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HomeMy WebLinkAboutCompliance Analysis and Investment Reports - October-December 2004CITY OF PALM DESERT FINANCE DEPARTMENT INTEROFFICE MEMORANDUM TO: RACHELLE KLASSEN, CITY CLERK FROM: NIAMH ORTEGA, RECORDING SECRETARY DATE: JANUARY 26, 2005 SUBJECT: COMPLIANCE ANALYSIS AND INVESTMENT REPORTS Please find attached the Compliance Analysis and Investment Reports for October, November and December 2004, which were presented and approved at the meeting of January 26, 2005. Please include on the upcoming agenda for review and acceptance by City Council Please feel free to contact me at Ext. 382 if you have any questions. Thank you. nmo Attachment (as noted) G:\Finance\Niamh Ortega\Wpdocs\Investment Committee\Memoslrklasseninvreport012605.wpd ity of Palm Desert y and Redevelopment Agency Portfolios' A ctober 2004 Paul S. Gibson, C.C.M.T., Treasurer Thomas W. Jeffrey, J.D., M.B.A., Deputy City Treasurer Treasurer's Commentary The Federal Open Market Committee (FOMC) met on 2.00%. This was the fourth increase since June 2004. emergency levels that were put in place to combat the in the 3.00% range for sustainable economic growth. 10 November, and raised the Federal Funds Rate by 25 basis points to These increases have been aimed at raising rates from the risk of deflation. It is thought that the Federal Funds Rate needs to be Opinion is split on whether the FOMC will continue to raise short-term interest rates at "a measured pace," or whether future rate increases will be driven by economic data. If the FOMC adopts the former strategy, then there will probably be another 25 basis -point increase at the 14 December meeting, and the Federal Funds Rate could be at 3.00% by the end of 2005. The futures market currently assigns a 78% probability to the likelihood that the FOMC will raise the Federal Funds Rate by another 25 basis points at the December meeting. Recent statements by FOMC officials, however, suggest that rate increases will more likely by driven by economic data. Although the economy is in its third year of expansion, employment and wage growth have lagged. The labor force participation of highly educated and well -paid workers has dropped sharply, while it has risen for less -educated workers. Strong employment numbers in October might signal the end of this tepid job growth. Pc uLS. 6C1)J -n C. C. Al. 7: Treasurer Dollars in Thousands OCT-04 CITY Month -End Book Value*** $ 130,550 $ Month -End Market Value*** $ 130,866 $ Paper Gain (Loss) $ 316 $ Prior Year Book Variance $ (3,592) $ Interest Earnings $ 200 $ Yield -To -Maturity 1.96% Weighted Maturity (Days) 124 Effective Duration 0.17 RDA Month -End Book Value *** $ Month -End Market Value *** $ Paper Gain (Loss) $ Prior Year Book Variance $ Interest Earnings $ Yield -To -Maturity Weighted Maturity (Days) Effective Duration 149,149 $ 149,180 $ 31 $ 4,929 $ 216 $ 1.73% 65 0.09 PORTFOLIO STATISTICS SEP-04 132,121 $ 132,403 $ 282 $ (6,242) $ 191 $ 1.84% 123 0.18 158,671 $ 158,703 $ 32 $ 5,778 $ 202 $ 1.61% 62 0.10 AUG-04 JUL-04 JUN-04 MAY-04 136,973 $ 141,472 $ 142,417 $ 137,299 $ 141,687 $ 142,542 $ 326 $ 215 $ 125 $ (48,236) $ (34,365) $ (35,770) $ 195 $ 187 $ 174 $ 1.74% 1.68% 1.58% 121 128 133 0.19 0.22 0.23 125,903 126,048 145 (55,318) 159 1.53% 120 0.18 160,693 $ 175,311 $ , 184,909 $ 179,643 160,783 $ 177,512 $ 187,083 $ 181,819 90 $ 2,201 $ 2,174 $ 2,176 37,378 $ 74,760 $ 85,643 $ 77,086 217 $ 234 $ 183 $ 161 1.51% 1.53% 1.37% 1.17% •71 134 128 81 0.12 0.13 0.15 0.02 Omits SLGSs. Dollars in Thousands Aaeina Interval <1M < 2M < 3M < 6M < 1YR < 2YR < 3YR < 4YR < 5YR > 5YR Total: City of Palm Desert -- Portfolio Characteristics 31 October 2004 Market Value $ 59,660 3,017 5,450 8,327 3,462 5,944 85,860 Ratin s * Market Value AAA $ 29,153 Unrated ** 72,785 AA 4,658 A 8,402 A-1 6,034 Total: $ 121,032 Sector Markey e Money Market Funds $ 19,682 LAIF 40,000 RDA Loan 32,785 MTNs 15,496 U.S. Treasury Federal Agency 7,035,035 Commercial Paper Total: $ 121,032 Month Ci Yield LAIF Yield Variance Nov03 1.61 1.57 0.03 Dec 1.58 1.55 0.03 Jan04 1.58 1.53 0.05 Feb 1.58 1.44 0.14 Mar 1.56 1.47 0.09 Apr 1.54 1.45 0.09 May 1.53 1.43 0.11 Jun 1.58 1.47 0.11 Jul 1.68 1.60 0.07 Aug 1.74 1.67 0.06 Sep 1.84 1.77 0.07 Oct 1.96 1.89 0.07 General Fund Ageing Asset Allocation Performance RDA Loan 30% Nov03Dec Jan04Feb Mar Apr May Jun Jul Aug Sep Oct ■LAIF Yield ®City Yield * Moody's Credit Ratings ** LAIF, and City Loan to RDA Page 2 of 8 Par Value Medium -Term Notes $ 2,406,000 $ 3,000,000 $ 2,500,000 $ 2,425,000 $ 2,360,000 $ 1,270,000 $ 1,000,000 $ 14,961,000 Issuer ABBOTT LABS FORD FORD GENERAL ELECTRIC NORTHERN TRUST PITNEY BOWES WACHOVIA Subtotal City of Palm Desert Portfolio Holdings 31 October 2004 Coupon 1 Maturity 6.80 5/15/05 7.20 6/15/07 7.20 6/15/07 4.25 1/28/05 6.65 11/9/04 5.95 2/1/05 7.70 2/15/05 Commercial Paper -- $ 3,025,000 $ 3,031,000 $ 6,056,000 Discount GENERAL ELECTRIC GENERAL ELECTRIC Subtotal Cost I YTM $ 2,466,269 $ 3,100,248 $ 2,583,540 $ 2,442,097 $ 2,362,853 $ 1,284,544 $ 1,018,063 Market Price I Value 2.08 102.15 $ 5.75 108.08 $ 5.75 108.08 $ 1.30 100.50 $ 1.17 100.08 $ 1.32 100.75 $ 1.38 101.55 $ $ 15,257,613 3.07 2,457,849 3,242,442 2,702,035 2,437,062 2,361,803 1,279,503 1,015,473 IRatings I 15,496,168 1.55 12/15/04 $ 2,999,603 1.61 99.74 $ 3,017,022 1.64 1/14/05 $ 2,999,932 1.70 99.54 $ 3,017,171 6,034,193 Federal Agencies -- Discount $ 1,015,000 FED NATIONAL MTG ASSOC 1.92 $ 3,035,000 FED NATIONAL MTG ASSOC 1.71 -$ 3,045,000 FED NATIONAL MTG ASSOC 1.79 $ 7,095,000 LGIP $ 40,000,000 $ 40,000,000 LGIP $ 11,350,526 1 1 Subtotal $ 11,350,526 L.A.I.F. Subtotal C.A.M.P. Pooled Funds -- AIM $ 8,329,858 PRIME PORTFOLIO 5,999,535 1.66 5/2/05 $ 997,021 2.00 98.90 $ 1,003,835 3/3/05 $ 2,995,644 1.78 99.30 $ 3,013,755 4/1/05 $ 2,999,427 1.86 99.11 $ 3,017,900 $ 7,035,490 6,992,092 1.85 0.00 11/1/04 $ 40,000,000 1.89 100.00 $ 40,000,000 $ 40,000,000 $ 40,000,000 1.89 Moody's ! S P Al A3 A3 P-1 Aa3 Aa3 Aa3 P-1 P-1 Aaa Aaa Aaa AA BBB - BBB - A-1 + AA - AA A A-1 + A-1 + AAA AAA AAA U I 1 Subtotal 0.00 11/1/04 $ 11,350,526 1.56 100.00 $ 11,350,526 11,350,526 $ 11,350,526 1.56 AAA $ 8,329,858 City Loan to RDA $ 32,785,480 CITY OF PALM DESERT Subtotal Subtotal 0.89 11/1/04 $ 8,329,858 1.41 100.00 $ 8,329,858 8,329,858 $ 8,329,858 1.41 Aaa AAA 32,785,480 Total Investments $ 120,577,864 0.00 11 /1 /34 $ 32,785,480 1.89 100.00 $ 32,785,480 $ 32,785,480 $ 32,785,480 1.89 $ 120,715,103 1.96 $ 121,031,714 "U" = Unrated Page 3of8 Cash $ 9,107,708 $ 351,229 $ 22,874 $ 352,705 CITY MAIN CHKG DESERT WILLOW CHKG OFFICE COMPLEX TRUST RECREATIONAL FAC CHKG Total Investments and Cash $ 130,412,380 City of Palm Desert Portfolio Holdings 31 October 2004 0.00 11/1/04 $ 9,107,708 0.00 100.00 $ 9,107,708 N/A N/A 0.00 11/1/04 $ 351,229 0.00 100.00 $ 351,229 N/A N/A 0.00 11/1/04 $ 22,874 0.00 100.00 $ 22,874 N/A N/A 0.00 11/1/04 $ 352,705 0.00 100.00 $ 352,705 N/A N/A $ 130,549,620 Corporate Issuer Concentrations in City Portfolio GENERAL ELECTRIC 6.99% FORD 4 71 % ABBOTT LABS 2.04% NORTHERN TRUST 1.96% PITNEY BOWES 1.06% WACHOVIA 0.84% $ 130,866,231 "U" = Unrated Page 4 of 8 Dollars in Thousands Aaeina Interval <1M < 2M < 3M < 6M < 1YR <2YR < 3YR < 4YR < 5YR > 5YR Total: Qualit * $ 82,873 AAA Unrated ** 60,899 AA A 3,016 A-1 Total: $ 146,788 Palm Desert Redevelopment Agency -- Portfolio Characteristics 31 October 2004 Market Value $ 70,853 1,982 9,049 $ 81,884 Sector $ 23,064 U.S. Treasury 51,790 Money Market Funds 60,898 LAIF 8,020 Federal Agency 3,016 Commercial Paper Corporate Bonds - $ 146,788 Total: Market Value Market Value Month RDA Yield LAIF Yield Variance Nov03 1.29 1.57 1.29 1.55 -0.25 Dec Jan04 1.24 1.53 -0.29 1.20 1.44 -0.24 Feb Mar 1.20 1.47 -0.28 1.22 1.45 -0.23 Apr May 1.17 1.43 -0.26 1.37 1.47 -0.10 Jun Jul 1.53 1.60 -0.08 1.51 1.67 -0.16 1.61 Aug 1.77 -0.17 Sep_0.16 Oct 1.73 1.89 AA 0% A 0% Unrated ** 41% Money Market Funds 38% LAI F 45% NovO3 Dec Jan04 Feb Mar Apr May Jun Jul Aug Sep Oct * Moody's Credit Ratings ** LAIF Page 5of8 Palm Desert Redevelopment Agency Portfolio Holdings 31 October 2004 Market Ratings IPar Value Issuer I Coupon I Maturity I Cost I YTM Commercial Paper -- Discount $ 3,039,000 GENERAL ELECTRIC Price I Value 1.73 3/1/05 $ 2,999,569 1.80 99.24 $ 3,016,018 Moody's ' S & P P-1 A-1 + $ 3,039,000 Subtotal 2,999,569 1.80 3,016,018 U.S. Treasury -- Coupon $ 23,107,000 UNITED STATES TREASURY 1.63 3/31/05 $ 23,084,757 1.86 99.81 $ 23,063,674 Aaa AAA $ 23,107,000 Subtotal $ 23,084,757 1.86 23,063,674 Federal Agency -- Coupon $ 1,983,000 FED HOME LOAN MTG 1.88 1/15/05 $ 1,983,701 1.70 99.97 $ 1,982,380 Aaa AAA $ 1,983,000 Subtotal 1,983,701 1.70 1,982,380 Federal Agency -- Discount $ 3,040,000 FED NATIONAL MTG ASSOC 1.75 3/4/05 $ 2,999,509 1.82 99.29 $ 3,018,416 $ 3,040,000 FED NATIONAL MTG ASSOC 1.71 3/1/05 $ 3,001,012 1.78 99.31 $ 3,019,024 Aaa Aaa AAA AAA LGIPs `$ 40,000,000 $ 5,997,875 $ 5,066,620 $ 9,834,304 L.A.I.F. L.A.I.F. L.A.I.F. BOND PROCEEDS L.A.I.F. BOND PROCEEDS 0.00 11/1/04 $ 40,000,000 1.89 100.00 $ 40,000,000 0.00 11/1/04 $ 5,997,875 1.89 100.00 $ 5,997,875 0.00 11/1/04 $ 5,066,620 1.89 100.00 $ 5,066,620 0.00 11/1/04 $ 9,834,304 1.89 100.00 $ 9,834,304 U U U U U U U U $ 60,898,799 Subtotal 60,898,799 1.89 60,898,799 LGIP $ 20,966,530 C.A.M.P. 0.00 11/1/04 $ 20,966,530 1.56 100.00 $ 20,966,530 AAA $ 20,966,530 Subtotal $ 20,966,530 1.56 20,966,530 Pooled Funds -- AIM $ 30,823,217 PRIME PORTFOLIO 0.00 11/1/04 $ 30,823,217 1.41 100.00 $ 30,823,217 Aaa AAA $ 30,823,217 Subtotal 30,823,217 1.41 30,823,217 Total Investments $ 146,897,546 Cash $ 2,070,284 $ 321,784 HOUSING AUTH TRUST 0.00 11/1/04 $ 321,784 0.00 100.00 $ 321,784 $ 146,757,093 1.73 $ 146,788,058 HOUSING AUTH CHKG 0.00 11/1/04 $ 2,070,284 0.00 100.00 $ 2,070,284 N/A N/A N/A N/A $ 2,392,068 Subtotal 2,392,068 $ 2,392,068 "U" = Unrated Page 6 of 8 Palm Desert Redevelopment Agency Portfolio Holdings 31 October 2004 Par Value Issuer I Coupon I Maturity I Cost 1 YTM Total Investments and Cash $ 149,289,614 Corporate Issuer Concentrations in RDA Portfolio GENERAL ELECTRIC 2.04% $ 149,149,161 Market Ratings I Price I Value 1 Moody's S J ' & P $ 149,180,126 "U" = Unrated Page 7 of 8 STATEMENT OF COMPLIANCE The investment portfolios of the City of Palm Desert ("City") and the Palm Desert Redevelopment Agency ("RDA") are governed by federal, state, and local law. The City Treasurer's "Statement of Investment Policy" is more restrictive than the California Government Code. The Palm Desert Investment Committee and the Palm Desert City Council review the Statement of Investment Policy annually. For the month ended 31 October 2004, the City and the RDA investment portfolios were in compliance with all applicable federal, state, and local laws and regulations. The City Treasury continued to pursue conservative and prudent investment strategies, based upon the stated objectives of safety, liquidity, and yield (in order of priority). Barring unforeseen events, the City Treasury should have sufficient cash to finance the operations of the City of Palm Desert and the Palm Desert Redevelopment Agency over the next six months. In addition, portions of either the City or the RDA portfolio could be liquidated in order to meet any significant, unexpected cash requirements. Bloomberg L.P. and Interactive Data Corporation provided the data and the analytical tools that were used to calculate the market value of all securities in the City and the RDA investment portfolios. State and Local Government Series securities are held in escrow accounts and are therefore not included in this report as assets. All balances are bank balances. Respectfully submitted on 24 November 2004, PauZS.Q'—scrr4 r* City Treasurer CA Govt Code SUMMARY OF AUTHORIZED INVESTMENTS I California Government Code I City Investment Policy Investment Category Maximum Maximum Quality Maximum Maximum Quality % of City % of RDA Maturity Limit S&P/Mdys Maturity Limit S&P/Mdys Portfolio Portfolio 53601(a) Palm Desert Bonds 5 Years No Limit Not Authorized (1) 53601(b) w tJ.S. Treasur.�ies,..,. 5 Years No Limit S Years No Limit � 0.0% I 15.7% 53601(c) CA State Debt 5 Years No Limit Not Authorized 53601() CA Local Agency Debt 5 Years No Limit Not Authorized 53601(e)Federal Agencies 5 Years No Limit 5 Years 30% -1. 5.8% 5.4% 53601(0 Bankers's Acceptances 180 Days 40% 180 Days 40%o A-1 & P - - 53601(g) Commercial. Paper 270 Days 25% A-1+ or P-1 270 Days 25% A-1+ or P-1 5.0% 2.0% 53601(h) Negotiable tbs 5 Years 30% 5 Years 30% AA -or Aaa - - 53601(i.) Repos 1 Year: No Limit 30 Days 20% AAA & Aaa - - 53601(i) Reverse Repos 92 Days 20% Not Authorized 53601(j) Medium Term o0es 5 Years 30% A 5 Years 30% r A 12.6% 0.0% 53601(k) Mutual' . unds' 90 Days 20% AAA & Aaa 90 Days 20% (2) AAA & Aaa 6.9% 21.0% 53601(I) Trust Indenture Debt Not Authorized 53601(m) Secured Bank Deposits 5 Years No Limit Not Authorized 53601(k) Local Government"` Investment Pools 90 Days 20% AAA & Aaa or Advisor 90 Days 20% (2) AAA & Aaa or Advisor 9.4% 14.3% 53601(n) Mortgage -Backed Securities 5 Years 20% A (Issuer) & AA (Security) Not Authorized ' LAIF No Limit No Limit 33.1% 41.5% (1) The City (2) Maximum loan to RDA, which is not a bond, has been approved by the Palm Desert City Council. limit for mutual funds and local government investment pools, excluding bond proceeds. 72.8% 100.0% * Certified California Municipal Treasurer Page 8 of 8 of bairn bese� edevelopment Xgency Portfolios ovember` Paul S. Gibson, C.C.M.T., Treasurer Thomas W. Jeffrey, J.D., M.B.A., Deputy City Treasurer Treasurer's Commentary The Federal Open Market Committee (FOMC) met on December 14th, and raised the Federal Funds Rate by 25 basis points to 2.25%. This was the fifth consecutive time that the FOMC has raised short-term interest rates. Investors trading futures contracts based upon movements in the Federal Funds Rate have assigned a 100% probability to another 25 basis -point increase at the next FOMC meeting on February 1st and 2nd, 2005. A number of Federal Reserve officials believe that the risk of inflation may be increasing, due to slowing producitivity growth; a lower dollar; high energy and commodity prices; recent inflation data, and anecdotal evidence of businesses raising prices. So far, however, the declining dollar has only caused a modest increase in import prices, because foreign companies have resisted raising prices, in order to avoid losing market share in the U.S. The yield curve continued to flatten as short-term interest rates rose modestly, while intermediate- and long-term rates fell 10-20 basis points. Solid economic growth and an improving labor market supported a rise in short-term interest rates. Long-term interest rates declined because of the market's perception that long-term inflation would remain stable, despite a rise in oil prices and a decline in the U.S. dollar. Under that scenario, the FOMC would raise short-term interest rates with less urgency, particularly if an economic slowdown in Europe were to travel across the Atlantic. Pas Qt aon c, C. iti. r. Treasurer PORTFOLIO STATISTICS Dollars in Thousands CITY Month -End Book Value*** $ 128,602 $ 130,550 $ 132,121 $ 136,973 $ 141,472 $ 142,417 Month -End Market Value*** $ 128,877 $ 130,866 $ 132,403 $ 137,299 $ 141,687 $ 142,542. Paper Gain (Loss) $ 275 $ 316 $ 282 $ 326 $ 215 $ 125 Prior Year Book Variance $ (3,536) $ (3,592) $ (6,242) $ (48,236) $ (34,365) $ (35,770) Interest Earnings $ 214 $ 200 $ 191 $ 195 $ 187 $ 174 Yield -To -Maturity 2.08% 1.96% 1.84% 1.74% 1.68% 1.58% Weighted Maturity (Days) 119 124 123 121 128 133 Effective Duration 0.15 0.17 0.18 0.19 0.22 0.23 NOV-04 OCT-04 SEP-04 AUG-04 JUL-04 JUN-04 RDA Month -End Book Value *** $ 148,730 $ 149,149 $ 158,671 $ 160,693 $ 175,311 $ 184,909 Month -End Market Value *** $ 148,761 $ 149,180 $ 158,703 $ 160,783 $ 177,512 $ 187,083 Paper Gain (Loss) $ 31 $ 31 $ 32 $ 90 $ 2,201 $ 2,174 Prior Year Book Variance $ 4,546 $ 4,929 $ 5,778 $ 37,378 $ 74,760 $ 85,643 Interest Earnings $ 221 $ 216 $ 202 $ 217 $ 234 $ 183 Yield -To -Maturity 1.84% 1.73% 1.61% 1.51% 1.53% 1.37% Weighted Maturity (Days) 65 65 62 71 134 128 Effective Duration 0.07 0.09 0.10 0.12 0.13 0.15 * Omits SLGSs. Dollars in Thousands Ageing Interval <1M < 2M <3M < 6M < 1YR < 2YR < 3YR < 4YR < 5YR > 5YR Total: City of Palm Desert -- Portfolio Characteristics 30 November 2004 Market Value $ 68,475 5,454 2,295 11,132 5,945 $ 93,301 Ratings * Market Value AAA $ 29,181 Unrated ** 72,785 AA 2,286 A 9,955 A-1 11,053 Total: $ 125,260 Sector Market Value Money Market Funds $ 19,706 LAIF 40,000 RDA Loan 32,785 MTNs 14,673 U.S. Treasury Federal Agency 7,043 Commercial Paper 11,053 Total: $ 125,260 Month City Yield LAIF Yield Variance Dec03 1.58 1.55 0.03 Jan04 1.58 1.53 0.05 Feb 1.58 1.44 0.14 Mar 1.56 1.47 0.09 Apr 1.54 1.45 0.09 May 1.53 1.43 0.11 Jun 1.58 1.47 0.11 Jul 1.68 1.60 0.07 Aug 1.74 1.67 0.06 Sep 1.84 1.77 0.07 Oct 1.96 1.89 0.07 Nov 2.08 2.00 0.08 * Moody's Credit Ratings ** LAIF, and City Loan to RDA General Fund Ageing 0 .2 0 a. 100 80 60 40 20 Performance 2.2 1.9 F0 1.0 <1M <2M < 3M <6M < 1 YR <2YR Dec03JanO4Feb Mar Apr May Jun Jul Aug Sep Oct Nov ■LAIF Yield ®City Yield Page 2 of 8 City of Palm Desert Portfolio Holdings 30 November 2004 Market Ratings I Par Value I Issuer Medium -Term Notes $ 2,406,000 $ 3,000,000 $ 2,500,000 $ 1,610,000 $ 2,425,000 $ 1,270,000 $ 1,000,000 ABBOTT LABS FORD FORD FORD GENERAL ELECTRIC PITNEY BOWES WACHOVIA 'Coupon' Maturity I Cost I YTM 6.80 5/15/2005 $ 7.20 6/15/2007 $ 7.20 6/15/2007 $ 6.75 5/15/2005 $ 4.25 1/28/2005 $ 5.95 2/1/2005 $ 7.70 2/15/2005 $ 2,456,949 3,097,062 2,580,885 1,638,550 2,436,202 1,279,696 1,012,852 Price I Value 2.08 101.70 $ 5.75 106.76 $ 5.75 106.76 $ 2.80 101.62 $ 1.30 100.30 $ 1.32 100.46 $ 1.38 101.05 $ 2,446,911 3,202,845 2,669,038 1,636,125 2,432,163 1,275,875 1,010,538 Moody's' S & P Al A3 A3 A3 Aaa Aa3 Aa3 AA BBB - BBB - BBB - AAA AA A $ 14,211,000 Subtotal 14,502,196 3.35 14,673,496 Commercial Paper -- $ 3,025,000 $ 3,031,000 $ 5,013,000 Discount GENERAL ELECTRIC GENERAL ELECTRIC WELLS FARGO BANK 1.55 12/15/2004 $ 2,999,603 1.61 99.90 $ 3,022,114 1.64 1/14/2005 $ 2,999,932 1.70 99.71 $ 3,022,172 1.92 12/20/2004 $ 4,999,899 1.95 99.90 $ 5,008,217 P-1 P-1 P-1 A-1+ A-1+ A-1+ $ 11,069,000 Subtotal 10,999,434 1.79 11,052,503 Federal Agency -- Discount $ 1,015,000 FED NATIONAL MTG ASSOC 1.92 5/2/2005 $ $ 3,035,000 FED NATIONAL MTG ASSOC 1.71 3/3/2005 $ $ 3,045,000 FED NATIONAL MTG ASSOC 1.79 4/1/2005 $ 997,021 2.00 98.98 $ 2,995,644 1.78 99.41 $ 2,999,427 1.86 99.21 $ 1,004,647 Aaa 3,017,094 Aaa 3,020,945 Aaa AAA AAA AAA $ 7,095,000 Subtotal 6,992,092 1.85 7,042,685 LGIP $ 40,000,000 L.A.I.F. 0.00 12/1/2004 $ 40,000,000 2.00 100.00 $ 40,000,000 $ 40,000,000 Subtotal $ 40,000,000 2.00 $ 40,000,000 LGIP $ 11,366,550 C.A.M.P. 0.00 12/1/2004 11,366,550 1.73 100.00 $ 11,366,550 AAA $ 11,366,550 Subtotal 11,366,550 1.73 $ 11,366,550 Pooled Funds -- AIM $ 8,339,945 PRIME PORTFOLIO 0.00 12/1/2004 $ 8,339,945 1.58 100.00 $ 8,339,945 Aaa $ 8,339,945 Subtotal 8,339,945 1.58 8,339,945 City Loan to RDA $ 32,785,480 CITY OF PALM DESERT 0.00 12/1/2004 $ 32,785,480 2.00 100.00 $ 32,785,480 $ 32,785,480 Subtotal $ 32,785,480 2.00 32,785,480 Total Investments $ 124,866,975 $ 124,985,697 2.08 $ 125,260,659 "U" = Unrated Page 3 of 8 I Par Value Cash $ 3,010,439 $ 182,231 $ 22,874 $ 400,943 $ 3,616,487 Issuer CITY MAIN CHKG DESERT WILLOW CHKG OFFICE COMPLEX TRUST RECREATIONAL FAC CHKG Subtotal City of Palm Desert Portfolio Holdings 30 November 2004 'Coupon' Maturity I Cost 0.00 0.00 0.00 0.00 12/1/2004 $ 12/1/2004 $ 12/1/2004 $ 12/1/2004 $ Total Investments and Cash $ 128,483,462 3,010,439 182,231 22,874 400,943 3,616,487 $ 128,602,184 0.00 0.00 0.00 0.00 Market Price 100.00 $ 100.00 $ 100.00 $ 100.00 $ Value 3,010,439 182,231 22,874 400,943 $ 3,616,487 Ratings Moody's' S & P $ 128,877,146 N/A N/A N/A N/A N/A N/A N/A N/A "U" = Unrated Page 4 of 8 Dollars in Thousands Ageing Interval <1M < 2M <3M < 6M < 1YR < 2YR < 3YR < 4YR < 5YR > 5YR Total: Palm Desert Redevelopment Agency -- Portfolio Characteristics 30 November 2004 Market Value $ 70,855 1,982 9,054 $ 81,891 Quali * Market Value AAA $ 82,426 Unrated ** 60,898 AA - A A-1 3,020 Total: $ 146,344 Sector Market Value U.S. Treasury $ 23,056 Money Market Funds 51,343 LAIF 60,899 Federal Agency 8,026 Commercial Paper 3,020 Corporate Bonds Total: $ 146,344 Month RDA Yield LAIF Yield Variance Dec03 1.29 1.55 -0.25 Jan04 1.24 1.53 -0.29 Feb 1.20 1.44 -0.24 Mar 1.20 1.47 -0.28 Apr 1.22 1.45 -0.23 May 1.17 1.43 -0.26 Jun 1.37 1.47 -0.10 Jul 1.53 1.60 -0.08 Aug 1.51 1.67 -0.16 Sep 1.61 1.77 -0.17 Oct 1.73 1.89 -0.16 Nov 1.84 2.00 -0.17 Portfolio Ageing w/o SLGSs1 100 90 80 70 0 60 '0 50 't 40 a° 30 20 10 0 87 11 0 2 n 0 0 0 0 < 1 M < 2M < 3M < 6M < 1YR < 2YR < 3YR < 4YR Dec031an04Feb Mar Apr May Jun Jul Aug Sep Oct Nov * Moody's Credit Ratings ** LAIF Page 5 of 8 IPar Value Issuer Commercial Paper -- Discount $ 3,039,000 GENERAL ELECTRIC $ 3,039,000 Subtotal Palm Desert Redevelopment Agency Portfolio Holdings 30 November 2004 Coupon Maturity 1 Cost YTM I Price Market Value 1.73 3/1/2005 $ 2,999,569 1.80 99.39 $ 3,020,410 $ 3,020,410 $ 2,999,569 1.80 Ratings Moodys IS 8< P P-1 A-1 + U.S. Treasury -- Coupon $ 23,107,000 UNITED STATES TREASURY 1.63 3/31/2005 I $ 23,107,000 Federal Agency -- Coupon $ 1,983,000 FED HOME LOAN MTG Subtotal $ 1,983,000 Subtotal $ 23,089,206 1.86 99.78 23,089,206 1.86 23,056,453 $ 23,056,453 1.88 1/15/2005 $ 1,983,417 1.70 99.94 $ 1,981,761 $ 1,981,761 $ 1,983,417 1.70 Aaa Aaa AAA AAA Federal Agency -- Discount $ 3,040,000 FED NATIONAL MTG ASSOC 1.75 3/4/2005 $ 3,040,000 FED NATIONAL MTG ASSOC 1.71 3/1/2005 $ 6,080,000 Subtotal LGIPs $ 40,000,000 $ 5,997,875 $ 9,834,304 $ 5,066,620 I $ 60,898,799 LGIP $ 20,996,130 $ 20,996,130 L.A.I.F. L.A.I.F. (HOUSING) L.A.I.F. BOND PROCEEDS L.A.I.F. BOND PROCEEDS Pooled Funds -- AIM $ 30,347,109 PRIME PORTFOLIO Subtotal C.A.M.P. Subtotal I $ 30,347,109 Total Investments $ 146,451,038 Cash $ 2,093,830 $ 321,357 $ 2,415,187 Subtotal HOUSING AUTH CHK HOUSING AUTH TRUST Subtotal 0.00 0.00 0.00 0.00 $ 2,999,509 $ 3,001,012 1.82 99.41 $ 3,022,064 Aaa 1.78 99.43 $ 3,022,672 Aaa $ 6,000,521 1.80 $ 6,044,736 12/1/2004 $ 40,000,000 2.00 100.00 $ 40,000,000 12/1/2004 $ 5,997,875 2.00 100.00 $ 5,997,875 12/1/2004 $ 9,834,304 2.00 100.00 $ 9,834,304 12/1/2004 $ 5,066,620 2.00 100.00 $ 5,066,620 $ 60,898,799 2.00 $ 60,898,799 0.00 12/1/2004 $ 20,996,130 1.73 100.00 $ 20,996,130 $ 20,996,130 $ 20,996,130 1.73 0.00 12/1/2004 $ 30,347,109 1.58 100.00 $ 30,347,109 30,347,109 $ 30,347,109 1.58 $ 146,314,750 1.84 $ 146,345,398 U U U U Aaa 0.00 12/1/2004 $ 2,093,830 0.00 100.00 $ 2,093,830 N/A 0.00 12/1/2004 $ 321,357 0.00 100.00 $ 321,357 N/A $ 2,415,187 2,415,187 AAA AAA U U U U AAA AAA N/A N/A 1 1 "U" = Unrated Page 6 of 8 IPar Value Total Investments and Cash $ 148,866,225 Palm Desert Redevelopment Agency Portfolio Holdings 30 November 2004 Issuer I Coupon' Maturity L Cost I YTM $ 148,729,937 Price 1 Market Value $ 148,760,585 Ratings Moody's IS & P "U" = Unrated Page 7 of 8 STATEMENT OF COMPLIANCE The investment portfolios of the City of Palm Desert ("City") and the Palm Desert Redevelopment Agency ("RDA") are governed by federal, state, and local law. The City Treasurer's "Statement of Investment Policy" is more restrictive than the California Government Code. The Palm Desert Investment Committee and the Palm Desert City Council review the Statement of Investment Policy annually. For the month ended 30 November 2004, the City and the RDA investment portfolios were in compliance with all applicable federal, state, and local laws and regulations. The City Treasury continued to pursue conservative and prudent investment strategies, based upon the stated objectives of safety, liquidity, and yield (in order of priority). Barring unforeseen events, the City Treasury should have sufficient cash to finance the operations of the City of Palm Desert and the Palm Desert Redevelopment Agency over the next six months. In addition, portions of either the City or the RDA portfolio could be liquidated in order to meet any significant, unexpected cash requirements. Bloomberg L.P. and Interactive Data Corporation provided the data and the analytical tools that were used to calculate the market value of all securities in the City and the RDA investment portfolios. State and Local Government Series securities are held in escrow accounts and are therefore not included in this report as assets. All balances are bank balances. Respectfully submitted on 22 December 2004, PauLS. Gt c. c. M r. City Treasurer SUMMARY OF AUTHORIZED INVESTMENTS I California Government Code I City Investment Policy CA Govt Code Investment Category Maximum Maximum Quality Maximum Maximum Quality % of City % of RDA Maturity Limit S&P/Mdys Maturity Limit S&P/Mdys Portfolio Portfolio 53601(a) Palm Desert Bonds 5 Years No Limit Not Authorized (1) 53601(b) ,. ii ures U.S. Treasiiei 5 Years No Limit SYears I No Limit 53601(c) CA State Debt 5 Years No Limit Not Authorized 53601(d) CA Local Agency Debt 5 Years No Limit Not Authorized 53601(e) Federal Agencies 5 Years No Limit 5 Years 30% 53601(f) Bankers's Acceptances 180 Days 40%0 180 Days 40% A-1 & P-1 - - 53601(g) Commercial F ape'r- 270 Days 25% ', A-1+ or P 1 270 Days 25% A-1+ or P-1 8.8% 2.1% 53601(h) � t — Negotiable°Cis 5 Years. 30% 5 Years 30% AA- or Aaa „�_, - - 53601() Repos ` ' 1 Year No Limit 30 Days 20% AAA & Aaa 53601(i) Reverse Repos 92 Days 20% Not Authorized 53601(j) Medium Tarmlo ems` 5 Years 30% A 5 Years 30% A 11.6% 0.0% 53601(k) Mutual Funds `5 90 Days 20% AAA&Aaa 90 Days 20% (2) AAA & Aaa 15:8% 35.1% 53601(I) Trust Indenture Debt Not Authorized 53601(m) Secured Bank Deposits 5 Years No Limit Not Authorized 53601(k) Local Government Investment Pools 90 Days 20% AAA & Aaa or Advisor 90 Days 20% (2) AAA & Aaa or Advisor 32.0% 41.6% 53601(n) Mortgage -Backed Securities 5 Years 20% A (Issuer) & AA (Security) Not Authorized LA-ir ..' "' No Limit No Limit has been approved by the Palm Desert City Council. 73.8% 100.0% (1) The City loan to RDA, which is not a bond, (2) Maximum limit for mutual funds and local government investment pools, excluding bond proceeds. * Certified California Municipal Treasurer Page 8 of 8 Crty of Palmeser>t City and Redevelopment Agency Portfolios PLIANC�E ANNALYSIS_AND I VA ESTMENT SREPORT Decem er Paul S. Gibson, C.C.M.T., Treasurer Thomas W. Jeffrey, J.D., M.B.A., Deputy City Treasurer Treasurer's Commentary The Federal Open Market Committee (FOMC) will meet next on February 1st and 2nd to review short-term interest rates. ses are not yet Consumer spending numbers for the fourth quarter are expectedns or to be strong. Federal the strength of the housingrmarket Mernlat Lynch is forecasting restrictive enough to dampen consumers s spending patter four more interest -rate increases, with the Federal Funds Rate at and by the end of June 2005. Merrill believes that there will be a corresponding slowdown in economic growth during Fannie The big news in December was the "early" retirement of Fannie Mae'seChieKFf xec tiveiaOfficer, the e e resigThenation SEC had had made Mae's Chief Financial Officer, and the dismissal of Fannie Mae's external finding that Fannie Mae had broken accounting rules, and would have to restate its earnings for the last four years, in order to recognize $9 billion of losses on derivative contracts. This, in turn, investiused gated foaanothennie atwo yeae to fall rs since hort of lts minimum ts 2002 and 200131 requirement by approximately $3 billion. Fannie Mae may 9uced its financial statements will have to be reopened. In the meantime, Fanni e Mae has dmore thatd25% of all U.Srr s dential up its capital position. Fannie Mae borrows more than $950 billion annually, Y,and finances mortgages. PaAAS. 6'1,blon4 C.C.A1, r Treasurer Dollars in Thousands PORTFOLIO STATISTICS DEC-04 NOV-04 OCT-04 SEP-04 AUG-04 JUL-04 CITY 128,602 $ 130,550 $ 132,121 $ 136,973 $ 141,472 Month -End Book Value*** $ 124,724 $ Month -End Market Value*** $ 124,992 $ 128,877 $ 130,866$132,403 $ $137,2999 $ $141,687 6 $ 8 Paper Gain (Loss) $ 268 _ $ 275 $ 48,326) $ (34,215 5) Prior Year Book Variance $ (8,112) $ (3,536) $ (3,592) $ (6,242) $ 200 $ 191 $ 195 $ 187 $ 222 $ 214 $ 1 1.195 1.187 Y eId T Earnings 2 08% 1.96% 1.84 /o Yield -To -Maturity 2.26% 119 124 123 121 128 Weighted Maturity (Days) 121 p 17 0.18 0.19 0.22 Effective Duration 0.14 0.15 RDA Month -End Book Value*** $ 147,802 $ 148,730 $ 149,149 $ 158,671 $ 160,693 $ 175,311 Month -End Market Value*** $ 147,862 $ 148,761 $ 149,180 $$ 158,703 $$ 160,78833 $ 177,512 Paper Gain (Loss) $ 60 $ 31 $ 31 778 $ 37,378 $ 74,760 4,929 $ 5, Prior Year Book Variance $ 6,079 $ 4,546 $ 239 $ 221 $ 216 $ 202 $ 217 $ 234 $ Interest Earnings 65 1.73% 1.61 % 1.51 % 1.53% Yield -To -Maturity 2.00% 1.84% 65 62 71 134 Weighted Maturity (Days) 65 0 12 1 4 Effective Duration 0.05 0.07 0.09 0.10 Omits SLGSs. Dollars in Thousands Ageing Interval <1M < 2M < 3M < 6M < 1YR < 2YR < 3YR < 4YR < 5YR > 5YR Total: Ratin s * AAA Unrated ** AA A A-1 Total: City of Palm Desert -- Portfolio Characteristics 31 December 2004 Market Value $ 58,831 2,286 3,017 8,109 5,872 78,115 Market Value $ 28,218 72,785 2,278 9,935 3,028 $ 116,244 Sector Market Value Money Market Funds $ 18,733 LAIF 40,000 RDA Loan 32,785 MTNs 14,641 U.S. Treasury Federal Agency 7,057 Commercial Paper 3,028 Total: $ 116,244 Month City Yield LAIF Yield Variance Jan04 1.58 1.53 0.05 Feb 1.58 1.44 0.14 Mar 1.56 1.47 0.09 Apr 1.54 1.45 0.09 May 1.53 1.43 0.11 Jun 1.58 1.47 0.11 Jul 1.68 1.60 0.07 Aug 1.74 1.67 0.06 Sep 1.84 1.77 0.07 Oct 1.96 1.89 0.07 Nov 2.08 2.00 0.08 Dec 2.26 2.20 0.06 Performancel 2.4 2.1 F. e Ts 1.7 1.4 1.0 Jan04Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec la LAIF Yield ® City Yield * Moody's Credit Ratings ** LAIF, and City Loan to RDA Page 2 of 8 IPar Value I Issuer Medium -Term Notes $ 2,406,000 $ 3,000,000 $ 2,500,000 $ 1,610,000 $ 2,425,000 $ 1,270,000 $ 1,000,000 $ 14,211,000 ABBOTT LABS FORD FORD FORD GENERAL ELECTRIC PITNEY BOWES WACHOVIA Subtotal Commercial Paper -- Discount $ 3,031,000 GENERAL ELECTRIC $ 3,031,000 Subtotal City of Palm Desert Portfolio Holdings 31 December 2004 'Coupon 6.80 7.20 7.20 6.75 4.25 5.95 7.70 Maturity I Cost I YTM 5/15/2005 $ 6/15/2007 $ 6/15/2007 $ 5/15/2005 $ 1/28/2005 $ 2/1/2005 $ 2/15/2005 $ 2,447,629 3,093,876 2,578,230 1,633,328 2,430,306 1,274,848 1,007,642 2.08 5.75 5.75 2.80 1.30 1.32 1.38 $ 14,465,859 2.26 Market Ratings Price I Value I Moody's ' S & P 101.33 $ 106.66 $ 106.66 $ 101.29 $ 100.11 $ 100.20 $ 100.57 $ 2,437,901 3,199,935 2,666,613 1,630,793 2,427,777 1,272,479 1,005,702 $ 14,641,200 1.64 1/14/2005 $ 2,999,932 1.68 99.91 $ 3,028,348 $ 3,028,348 Federal Agencies -- Discount $ 1,015,000 FED NATIONAL MTG ASSOC 1.92 $ 3,035,000 FED NATIONAL MTG ASSOC 1.71 $ 3,045,000 FED NATIONAL MTG ASSOC 1.79 �$ 7,095,000 LGIP $ 40,000,000 $ 40,000,000 LGIP $ 10,383,819 $ 10,383,819 Pooled Funds -- AIM $ 8,348,223 PRIME PORTFOLIO Subtotal L.A.I.F. Subtotal C.A.M.P. Subtotal $ 8,348,223 City Loan To RDA $ 32,785,480 CITY OF PALM DESERT 0.00 Subtotal $ 2,999,932 1.68 5/2/2005 $ 3/3/2005 $ 4/1/2005 $ $ 6,992,092 1.85 997,021 1.97 99.17 $ 1,006,575 2,995,644 1.75 99.62 $ 3,023,467 2,999,427 1.84 99.40 $ 3,026,730 $ 7,056,772 0.00 1/1/2005 $ 40,000,000 2.20 100.00 $ 40,000,000 $ 40,000,000 $ 40,000,000 2.20 0.00 1/1/2005 $ 10,383,819 1.94 100.00 $ 10,383,819 10,383,819 $ 10,383,819 1.94 0.00 1/5/2005 $ 8,348,223 1.81 100.00 $ 8,348,223 $ 8,348,223 1 $ 32,785,480 Total Investments $ 115,854,522 Subtotal 8,348,223 1.81 1/1/2005 $ 32,785,480 2.20 100.00 $ 32,785,480 $ 32,785,480 $ 32,785,480 2.20 $ 115,975,405 2.259 $ 116,243,842 Al A3 A3 A3 Aaa Aa3 Aa3 P-1 Aaa Aaa Aaa U Aaa AA BBB - BBB - BBB - AAA AA A 1 A-1+ AAA AAA AAA AAA AAA "U" = Not Rated Page 3 of 8 Cash $ 8,265,677 CITY MAIN CHKG $ 185,135 DESERT WILLOW CHKG $ 22,874 OFFICE COMPLEX TRUST $ 274,702 RECREATIONAL FAC CHKG Total Investments and Cash "U" = Not Rated City of Palm Desert Portfolio Holdings 31 December 2004 0.00 1/5/2005 $ 8,265,677 0.00 100.00 $ 8,265,677 N/A N/A 0.00 1/5/2005 $ 185,135 0.00 100.00 $ 185,135 N/A N/A 0.00 1/5/2005 $ 22,874 0.00 100.00 $ 22,874 N/A N/A 0.00 1/5/2005 $ 274,702 0.00 100.00 $ 274,702 N/A N/A f2 7A4 oen Dollars in Thousands Ageing Interval < 1M < 2M < 3M < 6M < 1YR < 2YR < 3YR < 4YR < 5YR > 5YR Total: Palm Desert Redevelopment Agency -- Portfolio Characteristics 31 December 2004 Market Value $ 72,187 6,043 3,022 $ 81,252 Quality* Market Value AAA $ 81,799 Unrated ** 60,599 AA A A-1 3,027 Total: $ 145,425 Sector Market Value U.S. Treasury $ 23,071 Money Market Funds 50,689 LAIF 60,599 Federal Agency 8,039 Commercial Paper 3,027 Corporate Bonds - Total: $ 145,425 Month RDA Yield LAIF Yield Variance Jan04 1.24 1.53 -0.29 Feb 1.20 1.44 -0.24 Mar 1.20 1.47 -0.28 Apr 1.22 1.45 -0.23 May 1.17 1.43 -0.26 Jun 1.37 1.47 -0.10 Jul 1.53 1.60 -0.08 Aug 1.51 1.67 -0.16 Sep 1.61 1.77 -0.17 Oct 1.73 1.89 -0.16 Nov 1.84 2.00 -0.17 Dec 2.00 2.20 -0.20 * Moody's Credit Ratings ** LAIF {Portfolio Ageing w/o SLGSsI 100 90 80 70 60 50 40 a° 30 20 10 0 89 7 4 0 0 0 0 0 < 1 M < 2M < 3M < 6M < 1 YR < 2YR < 3YR < 4YR Jan04 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Page 5of8 I Par Value Issuer Commercial Paper -- Discount $ 3,039,000 GENERAL ELECTRIC $ 3,039,000 U.S. Treasury -- $ 23,107,000 $ 23,107,000 Federal Agency $ 1,983,000 $ 1,983,000 Federal Agency $ 3,040,000 $ 3,040,000 6,080,000 Subtotal Coupon UNITED STATES TREASURY 1.63 3/31/2005 $ 23,093,802 1.86 99.84 Subtotal Palm Desert Redevelopment Agency Portfolio Holdings 31 December 2004 Market Coupon I Maturity I Cost I YTM I Price I Value 1.73 3/1/2005 $ 2,999,569 1.78 99.60 $ 2,999,569 1.78 -- Coupon FED HOME LOAN MORTGAGE 1.88 1/15/2005 $ 1,983,133 1.70 99.97 $ 1,982,380 Aaa AAA Subtotal Q 1,983,133 1.70 $ 23,093,802 1.86 Ratings Moody's, S & P 3,026,743 P-1 A-1+ $ 3,026,743 23,070,895 23,070,895 Aaa AAA -- Discount FED NATIONAL MTG ASSOC 1.75 FED NATIONAL MTG ASSOC 1.71 Subtotal $ 1,982,380 3/4/2005 $ 2,999,509 1.80 99.61 $ 3,028,144 3/1/2005 $ 3,001,012 1.75 99.63 $ 3,028,752 Aaa AAA 6,000,521 1.70 LGIP $ 40,000,000 $ 5,697,875 $ 5,066,620 $ 9,834,304 $ 60,598,799 LGIP $ 21,030,500 I $ 21,030,500 Pooled Funds -- A $ 29,658,770 $ 29,658,770 Total Investments $ 145,497,069 Cash $ 2,117,262 $ 319,440 $ 2,436,702 L.A.I.F. L.A.I.F. (HOUSING) L.A.I.F. BOND PROCEEDS L.A.I.F. BOND PROCEEDS IM Subtotal C.A.M.P. Subtotal PRIME PORTFOLIO Subtotal HOUSING AUTH CHKG HOUSING AUTH TRUST Subtotal 0.00 1/1/2005 $ 40,000,000 2.20 100.00 $ 0.00 1/1/2005 $ 5,697,875 2.20 100.00 $ 0.00 1/1/2005 $ 5,066,620 2.20 100.00 $ 0.00 1/1/2005 $ 9,834,304 2.20 100.00 $ $ 60,598,799 2.20 6,056,896 40,000,000 5,697,875 5,066,620 9,834,304 $ 60,598,799 0.00 1/1/2005 $ 21,030,500 1.94 100.00 $ 21,030,500 21,030,500 1.94 21,030,500 Aaa MA U U U U U U U U U AAA 0.00 1/1/2005 $ 29,658,770 1.81 100.00 $ 29,658,770 Aaa AAA $ 29,658,770 1.81 $ 145,365,094 2.00 29,658,770 $ 145,424,984 0.00 1/1/2005 $ 2,117,262 0.00 100.00 $ 2,117,262 0.00 1/1/2005 $ 319,440 0.00 100.00 $ 319,440 2,436,702 $ 2,436,702 N/A N/A N/A N/A 1 I "U" = Unrated Page 6 of 8 LPar Value Total Investments and Cash $ 147,933,771 Palm Desert Redevelopment Agency Portfolio Holdings 31 December 2004 Issuer I Coupon I Maturity I Cost I YTM $ 147,801,796 Market Price I Value $ 147,861,686 Ratings Moody's' S & P "U" = Unrated Page 7 of 8 STATEMENT OF COMPLIANCE The investment portfolios of the City of Palm Desert ("City") and the Palm Desert Redevelopment Agency ("RDA") are governed by federal, state, and local law. The City Treasurer's "Statement of Investment Policy" is more restrictive than the California Government Code. The Palm Desert Investment Committee and the Palm Desert City Council review the Statement of Investment Policy annually. For the month ended 31 December 2004, the City and the RDA investment portfolios were in compliance with all applicable federal, state, and local laws and regulations. The City Treasury continued to pursue conservative and prudent investment strategies, based upon the stated objectives of safety, liquidity, and yield (in order of priority). Barring unforeseen events, the City Treasury should have sufficient cash to finance the operations of the City of Palm Desert and the Palm Desert Redevelopment Agency over the next six months. In addition, portions of either the City or the RDA portfolio could be liquidated in order to meet any significant, unexpected cash requirements. Bloomberg L.P. and Interactive Data Corporation provided the data and the analytical tools that were used to calculate the market value of all securities in the City and the RDA investment portfolios. State and Local Government Series securities are held in escrow accounts and are therefore not included in this report as assets. All balances are bank balances. Respectfully submitted on 26 January 2005, �auLS Gi'n C. c.,+'t r City Treasurer CA Govt Code Investment Category 53601(a) 53601(b) 53601(c) 53601(d) 53601(e) 53601(f) 53601(g) 5360f(h) 53601(i)' 53601(i) 53601(i)'" 53601-(k)` 53601(1) Palm Desert Bonds SUMMARY OF AUTHORIZED INVESTMENTS California Government Code 1 City Investment Policy Maximum Maximum Quality Maximum Maximum Quality % of City % of RDA Maturity Limit S&P/Mdys Maturity Limit S&P/Mdys Portfolio Portfolio U.S. Treasuries, . ,u CA State Debt CA Local Agency Debt reaerai Agencies 5 Years 5 Years 5 Years No Limit No Limit No Limit Not Authorized (1) 5 Years No Limit Bankers`s Acceptances' CommercialPaper Negotiable CDs rcepos Reverse Repos Medium -Term Notes,., Mutual Funds` Trust Indenture Debt 53601(m) Secured B 5 Years 5 Years 180 Days 270 Days b Years 1 Year 92 Days 5 Years 90 Days No Limit No Limit 40% 25% 30%0 No Limit 20% 30% 20% A-1+ or P-1 A AAA & Aaa 5 Years 180 Days 270 Days 5 Years 30 Days 5 Years 30% 40% 25% 30% 20% Not Authorized Not Authorized 6% A-1 & P-1 A-1+ or P-1 AA- or Aa3 AAA&Aaa Not Authorized 0.0%, 1 15 9%` 6.0%, 2.6%" 30°/ A 12.5% 90 Days 20% (2) 5.5% 2 1°/ 0.0% AAA & Aaa j 9.0% 20.4%'' Not Authorized ... ... �. N 53601(k) Local Government Investment Pools 90 Days 20% AAA & Aaa or Advisor , 90 Days 20% (2) I 5 Years Securities LAIF o H (issuer No Limit AA (Security) of Authorized AAA &Aaal or Advisor Not Authorized 9.0% I No Limit (1) The City loan to RDA, which is not a bond, has been approved by the Palm Desert City Council. (2) Maximum limit for mutual funds and local government investment pools, excluding bond proceeds. 14.5%0_: I 34.5% 73.5% 100.0% 41.7% * Certified California Municipal Treasurer Page 8 of 8