Loading...
2013 08 14 IABIOU T4bt 4 OULKA Investment Advisory Board agendas and staff reports are now available on the City's web page: www.la-quinta.org INVESTMENT ADVISORY BOARD AGENDA CITY HALL CAUCUS ROOM 78-495 Calle Tampico, La Quinta REGULAR MEETING on WEDNESDAY, AUGUST 14, 2013 AT 4:00 P.M. CALL TO ORDER . .... ..... 1 . Pledge of Allegiance 2. Roll Call APPOINTMENT OF OFFICIERS 1 � Appointment of Investment Advisory Board Chairperson 2. Appointment of Investment Advisory Board Vice -Chairperson PUBLIC COMMENT At this time members of the public may address the Board on any matter not listed on the agenda. Please complete a "Request to Speak" form and limit your comments to three minutes. CONFIRMATION OF AGENDA 'APPROVAL OF MINUTES 1 . Approval of the Minutes of June 12, 2013 CONSENT CALENDAR 1. Receive and File Treasurer's Report for May 31, 2013 BUSINESS SESSION 1 . Consideration of Fiscal Year 2013/2014 Meeting Schedule INVESTMENT ADVISORY BOARD AGENDA 1 August 14, 2013 CORRESPONDENCE AND WRITTEN MATERIALS 1 - Month End Cash Report for June 2013 and the Pooled Money Investment Board Reports - May 2013 and June 2013 2. Distribution of Investment Policy for Fiscal Year 2013/2014 BOARD MEMBER ITEMS - None ADJOURNMENT The next regular meeting of the Investment Advisory Board will be held on September 11, 2013, commencing at 4:00 p.m. in the Caucus Room, 78-495 Calle Tampico, La Quinta, CA 92253. DECLARATION OF POSTING 1, Vianka Orrantia, Senior Secretary, of the City of La Quinta, do hereby declare that the foregoing Agenda for the La Quinta Investment Advisory Board meeting was posted on the outside entry to the Council Chamber at 78-495 Calle Tampico, and the bulletin boards at 78-630 Highway 111, and the La Quinta Cove Post Office at 51-321 Avenida Bermudas, on August 12, 2013. DATED: August 12, 2013 VIANKA ORRANTIA, Senior Secretary City of La Quinta, California Public Notices The La Quinta Caucus Room is handicapped accessible. If special equipment is needed for the hearing impaired, please call the City Clerk's office at 777-7123, twenty-four (24) hours in advance of the meeting and accommodations will be made. If special electronic equipment is needed to make presentations to the City Council, arrangements should be made in advance by contacting the City Clerk's office at 777-7123. A one (1) week notice is required. If background material is to be presented to the Investment Advisory Board during a Investment Advisory Board meeting, please be advised that five (5) copies of all documents, exhibits, etc., must be supplied to the Senior Secretary for distribution. It is requested that this take place prior to the beginning of the meeting. Any writings or documents provided to a majority of the Investment Advisory Board regarding any item(s) on this agenda will be made available for public inspection at the City Clerk's counter at City Hall located at 78-495 Calle Tampico, La Quinta, California, 92253, during normal business hours. INVESTMENT ADVISORY BOARD AGENDA 2 August 14, 2013 INVESTMENT ADVISORY BOARD MINUTES WEDNESDAY, JUNE 12, 2013 CALL TO ORDER A regular meeting of the La Quinta Investment Advisory Board was called to order at 4:00 p.m. by Chairman Blum. PRESENT: Board Members Donais, Blum, Spirtos and Park ABSENT: Board Member Mortenson STAFF PRESENT: Finance Director, Robbeyn Bird, City Manager, Frank Spevacek, City Attorney, Kathy Jenson (via teleconference) and Senior Secretary, Vianka Orrantia PUBLIC COMMENT — None CONFIRMATION OF AGENDA — Confirmed APPROVAL OF MINUTES Approval of the Minutes of May 8, 2013 Motion — A motion was made by Board Members Park/Spirtos to approve the Minutes of May 8, 2013. Motion passed unanimously. CONSENT CALENDAR ITEMS 1. Transmittal of Treasury Report for April 30, 2013 Ms. Bird presented and reviewed the staff report for the month of March. Motion — A motion was made by Board Members Spirtos/Donais to review, receive and file the Treasurer's Report for April 30, 2013. Motion passed unanimously. BUSINESS SESSION 1 - Consideration of Fiscal Year 2013/2014 Investment Policy and Work Plan Items INVESTMENT ADVISORY MINUTES 1 June 12, 2013 Ms. Bird advised that the 2013/2014 Investment Policy is presented with the final changes/additions/deletions incorporated within the policy. At this time Staff Item No. 1 was discussed. - Mr. Spevacek advised the Board of the City Council's consideration of procuring a Money Management Investment Firm. Motion - It was moved by Board Members Park/Spirtos to approve the amended 2013/2014 Investment Policy and proceed for final approval by the City Council at the June 18, 2013 meeting. Motion passed unanimously. 2013/2014 Investment Advisory Board Work Plan Items Motion - A motion was made by Board Members Spirtos/Park to approve the 2013/2014 Investment Advisory Board Work Plan and proceed for final approval by the City Council at the June 18, 2013. Motion passed unanimously. CORRESPONDENCE AND WRITTEN MATERIAL 1 - Month End Cash Report, May 2013 and the Pooled Money Investment Board Reports - April 2013 Noted and Filed BOARD MEMBER ITEMS - None STAFF ITEMS 1. Money Management Investment Firm - (This item was discussed under Business Session Item No. 1) Mr. Spevacek updated the Board on the operating expense surplus, in addition to Redevelopment Agency litigation. ADJOURNMENT City's upcoming Fiscal Year 2013/2014 updating the Board on the status of the There being no further business, it was moved by Board Members Donais/Park to adjourq,this-m�e,etin _g--at.4:44 p.m. Motion passed unanimously. ully 11 Vianka Orranf—ia, Senior Secretary City of La Quinta, California INVESTMENT ADVISORY MINUTES 2 June 12, 2013 INVESTMENT ADVISORY BOARD CONSENT CALENDAR ITEM 1 Meeting Date: August 14, 2013 ITEM TITLE: Transmittal of Treasury Report for May 31, 2013 BACKGROUND: Attached please find the Treasury Report for May 31, 2013. RECOMMENDATION: Review, Receive and File the Treasury Report for May 31, 2013. Robbeyfl'Bird, Finance Director I M E M 0 R A N D U M TO: La Quinta City Council FROM: Robbeyn Bird, Finance Director[Treasurer SUBJECT: Treasurers Report for May 31, 2013 DATE: June 30, 2013 Attached is the Treasurers Report for the month ending May 31, 2013. 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: I certify that this report accurately reflects all pooled investments and is in compliance with the California Government Code; and is in conformity with the City Investment Policy. As Treasurer of the City of La 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. & - 2-9 - 1.3 Date Robbeyn Bi Finance Director/Treasurer Footnote (1) The amount reported represents the net increase (decrease) of deposits and withdrawals from the previous month. (2) The amount reported in the other column represents the amortization of premium/discount for the month on US Treasury, Commercial Paper and Agency investments. (3) The cash account may reflect a negative balance. This negative balance will be offset with transfers from other investments before warrants are presented for payment by the payee at the bank. Treasurer's Commentary For the Month of Aa �2O `133 Cash Balances — The portfolio size increased by approximately $2.0 million to end the month at $149.54 million. The major reason for the increase was due to the receipt of Motor vehicle in lieu fees in the amount of $2.5 million. Major expenditures were $1.7 million for Public Safety for the months of February and March 2013; and $298,000 for SilverRock reimbursements. Investment Activity — The investment activity resulted in an average maturity increase of 3 days from the prior month to end the month of May at 189 days. The Treasurer follows a buy and hold investment policy. During the month of May, the LAIF account decreased by $3.7 million. The sweep account earned $11 in interest income for the month of May and the bank fees for the month were $2,072 which resulted in a net decrease of $2,061 in real savings. Portfolio Performance — The overall portfolio performance decreased from the prior month and ended at .23% for the month, with the pooled cash investments at .30%. The portfolio yield should continue to stay at these levels for the near future. At this time last year, the portfolio was yielding .43% which reflects the current interest rate environment. Lool�jn_q_Ahead In the short term, the Treasurer will be investing in negotiable certificates of deposit, Government Sponsored Enterprises (GSE) paper and rolling over bond proceeds and reserves into U.S. Treasury bills or notes. 3 E E x m E 'D E 0 =0 E ID C> 2 d' ID E 0 4) (D 0 M 0 0 a) ID a) 0) 4) 0 z 0 z 0 z 0 z 0 z 0 z 0 z 0 z .0 E 0 0 10 A M 0 0 -2 0 0 B a, .6 m ID 0 .,0 ') LL V w U) Z5 U) 15 C5 0 0 > E E Zd a) m (D > > M (D WE > W M > 0 > LO > m co 0 0 0 0 0 0 > 0 0 0 CD 0 m 3: 0 0 .— E E E CC, W 0 E (D ?, om� �z qq000 !9 m o 0 c 0 LO o 0 m C14 0 0' C) 0 LO 10 4) E N 69 11 N 11 rj a x W C m 0 co V V I I lo 10 1 1 1 1 e 0000 q Cto 0 . C, q -.1 R R r 0 10 m 0000000 000 0 0 co co 0 q c6 c Ldw�d6 ct c:l q .2 o 0 0 c c; ai co a 0 c o cl cl Q E E J _R ol w 0 o o o c:5 u) H I &&&E cc 0000g C) _0 0 qq 9 . o o 0 (:i 0 0 .C: 00000 00 cc Lq co w Cd 0 0 0 o C! -,6,6 , 9 q C, 0 co C31 LL CR Lq Cell L12 C24 q 0 00 9 cl! Ci co Cc 0 Z: 0 co C? co < 7 7 W 0 c -000 o o 0 000 0 C; 6 o o o LL 000 10 q 0 - 0 0 1 v (5 Ci Ld C) v < < C - 00 0,00 oo 0000 6 X m CL ct ct C� < g 61 I I-C F 0.0 m C/) W 0 0 4) E m -E E .5D 0 0 E LL W 0 m ig z (D < 0 0 ca 0 LL 0 0 0 Z, 0. 0 03 0 �5 CL 0 m > 0 c cc W r,. 2 � a) 0 1. a 0 0 0 c < 'Om 20c X 12.01) m < 0 c E 0 z a, 'a c 0 0 0 LL 0 z L 0 c Cl) - & - (D < 0 m 0 E E 0 , 2 'a) W W IL - 0 E 4) ;i . 0 Ec 'S o '�6 'Fu 15 E! 0 0 c 0 E 0 ID > U) Z E 0 0 E 2 ) E > 0 co (a E o 0 9) M: 0 (.9 "E 15 �5 0 ca 0 0 TZM E 0 �a E > �Q W a) u5 E.2 E LL E 4) c c a c (D G) CD 4) L) E < < 4) c 0 U5 > 0 > 0 0- CD V 0 0 o, 10 C� cli 12 12 g E L m E > (D -a 6 5 c 0 — d- ir ;�� 0 0 0 c c c W W W LLI LU w t2 2 -r_ 16 0 0 z 0 0 03 03 coo M M Ci 0 0 t1i N! Lfi t": Lri L(i R R N � Ec� Ci wW �2 Oa C=4 c mo NO MO� �M 00�2wN � '0 '0 Cl 0 � � I s --�l c NNO�O�- a c q q "t -� N R Cli V: Ci .-M"Mw. 13� N M 000 N < z zzzzzzzzzz Cli q N z z z z Cl) z z 2 cl! .00 000 cl� cN[ LQ �t cl N N m RRR .,d .Oc wo e2.a. o o -,6 E> alz Z9 eeeeeeee a oa-t o o.:j I Lq t Ica o-od6C,61 M ��ocd U 0 < 2: — w T � .'V5 — ? ? > z z Z, z a- E 0. LL w 0 0 0 E E 0 0 0 0 U) 0 2 2 2 T T T z E 0 � EL a c c j3 m 4u m m m m m m - a c a w ..-EEEE.EEE-� c . . . 2 - E E E Zm.wmaDOCID", z E E . . . . . c Co, c < m o. c < 5 5 D a <<<<<<<a,� 0 w:� < a S (n (0 u) co co u) u) m�5E: -Ew-u—cc ... m�5zzoz -6 u 03 q E -2 -6 -6 -6 z .5 1: 1 n E Cy �6 :E :E :E :E :E :E :E > . w . 1219- � C) m m m m ol 6 o 3: 23: 0 m 'a E Of E LJ E a3 .00 Cn ME am E . m E jE L)p< Z� 2 U) LLi MO ML 0 C-, -a �2 E 0 I C, 0 S,! U) Ct ci C:i C� Ci C� C� R NNNNNNNR 0 0 2 . z 0 c;l C'j N A 7E 't-Momnon 0 Cli Cli rl� R U� R Ci Ci R� at Ct R R R EUD 00 > Ca m E M - E2 E 2� 0 m M 0 z 0 w m 0 M 7i CD 0 6 MM 0 > E:R 0 m M 0 M . Z �2 0 0 t ID E > > 2- C 4F E G 16 E < 6 Z2 Cq E E > M M CO i� M M M -6 . j. 0 Di (6 (6 (0 CO U) C6 =i =j =i zi :3 :3 aQ e zp e, e, 0 �2 V Z2 V E 2 �;�;Ca000 C.�! Q �2 0. S 0000. C� Ct Ct C� CL C:i q as 0 o 0 . m 0 0 m ..coca.. C� mt W C� m C14 N IL '00 -'� M � 14 14 C, . 0. 0. 0. 0 q CI 14 0 0 0 0 1 6 .2 'm > r1l: S S, . . . . N 2 < 0 Ol a Ci 0 Ci cc� Ci C� C� 0 W E > N C'4 :-.! 0 0 v v; eeeeeee "0000, -�Mqqqq—� cc coaQ000 mmmcammmw > M w m m m 0 I I I I F- CO IL IL w 03 0 w V 4).2 0 0 EL W 2'�' < < F- ZZ (A 0 N 0 < m N GEE 5 04 CO L C, E Lu Ca CO < EL 0 OCLELIL99 03 1 1 000 coo E 0 0 03 CO w 10 w m 00 0 03 con Z Z IS z m m m m W 0 w M w w m M M E IL U) '0 C9 (on (wo u) Cwn um U) rj) (0 � � N N q ;: :: ;: �; Z; ;: ;: �? .000000 oo"ONN""N"" NNNNN 0 m ------------------ CIL Cli M- q PI: N w ) 9 Cli . Azzzzzzzzzzzzzzzzzz s CO M 0 w 0 o m a C-4 w 0 " N x CN! Cli Cri IQ K, 0 C,4 09 03 0. IN IR 1. COq ..a . . . . . Nq NR Nq Nq No No . . . . . . . E E E E E E E E E E E E E E [Z- E E E <0 <m <w <w <0 <w <0 <0 <0 <w 0 2 ZS ZS Z Z V5 V '05 V5 16 '�5 -'r, 'M V; 15 Z "m '�s Z; ------------------ . . . . . . . . . . . . . . . . . . . . . . 0 >w >' >' >- >- >- >- >- >- >- >- z z fl>T) Cn > - 2 LL !2 (0 , � §! > 0 1'613 (0 M r� 8 -u- 233 M, W-Ca �- _-.2, M,QQ= = 0 W.- OLL 2 C) E all g:�SE2 ?,L76 0,3 .03 m 0 Wx&immmmT(E< MC3 0 m m U) x - X.S N 0 Cj 0 LL �F- < < - Cq ul < < N mtirCNwwg aiT U) to "t 2:E C)o 0 > Im C COO LL 2 o 7516 '02 - - - - - - - - - - - - - SANT K R 5 :1 til A S.62�'- X-lYi �?3 4 R --------- --------- 9 k R o R R 8'... - "I P2 '4.Z.; 'i A . . . . . . 2 - - - - - — - - - - - - - - - - - - - - - - - - - 9 MEG- 2 8 K'� E T, g 2 2 .e5 ------ 4a G 2 a V 1 4 tnmgo 29 E�g 'q a — - - - — - - - - - - — - - - -6p!:!q A;;9�9 ;;sup .1 ig n 't ck MM UR f -i� .6'r E A E n g S s "� R A �k — F 7� 111.9 E V Z; 'X �ck Z aN 9.1 ;l 991. �:GRgj. -V = A .1; .5 c�; K Rg :2 Rif il. 102 Ucr g 2 -a —2 ga E g ;-a E Er, -6 -M E E . -�i .4i E - 62MRJ� 6 A.H .6 .9 �i 1 06 En Z) L d 8;�-;[ J & 0 m 'Gwmm�fmi 25T E E E E Z, , c -Ef 3r. 0 0 E fx 0 E E �i E z E o z :2 z 0 0 Z z 0 z 0 z 0 z 0 z S E 0 A a_ 16 0 a_ 0 0 0 -6 a. 0 w e Ei 5 w C) U- E2 i2 t2 0 0 0 0 0 0 02 0 c 2! > E2 0-1 0 -@L-,Ef -1 _ff -� 1 _ff Elo M > 0 oc� 00 0 0 0 -6 CL Ct C; C; c:; Eo - ]EV w Ci Ci CZ Ci 0 0 C . 0 w W v v E a a Z�T 6 e �pl e C; cR ct c od c9 19 19 ci E.Y d t� �2 0 gp c5 �6 z ci o cq c; u� c5 6 Q 0 0 Ci Ci C! 0 Q 00 CZ q cl: cz� 0 C� 0 O��O� -*80 00 w cc� LL csi L6 c; rl� Ld Lei Fo ci ct a c; g N u cd c; c6 L6 q w cq clj c1l m ct ct ci o IF o o LL Ld C5 C5 < cT 0 0 E L L . z I LL m 0 0 0 o 0 �5 e- :� a C3 � .2 > 0 0 m -E! 0 0 Z5 co LU 0 TC 41 ('D .00 ow' -6 .2 co :�; m < — 0 D- w 0 a) co Z 4) -6 c 0 z 0 r o t - r 0,,,c z LL 0 C m —Col 0 m c.0 c E 0 co o �w wo a- Z5 2 -F) om 0 f C3 Z E E --R E '� a co E 0 0100 �a 0 . 0 w E (-) C6 E C, 'T E—MZ= E 0� 0 m 0 F- > 2 0 < x C6 CD U- U- LL 0 w if. C4 C! C4 � 0 0 E.9 L) CD 0 > 012 IL LL < 1616'6 m a co a c . E E E 0 m ca W LLI W w 4) N . ca 'E cu 5 Co o c) -i cc o LL o �:e �; C', LO Ln Lr) r.-: C� C! b o - S- 'R 0 C5 0 (D C-4 c) 99 co 0 E2 LCL, cu C9 to ('4 L9 C� LO N 6 C:5 q Cq 0 V) a) 19 cg (D C14 M r- D ID C� cl� C� Go ,a 7 w �6 Cej N: C6 �Z Ci co co C) m L'I C! C'! t"� C� CL 0-1 CNO CQ Ra 8 LL CO CO I�r cl) 40 .6 CT N CO 40 a Co, L'o, W., .0 LO "S cn a r- (D c) cri Cli R w V) �Z ce) C� 'o N 0 ci 0 c! Cl! 0 M r- V) cr) (N 0) .0 t- C.4 to N co Cli 0) v C14 r-- o 0 -L C'l (ct rW cc,4 0) b ) r.- C�! 1, C� (6 1-t (D co (, P.: C6 (6 d �! C', co owo 00 Lo 't w co 0 LO — r.- LO r- m 03 Cli ai C� co In -0 �j r-- IT W ;; co LO C6 0 to 0 0 LO 01 Cli P.- r.- 'r cc! t- q V LO Lo co 10 Cli o q (,4 co CO 0) 'D c! 0) q k CI 0) 0 V) -0 'd- 04 Cz 0) 4 04 C6 C4 Cl) co 'M� L� cu Lo "t 0 C'q LO (D C*l Z tZ E cD 0 LQ V: (cl IRI& qm vi 0) 't ra > C'J r-- (D LO co 0)'0 P.: m co LO It �r Ci 0 v CN M 04 cc I - C-4 t,. 04 !2] z 1 1 la C, w Ir co C', Ce) M t- LO 0) CIL Cli CD 0, co cz) ': C) .3 w 0 CD Cl) 14- 0 M CD ll� vf 0 Ln t5 to C) 0 In C6 co It 0 co v L6 0 C) C9 q 04 act N Cli Cli Cl Cl) cli w C-i Id a) W co (D r- CN co U) 02 LO C2 co co co LO E a) In c� co 0) .6 C0 q r- 0) CO) co 00 N CN v! CD C6 cq to V) co r- Ct cv Lo C, CD Lo In w C4 Ct 0 0 -0 C, co co wt C6 D to CO Ol w CNI C'� el C; < CO 04 to d 0) 00 to 'n IOD CO) L.'o) V) 0 CV 0 Cl) C, co co '0 C*l n C, N CD vi LO co r rl- C14 Cli V� C6 Cj w CD cq 0 R ID c) 0) It r P- (n - co (N - N L C') eq co C, C'! C-4 CR co r% to .0 0 Lo C� Oct ci 0; �� 04 !P CD C6 r.- (D M t: LO 41: Cli r- w (R CIL r- M m -7 W) C6 cli I.: w Co LO LO cc CD C.) a C6 :3 0 Co Ce) 0 N -: q q q to 0) r- Cl) C"-) C-� co w Lr' C�i co 1(1 (Ci 04 co co 2 q CD N r- 0 C� Cl Cel (R U, Lo aci Cal 0) tC-%Z C'! P%� C� cl C-4 R w co ID C9 r-: CN avo co 0 to 04 CO co r- m W L) 0 E cm 15 2 J= a) Im x 4) E 45 co ow IX4 V) (a CXO CCU, 0 Or L) 4, U) - 0 C, C, c co 0 2 C: co x cm 'o 2 -2 > m L) CL C5 -D -6 � co 4, V C, r a- �: co U) w U) Co C) 0 0 0 ILJ 1 lz i3 o C, 0 0 0 0 00 CT 0000 0 0 R 0 C, a 0 0 - 00 CT 0 0 - C� 0 Ld 0 0 CD 0000 000 ;3 0 0 o Ct CD 0 0 0 rl- 0 r- 0 U) 0 de" 00 0 4 U) cr) Cl) 0 C'4 0 C, co 0 (N 10 d L6 CD cli CD 0 ce) (D 00 to CD 0 C, CD lc� co co (00 0 -0 CT C, CD CD 0) co CT CT p- m M 0 rl- 0 C,F 6 0 00 q, co d CT r.- — 0 CL > 'R Z; 5 0 w U) 0 0 ca c 0 U) a>) 10 E 0 �5 2 r CL H 0 > s , IL > c s ; -j m -0 U a cr. .T 0 cm CD ID c 1 v ca 0 -E LL U) Cl) -0 -0 c c -0 c :L 0 0 0. ca Cli z 0 2. co 0 E 2 ID E 0 z— ::3 Cl) cu .LD c LL -0 Q < E U) m (D 0 0 0 (D C:) cu L, 0 Cj -i cu C.) 4— o E C0 Cf) E C14 LO C) C\l "�t 04 C) C\l 1,- 04 0 — C6 cNi cs �i (D � 0 (D Lq Lq CNL Co F-- 0) co C:) 04 C-4 M LO LO LO C) C) r.- Cc C5 6 C=; M 0 0 C> 0 Cr) Ce) Ce) CV) m CO C0 co Cl) CD (D CD CD C) C) a CD C) 4) —" Q Z! Q 0 Q Q !Z! Q " C) CD C) CO C) C) U') C) —(D M m co w Ct) CY) M CV) U) U') LO LO C Lo Ul) LO LO LO C) C) C) CD 0) (0 Lf) CD 04 C) C� C) C) qct I- N C) CD C) C) C) (D cm CD Cl CD CD CD 0) C\l N C� Ci C� Cl C=� Ct r: 5� a C) CD C) C) C\F C6 ci CL CD C) CD CD CD Q le c) C=) C> C) T- -5 C� C) c) C> CD 0 4D q (=� cl w! U) c! C� 04 C) C) cm CD C\l 0 V) CN !Z' .� c) C\F 117 C6 2! CL Q) Q Cl) CL CIS U) (j) V) ca ca cu -6 -6 o o LL ca cu 0 0 0 F- F- AD IL CL fL a) > F- U5 C6 rc- a 0 CD (1) 15 :5 -- co C6 CD 0 Z> Cl) 6), U) CO m t3) 0> M la c CD 0 cu U) 0 m 13 CE) U) a> 0 co Co co J_- a) 0 Z ca U) �i -6 E tm (L co co U) E 0 E 0 &- n. :pi E (D Ca W E U) w E E cn U) ca CD 4) 4) (D N > :ON E L) r_ cc c E 0 > > 0):E I ca -0 2 -S S; 0 U) 0 U) 4) 4) E w LL Im —0 m 0 u) -o"f E > C/) ;�! 0 E LL LL m d) CD 0 CO C/) > M CO Co 4.1 > a) CD < 0 z E —i L) Z) 10 City of La Quinta Comparative Rates of Interest May 31, 2013 Citv of La Quinta Year Month - Annualized Pooled Cash E2minqs Fiscal Agent Overall Average Maturitv (days) Treasu!y Bills[Note Commercial Paper Three Month Non -Financial LAIF Ra 2.79;� Three Month ISix Month One Year Two Year FY (]&Ua July 2008 2.99% 1.93% 2.77% 62 1.70% 1.88% 2.29% 2.75% 2.18% August 2006 3.16% 1.92% 2.88% 51 1.69% 1.89% 2.14% 2.38% 2.08% 278% Sept2008 2.81% 1.92% 2.64% 37 1.42% 179% 1.96% 2.00% 2.13% 2.T7% Oct 2008 2.66% 2.61% 2.61% 29 0.90% 1.40% 1.72% 1,50% 2.07% 2.71% Nov 2008 2-38% 2.36% 2.36% 64 0.15% 0.49% 1.04% 125% 1.45% 2.57% Dec 2008 1.60% 0.18% 1.42% 116 0-06% 0.25% 0.59% 0.88% 0.97% 2.35% Jan 2009 1.36% 0.118% 123% 82 0.15% 0.35% 0.43% 0.88% 0.31% 2.05% Feb 2009 1.23% 0.18% 1.11% 75 0.30% 050% 0.61% 0.88% 0.48% 1.87% Mar2009 1.26% 0.18% 113% 69 0.20% 0.42% 0.70% 0.88% 0.37% 1.82% Api­2009 094% 0.18% 086% 54 031% 0.33% 0.59% 0.88% 0.28% 1.61% May 2009 0.92% 0.18% 0.84% 80 0.18% 030% 0.53% 0.88% 0.23% 1.53% June 2009 0.85% 0.29% 0.80% ill 0.20% 0.35% 0.55% 1.13% 026% 1-38% FY 09/10 July 2009 0.69% 0.30% 065% ill 0.19% 0.28% 0.47% 1.00% 0-28% 1.04% AugLw 2009 0.64% 0.30% 0.61% 92 0.16% 0.26% 0.46% 1.00% 024% 0.93% Sept2009 0.56% 0-31% 0.53% 112 0.12% 0.19% 0.41% 1.00% 019% 0.75% Oct 2009 0.52% 0.31% 0.50% 90 0,08% 0.19% 0.38% 100% 019% 0.65% Nov 2009 056% 0.31% 0.53% 152 0-04% 0.14% 0.32% 075% 0.15% 0.61% Dec 2009 0.56% 0.15% 0.51% 239 0-11% 0.20% 0.16% 100% 0.16% 0.57% Jan 2010 0.46% 0.15% 0.43% 179 0.06% 0-14% 0.34% 0.88% 0.13% 056% Feb 2010 0.51% 0.16% 0.48% 162 0.13% 0.19% 0.32% 0.88% 0.15% 0.58% Mar2010 0.50% 016% 0.47% 172 0.15% 0.24% 0.38% 1.00% 0-20% 0.55% Apr­2010 0.52% 016% 0.48% 162 0.15% 0.24% 0.49% 1.00% 023% 0.59% May 2010 0.52% 0.16% 0.48% 116 0.17% 0.22% 037% 0.75% 0,28% OZ6% June 2010 0.30% 0.06% 0.23% 134 0.16% 022% 0.32% 0.63% 0.32% 0.53% FY 10/11 July 2010 0.50% 0.15% 0-47% 119 0-16% 0.20% 0-30% 0.63% 0.28% 0.53% August 20 1 C1 0.49% 015% 046% 108 0.15% 0.19% 0.26% 0.38% 0.25% 0.51% Sept 20 10 0.55% 0.15% 0.51% 107 0.16% 0-19% 0.27% 0.38% 0.24% 0.50% Oct 2010 055% 0.15% 051% 88 0.13% 0-17% 0.23% 0.38% 0-23% 0.48% Nov 2010 0.53% 015% 0.49% 84 0.18% 0.21% 0.28% 0.50% 0.23% 0-45% Dec 2010 0.57% 0-14% 0.52% 265 0-16% 0.19% 0.30% 0-63% 0.23% 0.46% Jan 2011 051% 0.14% 043% 206 0.16% 0.18% 0.28% 0.63% 0.24% 0.54% Feb 2011 0.55% 0.17% 0.46% 210 0.16% 0.17% 0-31% 0.63% 0.23% 0.51% Mar2011 054% 0.17% 0.45% 218 0.05% 0-13% 0.26% 0.75% 0.23% 0.50% Apr20111 0.59% 017% 0.48% 192 0.05% 0.10% 0.28% 0.63% 020% 0.59% May2011 0.48% 0-17% 0.41% 156 0.06% 0.12% 0.20% 0.50% 016% 0.41% June 2011 0.53% 0.00% 0.35% 126 0.03% 0.10% 0.20% 0.38% 015% 0,45% FY 11112 July2011 0.53% 000% 035% 112 0.07% 012% 0-15% 0.20% 0.14% 0.38% Augusi:2011 0.60% 0.00% 0.38% 102 0.02% 0.05% 0.10% 013% 0.16% 0.41% Sepl:2011 058% 0.03% 0.39% 124 0.02% 0.06% 0-09% 0.13% 0.14% 038% Oct 2011 0.53% 0-03% 0.35% 117 0.01% 0.06% 012% 0.25% 0.15% 0.39% Nov2011 0.52% 0-03% 0.37% 94 0.03% 0.07% 0.10% 0.25% 0.14% 0.40% Dec2011 0.48% 0.03% 0-35% 86 0.02% 0.06% 0.11% 0.13% 0.14% 0.39% Jan 2012 0.45% 0.03% 0.34% 74 0.05% 0.08% 0.11% 0.25% 0.14% 0.39% Feb 2012 049% 0.05% 0.36% 72 0.12% 0-15% 0.17% 0.25% 017% 0.39% Mar 2012 0.44% 0.05% 0.34% 74 0.08% 014% 0.19% 0.25% 018% 0.38% Apr2012 0.44% 0.09% 0.35% 61 0.10% 0.15% 0-19% 0.25% 0.20% 037% May 2012 0.43% 009% 0.34% 62 0.09% 0.14% 0-19% 0.25% 0.19% 0.36% June 2012 0.38% 0-08% 0,29% 47 0.10% 0.15% 0.21% 0.25% 0.21% 0.36% FY 12tl3 July 2012 0.41% 0.08% 0.31% 112 0.11% 0-15% 0.18% 0.22% 0.22% 0.36% August 2012 0.41% 0.08% 0.29% 31 0-11% 0.14% 020% 0.25% 0.20% 038% Sepl:2012 043% 0.09% 0.33% 34 0.11% 014% 0-18% 0.25% 0.20% 0.35% Oct 2012 0.47% 0.10% 036% 22 0.13% 0.16% 018% 0.25% 0.19% 0-34% Nov 2012 048% 0.10% 0.36% 161 0.10% 0.15% 0-18% 0.25% 0.20% 0.32% Dec 2012 0-47% 0.10% 0.36% 137 0.08% 0.12% 0.16% 0.13% 0-20% 0.33% Jan 2013 0.44% 0-10% 0.34% ill 0.08% 0.11% 0.14% 0.25% 0.16% 030% Feb 2013 037% 0.10% 0.29% 105 0.13% 0.14% 015% 0.26% 0.17% 0.29% Mai­2013 0.39% 0.09% 0.30% 123 0.08% 0.11% 0.15% 0.25% 0.15% 0.29% Api­2013 0.31% 0.08% 0.25% 186 0.05% 0.08% 0.14% 0.13% 0.12% 0.26% 11 cm 4) Cc 4- M Cc m rvo m .w U) CF 0 0 %- -t: C-4 0 %- T- 0 CD N E 0 C5 80- 10-0 1.1-1 -0-0 10-0 LO 0 C) U') CD U) C> LO CD m m (N cq CD CD 6 CD C5 ci C5 ci C5 ca 2 co cc cc C\l (D -0 E (D 0 (D 0 C 0 12 INVESTMENT ADVISORY BOARD MEETING BUSINESS SESSION ITEM 1 Meeting Date: August 14, 2013 ITEM TITLE Meeting Schedule for Fiscal Year 2013/2014 BACKGROUND: Attached find a list of meeting dates for Fiscal Year 2013/2014. RECOMMENDATION: Approve the meeting schedule of the Investment Advisory Board for Fiscal Year 2013/2014. Robbeyn Yird, Finance Director T4t!t 4 4 Qumro MEMORANDUM TO: Investment Advisory Board Members Qitl FROM: Robbeyn Bird, Finance Director DATE: July 3, 2013 RE: 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. Listed below are meeting dates for the Boards review. Monthly August 14, 2013 September 11, 2013 October 9, 2013 November 13, 2013 December 11, 2013 January 8, 2014 February 12, 2014 March 12, 2014 April 9, 2014 May 14, 2014 June 11, 2014 Quarterl September 11, 2013 December 11, 2013 March 12, 2014 June 11, 2014 Please consider the schedules for Fiscal Year 2013/2014 and give Staff direction. INVESTMENT ADVISORY BOARD Meeting Date: August 14, 2013 TITLE: CORRESPONDENCE AND WRITTEN MATERIAL ITEM 1 Month End Cash Report for June 2013 and the Pooled Investment Board Report May 2013 and June 2013 BACKGROUND: The June 30, 2013 Month End Cash Report is hereby submitted for your review. This cash report is not a complete Treasury Report and excludes petty cash, deferred compensation and fiscal agent balances. Selected cash balances are reported to provide current cash balances to the Board. In addition, the Pooled Money Investment Board reports for May 2013 and June 2013 are included in the agenda packet. RECOMMENDATION: Receive & File Robbeyn ird, Finance Director 40 r- u N U.) viO08080 0qLl!c;odooq�q6qqqqgcq-s-q- aj 8o p o o 00 m co Q69 6 6o 000cdo o e og o 8 a� o 9 tq lo o o o Z� q o q o 16 d) o o ct -v > q ': S- ce) 'E a 210 0 0 cu 0 0 LL a) , -: 1: LO LO 0 m 0 ll� a) Lo LO oo J: co C) Z� LQ 0 LL 0 ca CL (D 00 t: E CN d) C/) >, a E w V) " I CY 0, C., m r_ 0 CCLL c u MM a) 11 L) m -J LLI 0 M �.a (1) dl E.9 < w IL (D 0 C m fog lu .2 x f-, % a (D '", C', 04 N q Ct r',� �2 V �2 0 w 0 r� 0 r- 1- 0 �- rl- N U) r� — r- r-- I- r- I-- r-- 00 0 LO w �; ;; g-0 "i q cq c4 a c4 cq N N -: 0 v �2 �! Lo I-- LO r� CD (D co LO . . . q c� C� . -* . w . r . T.- g E Z; E; Im - N 04 (D (D — — — 04 Cq C-4 OD OD m — . — - — -9 �5 E (D < -0 zo 8 A LOP (0 (D Cli C14 cli N 0) C'4 0 cli Cl) cr (D 0 E Z5 2L m U) 2 - 0 -6 > CL cu (D 'a (D E CL 0 0 c CL m c LL (D r m 0 0 'a (D CL m 0 m f; 0 MO 0. (D > 'a '0 2 m < t E -0 0 a) 0. :5 2 a 15 2 a d 15 CO. Ic CL t: 0 WID 0 E 0- (D CL E 0 0 E CL cu a F m v 0.- 0 m 0-0 c OJE 0 0 CL 0 0 0 d) 0 LL 0) B 0 0 'E 0 .2 _0 d) 0 CL r M M d) ca > Bill Lockyer, State Treasurer Inside the State Treasurer's Office Local Agency Investment Fund (LAIF) LAW CONFERENCE INFORMATION PMIA Performance Report Date Daily Yleld* Quarter to Date Yield Average Maturity (in days) 6/13/2013 0.24 0.25 244 6/14/2013 0.24 0.25 242 6/15/2013 0.24 0.25 242 6/16/2013 0.24 0.25 242 6/17/2013 0.24 0.25 238 6/18/2013 0.24 0.25 237 6/19/2013 0.24 0.25 235 6/20/2013 0.25 0.25 259 6/21/2013 0.25 0.25 257 6/22/2013 0.25 0.25 257 6/23/2013 0.25 0.25 257 6/24/2013 0.24 0.25 253 6/25/2013 0.24 0.251 6/26/2013 0.24 0.251 _249 246 LAIF Performance Report Quarter ending 03/31/2013 Apportionment Rate: Earnings Ratio: Fair Value Factor: Daily: Quarter To Date: Average Life: 0.28% .00000773831888202 1.0010186 0.27% 0.29% 213 PMIA Average Monthly Effective Yields MAY 2013 0.245% APRIL 2013 0.264% MARCH 2013 0.285% *Daily yield does not reflect capital gains or losses Pooled Money Investment Account Portfolio Composition $67.9 Billion 05/31/13 Tim( I CDs/13Ns 15.17% Ager 15.1 Loans 0.30% Commercial Paper 7.00% Mortgages 0.30% Treasuries 55.45% 3 Recent Bill Auction Results Page I of I TreasuryDirect tlianf. , Mn Kit wtl�nwal , Annoul K_Qme_-_tsMqtU� Bia LOU , 19Lq-6 Recent Bill AudiDn Result� Recent Bill Auction Results Security 1.. 0 Maturity Olwoun t Investment Price TOM D.. Data Rate % R ate % Per $100 CUSIP 4-WEEK 06-27-2013 07-25-2013 0,030 0,030 99,997667 9127957A3 13-WEEK 06-27-2013 09-26-2013 0.060 0.061 99.984033 912796BC2 26-WEEK 06_27-2013 12-26-201 3 0.105 0.107 99.946917 91279613119 52-WEEK 0627-2013 D6-26-2014 0.160 0,162 99.838222 912796BPI I -WEEK 06.20-2013 07-18-2013 0.045 0.046 99996500 912796AT6 13-WEEK 06-20-2013 09-19-2013 0.045 O.G46 99,988625 91279571<1 26-WFF.K 06-20-20�13 12-19-2013 0.075 0.076 99.962083 912796BQI 4-WEEK 06_1 3-20 3 07-11-2013 0J)'10 0.041 99.9%.089 91.2796A," 13-WEEK 06_13 _2013 09-12-2013 0.045 0.046 99.98"25 912796BB4 26-WEEK D6-13-2013 12-12-2013 0,080 0.081 99959556 912796AKS 4-WEEK 06-06-2013 07-05-2013 0.040 0.041 99.996778 912796AN9 13-WEEK 06,D6-2013 09-05-2013 0.045 0.046 99,988625 912796,AZ2 26-WEEK 06-06-2013 120 -2013 0,08 0.081 99959556 912796BNO 13-DAY 06_04.20 13 06:157-2013 0.0500 0,05 1 99,998194 912796ES4 4-WEEK 05-30-2013 06-27-2013 0,030 0,030 99,997667 9127956W6 13-WEEK 05:30:2013 08-29-2013 0,045 0046 99.98%25 912796AY5 26-WEEK 05 30 2013 11-29-2013 0.080 0.081 99.959333 912796BMO 52-WEEK 05,30-2013 05-29-2014 0.135 0,137 99.863500 9127961337 4-WEEK 05-23 _20 13 D6-20-2013 0.035 0.035 99.997278 912796AMI 13-WEEK 05-23-2013 08-22-2013 0.045 0046 99 9ON25 9127957E5 26-WFFK 05-23-20 1 .3 11:21-2013 0.085 0.086 99.957028 912796OL2 4-WEEK 05-16-2013 06 13-2C)13 O.Ojo 0,010 99999222 912796AL3 13-WEEK 05-16_20 13 08_ 15-2013 0.045 0,046 99 . 986625 912796AX7 26-WEEK 05-16-2013 il-14-2013 0.080 0.081 99.959556 912796AE9 4-WEEK 05-09-201 3 06-06-2013 0.000 0.000 100.ODOOGO 912796A)8 13-WEEK 05-09�2013 08-08 0.040 0.041 99.989889 912796AVI 26-WEEK 05-09-2013 :2013 11-07 2013 0.075 0,076 99�962083 912796BK4 4-WEEK 05-02_2013 05 30-2013 0.025 0.025 99998056 9127956R7 13-WEEK 05-02-22 3 08:01 0 1 3 0-050 0.051 99.987361 912796AU3 26-WEEK 05-02-2013 1:2 10-3 20 3 0.080 0.081 99.959556 912796131il 52-WEEK 05-02-2013 05-01-2014 0105 0.107 99.893833 912796SEB 4-WEEK 04 2 2013 05-23-2013 0.045 0,046 99.996500 912796AH2 13-WEEK 04 _255m2013 07- 25-2013 0.050 0.051 99,987361 9127957A3 26-WEEK 04-25_22 3 10-24 2013 0,085 0.086 99957028 912796BG3 4-WEEK 04-18-2013 05_16: 2013 00 50 0.05 1 99'.996111 912796AG4 13-WEEK 04-18-2013 07 18:2 13 0055 0.05 99 90N97 912796AI6 26-WEEK 04-18-2. 0 3 10: , 7 20013 0090 0.097 99'.954500 912795ZS7 4-WEEK 04-11-2013 05-09-2013 0.060 0.061 99.995333 912796Ar6 13-WEEK 04-11-201 3 07-11-2013 OXG5 0,066 99.983569 91279GAS8 26-WEEK 04-11 2013 10� 1 0-2013 0095 0.096 99.951972 912796BF5 EfFective with the 11/2/98 auction, all bills are auctioned using the single -priced method. I 1�1w_A Guidancg I L�J:Lv�& Legal XgqQgg. I Website (grais N Lg[Wj11qpg I Acoesslbi!Ajc I ()aLa Qk,,,Ilt U.5, Dentirtmg.,nt of the Tremury. Bureau 0 the Public De-b 4 http://www.treasurydirect.gov/RI/OFBills 6/27/2013 Recent Note, Bond, and TIPS Auction Results Page I of I TreasuryDired tLOL12e , In5t1tkjty2!.rdI , nouil f gs� 5 �­aLes­t&Arkgp_2ata , R�ent Nnte, Bond, and TIPS AwLion Resiults Recent Note, Bond, and TIPS Auction Results 5.owrilty Term TvPe 2-YEAR 5-YEAR 7_YEAR '29_ YEAR 3_YEAR ,).YEAR 29_YEAR 2-YEAR 5_YEAR 7_YEAR 9 YEAR 3_YEAR J('_YEAR 30_YEAR 2-YEAR 5-YEAR 5_Y -AR C 7-YEAR 3_YEAR 9_YEAR 29_YEAR 2-YEAR 5:YEAR 7 YEAR 9-YEAR 3-YEAR 9.YEAR 29 _YEAR 2_YE.AR 5 YEAR 7_V EAR .30 YEAR .3 YEAR 10 :YEAR 30 YEAR 2-YEAR 5-YEAR 7_YE. AR Jo_YEAR 3 YEAR B-MONTH 11-MONTH 11-MONTH 6 MONTH 10 MONTH 10:MONTH 10-MONTH 11-MONTH 11-MONTH NOIE NOTE N OTE TIPS NOTE NOTE BONI) NOTE N07E NOTE TIPS NOTE NOTE BOND NOTE rips NOTE NOTE NOTE NOTE BONI) NOTE N07E NOTE TIP's NOTE NOTE BON D NOT E NOTE NOTE TIPS NOTE NOTE BOND NOTE NO'HE NOTE TIPS NOTE 1- Maturity Intere9t Yield Price Date Date Rat. -/b % Per $100 07-01-2013 06-30-20JS 0375 0.430 99,890734 07-03-2013 06-30-2018 1.375 1.484 99.476843 07-01-2013 06-30-2020 1.875 1.932 99.628563 06-20-2013 02-15-2043 0.625 1,420 81.754227 06 17-2 13 D6-15:2 16 0.50 05081 9 75 876 06:17-2013 0 05- 1 5 210323 1.7500 2�2 9 995.9393 134 06-17-2013 05-15-204.3 2,875 3.355 90.978135 05-31-2013 0 .5-31-2015 0 - 250 0.283 99-934233 05-3 1 -2013 0 5 -31-20 18 1.000 1.045 99.781333 05-31-2013 05-31-2020 1 .375 1 .496 99.198680 05-31-2013 01-15-2023 0 125 -0.225 104.272695 05-15-20 13 05-15-2016 0.250 0 354 99.689924 05- 1 5-20 1 3 05-15-2023 1,750 1 . 810 99-453420 05-15-2013 05-j5-2043 2.875 2,980 97.927211 04-30-2. 013 04-30-20JS 0.125 0,233 9,9364628 04-30-20 1 3 04-15-2018 0. 1 25 -1 311 107.820710 04:30-2013 04-30-201B 0.625 0.710 99.583182 04 30 -2013 04-30' 2020 1 125 1.155 99.798822 04-15-223 04 15:20 16 0.250 0.342 99.72W4 04-15 -2013 02-15 2023 2.000 L795 101.839163 04-15-20 13 02-25-2043 3 125 2.99B 102487803 04-01-2013 03-31-2015 0.250 0.255 99.990045 04-01-2013 0 3 _31_2018 0.750 0.760 99.951048 04-01-2013 03-31-2020 1.12 5 1.248 99.176276 03.28 2013 01 15-2023 0.125 -0.602 107.058044 03-15-2013 03-15-2016 0.375 0.411 99.892773 03-15-2013 02-15-2023 2.000 2.029 99739223 03-15-2013 02 _ 15-2043 3A25 3.24 9T653846 02-28-2013 02_28_2015 0.250 0.25!/ 99,986045 02-28-2013 02-28-2018 0.750 0.777 99.867840 02-28-2013 02-29-2020 1.250 1.260 99.933199 02-28-20 13 02 15-2043 0.625 0639 99.494180 02-15 20 13 02�15 2016 0,375 0.411 99.892773 02-15-20 1 3 02 15_2023 2.000 2.046 99585912 02-15-2013 02-15-2G43 3.125 3.190 98 9416BO 01-31-2013 01-31-20JS 0.250 0.288 99.92.4273 01 01-311:2018 0.1375 0,889 99.931681 1:2D13 ,:3J 0 3 2013 0 1 -3 2020 1.375 1.416 99.727681 01.31_20 13 01. 1 5� 2023 0.125 -0630 107.505925 01-15-2013 01-15 201 6 0.375 0.385 99970201 - Denotes TIPS bond; all other TIPS without asterisks are notes CUSIP 9.12829VHO 91282OVK3 912826V]6 912810RA8 912028VG2 912828VB3 912610RB6 912828VD9 912828VE7 912628VI`4 912828UH1 912829VCI 912829VB3 91261OR86 91282BUY4 9128281JX6 912828UZI 912628VAS 912828UWB 912828UN8 912810QZ4 9J 2B28UT5 912828UU2 912628UVO 912828UHI 9 1 2828US7 912828UNO 912810QZ4 912828UP3 91282SUR9 912826UQI 912610RA8 912828UMO 912828UNO 912810QZ4 912828UK4 912828U)7 91282BUL2 912828UHI 912828UG3 Freedom of 1pformatIon Ac I L%jV A.�zWAMS I t.jotice5l gUkILg T ef rps A_(:gndW�L0.j I Acce5s bill Ly I Dd4 ) i _U.Al[ty U.S, Demirtmom Of tho., Tre�jsurv, EiLlreiki of the Public Debt 5 http://www.treasurydirect.gov/RI/OFNtebnd 6/27/2013 Printer Version - Board of Governors of the Federal Reserve System Page 1 of 4 Selected Interest Rates (Daily) - H. 15 Current ReleaLe Release Dates Daily Update Historical Data About Announcements Daily Update Release Date: June 27, 2013 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 27, 2013 Selected Interest Rates Yields in percent per annum Instruments Federal funds (effective) 2 3 Commercial Paper 3 4 5 2013 Jun 24 2013 Jun 25 0.09 2013 Jun 26 0.09 0.10 Nonfinancial I 1-month 0.07 0.07 0.08 2-month n. a. 0.10 n. a. 3-month n. a. 0.12 0.10 Financial 1-month 0.08 0.07 0.07 2-month 0.11 0.11 0.10 3-month 0.16 0.14 0.11 CDs (secondary market) 37 1-month 0.16 0.16 0.16 3-month 0.19 0.20 0.20 6-month 0.26 0.27 0.27 Eurodollar deposits (London) 3 a 1-month 0.22 0.22 0.22 3-month 0.28 0.42 0.28 0.42 0.28 0.42 6-month Bank prime loan 23 9 3.25 3.25 3.25 6 http://www.federalreserve.gov/releases/H15/update/ 6/27/2013 Printer Version - Board of Governors of the Federal Reserve System Page 2 of 4 Discount window primary credit � 10 U.S. government securities Treasury bills (secondary market) 34 4-week 3-month 6-month 1-year 0.75 0.75 0.75 0.01 0.06 0.03 0.02 0.06 0.06 0.11 0.14 0.11 0.11 0.17 0.16 Treasury constant maturities Nominal !-' 1-month 0.01 0.03 0.02 3-month 0.06 0.06 0.06 6-month 0.11 0.11 0.11 1-year 0.16 0.17 0.16 2-year 0.42 0.43 0.39 3-year 0.73 0.74 0.69 5-year 1.48 1.49 1.45 7-year 2.02 2.03 1.98 10-year 2.57 2.60 2.55 20-year 30-year Inflation indexed 12 . .......... 5-year 7-year 10-year 20-year 30-year Inflation -indexed long-term average - 13 3.27 3.31 3.27 3.56 -0.14 3.60 3.58 -0.16 0.21 -0 .22 0.22 0.64 0.16 0.64 0.60 1.22 1.21 1.15 1.45 1.44 1.38 1.16 1.15 1,09 Interest rate swaps 14 . .... . . ......... ....... 1-year 2-year 3-year 4-year 5-year 7-year 10-year 0.42 0.38 0.37 0.62 0.56 0.54 0.96 0.88 0.85 1.36 1.28 1.23 1.74 1.66 1.61 2.33 2.25 2.19 2.86 2.74 http://www.federalreserve.gov/releases/Hl 5/update/ 6/27/2013 Printer Version - Board of Governors of the Federal Reserve System Page 3 of 4 30-year 3.54 . ...... ...... CorDorate bonds mooay-s seasonea Aaa 15 4.46 l3aa 5.43 State & local bonds 16 Conventional mortgages 17 n.a. Not available. Footnotes 1. The daily effective federal funds rate is a weighted average of rates on brokered trades. 3.50 1 3.49 4.46 4.43 5.48 5.44 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. The 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.fedcralreserve.P,ov/releases/ct)/). 6. Financial paper that is insured by the FDIC's Temporary Liquidity Guarantee Program is not excluded from relevant indexes, nor is any 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 for certificates of deposit (CDs) that are actively traded in the secondary market and are issued by top -tier banks. Bids are generally for CDs issued in denominations of $1,000,000 or greater. 8. Source: Bloomberg and CTRI3 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 credit, which was discontinued after January 8, 2003. For further information, see ww��. 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 www.1ederalreserve.gov/releases/h I 5/data.htni. http://www.federalreserve.gov/releases/H I 5/update/ 6/27/2013 8 Printer Version - Board of Governors of the Federal Reserve System 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 r es 1� tit 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.treasury.y-ov/resouree-center/data-c[iart- center/interesl-rates/. 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 (ISDAO) 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 ICAP plc and published on Thomson Reuters Page ISDAFIX01. ISDAFIX is a registered service mark of ISDA0. Source: Thomson Reuters. 15. Moody's Aaa rates through December 6, 200 1, are averages of Aaa utility and Aaa industrial bond rates. As of December 7, 200 1, these rates are averages of Aaa industrial bonds only. 16. Bond Buyer Index, general obligation, 20 years to maturity, mixed quality; Thursday quotations. 17. Contract interest rates on commitments for 30-year fixed-rate first mortgages. Source: Primary Mortgage Market Surveys 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 site (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.federalreserve.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 10-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 infl ation- indexed constant maturity yields are read from this yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. 9 http://www.federalreserve.gov/releases/H I 5/update/ 6/27/2013 Printer Version - Board of Governors of the Federal Reserve System Page I of 3 Commercial Paper Summary Rates Volume Statistics Outstanding Year-end Maturity Distribution About Announcements Technical Q&As Commercial Paper Rates and Outstanding Summary Derived from data supplied by The Depository Trust & Clearing qo�rpqrp!ion, .Data as of J une 26, 2013 Posted Jtine 27, 2013 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- 7- 1- is- 30- 60- 90- 7- 15- 30- 60- 90- day day day day day day day 0.23 0.23 0.24 0.25 day day day 0.28 day day June 20 0.03 0.08 0.08 0.06 0.09 0.11 0.24 0.25 n.a. n.a, June 21 0.05 0.09 0.07 0.06 0.09 n. a. 0.12 0.26 0.26 0.28 0.32 n.a, June 24 0.05 0.05 0.05 0.07 n. a. 0.25 0.27 0.28 n.a, n.a, une J 25 0.06 0.06 0.06 0. 07 0.10 0.12 0.25 0.27 0.28 0.29 0.30 June 26 0.04 0.05 0.06 0.08 ....... .... n. a. 0.10 0.24 0.27 0.27 0.29 n.a. 0.32 Note: n.a. indicates that trade data was insufficient to support calculation of the particular rate. PI Ju 2( Ju 21 Ju 24 JU 25 Ju 26 AA financial AA asset -backed !riod 1- 1- 7- 15- 30- 60- 90- 7- is- 30- 60- 90- day day day day day day day day day day day day 0.05 n. a. 0.06 0.08 0.10 0.10 0.19 0.17 0.17 0.21 0.22 ne 0.13 ne 0.13 0.09 n. a. n. a. 0.07 0.12 0.16 0.14 0.19 0.16 0.19 0.21 n e 0.08 0.13 0.08 n.a. 0.06 0.11 0.16 0.16 0.18 0.16 0.20 0.21 ne 0.04 0.05 0.12 0.06 0.07 0.11 0.14 0.21 0.19 0.17 0.19 0.20 rie 0.06 0.05 0.13 7n.a. 0.07 0.10 0.11 0.10 0.14 0.17 0.21 0.21 10 http://www.federalreserve.gov/releases/cp/ 6/27/2013 Printer Version - Board of Governors of the Federal Reserve System Page 2 of 3 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 - Nonfinancial Total Dom n Financial Asset- backed Other mestic Foreign Monthly -end levels 2013-Jan. 1,080.9 215.1 165.9 49.2 555.0 312.6 242.4 309.8 1.0 Feb. 1,044.6 220.9 173.8 47.1 -523.3 310.5 212.8 299.6 .9 Mar. 998.5 201.6 163.8 37.8 503.2 289.2 214.0 292.3 1.3 Apr. 993.7 180.8 134.4 46.4 529.5 299.8 229.7 280.5 2.9 May 1,020.8 201.4 148.5 52.9 538.1 299.9 238.2 277.4 3.9 Weekly (Wednesday) levels May 29 1,047.8 214.5 158.8 55.7 556.5 311.4 245.1 272.9 3.9 June 5 1,030.6 217.3 163.0 54.2 534.6 296.1 238.5 274.8 3.9 June 12 1,034.5 220.1 167.5 52.6 534.9 296.2 238.7 275.6 3.9 June 19 1,037.8 222.4 172.0 50.3 529.7 288.0 241.6 281.9 3.9 June 26 1,039.8 231.4 181.5 49.9 520.4 279.9 240.5 284.1 3.9 Not seasonally adjusted Billions of dollars Period . . .... ........ Total Nonfinancial ::��ota �ID�omest�icF�oreig n� Financial Asset- backed Other mestic Monthly -end levels 2013-Jan. 1,059.9 207.5 163.5 44.0 545.7 302.2 243.5 305.6 1.0 Feb. 1,051.7 214.8 172.3 42.5 537.3 303.3 234.0 298.7 .9 Mar. 1,001.2 174.2 139.8 34.4 529.6 290.5 239.1 296.0 1.4 Apr. 1,046.8 187.0 137.8 49.1 5 .3 306.3 1 262.0 2886 2 9 �39 May 1,065.7 212.3 152.6 59.7 568.5 299.2 1 269.21 281.2 Weekly (Wednesday) levels May 29 1,088.4 209.7 149.9 59.8 593.8 314.8 279.0 281.1 3.9 June 5 1,064.3 213.3 154.9 58.4 569.7 301.6 268.1 277.4 3.9 June 12 1,063.9 215.4 157.3 58.1 568.2 302.7 265.5 276.5 3.9 June 19 1,071.9 222.6 166.7 55.9 571.1 304.5 266.6 274.4 3.9 June 26 1,048.1 211.4 157.1 54.3 563.9 298.1 265.7 268.8 3.9 http://www.federalreserve.gov/releases/cp/ 6/27/2013 11 Printer Version - Board of Governors of the Federal Reserve System Page 3 of 3 Return to top http://www.federalreserve.gov/releases/ep/ 6/27/2013 12 POOLED MONEY INVESTMENT ACCOUNT Summary of Investment Data A Comparison of May 2013 with May 2012 (DOLLARS IN THOUSANDS) May 2013 May 2012 Change Average Daily Portfolio 69,"5,667 64,079,655 +5,366,012 Accrued Earnings 14,451 19,727 -5,276 Effective Yield (%) 0.245 0.363 -0.118 Average Life -Month End (in Days) 249 224 +25 Total Security Transactions Amount 23,859,192 18,072,395 +5,786,797 Number 477 364 +113 Total Time Deposit Transactions Amount 1,933,480 1,666,480 +267,000 Number 96 104 -8 Average Workday Investment Activity 1,172,394 897,222 +275,172 Prescribed Demand Account Balances For Services ($) 1,730,244 1,927,915 -197,671 1 13 BILL LOCKYER TREASURER STATE OF CALIFORNIA Investment Division Selected Investment Data Analysis of the Pooled Money Investment Account Portfolio (DOLLARS IN THOUSANDS) May 31, 2013 DIFFERENCE IN PERCENT PERCENT OF LF- PORTFOLIO FROM TYPE OF SECURITY AMOUNT W PORTFOLIO PRIOR MONTH Government Bills 20,069,020 29.57 -0.94 Bonds 0 0.00 0 Notes 17,565,658 25.88 +0.57 Strips 0 0.00 0 Total Government 37,634,678 55.45 -0.37 Federal Agency Debentures 2,297,319 3.39 +0.43 Certificates of Deposit 10,300,061 15.17 +0.80 Bank Notes 0 0.00 0 Bankers' Acceptances 0 0.00 0 Repurchases 0 0.00 0 Federal Agency Discount Notes 7,542,580 11.11 +0.54 Time Deposits 4,421,640 6.51 +0.31 GNMAs 0 0.00 0 Commercial Paper 4,748,726 7.00 -1.83 FHLMC/Remics 205,011 0.30 0 Corporate Bonds 0 0.00 0 AB 55 Loans 280,609 0.41 +0.02 GF Loans 0 0.00 0 NOW Accounts 0 0.00 0 Other 450,069 0.66 +0.10 Reversed Repurchases 0 0.00 0 Total (All Types) 67,880,693 100.00 INVESTMENT ACTIVITY May 2013 April 2013 NUMBER AMOUNT ($1 NUMBER AMOUNT Pooled Money 477 23,859,192 570 28,649,345 Other 11 707,846 18 1,273,876 Time Deposits 96 1,933,480 102 2,732,800 Total 584 26,500,517 690 32,556,021 PMIA Monthly Average Effective Yield 0.245 0.264 Year to Date Yield Last Day of Month (%) 0.314 0.32� 2 14 Pooled Money Investment Account Portfolio Composition $67.9 Billion Tin CDs/BNs 15.17% Ag( 15 05/31/13 Loans 0.41% Commercial Paper 7.00% Mortgages 0.30% 3 Treasuries 55.45% i P1 Bill Lockyer, State Treasurer Inside the State Treasurer's Office Local Agency Investment Fund (LAIF) LAW CONFERENCE INFORMATION PMIA Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days) 7/2/2013 0.26 0.26 297 7/3/20113 0.26 0.26 295 7/4/2013 0.26 0.26 295 7/512013 0.26 0.26 293 7/6/2013 0.26 0.26 293 7/7/2013 0.26 0.26 293 7/8/2013 0.26 0.26 292 7/9/2013 0.26 0.26 294 7/10/2013 0.26 0.26 295 7/11/2013 0.26 0.26 293 7/12/2013 0.27 0.26 297 7/13/2013 0.27 0.26 297 7/14/2013 1 0.271 0.261 297 7/15/2013 1 0.271 0.261 2951 *Daily yield does not reflect capital gains or losses Time 7 CDs/BNs 15.76% Agenc 7.551 1 11 LAIF Performance Report Quarter ending 06/30/2013 Apportionment Rate: Earnings Ratio: Fair Value Factor: Daily: Quarter To Date: Average Life: 0.24% 00000667321954799 1.000273207 0.25% 0.25% 278 PMIA Average Monthly Effective Yields JUNE 2013 0.244% MAY 2013 0.245% APRIL 2013 0.264% Pooled Money Investment Account Portfolio Composition $58.8 Billion 06/30/13 Loans 0.49% Commercial Paper 7.23% 0.33% Treasuries 61.03% 16 Recent Bill Auction Results Page 1 of I TreasuryDirect Home , ln1tltutlQnaj , Announcements. Data 9L Res&ILU � Latest ALICtlon Data Recent 8111 Audion Results Recent Bill Auction Results Security I- . Maturity Dls�ount Inv ment Price To. . D= Data Rat. % Rat. N. Per $100 CUSIP 4-WEEK 07-25-2023 08-22-2013 0.020 0.020 99,998444 9127957E5 I 3-WEEK 07-25-2013 10-24-2013 0.035 0.035 99.991153 912796DG3 26- WEEK 07-25-2013 01-23-2014 0,070 0.072 99.964611 912796DVO 52-WEEK 07-25-2013 07-24-2014 0.115 0,117 99.883722 912796BTS 4-WEEK 07_i -2013 08-15-2013 0.020 0.020 99.999444 912796AX7 13-WEEK 07_1: -2013 10-17-2013 0.040 0041 99.98N69 912795ZO7 26-WEEK 0_1_18_2013 01-16-2014 0.070 0.071 99,964611 912796BU2 4-WEEK 07-JI-2013 08-08-2013 0.025 0.025 99.998056 912796AV1 13-WEEK 07-11-2013 10-10-2013 0.045 0.046 99.988625 912796BFS 26-WEEK 07-11-2013 01-09-2014 0.075 0.076 99.962083 912796AQZ 4-WEEK 07-05-2013 08-01-2013 0.015 0,015 99.996875 912796AU3 13-WEEK 07_')5�2013 10-03-2013 0.050 0.051 99.987500 912796BDO 26-WEEK 07 .05-201 3 Di-02-2014 0.085 0.086 99,957264 912796857 4-WEEK 06-27-20�0 07-25-2013 0.030 0.030 99.997667 9127957A3 13-WEEK 06 .27_20 3 09-26-201 3 0.060 0.061 99994633 912796OC2 26-WEEK 06-27_2013 12-26-2013 0.105 0.107 99.946917 91279613119 52-WEEK 06-27-2013 06-26-2014 0.160 0.162 99.838222 912796BP3 4-WEEK 06-20 .2013 07-18-2013 0.045 0.046 99.996500 912796AT6 13-WEEK 06-20 . 2013 09. J'J-201 3 0.045 0.046 99.9N625 9127957KI 26-WEEK 06-20_2013 12-ig-2013 0.075 0.076 99.962083 912796BQI 4-WEEK (16-13 _201 3 07- 1 1-2.013 0.040 Ok4l 99,996889 91279W8 13-WEEK 06-13-2013 09-12-2013 0.045 0.046 99.9811625 91279615114 26-WEEK 06-13-2013 12- 12-2013 0.080 0.061 99.959556 912796AK5 4-WEEK 06-06-2013 07-05-201 3 0.040 0.041 99.996776 912796AN9 13-WEEK 06-06-2013 09' 05-2013 0045 0.046 99.988625 912796AZ2 26-WEEK 06-M-21113 12-05-2013 O.Oao 0.081 99.959556 912796BN8 13-DAY 06-04-20 13 06-17-2013 0.050 0.051 99-998194 91279GES4 4-WEEK 05-30-20 13 06-27-2013 0.030 0,030 99997667 9127956WG 13-WEEK 05-30-2013 08- 29-2013 0.045 O.G46 99 9BM25 912796AYS 26-WEEK 05-30-201 3 11-29-2013 0.080 01081 99,959333 912796BMD 52-WEEK 05-30-2013 01-N-1014 11.131 0.137 99.863500 912796BJ7 4-WEEK 111-23.2ol 3 06-20-201 3 0.035 0.035 99.997278 912796AMI 13-WEEK 05-23-2013 08' 22�2013 0.045 0.046 99.989625 9127957125 26-WEEK 05-23-201 3 11-21-2013 0.085 0086 99.957028 912796131-2 4-WEEK 05-16-2013 06-13-2013 0.010 0010 99999222 912796AL3 13-WEEK 05-36-2013 08-1 5-2013 0.045 0.046 99,988625 912796AX7 26-W".K 05-16-20 .13 11-14-2013 0.080 0.081 99.959556 912796AE9 4-WEEK 05-09-2013 06-06-2013 0.000 0.000 100.000000 912796A)B 13-WEEK 05-09-2013 08-08-2013 0,040 0.041 99989889 91279GAVI 26-WEEK 05-09-2013 11�07-201 3 0.075 0.076 99.962083 912796BK4 Effective with the 11/2/98 auction, all bills are auctioned using the slngle-priced method. FroQdpni o I Law & Guldancel aLacy SJqgAL(j2UC,-�l I AccessIbil Ue I U.S. Depijament t)v the'rrea:urv, Bureau ol' the Public Debt http://www.treasurydirect.gov/RI/OFBills 7/24/2013 17 Recent Note, Bond, and TIPS Auction Results Page I of I TreasuryDirect tLiM � Institutional , n Dull (p.0L9a)ftKgL Lk Relul > La �,i thq�DaLa � Recent Note, Bond, and TIPS Auctloii Results Recent Note, Bond, and TIPS Auction Results S."Viky, T.'M TY0. 1..u. Maturity I.t.,..t Yield Prim Custp out. Date Rate % % P er $100 2-YEAR NOTE 07-31-2013 07-31-20J 5 0.250 0,336 99,828720 912829VN7 5-YEAR NOTE 07-31-2013 07-31-2016 1.375 1.410 99.831599 912828VQO 10-YEAR TIPS 07-31-2013 07-15-2023 0.375 0.384 100.004056 912826VM9 3-YEAR NOTE 07_ 15-2013 07.15�2016 0.625 0.719 99.721515 912828VL1 9-YEAR 10-MONTH NOTE 07- 15-2013 OS-15-2023 1750 2.670 92.085831 912828VB3 29-YEAR 10-MONTH BOND 07- 1 5-2013 05-15-2D43 2675 3.660 912BIORBG 2 Y -AR - F NOTE 0 7 01-2 13 D6 -30-2015 0 )7 5 04 30 :5.:14558 9. 90734 912828VHO 5-YEAR NOIE 07:01-20013 06-30-2018 1.375 1484 99. 4 76843 91282OVK3 7_YEAR NOTE 07-01-2013 06-30-2020 1.875 1,932 99.620563 91262OV16 -29 YEAR 8-MONTH , TIPj 06-28-2013 02-15-204 3 0.625 1.420 61.754227 912810RA8 3-YEAR NOTE 06-17-201 3 06� 15-2016 0.500 0.581 99.759878 912828VG2 9-YEAR 11-MONTH NOTE 06-17-2013 05-15-2023 1.750 2.209 95.933134 912628VB3 29-YEAR 11-MONTH BOND 06-17-2013 05-15-2043 2,875 3.355 90.978135 91281ORB6 2-YFAR NorE 05-31-2013 05-31-2015 0.250 0.283 99.934233 912628VD9 5_YEAR NOTE 05-31-2013 05-31-2018 1,000 J.045 99.781333 912828VE7 7_YEAR NOTE 05-31-2013 05-31-2020 1.375 1.496 99.198680 912828VF4 9_YEAR 8-61ONTH TIPS 05-31-2013 01-15-2023 0.125 -0.225 1D4.272695 912828UH1 3 YEAR NOTE 05-15-2013 05 15,2016 0.250 0.354 99.689924 912828VCI 10-YEAR NOTE 05-15-2013 05 15-2023 1.750 1.810 99.453420 912828VB3 30-YEAR BOND 05- 15-20 1 3 05- 1 5-20-43 2.875 2.980 97927211 91281ORD6 2_YEAR NOTE 04-30-2013 D4-30-2015 OJ 25 0,233 99.784628 912828UY4 5_YEAR TIPS 04-30-2013 04-15-2018 0.125 -1,311 107.820710 912828UX6 5 YEAR NOTE 04-30-2013 04-30-2016 0.625 0.710 99.583182 912828UZI 7_YEAR NOTE 04-30-2013 04-30-2020 1.125 1.155 99.798822 912829VA5 3 _YEAR NOTE 04-15-2013 D4.15-20:16 0.250 0.342 99.725644 912828UWB 9_YEAR to- MONTH NOTE 04-15-2013 02-15-2023 2.000 1.795 101.839163 912828UN8 29-YEAR 10-MONTH BOND 04-15-2013 02-15-2043 3.125 2.998 102.487803 912810QZ4 2 YEAR NOTE 04-01-2013 03-31-2015 0.250 0,255 99.990045 912828UT5 S: YEAR NOTE 04-01-2 013 03-31-2018 0.750 0.760 99,951048 912828UU2 7_YEAR NOTE 04-01-2013 03-31-2020 1.125 1.248 99.178276 9128281JVO 9-YEAR 10-MONTFI TIPS 03-28-20 13 0 1-15-2023 0. 1 25 -0.602 107.058044 912828UH1 3-YEAR NOTE 03:15�20 13 03-15-2016 0.375 0.411 99,892773 912828US7 9-YEAR 11-MONTH NOTE 03 1 5 2o 13 02:115-2023 2.000 2.029 99.739223 912828UN8 29-YEAR 11-MONTH BOND 03_ 15-2013 02 5-2D43 3.125 3.248 97.653846 912810QZ4 2,_YEAR NOTE 02-28-2013 02-28-2015 0.250 0.257 99.9860,45 912628UP3 5_YEAR NOTE 02-28-2013 02-28-2018 0.750 0.777 99,867840 912828UR9 7_Y -AR F NOTE 02 2 :201,3 02-29-2020 1.250 1.260 99.933199 91282BUQI 130-YEAR TIP, 02:286 20 3 02-15-2043 0.625 0.639 99.494180 912810RAS 3_YEAR NOTE 02-15-2013 02-15-2016 0.375 0.411 99892773 912828UMO 10_YEAR N OTE 02-15-2013 02-15-2023 2.000 2.046 99.585912 912828UNS * Denotes TIPS bond; all other TIPS without asterisks are notes E' I L9U I Ia!f - NaticeslWebsiL lei fns &Condition I PAL§-Qkla1l[Y U.S. Dewirtment al' the Tremury. Bureau of the Public Debt 18 http://www.treasurydirect.gov/RI/OFNtebnd 7/24/2013 Printer Version - Board of Governors of the Federal Reserve System Page 1 of 4 Selected Interest Rates (Daily) - H. 15 Current Release Release Dates Daily Update Historical Data About Announcements Daily Update Release Date:.July 24,2013 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. July 24, 2013 Selected Interest Rates Yields in percent per annum- Instruments Federal funds (effective) 1 2 3 Commercial Paper 4 Nonfinancial 2013 Jul 22 2013 Jul 23 0.09 0.09 1-month 0.05 0.04 2-month 0.09 0.06 3-month 0.11 0.11 Financial 1-month 2-month 3-month CDs (secondary market) 0.05 0.14 0.07 0.09 0.13 n.a. 0.13 1-month n. a. 3-month n. a. n.a 6-month n.a. n. a. Eurodollar deposits (London) 3 4 0.22 0.22 1-month 3-month 6-month Bank prime loan 239 . ....... . . ..... . 0.28 0.42 0.28 0.42 3.25 3.25 http://www.federalreserve.gov/releases/Hl 5/update/ 7/24/2013 19 Printer Version - Board of Governors of the Federal Reserve System Page 2 of 4 Discount window primary credit - 2 10 U.S. government securities Treasury bills (secondary market) 34 4-week 0.75 0.75 0101 0.04 0.07 0.02 0.02 0.07 3-month 6-month 1-year 0.09 0.12 Treasury constant maturities Nominal 1-month 3-month 6-month 1-year 2-year 3-year 5-year 0.01 0.02 0.04 0.02 0.07 0.07 0.10 0.12 0.32 0.33 0.59 0.60 1.32 1.90 1.33 1.92 7-year 10-year 20-year 2.50 2.53 3.25 3.27 30-year 3.55 3.58 Inflation indexed 12 5-year -0.59 -0.57 7-year -0.13 -0.11 10-year 0.28 0.33 20-year 0.94 1.00 30-year 1.25 1.30 Inflation -indexed long-term average �3 0.88 0.92 Interest rate swaps 14 ........... ... 1-year 2-year 3-year 4-year 5-year 0.34 0.34 0.48 0.49 0.76 0.76 1.12 1.13 1.49 2.10 1.50 2.12 7-year 10-year 2.69 2.71 http://www.federalreserve.gov/releases/Hl 5/update/ 7/24/2013 20 Printer Version - Board of Governors of the Federal Reserve System Page 3 of 4 30-year Corporate bonds Moody's seasoned Aaa :15 l3aa State & local bonds 16 Conventional mortgages 1�7 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. The 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.federairescrvc.p,ov/releases/Cl)�/). 6. Financial paper that is insured by the FDIC's Temporary Liquidity Guarantee Program is not excluded from relevant indexes, nor is any 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 for certificates of deposit (CDs) that are actively traded in the secondary market and are issued by top -tier banks. Bids are generally for CDs issued in denominations of $1,000,000 or greater. Responses are not reported when the number of respondents is too few to be representative. 8. Source: Bloomberg and CTRI3 ICAP Fixed Income & Money Market Products. 9. Rate posted by a majority of top 25 (by assets in domestic offices) insured U.S.-chattered 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 credit, which was discontinued after January 8, 2003. For further information, see w�vw.fetieriii-eserve.g(iv/boii-dcit)cs/pres.q/bci,e�,,/2002/200210312/(Iel��itill.litni. 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 www.federaireserve.gov/relei-ses/h 1. 5/data.htm. http://www.federalreserve.gov/releases/Hl 5/update/ 7/24/2013 21 Printer Version - Board of Governors of the Federal Reserve System 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 W%� \�. I 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.treasury.gov/resource-center/data-chart- center/interest-rates/. 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 (ISDAO) 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 ICAP plc and published on Thomson Reuters Page ISDAFIX01. ISDAFIX is a registered service mark of ISDA& Source: Thomson Reuters. 15. Moody's Aaa rates through December 6, 200 1, are averages of Aaa utility and Aaa industrial bond rates. As of December 7, 200 1, these rates are averages of Aaa industrial bonds only. 16. Bond Buyer Index, general obligation, 20 years to maturity, mixed quality; Thursday quotations. 17. Contract interest rates on commitments for 30-year fixed-rate first mortgages. Source: Primary Mortgage Market Surveye 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 site (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.federalreserve.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 10-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 infl ati on- indexed constant maturity yields are read from this yield curve at fixed maturities, currently 5, 7, 10, 20, and 30 years. 22 http://www.federalreserve.gov/releases/Hl 5/update/ 7/24/2013 Printer Version - Board of Governors of the Federal Reserve System Page I of 2 Commercial Paper Summary Rates Volurne Statistics Outstanding Year-end Maturity Distribution About Announcements Technical Q&As Commercial Paper Rates and Outstanding Summary Derived from data supplied by The Depository Trust & Clearing Data as of July 23, 2013 Posted July 24, 2013 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 Period AA nonfinancial 1- day 0.22 0.22 0.22 0.22 0.22 A2/P2 nonfinancial 1- day 7- day is- day 30- day 60- day 90- day 7- day is- day 30- day 60- day 90- day 7- July 17 0.04 0.08 0.06 0.07 0.09 0.12 0.26 0.25 0.33 0.32 0.31 July 18 0.04 0.08 0.06 0.05 0.06 0.11 0.24 0.25 0.28 0.34 n. a. July 19 0.05 0.05 0.05 0.04 0.07 0.10 0.24 0.26 0.31 0.35 n. a. July 22 0.04 0.05 0.05 1 0.05 0.09 0.11 0.25 0.28 0.29 n. a. n. a. July 23 0.04 0.051 0.04 1 0,06] 0.11 1 0 1 24 0.25 0.27 n. a. n.a, Note: n.a. indicates that trade data was insufficient to support calculation of the particular rate. Period AA financial 1- day 7- day is- day 30- day 60- day 90- day July 17 0.06 0.07 0.06 0.06, 0.10 0.13 July IS 0.06 0.08 1 0.06 0.06 0.06 0.11 July 19 1 0.06 n. a. 0.07 0.07 0.08 0.12 July 22 0.05 n.a, 0.05 0.05 0.07 0.13 July 23 0.06 n. a. 0.05 0.14 0.09 0.13] AA asset -backed 1- day 7- day is- day 30- day 60- day 90 day 0.12 0.10 0.18 0.17 0.19 0.22 0.11 0.13 0.14 0.17 0.17 0.18 0.12 0.14 0.15 0.15 1 0.18 0.20 0.11 0.17 0.18 0.16 0.19 0.20 0.11 1 0.251 0.17 0.15 0.18, 0. �2 3] Note: n.a. indicates that trade data was insufficient to support calculation of the particular rate. Outstanding Levels Seasonally adjusted 23 http://www.federalreserve.gov/releases/ep/ 7/24/2013 Printer Version - Board of Governors of the Federal Reserve System Page 2 of 2 Billions of dollars Period Total Nonfinancial Financial Asset- backed Other Total I Domestic Foreign Total Domestic Foreign Monthly -end levels 2013-Feb. 1,044.6 220.9 173.8 47.1 523.3 310.5 212.8 299.6 .9 Mar. 998.5 201.6 163.8 37.8 503.2 289.2 214.0 292.3 1.3 Apr. 993.7 180.8 134.4 46.4 529.5 299.8 229.7 280.5 2.9 May 1,020.8 1 201.4 1 148.5 1 52.9 1 538.1 299.9 238.2 1 277.4 1 3.9 June - 997.9__� 206.31 159.11 47.21 512.0 277.3 234.7 275.7 =3.8 Weekly (Wednesday) levels June 19 1,037.8 222.4 172.0 50.3 529.7 288.0 241.6 281.9 3.9 June 26 1,039.8 231.4 181.5 49.9 520.4 279.9 240.5 284.1 3.9 July 3 1,035.7 229.9 181.5 48.4 519.5 283.6 235.8 281.5 4.9 July 10 990.5 214.9 166.7 48.2 491.8 255.7 235.9 279.0 4.9 July 17 999.2 213.9 157.2 56.7 1 504.9 1 266.4 238.3 275.5 4.9 Not seasonally adjusted Billions of dollars Period Total Nonfinancial Financial Asset- backed Other T07tal Doi eign Total FDomestic Foreign Monthly -end levels 2013-Feb. 1,051.7 214.8 172.3 42.5 537.3 303.3 234.0 298.7 .9 Mar. 1,001.2 174.2 139.8 34.4 529.6 290.5 239.1 296.0 1.4 Apr. 1,046.8 187.0 137.8 49.1 568.3 306.3 262.0 288.6 2.9 a May y 1 1,065.7 1 212.3 152.6 59.7 1 568.5 1 299.2 269.2 281.2 3.9 June 1., 990.61 198.31 147.0 51.21 521.21 278.81 242.21 267.3 3.8 Weekly (Wednesday) levels LM June 19 June 26 1,071.9 222.6 166.7 157.1 55.9 54.3 571.1 304.5 266.6 274.4 3.9 1,048.1 211.4 563.9 298.1 265.7 268.8 3.9 3 1 July 3 1,024.7 209.5 157.3 52.2 542.5 289.8 252.6 267.8 4.8 July 10 1,033.9 215.9 159.9 56.0 546.3 289.01 257.2 266.9 4.8 July 17 1,038.8 219.1 161.41 57.6-1 550.91 292.1 � 258.6 264.0 4.8 Return to to 24 http://www.federalreserve.gov/releases/cp/ 7/24/2013 POOLED MONEY INVESTMENT ACCOUNT Summary of Investment Data A Comparison of June 2013 with June 2012 (DOLLARS IN THOUSANDS) IJune 2013 IF June 2012 1 ange Average Daily Portfolio 65,386,769 62,697,616 +2,789,154 Accrued Earnings 13,105 18,367 -5,262 Effective Yield (%) 0.244 0.358 -0.114 Average Life -Month End (in Days) 278 270 +8 Total Security Transactions Amount 28,120,766 31,253,724 -3,132,958 Number 564 630 -66 Total Time Deposit Transactions Amount 1,892,000 2,092,000 -200,000 Number 70 103 -33 Average Workday Investment Activity 1,500,638 1,587,892 -87,264 Prescribed Demand Account Balances For Services ($) 2,167,252 2,189,973 -22,721 1 25 BILL LOCKYER TREASURER STATE OF CALIFORNIA Investment Division Selected Investment Data Analysis of the Pooled Money Investment Account Portfolio (DOLLARS IN THOUSANDS) 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 56 Loans GF Loans NOW Accounts Other Reversed Repurchases Total (All Types) June 30, 2013 PERCENT 2F AMOUNT PORTFOLIO 18,019,781 0 17,866,552 1,789,879 9,270,129 0 0 0 2,248,563 4,474,640 0 4,253,843 192,641 0 287,302 0 0 399,982 INVESTMENT ACTIVITY June 2013 NUMBER AMOUNT Pooled Money 564 28,120,766 Other 19 343,182 Time Deposits 70 1,892,000 Total 653 30,355,948 PMIA Monthly Average Effective Yield 0.244 Year to Date Yield Last Day of Month (%) 0.307 2 DIFFERENCE IN PERCENT OF PORTFOLIO FROM PRIOR MONTH 30.65 +1.08 0.00 0 30.38 +4.50 0.00 0 61.03 +5.58 3.05 -0.34 15.76 +0.59 0.00 0 0.00 0 0.00 0 3.82 -7.29 7.61 +1.10 0.00 0 7.23 +0.23 0.33 +0.03 0.00 0 0.49 +0.08 0.00 0 0.00 0 0.68 +0.02 0.00 0 100.00 May 2013 NUMBER AMOUNT ffi 477 23,859,192 11 707,845 96 1,933,480 584 26,500,517 0.245 0.314 26 Pooled Money Investment Account Portfolio Composition $58.8 Billion 06/30/13 Commercial Paper 7.23% Timi CDs/l3Ns 15.76% Agen 7.5,1 Loans 0.49% Treasuries 61.03% 27 INVESTMENT ADVISORY BOARD MEETING CORRESPONDENCE AND WRITTEN MATERIAL ITEM 2 Meeting Date: August 14, 2013 ITFM TITI F Distribution of Investment Policy for Fiscal Year 2013/2014 BACKGROUND: On June 18, 2013 the City Council approved the Investment Policy for Fiscal Year 2013/2014, which is attached. RECOMMENDATION: Receive and File. Robbeyn tird, Finance Director (0 (V (2a ig t(V GEM of the DESERT CITY OF LA QUINTA Investment Policy Fiscal Year 2013/2014 Table of Contents Section i9pi.9 Page Executive Summary 2 1 General Purpose 4 11 Investment Policy 4 III Scope 4 IV Objectives 4 11� Safety of Principal 11. Provide Liquidity 00� 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 00� Broker/Dealers 01. Financial Institutions X Permissible Deposits and Investments 8 X1 Investment Pools 13 x1i Payment and Custody 13 Xill Interest Earning Distribution Policy 13 XIV Internal Controls and Independent Auditors 14 XV Reporting Standards 15 XVI Financial Assets and Investment Activity Not Subject to this Policy 15 XVII Investment of Bond Proceeds 16 XIII Investment Advisory Board - City of La Quinta 16 XIX Investment Policy Adoption 17 Ap endices Topic 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 2013/2014 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: 0� Safety of principal; lo- Liquidity to meet all of the City's obligations and requirements that may be reasonably anticipated; and 0,� 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: ll� Safeguard assets; 1p- Orderly and efficiently conduct its business, including adherence to all City management policies; 0- Prevent or detect errors and fraud; 0,� Accurately complete all accounting records; and 0,� Timely prepare all 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 K and/or dollar limitations and, where applicable, through the bid process requirements. Permissible deposits and investments include, in general: 10- FDIC -Insured Checking, Savings, and Sweep Accounts; 0,� Collateralized Bank Deposits; 0,- Certificates of Deposit; 0,� Negotiable Certificates of Deposit; 0- U.S. Government Agency Securities and Federal Government Securities; 0,- Prime Commercial Paper; 0- Local Agency Investment Fund (LAIF); 10- Money Market Mutual Funds; 0- Corporate Notes; and 0- 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 (10) 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 be accomplished by reviewing all of the pages herein. T�444Q" P.O. Box 1504 LA QUINTA, CALIFORNIA 92247-1504 78-495 CALLE TAMPICO (7 6 0) 7 7 7 - 7 0 0 0 LA QUINTA, CALIFORNIA 92253 FAX (760) 777-7101 City of La Quinta Statement of Investment Policy July 1, 2013 through June 30, 2014 Adopted by the City Council on I GENERAL PURPOSE The general purpose of this docurnent is to provide the rules and standards that must be followed in administering the City of La Quinta'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: 0- Safety of principal; 0- Liquidity to rneet all of the City's obligations and requirements that may be reasonably anticipated; and 0- 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 tile 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 (CAFR) and include all funds within the following fund types: 0- General 0, Special Revenue 0- Capital Projects I- Debt Service 0- Enterprise Internal Service Trust and Agency 0, Any new 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, ff] 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: 0,� Limiting investments to investment grade securities as permitted in Section X; O� Diversifying the issuers of the securities in the investment portfolio so that potential losses due to issuer failure or individual securities downgrades may be minimized. B. Interest Rate Risk is the risk that market values of securities in the portfolio will decline due to changes in general interest rates. Interest rate risk may be mitigated by: 0- Structuring the investment portfolio so that securities matu�e to meet cash requirements for ongoing operations, thereby avoiding the need to sell securities on the open market prior to maturity; and 0,- Investing operating funds primarily in shorter -term securities. C. Liquicrity 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: 00. A security with declining credit quality can be sold early to minimize loss of principal; No. 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 FY2013/2014, the amount of such funds is projected to be $40 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 five years maximum maturity. VII 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." R VII 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 collateral/depository agreements. Such procedures shall include explicit delegation of authority to persons responsible for investment transactions. No person may engage in an investment transaction except as provided under the terms of this Investment Policy and the procedures established by the City Treasurer. The City Treasurer shall be responsible for all transactions undertaken and shall establish a system of controls to regulate the activities of subordinate officials. The City Manager or 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. 1 Broker/Dealers who desire to become bidders for direct investment transactions must supply the City with the following: 0. Current audited financial statements; 00. Proof of Financial Industry Regulatory Authority (FINRA) Certification; 00. Trading resolution; 01. Resume of Financial broker; and 0. 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. 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: 101 Financial Industry Regulatory Authority (FINRA) Public Disclosure Report File (1- 800-289-9999). 10. 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 —shall 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 collateralization 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) Checking & Savings Accounts FDIC Insured & Sweep Accounts Interest bearing active bank deposits — non FDIC insured collateralized by 110% of eligible securities Maximum Maximum Restrictions Allocation Maturity Current Sweep Account: 85% Portfolio On Demand U.S. Treasuries and/or GSE's 6o% P Current / $40 million On Demand perbank Permissible Investments and Limitations (See Appendix A for Additional Information) Certificates of Deposit - FDIC Insured Negotiable Certificates of Deposit — FDIC Insured U.S. Treasury Bills, Notes and Bonds, and Government National Mortgage Association (GNMA) Securities Local Agency Bonds/California Local Agency Obligations 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) - Federal Home Loan Bank Notes & Bonds (FHLB) - Federal Farm Credit Bank (FFCB) - Federal Home Loan Mortgage Corporation (FHLMC) Prime Commercial Paper including Temporary Liquidity Guarantee Program (TLGP) Local Agency Investment Fund (LAIF) Money market mutual funds regulated by the SEC that consist only of US Treasury Securities or GSE's and maintain a par value of $1 per share Corporate Notes Corporate Notes - Temporary Liquidity Guarantee Program (TLGP) Professionally Managed Account Maximum Maximum Restrictions Allocation Maturity I — $250,000, 60% Portfolio 5 Years including interest per institution $250,000 30% Portfolio 5 Years including interest per institution ­$30,000,000 100% Portfolio 5 Years maturing 3-10 Yrs. ­$30,000,000 maturing 3-10 100% Portfolio 10 Years Yrs. Long term "A, A2, A" or better $20,000,000 5 Years $25,000,000 5 Years $30,000,000 5 Years $20,000,000 5 years 90 Days $5,000,000 per 15% Portfolio issuer maximum. 30% Portfolio Current / $50 million On Demand per account. 200Y. Portfolio Current / On Demand Maintain $1 per share par value $5,000,000 max 10% 3 Years per issuer AA rated or better $10,000,000 max 20% 3 Years per issuer, AA rated or better. Requires 10% 3 Years City Council - Approved RFP Long -Term Scale S&P A 1 AAA, AA +, AA, AA-, A+, A Moody's P1 Aaa, Aal, Aa2, Aa3, Al, A2 Fitch AAA, AA +, AA, AA-, A+, A 1 Checkinq, 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 in 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 9 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__Qep si s 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. 3. Negotiable Certificates - of ' _Pe�sit �-issued by a nationally or state -chartered bank, a savings association or a federal association (as defined by Section 5 102 of the Financial Code), a state or federal credit union, or by a federally- or state- licensed branch of a foreign bank. No more than 30% of the City's portfolio may be invested in negotiable CDs. U.S. Treasury Bills, Notes, and Bonds and Government National Mortqaqe 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 Agency 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). 10 The City's Investment Policy allows investment only in securities of FNMA, FHLMC, FHLB and FFCB. For Fiscal Year 2013/2014, 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 Pape - 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 (Al or P1) 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 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 which allows 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 Code 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 $50 million per account in LAIF. The City's investment in LAIF 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 limits investment to 30% of the portfolio. 7. Money Market Mutual Funds - As authorized in Government Code Section 53601 (k), 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. 8. 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 11 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: 00. Maturities shall not exceed three years from date of purchase; 10. Eligible notes shall be regularly quoted and traded in the marketplace; No. Eligible notes shall be rated "AA" or better; 10. 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 Corporate Notes; and 00. 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; and (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 Obliqations — The City may invest in California local agency obligations pursuant to 56301 (a) and 53301 (e). 53601 (a) pertains to investing in bonds issued by a local agency, department, board, agency or authority of 12 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 a 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. In the case of an initial public offering, including refinancings, the Treasurer may purchase directly from the Bond Underwriter. In the case of secondary issues, the Treasurer will rely on the approved Broker/Dealers. X1 INVESTMENT POOLS There are three (3) types of investment pools: 0- State -run pools (e.g., LAIF); 10- Pools that are operated by a political subdivision where allowed by law and the political subdivision is the trustee (e.g., County Pools); and 0, Pools that are operated for profit by third parties. The City's Investment Policy permits investment only in pools authorized in Section X. X111 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. 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. 13 C. Payment to each fund of an amount based on the average computerized daily cash balance included in the common portfolio for the earning period. 2. Specific Investments - Specific investments purchased by a fund shall incur all earnings and expenses to that particular fund. XIV INTERNAL CONTROLS AND INDEPENDENT AUDITOR The City Treasurer shall establish a system of internal controls to accomplish the following objectives: 0,- Safeguard assets; 0- The orderly and efficient conduct of its business, including adherence to management policies; 00- Prevention or detection of errors and fraud; 0, The accuracy and completeness of accounting records; and 0, 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: 1 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 telephone 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. 14 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 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 REPORTING STANDARDS 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: 10. A certification by the City Treasurer; 01 A listing of purchases and sales/maturities of investments; 00. Cash and Investments categorized by authorized investments, except for LAIF which will be provided quarterly and show yield and maturity; 0. Comparison of month end actual holdings to Investment Policy limitations; 00. Current year and prior year monthly history of cash and investments for trend analysis; No. Balance Sheet; No. Distribution of cash and investment balances by fund; 01 A year to date historical cash flow analysis and projection for the next six months; and 0. 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: 01. Cash and Investments raised from Conduit Debt Financing; 10. Funds held in trust in the City's name in pension or other post -retirement benefit programs; No. Cash and Investments held in lieu of retention by banks or other financial institutions for construction projects; 00. Short or long term loans made to other entities by the City or Agency; and 15 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 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. REP 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 B: "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 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 C� x CL CL El LL 0 C) LU LU z 0 z W U) 0 0- LU 0 LLJ —i co U) (1) LU CL LL 0 2 2 D cf) =3 15 E E CD cn co a) 0 0 CL cu s E 0 a) CL E E x ca E a) :5 0 :3 a) E 0 cn (D CL >1 -0 0 0 cu A cu E (D E S.E 0 R M E (D a) CL cr a) 0 a) cn:E m ( co D 2� a) Gf a) E 0 0a C-4 .-0 uj >1 vi YJ FJ LLI E2 >- — 0 .G S CL >, A (0 2 V, W 0) a) < 0 0 A CL LL (j) 0 0 M = CL '0 T - U- 0 LL LL 2 M = E U) uj iz U) z 'D E E r- E2 E2 2 E2 12 E2 E2 1>01 E2 —'D E E2 E2 w E2 cu f2 0 =1 m a) m (D w a) m m m m 0 w w m -0 0 d) (D X, 0 g� C� =3 w Cl) LO LO LO '0 C) co co 0 U 0 w lu (n v E :3 E > d) (L m w LL U) w m Q. 1�5 Im cc E za 1= 'D C) C, I_- 0 -2 c C� CD CL Q. CD Z, co n 0 x x m 2 .2 0 0 CD 0) E U 0 2 m E E CL C) Ct s si C� M CD a) 0 0 < c5 m U) Q D 0 C� C� 0 CL LO 60 0 0 -It 6.3, CD 0 CD 0 C� CD Ct 0 C5, 0 CL v 8 CD Ct CD 0 C� cl) 60 0 Ct c cu LO 69 6-� 11 LO 69 04 04 v 61� 6% (D �r 11 v 11 v E :3 c E 0 .2 .2 .2 .2 P 0 0 0 0 0 .2 0 U) 13 too !Or- too !OE M r_ o n- 0 a- 0 (L 0 (L 0 a. 0 CL 0 o CL L- = EL CD CL CL (L o = U. -I �.o -.1 al! -.1 CD -.1 CD CD U) 0 1) CD 0 C) 0 m C11 cl) m .2 0 a a 0 .0 .0 .0 .0 .0 .2 �O 0 .2 CD 0 0 a Ct C� C� Ct 0 E 0 0 0 0 0 CD 0 0 0 0 CD 0 0 0 0 C. 0 a_ EL a_ 0- a_ (3 0 C� 0 ct cL C� CD CL CD C) (L M CL a. CD 0 0 .Z -.* !� -1 0 u) 6 6 c5 dl� LO oo C. (D 0 w a cl) 04 N M N 61) 69 61� u� 0 cli C) 0 C4 N >, -E CL ca 0— 0 0 a) b ca :3 Z E < E E p v 0 :3 E m CD co M > V) 0 U) 4) E >0 rw c: - 0 > S E 0.2 � ca -i Q. —!2 o R- L) CL LU m a) 0 2 LL a) 12 T a) B o u- u) LL W 'OC o m tu 0 o o E E 0 U) (a ch -0 0 v a) .0 EL -oll L) 0 8) 0 ie E E L) L) cm c .2 m .5 a) a] CL U- 0 CL Z coo .0 o' (D w -6 LL a) = w im LU V- M < (D 0 0. c < Z -iB :3 w m a) -E C, (n a a c t: LL -0 < 0 ;B o m m Lcl L) ca ca 2 w 0 w CL < CD 0 Z w 0 c '0 m E E U) > 0-2 0 cu -.2 o)o.2 ca m < 6 1-- 0 0 a- -@ — w :3 m A E .9 > CO CL L) —i _j (ED 2 5: w E: :5 L) E 0) ca : w 0 00 m U) a) 0 E .2 E E x d) V) > 4) M < 0 0 0 N z M: U- X: E E t:, c CL Co a) a) 0 -0 — — > 12 a) D) E Om 0 a) 0) W C) SO 4 0) cu o W a) LO) E 12 < (D — 0 0 < L) (U t: 0 0) 0 w w w E F- a EL a) w w o U� 2 LL LL u- LL 0 U) 0 0 VQ), . . . . CL U) @04 0 C14 04 Cl) cl) LO (0 (D r- co 18 0 x CL CL 20 W 6 0.0 LL W 16 :3 Z E > C (D a) > C 0 4) C ,.N E 0 0 z _0 n E v5 > G > > E (D U) .2 < 0 E 0 E a', CLO at a E (ODL a) 10 -0 a) 0 0 a) E r, 2 a) E > cn a) Cc A? < 0 -,� a) :E (D a) a. - E a) E 8 - 2 w E > 'm s :Ei 0 0 010-- -D 0 U) L) m < '(D -0 W O'D CZ 0 w 0 '942 2 20 W< m a) > 0 0 .0 _2 LL 24, C) cc > CL >d 0 (D ;3 :3 CL -> 0 0 0 0 Im 2 m co < w 0 r- 0 w IL 0 .0 0 a) (D Mn r CL CL r- tm 7 0 CL CL M 10 a) LL = 0 CL 0 0 :3 E in u) .0 U) r- r- 0 U) a) Ag 12 (D Ln 0 0 MA (D :3 E E 0 E 0 E 0 -0— -0 0 0 LL 00 'Fn (D w (D tm (D ISM a, a) C 0 0 0 :3 C E (D m 10 _c 0 0 -0 C Ul cc > Cc 0 x ui CL -0 H 0 C, a 8 'D 10 C 2 CL (D -0 C >0 (D 'D n 2 m a) w CL < co (D m n ui CL to Q. w (D (D -0 0 LD Q? W IV (D 0 0 (D W CL 0 L) c (D w OCIL U) co 2 CL (D w :�? E E —t LL :3 In —0 :01 'D 0 —ID L) a) E > 0 d) (D 0 > (D 0 ic t oc a) M.0 >, COL w a3 (D 0 CL E (D . z 2 0 (D :3 0 0) a (D :3 tm Lo CL >1 CL a) -0 0 1) CY V5 Cas ICU m E 2 8 C 0 E E w E,c -2 CL -0 0 -0 -he U- 2-, -0 4, S WE -� LL Q-. 2 0- -T :3 UM) 0 a 0 ip > E -0 (D ca) 0 g 2 .2 E 2 E o> 0 OL 0 E CJ f CL 0 OL c > :3 U) E ME -- cL ,,n < E .2 m. 8 Oc 8 .0 EL < 0 -6 '6 .2 246 >, r- .50 C a) a m cc 0 w 0 0 U- -(D m M 0 = r- w 2 C) 2 i5 "D 0) 0 0 0) C La CL >1 LU (D M:D CLM m 0 — D5 0 = 2 0 to 0 0 d) 0) (D .2 (L L) CL �- s 0 2 f; ;� :s �-- �-- U) G C15 U) 0 IL 0 4 E C, 0 U, CO 4) 0 0 0 m E :3 E x M -o E c a) ,2 0 .E 6 E a) a, D 21) E ai A) a) U) 'a a, -le r r LL a) L) r- a) a) -4 a co w (D E E (D cc E .2 W a 0 U) 2 CL (a a) U) (D (D E pq 08. (D = = 0 F- a- 19 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. Pkel 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 sell or exchange for other eligible securities and reinvest the proceeds of the securities so purchased. (Ord. 2 § 1 (part), 1982) 3.08.030 Sales of Securities. From time to time the city treasurer shall sell the securities in which city moneys have been invested pursuant to this chapter, so that the proceeds may, as appropriate, be applied to the purchase for which the original purchase money may have been designated or placed in the city treasury. (Ord.2 § I (part), 3.08.040 City bonds. Bonds issued by the city and purchased pursuant to this chapter may be 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) 3.08.050 Reports. 21 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) W Appendix D SEGREGATION OF MAJOR INVESTMENT RESPONSIBILITIES Function Responsible Parties Develop and Recommend Modifications Investment Advisory Board to City's Formal Investment Policy and City Treasurer Review City's Investment Policy City Manager and Recommend City Council Action and City Attorney Adopt Formal Investment Policy City Council Implement Formal Investment Policy City Treasurer Review Financial Institutions & Select Investments City Treasurer Acknowledge Investment Selections City Manager or his/her designee Execute Investment transactions City Treasurer or City Manager Confirm Wires (if applicable) Accounting Manager or Financial Services Assistant Record Investment Transactions in City's Accounting Manager or Accounting Records Financial Services Assistant Investment Verification (match broker confirmation City Treasurer and Financial to City investment records) Services Assistant Reconcile Investment Records to Accounting Records and Bank Statements Financial Services Assistant Reconcile Investment Records to Treasurers Report of Investments Accounting Manager Security of Investments at City Accounting Manager or Senior Secretary Security of Investments outside City Third Party Custodian Review Internal Control Procedures External Auditor 23 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 3. Deferred Compensation International City/County Management Association Retirement Corporation 4. Broker/Dealer Services Banc of America Securities/Merrill Lynch Morgan Stanley CitiGroup First Empire Securities 5. Government Pool State of California Local Agency Investment Fund City of La Quinta Account 6. Bond Trustees 1996 Lease Revenue Bonds — 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 2004 Local Agency Rev — 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 BROKER/DEALER QUESTIONNAIRE AND CERTIFICATION 1 . Name of Firm: 2. Address: 3. Telephone: . . . ........ 4. Broker's Representative to the City (attach resume): Name: Title: -- Telephone: 5. Manager/Partner-in-charge (attach resume): Name: Title: Telephone:_ 6. List all personnel who will be trading with or quoting securities to City employees (attach resume) Name: Title: Telephone: 7. Which of the above personnel have read the City's Investment Policy? 8. Which instruments are offered regularly by your local office? (Must equal 100%) % U.S. Treasuries % Repos % BA's % Reverse Repos Commercial Paper % CMO's CD's -% Derivatives • Mutual Funds Stocks/Equities • Agencies (specify): % Other (specify): 9. References -- Please identify your most directly comparable public sector clients in our geographical area. Entity Entity 25 Contact Contact Telephone Telephone Client Since Client Since 10. Have any of your clients ever sustained a loss on a securities transaction arising from a misunderstanding or misrepresentation of the risk characteristics of the instrument? If so, explain. 11. Has your firm or your local office ever been subject to a regulatory or state/ federal agency investigation for alleged improper, fraudulent, disreputable or unfair activities related to the sale of securities? Have any of your employees been so investigated? If so, explain. 12. Has a client ever claimed in writing that 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----. ....... — ------ — 13. Explain your clearing and safekeeping procedures, custody and delivery process. .......... Who audits these fiduciary responsibilities? 26 Latest Audit Report Date 14. How many and what percentage of your transactions failed? Last month? % $ Last year? % $ 15. Describe the method your firm would use to establish capital trading limits for the City of La Quinta. 16. Is your firm a member in the S.I.P.C. insurance program? Yes If yes, explain primary and excess coverage and carriers. What portfolio information, if any, do you require from your clients?_ 17 No. 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: 0- Latest audited financial statements; 10- Samples of reports, transaction confirmations and any other research/publications the City will receive; 10 Samples of research reports and/or publications that your firm regularly provides to clients; and 10- 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 W Appendix G Request for Proposals Professional Portfolio Management Firm City of La Quinta, 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: Robbeyn Bird Finance Director/Treasurer La Quinta, CA 78-495 Calle Tampico La Quinta, CA 92253 (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 (SEC) 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 C. 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. Assets Under Management 1. Summarize your institutional investment management asset totals by category for your latest reporting period in the following table: Number of Clients Governmental Governmental Pension Non Governmental Pension Other Restrictive Operating Funds Number of Funds Clients $ N/A N/A $ N/A N/A 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 U.S. Treasury securities Federal Agency obligations Corporate securities rated AAA -AA Corporate securities rated A Corporate securities rated BBB or lower Other (specify Percent by Market Value 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 1 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 analys-is 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 GAS13 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 78-495 Calle Tampico La Quinta, CA 92253 Attention: Robbeyn Bird, Finance Director/Treasurer 33 2. Proposal must be received no later than [Time] PST on [Month, Day, and Year]. 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 V CL 0. 2 (Z) cu 0 A C: a) E 0 0) ca c co 2 0 0 0 CL .2 co cn a) I+.- 0 ca +j c a) E 9 E CL a iZ, a ia R R 0 o E LL 0 CL CL — r '0 0 000000000010 4) 0 0 0 0 0 0 0 0 w 0 (fi E M z z z z z z z > > 0 0 -jj tm = m < UA) 0 I 0. .2 "a 0 4) CL o o o o o o o o o o z z z z z z z z z z c (D 4) E a) .0 E 0 (D a) 0 0 0 0 Z� Z� a., 0 0 w LL 9 Too .G -E w a 0 a 0 .9 r- 0 a 0 a 0 c: 0 0 C� 0 0 :R 75 0 r- o a o r- o < r- o a o z z z z z z z z z 2 z z z z z z .LD .2 0 0 Cl. Q. E a) (D 0 in 0 0 0 0 > CL a) a) a) a) :3 0 (D (D cc g g 4) a) 9) a) o (D r (D c v 0 c 0 c 0 c 0 c 0 > cc C, S S a o, C) Q 0 0 Z Z Z Z a) 0) Z Z It Cl) C11 CN Z Z Z Z 0 CII C4 Z Z cn (a 0 i cu m U'> :s -E .0 (D .0 (D < -1 0 0 .-o -.* C) 0 04 04 E E2 E2 E2 0 :w�l 0 0 0 >1 12 0 12 0 0 12 E2 (L)1;6 U) E2 co w ca M M om T g 2 g a M 0 m r- m x o Z o Z C, >- z >- Z 0 Z >- >- p >a-) 0 z J! m Lo Lo Lo CN 0) 0) 00 U) LO Lo Lo r- C\[ Lo LO U) U) a U, 0) 'E (D a OY) .2 .0 E o E m o U) LD U) :3 U) 0 0 U) C6 cm E E Y) LL CL.T cm 0) 1 CL 0 m co 0 o 9) 4) < > 2 '6 rL IL 0 A C 3 U) :3 C7 LL w a E 0 r- tm E c < ca 'r- m LL ul (a w 2 0 a) co a) 0 0 2 -6 a r- w 'D w 0) E �2 <0' . m m o '6 m mo c < a) E E 0 0 m .r- 2 a 4) a- cm (D m m r- U) D u) o E .:3 m E p T ca (D ?, - c Z z 0) 0 >1 cn 1? a (D 0 CL U) a (a (n M (D co T3� ,6 < ou 00 < 0-5 > (D a) u) 'C� c LO Cl) co a 0 (D 0 = E 0 S' 'It C-4 le Cl) LO 0 E r CD U) — C) �; �; �; C) co C) cj 4, D Co ,o C, 0 C,) (D Cl) (D m cr) Cl) Lo ce) Lo CO cn w m co CY) to Cl) (D m w m co 0 Lo Lo Lo LO LO LO to 0 0 Lo LO Ul) C) 0 ou co m —, - J I 1 —1 1 1 U') I J— S? Mn Cl. cc E .2 CL CL cc 8 :3 U) 0 0 c 0 'D '0 r 0 CL 'a 0 a) (D ca LL E CO E (D E cm (a Cc E 0— (D '00 0 o E in (D > O.0 r 0 CL d) Z'D 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 maturity 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 longer -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 on 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. 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 11. Fund Management Local Agency Investment Guidelines 2010 Issued by California Debt and Investment Advisory Commission M. Appendix J GLOSSARY (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 (BA): 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. DIVERSIFICATION: Dividing investment funds among a variety of securities offering independent returns. FEDERAL CREDIT AGENCIES: Agencies of the Federal govern'ment 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. 1 FNMAs (Federal National Mortgag 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 $5,000. The notes are issued with maturities of less than one year and interest is paid at maturity. 3. FLBs (Federal Land Bank Bonds) -_ Long-term mortgage credit provided to farmers by Federal Land Banks. These bonds are issued at irregular times for various maturities ranging from a few months to ten years. The minimum denomination is$ 1,000. They carry semi-annual coupons. Interest is calculated on a 360-day, 30 day month basis. 4. FFCBs (Federal Farm Credit Bank) - Debt instruments used to finance the short and intermediate term' needs of farmers and the national agricultural industry. They are issued monthly with three- and six-month maturities. The FFCB issues larger issues (one to ten year) on a periodic basis. These issues are highly liquid. 5. FICBs (Federal Intermediate Credit Bank Debentures) - Loans to lending institutions used to finance the short-term and intermediate needs of farmers, such as seasonal production. They are usually issued monthly in minimum denominations of $3,000 with a nine -month maturity. Interest is payable at maturity and is calculated on a 360- day, 30-day month basis. 6. FHLMCs (Federal Home Loan Mortgage Corporation) - a government sponsored entity established in 1970 to provide a secondary market for conventional home mortgages. Mortgages are purchased solely from the Federal Home Loan Bank System member lending institutions whose deposits are insured by agencies of the United States Government. They are issued for various maturities and in minimum denominations of $10,000, Principal and interest is paid monthly. Other federal agency issues are Small Business Administration notes (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. W FEDERAL FUNDS RATE: The rate of interest at which Fed funds are traded. This rate is currently pegged by the Federal Reserve through open - market operations. FEDERAL HOME LOAN BANKS (FHLB): Government sponsored wholesale banks (currently 12 regional banks) which lend funds and provide correspondent banking services to member commercial banks, thrift institutions, credit unions and insurance companies. The mission of the FHLBs is to liquefy the housing related assets of its members who must purchase stock in their district Bank. FEDERAL OPEN MARKET COMMITTEE (FOMC): Consists of seven members of the Federal Reserve Board and five of the twelve Federal Reserve Bank Presidents. The President of the New York Federal Reserve Bank is a permanent member, while the other Presidents serve on a rotating basis. The Committee periodically meets to set Federal Reserve guidelines regarding purchases and sales of Government Securities in the open market as a means of influencing the volume of bank credit and money. FEDERAL RESERVE SYSTEM: The central bank of the United States created by Congress and consisting of a seven member Board of Governors in Washington, D.C., 12 regional banks and about 5,700 commercial banks that are members of the system. GOVERNMENT NATIONAL MORTGAGE ASSOCIATION (GNMA or Ginnie Mae): Securities influencing the volume of bank credit guaranteed by GNMA and issued by mortgage bankers, commercial banks, savings and loan associations, and other institutions. Security holder is protected by full faith and credit of the U.S. Government. Ginnie Mae securities are backed by the FHA, VA or FMHM mortgages. The term "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 Me] Bank as directed by the FOMC in order to influence the volume of money and credit in the economy. Purchases inject reserves into the bank system and stimulate growth of money and credit; sales have the opposite effect. Open market operations are the Federal Reserve's most important and most flexible monetary policy tool. PORTFOLIO: Collection of all cash and securities under the ' direction of the City Treasurer, including Bond Proceeds. PRIMARY DEALER: A group of government securities dealers who submit daily reports of market activity 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, and 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 He] U.S. Treasury securities issued as direct obligations of the U.S. Government and having initial maturities from two to 10 years. UNIFORM NET CAPITAL RULE: Securities and Exchange Commission requirement that member firms as well as nonmember broker -dealers in securities maintain a maximum ratio of indebtedness to liquid capital of 15 to 1; also called net capital rule and net capital ratio. Indebtedness covers all money owed to a firm, including margin loans and commitments to purchase securities, one reason new public issues are spread among members of underwriting syndicates. Liquid capital includes cash and assets easily converted into cash. UNIFORM PRUDENT INVESTOR ACT: The State of California has adopted this Act. The Act contains the following sections: duty of care, diversification, review of assets, costs, compliance determinations, delegation of investments, terms of prudent investor rule, and application. YIELD: The rate of annual income return on an investment, expressed as a percentage. (a) INCOME YIELD is obtained by dividing the current dollar income by the current market price for the security. (b) NET YIELD or YIELD TO MATURITY is the current income yield minus any premium above par 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 BOARD MEMBER ITEMS