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2012 07 11 IABP.O. Box 1504 LA QUINTA, CALIFORNIA 92247-1504 78-495 CAi.LF TANIPICO LA QUIN'I'A, CALIFORNIA 92253 AGENDA INVESTMENT ADVISORY BOARD Caucus Room 78-495 Calla Tampico- La Quints, CA 92253 July 11, 2012 - 4:00 P.M. VIA CONFERENCE CALL: Kurt Mortenscin 218 Main St., S.W. Menahga, MN 56464 I CALL TO ORDER a. Pledge of Allegiance b. Roll Call 11 APPOINTMENT OF OFFICERS (7 6 0) 7 7 7 - 7 0 0 0 FAX (760) 777-7101 A. Appointment of Investment Advisory Board Chairperson B. Appointment of Investment Advisory Board Vice -Chairperson III PUBLIC COMMENT - (This is the time set aside for public comment on any matter not scheduled on the agenda.) IV CONFIRMATION OF AGENDA V CONSENT CALENDAR A. Approval of Minutes of Meeting on June 13, 2012 for the Investment Advisory Board VI BUSINESS SESSION A. Transmittal of Treasury Report for May 2012 B. FY 2012/2013 Meeting Schedule VII CORRESPONDENCE AND WRITTEN MATERIAL A. Month End Cash Report - June 2012 B. Pooled Money Investment Board Reports - May 2012 C. Distribution of Investment Policies for Fiscal Year 2012/2013 Vill BOARD MEMBER ITEMS IX ADJOURNMENT Ft)UIC 1110TICES The La Quinta Caucus Room is handicapped accessible. If special equipmentis neadedforthe hearing impaired, please callthe Finance Department at777 7150, twenty- four (241 h ... s in advance of the meeting and accommodations will be made. Any writings or documents provided to a majority of the Investment Advisory Board regarding any item on this agenda will be made available far public inspection at the City Clerk counter at City Hall located at 78-495 Calls Tampico. La Quints, CA 92253, during normal business hours. INVESTMENT ADVISORY BOARD Meeting June 13, 2012 I CALL TO ORDER Regular meeting of the La Quinta Investment Advisory Board was called to order at the hour of 4:00 p.m. by Chairperson Spirtos followed by the Pledge of Allegiance. (At this time Ms. Orrantia placed the conference call to the City Attorney.) PRESENT: Board Members Blum, Spirtos, Park & Donais ABSENT: Board Member Mortenson OTHERS PRESENT: John Falconer, Finance Director, Frank J. Spevacek, City Manager, Kathy Jenson City Attorney, (via teleconference call) and Vianka Orrantia, Senior Secretary, 11 PUBLIC COMMENT - None III CONFIRMATION OF AGENDA - Confirmed Ms. Orrantia noted a correction to the meeting minutes dated May 9, 2012, page 1, section V. Business Session, Item A, first sentence, in addition to a correction to the attachment to V. Business Session A, Item B, page 4 of the proposed Investment Policy, corrected copies were distributed to the Board. IV CONSENT CALENDAR 1 Approval of Minutes of Meeting on May 9, 2012 for the Investment Advisory Board. MOTION - It was moved by Board Members Park/Donais to approve the Minutes of May 9, 2012, as amended. Motion carried unanimously. V BUSINESS SESSION A. Transmittal of Treasury Report for April 2012 Mr. Falconer presented and reviewed the staff report for the month of April advising the Board of a decrease in the portfolio size by $764,000 ending the month of April at $172.2 million. Mr. Falconer also reported on the maturity of two notes, a U.S. Government Sponsored Enterprises Federal Home Loan Discount Note and the maturity of a U.S. Treasury Note; both were reinvested. In addition, Mr. Falconer reported on the maturity of the 2004 Non -Housing bond issue for the Nissan expansion. Mr. Falconer further advised that the primary reason for the decrease in the cash balance was a result of various capital improvement projects payments, which totaled $708,000 for the month of April. Page three included the breakdown of the total as follows: Coral Mountain Apartments totaled $598,000; Washington Street Apartment Rehabilitation totaled $40,000 and the proposed roundabout at Eisenhower and Sinaloa totaled $20,000. Mr. Falconer reported that the portfolio's average maturity had decreased by 13 days from the prior month, with the current average maturity at 61 days. He further reported that the portfolio performance had increased by 1 basis point from the prior month, ending the month at .35 % and the pooled cash investments at .45%. Mr. Falconer noted that any future short-term investments would be made in commercial paper. Mr. Falconer advised that page 6 reflects an unrealized gain of approximately $11,000 for the month, with an overall total of $172,000,600 in investments; with the portfolio near amortized costs. It was noted that this year's portfolio will not include a GASB 31 adjustment recognizing interest income. Mr. Falconer further advised that page 7 reflects a draw down in LAIF ending the quarter at $35,210 and Rabobank's draw down ending the month at $16,478. In response to Board Member Donais, Mr. Falconer advised that the interest income for Rabobank currently remains at 49 basis points. In response to Chairperson Spirtos, Mr. Falconer advised that the Coral Mountain Apartment project is a multi -year project with a projected completion of approximately four years. 2 General discussion ensued amongst the Board and Frank Spevacek, City Manager regarding the funding of the Coral Mountain Apartments and its estimated completion. MOTION - It was moved by Board Members Donais/Park to review, receive, and file the Treasurers Report for April 2012. Motion carried unanimously. B. Consideration of the Fiscal Year 2012/2013 Investment Policy and Work Plan Items Mr. Falconer gave a brief overview of the Investment Advisory Board Work Plan and the Investment Policy. Mr. Falconer advised that the Investment Advisory Board's Work Plan for Fiscal Year 2012/2013 is to ensure that the Board's responsibilities comply with Municipal Code section 2.70.030. Mr. Falconer advised that the 2012/2013 Investment Policy is presented in two versions, a final redlined version and a revised version with the corrections and/or changes incorporated within the policy. Chairperson Spirtos noted that within the policy in various places the policy still reads "City of La Quinta Redevelopment Agency," and should be corrected to read "Successor Agency to the City of La Quinta Redevelopment Agency." Chairperson Spirtos also noted the following correction: Page 9 second paragraph should read: In addition, the Treasurer may investment in an interest bearing active deposit [ ... I Kathy Jenson, City Attorney noted the following correction: Page 24 Appendix E - Item 4. Broker/Dealer Services - Banc of America Securities/ -Merrill Lynch, San Francisco. (Delete space between slash and Merrill.) MOTION - It was moved by Board Members Blum/Park to approve the Investment Policy for 2012/2013 with the minor corrections. Motion carried unanimously. VI CORRESPONDENCE AND WRITTEN MATERIAL 3 A. Month End Cash Report — May 2012 Mr. Falconer presented and reviewed the month end cash report for the month of May. In response to Mr. Spevacek, Mr. Falconer advised that he was unsure if LAW had caps on investments or if they had maximum limits. Noted and Filed B. Pooled Money Investment Board Reports — April 2012 Mr. Falconer presented and reviewed the Pooled Money Investment Board reports for the month of April. Noted and Filed Vil BOARD MEMBER ITEMS Chairperson Spirtos advised the Board of the upcoming City Council meeting on June 19, 2012 at 3:00 p.m., which will entail the interviews for the vacancies for all Boards and Commissions. She further advised that Board Member Blum's term will expire on June 30, 2012 and that he will be reapplying to the Board. In response to Chairperson Spirtos, Mr. Falconer advised that the Investment Advisory Board meeting schedule is approved at the July Investment Advisory Board meeting as well as the approval by the Board to go dark in the month of August. Chairperson Spirtos at this time thanked the Mr. Spevacek and Ms. Jenson for their attendance. Vill ADJOURNMENT MOTION - It was moved by Board Members Park/Blum to adjourn the meeting at 4:45 p.m. _Motion carried unanimously. Senior Secretary F1 W INVESTMENT ADVISORY BOARD Meeting Date: July 11, 2012 HALTANAbANS Transmittal of Treasury Report for May 31, 2012 BACKGROUND: Business Session: A Attached please.find the Treasury Report for May 31, 2012. RECOMMENDATION: Review, Receive and File the Treasury Report for May 31, 2012. John M. Falconer, Finance Director MEMORANDUM TO: La Quinta City Council FROM John M. Falconer, Finance Director/Treasurer SUBJECT: Treasurer's Report for May 31, 2012 DATE. June 29, 2012 Attached is the Treasurer's Report for the month ending May 31, 201Z 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- ' Investment Be innin Purchased Notes Sold/Matured Other Ending Chan a LAIF Interest bearing active bank deposit $ 35.510.862 39,928,765 $ 4,400.00() 16,082 0 $ 39,910,B62 4.400,000 Certificates of Deposit 724,000 39,944,847 16.082 US Treasuries US Gov't Sponsored Enterprises 73,368,195 8,996,956 12,000.000 (2) (12,401,000) 1,503 724.000 72,968,698 0 (7399,497) Commercial Paper Corporate 9,998,388 10,000,000 (2) (2) (10.000,000) 694 (2,046) 8.997,650 9,996.342 694 Notes 0 (2,046) Mutual Funds -§ubtotal 3.3 7,985 $ 171,925,151 4 2,211 $ 26,818.293 (2) (1) (40,:228�81 3715 0 3,763,623 - 0 365,638 L I Zli (22,441,288 2., $ 3,866 1 $ 176,36�,-022 T —4 ,380,871 Cash 0 T— E2.7E26,1140 I otal $ 107,011 7 '107 011 I certify th ' at 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 Quinta, 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. 7- 2-- L01) Finance Directorfrmasurer Date Footnote (1) The amount reported represents the net increase (decrease) of deposits and withdrawals from the previous menth. (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) Th a 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. Treasurer's Commentary For the Month of May 2012 Cash Balances - The portfolio size increased by $7.1 million to end the month at $179.29 million. Major revenues consisted of $1.78 million in property tax receipts, $916,000 in Transient Occupancy Tax collections, $1.54 million in sales tax and triple flip sales tax revenue, $1.58 million in motor vehicle in lieu fee revenue from the County, and $418,000 in lighting and landscaping collections. No significant capital project expenditures were incurred (fess than $40,000 in the month) Investment Activity - The investment activity resulted in an average maturity increase of one (1) day from the prior month to end the month of May at 62 days. The Treasurer follows a buy and hold investment policy with two (2) US Treasury Bill purchases totaling $12 million offsetting two (2) maturing Treasury Bills totaling $12.401 million. Also, the Treasurer purchased two (2) Commercial Paper investments totaling $10 million to offset two (2) maturing Commercial Paper investments totaling $10 million. The sweep account earned $6 in interest income for the month of May and the bank fees for the month were $ 1,169 which resulted in a net decrease of $1,163 in real savings. Portfolio Performance - The overall portfolio performance had a one (1) basis point decrease from the prior month and ended at .34% for the month, with the pooled cash investments at .43%. The portfolio yield should continue to stay at these levels for the near future. At this time last year, the portfolio was yielding .41 % which reflects the current interest rate environment. Looking Ahead In the short term, the Treasurer will be investing in short term commercial paper or GSE paper. 3 E E .x E > 0 E �l E 2 E 0 0 0 x 0 z 0 z 0 z 0 z 0 z 0 z 0 0 z 0 0 CY 65 C; > E �i t5 00 04 0 0101 v �E 0 c 0 e� 0 0 0 < v 0 2 0 M—O< u 0 0, 0 z 0 E E C a 02 z r 0 0 E E ego v; > -0 0 ;a . 0 m z 1: 0 E v mom E m E E w E 0 0 � 6 . . . T E E T 22 owo E Z5 c . 0 0- > 0 �.T C6 0 1 0 0 0 0 00 w > D a�z I 12 I 1 Hm I 2 . 0 0 0 c in N 0 E Woo u 23 5 0 Z EX, > A �2 01 oc Ix -6 'AMA AAAQI� ---------- --------- . .......... ................. ........... 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'eu, 5.17% 4M% 608% 109 5.26% SoPt2OO7 516% 4.86% 5.06% m 4Z9% 5,25% 0CI 2007 611% 4W% &02% 116 4.00% 3,95% 523% Nov 2007 5,03% 4,83% 496% 99 334% &14% Dec 2007 495% 3 <1% 445% 123 339% 4.N% .1w 2008 4,58% 333% 422% N 231% 4W% Feb 208 4 12% 324% 185% 86 2,07% 462% Ma, 20013 407% 283% 367% 74 1'50% 4,16% AD, 2008 345% 327% 341% 82 170% 378% May2008 3 14% 327% 3 17% 63 1,92% 3,V]% Jona 2008 309% 1 N% 2m% w 2 14% 307% FY 08109 July 2008 299% 193% 277% 62 1,70% 1,68% 229% 275% 289% kugus12008 3 16% 192% 288% 61 169% 189% 214% 238% 2 16% 2 79% Sept2008 281% 192% 264% 37 1.42% 179% 196% 200% 2N% 2.78% (3ct 2008 266% 261% 261% 29 090% 1.40% 1.72% 150% 213% 277% Nov 2008 2,38% 236% 2W% 64 0,15% 049% 207% 2.71% Dec 2008 1 (R)% 0,18% 142% 116 0,05% 0,25% 104% 1,25% 145% 257% 13,, 2009 136% 0,18% 1 m 82 0,15% Om% 0,59% 0.88% 097% 235% Feb 2009 123% 0,18% 111% 75 030% 050% OA3% 061% ON% 031% 2,05% Mar 2009 126% 018% 1 13% 69 0,20% 042% 070% 088% ON% 048% i1m Ap,2009 094% 0 18% 085% 5`1 031% 0 33% 0.59% 088% 037% 1112% May 2009 092% 018% O�% 80 018% 030% 053% 088% 028% 1,61% Joule 2009 085% 029% 080% 0.20% 0,35% 0,55% 1.13% 023% 153% FY09110 July 2W9 069% 030% 065% 0.19% 0.28% 047% 020% 1 M% Augusl2GO! 064% 030% 061% 92 0,16% 026% 046% 100% 028% 1.04% Sept 2009 056% 0,31% 053% 112 012% , 0,19% 0,41% 1,00% 024% 093% Gct 2009 0.52% 031% 0,50% 0 008% 0.19% Om% im% 019% 075% Nov 2009 ON% 031% 053% 152 0,04% 0,14% 0.32% 100% 0.75% 019% ON% Dec XIOI) ON% 015% 0,51% 239 0.11% 020% 0.16% 100% 0 15% 0,16% 061% Jaa 20 10 046% 0 15% 043% 179 006% 0.14% O�% ON% 013% 057% Feb2010 051% 016% 048% 162 0,13% 0.19% 0,32% 0.88% 0,15% ON% Mar 2010 050% 016% 0.47% 172 0.15% 0.24% 0.38% Z 0 20"' 058% Apl-2010 0.52% 016% O"l8% 162 0,15% 0.24% 0,49% 1'-0W0% 0,23% 0,55% 0,59% May2010 052% 016% 0,413% 116 017% O.M% 0,37% 0"% 2 It '% 056% FY 10111 June 2010 July 2010 0,43% OW% Ok9% OU% IU OA6% O'�% O.�% 063% 032% 05�3% Auqust2Ol( 049% OA5% 0,15% 047% 0,46% 119 108 0.16% 020% 0.30% OZ3% 028% 0,53% Sept 2010 055% 0.15% 051% 107 015% 019% 026% 0,38% 025% 0,51% Oct 2010 0,55% 015% 0,51% 88 0.16% 0,19% 0,27% O.W% 0.24% Om% N.2010 0�3% 0,15% 049% 013% 0.17% 0.23% Om% 023% 0,48% D.2DIO 057% 0 14% 0,52% 265 018% 0,21% 0,28% 050% 023% 045% Jar, 2011 051% 0,14% 043% 206 0 16% 0 16% 019% 030% 063% 0,23% 0,46% Feb 2011 055% 0 17% 046% 210 015% 0,18% 0,17% 028% 0,31% 063% O�63% 024% O�% Mar2011 054% 017% 045% 218 005% 013% 026% 075% 023% 0 231� 051% Aor20lI 059% 0 17% 048% 192 005% 010% 0,28% OW% 020% 0,50% 059% May 2011 048% 0 17% 041% 1 N 0.06% 012% 020% 0,50% 0,16% 041% FY 11112 Jur. 2011 July 2011 053% 053% G 00% 000% 035% 126 003% 0.10% 020% 038% 015% 045% August 201 060% 000% 0,35% 038% 112 007% 0,12% 015% 020% 014% O.M% Sept 2011 0 N% 003% 039% �02 24 0.02% U2% 0,05% 0,10% 013% 016% 041% Oct 2011 053% 003% 035% 117 0,01% ON% ON% 0 13% 014% 038% Nov 2011 0,52% 003% 037% 94 003% OJ06% 012% 025% 0 15% 039% Dec 2011 048% 003% 035% N 002% 0.07% 006% 0.10% 025% 014% 040% Jap 2012 045% 003% 034% 74 0,05% 008% 011% 0,11% 0 13% 025% 014% 039% Feb 2072 049% 005% 036% 72 0.12% 015% 0,17% 025% 014% 0 17% 039% 039% Ma, 2012 044% 005% 034% 74 008% 0.14% 0.19% 025% 0,18% Om% Apr2012 044% ON% 035% 61 0,10% 0,15% 0.19% 025% 020% 037% May20l 0,43% 009% O�U% A? . ts., ll 1— -- 10 INVESTMENT ADVISORY BOARD MEETING BUSINESS SESSION: B Meeting Date: July 11, 2012 ITEM TITLE Meeting Schedule for Fiscal Year 2012/2013 BACKGROUND: Attached find a list of meeting dates for Fiscal Year 2012/2013. RECOMMENDATION: Approve the meeting schedule of the Investment Advisory Board for Fiscal Year 2012/2013. a�- TO: FROM: DATE: RE: MEMORANDUM Investment Advisory Board Members John M. Falconer, Finance Director July 11, 2012 Schedule of Investment Advisory Board Meeting Schedule The City Ordinance specifies that the Investment Advisory Board usually will meet monthly unless the Board with Council concurrence believes less frequent meetings are considered necessary. For the last several years the Board has met monthly however, in the past the Board has elected to not meet in August. Listed below are meeting dates for the Boards review. Monthly July 11, 2012 August 8, 2012 September 12, 2012 October 10, 2012 November 14, 2012 December 12, 2012 January 9, 2013 February 13, 2013 March 13, 2013 April 10, 2013 May 8, 2013 June 12, 2013 Quarterly September 12, 2012 December 12, 2012 March 13, 2013 June 12, 2013 Please consider the schedules for Fiscal Year 2012/2013 and give Staff direction. INVESTMENT ADVISORY BOARD Meeting Date: July 11, 2012 TITLE: Month End Cash Report - June 2012 BACKGROUND: Correspondence & 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. '-� John M. Falconer, Finance Director 09 02 C? NO;;6 CR P� . . . 14 M ci Q WZ Zq Ck Ck V O-SN C6 o m lm 15 P wo 0 1 0 ego m Ow IQ 0 a 0 .0 EL 'e S E LD w m z LD 0 9 IE 0 LD Bill Lockyer, State Treasurer 1% Inside the State Treasurer's Office Local Agency investment Fund (LAIF) PMIA Performance Report LAIF Performance Report M -EL N ag 6/15/2012 0.36 0.37 246 6116/2012 0.36 0.37 246 6/17/2012 0.36 0.37 246 6/18/2012 0.36 0.37 241 6/19/2012 0.36 0.361 246 6/20/2012 0.36 0.36 252 6/21/2012 0.35 0.36 252 6/22/2012 0.35 0.36 253 6/23/2012 0.35 0.36 253 6/2412012 0.35 0.36 25 6125/2012 0.34 0.36 257 6/26/201? 035 036 272 /27/26,2 1 0!35 0!36, 273 6/28/2012 1 0.351 0.361 2651 Taily yield does not reflect capital gains or losses Corporate E 0.00% Commercial Papi 4.83% Time Deposits 6.79% CDs/BN 15.35% Quarter ending 03/31/2012 Apportionment Rate: Earnings Ratio: Fair Value Factor: Daily: Quarter To Date: Average Life: 0.38% .00001033084098709 1.001211113 0.38% 0.39% 243 PMIA Average Monthly Effective Yields MAY 2012 0.363% APR 2012 0.367% MAR 2012 0.383% Pooled Money Investment Account Portfolio Composition $64.2 Billion 05/31/12 Loans 14.11% Agencies Mortgages 10-09% 0.53% Treasuries 48.30% 3 �111 �U"14011 �Vbutjtb Fage I ot I TreasuryDirect rvar. � 111�ttcla�al I A11.1.1irl1r,rul, DaU & L,11111 A.1a., Oaa ' Rcr—I 6,11 Ault-, ktIcat, Recent Bill Auction Results sec. it, I��taa Meau'lo, Eii—ant 1—suarat N.- 1— Date fol� Rate R.I. % 'ec $100 Coso, ...... -6-, , I, a, - -I, as 99 995333 9127954114 13-WEEK 06 2: a0012 9 ?7 2012 R� 090 OX61 096 9 9 75986 r12795635 76 WEEK 06 28 2.1� 12 21 2012 0,150 1 112 9 11161 9127956Y2 52 WEEK G6 ?R 2012 06 27-2013 0 205 0 ?08 99 792722 91?7a56W6 4 WEEK 06 21 2%2 U-19-2012 0 050 0.05, 99 996111 9127a55XS 13 WEEK 06 2 2 0 2 0 9-20 2012 0 095 0.096 99 975986 9127955CI 26-WEEK 06-11 2012 12 20 20c2 0 ISO . 152 99 924167 9r27950.4 4 WEEK 06 14 2012 07 12 2012 0 055 0 05E 99 995722 9127955W7 13 WEEK 06 �4 2012 09 13 2017 ORES a 066 99,9M514 91279S6119 26-WEEK 06 4-2ml 12-13 2012 0.140 UJ42 99 919222 91279SSQO a-.EEK 06 07-2012 07 05-2012 0.040 0041 99 996899 912,95sul 13-WEEK 06 07-2012 D9 06-2012 0,075 0 076 99 981042 91279S6GI 26-.EEK 06 07-2012 12 06 2012 0,130 0.132 99 934278 9127955V8 4 WEEK 05-31 2012 06 26 2011 0.6. OR6,L 99.995333 9127953119 13-WEIK 05-31-2012 08-30-2012 0,085 0.086 99 97851� 9127956CO 2E-WEEK 05-31 2012 11-29-2012 OMO 0.142 99,929222 9127956JO 52 WEEK 05-31-2012 05-30-2013 0 185 MIR 99812944 qI279s6h, 4-WEEK 05 24-2m2 06-21 2012 0 065 0.066 99 994944 912 M55ta 13-WEEK 05-24-2012 08 23-2012 0,085 0 086 99,978514 91279SY9s 26 WEEK Os 7r-2012 11-23-2012 0,140 0 142 99,918833 9127956T3 4 WEEK 05-11-2M 06 14 2012 OR75 0.076 49 iatu 67 91�195556 13-WEEK 05 17 2012 0-16 2012 0�095 0,096 99,975986 9127956132 26-.FEK 05-17-2012 11-15-2012 0 145 0,147 Kq 926694 912795SLI 4-WEEK 05-10-2012 06-07-2012 0,075 0,076 99 994167 9127955R6 13-WEEK 05-10-2012 08 09-2012 0,09G 0,091 v9 977250 9127956A4 26-WEEK 05 10 2012 11-08-2012 0 145 0 147 99,526694 9127956SS 4-WEEK 05 03 2012 05-31-2012 a 080 0,08, 99,993778 9127953S8 13-WEEK 05-03-2012 08-02-2012 0,095 0.096 99,975986 912795SY3 26 WEEK 05-03 2012 U-01 2012 0 145 0,147 99 926694 912795611 52 WEEK 05-03-2012 OS-02 2013 CARS 0 t8a 99 8121" 9127956LO 4 WEEK 04-26-2012 05-24-2012 OR15 0 076 99,994107 912795SP2 13-WEEK U-26 2012 07-26-2012 0 080 008, 99 979776 912,95,8`4 2I-.EEK 04-26-2112 10 25-2012 0 130 0 132 94 934276 9111956N,, 4 WEEK 04-19-"12 05 17-2012 0 065 0,066 99 99044 qt2'55N? 13-WEEK Qa 19-2012 07 r9 2012 0.080 0 0.1 P) �19178 9Q7955X5 26 WEEK 04-19 2012 10 18 2012 OA35 oI31 va 931 so 9121955G2 4 WEEK 01-12 2012 05-10-2.12 0 PER 0 08, 'ai,9931 18 s127959.9 13-.EEK 04-12-2012 07 12-2012 0,065 0 086 9 12 7q55W7 26 WEEK Oa-12 Z012 10 1 1012 0 so 0 152 9a 924167 "17116.8 4 WEEK 04-05 2012 05 03 2012 0 055 11 99 995721 9U7953tJ9 Effective With the 11/2198 aticton, all bills ane auctioned using the single-pra:ed method. F1111.1! at 1Pfcr,PiV. Art I Lay, & G.11�,Iace I Privacy K La,l huticev I aktSite Ternis & CcuPtiflar,, I ,,,y,jbiI ty I Det,Qiality J-�- la`Prafta�ailt rl( niy-TPEO.�Lav, Bcreru Cif t0i, Riblic Dola! http://www.treasurydirect.gov/RI/0FBills 7/2/2012 4 IIVL�� JL-JfVILU� MIU I LF3 t%UL;LIUII AUSUILS Page I of I TreasuryDirect HrrrI. � 1.1111141,coll I A11.c,1.111r1,,H1, Da" & Results I L�tcst Auction D�La , Rece,, N�,,, 3,rd, t,j, R,,w, Recent Note, Bond, and TIPS Auction Results Secitril, Terr. Type I .... Miulurit, Dnetea, 1.1d Price .ppa Date ..'a % % - �100 CUSXp 2 YEAR NOTE 07-02-2012 Ob 30 2014 0 250 0 313 gf� a74629 912828cfe. 5-Y'AR NOTE 07-02-20 06-30 2017 0,750 0 752 99 990199 912828TB6 7 YEAR NOTE li 0 0�2 2 20,2 00 2011 1 010 1 011 94 491911 912SIST- YEAR S-MONTH TIPS 07 6 29 2 2 ;0 H2 5 2W 0,750 0�520 108 226101 90810QV3 3 YEAR NOTE 06 15 2012 06 15 2015 R 375 0 387 99 964243 9WU8SZ4 9 YEAR it MONTH NOTE , 6 15-2012 D5 15 2022 1 750 1 622 101 167093 IJ12828SV3 29-YEAR 11 MONTH BONn 06 15-2012 05 15�O,f2 3,00r) 2,720 105 703794 91281fQW, 2 YEAR NOTE 05 31 2012 05 31 2014 0,250 0,J00 (IR 9003 74 912828SWI 5 XP NOTE 05 3f-�012 05 3�-2017 . e25 0 "ici 99 311�54 912828SY7 1-Y'AR N OTE 05-31 2012 05-31 2019 1 125 1 203 99 4778bl 912828SX9 i 9-Y EAR 8 MONTH TIPS 05-3 -2 12 1 0 0 1-15 2022 0 125 -R391 V)6 '158569 912823SA9 '_YE R N OTE 05 15-2012 05-15-2015 0,250 HAW 99,666118 9128213SUS YEAR NOTE 01 15 -2012 05-1�-2021 1 750 1655 99.045657 912828SV3 1 30-YEAR We. 0 5 5 -2012 05 15-20a2 1 000 3 090 98 2`iam 912810QW1 2-YEAR NOTE 04-30-2012 04-30 2014 D 790 0.270 99 960135 912828SR2 5-YEAR IT PS (M-30 2012 04 15 2017 0.125 -1 080 106 .389051 912828SQ4 S-YEAR NOTE 04-30-2012 04-30 2017 0,875 0881 q`i�941438 91282OSSO 7-YEAR NOTE 04-3G 2012 04-30 2019 1 250 L347 99 354100 912828�8 3 YEAR NOTE (M 16 2012 Ot 15 2015 0,375 0,427 99 845296 912828firic 9-YEAR TO MONTH NOTE (M-16-2012 02 15-2022 2.000 2043 99R16439 9128285FA 29-YEAR 10 MONTH BOND 04 16 2M2 02-15-2047 3J25 3 230 97 993,5T 9,28H.QU5 2 YEAR NOTE 04-02 2012 03 31 2011 0 750 03'10 ge 821248 912a28SLS 5-YEAN NOTE 04-02-2012 03 31 2017 TROG 1,040 99a05782 9T2828SM3 7-YEAR NOTE Mt-02-2012 03-31 2019 1 500 1 590 9R406396 912828SNI 9-YEAR 10 MONTH TIPS 03 30 2012 01 15-2022 0�125 0,089 102�226025 9�282HSA9 3 YEAR NOTE 03 15-2012 03-15 2015 0,375 0 456 99,756927 912828SR 9-YEAR 11-DONTH NOTE 03 15 2012 02 15 2022 2.000 2,076 99320389 912828SFB 29-YEAR 11 MONTH BOND 03 15 2012 02 15 2042 3A25 3,383 95 165202 912810QU5 2-YEAR NOTE 02-294012 D2-28-2014 a 250 0310 99860464 912828SG6 5-YEAR NOTE 02 29-2012 02-28-2017 0 $75 0 900 99,8780a9 9f2E28S0 7-YEAR NOTE 02-29-2012 02-28-2019 1 375 1AVJ 99�714418 912826SH4 '30-YEAR 711PS 02 29-ZO12 02-15-2042 0 750 0.770 99 347316 912810QV� 3 YEAR NOTE 02-15-2012 02-15-201� 0 250 0 3�7 99,710759 912828SLI 10 YEAR NOTE 02-15 2012 02-15 2022 2 00H � 020 99al'im R2a2HSFp 30 YEAR WND 02 15 2012 02 15 2042 3 125 1 �10 91 903�aD qvlHHQU5 2 YEAR NOTE 01-31-2DI2 01-11 2014 0 250 R250 101 00000c 912828SB! 5-YEAR NOTE 01-31 2012 01-31-2017 0,875 0 899 99 88291,f 912828SC5 7-YEAR NOTE 01 31-?012 01 11-2019 250 J, 359 99 274515 912828SI13 10 WAR 11� 01 31-2017 01-15 20� 0,12S 0 0411 101 66183� �1282.IAI 3 YEAR NOTE 01 17 2012 al-15 7015 . 250 q 370 99 642W R1)878.25 Cenotel; TIPS bond; all otber TIPS without astenfiks are H.vOi Fl�rdlnl f Illf�-Iatcc Arl I L.11 & —,f`111 I PI-1-1 & 111,11 1.11trl I T1111 a U-S If the T11,,,1.1, B,rrru t tj:�. 111h, http://www.treasurydirect.gov/RI/OFNtebnd 7/2/2012 5 ri-inter version - i5oara or kjovernors or tne r eaerai xeserve �iystern Page I of 4 Selected Interest Rates (Daily) - H. 15 Current Release Release, Dates Daily Update Historical Data About Announcement$ DailyUpdate 1-1-1- . .......... .. Release Date: June 29, 2012 The weekly release is posted on Monday. Daily updates of the weekly release are posted Tuesday through Friday on this site. If Monday is a holiday, the weekly release will be posted on Tuesday after the holiday and the daily update will not be posted on that Tuesday. June 29, 2012 Selected Interest Rates Yields in percentper annum Instruments 2012 Jun 25 2012 Jun 26 2012 Jun 27 2012 Jun 28 Federal funds (effective) 1 2 3 0.17 0.16 0.15 0.15 Commercial Paper 3456 Nonfinancial 1-month 0.13 0.14 0.15 0.12 1 2-month 0.15 0.17 0.20 n.a. 3-month 0.20 0.21 0.23 0.19 Financial 1-month 0.12 0.16 0.09 0.12 2-month 0.16 0.20 0.14 0.15 3-month 0.21 0.20 1 0.18 0.18 CDs (secondary market) 3 7 1-month 0.20 0.20 0.20 0.20 3-month 0.33 0.33 0.32 0.33 6-month 0.49 0.49 0.49 0.49 Eurodollar deposits (London) 38 - 1-month 0.30 0.30 0.30 0.30 3-month 0.43 0.43 0.43 0.43 6-month 0.63 0.63 0.63 0.63 Bank prime loan 239 3.25 3.25 3.25 1 3.25 http://www.federalreserve.gov/Releases/H15/update/ 6 71/2/2012 rnnLCr version - i3oara or k3overnors or ine r ecLerai Keserve Nystern Page 2 of 4 Discount window primary credit 2 10 0.75 0.75 0.75 0.75 U.S. government securities Treasury bills (secondary market) 3 4 4-week 0.05 0.07 0.06 0.02 3-month 0.10 0.10 0.09 0.09 6-month 0.16 0.15 0.17 0.17 1-year 0.18 0.21 0.21 0.22 Treasury constant maturities Nominal 1-month 0.06 0.07 0.06 0.02 3-month 0.10 0.10 0.09 0.09 6-month 0.16 0.15 0.17 0.17 1-year 0.19 0.21 0.21 0.22 2-year 0.31 0.31 0.31 0.31 3-year 0.39 0.42 0.42 0.40 S-year 0.72 0.75 0.73 0.69 7-year 1.10 1.12 1.10 1.06 10-year 1.63 1.66 1.65 1.60 20-year 2.31 2.34 2.32 2.28 30-year 2.69 2.71 2.70 2.67 Inflation indexed 12 5-year -0.98 -0.95 -0.95 -0.95 7-year -0.77 -0.74 -0.74 -0.76 10-year -0.47 -0.45 -0.45 -0.48 20-year 0.12 0.12 0.11 0.09 30-year 0.51 0.52 0.49 0.49 Inflation -indexed long-term average 13 0.15 0.16 0.14 0.13 Interest rate swaps 14 1-year 0.47 0.49 0.49 0.51 2-year 0.53 0.55 0.55 0.56 3-year 0 .63 0.64 0.63 0.63 4-year 0.78 0.80 0.79 0.77 5-year 0.97 0.98 0.98 0.95 7-year 1.35 1.36 1.36 1.31 10-year 1.76 1.77 1.77 1.72 7 http://www.federalreserve.gov/Releases/H I 5/update/ 7/2/2012 Wx ��VVXIIWLO "I 111� I �U�Lal JXUbUl VU 3y SLUM Page 3 of 4 30-year 2.43 2.44 2.46 2.42 Corporate bonds Moody's seasoned Aaa 3.60 3.59 3.59 3.56 gas 4.99 5.00 5.00 4.97 State & local bonds .9 3.95 5 Conventional mortgages 1 7 3.6 6] n.a. Not available. Footnotes 1. The daily effective federal funds rate is a weighted average of rates on brokered trades. 2. Weekly figures are averages of 7 calendar days ending on Wednesday of the current week; monthly 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 settled by The Depository Trust Company. ne trades represent sales of commercial paper by dealers or direct issuers to investors (that is, the offer side). The 1-, 2-, and 3-month rates are equivalent to the 30, 60, and 90-day dates reported on the Board's Commercial Paper Web page (www.feder�ilreserve.gov/releases,�CI)�'). 6. Financial paper that is insured by the FDIC's Temporary Liquidity Guarantee Program is not excluded from relevant indexes, nor is my financial or nonfinancial commercial paper that may be directly or indirectly affected by one or more of the Federal Reserve's liquidity facilities. Thus the rates published after September 19, 2008, likely reflect the direct or indirect effects of the new temporary programs and, accordingly, likely are not comparable for some purposes to rates published prior to that period. 7. An average of dealer bid rates on nationally traded certificates of deposit. 8. Source: Bloomberg and CTRB ICAP Fixed Income & Money Market Products. 9. Rate posted by a majority of top 25 (by assets in domestic offices) insured U.S.-chartered commercial banks. Prime is one of several base rates used by banks to price short-term business loans. 10. The rate charged for discounts made and advances extended under the Federal Reserve's primary credit discount window program, which became effective January 9, 2003. This rate replaces that for adjustment credi� which was discontinued afterjanuary 8, 2003. For further information, see www,le(lerali-esei-ve.goN,,'b�)arttdocs,�press/bereg,�2002r�2002103 l2odePiult.him. The rate reported is that for the Federal Reserve Bank of New York. Historical series for the rate on adjustment credit as well as the rate on primary credit are available at iv%vNN.fedei-alreserve.�,(iv/'rele�ise�,rili I 5/data,htm. http://www.federaireserve.gov/Releases/fl I 5/update/ 7/2/2012 8 11111-1 v�l�ivil-�umuui%jvvciiiurbuiuiercueraii-,eserve6ysiem Page 4 of 4 11. Yields on actively traded non -inflation -indexed issues adjusted to constant maturities. The 30-year Treasury constant maturity series was discontinued on February 18, 2002, and reintroduced on February 9, 2006. From February 18, 2002, to February 9, 2006, the U.S. Treasury published a factor for adjusting the daily nominal 20-year constant maturity in order to estimate a 30-year nominal rate. The historical adjustment factor can be found at �vwkv.trC,�SLli*�.gov,,'resotirce-ceiiier��d�ita-chart-ceiiterlintercsi-rtite�,,,. Source: U.S. Treasury. 12. Yields on Treasury inflation protected securities (TIPS) adjusted to constant maturities, Source: U.S. Treasury. Additional information on both nominal and inflation -indexed yields may be found at www.ire�i.Niii-Y.gov,;rcsoLiice-centcr!d�iti I i-chart- center/interest-raies/. 13. Based on the unweighted average bid yields for all TIPS with remaining terms to maturity of more than 10 years. 14. International Swaps and Derivatives Association (ISDAV) mid -market par swap rates. Rates are for a Fixed Rate Payer in return for receiving three month LIBOR, and are based on rates collected at 11:00 a.m. Eastern time by Garban Intercapital plc and published on Reuters Page ISDAFIXV. ISDAFIX is a registered service mark of ISDA. Source: Reuters Limited. 15. Moody's Aaa rates through December 6, 2001, are averages of Arta utility and Aaa industrial bond rates. As of December 7, 200 1, these rates are averages of Aria industrial bonds only. 16. Bond Buyer Index, general obligation, 20 years to maturity, mixed quality; Thursday quotations. 17. Contract interest rates on commitments for fixed-rate first mortgages. Source: Primary Mortgage Market Surveyo data provided by Freddie Mac. Note: Weekly and monthly figures on this release, as well as annual figures available on the Board's historical H. . 15 web sit . e (see below), are averages of business days unless otherwise noted. Current and historical H. 15 data are available on the Federal Reserve Board's web site (www. federalreservc.gov/). For information about individual copies or subscriptions, contact Publications Services at the Federal Reserve Board (phone 202-452-3244, fax 202-728-5886). Description of the Treasury Nominal and Inflation -indexed Constant Maturity Series Yields on Treasury nominal securities at "constant maturity" are interpolated by the U.S. Treasury from the daily yield curve for non -inflation -indexed Treasury securities. This curve, which relates the yield on a security to its time to maturity, is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The constant maturity yield values are read from the yield curve at fixed maturities, currently 1, 3, and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a I 0-year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity. Similarly, yields on inflation -indexed securities at "constant maturity" are interpolated from the daily yield curve for Treasury inflation protected securities in the over-the-counter market. The inflation -indexed constant maturity yields are read from this yield curve at fixed maturities, currently 5, 7, 10, and 20 years. I 9 http://www.federalreserve.gov/Releases/H I 5/update/ 7/2/2012 1 v �imvll - uumu vi %juvuinurs vi uic rcuerai li-,.eserve �)ysiern Page I of 3 Commercial Paper Summary Rates Volume Statistics Outstanding Year-end Maturity Distribution About Announcements Commercial Paper Rates and Outstanding Summary D.rived from data supplied by The Depository Trust & Clearing Corporation Data as of June 29, 2012 Posted 3uly 2, 2012 The commercial paper release will usually be posted daily at 9:45 a.m. However, the Federal Reserve Board makes no guarantee regarding the timing of the daily posting. This policy is subject to change at any time without notice. Rates AA nonfinancial A2/P2 nonfinancial Period 1- 1- 7- 15- 30- 60- 90- 7- 15- 30- - 60- 90- day day day day day day day day day day day day June 25 0.15 0.13 0.12 0.13 0.15 0.20 0.40 0.43 0.42 0.46 0.49 0.53 June 26 0.14 0.11 0.12 0.14 0.17 0.21 0.39 0.42 0.43 0.46 n.a. n.a. June 27 0.11 0.08 0.09 0.15 0.20 0.23 0.39 0.38 0.43 0.43 0.45 0.47 n.a. June 28 0.11 0.11 0.08 0.12 n.a. 0.19 0.44 0.38 0.46 0.50 0 0 0_14 June 29 0.08 0.08 0.15 0.15 n.a. 0.28 0.39 0.38 0.39 0.49 0.53 0.51 051 Note: n.a. indicates that trade data was insufficient to support calculation of the particular rate. AA financial AA asset -backed Period 1- 1- 7- is- 30- 60- 90- 7- 15- 30- 60- 90- day day day day day day day 0.27 day day day day day June 25 0.12 n.a. 0.11 0.12 0.16 0.21 0.29 0.29 0.25 0.35 0.33 June 26 0.16 0.16 0.16 0.16 0.20 0,20 0.25 0.34 0.27 0.33 0.32 6.32 June 27 0.04 0.06 0.07 0.09 0.14 0.18 0.25 0.34 0.31 0.28 0.27 0.26 June 28 0.14 n.a. 0.12 0.12 0.15 0.18 0.26 0.24 0.28 0.37 0.46 0.48 June 29 0.06 0.06 0.07 0.10 0.14 0.17 0.24 0.53 0.35 0.26 http://www.federalreserve.gov/Releases/CP/ 7/2/2012 10 I -- - �. �' I �"LVLO VI UM I �U�Lal VU L3Y NLUIII rage 2 ot -i Note: n.a. indicates that trade data was insufficient to support calculation of the particular rate. Outstanding Levels Seasonally adjusted Billions of dollars Period Total onfinancial Financial s Asset- S t backed Other her Dom stic mesticl Forli"I TotaI7 omestc Domestic Foregn Monthly -end levels 2012-Feb. 963.9 183.5 150.2 33.3 444.9 274.7 170.3 335.4 .0 Mar. 937.0 168.6 138.7 29.9 440.6 270.2 170.4 327.8 .0 Apr. 951.0 180.9 148.3 32.6 443.6 270.6 173.0 326.5 .0 May 970.9 191.1 150.1 41.0 456.3 272.5 183.8 323.5 .0 June 965.8 177.5 147.3 30.2 469.7 280.9 188.8 318.5 Weekly (Wednesday) levels May 30 1,028.6 199.7 158.6 0 2.5 302.4 200.2 326.4 .0 June 6 1,013.9 201.7 158.2 __44 4+1.1.5 3.5 43.5 484.9 286.4 198.5 327.2 .0 June 13 1,007.1 201.9 160.1 41.8 476.3 278.8 197.5 329.0 .0 June 20 998.2 209.5 170.3 39.3 465.9 273.7 192.3 322.7 .0 June 27 1,008.3 1 205.6 169.4 36.2 490.7 297.3 193.4 1 311.8 1 .0 Not seasonally adjusted Billions of dollars Period Total Nonfinancial inancial --- Asset - backed [Other Total Domestic JF.,...n Total Domestic] Foegn Monthly -end levels 2012-Feb. 1,014.0 184.2 150.9 33.2 296.8 196.0 337.1 .0 Mar. 994.4 160.4 127.6 32.8 499.9 302.2 197.7 334.1 .0 Apr. 1,019.1 194.7 154.9 39.9 492.9 291.3 201.6 331.5 .0 May 1,007.4 199.8 154.8 45.0 484.4 283.2 201.3 323.2 .0 June 1 962.0 172.8 132.1 40.7 476.5 285.3 191.2 312.5 .3 Weekly (Wednesday) levels May 30 1,018.3 201.7 157.1 44.6 493.0 288.1 204.9 323.6 .0 June 6 998.7 203.5 158.3 45.3 475.7 278.8 196.9 319.5 .0 June 13 989.0 206.6 162.2 44.4 466.1 275.8 190.3 316.4 .0 June 20 994.7 210.5 167.2 43.4 474.4 283.7 190.7 309.6 .0 June 27 979.2 188.6 146.6 42.1 483.3 290.0 193.3 307.3 .1 http://www.federalreserve.gov/Releases/CP/ 7/2/2012 11 �v�u vi �vvvmvib vi Lim rcucrm r%,cNcrve 3yslem Page 3 of 3 Retum to top http://www.federaireserve.gov/Releases/CP/ 7/2/2012 12 City of La Quinta Cash Tim Budget to Actual May 31. 2012 Cash Basis Amount Budget Actual 5/11 Acmal Adjustment — hijusted Total 5111 --7a—nan ce Over(Under) Notes Property Tax/ Tax Increment Transient Occupancy Tax 1,815,240 712,650 1.645,100 916.0% 1,"5,100 916,096 1170.140) 203,446 TOT leather than budgeeted Sales Tax 576,401 1,543,067 1.543,067 966.6136 Racel,ax! $8971, Seim Tax Relemseement SilverRock Golf Library 338,681 - 509,773 - 509,773 171.092 Played more mureas of Golf ther budgemal Fire Service Coedit $2621, Other revenues kennerwhas 4.M3.990 4,463.728 4.463,728 (480.262t unshelbUdgett Motor Vehicle in Lieu 239K urderaudget 8,386,962 9,077,764 611,10,1102 Expenditures Salaries & Fringe Benefits 828,479 739,020 739,020 (89,469) Other expenditures Subtotal 3,676,147 2.461591 2.463.591 (1,212,556) Did not M Pat. i 4,504,626 3,202,611 3,202,611 (1,302,015) Redevelopment Agency Debt Service (Principal/InterestlPass Through) 258.083 47,611 47,511 (210.572) DI.a.lutionafRDA Subtotal 211�O83 47.511 47,511 00,572) 38321 38.321 38,321 Capital Protests Total Expeenditharins 4,801.030 3,288,443 3�29111,443 1 (1,512,587 Not Reventans/Expenditures 3,585932 5,739,ul 1 1 5,789,321 1 hadill 7R-1 NOTE 1 Expenditures are budgeted at 8.34% per month Difference between actual and bucket (Undersipent) DEPARTMENT Overspent Notes GENERAL GOVERNMENT (143,970) ManagemenSvcs $751, underibudgetlDevelkipment Sws $431, underibudget CITY CLERK (21,554) COMMUNITY SERVICES (91.526) Library $1141, underbudget FINANCE (26,767) BUILDING & SAFETY (105,025) Bulaing Maintemerse SM undertedget PUBLIC SAFETY (932,662) Did W neser,ii, Palms Invalike PLANNING (44,137) PUBLIC WORKS (120,427) Same Maintenance $14A underbei (1,486,067) SUBTOTAL - GENERAL FUND Library Gas Tax (0) Federal Assistance JAG Grant Seat (Cops) Revenue CMAQ Lighting & Landscaping RCTC Development Agreement AS 939 Quimby (4,559) (16,680) Infrashucture Proposition 1 B South Coast Air Quality (1,352) Indian Gaming Come Task Force Transportation Forks & Recreation Civic Center Library Development Community Center Street Facility Park Facility Fire Protection Arts In Public Places oo,aio) Interest Allocation Equipment Replacerment (46.077) Information Technology (34,323) Park Maintenance Facility (38,488) SilverRock Golf (32,923) SilverRock Reserve - LCI Public Safety Officer (167) Housing Authority 110.049 T. monthis .1 WSAi expenditures Finance Authority (966) Supplemental Pension Plan Capital Improvement Total r— 1 �561 563 13 INVESTMENT ADVISORY BOARD Meeting Date: TITLE: July 11, 2012 Pooled Money Investment Board Report for May 2012 BACKGROUND: Correspondence & Written Material Item B The Pooled Money Investment Board Report for May, 2012, summary pages have been attached for the Board's review. A complete copy is available for review upon request. RECOMMENDATION: Receive & File d�ld� John M. Falconler, Finance Director POOLED MONEY INVESTMENT ACCOUNT SUMMARY OF INVESTMENT DATA A COMPARISON OF MAY 2012 WITH MAY 2011 (DOLLARS IN THOUSANDS) MAY Average Daily Portfolio $ 64,079,655 $ 67,004,498 $ -2,924,843 Accrued Earnings $ 19,727 $ 23,519 $ -3,792 Effective Yield 0.363 % 0.413% -0.05% I Average Life -Month End (In Days) 224 185 +39 Total Security Transactions Amount $ 18,072,396 $ 22,284,236 $ -4,211,841 Number 364 451 -87 Total Time Deposit Transactions Amount $ 1,666,480 $ 1,620,980 $ +46,600 Number 104 91 +13 Average Workday Investment Activity $ 897,222 $ 1,138,344 $ -241,122 Prescribed Demand Account Balances For Services $ 1,927,915 $ 1,663,667 $ +264,258 I BILL LOCKYER TREASURER STATE OF CALIFORNIA INVESTMENT DIVISION SELECTED INVESTMENT DATA ANALYSIS OF THE POOLED MONEY INVESTMENT ACCOUNT PORTFOLIO (000 OMITTED) TYPE OF SECURITY Government Bills Bonds Notes Strips Total Government Federal Agency Debentures Certificates of Deposit Bank Notes Bankers'Acceptances Repurchases Federal Agency Discount Notes Time Deposits GNMAs Commercial Paper FHLMC/Remics Corporate Bonds AB 55 Loans GF Loans NOW Accounts Other Reversed Repurchases Total (All Types) May 31, 2012 DIFFERENCEIN PERCENT OF PERCENT OF PORTFOLIO FROM ANIOUN PORTFOLIO PRIOR MONTH $ 17,023,917 26.52 +0.18 0 0.00 0 13,977,570 21.78 +0.01 0 0.00 0 31,001,487 48.30 +0.19 $ 1,288,246 2.01 +0.13 9,850,185 15.35 -1.34 0 0.00 0 0 0.00 0 0 0.00 0 4,791,501 7.46 +0.50 4,355,640 6.79 +0.51 14 0.00 0 3,099,245 4.83 +1.27 341,326 0.53 +0.02 0 0.00 0 281,868 0.44 +0.14 8,773,600 13.67 -1.46 0 0.00 0 399,932 0.62 +0.04 0 0.00 0 64,183,034 INVESTMENT ACTIVI MAY 2012 APRIL 2012 NUMBER AMOUN NUMBER AMOUNT Pooled Money 364 $ 18,072,395 323 $ 16,083,696 Other 30 3,856,866 28 1,249,293 Time Deposits 104 a _L666,480 122 3,033,000 Totals 498 $ 23,695,740 473 $ 20,365,889 PMIA Monthly Average Effective Yield 0.363 0.367 Year to Date Yield Last Day of Month 0.384 0.386 Pooled Money Investment Account Portfolio Composition $64.2 Billion CDs/BN 15.35% 05/31/12 Agencies 10.09% Mortgages 0.53% Treasuries 48.30% INVESTMENT ADVISORY BOARD MEETING Meeting Date: July 11, 2012 ITEM TITLE Distribution of Investment Policies for Fiscal Year 2012/2013 BACKGROUND: Correspondence and Written Material: C On June 21, 2011 the City Council approved the Investment Policy for Fiscal Year 2012/2013, which is attached. Also, attached is the Bloomberg screen print of Cook County, Illinois investment in the Rabobank Collateralized Certificate of Deposit Program. It should be noted that during the final editing process, page 6 under item V. third paragraph the fact that the U.S. Treasury Bills maximum maturity of one year was not incorporated into the Investment Policv. RECOMMENDATION: Receive and File. 4 John M. Falconer, F --- GEM of the DESERT CITY OF LA QUINTA Investment Policy Fiscal Year 2012/2013 Table of Contents Section i2& Page Executive Summary 2 1 General Purpose 4 11 Invesiment Policy 4 III Scope 4 IV Objectives 4 11� Safety of Principal Do Provide Liquidity 11� Yield A Risk -Based Market Rate Of Return V Maximum Maturities 6 VI Prudence 6 Vil Authority 7 Vill Ethics and Conflicts of Interest 7 IX Authorized Financial Dealers and Institutions 7 11� Broker/Dealers 11� Financial Institutions X Permissible Deposits and Investments 8 X1 Investment Pools 13 X11 Payment and Custody 13 XIII Interest Earning Distribution Policy 13 XIV Internal Controls and Independent Auditors 14 XV Reporting Standards 15 XV1 Financial Assets and Investment Activity Not Subject to this Policy 15 XVII Investment of Bond Proceeds 15 XIIf Investment Advisory Board - City of La Quinta 16 XIX Investment Policy Adoption 16 Appendices Tqpj2 Page A Summary of Permissible Deposits and Investments 18 B City of La Quinta Municipal Code Ordinance 2.70 - Investment Advisory Board 20 C City of La Quinta Municipal Code Ordinance 3.08 - Investment of Moneys and Funds2l D Segregation of Major Investment Responsibilities 23 E Listing of Approved Financial Institutions 24 F Broker/Dealer Questionnaire and Certification 25 G Request for Proposal for Professional Portfolio Management Firm 29 H Permissible Investment Chart - Professional Portfolio Management Firm 35 1 Investment Management Process and Risk 36 J Glossary 37 1 CITY OF LA QUINTA Investment Policy Fiscal Year 2012/2013 Executive Summary The general purpose of this Investment Policy is to provide the rules and standards that must be followed in administering the City of La Quinta's deposits and investments. The City's Investment Policy conforms to all state and local statutes and applies to all deposits and investments of the City of La Quinta, Successor Agency to the City of La Quinta Redevelopment Agency, and the City of La Quinta Financing and Housing Authorities (the"City"). It is the City's policy to deposit and invest public funds in a manner that shall provide: 1� Safety of principal; 1� Liquidity to meet all of the City's obligations and requirements that may be reasonably anticipated; ll� A risk -based market rate of return. It is the City's Policy to hold securities and other investments until maturity. This buy -and -hold policy shall not prevent the sale of a security to minimize loss of principal when an issuer or backer suffers declining credit worthiness or when the liquidity needs of the portfolio require that a security be sold. Authority to manage the City'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 accomplish the following objectives: 10- Safeguard assets; 11� The orderly and efficient conduct of its business, including adherence to all City management policies; b, Prevention or detection of errors and fraud; b, The accuracy and completeness of accounting records; 1� Timely preparation of reliable financial information. The System of Internal Controls developed by the City Treasurer shall be reviewed annually by the independent auditors in connection with the annual audit of the City's Financial Statements. The City Manager, City Treasurer and city employees involved in the City's banking and investment process shall conduct the City's business in an ethical manner and refrain from any activity or relationship that may be, or have the appearance of, a conflict of interest. The City Treasurer maintains a listing of financial institutions which are approved for investment purposes. All Broker/Dealers and financial institutions that provide investment services will be subject to City Council approval. The Treasurer will be permitted to invest only in the permissible deposits and investments described in Section X and Appendix A up to the specified maximum allowable percentages 2 and/or dollar limitations and, where applicable, through the bid process requirements. Permissible deposits and investments include, in general: 1� FDIC -insured Checking, Savings, and Sweep Accounts; 11� Collateralized Bank Deposits; 10- Certificates of Deposit; 1� U.S. Government Agency Securities and Federal Government Securities; 10- Prime Commercial Paper; 1� Local Agency Investment Fund (LAIF); 10- Money Market Mutual Funds; 0, Corporate Notes; I� Professionally Managed Accounts. The City's deposits and investments are generally limited to three years' maximum maturity. However, the projected amount of funds not expected to be disbursed within five years may be invested in notes and bonds maturing between three and five years. Additionally, funds may be invested for up to ten 0 0) years as further discussed in Section V. The City's Investment Policy does not specify a single benchmark as a goal or target yield for a rate of return on its investment portfolio. As a basis for comparison only, the Treasurer's monthly report will display the rates of return on the three-month Bill, six-month Bill, and the one and two-year U.S. Treasury Note, comparable -period rates for commercial paper, and the yield for the State Treasurer's Local Agency Investment Fund (LAIF). The Investment Policy shall be adopted by resolution of the La Quinta City Council on an annual basis. The Investment Policy will be adopted before the end of June of each year. This Executive Summary is only an overview of the City's Investment Policy. Reading this summary does not constitute a complete review, which can only I be accomplished by reviewing all of the pages herein. C1 P.O. Box 1504 LA QUINTA, CALIFORNIA 92247-1504 78-495 CALLE TAMPICO (7 6 0) 7 7 7 - 7 0 0 0 LA QUfNTA, CALIFORNIA 92253 FAX (760) 777-7101 City of La Quinta Statement of Investment Policy July 1, 2012 through June 30, 2013 Adopted by the City Council on June 19, 2012 GENERAL PURPOSE The general purpose of this document is to provide the rules and standards that must be followed in administering the City of La Quints's deposits and investments. 11 INVESTMENT POLICY It is the policy of the City of La Quinta to deposit and invest public funds in a manner that shall provide: > Safety of principal; )� Liquidity to meet all of the City's obligations and requirements that may be reasonably anticipated; > A risk -based market rate of return. The Investment Policy conforms to all State and local statutes governing the investment of public funds and sets forth the permissible deposits and investments of the City's funds and the limitations thereon. III SCOPE Except as further detailed in Section XVII, this Investment Policy applies to all deposits and investments of the City of La Quinta, Successor Agency to the City of La Quinta Redevelopment Agency and the City of La Quinta Financing and Housing Authorities (hereafter referred to in this document as the "City"). These funds are reported in the City's Comprehensive Annual Financial Report JCAFR) and include all funds within the following fund types: 1� General 11- Special Revenue 0, Capital Projects 1� Debt Service 1� Enterprise 1� Internal Service 11- Trust and Agency P, Any now fund types and fund(s) that may be created. IV OBJECTIVES The objectives of the City's investment activity, in order of priority and importance, are: 1 . , Safety of Principal Safety of principal is the foremost objective of the City's investment program. N Investments shall be undertaken in a manner that seeks to ensure the preservation of principal of the overall portfolio in accordance with the permissible deposits and investments. The City shall endeavor to preserve its investment principal by making only permissible deposits and investments, undertaken in a controlled manner to minimize the possibility of loss or misappropriation through malfeasance or otherwise. Investments not backed by the full. faith and credit of the United States Government shall be diversified by allocating assets between different types of permissible investments, maturities, and issuers as a means to mitigate credit risk and interest rate risk. A. Credit Risk is the risk of loss from the failure of the security issuer or backer. Credit risk may be mitigated by: 11� Limiting investments to investment grade securities as permitted in Section X; b- Diversifying the issuers of the securities in the investment portfolio so that potential losses due to issuer failure or individual securities downgrades may be . . m minimized. B. Interest Rate Risk is the risk that market values of securities in the portfolio will de —cline due to changes in general interest rates. Interest rate risk may be mitigated by: ll� 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 11� Investing operating funds primarily in shorter -term securities. C. Liquidity Risk is the risk that a security cannot be liquidated because of its unique features or structure or because it is thinly traded. Liquidity risk is not a material issue for the City's portfolio because of the permissible deposits and investments (see Section X) and because the City maintains a buy -and -hold policy and holds securities and other investments to maturity. A discussion of the City's investment process and risk is presented in Appendix 1. 2. Provide Liquidity The investment portfolio shall remain sufficiently liquid to meet all of the City's cash needs 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 needs cannot be anticipated the portfolio should be diversified and consist of securities with active secondary or resale markets. The City's policy is to hold securities and other investments to maturity. Accordingly, securities shall not be sold prior to maturity with the following exceptions: 110. A security with declining credit quality can be sold early to minimize loss of principal; 10. Unanticipated liquidity needs of the portfolio require that one or more securities be sold. 3. Yield A Risk -Based Market Rate Of Return The City's investment portfolio shall be structured with the objective of yielding a risk - based market rate of return throughout budgetary and economic cycles. Return on investment is less important than the safety and liquidity objectives described above. The City's Investment Policy does not specify a single benchmark as a goal or target yield for a rate of return on its investment portfolio. The portfolio's rates of return will be influenced by several factors, including actions by the Federal Reserve Board, the marketplace, and overall economic perceptions and conditions. These factors will not affect yield during the securities' holding period because the City's buy -and -hold policy fixes the securities' yield at the time of purchase. As a basis for comparison only, the Treasurer's monthly reports will display the rates of return on the three-month Bill, six-month Bill, and one and two-year U.S. Treasury Note, comparable -period rates for commercial paper, and the yield for the State Treasurer's Local Agency Investment Fund (LAIF). The Treasurer may use these or any other published rates of return that the Treasurer deems appropriate for comparison to the return on the City's investment portfolio. V MAXIMUM MATURITIES It is the City's policy to hold securities and other investments until maturity, thus avoiding the risk of market value fluctuations with overall market interest rates. This buy -and -hold policy shall not prevent the sale of a security to minimize loss of principal when an issuer or backer suffers declining credit worthiness or when the liquidity needs of the City require that a security be sold. The buy -and -hold policy requires that the City's investment portfolio be structured so that sufficient liquid funds are available from maturing investments and other sources to meet all reasonably -anticipated cash needs. To meet anticipated cash needs, it is essential that the Treasurer have reliable, diligently prepared cash flow projections. Annually, the Treasurer shall project the amount of funds not expected to be disbursed within ten years. For FY 2012/2013, the amount of such funds is projected to be $30 million. Funds up to that amount may be invested in U.S. Treasury notes and bonds, Local Agency Obligations, and California Local Agency Obligations maturing between 3 and 10 years. For all other funds, investments are limited to three years maximum maturity. No more than 25% of surplus funds shall be invested in maturities exceeding two years and less than three years. V1 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 exercise 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." M Vil AUTHORITY Authority to manage the City's investment portfolio is derived from sections 35607 and 35608 of City Ordinance 3.08.010. Management responsibility for the investment program is delegated to the City Treasurer for a period of one year pursuant to the City Council's annual adoption of the Investment Policy. The City Treasurer 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 col latera I /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 his/her designee shall acknowledge in writing all purchases and sales of investments prior to their execution by the City Treasurer. Vill ETHICS AND CONFLICTS OF INTEREST The City Manager, City Treasurer and city employees involved in the City's banking and investment process shall conduct the City's business in an ethical manner and refrain from any activity or relationship that may be, or have the appearance of, a conflict of interest. Any questionable activity or relationship shall be reported immediately and in compliance with the procedures set forth in Section 1.40 - Conflicts of Interest and Acceptance of Gifts and other Gratuities of the City of La Quinta Personnel Manual. Reporting must be made in accordance with the personnel policies of the City and, until resolved, the officer or employee shall refrain from participating in the City's business related to the matter. The City Manager, City Treasurer and city employees may conduct personal business with banks, brokers, and other financial institutions that are authorized to conduct business with the City provided that the terms of the activity to the accountholder with the City are the same as those that are available to the public in general. IX AUTHORIZED FINANCIAL DEALERS AND INSTITUTIONS The City Treasurer maintains a listing of financial institutions which are approved for direct 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. I Broker/Dealers who desire to become bidders for direct investment transactions must supply the City with the following: 1� Current audited financial statements; 1� Proof of Financial Industry Regulatory Authority (FINRA) Certification; P. Trading resolution; 11� Proof of California registration; P. Resume of Financial broker; and ll� Completion of the City of La Quinta Broker/Dealer questionnaire (see Appendix F) which contains a certification of having read the City's Investment Policy. 7 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. The City Treasurer will also contact the following agencies during the verification process: ll� Financial Industry Regulatory Authority (FINRA) Public Disclosure Report File (1- 800-289-9999). ll� State of California Department of Corporations (1 -916-445-3062). The City Treasurer maintains a listing of financial institutions which are approved for investment purposes. All Broker/Dealers and financial institutions that provide investment services will be subject to City Council approval. 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 deposit or investment (see Appendix E, "Listing of Approved Financial Institutions"): A. Insurance - Public Funds shall be deposited only in financial institutions having accounts insured by the Federal Deposit Insurance Corporation (FDIC). B. Collateral - The amount of the City's deposits or investments not insured by the FDIC—shafl be collateralized by securities with market values of 110%, or by mortgages with market values 150%, of the amount of invested funds plus unpaid interest earnings. C. Disclosure - Each financial institution maintaining invested funds in excess of the FDIC insured amount shall furnish the City a copy of the most recent Call Report. The City shall not invest in excess of the FDIC insured amount in banking institutions which do not disclose to the city a current listing of securities pledged for collaterafization in public monies. X PERMISSIBLE DEPOSITS AND INVESTMENTS Permissible deposits and investments are summarized below. A more comprehensive list is included in Appendix A. Permissible Investments and Limitations (See Appendix A for Additional Information) Maximum Allocation Maximum Maturity Restrictions Checking & Savings Accounts FDIC Insured & Sweep Accounts 85% Portfolio Current I Sweep Account: U.S. Treasures On Demand and/or GSE's Interest bearing active bank deposits — non FDIC insured collateralized by 60% Portfolio Current 1 $40 million I 10% of eligible securities On Demand per bank L*J Permissible Investments and Limitations Maximum maximum Restrictions (See Appendix A for Additional Information) Allocation Maturity Certificates of Deposit - FDIC Insured 60% Portfolio 3 Years <= $250,000, including interest per institution <=$30,000,000 U.S. Treasury Bills, Notes and Bonds, and Government National 100% Portfolio 3 Years maturing 3-10 Mortgage Association (GNMA) Securities Yrs. <=$30,000,000 maturing 3-10 Local Agency Bonds/Califomia Local Agency Obligations 100% Portfolio 10 Years YM. Long temn 'A, A2, A" or better U.S. Government Agency Securities and Federal Government Securities (except collateralized mortgage obligations (CMO's) or structured notes which contain embedded rate options): - Federal National Mortgage Association (FNMA) $20.000,000 3 Years - Federal Home Loan Bank Notes & Bonds (FHLB) $25.000,000 3 Years - Federal Farm Credit Bank (FFCB) $30.000,000 3 Years - Federal Home Loan Mortgage Corporation (FHLMC) $20.000,000 3 years Prime Commercial Paper including Temporary Liquidity Guarantee 15% Portfolio 90 Days .$5,000,000 per Program (TLGP) issuer maximum. Local Agency Investment Fund (LAIF) 30% Portfolio Current On Demand $40 million per account. Money market mutual funds regulated by the SEC that consist only of US 200% Portfolio Current Maintain $1 per Treasury Securities or GSE's and maintain a par value of $1 per share On Demand share par value $5.000,000 max Corporate Notes 10% 3 Years per issuer AA rated or better $10,000,000 max Corporate Notes - Temporary Liquidity Guarantee Program (TLGP) 20% 3 Years per issuer, AA rated or better. Requires Professionally Managed Account 10% 3 Years City Council - I I Approved RFP Long -Term Scale S&P AAA, AA +, AA, AA-, A+, A Moody's Aaa, Aal, Aa2, Aa3, Al, A2 Fitch AAA, AA +, AA, AA-, A+, A 1 Checking, Savings, and Sweep Accounts - The City will only maintain checking, savings, and sweep accounts with FDIC insured financial institutions. As authorized by the City Council, a U.S. Treasury and/or U.S. Agency Securities Money Market Sweep Account with a $50,000 target balance may be maintained in conjunction with the checking account. In addition, the Treasurer may invest in an interest bearing active deposit account as approved Government Code Section 53632. The deposit account must be collateralized with securities that are in accordance with Government Code Sections 53632.5(c). In addition the market value of the collateralized securities must be maintained in accordance with 53652 (a), and be held by a custodian in accordance with the requirements of Government Code Section 53656. The proposition of the City's share of the deposit account shall be determined in accordance with Government Code Section 53658. 2. Certificates of Deposit - As authorized in Government Code Section 53649, Certificates of Deposit are fixed term investments which are required to be collateralized from 110% to 150%'depending on the specific security pledged as collateral in accordance with Government Code Section 53652. There are no portfolio limits on the amount or maturity for this investment vehicle. Collateralization will be required for Certificates of Deposits in excess of the FDIC insured amount. The type of collateral is limited to City authorized investments. Collateral will always be held by an independent third party from the institution that sells the Certificates of Deposit to the City. Evidence of compliance with State Collateralization policies must be supplied to the City and retained by the City Treasurer as follows: A. Certificates of Deposits Insured by the FDIC: The City Treasurer may waive collateralization of a deposit that is federally insured. B. Certificates of Deposit in excess of FDIC Limits: The amount not federally insured shall be 110% collateralized securities or 150% mortgages market value of that amount of invested funds plus unpaid interest earnings. The City's Investment Policy limits the percentage of Certificates of Deposit to 60% of the portfolio. > The City does not allow investments in CDAR's, or negotiable (secondary market) certificates of deposit. U.S. Treasury Bills, Notes, and Bonds and Government National Mortgage Associations (GNMA) securities - The City may invest in U.S. Treasury bills, notes, and bonds, and GNMA securities directly issued and backed by the full faith and credit of the U.S. Government. The City's Investment Policy limits investments in U.S. Treasury issues and GNMA's to 100% of the portfolio. The City's Investment Policy does not allow investments in state indebtedness. 4. U.S. Government Aqencv Securities and Federal Government Securities - The City may invest in securities issued by U.S. Government instrumentalities and agencies (commonly referred to as government sponsored enterprises or GSE's). These securities are not backed by the full faith and credit of the U.S. Government. Publicly owned GSE's include Federal National Mortgage Association (FNMA), Federal Home Loan Mortgage Corporation (FHLMC) and Student Loan Marketing Association (SLMA). Non -publicly owned GSE's include the Federal Home Loan Bank (FHLB), Federal Farm Credit Bank (FFCB), Federal Land Bank (FLB) and Federal Intermediate Credit Bank (FICB). The City's Investment Policy allows investment only in securities of FNMA, FHLMC, FHLB and FFCB. For Fiscal Year 2010/2011, the maximum face amount per issuer is $20 million for FNMA and FHLMC, $25 million for FHLB and $30 million for FFCB. In addition, no more than 30% of the portfolio surplus may be invested in all GSE's combined with a maximum $10 million face amount per purchase. Prime Commercial Paper - As authorized in Government Code Section 53601 (g), a portion of the City's portfolio may be invested in commercial paper of the highest rating (A-1 or P- 1) as rated by Moody's or Standard and Poor's. There are a number of other qualifications regarding investments in commercial paper based on the financial strength of the 10 corporation and the size of the investment. The City's Investment Policy permits investments in commercial paper with the following limitations: A. Maximum 15% of the portfolio. B. Maximum maturity of 90 days. C. Maximum of $5 million per issuer. These limitations are more restrictive than the State code allowed amounts of 25% of the total portfolio with maturities up to 270 days with no per -issuer limitations. The City is also permitted to invest in commercial paper issued under the FDIC Temporary Liquidity Guarantee Program subject to the aforementioned commercial paper limitations. 6. State Treasurer's Local Agency investment Fund (LAIF) - As authorized in Government EOde -Section 16429.1 and by LAIF procedures, local government agencies are each authorized to invest a maximum of $50 million per account in this investment program administered by the California State Treasurer. The City Treasurer may not invest more than $40 million per account in LAIF. The City's investment in LAW is allowable as long as the average maturity of its investment portfolio does not exceed two years, unless specific approval is authorized by the City Council. The City has two accounts with LAW and limits investment to 30% of the portfolio. Money Market Mutual Funds - As authorized in Government Code Section 53601 W, local agencies are authorized to invest in shares of beneficial interest issued by diversified management companies (mutual funds) in an amount not to exceed 20% of the agency's portfolio. There are a number of other qualifications and restrictions regarding allowable investments in corporate notes and shares of beneficial interest issued by mutual funds which include (1) attaining the highest ranking or the highest letter and numerical rating provided by not less than two of the three largest nationally recognized rating services, or (2) having an investment advisor registered with the Securities and Exchange Commission with not less than five years' experience investing in the securities and obligations and with assets under management in excess of five hundred million dollars ($500,000,000). The City's Investment Policy only allows investments in mutual funds that are money market funds maintaining a par value of $1 per share that invest in direct issues of the U.S. Treasury and/or US Agency Securities with an average maturity of their portfolio not exceeding 90 days and the City limits such investments to 20% of the portfolio. Corporate Notes - As authorized in Government Code Section 53601 (j), local agencies may invest in corporate notes. The notes must be issued by corporations organized and operating in the United States or by depository institutions licensed by the United States or any other state and operating in the United States. The City's Investment Policy allows investment in corporate notes authorized by the Government Code with the following limitations: 01 Maturities shall not exceed three years from date of purchase. 1� Eligible notes shall be regularly quoted and traded in the marketplace. 01 Eligible notes shall be rated "AA"or better. 1� Total investment shall not exceed 10% of the portfolio for non -Temporary Liquidity Guarantee Program (TLGP) Corporate Notes and 20% of the portfolio for TLGP 11 Corporate Notes, and The maximum aggregate investment shall not exceed $5 million face amount for each issuer. This is more restrictive than the State code allowed amounts of 30% of the total portfolio with maturities up to five years with no per -issuer limitations. The City is also permitted to invest in corporate notes issued under the FDIC Temporary Liquidity Guarantee Program subject to the aforementioned corporate note limitations, except that corporate notes issued under the Temporary Liquidity Guarantee Program or otherwise backed by the United States government shall be limited to 20% of the portfolio and the maximum aggregate investment for such notes shall not exceed $10 million face amount for each issuer. 9. Professionally Managed Account(s) - The City Treasurer may place up to 10% of the portfolio with a professional portfolio management firm ("PPMF"). The PPMF will be approved by the City Council based upon the City Treasurer's recommendation pursuant to completion of a request for proposal (RFP) as outlined in Appendix G. The PPMF shall have: (a) An established professional reputation for asset or investment management; (b) Knowledge and working familiarity with State and Federal laws governing and restricting the investment of public funds; (c) Substantial experience providing investment management services to local public agencies whose investment policies and portfolio size are similar to those of the City; (d) Professional liability (errors and omissions) insurance and fidelity bonding in such amounts as are required by the City; (e) Registration with the Securities and Exchange Commission under the Investment Advisers Act of 1940. Before engagement by the City and except as may be specifically waived or revised, the PPMF shall commit to adhere to the provisions of the City's Investment Policy with the following exceptions: (f) The PPMF may be granted the discretion to purchase and sell investment securities in accordance with Appendix I of this Investment Policy; (g) The PPMF is not required to adhere to the buy -and -hold policy of the City's Investment Policy, and; (h) The PPMF does not need City Manager or City Treasurer approval to make permissible investments as detailed in column 8 of Appendix H of this Investment Policy. 10. Local Agency Bonds and California Local Agency Obligations - The City may invest in California local agency obligations pursuant to 56301 la) and 53301 (e). 53601 (a) pertains to investing in bonds issued by a local agency, department, board, agency or authority of the local agency. 53601 (e) pertains to investing in bonds and other defined indebtedness of a local agency or department, board, agency or authority of the local agency within the State of California. The City's Investment Policy limits investments in Local Agency Bonds and California Local Agency obligations to 30% of the portfolio with up to 6 ten year maximum maturity. In addition, the Agency obligations must be invested in the long term rating of A, A2, A or better by S&P, Moody's or Fitch. 12 In the case of an initial public offering, including refinancings, the Treasurer may purchase directly from the Bond Underwriter. If the case of secondary issues, the Treasurer will rely on the approved Broker/Dealers. XI INVESTMENT POOLS There are three (3) types of investment pools: State -run pools (e.g., LAIF); Pools that are operated by a political subdivision where allowed by law and the political subdivision is the trustee (e.g., County Pools); Pools that are operated for profit by third parties. The City's Investment Policy permits investment only in pools authorized in Section X. XII PAYMENT AND CUSTODY The City shall engage qualified third party custodians to act in a fiduciary capacity to maintain appropriate evidence of the City's ownership of securities and other eligible investments. Such custodians shall disburse funds, received from the City for a purchase, to the broker, dealer or seller only after receiving evidence that the City has legal, record ownership of the securities. Even though ownership is evidenced in book -entry form rather than by actual certificates, this procedure is commonly accepted as the delivery versus payment (DVP) method for the transfer of securities. XIII INTEREST EARNING DISTRIBUTION POLICY Interest earnings are 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, Successor Agency to the City of La Quinta Redevelopment Agency and La Quinta Financing and Housing Authorities 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. 13 XIV INTERNAL CONTROLS AND INDEPENDENT AUDITOR The City Treasurer shall establish a system of internal controls to accomplish the following objectives: 1� Safeguard assets; 1� The orderly and efficient conduct of its business, including adherence to management policies; 1� Prevention or detection of errors and fraud; 1� The accuracy and completeness of accounting records; and 1� 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: Control of collusion. Collusion is a situation where two or more employees are working in conjunction to defraud their employer. 2. Separation of transaction authority from accounting and record keeping. 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. 3. 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. 4. 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. 5. Clear delegation 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. 6. Written confirmation or teleDhone transactions for investments and wire transfers. Due to the potential for error and improprieties arising from telephone transactions, all telephone transactions shall be supported by written communications or electronic confirmations 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. 7. 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 iV independent auditor in connection with the annual audit of the City's Financial Statements. The independent auditor's letter on internal control over financial reporting and compliance as it pertains 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 auditor's letter, as it pertains, 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. See Appendix D, "Segregation of Major Investment Responsibilities." XV 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. The Treasurer's Report shall summarize cash and investment activity and changes in balances and include the following: 1� A certification by the City Treasurer. 1� A listing of purchases and sales/maturities of investments. 0. Cash and Investments categorized by authorized investments, except for LAW which will be provided quarterly and show yield and maturity. Comparison of month end actual holdings to Investment Policy limitations. 1� Current year and prior year monthly history of cash and investments for trend analysis. 1� Balance Sheet. 1� Distribution of cash and investment balances by fund. 1� A year to date historical cash flow analysis and projection forthe next six months. ll� A two-year list of historical interest rates. XVI FINANCIAL ASSETS AND INVESTMENT ACTIVITY NOT SUBJECT TO THIS POLICY The City's Investment Policy does not apply to the following: 1� Cash and Investments raised from Conduit Debt Financing; 1� Funds held in trust in the City's name in pension or other post -retirement benefit programs; 1� Cash and Investments held in lieu of retention by banks or other financial institutions for construction projects; 1� Short or long term loans made to other entities by the City or Agency; and Short term (Due to/from) or long term (Advances from/to) obligations made either between the City and its funds or between the City and Agency. XVII 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 15 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. These 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. XVIII INVESTMENT ADVISORY BOARD - CITY OF LA QUINTA The Investment Advisory Board (IAB) is a standing board composed of five members from the public that are appointed by the City Council. Background information will be requested 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 that have a bearing on the appropriateness of that member's service on the board. All board members shall report annually to the City Clerk on Form 700, Statement of Economic Interests, any activities, interests, or relationships that may be, or have the appearance of, a conflict of interest. The IAB must meet at least quarterly, but usually meets monthly, to: Review at least annually the City's Investment Policy and recommend appropriate changes; 2. Review monthly treasury report and note compliance with the Investment Policy and adequacy of cash and investments for anticipated obligations; 3. Receive and consider other reports provided by the City Treasurer; 4. Meet with the independent auditor after completion of the annual audit of the City's financial statements, and receive and consider the auditor's comments on auditing procedures, internal controls and findings for cash and investment activities, and; 5. Serve as a resource for the City Treasurer on matters such as proposed investments, internal controls, use or change of financial institutions, custodians, brokers and dealers. The IAB will report to the City Council after each meeting either in person or through correspondence at a regular City Council meeting. See Appendix 13: "Investment Advisory Board Provisions." XIX INVESTMENT POLICY ADOPTION The City's Investment Policy will be reviewed annually by the City's Investment Advisory Board and the City Treasurer. The Investment Advisory Board will forward the Investment Policy with 16 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 Policy and any comments prior to submission to the City Council for their consideration. The Investment Policy shall be adopted by resolution of the City Council annually before the end of June of each year. 17 ZI F- z D LL 0 F- G U) F- z LLJ uj Z 0 z e U) U) 0 0- LLJ a LLJ -j co (n U) 2 cc LLJ 0- LL 0 cr D (f) E E E c 0 .2 E x w E 0 o �2 Z E E E 0,x- 4) .0 —0 _0 a-) ca 4) ow = m F- E 0 0 mAw 0 CF 0 :3 0 iZ A n 0 0 �p , 0 M 0 M ca -6 z r w Z E E � i:. c 115 -E V Z� E to E 0 0 0 0 U) .0 E x > 0 lu; m E 0 x C; x E E :j v Ct < a 11 v 0 if v E 3 c .2 0 0 0 0 0 0 E 0 IA = (A 75 t- VO f .0 .0 ZO X 0 90 0 0 0 0 0 OC3 0 0 0 0 0 M CL 0. (L (I :3 LL E ro .2 -6 �2 .2 :2 — .2 — .2 — .2 — .2 �2 3 = 0 a 0 !E f —VO E cc r) 0 0 0 0 0 0 0 ol CL 0. IL Q a Q Q (L a- a. (L m 0 o a L6 C5 c; R 00 Em� c m E EL) 0 2 1—, > W.c E 0 c a (9.2 0 :E w E -6,40 �z :n O.S 0 .Lu > = — �% 2 0-- ?1 w w w E -0 m 0- (!) 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Z;.o 0 00 0 a 0 aw 019 'm m m 0, 0 M E E E 0 00 > am I E- 2 E 0 MOM C6 0. om m'jj 0 c E M m 0 a 12 f 5- 0 8 0 M� M 0 c -- 0 0 0 '0 Z m Bm 0 .@ 4, - M2 1; , o mm 0 M 8:2 2 ow M 0 0 = o -a i2 .0 �o 0 E c ow � 00 i 0 M 0 IL 0 0 M MM 0 c 0 IL 0 0 0 0 Fro, Appendix B City of La Quinta Municipal Code Chapter 2.70 INVESTMENT ADVISORY BOARD PROVISIONS Sections: 2.70.010 General Rules Regarding Appointment. 2.70.020 Board meetings. 2.70.030 Board functions. 2.70.010 General rules regarding appointment A. Except as set out below, see Chapter 2.06 for General Provisions. B. The Investment Advisory Board (the"board") is a standing board composed of five (5) members from the public that are appointed by city council. C. Applicants for the board should have a background in finance, preferably with knowledge and/or experience in markets, controls and accounting for securities. Background information will be requested and potential candidates must agree to a background check and verification. D. 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 that have a bearing on the appropriateness of that member's service on the board. Such matters may include, but are not limited to, changes in employment, changes in residence, or changes in clients. E. To promote continuity, the expiration of the terms of the members of the board shall be staggered. The term of service is three years, with one or two terms expiring each year. 2.70.020 Board meetings. The Board usually will meet monthly, 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. A. The principal functions of the Board are: (1) review at least annually the City's Investment Policy and recommend appropriate changes; (2) review monthly Treasury Report and note compliance with the Investment Policy and adequacy of cash and investments for anticipated obligations; (3) receive and consider other reports provided by the City Treasurer; (4) meet with the independent auditor after completion of the annual audit of the City's financial statements, and receive and consider the auditor's comments on auditing procedures, internal controls, and findings for cash and investment activities, and; (5) serve as a resource for the City Treasurer on matters such as proposed investments, internal controls, use or change of financial institutions, custodians, brokers and dealers. B. The Board will report to the City Council after each meeting either in person or through correspondence at a regular City Council meeting. 20 Appendix C City of La Quinta Municipal Code 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 self 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 cancelled 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) 21 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) 0*11 SEGREGATION OF MAJOR INVESTMENT RESPONSIBILITIES Function Develop and Recommend Modifications to City's Formal Investment Policy Review City's Investment Policy and Recommend City Council Action Adopt Formal Investment Policy Implement Formal Investment Policy Review Financial Institutions & Select Investments Acknowledge Investment Selections Execute Investment transactions Confirm Wires (if applicable) Record Investment Transactions in City's Accounting Records Investment Verification (match broker confirmation to City investment records) Reconcile Investment Records to Accounting Records and Bank Statements Reconcile Investment Records to Treasurers Report of Investments Security of Investments at City Security of Investments outside City Review Internal Control Procedures 23 Appendix D Responsible Parties Investment Advisory Board and City Treasurer City Manager and City Attorney City Council City Treasurer City Treasurer City Manager or his/her designee City Treasurer or City Manager Accounting Manager or Financial Services Assistant Accounting Manager or Financial Services Assistant City Treasurer and Financial Services Assistant Financial Services Assistant Accounting Manager Accounting Manager or Senior Secretary Third Party Custodian External Auditor Appendix E LISTING OF APPROVED FINANCIAL INSTITUTIONS 1. Banking Services Wells Fargo Bank, Government Services, Los Angeles, CA (Banking Services) Rabobank N.A., Government Banking Group, Roseville, CA (Collateralized Bank Deposits) 2. Custodian Services Bank of New York/Mellon, Los Angeles, CA 3. Deferred Compensation International City/County Management Association Retirement Corporation 4. Broker/Dealer Services Banc of America Securities/Merrill Lynch, San Francisco, CA Morgan Stanley, San Rafael, CA CitiGroup, Costa Mesa, CA 5. Government Pool State of California Local Agency Investment Fund City of La Quinta Account 6. Bond Trustees 1991 City Hall Revenue Bonds - US Bank 1991 RDA Project Area 1 - US Bank 1992 RDA Project Area 2 - US Bank 1994 RDA Project Area 1 - US Bank 1998 RDA Project Area 1 &2 - US Bank 2001 RDA Project Area 1 - US Bank 2002 RDA Project Area 1 - US Bank 2003 RDA Project Area 1 - US Bank 2011 RDA Project Area 2 - US Bank 2011 Fin Auth Housing 1 &2 - US Bank Assessment Districts - US Bank No Changes to this listing may be made without City Council approval 24 Appendix F BROKERIDEALER QUESTIONNAIRE AND CERTIFICATION 1 . Name of Firm: 2. Address: 3. Telephone: I—) I- 4. Broker's Representative to the City (attach resume): Name: 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 % CD'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 25 Contact Telephone Client Since Contact Telephone 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. 11 12. 13. 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. Has a client ever claimed in writing that you 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 FINRA? Yes No_ If yes, please provide action taken Does your firm have any current, or pending complaints that are unreported to FINRA? Yes No_ If yes, please provide action taken Explain your clearing and safekeeping procedures, custody and delivery process. Who audits these fiduciary responsibilities? 26 Latest Audit Report 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— No — If yes, explain primary and excess coverage and carriers. 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 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 FINRA/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: ll� Latest audited financial statements. 10- Samples of reports, transaction confirmations and any other research/publications the City will receive. 1� Samples of research reports and/or publications that your firm regularly provides to clients. ll� Complete schedule of fees and charges for various transactions. 27 '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 U-1 Appendix G Request for Proposals Professional Portfolio Management Firm City of La Quints, CA The City of La Quinta, CA is soliciting Requests for Proposals (RFP) from interested firms for the provision of a discretionary investment management services for City of La Quinta, CA. The portfolio to be managed of the invested assets is will be approximately 10% of the City's investment portfolio and will be invested between 0 - 3 years. The investment of City of La Quinta, CA's funds is guided by the applicable State statutes and the City of La Quinta, CA's investment policy. A copy of the investment policy is attached for your information. Questions regarding this RFP should be directed to: Name: Title: City of: Address: City, State, Zip Code: Phone Number: John M. Falconer Finance Director/Treasurer La Quinta, CA P.O. Box 1504 La Quinta, CA 92247-1504 (760)777-7150 1. CRITERIA FOR EVALUATION AND SELECTION • Experience of the firm in providing services to public sector entities of similar size and with similar investment objectives; • Professional experience and qualifications of the individuals assigned to the account; • Portfolio management resources, investment philosophy and approach; • Responsiveness to the RFP, communicating an understanding of the overall program and services required; • Reporting capabilities; • Fees. 11. SELECTION TIMETABLE A. [Month, Day and Year] Proposals due by [Time] PST. B. [Month, Day and Year] Proposals evaluated: to be determined C. [Month, Day and Year] [City of La Quinta, CA] [Board/Council] approves selection and awards contract. Ill. FORMAT FOR PROPOSALS Please format your response to this RFP in the following manner: A. Organization 29 1 Describe your organization, date founded, ownership and other business affiliations. Provide number and location of affiliated offices. Specify the number of years your organization has provided investment management service. 2. Describe your firm's revenue sources (e.g., investment management, institutional research, etc.) and comment on your firm's financial condition. 3. Within the past three years, have there been any significant developments in your organization (e.g., changes in ownership, new business ventures)? Do you expect any changes in the near future? 4. Describe any U.S. Securities and Exchange Commission (SEQ censures or litigation involving your organization, any officer, or employee at any time in the last ten years. 5. Describe the firm's fiduciary liability and/or errors and omissions insurance coverage. Include dollar amount of coverage. B. Personnel 1 . Identify the number of professionals employed by your firm by classification. 2. Provide an organization chart showing function, positions, and titles of all the professionals in your organization. 3. Provide biographical information on investment professionals that will be involved in the decision -making process for our portfolio, including number of years at your firm. Identify the person who will be the primary portfolio manager assigned to the account. 4. Describe your firm's compensation policies for investment professionals and address any incentive compensation programs. C. Assets Under Management 1. Summarize your institutional investment management asset totals by category for your latest reporting period in the following table: Other Restrictive Number Operating Funds Number of Funds of Clients clients Governmental $ Governmental Pension $ N/A N/A Non Governmental $ N/A N/A Pension 30 Corporate $ N/A N/A High Net Worth Client $ N/A N/A Endowmental/Foun- $ N/A N/A dation 2. Provide the number of separate accounts whose portfolios consist of operating funds. 3. List in the following table the percentage by market value of aggregate assets under all governmental accounts under management for your latest reporting period: Type of Asset Percent by Market Value U.S. Treasury securities Federal Agency obligations Corporate securities rated AAA -AA Corporate securities rated A Corporate securities rated BBB or lower Other (specify 4. Describe the procedures that your firm has in place to address the potential or actual credit downgrade of an issuer and to disclose and advise a client of the situation. 5. Provide data on account/asset growth over the past five years. Indicate the number of government accounts gained and the number of government accounts lost. 6. List your five governmental largest clients. Identify those that are exclusively operating fund relationships and/or those that are other relationships (e.g., bond fund, retirement fund). 7. Provide a copy of the firm's Form ADV, Parts I and 11 (including all schedules). 8. Provide proof of State of California Registration, if your firm is not eligible for SEC registration. 9. Provide a sample contract for services. 31 D. Philosophy/Approach Describe your firm's investment philosophy for public clients, including your firm's philosophy regarding average duration, maturity, investment types, credit quality, and yield. 2. Describe in detail your investment process, as you would apply it to City of La Quinta, CA's portfolio. 3. What are the primary strategies for adding value to portfolios? 4. Describe the process you would recommend for establishing the investment objectives and constraints for this account. 5. Describe in detail your process of credit risk management, including how you analyze credit quality, monitor credits on an ongoing basis, and report credit to governmental accounts. 6. Describe your firm's trading methodology. 7. Describe your firm's decision -making process in terms of structure, committees, membership, meeting frequency, responsibilities, integration of research ideas, and portfolio management. 8. Describe your research capabilities as they would pertain to governmental accounts. What types of analysis do you use? 9. Describe the firm's approach to managing relationships with the broker -dealer community. E. Portfolio Management 1 . Are portfolios managed by teams or by one individual? 2. What is the average number of accounts handled per manager? 3. Which professional staff member will be the primary client contact for City of La Quinta, CA? 4. How frequently are you willing to meet with us? 5. Describe procedures used to ensure that portfolios comply with client investment objectives, policies, and bond resolutions. F. Fees Charged 1 . Please include a copy of your firm's fee schedule applicable to this RFP. 2. Identify any expenses that would not be covered through this fee structure and would be required in order to implement the firm's program. 32 3. Is there a minimum annual fee? G. Performance Reporting 1 . Please report on all accounts under $100 million. 2. Please provide performance history for governmental accounts for the last five years. 3. Please provide risk measurements for governmental accounts for the last five years. 4. Indicate whether your returns are calculated and compiled in accordance with the Association for Investment Management and Research (AIMR/CFA Institute) standards. 5. Do your reports conform to the State of California reporting standards? Are you willing to customize your reports to meet our specifications? 6. How will you notify us of investment transactions? 7. Are confirmations of investment transactions sent directly by the broker/dealer to the client? 8. Do your reports include rating information on investments which is required by GASB 40? H. References Provide a list of at least five (5) client references in California. References should be public agencies with portfolio size and investment objectives similar to City of La Quinta, CA. Include length of time managing the assets, contact name, and phone number. Insurance Requirements Exhibit A defines the insurance requirements that will need to be met prior to the [Board /Councill's approval of any agreement for services. J. Submittal of proposals 1 Seven (7) copies of the proposal shall be submitted in a sealed envelope bearing the caption RFP for (City of La Quinta, CA) and addressed to: City of La Quinta, CA P.O. Box 1504 La Quinta, CA 92247-1504 Attention: John Falconer, Finance Director[Treasurer 2. Proposal must be received no later than [Time] PST on [Month, Day, and Year]. ICICI 3. Proposals should be verified before submission. The City of La Quinta, CA shall not be responsible for errors or omissions on the part of the respondent in preparation of a proposal. The City of La Quinta, CA reserves the right to reject any and all proposals, to wave any irregularities, or informalities in the proposals, and to negotiate modifications to any proposal. Enclosures: Investment Policy Treasurers Report CM] CL M 21 EL c (1) E m c m a 0 0 0 (L 0 0 L) E cc w C > U) 0 T E (D iL iz 9 R --------------------- �2 a g 0 0 0 0 0 0 zo z z z z z z >T >l? >l! z A 0 0 0 o 0 0 o o o o o o . . . �& z z z z z z z z z z z 0 �! 0 0 0 p >- >T >- >2 >. .2 - - - - - - - - - - - - - - - - - - - - — E 0 0 0 70 a 0 0 0 0 0 0 0 0 li 0 0 0 0 — 0 HE , 0 , 0 -:3 0 0 0 , �R 0 0 0 1:3 z z z z z 0 z 0 z 0 z zo 0 a 0 0 CL < 0 a z z z z z z 0 a 0 0 :E 0 E V0 : "6 -0 0 0 > a. .6 000v=mwo—,�.'g 0 0 e � 0 0 0 0 0 "Z 0 0 0 0 o o o c o a . a � . a 2 o . 0 T 0 T . . e 0 Z Z z Z > > Z Z N N Z Z Z 0 Z 16 RN z 0 0 0 0 z A 0 w to Ep m T > 0 0 0 0 0 M 0 C, m >' >T Z 7 0 z )0- o z o z >- o � z - - - 4 - - - - - - - - - - - — :9 Z -o !2 a E 0 0 E w a 0 v Z -a Em ve E 'm a 0 a 0 M 0 mc 0 0 2 < > '55 M Z 0 6� a E o .0 a 15 0 W I Lo g 0 w CD 0 0 0 2 0 -6 < 0 z 2 m E2 0 m . 0 0 m 2 a 0 IL 0 0 In U) Z) E m E o 16 0 z 0 o 0 a We 0 0 o ---------------------- Of c 0 0 .2 Ewe a 0 0 C) - E M C) V 2 Z! 0 (L 0 W 0 0 12 1 0 o' E w -0 0 0 0 U) z 35 Appendix I Investment Management Process and Risk Except as provided for in Section 27000.3, Government Code Section 53600.3 declares as a trustee each Person, treasurer, or governing body authorized to make investment decisions on behalf of local agencies. As trustees are subject to the prudent investor standard. These persons shall act with care, skill, prudence, and diligence under the circumstances then prevailing when investing, reinvesting, purchasing, acquiring, exchanging, selling, and managing funds. Section 53600.5 further stipulates that the primary objective of any person investing public funds is to safeguard principal; secondly, to meet liquidity needs of the depositor; and lastly, to achieve a return or yield on invested funds (Government Code Section 27000.5 specifies the same objectives for county treasurers and board of supervisors). Risk is inherent throughout the investment process. There is investment risk associated with any investment activity and opportunity risk related to inactivity. Market risk is derived from exposure to overall changes in the general level of interest rates while credit risk is the risk of loss due to the failure of the insurer of a security. The market value of a security varies inversely with the level of interest rates. If an investor is required to sell an investment with a five percent yield in a comparable seven percent rate environment, that security will be sold at a loss. The magnitude of that loss will depend on the amount of time until maturity. Purchasing certain allowable securities with a maturi I ty of greater than five years requires approval of the governing board (see Government Code Section 53601). Part of that approval process involves assessing and disclosing the risk and possible volatility of fonger-term investments Another element of market risk is liquidity risk. Instruments with unique call features or special structures, or those issued by little known companies, are examples of "story bonds" and are often thinly traded. Their uniqueness often makes finding prospective buyers in a secondary market more difficult and, consequently, the securities' marketability and price are discounted. However, under certain market conditions, gains are also possible with these types of securities. Default risk represents the possibility that the borrower may be unable to repay the obligation as scheduled. Generally, securities issued by the federal government and its agencies are considered the most secure, while securities issued by private corporations or negotiable certificates of deposit issued by commercial banks have a greater degree of risk. Securities with additional credit enhancements, such as bankers acceptances, collateralized repurchase agreements and collateralized bank deposits are somewhere between the two o6 the risk spectrum. The vast majority of portfolios are managed within a buy and hold policy. Investments are purchased with the intent and capacity to hold that security until maturity. At times, market forces or operations may dictate swapping one security for another or selling a security before maturity. Continuous analysis and fine tuning of the investment portfolio are considered prudent investment management. I ... I The Government Code contains specific provisions regarding the types of investments and practices permitted after considering the broad requirement of preserving principal and maintaining liquidity before seeking yield. These provisions are intended to promote the use of reliable, diverse, and safe investment instruments to better ensure a prudently managed Portfolio worthy of public trust. Chapter II. Fund Management Local Agency Investment Guidelines 2010 Issued by California Debt Ind Investment Advisory Commission 36 GLOSSARY Appendix J (Adopted from the Municipal Treasurers Association) 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 and/or Government -sponsored enterprises. ASKED: The price at which securities are offered BANKERS' ACCEPTANCE MAI: A draft or bill or exchange accepted by a bank or trust company. The accepting institution guarantees payment of the bill, as well as the issuer. 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): A time deposit with a specific maturity evidenced by a certificate. Large -denomination CD's are typically negotiable. 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: Short-term 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. CONDUIT FINANCING: A form of Financing in which a government or a government agency lends its name to a bond issue, although it is acting only as a conduit between a specific project and bond holders. The bond holders can look only to the revenues from the project being financed for repayment and not to the government or agency whose name appears on the bond. 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. 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 37 lower than face value. A security selling below original offering price shortly after sale also is considered to be at a discount. DISCOUNT SECURITIES: Non -interest bearing money market instruments that are issued a discount and redeemed at maturity for full face value, e.g., U.S. Treasury Bills. 4. 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. 5. 1 FNMAs (Federal National Mortgage Association) - Like GNMA was chartered under the Federal National Mortgage Association Act in 1938. FNMA is a federal corporation working under the auspices of the Department of Housing and Urban Development (HUD). It is the largest single provider of residential mortgage funds in the United States. Fannie Mae, as the corporation is called, is a private stockholder -owned corporation. The corporation's purchases include a variety of adjustable mortgages and second loans, in addition to fixed-rate .mortgages. FNMA's securities are also highly liquid and are widely accepted. FNMA assumes and guarantees that all security holders will receive timely payment of principal and interest. 2. FHLBs (Federal Home Loan Bank Notes and Bonds) - Issued by the Federal Home Loan Bank System to help finance the housing industry. The notes 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. 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 s 1,000. They carry semi-annual coupons. Interest is calculated on a 360-day, 30 day month basis. 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. 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 (SBA's), Government National Mortgage Association notes (GNMA's), Tennessee Valley Authority notes (TVA's), and Student Loan Association notes (SALLIE-MAE's). FEDERAL DEPOSIT INSURANCE CORPORATION (FDIC): A federal agency that insures bank deposits, currently up to $250,000 per deposit through December 31, 2013., FEDERAL FUNDS RATE: The rate of interest at which Fed funds are traded, This rate is currently W 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 (FOMCI: 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 .pass-throughs" is often used to describe Ginnie Maes. 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 $50,000,000 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-half 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 event 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, bankers' 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 39 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 and positions 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. QUALIFIED PUBLIC DEPOSITORIES: A financial institution which does not claim exemption from the payment of any sales or compensating use or ad valorem taxes under the laws of this state, which has segregated for the benefit of the commission eligible collateral having a value of not less than its maximum liability and which has been approved by the Public Deposit Protection Commission to hold public deposits. 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 holder of securities sells these securities to an investor with an agreement to repurchase them at a fixed price on a fixed date. The security "buyer" in effect lends the "seller" money for the period of the agreement, and the terms of the agreement are structured to compensate him for this. Dealers use RP extensively to finance their positions. Exception: When the Fed is said to be doing RP, it is lending money that is increasing bank reserves. REVERSE REPURCHASE AGREEMENTS (RRP or RevRepo) - A holder of securities sells these securities to an investor with an agreement to repurchase them at a fixed price on a fixed date. The security"buyer" in effect lends the"seller" money for the period of the agreement, and the terms of the agreement are structured to compensate him for this. Dealers use RRP extensively to finance their positions. Exception: When the Fed is said to be doing RRP, it is lending money that is increasing bank reserves. 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, FNMA, 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 necessities to be payment due within one week. TREASURY BILLS: A non -interest bearing discount security issued by the U.S. Treasury to finance the national debt. Most bills are issued to mature in three months, six months or one year. 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. TREASURY NOTES: Medium -term coupon -bearing U.S. Treasury securities issued as direct I 09 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 or 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. 41