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HomeMy WebLinkAbout5C 4th Quarter Investments Report4646 Dakota Street SE Prior Lake, MN 55372 CITY COUNCIL AGENDA REPORT MEETING DATE: FEBRUARY 7, 2011 AGENDA #: 5C PREPARED BY: JERILYN ERICKSON, FINANCE DIRECTOR PRESENTER: JERILYN ERICKSON AGENDA ITEM: CONSIDER APPROVAL OF 2010 4TH QUARTER INVESTMENT REPORT DISCUSSION: Introduction The purpose of this agenda item is for the council to consider approval of the investment report for the fourth quarter. Current Circumstances Staff has prepared a list of investments as of December 31, 2010. The Investment Report Summary Narrative provides some supplementary information with respect to the investments currently held and the allowable forms of investments permitted by Minnesota Statute. If council members have questions please feel free to contact me at 952- 447 -9841 for more information. ALTERNATIVES: 1. A motion as part of the consent agenda to approve the 2010 4th Quarter Investment Report as submitted. 2. Take no action and provide the staff with specific direction. RECOMMENDED Alternative 1. A motion as part of the consent agenda to approve the 2010 MOTION: It 4th Quarter Investment Report as submitted. Jby Frank B le , ity Manager Page 1 INVESTMENT REPORT SUMMARY NARRATIVE The attached Investment Report Summary identifies the various types of investments and the brokers /banks the City of Prior Lake uses for investment purposes. As of December 31, 2010, the balance of the investment portfolio is $23,828,686.22. This is an increase of $1.01 million from September 31, 2010 primarily due to the receipt of the second half tax settlement. About $3.8M in bond payments were made during fourth quarter in addition to ongoing operational expenditures. The weighted average return of the investment portfolio is currently 2.709% which is down slightly from 2.864% as of September 30. The weighted average return fluctuates primarily due to the balances that are in the short term money market accounts and the very low rate that is paid on money market funds. At the end of December, there was $3.OM in money market funds. Bond issuers continued to take advantage of calling their bonds early and issuing refunding bonds at lower interest rates, although less frequently. When these securities are called, there may not be an immediate investment option available so the funds are invested short -term until a future settlement. During fourth quarter, two bonds totaling $1.5M were called. These investments had been held for only six months. It continues to be challenging to find competitive rates for short -term investments - - -30 to 120 -day maturities. These short -term securities are necessary to meet cash flow needs for payments to vendors (including construction contracts) and payroll. Current short -term rates being offered by financial institutions continue to be very low. The following table shows the current money market rate for the 4M Fund and treasury rates: During the fourth quarter of 2010, the short -term rates have slightly declined or remained relatively flat. Longer term rates (two- to ten -year maturities) have increased 19 to 77 basis points since September. The following table illustrates the changes that have occurred in the treasury rates and the 4M Fund account during the past twenty -four months: 4M Fund 4MP 1 mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr Current Rates 01/27/2011 0.05 0.13 0.15 0.17 .25 0.59 1.00 1.98 2.75 3.42 During the fourth quarter of 2010, the short -term rates have slightly declined or remained relatively flat. Longer term rates (two- to ten -year maturities) have increased 19 to 77 basis points since September. The following table illustrates the changes that have occurred in the treasury rates and the 4M Fund account during the past twenty -four months: Investments for local governments are restricted to only those permitted by Minnesota Statutes. They are identified as follows: U.S. Treasury Bills and Notes which are direct obligations of the federal government. U.S. Government Securities which are guaranteed or insured by the federal government i.e., FHLB, FNMA, FHLMC agencies. Page 2 4M Fund 4MP 1 mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr Change from 3 mos ago (0.03) 0.04 - 0.02 0.19 0.38 0.74 0.80 0.77 Change from 6 mos ago 0.14 0.10 0.06 0.03 0.03 - 0.02 0.22 0.29 0.33 Change from 1 yr ago 0.20 0.03 0.06 0.01 0.18 0.53 0.68 0.68 0.68 0.55 Change from 12/31/08 0.70 0.04 0.01 0.08 0.08 0.15 0.02 0.46 0.84 1.05 Investments for local governments are restricted to only those permitted by Minnesota Statutes. They are identified as follows: U.S. Treasury Bills and Notes which are direct obligations of the federal government. U.S. Government Securities which are guaranteed or insured by the federal government i.e., FHLB, FNMA, FHLMC agencies. Page 2 State and Local Government bonds that are rated "A" or better. Bankers' Acceptances of a United States Bank. Commercial Paper that is rated "Al +P1" and matures in 270 days or less. Repurchase Agreements with banks having capitalization exceeding $10,000,000. 7. Time deposits that are fully insured by the Federal Deposit Insurance Corporation or bankers acceptances of United States banks. Also allowable, but of higher risk, are guaranteed investment contracts (GIC's) and mortgage- backed securities (CMO's) which because of their sophisticated nature and inherent risk, Prior Lake does not participate in. The following chart shows the amount and percentage the City of Prior Lake has invested in each investment type. Currently, Federal Home Loan Mortgage Corporation ( FHLMC) comprises thirty percent (30 %) of the portfolio ($7.1 million) followed by Federal National Mortgage Association (18 %, $4.4M), Certificates of Deposit (15 %, $3.7M), Money Market Funds (13 %, $10M), OPEB Bonds (11 %, $2.5M), Federal Home Loan Bank (6 %, $1.4M), Financing Corporation Bonds (FICO, 3 %, $.7M), Federal Farm Credit (FFC, 2 %, $.5M), General Obligation Bonds (1 %, $.3M) and Economic Development Bonds (1 %, $.2M). Investment by Type Economic Dev FICO Bonds 3% 1% FFC FHLB 2% 6% Certificates of Deposit 15% FNMA 18% Money Market Funds 13% " G.O. Bonds 1% FHLMC OPEB Bonds 30% 11% The City's investment portfolio amount is a pool of funds identified on the monthly Treasurer's Report. Because City funds are pooled for investment purposes, interest is allocated to each fund on a monthly basis, and is based upon each individual fund's proportionate share of the total amount. Overall, the total investment pool does not represent excess reserves but rather available financial resources. In most instances these funds were established and restricted for specific and designated purposes by either Minnesota Statutes or City Code to accomplish the goals and objectives of the City of Prior Lake. Page 3 P$!pQ 04 City of Prior Lake u Investment Summary As of 12/3112010 + Interest Purchase Maturity Broker Investment Cost Rate Date Date League 4M Fund: Liquid Asset Fund 2,987,959.63 0.060% New Market State Bank Certificate of Deposit 245,000.00 1.800% 9/9/10 9/9/13 Northland Securities: Waite Park G.O. bonds 170,721.00 5.750% 12/21/01 12/01/11 Waite Park G.O. bonds 159,606.00 5.850% 12/21/01 12/01/12 FHLMC govt. agency 2,000,000.00 3.000% 06/30/10 12/31/12 St. Francis MN ISD OPEB 500,000.00 4.400% 4/16/09 04/01/17 Aurora MN ISD OPEB 500,000.00 4.650% 02/12/09 02/01/18 Stillwater MN ISD OPEB 500,000.00 4.750% 02/17/09 03/01/18 Robbinsdale OPEB 1,000,000.00 4.600% 05/14/09 02/01/19 Washington County MN Redev Auth 245,000.00 4.250% 07/01/10 01/01/20 FFC govt. agency 500,000.00 3.000% 09/08/10 06/08/20 FHLMC govt. agency 1,700,000.00 3.125% 07/27/10 07/27/20 Subtotal 7, 275, 327.00 Morgan Stanley Smith Barney: GMAC Bank UT CD 96,000.00 2.750% 01/02/09 01/03/11 Bank Santander PR CD 96,000.00 2.550% 01/23/09 01/24/11 Flagstar Bank FSB MI CD 96,000.00 2.650% 01/23/09 01/24/11 FICO zero govt. agency 673,760.00 4.790% 12/05/02 04/06/11 Keybank Natl Assn OH CD 96,000.00 2.600% 03/25/09 09/26/11 Doral Bank PR CD 96,000.00 2.750% 03/30/09 09/30/11 FHLB govt. agency 1,000,000.00 4.875% 12/20/02 11/15/11 Goldman Sachs Bank CD 96,000.00 2.850% 01/21/09 01/23/12 GE Capital Financial UT CD 96,000.00 3.000% 01/23/09 01/23/12 Capital One CD 96,000.00 4.400% 01/23/08 01/23/12 Capital One CD 96,000.00 4.400% 01/23/08 01/23/12 Washington Mutual CD 96,000.00 4.400% 01/23/08 01/23/12 Capmark Bank UT CD 96,000.00 3.000% 02/18/09 02/21/12 United Community Bank GA CD 240,000.00 2.200% 10/07/09 04/09/12 First Bank of PR CD 240,000.00 2.300% 10/09/09 04/09/12 Sallie Mae Bank CD 96,000.00 3.050% 05/20/09 05/21/12 F N MA govt. agency 1,050,000.02 2.000% 09/29/10 09/29/12 FNMA govt. agency 670,000.00 1.250% 10/15/10 10/15/12 GE Money Bank UT CD 149,000.00 2.400% 11/20/09 11/20/12 Flagstar Bank FSB MI CD 150,000.00 2.500% 11/27/09 11/27/12 FHLMC govt. agency 700,000.00 1.875% 12/23/10 12/23/12 BMW Bk of North America UT CD 96,000.00 3.600% 12/31/08 12/31/12 CIT Bank UT CD 96,000.00 3.150% 01/22/09 01/22/13 Ally Bank (formerly GMAC Bk) CD 150,000.00 1.450% 09/17/10 09/17/13 American Express Bank FSB CD 149,000.00 2.800% 11/25/09 11/25/13 American Express Centurion Bk CD 149,000.00 2.800% 11/25/09 11/25/13 Discover Bank DE CD 240,000.00 2.650% 12/09/09 12/09/13 BMW Bk of North America UT CD 150,000.00 2.700% 12/11/09 12/11/13 American Express Bank FSB CD 96,000.00 4.750% 12/24/08 12/24/13 American Express Centurion Bk CD 96,000.00 4.750% 12/24/08 12/24/13 Morgan Stanley Bk -UT CD 96,000.00 4.250% 12/24/08 12/26/13 GE Money Bank UT CD 96,000.00 4.100% 12/30/08 12/30/13 FNMA govt. agency 550,000.00 3.250% 06/30/10 06/30/14 FHLMC govt. agency 1,000,000.00 3.000% 06/30/10 06/30/14 Citibank NA NV CD 96,000.00 3.000% 12/09/09 12/09/14 FNMA govt. agency 500,000.00 2.000% 07/28/10 10/28/16 Money Market 38,417.07 0.050% Subtotal 9,623,177.09 Wells Fargo Advisors: FHLB govt. agency 350,000.00 0.500% 12/14/10 06/14/11 FNMA govt. agency step -up 1,099,285.00 2.150% 12/30/10 06/30/13 FHLMC govt. agency step -up 500,000.00 2.000% 09/07/10 09/07/13 FHLMC govt. agency step -up 1,248,437.50 3.000% 06/28110 12/28/13 FNMA govt. agency step -up 499,500.00 2.000% 07/12/10 07/12/19 Subtotal 3, 6 97 , 222.50 Investment Portfolio Total $ 23,828,686.22 2.709 %, (weighted average) 2010 Investment Reports : 4Q2010 Report Page 1 of 1 1:29 PM2/211011