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2007 09 12 IAB�E AGENDA INVESTMENT ADVISORY BOARD Finance Conference Room 78-495 Calle Tampico- La Quinta, CA 92253 September 12, 2007 - 4:30 P.M. I CALL TO ORDER a. Pledge of Allegiance b. Roll Call 11 PUBLIC COMMENT- (This is the time set aside for public comment on any matter not scheduled on the agenda.) III CONFIRMATION OF AGENDA IV CONSENT CALENDAR Approval of Minutes of Meeting on August 15, 2007 Special Meeting for the Investment Advisory Board V BUSINESS SESSION A. Transmittal of Treasury Report for July, 2007 B. Distribution of RFP for Banking Services C. October Meeting VI CORRESPONDENCE AND WRITTEN MATERIAL A. Investment of City Moneys and Deposit of Securities B. Month End Cash Report - August 2007 C. Pooled Money Investment Board Reports - June 2007 VII BOARD MEMBER ITEMS Vill ADJOURNMENT P.O. Box 1504 • LA QIl)NF�, CALIiORNl1 92247-1504 78-495 CALLS, TAMPICO • LA QUIN)A, CALIFORNIA 92253 i (760) 777-7000 -FAX (760) 777-7101 C� INVESTMENT ADVISORY BOARD Business Session: A Meeting Date: September 12, 2007 ITEM TITLE: Transmittal of Treasury Report for July 2007 BACKGROUND: Attached please find the Treasury Report for July 2007. RECOMMENDATION: Review, Receive and File the Treasury Report for July 2007. John M. Falconer, Finance Director MEMORANDUM TO La Quinta City Council FROM John M Falconer, Finance Director7Treasurer SUBJECT Treasurers Report for July 31, 2007 DATE August 31, 2007 Attached is the Treasurer's Report for the month ending July 31, 2007 The report is submitted to the City Council each month after a reconciliation of accounts is accomplished by the Finance Department. The following table summarizes the changes in investment types for the month: ent BeginningPurchased Notes Sold/Matured Other EndingChange 3) $ (2,339,673) $ 831,018 (1) $ (1,508,655) $ 831,018 2 I) 51,526,296 95,627,476 3,826,789 (6,900,000) (0) 48,453,085 (,073,211) 3suries 't Sponsored Enterprises (2) [ST 29,618,152 37,500,000 (31,000,000) (7,500,000) 378,141 (258,387) 65,005,617 59,359,765 (30,621,859) 29,741,613 rcial Paper(2) te Notes 28,842,689 26,000,000 (28,900,000) (107,911) 25,834,778 (3,007,911) Funds 2,943,260 6,683,837 1 3718 2 946978 3 718 I $ 212,902,037 1 $ 68,157,807 940,329 $ 75,240,329 $ 15,561 5,743,508 $ 205,835,076 940,329 $ 7,066,961 I certify that this report accurately reflects all pooled investments and is in compliance with the California Government Code, and is in conformity with the City Investment Policy As Treasurer of the City of La Quints, I hereby certify that sufficient investment liquidity and anticipated revenues are available to meet the pools expenditure requirements for the next six months. The City of La Quinta used the Bureau of the Public Debt, U S Bank Monthly Statement and the Bank of New York Monthly Custodian Report to determine the fair market value of investments at month end. A4/"t 4—-Xt� � o7 John M Falconer Finance Director/Treasurer Date Footnote (1) The amount reported represents the net increase (decrease) of deposits and withdrawals from the previous month. (2) The amount reported in the other column represents the amortization of premium/discount for the month on US Treasury, Commercial Paper and Agency investments. (3) The cash account may reflect a negative balance. This negative balance will be offset with transfers from other investments before warrants are presented for payment by the payee at the bank F, Treasurer's Commentary For the Month of July Cash Balances - The portfolio size decreased by $7.1 million. The major reasons for the decrease was $940,000 in mutual funds used toward housing activities, $1.8 annual warrant to Burrtec Waste for trash and disposal services, $1.5 million warrant for Sheriff services, and a $1.3 million warrant to Davis Reed for the Vista Dunes Courtyard Homes project. Investment Activity - Approximately 30% of the Investment Portfolio was reinvested during the month with the average maturity increasing to 129 days, which is the highest since December 2004. As has been discussed, the Treasurer has increased the maturities based upon the additional GSE limits which increased from $10 to $20 million and the Treasurer's belief that near term interest rates would decline (sub -prime Housing impacts). With the increased limits granted by the City Council in GSE's, the Treasurer is not investing in US Treasuries, except for bond proceeds. $31 million in US Treasuries which would have been previously reinvested in US Treasuries were invested in higher yielding GSE's during the month under the new Investment Policy. The sweep account earned $ 9,525 and the bank fees for the month were $1,515 which resulted in a net increase of $ 8,010 in real savings. Portfolio Performance - The overall portfolio performance increased two basis points from the prior month and ended at 5.12% for the month. The portfolio yield was thirty-two (32) basis points over the benchmark which had decreased by one (1) basis point from June. With the average maturity of 129 days, the portfolio yield should remain at these levels. The Treasurer has more of a barbell maturity schedule with the longer term investments helping to keep yields higher as interest rates may be falling. At this time last year, the portfolio was yielding 4.96% and the benchmark was at 5.06% for a 16 point difference so we have made progress in meeting our benchmark. In the short term, the Treasurer has been investing more in LAIF because its rate declines slower in a declining rate environment and in high quality Commercial Paper. The Treasurer has not been investing in Treasury securities because of their low yield, except for bond proceeds to ensure that the funds are available for capital projects, e.g. SilverRock and Vista Dunes Courtyard Homes and the CVHC project at 48' and Adams. Future Thoughts The Treasurer will continue to invest in short term maturities to take advantage of the yield curve - Commercial Paper with 30 to 90 day maturities and Bond proceeds will be laddered in three- and six-month Treasury bills as they mature. 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The four year banking services contract with Wells Fargo Bank expires on December 31, 2007. Wells Fargo has provided exceptional customer service to the City through its Government Services Groups in San Francisco and Los Angeles and through its two La Quints branch locations. In addition, during the current contract period Wells Fargo has assisted the City in implementing positive pay to reduce instances of check fraud, full account bank reconciliation services with our accounting software to reduce staff time in the monthly reconciliation process, Check 21 deposit services to reduce deposit float times and save costs on armored car services, and setting up a Zero Balancing Account through Landmark Golf for the SilverRock resort operations to manage the daily Golf Course bank deposits. Based upon the IAB comments at the last meeting, Staff has contacted our Wells Fargo Government Services Vice President Mark Hewlett, who has stated that the bank is willing to maintain the current bank costs for the next four years. RECOMMENDATION: Recommend to the City Council the negotiation of a four year banking contract with Wells Fargo Bank. 3John M. Falconer, Finance Director October 2, 2007 REQUEST FOR PROPOSAL FOR BANKING SERVICES The City of La Quinta is seeking proposals for Banking Services for its bank accounts and the related cash management services. The enclosed Request for Proposal (RFP) outlines the scope of the engagement, information required, evaluation criteria, and other relevant information. If your Bank would like to be considered as a potential provider of Banking Services, please respond by no later than 12:00 p.m. (Noon) on October 31, 2007. Seven (7) copies of the proposal must be submitted. Any proposals received after the above date and time may be disqualified. All proposals must be sealed, marked "Banking Services Proposal," and submitted to the City at the following address: City of La Quinta, California 78-495 Calle Tampico P. O. Box 1504 La Quinta, CA 92247 Attention: John Falconer, Treasurer Phone: 760 777-7150 Fax: 760 777-7105 The Bank will be notified if they are required to meet with the City Treasurer and the Investment Advisory Board (IAB►, a City Council appointed Board, to answer questions pertaining for the RFP. Questions relating to the RFP may be submitted in writing only (mailed or faxed to the attention of the Treasurer by 12:00 p.m. (Noon) before October 24, 2007. Sincerely, John M. Falconer Treasurer 1 Table of Contents Description City of La Quinta Banking Services RFP Page No. INTRODUCTION................................................................. 3 RFP AND PROPOSAL SCHEDULE ...................................... 4 PROPOSAL PROCEDURES ............................................... 4 SELECTION CRITERIA ............................................... 4 BANKING SERVICES PROPOSAL CONTENT AND FORMAT 5 Tab A - Table of Contents 6 Tab B - Bank Profile 6 Tab C - References 6 Tab D - Demand Deposit Accounts 6 Tab E - Collateral ization of Deposit 7 Tab F - Bank Compensation 7 Tab G - Deposit Activity 7 Tab H - Wire Transfers 8 Tab I - Account Reconcilement 8 Tab J - State Activity 9 Tab K - Overnight Sweep 9 Tab L - Payroll Tax Processing 10 Tab M - Direct Deposit of Payroll 10 Tab N - Credit Cards 10 Tab 0 - Balance Reporting 11 Tab P - Implementation Plan and Costs 11 Tab Q - Service enhancements 12 Exhibits to Attach: Tab S - Banking Services Bid Form 13 Tab T - Standard Bank Fee Schedule for Government/Corporate Clients 13 Tab U - Sample Account Analysis Statement and users Guide 13 Tab V - Relevant Cash Management Agreements 13 Tab W - Bank Credit Ratings - Most Current Annual Report, Call Report 13 INTRODUCTION 2 City of La Quinta Banking Services RFP The City of La Quinta (City) is located in Riverside County with a population of approximately 43,000 residents. It was incorporated as a general law city under the provisions of the Government Code of the State of California and it became a Charter City in November 1996. The City operates under the Council -Manager form of city government. The City Currently has approximately 93 full-time and part-time employees. The City's primary banking relationship currently resides with Wells Fargo Bank and consists of general depository and cash management services. The City had previously banked with First Interstate Bank and converted to Wells Fargo through the acquisition of First Interstate Bank in 1996. The City utilizes PC Internet software for various on-line banking transactions. The City is in the process of reviewing its cash management and treasury operations and has determined that it is appropriate at this time to formally bid out its banking arrangements and seek proposals for various financial services based upon a mandatory 4 year bidding requirement. The City wishes to create efficiencies, make improvements where possible, and take advantage of new, applicable technologies. This RFP does not cover any other services, such as custody, investments, or bond trustee services. The intent of this RFP is to identify a financially secure federal or state chartered banking institution that can offer the highest quality of service at the lowest overall cost to the City of La Quinta with the establishment of a four (4) year contract estimated to commence January 1, 2008. The City requires fixed pricing for the four years of the contract. The City will make every effort to administer the proposal process in accordance with the terms and dates outlined in this RFP; however, the City reserves the right to modify the activities, timeline, or any other aspect of the process at any time and as deemed necessary by City staff. By requesting proposals, the City is in no way obligated to award a contract or pay the expenses of proposing banks in connection with the preparation or submission of a proposal. The awarding of a contract shall be contingent on the availability of funds and the requisite staff and Council approvals. The decision to award any contract to a particular financial institution will be based on many factors to include, but not limited to, products available, service levels, cost to the City, financial strength of bank, etc. No single factor will determine the final award decision. City of La Quinta Banking Services RFP RFP AND PROPOSAL SCHEDULE The City intends to follow the schedule described below during the procurement process for Banking Services, but reserves the right to alter the schedule at any time. ACTIVITY Date of RFP Release of RFP Questions Due from Bank Proposal Due Date Bank Interviews Finalist Notified Commencement of Contract The City maintains the following bank accounts: General Account La Quinta Housing Account SilverRock ZBA Account Petty Cash Account PROPOSAL PROCEDURES DATE October 2, 2007 October 3, 2007 October 24, 2007 October 31, 2007 November 14, 2007 November 27, 2007 January 2, 2008 Proposal Format - A proposing bank must follow the instructions for preparing the proposal in the prescribed format. Section tabs (A through W) must be utilized in the proposal following the same order of the RFP. Each question should be repeated with the bank's response following. Any extraneous information or marketing materials should not be included. No Proposal - If a service requirement cannot be met by a proposer, then "No Proposal" should be indicated on the Bid Form and in the relevant section of the proposal. An alternative equivalent service may be offered. Right to Reject Proposals - The City reserves the right to reject any and all proposals, to waive any non -material irregularities or informalities in any proposal, and to accept or reject any item or combination of items. Execution of Agreement - If a banking institution is not able to execute an agreement within thirty (30) days after being notified of selection, the City reserves the right to select the next most qualified proposing bank or call for new proposals, whichever the C! City of La Quinta Banking Services RFP City deems most appropriate. Incorporation of RFP / Proposal - The RFP and the bank's response, including all promises, warranties, commitments, and representations made in the successful proposal, will become binding contractual obligations and will be incorporated by reference in any agreement between the City and the bank. Authorized Signatories - Bank personnel signing the cover letter of the proposal or any other related forms submitted must be authorized signers with the requisite authority to represent their firm and to enter into binding contracts with clients. Validity of Proposals - Proposed services and related pricing and warranties contained in the proposal must be valid for a period of 120 days after the submission of the proposal. P�M *& trel `[•i:ll10 4;1L The City will utilize the selection criteria listed below to evaluate proposals and to recommend the best -suited provider of banking services to City Staff and the City Council: • Location and convenience of bank offices. • Adherence to RFP instructions and content requirements. e Ability to meet required service levels. Ability to offer product and service enhancements. • Credentials and strength of relationship management team. • Overall lowest cost to the City and ability to guarantee pricing for contract period. e Financial strength of Bank and ability to collateralize deposits. • Quality of references and experience with public agency clients. • Other factors in the City's best interest that are not delineated above. BANKING SERVICES PROPOSAL CONTENT AND FORMAT In order for the City to be able to adequately compare and evaluate proposals, all proposals must be submitted in accordance with the format detailed below. Cover Letter. (One page maximum) The letter should designate the proposing Bank, the business address of where the relationship will be housed, and be signed by authorized Bank officers. The letter should address the bank's willingness and commitment to provide the proposed services to the City and why the bank believes it should be 5 City of La Quinta Banking Services RFP selected. No pricing information should be included in this section. Tab A - Table of Contents: (One page maximum.) Table of Contents should follow the RFP format. Tab B - Bank Profile: (Two page maximum.) Please respond to the following sections: Bank Overview - General overview of bank, identification of local branches or offices, and customer service philosophy. Experience - Bank's direct experience in servicing public sector clients. Please include: the number of public agency clients, the dollar amount of public funds on deposit, the types of services offered, and bank's knowledge of and adherence to the California Government Code. Relationship Management - Identify bank officers responsible for the City's accounts, what each person's role and responsibilities will be, and the relevant credentials and experience of each person on the relationship management team. Tab C - References: (Two pages maximum.) Please provide five (5) references that are of similar size and cope of service utilization as the City. Select both long-standing and recent customers, preferable public agencies. Contact Name: Title: Name of Customer: Address: Telephone Number: Fax Number: # of Yrs. As Customer: Services Utilized: Tab D - Demand Deposit Accounts: (One page maximum.) The City currently uses one demand deposit account, the General Account, for all deposit, check writing, and other activity. An ancillary account has been established for credit card activity to facilitate the payment of the related bills for the City Manager. 11 City of La Quinta Banking Services RFP Tab E - Coiiateraiization of Deposits: (Three pages maximum including contract.) Please detail the Bank's procedures for collateralizing public funds deposits. Tab F - Bank Compensation: (Two pages maximum.) The City may want to utilize an overnight Treasury Sweep. A peg balance of $50,000 would be maintained. The City is billed for any negative net difference between the Sweep earnings and the account service activity. 1. What is the bank's Earnings Credit Rate (ECR) based on, and how is it calculated each month? 2. List the bank's actual ECR for each of the past six months, from January through June 2007. 3. What account analysis settlement period will the bank offer the City? Please state monthly, quarterly, semi-annually, or annually. 4. For what period of time will the bank's pricing as indicated in this proposal and the Banking Services Bid Form be fixed? 5. Does the bank charge for FDIC or FICO premiums, and if so, how is the charge calculated? 6. Please detail which types of items and services can be applied against the City's account analysis in addition to standard bank services. Is there a mark-up? Tab G - Deposit Activity: (Two pages maximum.) The City currently may wish to use an armored carrier service with daily (Monday through Friday) pick-ups at City Hall at 10:00 - 1 1:00 A.M. The deposits are delivered to the bank's Operations Center for same -day credit. Total monthly deposits consist of approximately 510 checks (unencoded) and $7,500 in currency. Deposited items should be automatically recleared once. Checks that are ultimately returned need to be forwarded to the City within three working days. The City requires the ability to make occasional branch deposits for emergencies. 1. Please provide a quote for armored carrier service. Can the cost of armored carrier be paid through account analysis? 2. Is a mark-up applied to the cost of the service if it is paid for through account analysis? If so, how much? 7 City of La Quinta Banking Services RFP 3. Please describe the bank's procedures for handling deposit adjustments. 4. Please describe the bank's returned item handling and notification procedures in detail. 5. What is the cut-off time for deposits at the bank's local branch and at the bank's Operations Center to ensure same day credit? 6. Does the bank allow Check 21 scanning of deposits which is currently being used by the City? Tab H - Wire Transfers: (One page maximum.) The City currently transacts wire transfers via the internet with backup or telephone, initiating approximately 10 wires and receiving 10 incoming wires a month. 1. Please describe the bank's wire transfer service capabilities and what specifically is recommended for the City's use and consideration. 2. What safeguards and security measures does the bank have in place to protect the City? Tab I - Account Reconcilement: (Two pages maximum.) The City currently issues approximately 500 Accounts Payable and Payroll checks from the General Account and has implemented an Account reconcilement service and uses Positive Pay. Checks are written and released weekly, with Accounts Payable and Payroll alternating every other week. The City would like to consider Full Account Reconcilement, Positive Pay, check truncation, on-line stop payments, and any other enhancements the bank recommends. 1. Please describe the bank's account reconcilement services and what is recommended for the City's consideration. 2. Does the bank offer Positive Pay for this size account? If so, please describe the service as it relates to the City's check volume and reconcilement needs. 3. Does the bank provide on-line check imaging so that the City could review its paid or exception items electronically? City of La Quinta Banking Services RFP 4. Describe the bank's on-line stop payment service and how the City would access information about whether an item has been paid and how it would execute a stop payment. 5. Does the bank's check truncation service and how to receive copies of paid items. Tab J - State Activity: (One page maximum.) The City transacts State of California Local Agency Investment Fund (LAIF) transfers on a regular basis (approx. 5 total per month) and receives State warrants for deposit. 1. Is the bank an approved State of California depository? 2. What is the charge per transfer to LAIF? From LAIF? 3. What is the charge for the deposit of State Warrants in Sacramento? 4. Please describe the LAIF transfer process. Are the transfers done by telephone, terminal, fax, wire transfer, etc? 5. Does the bank have an office in Sacramento that maintains a direct DDA banking relationship with the State Treasurer's Office and the State Controller's Office? Tab K - Overnight Sweep: (Two pages maximum.) The City may want to consider using an automatic, overnight DDA Sweep with all collected funds in excess of a peg balance swept into an investment fund if interest rates increases. 1. Please describe the bank's DDA Sweep service. 2. Is the bank's Sweep an End -of -Day or Intra-Day Sweep? 3. What Sweep investments or funds are available for public funds clients? 4. Does the fund(s) meet the California Government Code for allowable investments? 5. What are the costs associated with Sweep (monthly maintenance, set-up charges, # of basis points spread, transaction fees)? N City of La Quinta Banking Services RFP 6. Is a peg balance required? If so, how much? What are the procedures for changing the peg? 7. How many of the bank's public agency clients use Sweep? Please cite three such clients. 8. Provide indicative rates on your Sweep product's fund(s) for the past six months. Tab L - Payroll Tax Processing: (One page maximum.) Please describe the bank's payroll tax withholding services and its related costs. The City requires the ability to report and pay state and federal tax withholdings automatically either by telephone or preferably by PC. Tab M - Direct Deposit of Payroll: (Two pages maximum.) Direct Deposit of Payroll is currently in place, with approximately 60 employees participating. The payroll files are sent to the bank by data transmission. 1. Please describe the bank's ACH and Direct Deposit service as it relates to this specific application. 2. What are the different ACH file transmission options available to the City? What are the transmission deadlines for Direct Deposit ACH files? 3. Please detail the bank's back-up plans for data transmissions. The City requires immediate notification of any changes or problems and the ability to re -send a file. 4. Can payroll credits be sent to employees' savings accounts? 5. What special banking programs are available to employees who use Direct Deposit? Tab N - Credit Cards: (One page maximum.) The City currently has a credit card for the City Manager with a total credit limit of $15,000.00. 1. What fees are associated with credit cards? 2. How are any transactional and billing problems resolved, and what is the turnaround for problem resolution? T City of La Quinta Banking Services RFP 3. How can the billing process and the application of payments be facilitated to ensure that the card users do not encounter problems while traveling on City business? Tab O - Balance Reporting: (Four pages maximum including sample reports.) The City does currently accesses daily balance 'reporting information daily by PC through the internet. The City will require, at a minimum, prior day information for the General Account, to include summary fields of information as well as detail fields for checks paid and for each debit and credit transaction. 1. Please describe the bank's on-line information reporting system. 2. How can reports be custom-tailored for the end -user? 3. Can the City obtain current day (intra day) information? If so, please describe the service. 4. What are the computer hardware and software specifications for the bank's on- line system? 5. Please provide a sample of prior day and intra day reports that would be the best example of the system's capabilities. Include the reports in this section. Tab P - Implementation Plan and Costs: (Two pages maximum.) The City requires a smooth and low-cost transition to a new bank or to enhanced services with the existing bank. 1. Please describe the bank's plan to implement the proposed services and to ensure a smooth, error -free conversion. 2. Please detail all costs associated with the conversion of all of the new services. 3. What size conversion allowance will the bank provide the City? Please state a specific dollar amount. 4. Will the bank provide on -site training for City personnel for all of the services selected? 5. Describe in detail how the bank handles problems resolution, customer service, 11 City of La Quinta Banking Services RFP day-to-day contact, and ongoing maintenance for governmental clients. Please be specific about exactly whom the City will be calling and working with for the above described situations. Tab Q - Service Enhancements: (Two pages maximum.) Based on the information provided in the RFP and the bank's knowledge of the public sector, please describe any services or technological enhancements, not previously mentioned, that should be considered for further improving the effectiveness of the City's treasury management operations. 12 City of La Quinta Banking Services RFP Exhibits for Banking Services Proposal Tab R - Banking Services Bid Form Tab S - Standard Bank Fee Schedule for Government/Corporate Clients Tab T - Sample Account Analysis Statement and User's Guide Tab U - Relevant Cash Management Agreements Tab V - Bank Credit Ratings Most current Annual Report Most recently available Call Report Most recently available Annual Call Report 13 INVESTMENT ADVISORY BOARD Business Session: C Meeting Date: September 12, 2007 ITEM TITLE: October Meeting BACKGROUND: At the last meeting, Staff was asked to revisit the issue as to whether or not to hold a meeting in the month of October due to the dates of the LAW Conference and several members' inability to meet, due to prior commitments. RECOMMENDATION: Provide Staff with direction. John M. Falconer, Finance Director INVESTMENT ADVISORY BOARD Correspondence & Written Material Item A Meeting Date: September 12, 2007 TITLE: Investment of City Moneys and Deposit of Securities BACKGROUND: The City Council has directed the City Attorney to draft language to expand Section 3.08.010 of the Municipal Code to allow for the retention of a Professional Portfolio Management firm. The City Attorney, Kathy Jenson and the City Manager, Thomas Genovese plan to be at the meeting to review the draft which will be presented as a business item on the September 18, 2007 Council meeting. RECOMMENDATION: Information item only. 1�-4 XZA-� John M. Falconer, Finance Director 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. Notwithstanding this delq} alion, the City Council bas the discrrotion to retain on behalf of the On, a professional portfolio management firm ("Ponfolio Manager') to manage a Portion of the cit_ds moneys consistent with the adopted Investment Policy. As to those moneys the ON Council chooses to have managed by a Pordoho Manao-er, the authority to invest mid reinvest. to sell or ecehange securities, and to deposit them and provide for their safekeeping. shall be retained by the City Council, and the City Council shall be responsible for the investment decisions made by (he Portfolio Mana_et. 1 ho Cite Council shall exercise prudence; in tho selection of the Pontblio Manage/, and shill impose rcasonnhle safei,uxrds to prevent abuse in the exercise o('dkcretion by the Portfolio Manager. ❑M156r0-0 .393230 eW/05M7 FOJ 88 ATTORNEY GENERAL'S OPINIONS Volume 79 Opinion No. 95-807—June 19, 1996 Requested by: ACTING COUNTY COUNSEL, COUNTY OF ORANGE Opinion by: DANIEL E. LUNGREN, Attorney General Gregory L. Gonot, Deputy LAURENCE M. WATSON, ACTING COUNTY COUNSEL, COUNTY OF ORANGE, has requested an opinion on the following question: May the treasurer of a general law county grant to a contract investment manager, who is not a deputy of the treasurer, Iscrehonary au ortty to un s on deposit with the treasurer? CONCLUSION The treasurer of a general law county may grant to a contract investment manager, who is not a deputy of the treasurer, discretionary authority to invest funds on deposit with the treasurer, provided that the treasurer exercises prudence in the selection of the manager and imposes suitable safeguards to prevent abuse in the exercise of discretion by the manager. The treasurer would remain responsible for any investment decisions made by the manager. ANALYSIS The question presented for resolution concerns the ability of a county treasurer to contract with an investment manager for the purpose of investing funds which are in the custody of the treasurer. The manager would select, purchase, and sell individual securities. We conclude that such an arrangement would not violate state law if the treasurer exercises prudence in the selection of the manager and imposes safeguards to prevent abuse in the exercise of discretion by the manager. The treasurer would remain responsible for any investment decisions made by the manager. Government Code section 270001 provides that "[the] county treasurer shall receive and keep safe all money belonging to the county and all other money directed by law to be paid to him and apply and pay it out, rendering the account as required by law." Section 27000.1 states: "The board of supervisors may, by ordinance, delegate to the county treasurer the authority to invest or reinvest the funds of the county and funds of other depositors in the county trea- sury .... The county treasurer shall thereafter assume full I All section references are to the Govemment Cale unless otherwise indicated. (MAhm a r A Co. 1w) [C] 0 0 Jme 1996 ATTORNEY GENERAL'S OPINIONS 89 responsibility for those transactions until the board of supervisors, by ordinance, revokes its delegation of authority ...:' Section 27000.3 provides: "The county treasurer is a trustee and therefore a fiduciary subject to the prudent investor standard. When investing, reinvest- ing, purchasing, acquiring, exchanging, selling, and managing public funds, the county treasurer shall act with care, skill, prudence, and diligence under the circumstances then prevailing, that a prudent person acting in a like capacity and familiarity with those matter; would use in the conduct of funds of a like character and with like aims, to safeguard the principal and maintain the liquidity needs of the county and the other depositors. Within the limitations of this section and considering individual investments as part of an overall investment strategy, a trustee is authorized to acquire investments as authorized by law. Nothing in this chapter is intended to grant investment authority to any person or governing body except as provided in Sections 53601, 53607, and 53635."2 Section 27000.5 states: "When investing, reinvesting, purchasing, acquiring, exchang- ing, selling, and managing public funds, the primary objective of the county treasurer shall be to safeguard the principal of the funds under his or her control. The secondary objective shall be to meet the liquidity needs of the depositor. The third objective shall be to achieve a return on the funds under his or her control." When a county invests surplus funds, the board of supervisors must establish a county treasury oversight committee. (§ 25131.) The treasurer must annually prepare for the committee an investment policy which includes: "(a) A list of securities or other instruments in which the county treasurer may invest, according to law, including the maximum allowable percentage by type of security. "(b) The maximum term of any security purchased by the county treasury. "(c) The criteria for selecting security brokers and dealers from, to, or through whom the county treasury may purchase or sell securities or other instruments. The criteria shall prohibit the R The mquimmwts of sec[ions 53607 and 53635 am discussed belay. (Mwa 0.N k C . arJ H 0 0 90 ATTORNEY GENERAL'S OPINIONS Volume 79 selection of any broker, brokerage, dealer, or securities firm that has, within any consecutive 48-month period following January 1, 1996, made a political contribution in an amount exceeding the limitations contained in Rule-G37 of the Municipal Securities Rulemaking Board, to the local treasurer, any member of the governing board of the local agency, or any candidate for those offices, .. ........................ " (§ 27133.) While the committee has oversight responsibility, it may not "direct individual investment decisions, select individual investment advisors brokers, or dealers, or impinge on the day-to-day operations of the county treasury." (§ 27137.) Historically the Legislature placed numerous restrictions upon the. invest- ment of local public funds. (See Slats. 1967, ch. 1026, § l; Slats. 1949, ch. 81, § 1.) Differing requirements were made applicable to the investment of local funds needed for immediate use, surplus funds needed for future use, and specialized funds such as those contributed under an employee deferred compensation plan. (See 57 Ops.Cal.Atty.Gen. 534' 539-542 (1974).) Recently investment opportunities have been broadened by the Legislature and given substantially similar treatment. (See, e.g., §§ 53601, 53609, 53635.) We may assume for our purposes that the county treasurer has been given the necessary authority by the board of supervisors to invest the county's funds, that a county treasury oversight committee has been established in the county, and that the treasurer will comply with all statutory requirements relating to the investment of the funds. Except insofar as the treasurer's powers may be exercised by a deputy,' the governing statutes do not expressly provide for any further grant of discretion with respect to the investment of county funds. Here we are given that the manager would not be a deputy of the treasurer. Since no express statutory authority allows a treasurer to grant discretion regarding invest- ment decisions to such an "outside" manager, may the authority to do so be implied? We believe the answer to this question may be determined by examining the scope of the treasurer's authority as a trustee of the county's funds. 8 The county treasurer "may appoint as many deputies as are necessary for the prompt and faithful discharge of the duties of his office." (§ 24101.) "whenever the official name of any principal officer is used in my law conferring power or imposing duties car liabilities, it includes deputies." (§ 24100,, see also §§ 7. 1194. 70 Ops.Cal.Atty.Gen. 710, 715, 7I8-719 (1980).) (Matthew aeMer R Co., Im.) 5 luxe 1996 ATTORNEY GENERAL'S OPINIONS 91 Section 27000.3 denominates the treasurer as a "trustee;' thereby making him "a fiduciary subject to the prudent investor standard." The prudent investor standard is set forth in the Restatement Third of Trusts section 227. As applicable herein, section 227 states: "The trustee is under a duty to the beneficiaries to invest and manage the funds of the trust as a prudent investor would, in light of the purposes, terms, distribution requirements, and other circumstances of the trust. "(c) In addition, the trustee must: "(1) conform to fundamental fiduciary duties of loyalty (§ 170) and impartiality (§ 183); "(2) act with prudence in deciding whether and how to delegate authority and in the selection and supervision of agents (§ 171); and "(3) incur only costs that are reasonable in amount and appro- priate to the investment responsibilities of the trusteeship (§ 188). "(d) The trustee's duties under this Section are subject to the rule of § 228, dealing primarily with contrary investment provi- sions of a trust or statute." The Restatement rule, section 171, governing a trustee's authority in granting discretion to others in performing his responsibilities is as follows: "A trustee has a duty personally to perform the responsibilities of the trusteeship except as a prudent person might delegate those responsibilities to others. In deciding whether, to whom and in what manner to delegate fiduciary authority in the administration of a trust, and thereafter in supervising agents, the trustee is under a duty to the beneficiaries to exercise fiduciary discretion and to act as a prudent person would act in similar circumstances." A comment to this Restatement rule explains "fiduciary duty" and "discre- tion" as regards a delegation of responsibility: "A trustee stands in a fiduciary relationship to the beneficiaries of the trust and therefore is under a duty personally to perform the responsibilities of the trusteeship except as it would be prudent, under the circumstances, to delegate to agents the making of decisions or the performance of acts of administration." (§ 171, com. a; emphasis added.) Iwow ea4a a ca. Jaa 0 92 ATTORNEY GENERAL'S OPINIONS Volume 79 The prudent investor standard is also set forth in the Uniform Prudent Investor Act (Prob. Code, §§ 16045-16054). Probate Code section 16052, subdivision (a), states: "A trustee may delegate investment and management functions as prudent under the circumstances. The trustee shall exercise prudence in the following: "(1) Selecting an agent. "(2) Establishing the scope and terms of the delegation, consis- tent with the purposes and terms of the trust. "(3) Periodically reviewing the agent's overall performance and compliance with the terms of the delegation:'* The use of agents by a trustee may be necessary because "[m]any duties of the trustee require special skills and knowledge which the trustee does not possess so that he could not be expected to perform such work without advice and aid." (Bogert, Trusts (6th ed. 1987) § 92, p. 331.) In a comment regarding the prudent investor standard, the Restatement Third of 'Itfusts states: 1 k "The trustee is not required personally to perform all aspects of the investment function. The trustee must not, however, abdi- cate the responsibilities of the office and must not delegate unreasonably. Prudent behavior in this matter, as in other aspects of prudent investment management, cannot be reduced to a simple, objective formula. "With professional advice as needed, the trustee personally must define the trust's investment objectives. The trustee must also make the decisions that establish the trust's investment strategies and programs, at least to the extent of approving plans developed by agents or advisers. Beyond these generalizations, expressed in terms that are necessarily imprecise, there is no invariant formula concerning functions that are to be performed by the trustee personally. "Many factors affect the nature and extent of prudent and therefore permissible delegation. These factors include the almost infinite variety that exists in trustees and trusteeships, as well as in investment objectives and techniques and in the types, circum- stances, and goals of trusts. For example, it would be impractical • A county treasumes conduct may be measumd under the principles applicable to trustees expmssed in the Probate Code. (See Prob. Code, § 15003, subd. (c).) (N uh 911da @ Ca, Irc.) 7 tune 1996 ATTORNEY GENERAL'S OPINIONS 99 for delegation decisions not to take account of the scale of a trust's operations and the nature of the trustee's operating structure. Corporate trustees necessarily act through their employees; be- tween that situation and the individual who acts as a trustee or co -trustee, however, there are many variations of trusteeship, encompassing, for example, institutional governing bodies, law firms, and panels of individuals operating with the support of full- time staff. "The trustee's authority to delegate is not confined to acts that might reasonably be described as 'ministerial.' Nor is delegation precluded because the act in question calls for the exercise of considerable judgment or discretion. The trustee's decisions with regard to delegation are themselves matters of fiduciary judgment and responsibility falling within the sound discretion of the trustee. "As in other matters of fiduciary discretion. , the trustee must not abuse the discretion to delegate. Accordingly, a court may substitute its judgment for that of the trustee in a matter of delegation if and only if the trustee has acted unreasonably, or has unreasonably failed to act. Similarly, a trustee's liability in a matter of delegation depends on a failure to exercise the required degree of care, skill, or caution. "In deciding what as well as whether to delegate and in selecting, instructing, and supervising agents, the trustee has a duty to the beneficiaries to act as a prudent investor would act under the circumstances. The trustee must exercise care, skill, and caution in establishing the scope and specific terms of any delegation, and must keep reasonably informed in order to monitor the execution of investment decisions or plans. "In all of these matters the trustee has a duty to the beneficiaries to take account of all relevant circumstances. These include the knowledge, skill, facilities, and compensation of both the trustee and the prospective agents. Also of importance are such consider- ations as the size of the trust estate and the burdens and complex- ity of both the assets to be managed and the strategies to be implemented. Active investment strategies, for example, espe- cially in low efficiency markets such as real estate and venture capital, are likely to require the hiring of agents with special skills not possessed by many trustees, often not even by professional (a+u.. each a co., IM) 3 2�.; 94 ATfORNEY GENERAL'S OPINIONS Volume 79 or corporate fiduciaries." (§ 227, com. j, pp. 39-40, emphasis added.) The prudent investor standard requires a trustee to act in accordance with applicable statutes. Section 228 of the Restatement Third of Trusts provides: "In investing the funds of the trust, the trustee "(a) has a duty to the beneficiaries to conform to any applicable statutory provisions governing investment by trustees ... . As previously indicated, upon receiving authority from the board of supervisors to invest county funds, the treasurer assumes full responsibility for that function. (§ 27000.1.) However, it is contemplated by the Legisla- ture that the treasurer, in making investments for the county (§ 53607), will employ necessary financial advisors, consultants, and managers in carrying out his responsibilities. Section 53635, for example, provides in part: A local agency purchasing or obtaining any securities described in this section, in a negotiable, bearer, registered I, or nonregistered format, shall require delivery of all the securities to the local agency, including those purchased for the agenboy financial advisors, consultants, or managers using the agency's funds, by book entry, physical delivery, or by third -party custodial agreement...." (Emphasis added.)§ We believe that given (1) the relatively large amount of funds which may be administered by a county treasurer, (2) the degree of skill required for investing in the complex forms of securities described in section 53635, (3) the section 27133 requirement for annual preparation by the treasurer of an investment policy to control investment decisions (including the maximum allowable percentage by type of security), and (4) the section 27134 requirement for an annual audit which "may include issues relating to the structure of the investment portfolio and risk," a county treasurer may grant the authority in question under the prudent investor standard, § Wholly aside from W0 issue of granting discretion to a manager to invest county Ponds, we note that a county board of supervisor may comma for investmeot advice under the terms of section 53060: "no legislative body of any public m municipal corporation or district may contract with and employ my persous for the furnishing to the corporation or district special services and advise in financial, economic, accounting, engineering, legal, or administrative matter if such persons am specialty trained and experienced and compensation to perform the special services required. ............................................ "Ir1e legislative body of the corporation or district may pay from any available funds such corapeasatiou to such persons ea it deems proper for the services rendwM." (aLaaer Baby G Cm. 1m) 0 lone 1996 ATTORNEY GENERAL'S OPINIONS 95 assuming he has exercised prudence in the selection of the manager and has imposed suitable safeguards to prevent abuse in the exercise of discretion by the manager. Of course, in contracting with an investment manager, the treasurer may not abdicate his responsibility for the investment of county funds. We conclude that the treasurer of a general law county may grant to a contract investment manager, who is not a deputy of the treasurer, discre- tionary authority to invest funds on deposit with the treasurer provided that the treasurer exercises prudence in the selection of the manager and imposes suitable safeguards to prevent abuse in the exercise of discretion by the manager. The trustee would remain responsible for any investment decisions made by the manager. Opinion No. 95-909—June 19, 1996 Requested by: MEMBER OF THE CALIFORNIA ASSEMBLY Opinion by: DANIEL E. LUNGREN, Attorney General Gregory L. Gonot, Deputy THE HONORABLE RICHARD K. RAINEY, MEMBER OF THE CALIFORNIA STATE ASSEMBLY, has requested an opinion on the following question: May a retirement system that operates under article 5 of the County Employees Retirement Law of 1937 (Gov. Code, §§ 31580-316(Y7) transfer "excess earnings" to county advance reserves for the purpose of offsetting employer or employee contributions to the system? CONCLUSION A retirement system that operates under article 5 of County Employees Retirement Law of 1937 (Gov. Code, §§ 31580-31607) may transfer "excess earnings" to county advance reserves solely for the purpose of paying retirement benefits and not for the purpose of offsetting amounts owed in employer or employee contributions. However, based upon an actuarial evaluation of the assets and liabilities of the system due to the transfer of excess earnings to county advance reserves for payment of retirement benefits, the future rates of employer and employee contributions to the system may be adjusted. (M. e"d,. • co. h..) iP] INVESTMENT ADVISORY BOARD Meeting Date: September 12, 2007 TITLE: Month End Cash Report — August 2007 BACKGROUND: Correspondence & Written Material Item B 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. John M. Falconer, Finance Director Y � O tN+l N d C N Y p OJ m O N O 1� m 'm wmt� f000� O t° � �O� 1VO1pY p rCm'f OOOOOOOm d p � T O mEi {Y O O O O C O O N 00 p w O O O O O m O O m CI m m p M m m m j0 n N m m m m Y m N m m m po 00 op ¢guyi Rm pm iyri N N 0 oyf (O m m N m CmJ m N N vN LLm mN N N 00 N p N O c6 p U g o 0 CJ 0 v N e iy m M m M emi IL N N O ymj Ln N O m O� NN N N NR C LL m aN f0 O f0 2Ow wsm 3 M n M o m ° m M M LL p� m d O p m N N N 16 LL�w a`o mono'- a o a ma NN NC'J °i ml7M y� O r O N 3U�o�meVdm cl! ro m Y N is P r 52� W L+ cc Q Y M m n y a+ 8 N 0 o m m N m A c N m m 0-8m U°gym '�£� u n a.� r m ',04 4 cg.R��`o Yw w w NEB E E wL e °> c a 'c t- S m 0 F F� N w U Z1 i � Q E - ¢ 8 s 2 rtcts: t ommerciat raper tcaws anu vutstattutttgs . ass.. v. Federal Reserve Release Commercial Pa Release I About I Announcements I Outstandings I Volume statistics I Year-end I Mat uri� Distribution Data Download Proeram (DDPI Data as of August 31, 2007 Commercial Paper Rates and Outstanding Derived from data supplied by The Depository Trust Company Posted September 4, 2007 7lianaam♦ ra4ae FTerm]=nonr nonfinancial financial asset -backed 1-day 5.21 5.95 5.18 5.98 7-day 5.23 6.12 5.24 6.29 15-day 5.22 6.11 5.22 6.23 30-day 5.22 5.95 5.28 6.18 60-day n.a. 6.10 5.33 6.14 90-day n.a. n.a. of the 60-day 5.43 AA nonfinancial, 6.15 90-day AA nonfinancia Trans a.tn innuf iciant to su000rt calculation 31, 2007. Yield curve Money market basis — — — AAnanfirtancial ........... ANN nonfinancial ---- AA Financial ............. . 1 7 15 30 Days to Maturity M I, and 90-day A2/P2 nonfinancial rates for August M 6.5 6.3 6.1 5.9 5.7 5.5 5.3 5.1 http://www.federaireserve.gov/Releases/CP/ 9/4/2007 3 FRB: Commercial raper Fates ana vutstanamgs Discount rate spread Thirty -day A2/P2 less AA nonfinancial commercial paper (daily) Basis RIM 2002►► t►4 2005 2006 2007 Discount rate history 7 6 5 4 3 2 1 0 2001 2002 2003 2004 2005 2t106 tar/ Outstandings Weekly (Wednesday), seasonally adjusted .ar,�<v.✓ http://www.federaireserve-gov/Releases/CP/ 9/4/2007 4 FRB: Commercial Paper Kates ana vutstanamgs Billions of dollars 4 l+5"Rjy t 1� Y 1 55 f1'fl y 5 yA� ` 1"N f.: Nonfinancial (right scale) Financial (left xcale) A"01-I ..rL"d :I.1t ,<AO 2001 2002 2003 Billions of dollars 250 210 170 130 90 The daily commercial paper release will usually be available before 11:OOam EST. However, the Federal Reserve Board makes no guarantee regarding the timing of the daily commercial paper release. When the Federal Reserve Board is closed on a business day, rates for the previous business day will be available through the Federal Reserve Board's Data Download Program (DDP). This policy is subject to change at any time without notice. Release I About I Announcements I Outstandings I Volume statistics I Year-end I Maturity Distribution Data Download Program (DDP) Home I Statistical releases Accessibility I Contact Us Last update: September 4, 2007 http://www.federalreserve.gov/Releases/CP/ 9/4/2007 5 FRB: H.15--Selected interest Kates, weo-unry uany upuate--tsugubL J 1, <Vv Federal Reserve Statistical Release H.15 Selected Interest Rates pailyi Skip to Content Release Date: August 31, 2007 Weekly release dates 113istorical data I Data Download Program (DDP) I About I Announcements Daily update Other formats: Screen reader I ASCII - --- -- --- ---- -- U�rotaed '' ProgMfao The weekly release is posted on Monday. Daily updates of the weekly release are p through Friday on this site. If Monday is a holiday, the weekly release will be p after the holiday and the daily update will not be posted on that Tuesday. FEDERAL RESERVE STATISTICAL RELEASE H.15 DAILY UPDATE: WEB RELEASE ONLY SELECTED INTEREST RATES For use at 4:15 p.m. Eastern Time Yields in percent per annum August 31, 2007 2007 2007 2007 2007 Instruments Aug Aug Aug Aug 27 28 29 30 Federal funds (effective) 1 2 3 5.27 5.30 5.00 5.00 Commercial Paper 3 4 5 Nonfinancial 1-month 5.25 5.21 5.20 5.24 2-month 5.24 5.22 5.26 5.23 3-month 5.24 5.23 n.a. n.a. Financial 1-month 5.26 5.29 5.29 5.24 2-month 5.27 5.26 5.31 5.33 3-month 5.29 5.30 5.34 5.32 CDs (secondary market) 3 6 1-month 5.53 5.53 5.62 5.68 3-month 5.52 5.53 5.58 5.63 6-month 5.46 5.48 5.48 5.52 Eurodollar deposits (London) 3 7 1-month 5.57 5.57 5.68 5.80 3-month 5.57 5.57 5.65 5.68 6-month 5.53 5.52 5.52 5.54 Bank prime loan 2 3 8 8.25 8.25 8.25 8.25 Discount window primary credit 2 9 5.75 5.75 5.75 5.75 U.S. government securities Treasury bills (secondary market) 3 4 4-week 4.67 4.51 3.94 3.62 3-month 4.50 4.28 3.88 3.74 6-month 4.51 4.31 4.14 4.06 Treasury constant maturities Nominal 1.0 1-month 4.74 4.60 4.02 3.69 3-month 4.63 4.40 3.98 3.84 6-month 4.69 4.48 4.30 4.21 1-Year 4.55 4.36 4.24 4.17 2-year 4.28 4.13 4.14 4.08 http://www.federalreserve.gov/Releases/H15/update/ 9/4/2007 6 FRB: H.15--Selected Interest Kates, wen-vniy uairy upuaie--tiugusi j i, zvv r ar,c c yr - 3-year 5-year 7-year 10-year 20-year 30-year' Inflation indexed 11 5-year 7-year 10-year 20-year Inflation -indexed long-term average Interest rate swaps 13 1-year 2-year 3-year 4-year 5-year 7-year 10-year 30-year Corporate bonds Moody's seasoned Aaa 14 Baa State & local bonds 15 Conventional mortgages 16 n.a. Not available. Footnotes 4.28 4.14 4.19 4.14 4.39 4.25 4.31 4.21 4.47 4.36 4.41 4.33 4.60 4.53 4.57 4.51 4.92 4.90 4.93 4.87 4.87 4.86 4.88 4.83 2.36 2.29 2.32 2.26 2.39 2.35 2.39 2.34 2.38 2.33 2.38 2.32 2.43 2.42 2.45 2.40 12 2.41 2.41 2.44 2.39 5.07 5.02 5.01 5.05 4.93 4.88 4.85 4.86 4.95 4.89 4.85 4.86 4.96 4.93 4.90 4.90 5.04 4.99 4.96 4.96 5.14 5.10 5.09 5.08 5.25 5.23 5.23 5.22 5.47 5.47 5.48 5.46 5.76 5.76 5.80 5.76 6.60 6.60 6.62 6.58 4.70 6.45 1. The daily effective federal funds rate is a weighted average of rates on broke 2. Weekly figures are averages of 7 calendar days ending on Wednesday of the curr figures include each calendar day in the month. 3. Annualized using a 360-day year or bank interest. 4. On a discount basis. 5. Interest rates interpolated from data on certain commercial paper trades settl Depository Trust Company. The trades represent sales of commercial paper by deale issuers to investors (that is, the offer. side). The 1-, 2-, and 3-month rates are 30-, 60-, and 90-day dates reported on the Board's Commercial Paper Web page (www.federalreserve.gov/releases/cp/). 6. An average of dealer bid rates on nationally traded certificates of deposit. 7. Bid rates for Eurodollar deposits collected around 9:30 a.m. Eastern time. 8. Rate posted by a majority of top 25 (by assets in domestic offices) insured U. commercial banks. Prime is one of several base rates used by banks to price short loans. 9. The rate charged for discounts made and advances extended under the Federal Re credit discount window program, which became effective January 9, 2003. This rate adjustment credit, which was discontinued after January 8, 2003. For further info www.federalreserve.gov/boarddocs/press/bcreg/2002/200210312/default.htm. The rate for the Federal Reserve Bank of New York. Historical series for the rate on adjus http://www.federalreserve.gov/Releases/Hl5/update/ 9/4/2007 9 NK13: H.1)--Jeleetea Interest Kates, weD-vnry uany L)puanc--tiugubt J 1, cvv I • erg. �_ well as the rate on primary credit are available at www.federalreserve.gov/releas 10. Yields on actively traded non -inflation -indexed issues adjusted to constant m 30-year Treasury constant maturity series was discontinued on February 18, 2002, on February 9, 2006. From February 18, 2002, to February 9, 2006, the U.S. Treasu factor for adjusting the daily nominal 20-year constant maturity in order to esti nominal rate. The historical adjustment factor can be found at www.treas.gov/offices/domestic-finance/debt-management/interest-rate/ltcompositei Source: U.S. Treasury. 11. Yields on Treasury inflation protected securities (TIPS) adjusted to constant Source: U.S. Treasury. Additional information on both nominal and inflation -index found at www.trE!as.gov/offices/domestic-finance/debt-management/interest-rate/ind 12. Based on the unweighted average bid yields for all TIPS with remaining terms more than 10 years. 13. International Swaps and Derivatives Association (ISDA(R)) mid -market par swap for a Fixed Rate Payer in return for receiving three month LIBOR, and are based o at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Pa ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited. 14. Moody's Aaa rates through December 6, 2001, are averages of Aaa utility and A rates. As of December 7, 2001, these rates are averages of Aaa industrial bonds o 15. Bond Buyer ]Index, general obligation, 20 years to maturity, mixed quality; Th 16. Contract interest rates on commitments for fixed-rate first mortgages. Source --------------- ------------------------------------------------------------------ Note: Weekly and monthly figures on this release, as well as annual figures avail Board's historical H]15 web site (see below), are averages of business days unles ---------------------------------------------------------------------------------- Current and historical H.15 data are available on the Federal Reserve Board's web (www.federalreserve.gov/). For information about individual copies or subscriptio Publications Services at the Federal Reserve Board (phone 202-452-3244, fax 202-7 electronic access to current and historical data, call STAT-USA at 1-800-782-8872 Description of the Treasury Nominal and Inflation -Indexed Constant Maturi Yields on Treasury nominal securities at "constant maturity" are interpolated by from the daily yield curve for non -inflation -indexed Treasury securities. This cu the yield on a security to its time to maturity, is based on the closing market b actively traded Treasury securities in the over-the-counter market. These market calculated from composites of quotations obtained by the Federal Reserve Bank of constant maturity yield values are read from the yield curve at fixed maturities, and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yiel maturity, for example, even if no outstanding security has exactly 10 years remai Similarly, yields on inflation -indexed securities at "constant maturity" are inte daily yield curve for Treasury inflation protected securities in the over-the-cou inflation -indexed constant maturity yields are read from this yield curve at fixe currently 5, 7, 10, and 20 years. --------------------------------------------------------------------------------- Weekly release. dates I Historical_ data I Data Download Program (DDP) I About I Announcements http://www.federalreserve.gov/Releases/H15/update/ 9/4/2007 10 r":1i.i:)--.�etecteu interest Rates,Wet,vruy „cuy VYuaw--ALLguu.. ..., ....... --a- -- Daily update Other formats: Screen reader I ASCII Statistical releases Home I Economic research and data Accessibility I Contact Us Last update: August 31, 2007 http://www.federalreserve.gov/Releases/H 15/update/ 9/4/2007 11 Bill Lockyer, State Treasurer Inside the State Treasurer's Office Local Agency Investment Fund (LAIF) PMIA Performance Report QUWW to, AVOW MqturfW 8/14/2007 5.25 5.25 183 8/15/2007 5.26 5.25 183 8/16/2007 5.26 5.25 185 8/17/ 0007 5.26 5.25 185 8/18/2007 5.26 5.25 185 8/19/2007 5.26 5.25 185 8/20/2007 5.25 5.25 183 8/21/2007 5.25 5.25 181 8/22/2007 5.25 5.25 180 8/23/2007 5.25 5.25 179 8/24/2007 5.25 5.25 175 8/25/2007 1 5.251 5.25 175 8/26/2007 5.25 5.25 175 8/27/2007 5.25 5.25 173 LAW Performance Report Quarter ending 6/30/2007 Apportionment Rate: 5.23% Earnings Ratio: .00014325574266716 Fair Value Factor: .999545022 PMIA Average Monthly Effective Yields July 2007 5.255% May 2007 5.248% Apr 2007 5.222% Pooled Money Investment Account Portfolio Composition $61.2 Billion 07/31/07 Loans Reverse Treasuries 13.89% 0.73 5.11%Mortgages 1.39% Corporate Bonds 0.61 % Commercial Paper 18.46% Time Deposits 14.20% Agencies 23.75% CDs/BNs 23.32% VA Recent Bill Auction Results r aKc; ' vi Treasu17 rt/Dirett Recent Bill Auction Results Security Issue Maturity Discount Investment Price CUSIP Term Date Date Rate % Rate % Per $100 91-DAY 09-06-2007 12-06-2007 4.350 4,472 98.900417 912795859 182-DAY 09-06-2007 03-06-2008 4.380 4,554 97.785667 912795D24 17-DAY 08-31-2007 09-17-2007 4.500 4.585 99.787500 912795UB5 28-DAY 08-30-2007 09-27-2007 4.600 4,693 99,642222 912795A35 91-DAY 08-30-2007 11-29-2007 4.600 4.732 98.837222 912795842 182-DAY 08-30-2007 02-28-2008 4.590 4.777 97,679500 912795C90 28-DAY 08-23-2007 09-20-2007 4.750 4.847 99,630556 912795A27 92-DAY 08-23-2007 11-23-2007 2.850 2.919 99.271667 912795B34 182-DAY 08-23-2007 02-21-2008 3.950 4.098 98.003056 912795C82 28-DAY 08-16-2007 09-13-2007 4.560 4.653 99.645333 912795ZZ7 91-DAY 08-16-2007 11-15-2007 4,630 4.763 98.829639 912795B26 182-DAY 08-16-2007 02-14-2008 4.710 4,905 97,618833 912795C74 1-DAY 08-15-2007 08-16-2007 5.030 5.114 99,986028 912795ZV6 8-DAY 08-15-2007 08-23-2007 4,100 4.172 99.908889 912795ZW4 28-DAY 08-09-2007 09-06-2007 4.980 5.083 99.612667 912795ZYO 91-DAY 08-09-2007 11-08-2007 4.770 4.909 98,794250 912795A92 182-DAY 08-09-2007 02-07-2008 4.730 4.927 97.608722 912795C66 28-DAY 08-02-2007 08-30-2007 5.055 5.160 99.606833 912795Z%2 91-DAY 08-02-2007 11-01-2007 4.825 4.966 98,780347 912795A84 182-DAY 08-02-2007 01-31-2008 4.800 5.001 97.573333 912795C58 28-DAY 07-26-2007 08-23-2007 4,940 5.042 99,615778 912795ZW4 91-DAY 07-26-2007 10-25-2007 4.885 5.029 98.765181 912795A76 182-DAY 07-26-2007 01-24-2008 4.890 5,098 97.527833 912795C41 28-DAY 07-19-2007 08-16-2007 4.660 4.755 99.637556 912795ZV6 91-DAY 07-19-2007 10-18-2007 4.840 4.982 98.776556 912795A68 182-DAY 07-19-2007 01-17-2008 4.865 5.072 97.540472 912795C33 28-DAY 07-12-2007 08-09-2007 4.650 4.745 99.638333 912795ZUS 91-DAY 07-12-2007 10-11-2007 4,815 4.956 98,782875 912795A50 182-DAY 07-12-2007 01-10-2008 4.850 5.055 97.548056 912795C25 28-DAY 07-05-2007 08-02-2007 4.660 4.755 99.637556 912795ZT1 91-DAY 07-05-2007 10-04-2007 4,790 4,930 98,789194 912795A43 182-DAY 07-05-2007 01-03-2006 4.810 5,012 97.568278 912795891 28-DAY 06-28-2007 07-26-2007 4.490 4,581 99.650778 912795ZS3 91-DAY 06-28-2007 09-27-2007 4.685 4.820 98.815736 912795A35 182-DAY 06-28-2007 12-27-2007 4.810 5.012 97.568278 912795B83 28-DAY 06-21-2007 07-19-2007 4.335 4.422 99.662833 912795ZR5 91-DAY 06-21-2007 09-20-2007 4.490 4,617 98.865028 912795A27 182-DAY 06-21-2007 12-20-2007 4.715 4.911 97.616306 912795B75 28-DAY 06-14-2007 07-12-2007 4.545 4.637 99.646500 912795ZQ7 91-DAY 06-14-2007 09-13-2007 4.640 4.773 98.827111 912795ZZ7 Effective with the 11/2/98 auction, all bills are auctioned using the single -priced method. http://www.treasurydirect.gov/RI/OFBills 9/4/2007 8 0 2 2 o z - rc ' F o mM of v n W m m o orP- W n IU m m m E W ' MOO t"1 KM � m mN W m H h 0 N [mO � 17 �[ yW y N ro H o U Q a o � E `O or m�i 0° y voi m M rvmi v! 'Mn vMivo M N V m r fk 1`l _ m N N M N m j\ m W VI O O M M N y U d N o > Z w o m- o m m d r W m rm m [D r N m n O m M Ol�m N N� m N W d <<'lm - -W m a1 NO M r r N r N m Mm N h Mmm m W NNv M � N"�s" N m. m O � r o N O mID ri v n r � ri N v M N d d a .� m C > j0 L 2 E r �.J a d W a > d m d W d C i «� F J W W W W JF- u yy Z U = m F Q> Q a 0 dfw oUc~i m w c x a m wm FzZaZ N` WO `Wa�Zm/ QzU ZYF Qz wU¢m 0 z oa° wwwzw 2r aWUZ ZU Z Fm... m i d d O wo ww ❑(__ Ono ?Jw0 Uau1 ¢f/JLL WOdwwdo OF z z E INVESTMENT ADVISORY BOARD Meeting Date: September 12, 2007 TITLE: Pooled Money Investment Board Report for June 2007. BACKGROUND: Correspondence & Written Material Item C The Pooled Money Investment Board Report for June 2007 is included in the agenda packet. RECOMMENDATION: Receive & File John M. Falconer, Finance Director POOLED MONEY INVESTMENT ACCOUNT SUMMARY OF INVESTMENT DATA A COMPARISON OF JUNE 2007 WITH JUNE 2006 (DOLLARS IN THOUSANDS) JUNE 200711 JUNE 2006 CHANGE Average Daily Portfolio $ 62,380,261 $ 63,221,434 $ -841,173 Accrued Earnings $ 269,193 $ 244,211 $ +24,982 Effective Yield 5.250 4.700 +0.55 Average Life -Month End (In Days) 176 152 +24 Total Security Transactions Amount $ 35,623,083 $ 34,216,623 $ +1,406,560 Number 755 712 +43 Total Time Deposit Transactions Amount $ 2,746,500 $ 3,603,500 $ -867,000 Number 143 173 40 Average Workday Investment Activity $ 1,827,123 $ 1,719,092 $ +108,031 Prescribed Demand Account Balances For Services $ 293,701 $ 269,143 $ +24,558 For Uncollected Funds $ 208,569 $ 198,973 $ +9,596 1 BILL LOCKYER TREASURER STATE OF CALIFORNIA INVESTMENT DIVISION SELECTED INVESTMENT DATA ANALYSIS OF THE POOLED MONEY INVESTMENT ACCOUNT PORTFOLIO (000 OMITTED) JUNE 30, 2007 DIFFERENCE IN PERCENTOF PERCENT OF PORTFOLIO FROM TYPE OF SECURITY AMOUNT PORTFOLIO PRIOR MONTH Government Bills $ 3,326,633 5.07 +0.85 Bonds 0 0.00 0 Notes 0 0.00 0 Strips 0 0.00 0 Total Government $ 3,326,633 5.07 +0.85 Federal Agency Coupons $ 8,132,351 12.39 -0.52 Certificates of Deposit 15,594,464 23.76 -1.17 Bank Notes 1,300,000 1.98 -0.49 Bankers' Acceptances 0 0.00 0 Repurchases 0 0.00 0 Federal Agency Discount Notes 5,718,180 8.71 +2.37 Time Deposits 8,740,495 13.31 -0.60 GNMAs 209 0.00 0 Commercial Paper 14,375,798 21.90 -0.06 FHLMC/Remics 865,556 1.32 -0.08 Corporate Bonds 385,050 0.59 -0.12 AB 55 Loans 7,204,764 10.97 -1.39 GF Loans 0 0.00 0 Reversed Repurchases 0 0.00 -1.11 Total (All Types) $ 65,643,489 100.00 INVESTMENT ACTIVITY JUNE 2007 MAY 2007 NUMBER AMOUNT NUMBER AMOUNT Pooled Money 755 $ 35,623,083 713 $ 34,467,716 Other 19 317,588 21 125,928 Time Deposits 143 2,746,500 154 3,294,300 Totals 917 $ 38,687,171 888 $ 37,887,944 PMIA Monthly Average Effective Yield 5.250 5.248 Year to Date Yield Last Day of Month 5.121 5.108 8 Pooled Money Investment Account Portfolio Composition $65.6 Billion Corporate E 0.59% Commercial Paper 21.90% Time 13.31 % 06/30/07 Treasuries Loans 5.07% Mortgages �n n�ni 1 'i90/ 3 25.74% iencies 1.10% BOARD MEMBER ITEMS BOARD MEMBER ITEM To: Treasurer and Members of the IAB From: Don Moulin Date: August 15, 2007 The July 2007 meeting of the IAB included a discussion of the return on the City's investment portfolio compared to returns on certain debt instruments and portfolios. Section XV BENCHMARK of the IP specifies that the City "will use the six-month U.S. Treasury Bill as a benchmark when measuring performance of the investment portfolio." In practice, the Treasurer and the IAB do not use the referenced T-Bill as a "benchmark" in the usual meaning of the word. The T-Bill yield is only one of the bases for comparing the City's rate of return. The monthly Treasurer's Report includes the LAIF return as another base for comparison. The discussion led to the recognition that the BENCHMARK section of the IP should be visited during the 2008 review of the IP and revised if appropriate. A comparison of section XV and the YIELD paragraph of section IV OBJECTIVES reveals redundant content. See a copy of the YIELD and BENCHMARK paragraphs on the following page. If the Treasurer and the members of the IAB agree to propose a change to the benchmark section of the IP, a suggested discussion draft of an alternative paragraph follows: XV COMPARATIVE RETURNS The City Of La Quinta does not specify a single benchmark as a goal or target for a rate of return on its investment portfolio. Rates of return are influenced by several factors including actions by the Federal Reserve Board, the marketplace and overall economic perceptions and conditions. These factors do not affect the yield during holding period of the City's investments because the City's buy and hold policy fixes the yield at the time of purchase. As bases for comparison only, the Treasurer's monthly report shows the rate of return on the U.S. Six-month Treasury Bill and the State Treasurer's Local Agency Investment Fund (LAIF). The Treasurer may use these or other published rates of return that the Treasurer deems appropriate for comparison to the return on the City's investment portfolio. (Consider adding the rates of return of 1, 2, 3 and 5-year maturities of U.S. Treasury Notes to the Treasurer's monthly report as additional comparative data) Proposed action: Add to agenda at a future meeting. If discussion at that meeting indicates that a change to section XV should be considered, continue the matter to a meeting that begins the review of IP for 2008-9. 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 with; 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 sufficient liquid funds are available to meet anticipated demands. Furthermore since all possible cash demands cannot be anticipated the portfolio should be diversified and consist of securities with active secondary or resale markets. Securities shall not be sold prior to maturity with the following exceptions: ► A declining credit quality security could be sold early to minimize loss of principal; ► Liquidity needs of the portfolio require that the security be sold. 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 cores of investments are limited to relatively low risk securities in anticipation of earning a fair return relative to the risk being assumed. 5 transactions, all telephone transactions shall 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. The System of Internal Controls developed by the City, shall be reviewed annually by the independent auditor in connection with the annual audit of the City of La Quinta's Financial Statements. The independent auditor's 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 auditor's letter. The I management letter comments pertaining to cash and investment activities and the City Treasurer's response shall be provided to the City's Investment Advisory Board for their consideration. Following the completion of each annual audit, the independent auditor shall meet with the Investment Advisory Board and discuss the auditing procedures performed and the review of internal controls for cash and investment activities. XV 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 Investment Policy will use the six-month U.S. Treasury Bill as a benchmark when measuring the performance of the investment portfolio. XVI REPORTING STANDARDS SB564 section 3 requires a quarterly report to the Legislative Body of Investment activities. The City of La Quinta Investment Advisory Board has elected to report the investment activities to the City Council on a monthly basis through the Treasurers Report. AB 943 requires that the December 3151 and June 301' Treasurers Reports be sent to the California Debt and Advisory Commission within sixty days of the end of the quarter. The City Treasurer shall submit a monthly Treasurers Report to the City Council and the Investment Advisory Board that includes all cash and investments under the authority of the Treasurer. 1 15