment Advisory Board made the following motion at the last Investment Advisory Board Meeting held on October 9, 1996. MOTION It was moved by Board Members Lewis/Frame that the Board direct staff for clarification to confirm the Boards understanding that it is the Boards interpretation that the Boards correspondence to City Council are the Investment Advisory Board minutes from each meeting. If this is not sufficient, the Board should be directed immediately in writing as to an appropriate outline. Motion carried unanimously. The entire draft minutes have been attached for your review which can be found in Business Session Item C. ca r.#o.r d, I am forwarding on their request to you. The next Investment Board Merdipg .:� .,. 4 �tfit'�res next a ?eihda Ist the Board w +�= tom` ` g pacliae.woul+� need -.a response by Nove'Wobm er 7, 1996. If I can provide in additional information please let me know. Thank you. 44 OF TNT INVESTMENT ADVISORY BOARD Meeting Date: November 13, 1996 TITLE: Updated Investment Policies BACKGROUND: Correspondence and Written Material Item D On November 5, 1996 the City Council took action to approve the City of La Quinta Investment Policies. The City Council unanimously approved a change in the LAIF percentage from 50% to 40%. This change will be reflected on the November 30, 1996 Treasury Report. RECOMMENDATION: Please use the updated Investment Policies in the future. John M. Falconer; Finance Director City of La Uinta 1996-97 Fiscal- Year Investment Policy CITY OF LA QUINTA Investment Policy Table of Contents Section Topic Page Executive Summary 2 1 General Purpose 4 II Investment Policy 4 III Scope 4 IV Objectives 5 ► Safety ► Liquidity ► Yield V Prudence 6 VI Delegation of Authority 6 VII Conflict of Interest 7 VIII Authorized Financial Dealers and Institutions 7 ► Broker/Dealers ► Financial Institutions IX Authorized Investments and Diversification 9 X Investment Pools 9 XI Collateralization 9 XII Safekeeping and Custody 10 XIII Interest Earning Distribution Policy 10 XIV Maximum Maturities 10 XV Internal Controls 10 XVI Benchmark 12 XVII Reporting Standards 12 XVIII Investment of Bond Proceeds 13 XIX Investment Advisory Board - City of La Quinta 13 XX Investment Policy Adoption 13 Appendices Authorized Investments and Diversification 15 Municipal Code Ordinance 2.70 - Investment Advisory Board 16 Municipal Code Ordinance 3.08 - Investment of Moneys and Funds 17 Listing of Approved Financial Institutions 19 Broker/Dealer Questionnaire and Certification 20 Investment Pool Questionnaire 24 Segregation of Major Investment Responsibilities 28 Glossary 29 1 City of La Quinta Investment Policy Executive Summary The general purpose of this Investment Policy is to provide the rules and standards users must follow in investing funds of the City of La Quinta. It is the policy of the City of La Quinta to invest all public funds in a manner which will provide a diversified portfolio with maximum security while meeting daily cash flow demands and the highest investment return in conformity to all state and local statutes. This Policy applies to all cash and investments of the City of La Quinta, La Quinta Redevelopment Agency and the La Quinta Financing Authority, hereafter referred in this document as the "City". The primary objectives, in order of priority, of the City of La Quinta's, investment activity shall be: Safety of principal is the foremost objective of the investment program. Investments of the City of La Quinta shall be undertaken in a manner that seeks to ensure the preservation of capital in the overall portfolio The investment portfolio shall remain sufficiently liquid to meet all operating requirements that may be reasonably anticipated. The investment portfolio shall be designed with the objective of attaining a market rate of return or yield throughout budgetary and economic cycles, taking into account the investment risk constraints and liquidity needs. Investments shall be made with judgment and care - under circumstances then prevailing - which persons of prudence discretion, and intelligence exercise in the management of their own affairs, not for speculation, but for investment, considering the probable safety of their capital as well as the probable income to be derived. Authority to manage the City of La Quinta's investment portfolio is derived from the City Ordinance. Management responsibility for the investment program is delegated to the City Treasurer, who shall establish and implement written procedures for the operation of the City's investment program consistent with the Investment Policy. The Treasurer shall establish and implement a system of internal controls to maintain the safety of the portfolio. In addition, the internal control system will also insure the timely preparation and accurate reporting of the portfolio financial information. The adequacy of these controls will be reviewed and reported on annually by an independent auditor. 2 Investment responsibilities carry added duties of insuring that investments are made without improper influence or the appearance to a reasonable person of questionable or improper influence. The City of La Quinta maintains a listing of financial institutions which are approved for investment purposes. All Broker/Dealers and financial institutions selected by the Treasurer to provide investment services will be approved by the City Manager subject to City Council approval. The Treasurer will be permitted to invest only in City approved investments up to the maximum allowable percentages and, where applicable, through the bid process requirements. Authorized investment vehicles and related maximum portfolio positions are listed in Appendix - Authorized Investments and Diversification. At least two bids will be required of investments in government securities. Collateralization will be required for Certificates of Deposit in excess of $100,000. Collateral will always be held by an independent third party with whom the City of La Quinta has a current custodial agreement. Evidence of ownership must be supplied to the City and retained by the City Treasurer. The City of La Quinta shall require that each individual investment have a maximum maturity of two years unless specific approval is authorized by the City Council. In addition, the City's investment in the State Local Agency Investment Fund (LAIF) is allowable as long as the average maturity does not exceed two years, unless specific approval 'is authorized by the City Council. The City's investment in Money Market Mutual funds is allowable as long as the average maturity does not exceed 60 days. The City of La Quinta will use the six month U.S. Treasury Bill as a benchmark when measuring the performance of the investment portfolio. The Investment Policies shall be adopted by resolution of the La Quinta City Council on an annual basis, The Investment Policies will be adopted before the end of June of each year. This Executive Summary is an overall review of the City of La Quinta Investment Policies. Reading this summary does not constitute a complete review which can only, be accomplished by reviewing all the pages. 3 4 z4a 78-495 CALLE TAMPICO — LA QUINTA, CALIFORNIA 92253 - (619) 777-7000 FAX (619) 777-7107 City of La Quinta Statement of Investment Policy July 1, 1996 through June 30, 1997 Adopted by the City Council on June 18, 1996, amended November 5, 1996 I GENERAL PURPOSE The general purpose of this document is to provide the rules and standards users must follow in administering the City of La Quinta cash investments. II INVESTMENT POLICY It is the policy of the City of La Quinta to invest public funds in a manner which will provide a diversified portfolio with safety of principal while meeting daily cash flow demands with the highest investment return . In addition, the Investment Policy will conform to all State and local statutes governing the investment of public funds. III SCOPE This Investment Policy applies to all cash and investments of the City of La Quinta, City of La Quinta Redevelopment Agency and the City of La Quinta Financing Authority, hereafter referred in this document as the "City' . These funds are reported in the City of La Quinta Comprehensive Annual financial Report (CAFR) and include: All funds within the following fund types: ► General ► Special Revenue ► Capital Project ► Debt Service ► Internal Service ► Trust and Agency ► Any new fund types and fund(s) that may be created. 4 MAILING ADDRESS - P.O. BOX 150A - LA QUINTA, CALIFORNIA 92253 ��� IV OBJECTIVES The primary objective, in order of priority, of the City of La Quinta's investment activity shall be: 1. Safety Safety of principal is the foremost objective of the investment program. Investments of the City of La Quinta shall be undertaken in a manner that seeks to ensure the preservation of capital in the overall portfolio in accordance with the permitted investments. The objective will be to mitigate credit risk and interest rate risk. A. Credit Risk Credit Risk - is the risk of loss due to the failure of the security issuer or backer. Credit risk may be mitigated by: ► Limiting investments to the safest types of securities; ► Pre -qualifying the financial institutions, and broker/dealers, which the City of La Quinta will do business; and ► Diversifying the investment portfolio so that potential losses on individual securities will be minimized. B. Interest Rate Risk Interest Rate risk is the risk that the market value of securities in the portfolio will fall due to changes in general interest rates. Interest rate risk may be mitigated by: ► Structuring the investment portfolio so that securities mature to meet cash requirements for ongoing operations, thereby avoiding the need to sell securities on the open market prior to maturity; and ► By investing operating funds primarily in shorter -term securities. 2. Liquidity The investment portfolio shall remain sufficiently liquid to meet all operating requirements that may be reasonably anticipated. This is accomplished by structuring the portfolio so that securities mature concurrent with cash needs to meet anticipated demands. Furthermore since all possible cash demands cannot be anticipated the portfolio should consist of securities with active secondary or resale markets. 5 3. Yield The investment portfolio shall be designed with the objective of attaining a market rate of return throughout budgetary and economic cycles, taking into account the investment risk constraints and liquidity needs. Return on investment is of least importance compared to the safety and liquidity objectives described above. The core of investments are limited to relatively low risk securities in anticipation of earning a fair return relative to the risk being assumed. Securities shall not be sold prior to maturity with the following exceptions: ► A declining credit security could be sold early to minimize loss of principal; ► Liquidity needs of the portfolio require that the security be sold. V PRUDENCE The City shall follow the Uniform Prudent Investor Act as adopted by the State of California in Probate Code Sections 16045 through 16054.. Section 16053 sets forth the terms of a prudent person which are as follows: Investments shall be made with judgment and care - under circumstances then prevailing - which persons of prudence, discretion, and intelligence excerise in the professional management of their own affairs, not for speculation, but for investment, considering the probable safety of their capital as well as the probable income to be derived. VI DELEGATION OF AUTHORITY Authority to manage the City of La Quinta's investment portfolio is derived from the City Ordinance. Management responsibility for the investment program is delegated to the City Treasurer, who shall establish written procedures for the operation of the investment program consistent with the Investment Policy. Procedures should include reference to safekeeping, wire transfer agreements, banking service contracts, and collateral/depository agreements. Such procedures shall include explicit delegation of authority to persons responsible for investment transactions. No person may engage in an investment transaction except as provided under the terms of this Investment Policy and the procedures established by the City Treasurer. The City Treasurer shall be responsible for all transactions undertaken and shall establish a system of controls to regulate the activities of subordinate officials. The City Manager or Assistant City Manager shall approve in writing all purchases and sales of investments prior to their execution by the City Treasurer. 0 VII CONFLICT OF INTEREST Investment responsibilities carry added duties of insuring that investments are made without improper influence or the appearance of improper influence. Therefore, the City Manager, Assistant City Manager, and the City Treasurer shall adhere to the State of California Code of Economic Interest and to the. following: ► The City Manager, Assistant City Manager, and the City Treasurer shall not personally or through a close relative maintain any accounts, interest, or private dealings with any firm with which the City places investments, with the exception of regular savings, checking and money market accounts, or other similar transactions that are offered on a non-negotiable basis to the general public. Such accounts shall be disclosed annually to the City Clerk in conjunction with annual disclosure statements of economic interest. ► All persons authorized to place or approve investments shall report to the City Clerk kinship relations with principal employees of firms with which the City places investments. VIII AUTHORIZED FINANCIAL DEALERS AND INSTITUTIONS The City of La Quinta maintains a listing of financial institutions which are approved for investment purposes. In addition a list will also be maintained of approved broker/dealers selected by credit worthiness, who maintain an office in the State of California. 1 . Broker/Dealers who desire to become bidders for investment transactions must supply the City of La Quinta with the following: ► Current audited financial statements ► Proof of National Association of Security Dealers Certification ► Trading resolution ► Proof of California registration ► Resume of Financial broker ► Completion of the City of La Quinta Broker/Dealer questionnaire which contains a certification of having read the City of La Quinta Investment Policy The City Treasurer shall evaluate the documentation submitted by the broker/dealer and independently verify existing reports on file for any firm and individual conducting investment related business. 7 The City Treasurer will also contact the following agencies during the verification process: ► National Association of Security Dealer's Public Disclosure Report File - 1-800-289-9999 ► State of .California Department of Corporations 1-916-445-3062 All Broker/Dealers selected by the City Treasurer to provide investment services will be approved by the City Manager subject to City Council approval. The City Attorney will perform a legal review of the trading resolution/investment contract submitted by each Broker/Dealer. Each securities dealer shall provide monthly and quarterly reports filed pursuant to U.S. Treasury Department regulations. Each mutual fund shall provide a prospectus and statement of additional information. 2. Financial Institutions will be required to meet the following criteria in order to receive City funds for investment: A. Insurance - Public Funds shall be deposited only in financial institutions insured by the Federal Deposit Insurance Corporation B. Collateral - The amount of City of La Quinta deposits or investments not insured by agency of the federal government shall be 1 10% collateralized by securities' or 150% mortgages' market values of that amount of invested funds plus unpaid interest earnings. C. Size - The amount of City of La Quinta deposits or investments must be collateralized or insured by an agency of the federal government. D. Disclosure - Each financial institution maintaining invested funds in excess of $100,000 shall furnish corporate authorities a copy of all statements of resources and liabilities which it is required to furnish to the State banking or savings and loan commissioners as required by the California Financial Code. The City shall not invest in excess of $100,000 in banking institutions which do not disclose to the city a current listing of securities pledged for collateralization in public monies. 0 IX AUTHORIZED INVESTMENTS AND DIVERSIFICATION The City Treasurer will be permitted to invest in the investments listed in the Appendix entitled - Authorized Investments and Diversification. X INVESTMENT POOLS There are three (3) types of investment pools: 1) state -run pools, 2) pools that are operated by a political subdivision where allowed by law and the political subdivision is the trustee i.e. County Pool; and 3) pools that are operated for profit by third parties. The City of La Quinta has an investment with the State of California's Treasurers Office Local Agency Investment Fund commonly referred to as LAIF. LAIF was organized in 1977 through State Legislation Section 16429.1, 2 and 3. Each LAIF account is restricted to a maximum investable limit of $20 million. In addition, LAIF will provide quarterly market value information to the City of La Quinta. On an annual basis the City Treasurer will submit the Investment Pool Questionnaire to LAIF. Also, prior to opening any new Investment Pool account, which would require City Council approval, the City Treasurer will require the completion of the Investment Pool Questionnaire. The City does not have an investment with any other Investment Pool - County Pools or Third Party Pools. XI COLLATERALIZATION Collateralization will be required for Certificates of Deposits. The type of collateral is limited to City authorized investments. 1. Certificates of Deposits under $100.000. The City Treasurer may waive collateral ization of a deposit that is federally insured. 2. Certificates of Deposit over $100,000. The amount not federally insured shall be 1 10% collateralized by securities or 150% mortgages market value of that amount of invested funds plus unpaid interest earnings. Collateral will always be held by an independent third party with whom the City of La Quinta has a current custodial agreement. Evidence of ownership must be supplied to the City of La Quinta and retained by the City Treasurer. 9 XII SAFEKEEPING AND CUSTODY All security transactions of the City of La Quinta shall be conducted on a delivery - versus - payment (DVP) basis. Securities will be held by a third party custodian designated by the City Treasurer and evidenced by safekeeping receipts. Deposits and withdrawals of money market mutual funds and LAIF shall be made directly to the entity and not to an investment advisor. Money market mutual funds and LAIF shall also operate on a DVP basis to be considered for investment. XIII INTEREST EARNING DISTRIBUTION POLICY Interest earnings is generated from pooled investments and specific investments. 1. Pooled Investments - It is the general policy of the City to pool all available operating cash of the City of La Quinta, La Quinta Redevelopment Agency and La Quinta Financing Authority and allocate interest earnings, in the following order, as follows: A. Payment to the General Fund of an amount equal to the total annual bank service charges as incurred by the general fund for all operating funds as included in the annual operating budget. B. Payment to the General Fund of a management fee equal to 5 % of the annual pooled cash fund investment earnings. C. Payment to each fund of an amount based on the average computerized daily cash balance included in the common portfolio for the earning period. 2. Specific Investments - Specific investments purchased by a fund shall incur all earnings and expenses to that particular fund. XIV MAXIMUM MATURITIES The City of La Quinta shall require that each individual investment have a maximum maturity of two years unless specific approval is authorized by the City Council. In addition, the City's investment in the State Local Agency Investment Fund (LAIF) is allowable as long as the average maturity does not exceed two years, unless specific approval is authorized by the City Council. The City's investment in Money Market Mutual funds is allowable as long as the average maturity does not exceed 60 days. 10 XV INTERNAL CONTROLS The City Treasurer shall establish a system of internal controls to accomplish the following objectives: ► Safeguard assets; ► The orderly and efficient conduct of its business, including adherence to management policies; ► Prevention or detection of errors and fraud; ► The accuracy and completeness of accounting records; and-, ► Timely preparation of reliable financial information. While no internal control system, however elaborate, can guarantee absolute assurance that the City's assets are safeguarded, it is the intent of the City's internal control to provide a reasonable assurance that management of the investment function meets the City's objectives. The internal controls shall address the following: a. Control of collusion. Collusion is a situation where two or more employees are working in. conjunction to defraud their employer. b. Separation of transaction authority from accounting and record keeina. By separating the person who authorizes or performs the transaction from the people who record or otherwise account for the transaction, a separation of duties is achieved. C. Custodial safekeeping. Securities purchased from any bank or dealer including appropriate collateral (as defined by State Law) shall be placed with an independent third party for custodial safekeeping. d. Avoidance of physical delivery securities. Book entry securities are much easier to transfer and account for since actual delivery of a document never takes place. Delivered securities must be properly safeguarded against loss or destruction. The potential for fraud and loss increases with physically delivered securities. e. Clear deleaation of authority to subordinate staff members. Subordinate staff members must have a clear understanding of their authority and responsibilities to avoid improper actions. Clear delegation of authority also preserves the internal control structure that is contingent on the various staff positions and their respective responsibilities as outlined in the Segregation of Major Investment Responsibilities appendices. f. Written confirmation or telephone transactions for investments and wire 11 transfers. Due to the potential for error and improprieties arising from telephone transactions, all telephone transactions should be supported by written communications and approved by the appropriate person. Written communications may be via fax if on letterhead and the safekeeping institution has a list of authorized signatures. Fax correspondence must be supported by evidence of verbal or written follow-up. g. Development of a wire transfer agreement with the City's bank and third party custodian. This agreement should outline the various controls, security provisions, and delineate responsibilities of each party making and receiving wire transfers. In addition to the System of Internal Controls developed by the City, the Internal Controls shall be reviewed annually by the independent auditor. The independent auditors management letter comments pertaining to cash and investments, if any, shall be directed, to the City Manager who will direct the City Treasurer to provide a written response to the independent auditors letter. This response will also be directed to the City's Investment Advisory Board for their action. XVI BENCHMARK The investment portfolio shall be designed with the objective of obtaining a rate of return throughout budgetary and economic cycles commensurate with the investment risk constraints and the cash flow needs of the City. Return on investment is of least importance compared to safety and liquidity objectives. The City of La Quinta will use the six month U.S. Treasury Bill as a benchmark when measuring the performance of the investment portfolio. XVII REPORTING STANDARDS SB564 section 3 requires a quarterly report to the Legislative Body of Investment activities. The City of La Quinta has elected to report the investment activities to the City Council on a monthly basis through the Treasurers Report. The City Treasurer shall submit a monthly Treasurers Report to the City Council and the Investment Advisory Board that includes all investments under the authority of the Treasurer. The Treasurers Report shall consist of a narrative of significant changes in cash balances and the following: 12 ► Changes in investments from the previous month; ► A certification statement from the City Treasurer; ► Purchases and sales of investments; ► Cost to market value comparisons of all investments by authorized investment category, except for LAIF which will be provided quarterly; ► Comparison of actual holdings to Investment Policy maximums; ► Twenty four (24) months history of cash and investments for trend analysis; ► Balance Sheet. XV111 INVESTMENT OF BOND PROCEEDS The City's investment policy shall govern bond proceeds and bond reserve fund investments. California Code Section 5922 (d) governs the investment of bond proceeds and reserve funds in accordance with bond indenture provisions which shall be structured in accordance with the City's investment policy. Arbitrage Requirement The US Tax Reform Act of 1986 requires the City to perform arbitrage calculations as required and return excess earnings to the US Treasury from investments of proceeds of bond issues sold after the effective date of this law. This arbitrage calculations may be contracted with an outside source to provide the necessary technical assistance to comply with this regulation. Investable funds subject to the 1986 Tax Reform Act will be kept segregated from other funds and records will be kept in a fashion to facilitate the calculations. The City's investment position relative to the new arbitrage restrictions is to continue pursuing the maximum yield on applicable investments while ensuring the safety of capital and liquidity. It is the City's position to continue maximization of yield and to rebate excess earnings, if necessary. XIX INVESTMENT ADVISORY BOARD - CITY OF LA QUINTA The Investment Advisory Board (IAB) consists of seven members of the community that have been appointed by and report to the City Council. The IAB meets on a monthly basis to 1) review account statements and verifications to ensure accurate reporting as they relate to an investment activity, 2) monitor compliance with existing Investment Policy and Procedures, and 3) review and make recommendations concerning investment policy and procedures investment contracts and investment consultants. The appendices include City of La Quinta Ordinance 2.70 entitled Investment Advisory Board Provisions. 13 XX INVESTMENT POLICY ADOPTION On an annual basis, the Investment policies will be initially reviewed by the Investment Advisory Board and the City Treasurer. The Investment Advisory Board will forward the Investment policies, with any revisions, to the City Manager and City Attorney for their review and comment. A joint meeting will be held with the Investment Advisory Board, City Manager, City Attorney, and City Treasurer to review the Investment policies and. comments, prior to submission to the City Council for their consideration. The Investment Policies shall be adopted by resolution of the City of La Quinta City Council on an annual basis. The Investment Policies will be adopted before the end of June of each year. 14 o �Eln 0 V 0 U 0 a7 Q m W U LL LL v m moo` Q Q m m 7 N V N V O N V N V coN I V I V co V LO U w. 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Q +-Nw f6 Ol 0 Qm O � N +�� o N EW O Nm I/lY C Qa+ Q ++ @ C 7 Q U Q N� E> a 0,QC U 0O E� N a Q- Q Q O U m ya U O Y O -M a0 " C N .G Q m3 C Q 2i C ELL N 'rn N 0 V V) V a .- F 'O a LL o a N 7 d`j- N N .0 cQ 2> v c p N N a a p_ T Ill Q T O Q C Y a m R U -8 Q N Q O al'a O c m N Q� E O c m O AIL- Q O QE mac. U yH UpN IL N C7 IV In f0 m 15 .0-0 om N foci $10v N C L w � i3 w O N G00 1 V) JE 0 C EQ$.QUo c _O a o � . o .o��E' r 0rf E c O_N cum > ) o , aL+ a L N c C N y f+ EO. 42 - " E'G° o g C to O Z EL 8 m l4 N f0 N 50 8M2� E>� Q L c z - 4: Q 0 C 'M vl92�' t4) E F-c.tQ,E Chapter 2.70 INVESTMENT ADVISORY BOARD PROVISIONS Sections: 2.70.010 General Rules Regarding Appointment and Terms. 2.70.020 Board meetings and compensation. 2.70.030 Board functions. 2.70.010 General rules regarding appointment and terms. Except as set out below, see Chapter 2.06 for General Provisions. The Investment Advisory Board (the "board") is a standing board composed of seven (7) members from the public that are appointed by city council. La Quinta residency is preferred, but not a requirement for board members. Recruitment for members may be advertised outside of the city". 'Background in the investment field and/or related experience is preferred. Background information will be required and potential candidates must agree to a background check and verification. On an annual basis, in conjunction with the Political Reform Act disclosure statutes, or at any time if a change in circumstances warrants, each board member will provide the City Council with a disclosure statement which identifies any matters on the board. Such matters may include, but are not limited to, changes in employment, changes in residence, or changes in clients. The Board members will serve for two year staggered terms beginning on July 1 of every other year, commencing July 1, 1993. Initially, two members will be appointed for two year terms and three members will be appointed for one year terms. These initial appointments will start their yearly calculations from July 1, 1993. 2.70.020 Board meetings and compensation. Board members will be reimbursed for meeting and related expenses at an amount of fifty dollars ($50) per meeting. Initially, the Board should meet once a month, but this schedule may be extended to quarterly meetings upon the concurrence of the Board and the City Council. The specific meeting dates will be determined by the Board members and meetings may be called for on an as needed basis. 2.70.030 Board functions. The Board will annually elect a Chairperson and Vice -chairperson at the first meeting held after each June 30. The following are functions of the Board that are to be addressed at each meeting: (1) review account statements and verifications to ensure accurate reporting as they relate to an investment activity; (ii) monitor compliance with existing Investment policy and procedures; and (iii) review and make recommendations concerning investment policy and procedures, investment contracts, and investment consultants. The Board will report to City council after each meeting either in person or through correspondence at a regular City Council meeting. 16 Chapter 3.08 INVESTMENT OF MONEYS AND FUNDS Sections: 3.08.010 Investment of city moneys and deposit of securities. 3.08.020 Authorized investments. 3.08.030 Sales of securities. 3.08.040 City bonds. 3.08.050 Reports. 3.08.060 Deposits of securities. 3.08.070 Trust fund administration. 3.08.010 Investment of city moneys and deposit of securities. Pursuant to, and in accordance with, and to the extent allowed by, Sections 53607 and 53608 of the Government Code, the authority to invest and -reinvest moneys of the city, to sell or exchange securities, and to deposit them and provide for their safekeeping, is delegated to the city treasurer. (Ord. 2 § 1 (part), 1982) 3.08.020 Authorized investments. Pursuant to the delegation of authority in Section 3.08.010, the city treasurer is authorized to purchase, at their original sale or after they have been issued, securities which are permissible investments under any provision of state law relating to the investing of general city funds, including but not limited to Sections 53601 and 53635 of the Government Code, as said sections now read or may hereafter be amended, from moneys in his custody which are not required for the immediate necessities of the city and as he may deem wise and expedient, and to sell or exchange for other eligible securities and reinvest the proceeds of the securities so purchased. (Ord. 2 § 1 (part), 1982) 3.08.030 Sales of Securities. From time to time the city treasurer shall sell the securities in which city moneys have been invested pursuant to this chapter, so that the proceeds may, as appropriate, be applied to the purchase for which the original purchase money may have been designated or placed in the city treasury. (Ord. 2 § I (part), 3.08.040 City bonds. Bonds issued by the city and purchased pursuant to this chapter may be canceled either in satisfaction of sinking fund obligations or otherwise if proper and appropriate; provided, however, that the bonds may be held uncancelled and while so held may be resold. (Ord. 2 § 1 (part), 1982) 17 3.08.050 Reports. The city treasurer shall make a monthly report to the city council of all investments made pursuant to the authority delegated in this chapter. (Ord. 2 § 1 (part), 1982) 3.08.060 Deposits of securities. Pursuant to the delegation of authority in Section 3.08.010, the city treasurer is authorized to deposit for safekeeping, the securities in which city moneys have been invested pursuant to this chapter, in any institution or depository authorized by the terms of any state law, including but not limited to Section 53608 of the Government Code as it now reads or may hereafter be amended. In accordance with said section, the city treasurer shall take from the institution or depository a receipt for the securities so deposited and shall not be responsible for the securities delivered to and receipted for by the institution or depository until they are withdrawn therefrom by the city treasurer. (Ord. 2 § 1 (part), 1982 3.08.070 Trust fund administration. Any departmental trust fund established by the city council pursuant to Section 36523 of the Government Code shall be administered by the city treasurer in accordance with Section 36523 and 26524 of the Government code and any other applicable provisions of law. (Ord. 2 § 1 (part), 1982) it:3 LISTING OF APPROVED FINANCIAL INSTITUTIONS 1. Banking Services - Wells Fargo Bank 2. Custodian Services - Wells Fargo Bank Institutional Trust 3. Deferred Compensation - International City/County Management Association Retirement Corporation 4. Broker/Dealer Services - Merrill Lynch, Indian Wells, CA Dean Witter, Newport Beach, CA Smith Barney, Newport Beach, CA 5. Government Pool - State of California Local Agency Investment Fund City of La Quinta Account La Quinta Redevelopment Agency 6. Bond Trustees - 1991 City Hall Revenue Bonds - First Trust 1991 RDA Project Area 1 - First Trust 1992 RDA Project Area 2 - Wells Fargo Bank 1994 RDA Project Area 1 - First Trust 1995 RDA Project Area 1 & 2 - Wells Fargo Bank No Changes to this listing may be made without City Council approval. 19 BROKER/DEALER QUESTIONNAIRE AND CERTIFICATION 1 . Name of Firm: 2. Address: 3. 21 Telephone: ( ) Broker's Representative to the City (attach resume): Name: Title: Telephone: ( ) 5. Manager/Partner-in-charge (attach resume): Name: Title: Telephone: 6. List all personnel who will be trading with or quoting securities to City employees (attach resume) Name: Title: Telephone: ( ) ( ) 7. Which of the above personnel have read the City's investment policy? 8. Which instruments are offered regularly by your local office? (Must equal 100%) % U.S. Treasuries % BA's % Commercial Paper % C D's % Mutual Funds % Agencies (specify): % Repos % Reverse Repos % CMO's % Derivatives • Stocks/Equities • Other (specify): 9. References -- Please identify your most directly comparable public sector clients in our geographical area. Entity Entity Contact Contact Telephone ( ) Telephone ( ) Client Since Client Since 10. Have any of your clients ever sustained a loss on a securities transaction arising from a misunderstanding or misrepresentation of the risk characteristics of the instrument? If so, explain. 1 1 . Has your firm or your local office ever been subject to a regulatory or state/ federal agency investigation for alleged improper, fraudulent, disreputable or unfair activities related to the sale of securities? Have any of your employees been so investigated? If so, explain. 12. Has a client ever claimed in writing that ygu were responsible for an investment loss? Yes No If yes, please provide action taken Has a client ever claimed in writing that your firm was responsible for an investment loss? Yes No If yes, please provide action taken Do you have any current, or pending complaints that are unreported to the NASD? Yes No If yes, please provide action taken 21 Does your firm have any current, or pending complaints that are unreported to the NASD? Yes No If yes, please provide action taken 13. Explain your clearing and safekeeping procedures, custody and delivery process. Who audits these fiduciary responsibilities? Latest Audit Report Date 14. How many and what percentage of your transactions failed. Last month? % $ Last year? % $ 15. Describe the method your firm would use to establish capital trading limits for the City of La Quinta. 16. Is your firm a member in the S.I.P.C. insurance program. Yes If yes, explain primary and excess coverage and carriers. M 17. What portfolio information, if any, do you require from your clients? 18. What reports and transaction confirmations or any other research publications will the City receive? 19. Does your firm offer investment training to your clients? Yes No 22 20. Does your firm have professional liability insurance. Yes No If yes, please provide the insurance carrier, limits and expiration date. 21. Please list your NASD Registration Number 22. Do you have any relatives who work at the City of La Quinta? Yes No If yes, Name and Department 23. Do you maintain an office in California. Yes No 24. Do you maintain an office in La Quinta or Riverside County? Yes No 25. Please enclose the following: • Latest audited financial statements. • Samples of reports, transaction confirmations and any other research/publications the City will receive. • Samples of research reports and/or publications that your firm regularly provides to clients. • Complete schedule of fees and charges for various transactions. CERTIFICATION I hereby certify that I have personally read the Statement of Investment Policy of the City of La Quinta, and have implemented reasonable procedures and a system of controls designed to preclude imprudent investment activities arising out of transactions conducted between our firm and the City of La Quinta. All sales personnel will be routinely informed of the City's investment objectives, horizons, outlooks, strategies and risk constraints whenever we are so advised by the City. We pledge to exercise due diligence in informing the City of La Quinta of all foreseeable risks associated with financial transactions conducted with our firm. By signing this document the City of La Quinta is authorized to conduct any and all background checks. Under penalties of perjury, the responses to this questionnaire are true and accurate to the best of my knowledge. Broker Representative Date Title Sales Manager and/or Managing Partner* Date Title 23 INVESTMENT POOL QUESTIONNAIRE Note: This Investment Pool Questionnaire was developed by the Government Finance Officers Association (GFOA). Prior to entering a pool, the following questions and issues should be considered. SECURITIES Government pools may invest in a broader range of securities than your entity invests in. It is important that you are aware of, and are comfortable with, the securities the pool buys. 1. Does the pool provide a written statement of investment policy and objectives? 2. Does the statement contain: a. A description of eligible investment instruments? b. The credit standards for investments? c. The allowable maturity range of investments? d. The maximum allowable dollar weighted average portfolio maturity? e. The limits of portfolio concentration permitted for each type of security? f. The policy on reverse repurchase agreements, options, short sales and futures? 3. Are changes in the policies communicated to the pool participants? 4. Does the pool contain only the types of securities that are permitted by your investment policy? INTEREST Interest is not reported in a standard format, so it is important that you know how interest is quoted, calculated and distributed so that you can make comparisons with other investment alternatives. Interest Calculations 1. Does the pool disclose the following about yield calculations: a. The methodology used to calculate interest? (Simple maturity, yield to maturity, etc.) b. The frequency of interest payments? c. How interest is paid? (Credited to principal at the end of the month, each quarter; mailed?) d. How are gains/losses reported? Factored monthly or only when realized? 24 REPORTING 1 . Is the yield reported to participants of the pool monthly? (If not, how often?) 2. Are expenses of the pool deducted before quoting the yield? 3. Is the yield generally in line with the market yields for securities in which you usually invest? 4. How often does the pool report, and does that report include the market value of securities? SECURITY The following questions are designed to help you safeguard your funds from loss of principal and loss" of market value. 1. Does the pool disclose safekeeping practices? 2. Is the pool subject to audit by an independent auditor? 3. Is a copy of the audit report available to participants? 4. Who makes the portfolio decisions? 5. How does the manager monitor the credit risk of the securities in the pool? 6. Is the pool monitored by someone on the board of a separate neutral party external to the investment function to ensure compliance with written, policies? 7. Does the pool have specific policies with regards to the various investment vehicles? a. What are the different investment alternatives? b. What are the policies for each type of investment? 8. Does the pool mark the portfolio to its market value? 9. Does the pool disclose the following about how portfolio securities are valued: a. The frequency with which the portfolio securities are valued? b. The method used to value the portfolio (cost, current value, or some other method)? 25 OPERA TONS The answers to these questions will help you determine whether this pool meets your operational requirements: 1. Does the pool limit eligible participants? 2. What entities are permitted to invest in the pool? 3. Does the pool allow multiple accounts and sub -accounts? 4. Is there a minimum or maximum account size? 5. Does the pool limit the number of transactions each month? What is the number of transactions permitted each month? 6. Is there a limit on transaction amounts for withdrawals and deposits? a. What is the minimum and maximum withdrawal amount permitted? b. What is the minimum and maximum deposit amount permitted? 7. How much notice is required for withdrawals/deposits? 8. What is the cutoff time for deposits and withdrawals? 9. Can withdrawals be denied? 10. Are the funds 100% withdrawable at anytime? 11. What are the procedures for making deposits and withdrawals? a. What is the paperwork required, if any? b. What is the wiring process? 12. Can an account remain open with a zero balance? 13. Are confirmations sent following each transaction? STA TEMENTS It is important for you and the agency's trustee (when applicable), to receive statements monthly so the pool's records of your activity and holding are reconciled by you and your trustee. 26 1 . Are statements for each account sent to participants? a. What are the fees? b. How often are they passed? c. How are they paid? d. Are there additional fees for wiring funds (what is the fee)? 2. Are expenses deducted before quoting the yield? QUESTIONS TO CONSIDER FOR BOND PROCEEDS It is important to know (1) whether the pool accepts bond proceeds and (2) whether the pool qualifies with the U.S. Department of the Treasury as an acceptable. commingled fund for arbitrage purposes. 1 . Does the pool accept bond proceeds subject to arbitrage rebate? 2. Does the pool provide accounting and investment records suitable for proceeds of bond issuance subject to arbitrage rebate? 3. Will the yield calculation reported by the pool be acceptable to the IRS or will it have to be recalculated? 4. Will the pool accept transaction instructions from a trustee? 5. Are you allowed to have separate accounts for each bond issue so that you do not commingle the interest earnings of funds subject to rebate with funds not subject to regulations? 27 SEGREGATION OF MAJOR INVESTMENT RESPONSIBILITIES Function Responsibilities Develop formal Investment Policy City Treasurer Recommend modifications to Investment Policy Investment Advisory Board Review formal Investment Policy and recommend City Manager and City Council action City Attorney Adopt formal Investment Policy City Council Review Financial Institutions & Select Investments City Treasurer Approve investments City Manager or Assistant City Manager Execute investment transactions City Treasurer Confirm wires, if applicable City Manager or Accounting Supervisor Record investment transactions in City's accounting records Accounting Supervisor Investment verification - match broker confirmation to City investment records Account Technician Reconcile investment records - to accounting records and bank statements - to Treasurers Report of investments Account Technician Security of investments at City. Vault Security of investments Outside City Third Party Custodian Review internal control procedures External Auditor GLOSSARY The purpose of this glossary is to provide the reader of the City of La Quinta investment policies with a better understanding of financial terms used in municipal investing. AGENCIES: Federal agency securities ASKED: The price at which securities are offered. BANKERS' ACCEPTANCE (BA): Short-term credit arrangements to enable businesses to obtain funds to finance commercial transactions. They are time drafts drawn on a bank by an exporter or importer to obtain funds to pay for specific merchandise. By its acceptance, the bank becomes primarily liable for the payment of the drafts at its maturity. An acceptance is a high-grade negotiable instrument. Acceptances are purchased in various denominations for 30, 60 or 90 days, but no longer than 270 days. The interest is calculated on a 360-day discount basis similar to treasury bills. Local agencies may not invest more than 40% of their surplus money in bankers acceptances. BID: The price offered by a buyer of securities. (When you are selling securities, you ask for a bid.) See Offer. BROKER: A broker brings buyers and sellers together for a commission. CERTIFICATE OF DEPOSIT (CD): Time deposits of a bank or savings and loan. They are purchased in various denominations with maturities ranging from 30 to 360 days. The interest is calculated on a 360-day, actual - day month basis and is payable monthly. COLLATERAL: Securities, evidence of deposit or other property which a borrower pledges to secure repayment of a loan. Also refers to securities pledged by a bank to secure deposits of public monies. COMMERCIAL PAPER: S h o r t- t e r m unsecured promissory notes issued by a corporation to raise working capital. These negotiable instruments are purchased at a discount to par value or at par value with interest bearing. Commercial paper is issued by corporations such as General Motors Acceptance Corporation, IBM, Bank America, etc. COMPREHENSIVE ANNUAL FINANCIAL REPORT (CAFR): The official annual report for the City of La Quinta. It includes five combined statements for each individual fund and account group prepared in conformity with GAAP. It also includes supporting schedules necessary to demonstrate compliance with finance -related legal and contractual provisions, extensive introductory material, and a detailed Statistical Section. COUPON: (a) The annual rate of interest that a bond's issuer promises to pay the bondholder on the bond's face value. (b) A certificate attached to a bond evidencing interest due on a payment date. DEALER: A dealer, as opposed to a broker, acts as a principal in all transactions, buying and selling for his own account. ��1 DEBENTURE: A bond secured only by the general credit of the issuer. DELIVERY VERSUS PAYMENT: There are two methods of delivery of securities: delivery versus payment and delivery versus receipt. Delivery versus payment is delivery of securities with an exchange of money for the securities. Delivery versus receipt is delivery of securities with an exchange of a signed receipt for the securities. DERIVATIVES: (1) Financial instruments whose return profile is linked to, or derived from, the movement of one or more underlying index or security, and may include a leveraging factor, or (2) financial contracts based upon notional amounts whose value is derived from an underlying index or security (interest rates, foreign exchange rates, equities or commodities). DISCOUNT: The difference between the cost price of a security and its maturity when quoted at lower than face value. A security selling below original offering price shortly after sale also is considered to be at a discount DIVERSIFICATION: Dividing investment funds among a variety of securities offering independent returns. FEDERAL CREDIT AGENCIES: Agencies of the Federal government set up to supply credit to various classes of institutions and individuals, e.g., S&L's, small business firms, students, farmers, farm cooperatives, and exporters. The following is a listing: 1. FNMAs (Federal National Mortgage Association) - Used to assist the home mortgage market by purchasing mortgages insured by the Federal Housing Administration and the Farmers Home Administration, as well as those guaranteed by the Veterans Administration. They are issued in various maturities and in minimum denominations of $10,000. Principal and Interest is paid monthly. 2. FHLBs (Federal Home Loan Bank Notes and Bonds) - Issued by the Federal Home Loan Bank System to help finance the housing industry. The noteq and bonds provide liquidity and home mortgage credit to savings and loan associations, mutual savings banks, cooperative banks, insurance companies, and mortgage - lending institutions. They are issued irregularly for various maturities. The minimum denomination is $ 5,000. The notes are issued with maturities of less than one year and interest is paid at maturity. The bonds are issued with various maturities and carry semi-annual coupons. Interest is calculated on a 360- day, 30-day month basis. 3. FLBs (Federal Land Bank Bonds) - Long- term mortgage credit provided to farmers by Federal Land Banks. These bonds are issued at irregular times for various maturities ranging from a few months to ten years. The minimum denomination is $1,000. They carry semi-annual coupons. Interest is calculated on a 360- day, 30 day month basis. 4. FFCBs (Federal Farm Credit Bank) - Debt instruments used to finance the short and intermediate term needs of farmers and the national agricultural industry. They are issued monthly with three- and six- month maturities. The FFCB issues larger issues (one to ten year) on a periodic basis. These issues are highly liquid. 30 5. FICBs (Federal Intermediate Credit bank Debentures) - Loans to lending institutions used to finance the short-term and intermediate needs of farmers, such as seasonal production. They are usually issued monthly in minimum denominations of $3,000 with a nine - month maturity. Interest is payable at maturity and is calculated on a 360-day, 30-day month basis. 6. FHLMCs (Federal Home Loan Mortgage Corporation) - a government sponsored entity established in 1970 to provide a secondary market for conventional home mortgages. Mortgages are purchased solely from the Federal Home Loan Bank System member lending institutions whose deposits are insured by agencies of the United States Government. They are issued for various maturities and in minimum denominations of $10,000. Principal and Interest is paid monthly. Other federal agency issues are Small Business Administration notes (SBAs), Government National Mortgage Association notes (GNMAs), Tennessee Valley Authority notes (TVAs), and Student Loan Association notes (SALLIE- MAEs). FEDERAL DEPOSIT INSURANCE CORPORATION (FDIC): A federal agency that insures bank deposits, currently up to $100,000 per deposit. FEDERAL FUNDS RATE: The rate of interest at which Fed funds are traded. This rate is currently pegged by the Federal Reserve through open -market operations. FEDERAL HOME LOAN BANKS (FHLB): Government sponsored wholesale banks (currently 12 regional banks) which lend funds and provide correspondent banking services to member commercial banks, thrift institutions, credit unions and insurance companies. The mission of the FHLBs is to liquefy the housing related assets of its members who must purchase stock in their district Bank. FEDERAL OPEN MARKET COMMITTEE (FOMC): Consists of seven members of the Federal Reserve Board and five of the twelve Federal Reserve Bank Presidents. The President of the New York Federal Reserve Bank is a permanent member, while the other Presidents serve on a rotating basis. The Committee periodically meets to set Federal Reserve guidelines regarding purchases and sales of Government Securities in the, open market as a means of influencing the volume of bank credit and money. FEDERAL RESERVE SYSTEM: the central bank of the United States created by Congress and consisting of a seven member Board of Governors in Washington, D.C., 12 regional banks and about 5,700 commercial banks that are members of the system. GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA or Ginnie Mae): Securities influencing the volume of bank credit guaranteed by GNMA and issued by mortgage bankers, commercial banks, savings and loan associations, and other institutions. Security holder is protected by full faith and credit of the U.S. Government. Ginnie Mae securities are backed by the FHA, VA or FMHM mortgages. The term "passthroughs" is often used to describe Ginnie Maes. 31 LAIF (Local Agency Investment Fund) - A special fund in the State Treasury which local agencies may use to deposit funds for investment. There is no minimum investment period and the minimum transaction is $5,000, in multiples of $1,000 above that, with a maximum balance of $20,000,000 for any agency. The City is restricted to a maximum of ten transactions per month. It offers high liquidity because deposits can be converted to cash in 24 hours and no interest is lost. All interest is distributed to those agencies participating on a proportionate share basis determined by the amounts deposited and the length of time they are deposited. Interest is paid quarterly. The State retains an amount for reasonable costs of making the investments, not to exceed one -quarter of one percent of the earnings. LIQUIDITY: A liquid asset is one that can be converted easily and rapidly into cash without a substantial loss of value. In the money market, a security is said to be liquid if the spread between bid and asked prices is narrow and reasonable size can be done at those quotes. LOCAL GOVERNMENT INVESTMENT POOL (LGIP): The aggregate of all funds from political subdivisions that are placed in the custody of the State Treasurer for investment and reinvestment. MARKET VALUE: The price at which a security is trading and could presumably be purchased or sold. MASTER REPURCHASE AGREEMENT: A written contract covering all future transactions between the parties to repurchase --reverse repurchase agreements that establishes each party's rights in the transactions. A master agreement will often specify, among other things, the right of the buyer -lender to liquidate the underlying securities in the vent of default by the seller - borrower. MATURITY: The date upon which the principal or stated value of an investment becomes due and payable MONEY MARKET: The market in which short-term debt instruments (bills, commercial paper, banders' acceptances, etc.) are issued and traded. OFFER: The price asked by a seller of securities. (When you are buying securities, you ask for an offer.) See Asked and Bid. OPEN MARKET OPERATIONS: Purchases and sales of government and certain other securities in the open market by the New York Federal Reserve Bank as directed by the FOMC in order to influence the volume of money and credit in the economy. Purchases inject reserves into the bank system and stimulate growth of money and credit; sales have the opposite effect. Open market operations are the Federal Reserve's most important and most flexible monetary policy tool. PORTFOLIO: Collection of all cash and securities under the direction of the City Treasurer, including Bond Proceeds. PRIMARY DEALER: A group of government securities dealers who submit daily reports of market activity an depositions and monthly financial statements to the Federal Reserve Bank of New York and are subject to its informal oversight. Primary dealers include Securities and Exchange Commission (SEC) - registered securities broker -dealers, banks and a few unregulated firms. 32 RATE OF RETURN: The yield obtainable on a security based on its purchase price or its current market price. This may be the amortized yield to maturity on a bond the current income return. REPURCHASE AGREEMENT (RP OR REPO): A repurchase agreement is a short-term investment transaction. Banks buy temporarily idle funds from a customer by selling U.S. Government or other securities with a contractual agreement to repurchase the same securities on a future date. Repurchase agreements are typically for one to ten days in maturity. The customer receives interest from the bank. The interest rate reflects both the prevailing demand for Federal funds and the maturity of the repo. Some banks will execute repurchase agreements for a minimum of $100,000 to $ 500,000, but most banks have a minimum of $1,000,000. REVERSE REPURCHASE AGREEMENTS - A reverse repurchase agreement is the opposite of a repurchase agreement. The City loans a security to a bank in exchange for cash. The City agrees to pay off the loan with interest on a future date. SAFEKEEPING: A service to customers rendered by banks for a fee whereby securities and valuables of all types and descriptions are held in the bank's vaults for protection. SECONDARY MARKET: A market made for the purchase and sale of outstanding issues following the initial distribution. SECURITIES & EXCHANGE COMMISSION: Agency created by Congress to protect investors in securities transactions by administering securities legislation. SEC RULE 15C3-1: See Uniform Net Capital Rule. STRUCTURED NOTES: Notes issued by Government Sponsored Enterprises (FHLB, FNMAS, SLMA, etc.) And Corporations which have imbedded options (e.g., call features, step-up coupons, floating. rate coupons, derivative -based returns) into their debt structure, Their market performance is impacted by the fluctuation of interest rates, the volatility of the imbedded options and shifts in the Shape of the yield curve. SURPLUS FUNDS: Section 53601 of the California Government Code defines surplus funds as any money not required for immediate necessities of the local agency. The City has defined immediate neccesities to be payment due within one week. TREASURY BILLS: Issued weekly with maturity dates up to one year. They are issued and traded on a discount basis with interest figured on a 360-day basis, actual number of days. They are issued in amounts of $10,000 and up, in multiples of $5,000. They are a highly liquid security. TREASURY BONDS: Long-term coupon - bearing U.S. Treasury securities issued as direct obligations of the U.S. Government and having initial maturities of more than 10 years. 33 TREASURY NOTES: Medium -term coupon - bearing U.S. Treasury securities issued as direct obligations of the U.S. Government and having initial maturities from two to 10 years. UNIFORM NET CAPITAL RULE: Securities and Exchange Commission requirement that member firms as well as nonmember broker - dealers in securities maintain a maximum ratio of indebtedness to liquid capital of 15 to 1; also called net capital rule and net capital ratio. Indebtedness covers all money owed to a firm, including margin loans and commitments to purchase securities, one reason new public issues are spread among members of underwriting syndicates. Liquid capital includes cash and assets easily converted into cash. UNIFORM PRUDENT INVESTOR ACT: The State of California has adopted this Act. The Act contains the following sections: duty of care, diversification, review of assets, costs, compliance determinations, delegation of investments, terms of prudent investor rule, and application. YIELD: The rate of annual income return on an investment, expressed as a percentage. (a) INCOME YIELD is obtained by dividing the current dollar income by the current market price for the security. (b) NET YIELD or YIELD TO MATURITY is the current income yield minus any premium above par of plus any discount from par in purchase price, with the adjustment spread over the period from the date of purchase to the date of maturity of the bond. 34