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HomeMy WebLinkAboutSR - Investment Rprts - May through August 2010CITY OF PALM DESERT FINANCE DEPARTMENT INTEROFFICE MEMORANDUM TO: RACHELLE KLASSEN, CITY CLERK FROM: NIAMH ORTEGA, RECORDING SECRETARY'S DATE: SEPTEMBER 28, 2010 SUBJECT: COMPLIANCE ANALYSIS AND INVESTMENT REPORTS Please find attached the Compliance Analysis and Investment Reports which were presented and approved at the recent meetings of the Audit, Investment and Finance Committee for the months of May through August 2010. Please include the report on the upcoming agenda for review and acceptance by City Council. Also included are the minutes of the June and July meetings for acceptance by the City Council. Please feel free to contact me at Ext. 382 if you have any questions. y B�'l RDA ON IC- IL1 C, nmo VEFiiEIED BY A Attachment (as noted) Originsl on file with City Clerk's Office CITY COUNCIL ACTION APPROVED 1)EN1 1 W 1) RECEIVED f r`le 01 I11:1Z MEETING DATE AYES: bt11- z-1,) Ae1-au5r 501) �sr�;nr�a �'� I NOES: N n/i J ABSENT: M cn C ABSTAIN: _U 00 C.- VERIFIED BY: Original on File with City Clerk's Office GAFINANCE\NIAMH ORTEGA\INVESTMENT COMM ITTEE\MEMOS\RKLASSENINVREPORT.WPD City of Palm Desert City and Redevelopment Agency Portfolios COMPLIANCE ANALYSIS AND INVESTMENT REPORT May 2010 , 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 June 22-23. Many economists have reversed their position of a month ago, and now believe that there is little likelihood that the FOMC will raise short-term interest rates anytime soon. This reassessment was prompted by the European debt crisis, low inflation, and meager job growth. The European debt crisis continued to widen. On June 4, Hungary announced that it was in danger of defaulting on its debt. Runs began on Hungary's currency and debt; the Euro fell below $1.20 for the first time; and the Dow Jones Industrial Average closed below 10,000. Bond investors reacted by demanding higher yields on public debt issued by Greece, Italy, Spain, Portugal, France, Belgium, and Austria. Nervous investors purchased U.S. Treasuries, pushing yields down near the bottom for this year. Robert Reich, former Secretary of Labor for the Clinton Administration, has argued that the U.S. is falling into a double -dip recession. He cited a deteriorating labor market; the rising average length of unemployment; falling median wages; and weak consumer spending, as factors. Reich stated that four temporary boosts have so far kept the U.S. economy out of a double dip: (1) the federal stimulus (75% of which has been spent); (2) near -zero interest rates; (3) capital replacements (e.g., cars and appliances); and (4) the hiring of Census workers. When these boosts end, Reich believes that the U.S. will be in a dip unless the Federal Government provides more stimulus. pa"'lls tiav�, C.C.. Al. r. City Treasurer PORTFOLIO STATISTICS Dollars in Thousands MAY-10 APR-10 MAR-10 FEB-10 JAN-10 DEC-09 CITY Month -End Book Value""' $ 206,132 $ 203,292 $ 197,952 $ 200,124 $ 218,094 $ 202,229 Month -End Market Value*** $ 206,723 $ 203,969 $ 198,665 $ 201,136 $ 219,068 $ 203,250 Paper Gain (Loss) $ 591 $ 677 $ 713 $ 1,012 $ 974 $ 1,021 Prior Year Book Variance $ (18,157) $ (14,671) $ (18,722) $ (19,345) $ 5,356 $ 3,176 Interest Earnings 222 246 227 $ 227 $ 221 $ 314 Yield -To -Maturity 1.25% 1.41 % 1.43% 1.41 % 1.31 % 1.82% Weighted Maturity (Days) 604 655 465 455 419 230 Effective Duration 0.57 0.63 0.35 0.35 0.35 0.15 RDA Month -End Book Value *** $ 299,721 $ 285,335 $ 295,407 $ 304,221 $ 287,243 $ 256,271 Month -End Market Value *** $ 299,998 $ 285,685 $ 295,786 $ 304,733 $ 287,788 $ 256,897 Paper Gain (Loss) $ 277 $ 350 $ 379 $ 512 $ 545 $ 626 Prior Year Book Variance $ 6,001 $ 32,808 $ 27,030 $ 33,805 $ 5,970 $ 4,419 Interest Earnings 171 175 174 $ 168 $ 183 $ 262 Yield -To -Maturity 0.69% 0.74% 0.70% 0.69% 0.72% 1.21 % Weighted Maturity (Days) 226 237 229 223 236 188 Effective Duration 0.31 0.34 0.35 0.34 0.38 0.16 *** Omits SLGSs. City of Palm Desert -- Portfolio Characteristics May 31, 2010 Dollars in Thousands Aaeina Interval Market Value < 1 M $ 60,327 General Fund Ageing < 2M 2,071 < 3M 6,056 100_......_._.-._.-._.__.._._.__..__ _. _.___..._.._._ ......._ ... __, < 6M 14,055 80 < 1 YR 14,256 : < 2YR 20,276 2 60 41 < 3YR 31,063 te 40 < 4YR - a 20 9 10 14 21 < 5YR - 1 n n n n 0 0 0 I j > 5YR _ 0 Total: $ 148,104 1M 2M 3M 6M 1YR 2YR 3YR 4YR 5YR 5YR - 1 Ratings * Market Value (Credit Quality AAA AAA $ 98,076 48% AA 21,354 AA A 6,982 Unrated ** 11% Unrated * 76,603 38% A Total: $ 203,015 3°!° Sector Market Value `Asset AllocationM MTNs MMF $ 29,819 14% CAMP Agencies 59,276 5% MTNs 27,909 Agencies' RDA Loan CAMP 9,408 29% ^'+"" 11 % RDA Loan 22,655 MMF Energy Loan Energy Loan 4,349 15% LAIF 2% LAIF 49,599 24% Total: $ 203,015 Month Citv Yield LAIF Yield Variance PerformanceN Jun09 2.03 1.38 0.65 Jul 1.90 1.04 0.86 2.4 - --------- --- Aug 1.79 0.93 0.87 Sep 1.74 0.76 0.98 Oct 1.69 0.65 1.05 Nov 1.93 0.61 1.32 } 0.8 Dec 1.82 0.57 1.26 Jan10 1.31 0.56 0.76 0.0 - Feb 1.41 0.58 0.83 JunOWul AugSep0ctNovDedan1FebMarAprMay Mar 1.43 0.55 0.88 Apr 1,41 0.59 0.83 ® o May 1.25 0.56 0.69 Standard and Poors ** LAIF, and City Loan to RDA Page 2 City of Palm Desert Portfolio Holdings May 31, 2010 Market Ratings Par Value Issuer lCouponj Maturity I Cost J YTM Price I Value I Moody's S&P Medium -Term Notes $ 3,795,000 BANK OF AMERICA 5.38 8/15/11 $ 3,851,020 4.05 104.09 $ 3,950,269 A2 A $ 3,000,000 BANK OF AMERICA 4.25 1011/10 $ 3,009,992 3.20 101.05 $ 3,031,572 A2 A $ 2,035,000 GENERAL ELECTRIC 4.88 10/21/10 $ 2,029,740 5.63 101.39 $ 2,063,201 Aa2 AA+ $ 1,891,000 GENERAL ELECTRIC 6.88 11/15/10 $ 1,900,222 5.65 102.49 $ 1,938,078 Aa2 AA+ $ 2,000,000 GENERAL ELECTRIC 6.13 2/22111 $ 2,005,773 5.67 103.61 $ 2,072,100 Aa2 AA+ $ 3,965,000 GENERAL ELECTRIC 4.88 10/21/10 $ 3,989,103 3.23 101.39 $ 4,019,947 Aa2 AA+ $ 3,000,000 TOYOTA 4.35 12/15/10 $ 3,063,006 0.44 101.70 $ 3,050,913 Aal AA $ 2,000,000 WACHOVIA 7.80 8/18/10 $ 2,010,915 5.02 101.33 $ 2,026,516 Al AA $ 4,000,000 WELLS FARGO BANK 6.38 8/1/11 $ 4,051,308 5.13 104.25 $ 4,169,956 Al AA $ 2,000,000 WELLS FARGO BANK 4.63 8/9/10 $ 1,998,408 5.09 100.67 $ 2,013,386 Al AA $ 27,686,000 Subtotal $ 27,909,490 4.09 $ 28,335,938 Agencies -- Coupon $ 3,000,000 FED FARM CREDIT BANK 3.50 10/3/11 $ 3,100,503 0.97 103.66 $ 3,109,688 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.63 7/27/11 $ 3,027,323 1.18 101.09 $ 3,032,813 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 0.44 10/7/10 $ 3,001,251 0.32 100.06 $ 3,001,875 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.63 3/16/11 $ 3,026,829 0.41 100.91 $ 3,027,188 Aaa AAA $ 2,062,000 FED HOME LOAN MTG CORP 4.13 7/12/10 $ 2,071,965 5.47 100.44 $ 2,071,021 Aaa AAA $ 3,000,000 FED HOME LOAN MTG CORP 1.63 4/26/11 $ 3,026,517 0.60 100.97 $ 3,029,063 Aaa AAA $ 3,000,000 FED HOME LOAN MTG CORP 4.13 2/24/11 $ 3,078,706 0.52 102.56 $ 3,076,875 Aaa AAA $ 2,000,000 FED NAT MTG ASSOC 4.25 8/15/10 $ 1,995,345 5.47 100.81 $ 2,016,250 Aaa AAA $ 3,000,000 FED NAT MTG ASSOC 1.75 12/28/12 $ 2,996,079 1.91 100.50 $ 3,015,000 Aaa AAA $ 25,062,000 Subtotal $ 25,324,518 1.59 $ 25,379,771 Agencies -- Callable $ 3,000,000 FED HOME LOAN BANK 1.00 10/28/11 $ 3,000,000 1.00 100.19 $ 3,005,625 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.38 6111/12 $ 998,316 1.46 100.00 $ 1,000,000 Aaa AAA $ 15,000,000 FED HOME LOAN BANK 1.38 6/28/12 $ 14,974,649 1.82 100.06 $ 15,009,375 Aaa AAA $ 2,980,000 FED HOME LOAN BANK 1.88 11/19/12 $ 2,985,647 1.61 100.59 $ 2,997,694 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.85 12/21/12 $ 3,000,815 1.82 100.38 $ 3,011,250 Aaa AAA $ 3,000,000 FED HOME LOAN MTG CORP 1.25 1/26/12 $ 3,000,000 1.25 100.25 $ 3,007,443 Aaa AAA $ 6,000,000 FED NATIONAL MTG ASSOC 1.75 12/28/12 $ 5,992,480 1.90 100.50 $ 6,030,000 Aaa AAA j $ 35,980,000 Subtotal $ 33,951,908 1.68 $ 34,061,387 Local Agency Investment Fund $ 49,598,636 L.A.I.F. 0.00 6/1/10 $ 49,598,636 0.56 100.00 $ 49,598,636 U U $ 49,598,636 Subtotal $ 49,598,636 0.56 $ 49,598,636 "U" = Unrated Page 3 City of Palm Desert Portfolio Holdings May 31, 2010 Market Ratings Par Value I Issuer lCouponj Maturity I Cost I YTM I Price I Value Moody's S&P Local Agency Investment Fund $ 8,800,216 C.A.M.P. 0.00 6/1/10 $ 8,800,216 0.20 100.00 $ 8,800,216 U AAA $ 607,392 C.A.M.P. (DESERT WILLOW) 0.00 611110 $ 607,392 0.20 100.00 $ 607,392 U AAA $ 9,407,609 Subtotal $ 9,407,609 0.20 $ 9,407,609 Money Market Fund $ 29,818,942 WF ADVANTAGE GOVT MMF 0.00 6/1/10 $ 29,818,942 0.00 100.00 $ 29,818,942 Aaa AAA $ 29,818,942 Subtotal $ 29,818,942 0.00 $ 29,818,942 City Loan to RDA $ 22,655,000 CITY OF PALM DESERT 0.00 6/1/40 $ 22,655,000 0.56 100.00 $ 22,655,000 U U $ 22,655,000 Subtotal $ 22,655,000 0.56 $ 22,655,000 City Loan to Energy Program $ 4,349,000 CITY OF PALM DESERT 0.00 6/30135 $ 4,349,000 4.00 100.00 $ 4,349,000 U U $ 4,349,000 Subtotal $ 4,349,000 4.00 $ 4,349,000 Total Investments $ 204,557,187 $ 203,015,102 1.25 $ 203,606,283 Cash $ 1,928,198 CITY MAIN CHKG 0.00 6/1/10 $ 1,928,198 0.00 100.00 $ 1,928,198 U U $ 962,243 DESERT WILLOW CHKG 0.00 6/1/10 $ 962,243 0.00 100.00 $ 962,243 U U $ 226,759 RECREATIONAL FAC CHKG 0.00 6/1/10 $ 226,759 0.00 100.00 $ 226,759 U U $ 3,117,201 Subtotal $ 3,117,201 $ 3,117,201 Total Investments and Cash $ 207,674,388 $ 206,132,303 $ 206,723,484 "U" = Unrated Page 4 City of Palm Desert Portfolio Holdings May 31, 2010 I Par Value I Issuer lCouponj Maturity I Cost % of Portfolio Corporate Issuers (Market Value) BANK OF AMERICA 3.38% GENERAL ELECTRIC 4.88% TOYOTA 1.48% WACHOVIA 0.98% WELLS FARGO BANK 2.99% % of Portfolio Agency Issuers (Market Value) FED FARM CREDIT BANK 1.50% FED HOME LOAN BANK 16.49% FED HOME LOAN MTG CORP 5.41 % FED NAT MTG ASSOC 5.35% Market Ratings YTM I Price I Value Moody's I S&P "U" = Unrated Page 5 Palm Desert Redevelopment Agency -- Portfolio Characteristics May 31, 2010 Dollars in Thousands Aaeina Interval Market Value • 1 M $ 94,837 �portfolio Ageing w/o SLGSs • 2M 3,007 • 3M - 100 • 6M 10,817 80 - 16,116 • 1YR 63 60 - - • 2YR 18,264 0 • 3YR 3,789 40 - 0 • 4YR 20 - 7 11 12 2 0 3 0 0 2 • 5YR r, n n 0 --- - - - • 5YR 3,151 < < < < < < < < < > Total: $ 149,981 1M 2M 3M 6M 1YR 2YR 3YR 4YR 5YR 5YR Qualit Market Value credit Quality AA AAA $ 152,630 AAA 2% AA 6,075 51% 3 A 10,004 Unrated 130,560 �?Unrated Total: $ 299,269 44% Sector Market Value (Asset Allocation MTNs MMF $ 66,380 Agencies 5% CAMP Agencies 35,914 12% 16% MTNs 16,079 47,185 CAMP MMF LAIF LAIF 49,787 22% 17% EIP 3,151 EIP LAIF/Bond Proceeds 80,773 LAIF/Bond 1% Total: $ 299,269 Proceeds 27% Month RDA Yield LAW Yield variance lPerformance Jun09 1.30 1.38 -0.08 Jul 1.31 1.04 0.27 1.5 Aug 1.19 0.93 0.26 Sep 0.95 0.76 0.19 1.0- Oct 0.96 0.65 0.32 -F Nov 1.21 0.61 0.59 - Dec 1.21 0.57 0.64 0.5 Jan10 0.72 0.56 0.16 Feb 0.69 0.58 0.12 0.0 Mar 0.70 0.55 0.15 Jun09Ju1 Aug Sep Oct Nov Dedaril (Feb Mar Apr May Apr 0.74 0.59 0.15 ®LAIF Yield 0 RDA Yield May 0.69 0.56 0.13 Standard and Poors LAIF Page 6 Palm Desert Redevelopment Agency Portfolio Holdings May 31, 2010 Market Ratings Par Value Issuer Coupon Maturity Cost YTM Price Value Moody's SAP Medium -Term Notes $ 3,000,000 ABBOTT LABS 3.75 3115/11 $ 3,074,165 0.60 102.28 $ 3,068,484 Al AA $ 3,450,000 BEAR STEARNS (JPM) 6.95 8110/12 $ 3,826,476 1.83 109.82 $ 3,788,959 Aa3 A+ $ 3,000,000 JP MORGAN CHASE 3.13 1211/11 $ 3,099,501 0.69 104.15 $ 3,099,501 Aa3 A+ $ 3,000,000 JP MORGAN CHASE 5.60 6/1111 $ 3,141,336 0.85 103.85 $ 3,115,548 Aa3 A+ $ 3,000,000 WAL-MART 4.13 7/1/10 $ 3,002,913 2.91 100.22 $ 3,006,549 Aa2 AA 1 $ 15,450,000 Subtotal $ 16,144,391 1.39 $ 16,079,041 Agencies -- Coupon $ 4,900,000 FED FARM CREDIT BANK 4.90 9/22/10 $ 4,903,617 4.65 101.44 $ 4,970,438 Aaa AAA $ 2,000,000 FED HOME LOAN BANK 4.88 3111/11 $ 1,991,021 5.49 103.38 $ 2,067,500 Aaa AAA $ 2,000,000 FED HOME LOAN BANK 4.88 3/11/11 $ 1,990,902 5.50 103.38 $ 2,067,500 Aaa AAA $ 2,890,000 FED HOME LOAN BANK 2.88 3/11111 $ 2,943,295 0.49 101.78 $ 2,941,478 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 0.50 11/29/10 $ 3,003,092 0.36 100.09 $ 3,002,813 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.13 1219/11 $ 3,008,795 0.96 100.50 $ 3,015,000 Aaa AAA $ 2,000,000 FED HOME LOAN MTG CORP 6.88 9115/10 $ 2,006,790 5.54 101.97 $ 2,039,375 Aaa AAA $ 3,734,000 FED HOME LOAN MTG CORP 6.88 9/15/10 $ 3,746,701 5.54 101.97 $ 3,807,513 Aaa AAA $ 2,940,000 FED NAT MTG ASSOC 1,75 3/23/11 $ 2,969,827 0.43 100.97 $ 2,968,481 Aaa AAA $ 9,000,000 FED NAT MTG ASSOC 1,00 11/23/11 $ 9,007,876 1.00 100.38 $ 9,033,750 Aaa AAA J $ 35,464,000 Subtotal $ 35,571,917 2.59 $ 35,913,848 Local Government Investment Pool $ 49,764,629 L.A.I.F. 0.00 6/1110 $ 49,764,629 0.56 100.00 $ 49,764,629 U U $ 22,090 L.A.I.F, (HOUSING) 0.00 6/1/10 $ 22,090 0.56 100.00 $ 22,090 U U $ 49,786,719 Subtotal $ 49,786,719 0.56 $ 49,786,719 Local Government Investment Pool $ 17,469,371 L.A.I.F. / WELLS FARGO 0.00 6/1/10 $ 17,469,371 0.56 100.00 $ 17,469,371 U AA $ 4,804,427 L.A.I.F. / WELLS FARGO 0.00 6/1/10 $ 4,804,427 0.56 100.00 $ 4,804,427 U AA $ 25,153,920 L.A.I.F. / WELLS FARGO 0.00 6/1/10 $ 25,153,920 0.56 100.00 $ 25,153,920 U AA $ 1,700,760 L.A.I.F. / WELLS FARGO 0.00 6/1/10 $ 1,700,760 0.56 100.00 $ 1,700,760 U AA $ 15,133,500 L.A.I.F. / WELLS FARGO 0.00 6/1/10 $ 15,133,500 0.56 100.00 $ 15,133,500 U AA $ 16,511,283 L.A.I.F. / WELLS FARGO 0.00 6/1/10 $ 16,511,283 0.56 100.00 $ 16,511,283 U AA $ 80,773,262 Subtotal $ 80,773,262 0.56 $ 80,773,262 Local Government Investment Pool $ 45,072,709 C.A.M.P. 0.00 6/1/10 $ 45,072,709 0.20 100.00 $ 45,072,709 U AAA $ 2,112,408 C.A.M.P. (HOUSING) 0.00 611/10 $ 2,112,408 0.20 100.00 $ 2,112,408 U AAA $ 47,185,117 Subtotal $ 47,185,117 0.20 $ 47,185,117 "U" = Unrated Page 7 Palm Desert Redevelopment Agency Portfolio Holdings May 31, 2010 I Market Ratings Par Value Issuer Coupon Maturity Cost YTM Price Value Moody's S&P Money Market Fund $ 66,379,641 WF ADVANTAGE GOVT MMF 0.00 6/1/10 $ 66,379,641 0.00 100.00 $ 66,379,641 Aaa AAA } $ 66,379,641 Subtotal $ 66,379,641 0.00 $ 66,379,641 Municipal Bonds $ 3,151,000 CITY OF PALM DESERT 3.00 9/2/29 $ 3,151,000 3.00 100.00 $ 3,151,000 U AA $ 3,151,000 Subtotal $ 3,151,000 3.00 $ 3,151,000 Total Investments $ 298,189,739 $ 298,992,046 0.69 $ 299,268,627 Cash $ 323,777 HOUSING AUTH CHKG 0.00 6/1/10 $ 323,777 0.00 100.00 $ 323,777 U U $ 405,238 HOUSING AUTH TRUST 0.00 6/1/10 $ 405,238 0.00 100.00 $ 405,238 U U $ 729,015 Subtotal $ 729,015 $ 729,015 Total Investments and Cash $ 298,918,754 $ 299,721,061 $ 299,997,642 % of Portfolio Corporate Issuers (Market Value) ABBOTT LABS 1.02% BEAR STEARNS (JPM) 1.26% JP MORGAN CHASE 2.07% WAL-MART 1.00% "U" = Unrated Page 8 Par Value Palm Desert Redevelopment Agency Portfolio Holdings May 31, 2010 Issuer Agency Issuers Coupon I Maturity FED FARM CREDIT BANK FED HOME LOAN BANK FED HOME LOAN MTG CORP FED NAT MTG ASSOC Cost % of Portfolio (Market Value) 1.66% 4.36% 1.95% 2.26% Market Ratings YTM I Price I Value Moody's I S&P "U" = Unrated Page 9 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 Audit, Investment, and Finance Committee and the Palm Desert City Council review the Statement of Investment Policy annually. For the month ended May 31, 2010, 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. Interactive Data Corporation provided the data that was 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 June 22, 2010, ;Ps tj�l�ao�t, C. C. M r. City Treasurer SUMMARY OF AUTHORIZED INVESTMENTS I California Government Code I City Investment Policy CA Govt Maximum Maximum Quality Maximum Maximum Quality % of City % of RDA Portfolio Portfolio 0.0% 1 1.1% Code Investment Category Maturity Limit S&P/Mdys Maturity Limit S&P/Mdys 53601(a) Palm Desert Bonds 5 Years No Limit 53632(c) Savings Accounts No Limit No Limit No Limit I No Limit 53601(b) U.S. Treasuries 5 Years No Limit 5 Years 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% 6% 53601(f) Bankers's Acceptances 180 Days 40% 180 Days 40% A-1 & P-1 53601(g) Commercial Paper 270 Days 25% A-1+ or P-1 270 Days 25% A-1+ or P-1 53601(h) Negotiable CDs 5 Years 30% 5 Years 30% AA- or Aa3 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 Notes 5 Years 0 30% A 5 Years 0 30% A 53601(k) Mutual Funds 90 Days 20% AAA & Aaa 90 Days 20% (2) AAA & Aaa 53601(I) Trust Indenture Debt I I Not Authorized 53601(m) Secured Bank Deposits 5 Years No Limit I Not Authorized 53601(k) Local Government I I AAA & Aaa I l AAA & Aaa Investment Pools 90 Days 20% or Advisor _ 90 Days 20% (2) I or Advisor I 53601(n) Mortgage -Backed 5 Years 20% A (Issuer) & Not Authorized Securities I IAA (Security) 16429.1(b) LAIF I No Limit I No Limit (1) The City loan to RDA, which is not a bond, has been approved by the Palm Desert City Council. (2) The City Energy Independence Program has been approved by the Palm Desert City Council. (3) Maximum limit for mutual funds and local government investment pools, excluding bond proceeds. 0.0% 0.0% 29.2% 11.9% 0.0% 0.0% 13.8% 5.4% 14.7% 22.2% 4.6% I 15.8% 24.4% 43.7% 86.7% 100.0% Certified California Municipal Treasurer Page 10 City of Palm Desert �. City and Redevelopment Agency Portfolios COMPLIANCE ANALYSIS AND INVESTMENT REPORT June 2010 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 August 10. At its June 24 meeting, the FOMC noted that while an economic recovery was proceeding, consumer spending remained constrained by high unemployment, lower housing wealth, and tight credit. With inflation likely to remain subdued for some time, the FOMC stated that short-term interest rates would probably stay at current levels for an extended period. U.S. economic growth is expected to slow during the second half of 2010, in the absence of further Federal stimulus. A double -dip recession is not thought likely, however, unless there are substantial tax increases. Small businesses remain starved for capital. U.S. banks are constrained in their ability to lend to small businesses due to an estimated $176 billion of sour real estate loans. About two-thirds of bank commercial real estate loans that will mature between 2010 -- 2014 are "underwater" (property worth less than loan). Banks continue to "extend and pretend" on delinquent loans (as opposed to foreclosing) in order to avoid a hit to their earnings. This limits their lending capital. It is impossible to anticipate when short-term interest rates will rise. The City Treasurer's Office is therefore pursuing a strategy of buying securities in the middle of the maturity range, with an emphasis on U.S. Agency callables and selected high-grade corporate bonds, that offer a higher incremental yield. Pis �dwm c.c.M r. City Treasurer PORTFOLIO STATISTICS Dollars in Thousands JUN-10 MAY-10 APR-10 MAR-10 FEB-10 JAN-10 CITY Month -End Book Value" $ 201,932 $ 201,783 $ 198,943 $ 197,952 $ 200,124 $ 218,094 Month -End Market Value*** $ 202,476 $ 202,374 $ 199,620 $ 198,665 $ 201,136 $ 219,068 Paper Gain (Loss) $ 544 $ 591 $ 677 $ 713 $ 1,012 $ 974 Prior Year Book Variance $ (27,016) $ (22,506) $ (19,020) $ (18,722) $ (19,345) $ 5,356 Interest Earnings 227 207 233 227 $ 227 $ 221 Yield -To -Maturity 1.16% 1.28% 1.45% 1.43% 1.41 % 1.31 % Weighted Maturity (Days) 363 415 461 465 455 419 Effective Duration 0.23 0.23 0.28 0.35 0.35 0.35 RDA Month -End Book Value *** $ 302,563 $ 299,721 $ 285,335 $ 295,407 $ 304,221 $ 287,243 Month -End Market Value *** $ 303,003 $ 299,998 $ 285,685 $ 295,786 $ 304,733 $ 287,788 Paper Gain (Loss) $ 440 $ 277 $ 350 $ 379 $ 512 $ 545 Prior Year Book Variance $ 15,272 $ 6,001 $ 32,808 $ 27,030 $ 33,805 $ 5,970 interest Earnings 200 171 175 174 $ 168 $ 183 Yield -To -Maturity 0.78% 0.69% 0.74% 0.70% 0.69% 0,72% Weighted Maturity (Days) 344 226 237 229 223 236 Effective Duration 0.51 0.31 0.34 0.35 0.34 0.38 *** Omits SLGSs. Dollars in Thousands Aaeina Interval < I < 2M < 3M < 6M < 1 YR < 2YR < 3YR < 4YR < 5YR > 5YR Total: Ratings AAA AA A Unrated *' Total: Sector MMF Agencies MTNs CAMP RDA Loan LAIF Total: Month JU109 Aug Sep Oct Nov Dec Jan10 Feb Mar Apr May Jun Citv Yield 1.90 1.79 1.74 1.69 1.93 1.82 1.31 1.41 1.43 1.41 1.25 1.16 City of Palm Desert -- Portfolio Characteristics June 30, 2010 Market Value $ 75,993 6,056 17,106 11,205 20,276 18,054 $ 148,690 Market Value $ 42,407 83,568 6,963 62,254 $ 195,192 Market Value $ 29,811 46,440 28,278 28,409 22,655 39,599 $ 195,192 LAIF Yield 1.04 0.93 0.76 0.65 0.61 0.57 0.56 0.58 0.55 0.59 0.56 0.53 Variance 0.86 0.87 0.98 1.05 1.32 1.26 0.76 0.83 0.88 0.83 0.69 0.63 General Fund AgeingM 100 ....................... _,.._ ,..... _..._._- _...._......_._.. _ .- ._. 80 - c 60 - 51 40 - °' 20 4 12 8 14 12 o. 0 W.W.II n 0 0 0 1M 2M 3M 6M 1YR 2YR 3YR 4YR 5YR 5YR i Credit Quality i Asset Allocation i Performance AAA 22% AA 42% Unrated *' 32% A 4% MTNs 14% CAMP Agencies .. - 15% 24% ';'v RDA Loan MMF 12% 15% LAIF 20% 2.1 - . _.. ... _._. _...... _ _._...__ ... 1.4- r V m j 0.7 - 0.0 Ju109%ugSep Oct NovDedan1 Web MarAprMayJun ® c Standard and Poors ** LAIF, and City Loan to RDA Page 2 f Par Value Medium -Term Notes $ 3,795,000 $ 3,000,000 $ 2,035,000 $ 1,891,000 $ 2,000,000 $ 3,965,000 $ 3,000,000 $ 2,000,000 $ 4,000,000 $ 2,000,000 $ 27,686,000 Agencies -- Coupon City of Palm Desert Portfolio Holdings June 30, 2010 Market Ratings Issuer Coupon I Maturity Cost YTM I Price I Value Moody's I S&P BANK OF AMERICA 5.38 8/15111 $ 3,847,148 4.05 103.90 $ 3,943,047 A2 A BANK OF AMERICA 4.25 10/1/10 $ 3,007,494 3.20 100.66 $ 3,019,692 A2 A GENERAL ELECTRIC 4.88 10/21/10 $ 2,030,868 5.63 101.17 $ 2,058,797 Aa2 AA+ GENERAL ELECTRIC 6.88 11/15/10 $ 1,898,535 5.65 102.01 $ 1,929,090 Aa2 AA+ GENERAL ELECTRIC 6.13 2/22/11 $ 2,005,110 5.67 103.21 $ 2,064,278 Aa2 AA+ GENERAL ELECTRIC 4.88 10/21/10 $ 3,983,938 3.23 101.17 $ 4,011,367 Aa2 AA+ TOYOTA 4.35 12/15/10 $ 3,053,263 0.44 101.42 $ 3,042,528 Aal AA WACHOVIA 7.80 8118/10 $ 2,006,662 5.02 100.79 $ 2,015,862 Al AA WELLS FARGO BANK 6.38 8/1/11 $ 4,047,644 5.13 104.62 $ 4,184,896 Al AA WELLS FARGO BANK 4.63 8/9/10 $ 1,999,111 5.09 100.40 $ 2,008,022 Al AA Subtotal $ 27,879,772 4.09 $ 28,277,579 $ 3,000,000 FED FARM CREDIT BANK 3.50 10/3/11 $ 3,094,247 0.97 103.69 $ 3,110,625 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.63 7/27/11 $ 3,025,352 1.18 101.19 $ 3,035,625 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 0.44 10/7/10 $ 3,000,953 0.32 100.06 $ 3,001,875 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.63 3/16/11 $ 3,024,005 0.41 100.91 $ 3,027,188 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1A0 8/28/12 $ 2,999,362 1.11 100.56 $ 3,016,875 Aaa AAA $ 2,062,000 FED HOME LOAN MTG CORP 4.13 7/12/10 $ 2,074,116 5.47 100.13 $ 2,064,578 Aaa AAA $ 3,000,000 FED HOME LOAN MTG CORP 1.63 4126/11 $ 3,024,070 0.60 101.00 $ 3,030,000 Aaa AAA $ 3,000,000 FED HOME LOAN MTG CORP 4.13 2/24/11 $ 3,069,728 0.52 102.34 $ 3,070,313 Aaa AAA $ 2,000,000 FED NAT MTG ASSOC 4.25 8/15/10 $ 1,997,232 5.47 100.50 $ 2,010,000 Aaa AAA $ 3,000,000 FED NAT MTG ASSOC 1.75 12/28/12 $ 2,996,206 1.91 100.53 $ 3,015,938 Aaa AAA $ 28,062,000 Subtotal $ 28,305,272 1.54 $ 28,383,015 Agencies -- Callable $ 3,000,000 FED HOME LOAN BANK 1.00 10/28/11 $ 3,000,000 1.00 100.19 $ 3,005,625 Aaa AAA $ 2,980,000 FED HOME LOAN BANK 1.88 11/19/12 $ 2,985,457 1.61 100.53 $ 2,995,831 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.85 12/21/12 $ 3,000,789 1.82 100.47 $ 3,014,063 Aaa AAA $ 3,000,000 FED HOME LOAN MTG CORP 1.25 1/26/12 $ 3,000,000 1.25 100.38 $ 3,011,409 Aaa AAA $ 6,000,000 FED NAT MTG ASSOC 1.75 12/28/12 $ 5,992,723 1.90 100.53 $ 6,031,875 Aaa AAA $ 17,980,000 Subtotal $ 17,978,968 1.58 $ 18,058,803 Local Agency Investment Fund $ 39,598,636 L.A.I.F. 0.00 7/1/10 $ 39,598,636 0.53 100.00 $ 39,598,636 U U $ 39,598,636 Subtotal $ 39,598,636 0.53 $ 39,598,636 Local Agency Investment Fund $ 27,801,257 C.A.M.P. 0.00 7/1/10 $ 27,801,257 0.25 100.00 $ 27,801,257 U AAA $ 607,515 C.A.M.P. (DESERT WILLOW) 0.00 7/1/10 $ 607,515 0.25 100.00 $ 607,515 U AAA $ 28,408,771 Subtotal $ 28,408,771 0.25 $ 28,408,771 "U" = Unrated Page 3 City of Palm Desert Portfolio Holdings June 30, 2010 Market Par Value Issuer Coupon Maturity Cost YTM Price I Value Money Market Fund $ 29,810,641 WF ADVANTAGE GOVT MMF 0.00 $ 29,810,641 Subtotal City Loan to RDA $ 22,655,000 CITY OF PALM DESERT 0.00 $ 22,655,000 Subtotal Total Investments $ 194,201,048 Cash $ 6,523,590 CITY MAIN CHKG 0.00 $ 575,550 DESERT WILLOW CHKG 0.00 $ 183,656 RECREATIONAL FAC CHKG 0.00 $ 7,282,796 Subtotal Total Investments and Cash $ 201,483,844 Corporate Issuers BANK OF AMERICA GENERAL ELECTRIC TOYOTA WACHOVIA WELLS FARGO BANK 7/1110 $ 29,810,641 0.00 100.00 $ 29,810,641 $ 29,810,641 0.00 $ 29,810,641 711140 $ 22,655,000 0.53 100.00 $ 22,655,000 $ 22,655,000 0.53 $ 22,655,000 $ 194,637,060 1.22 $ 195,192,445 7/1/10 $ 6,523,590 0.00 100.00 $ 6,523,590 711/10 $ 575,550 0.00 100.00 $ 575,550 7/1/10 $ 183,656 0.00 100.00 $ 183,656 $ 7,282,796 0.00 $ 7,282,796 $ 201,919,856 % of Portfolio (Market Value) 3.44% 4.97% 1.50% 1.00% 3.06% $ 202,475,241 Ratings Moody's I S&P Aaa AAA U U U U U U U U "U" = Unrated Page 4 } Par Value Issuer Agency Issuers City of Palm Desert Portfolio Holdings June 30, 2010 Coupon I Maturity FED FARM CREDIT BANK FED HOME LOAN BANK FED HOME LOAN MTG CORP FED NAT MTG ASSOC Cost % of Portfolio (Market Value) 1.54% 10.42% 5.52% 5.46% Market Ratings j YTM I Price I Value Moody's I S&P "U" = Unrated Page 5 Palm Desert Redevelopment Agency -- Portfolio Characteristics June 30, 2010 Dollars in Thousands Aaeina Interval Market Value J < 1M $ 57,844Portfolio Ageing w/o SLGSs� < 2M - 1 < 3M 10,817 100 --- < 6M 3,003 80 - < 1YR 16,229 < 2YR 17,646 2 60 - 0 38 < 3YR 44,286 40 - 29 o < 4YR - a 20 - 7 11 12 n < 5YR - O n 2 n n I I 0 0 2 i 0 > 5YR 3,151 < < < < < < < < < > Total: $ 152,976 1 M 2M 3M 6M 1 YR 2YR 3YR 4YR 5YR 5YR \. J ualit Market Value Credit Quail y� AA 1 AAA $ 155,752 ' AAA (?011,AA 6,063 52%A 3% A 10,003 Unrated *" 130,560 Un Total: $ 302,378 43% " 43% \ i Sector Market Value Asset Allocation MMF $ 66,381 Agencies CAMP Agencies 79,033 26% 2% MTNs 16,066 MTNs MMF 5% CAMP 7,187 22% LAIF LAIF 49,787 16% EIP 3,151 Proceeds EIP LAIF/Bond Proceeds 80,773 Proceeds 1 Total: $ 302,378 28% Month RDA Yield LAIF Yield Variance PerformanceN JU109 1.31 1.04 0.27 Aug1.19 0.93 0.26 1.5 ___.--.--.------_--_.___.__._ ...... .._..----____._._..._-.-_s Sep 0.95 0.76 0.19 Oct 0.96 0.65 0.32 1.0 - Nov 1.21 0.61 0.59 a Dec 1.21 0.57 0.64 d Jan10 0.72 0.56 0.16 0.5 Feb 0.69 0.58 0.12 Mar 0.70 0.55 0.15 0.0 - r Apr 0.74 0.59 0.15 ( Ju109kug Sep Oct Nov Dedan10=eb Mar Apr May Jun May 0.69 0.56 0.13 F- -- --- - - ®LAIF Yield DRDA Yield Jun 0.78 0.53 0.25 J Standard and Poors '* LAIF Page 6 Palm Desert Redevelopment Agency Portfolio Holdings June 30, 2010 Market Ratings Par Value Issuer Coupon I Maturity Cost YTM I Price Value Moody's I S&P Medium -Term Notes $ 3,000,000 ABBOTT LABS 3.75 3115/11 $ 3,066,330 0.60 102.08 $ 3,062,508 Al AA $ 3,450,000 BEAR STEARNS CO. 6.95 8/10/12 $ 3,812,162 1.83 109.69 $ 3,784,195 Aa3 A+ $ 3,000,000 JP MORGAN CHASE 3.13 1211/11 $ 3,093,973 0.69 104.15 $ 3,093,973 Aa3 A+ $ 3,000,000 JP MORGAN CHASE 5.60 611111 $ 3,129,558 0.85 104.17 $ 3,124,995 Aa3 A+ $ 3,000,000 WAL-MART 4.13 7/1/10 $ 3,000,000 2.91 100.00 $ 3,000,000 Aa2 AA 1 $ 15,450,000 Subtotal $ 16,102,023 1.39 $ 16,065,670 Agencies -- Coupons $ 4,900,000 FED FARM CREDIT BANK 4.90 9/22/10 $ 4,902,640 4.65 101.06 $ 4,952,063 Aaa AAA $ 2,000,000 FED HOME LOAN BANK 4.88 3/11/11 $ 1,991,983 5.49 103.09 $ 2,061,875 Aaa AAA $ 2,000,000 FED HOME LOAN BANK 4.88 3/11/11 $ 1,991,876 5.50 103.09 $ 2,061,875 Aaa AAA $ 2,890,000 FED HOME LOAN BANK 2.88 3/11/11 $ 2,937,585 0.49 101.69 $ 2,938,769 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 0.50 11/29/10 $ 3,002,571 0.36 100.13 $ 3,003,750 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.13 12/9/11 $ 3,008,314 0.96 100.78 $ 3,023,438 Aaa AAA $ 2,000,000 FED HOME LOAN BANK 1.10 8/28/12 $ 1,999,575 1.11 100.56 $ 2,011,250 Aaa AAA $ 2,500,000 FED HOME LOAN BANK 1.10 8/28/12 $ 2,499,468 1.11 100.56 $ 2,514,063 Aaa AAA $ 2,500,000 FED HOME LOAN BANK 1.10 8/28/12 $ 2,499,476 1.11 100.56 $ 2,514,063 Aaa AAA $ 2,500,000 FED HOME LOAN BANK 1.38 10/29/12 $ 2,510,003 1.20 101.16 $ 2,528,906 Aaa AAA $ 4,900,000 FED HOME LOAN BANK 1.75 12/14/12 $ 4,947,689 1.40 101.94 $ 4,994,938 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.10 8/28/12 $ 2,999,372 1.11 100.56 $ 3,016,875 Aaa AAA $ 2,000,000 FED HOME LOAN MTG CORP 6.88 9/15/10 $ 2,004,832 5.54 101.41 $ 2,028,125 Aaa AAA $ 3,734,000 FED HOME LOAN MTG CORP 6.88 9/15/10 $ 3,743,037 5.54 101.41 $ 3,786,509 Aaa AAA $ 2,940,000 FED NAT MTG ASSOC 1.75 3123111 $ 2,966,763 0.43 100.97 $ 2,968,481 Aaa AAA $ 9,000,000 FED NAT MTG ASSOC 1.00 11/23/11 $ 9,007,431 1.00 100.63 $ 9,056,250 Aaa AAA $ 2,500,000 FED NAT MTG ASSOC 1.13 7/30/12 $ 2,502,665 1.08 100.66 $ 2,516,406 Aaa AAA $ 55,364,000 Subtotal $ 55,515,280 2.09 $ 55,977,634 Agencies -- Callable $ 2,500,000 FED FARM CREDIT BANK 1.90 11/16/12 $ 2,512,117 0.78 100.44 $ 2,510,938 Aaa AAA $ 2,500,000 FED FARM CREDIT BANK 1.90 11/16/12 $ 2,512,117 0.78 100.44 $ 2,510,938 Aaa AAA $ 7,000,000 FED HOME LOAN BANK 0.50 9/24/12 $ 7,000,000 0.75 100.06 $ 7,004,375 Aaa AAA $ 2,500,000 FED HOME LOAN MTG CORP 1,20 6/15/12 $ 2,502,933 1.08 100.48 $ 2,512,068 Aaa AAA $ 6,000,000 FED HOME LOAN MTG CORP 0.50 917/12 $ 6,000,000 0.50 100.14 $ 6,008,364 Aaa AAA $ 2,500,000 FED NAT MTG ASSOC 1.88 10/29/12 $ 2,514,290 0.41 100.38 $ 2,509,375 Aaa AAA $ 23,000,000 Subtotal $ 23,041,458 0.69 $ 23,056,057 Local Government Investment Pool $ 49,764,629 L.A.I.F. 0.00 711110 $ 49,764,629 0.53 100.00 $ 49,764,629 U U $ 22,090 L.A.I.F. (HOUSING) 0.00 7/1/10 $ 22,090 0.53 100.00 $ 22,090 U U $ 49,786,719 Subtotal $ 49,786,719 0.53 $ 49,786,719 "U" = Unrated Page 7 Palm Desert Redevelopment Agency Portfolio Holdings June 30, 2010 Par Value I Issuer j Coup Local Government Investment Pool $ 17,469,371 L.A.I.F. / WELLS FARGO 0.00 $ 4,804,427 L.A.I.F. / WELLS FARGO 0.00 $ 25,153,920 L.A.I.F. / WELLS FARGO 0.00 $ 1,700,760 L.A.I.F. / WELLS FARGO 0.00 $ 15,133,500 L.A.I.F. / WELLS FARGO 0.00 $ 16,511,283 L.A.I.F. / WELLS FARGO 0.00 $ 80,773,262 Subtotal Local Government Investment Pool $ 5,074,195 C.A.M.P. 0.00 $ 2,112,833 C.A.M.P. (HOUSING) 0.00 $ 7,187,028 Subtotal Money Market Fund $ 66,381,034 WF ADVANTAGE GOVT MMF 0.00 $ 66,381,034 Subtotal Municipal Bonds $ 3,151,000 CITY OF PALM DESERT 3.00 $ 3,151,000 Subtotal Total Investments $ 301,093,043 Cash $ 220,346 HOUSING AUTH CHKG 0.00 $ 404,747 HOUSING AUTH TRUST 0.00 $ 625,093 Subtotal Total Investments and Cash $ 301,718,136 Market on I Maturity i Cost YTM I Price I Value 711/10 $ 17,469,371 0.53 100.00 $ 17,469,371 711/10 $ 4,804,427 0.53 100.00 $ 4,804,427 7/1/10 $ 25,163,920 0.53 100.00 $ 25,153,920 7/1/10 $ 1,700,760 0.53 100.00 $ 1,700,760 7/1/10 $ 15,133,500 0.53 100.00 $ 15,133,500 7/1/10 $ 16,511,283 0.53 100.00 $ 16,511,283 $ 80,773,262 0.53 $ 80,773,262 7/1/10 $ 5,074,195 0.25 100.00 $ 5,074,195 7/1/10 $ 2,112,833 0.25 100.00 $ 2,112,833 $ 7,187,028 0.25 $ 7,187,028 Ratings Moody's I S&P U AA U AA U AA U AA U AA U AA U U AAA AAA 7/1/10 $ 66,381,034 0.00 100.00 $ 66,381,034 Aaa AAA $ 66,381,034 0.00 $ 66,381,034 9/2/29 $ 3,151,000 3.00 100.00 $ 3,151,000 U AA $ 3,151,000 3.00 $ 3,151,000 $ 301,937,804 0.78 $ 302,378,405 7/1/10 $ 220,346 0.00 100.00 $ 220,346 U U 7/1/10 $ 404,747 0.00 100.00 $ 404,747 U U $ 625,093 $ 625,093 $ 302,562,896 $ 303,003,497 "U" = Unrated Page 8 Palm Desert Redevelopment Agency Portfolio Holdings June 30, 2010 Market Ratings Par Value Issuer Coupon I Maturity Cost YTM I Price I Value Moody's I S&P % of Portfolio Corporate Issuers (Market Value) ABBOTT LABS 1.01 % BEAR STEARNS CO. 1.25% JP MORGAN CHASE 2.05% WAL-MART 0.99% % of Portfolio Agency Issuers (Market Value) FED FARM CREDIT BANK 3.29% FED HOME LOAN BANK 12.43% FED HOME LOAN MTG CORP 4.73% FED NAT MTG ASSOC 5.04% "U" = Unrated Page 9 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 Audit, Investment, and Finance Committee and the Palm Desert City Council review the Statement of Investment Policy annually. For the month ended June 30, 2010, 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. Interactive Data Corporation provided the data that was 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 July 27, 2010, Pis �jdVom, c.C.R r. City Treasurer SUMMARY OF AUTHORIZED INVESTMENTS I California Government Code I City Investment Policy CA Govt Maximum Maximum Quality Maximum Maximum Quality % of City % of RDA Code Investment Category Maturity Limit S&P/Mdys Maturity Limit S&P/Mdys Portfolio Portfolio 53601(a) Palm Desert Bonds 5 Years No Limit 0.0% 1.0% 53632(c) Savings Accounts No Limit No Limit No Limit No Limit 0.0% 1 0.0% 53601(b) U.S. Treasuries 5 Years No Limit 5 Years No Limit 0.0% 0.0% 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% 6% 23.8% 26.0% 53601(f) Bankers's Acceptances 180 Days 40% 180 Days 40% A-1 & P-1 - - 53601(g) Commercial Paper 270 Days 25% A-1+ or P-1 270 Days 25% A-1+ or P-1 0.0% 0.0% 53601(h) Negotiable CDs 5 Years 30% 5 Years 30% AA- or Aa3 - - 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 Notes 5 Years 30% A 5 Years 30% A 14.3% 5.3% 53601(k) Mutual Funds 90 Days 20% AAA & Aaa 90 Days 20% (2) AAA & Aaa 15.3% 1 22.0% 53601(I) Trust Indenture Debt Not Authorized 53601(m) Secured Bank Deposits 5 Years No Limit Not Authorized 53601(k) Local Government I AAA & Aaa ( AAA & Aaa Investment Pools 90 Day s f 20% or Advisor 90 Days ( 20% 2) ( I or Advisor 1 14.6% I 2.4% 53601(n) Mortgage -Backed 5 Years 20% A (Issuer) & Not Authorized Securities AA (Security) 16429.1(b) LAW No Limit No Limit j I 20.3% l 43.2% (1) The City loan to RDA, which is not a bond, has been approved by the Palm Desert City Council. 1 88.4% 100.0% (2) The City Energy Independence Program has been approved by the Palm Desert City Council. (3) Maximum limit for mutual funds and local government investment pools, excluding bond proceeds. " Certified California Municipal Treasurer Page 10 City of Palm Desert � City and Redevelopment Agency Portfolios COMPLIANCE ANALYSIS AND INVESTMENT REPORT July 2010 Paul S. Gibson, C.C.M.T., Treasurer Thomas W. Jeffrey, J.D., M.B.A., Deputy City Treasurer Treasurer's Commentary A sharply divided Federal Open Market Committee (FOMC) met on August 10, and reversed direction by initiating a new round of "quantitative easing" to address a weakening U.S. economy. The Federal Reserve will use $250 billion in cash to buy U.S. Treasuries in order to keep long-term interest rates low. The FOMC is concerned about a double -dip recession developing due to persistently high unemployment, weak economic indicators, and massive debt deleveraging by consumers and businesses. Inflation is currently running close to zero, and the trend in all of the major price indices is decelerating. With the end of the federal stimulus, sales of existing U.S. homes fell to a 15-year low in July. Initial unemployment claims rose to 500,000 in August, and U.S. auto sales fell to a 27-year low during the same time period. At least 829 U.S. banks (11%), mostly community banks, remain at risk of failure. Wells Fargo is forecasting U.S. economic growth averaging between 1 % and 1.5% during the second half of 2010. U.S. Treasury yields fell sharply as investors sought safety in low -risk securities due to rising anxiety over the global economy. Federal Funds Futures are currently assigning a 53% probability to the FOMC's keeping the Federal Funds Rate unchanged at 0.25% through August 2011. According to the Wall Street Journal, retail investors are starting to buy riskier assets, such as junk bonds and leveraged mutual funds, and to engage in currency speculation, in order to boost yields. Pis (i6bjo�, c.c.s r. City Treasurer PORTFOLIO STATISTICS Dollars in Thousands JUL-10 JUN-10 MAY-10 APR-10 MAR-10 FEBA0 CITY Month -End Book Value''" $ 197,878 $ 201,932 $ 201,783 $ 198,943 $ 197,952 $ 200,124 Month -End Market Value""" $ 198,453 $ 202,476 $ 202,374 $ 199,620 $ 198,665 $ 201,136 Paper Gain (Loss) $ 575 $ 544 $ 591 $ 677 $ 713 $ 1,012 Prior Year Book Variance $ (28,582) $ (27,016) $ (22,506) $ (19,020) $ (18,722) $ (19,345) Interest Earnings 173 227 207 233 227 $ 227 Yield -To -Maturity 1.12% 1.16% 1.28% 1.45% 1.43% 1.41 % Weighted Maturity (Days) 351 363 415 461 465 455 Effective Duration 0.21 0.23 0.23 0.28 0.35 0.35 RDA Month -End Book Value """ $ 298,525 $ 302,563 $ 299,721 $ 285,335 $ 295,407 $ 304,221 Month -End Market Value''" $ 299,032 $ 303,003 $ 299,998 $ 285,685 $ 295,786 $ 304,733 Paper Gain (Loss) $ 507 $ 440 $ 277 $ 350 $ 379 $ 512 Prior Year Book Variance $ 14,305 $ 15,272 $ 6,001 $ 32,808 $ 27,030 $ 33,805 Interest Earnings 195 200 171 175 174 $ 168 Yield -To -Maturity 0.76% 0.78% 0.69% 0.74% 0.70% 0.69% Weighted Maturity (Days) 339 344 226 237 229 223 Effective Duration 0.49 0.51 0.31 0.34 0.35 0.34 """ Omits SLGSs. City of Palm Desert -- Portfolio Characteristics July 31, 2010 Dollars in Thousands Aaeina Interval Market Value < 1 M $ 78,450 General Fund Ageing < 2M < 3M 12,073 100---..__..__-__ < 6M 4,960 80 < 1YR 14,214 < 2YR 17,287 260 - 54 < 3YR 18,071 40 - 1 < 4YR - < 5YR _ a 20 0 8 3 10 12 12 0 0 0 3 > 5YR _ 0 n rl n n Total: $ 145,055 < < < < < < < < < 1M 2M 3M 6M 1YR 2YR 3YR 4YR 5YR 5YR Ratings Market Value (Credit Quality AAA $ 122,943 AAA AA 21,290 Unrated "' 63% A 6,972 22% iD Unrated 41,924 A AA Total: $ 193,129 4% 11 % i 1 Sector Market Value (Asset Allocati� MTNs MMF $ 29,783 15% CAMP Agencies 44,353 15/o MTNs 28,262 Agencies Lr3y o 22% CAMP 28,417 RDA Loan RDA Loan 22,655 12% MMF LAIF 39,659 15% LAIF Total: $ 193,129 21% Month Citv Yield LAIF Yield Variance PerformanceM Aug09 1.79 0.93 0.87 Sep 1.74 0.76 0.98 2.1 Oct 1.69 0.65 1.05 Nov 1.93 0.61 1.32 1.4 - Dec 1.82 0.57 1.26 Jan10 1.31 0.56 0.76 2 Feb 1.41 0.58 0.83 >- 0.7 Mar 1.43 0.55 0.88 Apr 1.41 0.59 0.83 0.0 May 1.25 0.56 0.69 AugOSepOctNovDedan1EebMarAprMayJun Jul Jun 1.16 0.53 0.63 Jul 1.12 0.53 0.59 C Standard and Poors "" LAIF, and City Loan to RDA Page 2 City of Palm Desert Portfolio Holdings July 31, 2010 Market Ratings Par Value Issuer l Couponj Maturity I Cost I YTM 1 Price Value I Moody's S&P Medium -Term Notes $ 3,795,000 BANK OF AMERICA 5.38 8/15/11 $ 3,843,276 4.05 104.24 $ 3,955,828 A2 A $ 3,000,000 BANK OF AMERICA 4.25 10/1/10 $ 3,004,996 3.20 100.55 $ 3,016,581 A2 A $ 2,035,000 GENERAL ELECTRIC 4.88 10/21/10 $ 2,031,995 5.63 100.91 $ 2,053,478 Aa2 AA+ $ 1,891,000 GENERAL ELECTRIC 6.88 11/15/10 $ 1,896,848 5.65 101.70 $ 1,923,181 Aa2 AA+ $ 2,000,000 GENERAL ELECTRIC 6.13 2/22111 $ 2,004,446 5.67 102.95 $ 2,058,928 Aa2 AA+ $ 3,965,000 GENERAL ELECTRIC 4.88 10/21/10 $ 3,978,773 3.23 100.91 $ 4,001,002 Aa2 AA+ $ 3,000,000 TOYOTA 4.35 12/15/10 $ 3,043,520 0.44 101.22 $ 3,036,735 Aal AA $ 2,000,000 WACHOVIA 7.80 8/18/10 $ 2,002,410 5.02 100.30 $ 2,005,946 Al AA $ 4,000,000 WELLS FARGO BANK 6.38 8/1/11 $ 4,043,979 5.13 105.22 $ 4,208,984 Al AA $ 2,000,000 WELLS FARGO BANK 4.63 8/9/10 $ 1,999,813 5.09 100.07 $ 2,001,348 Al AA $ 27,686,000 Subtotal $ 27,850,055 4.09 $ 28,262,011 Agencies -- Coupon $ 3,000,000 FED FARM CREDIT BANK 3.50 10/3111 $ 3,087,992 0.97 103.56 $ 3,106,875 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.63 7/27/11 $ 3,023,382 1.18 101.25 $ 3,037,500 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 0.44 10/7/10 $ 3,000,655 0.32 100.06 $ 3,001,875 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.63 3116/11 $ 3,021,180 0.41 100.84 $ 3,025,313 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.10 8/28/12 $ 2,999,387 1.11 100.78 $ 3,023,438 Aaa AAA $ 3,000,000 FED HOME LOAN MTG CORP 1.63 4/26/11 $ 3,021,622 0.60 100.97 $ 3,029,063 Aaa AAA $ 3,000,000 FED HOME LOAN MTG CORP 4.13 2/24/11 $ 3,060,750 0.52 102.09 $ 3,062,813 Aaa AAA $ 2,000,000 FED NAT MTG ASSOC 4.25 8/15/10 $ 1,999,119 5.47 100.16 $ 2,003,125 Aaa AAA $ 3,000,000 FED NAT MTG ASSOC 1.75 12/28/12 $ 2,996,333 1.91 100.47 $ 3,014,063 Aaa AAA $ 26,000,000 Subtotal $ 26,210,421 1.23 $ 26,304,063 Agencies -- Callable $ 3,000,000 FED HOME LOAN BANK 1.00 10/28/11 $ 3,000,000 1.00 100.16 $ 3,004,688 Aaa AAA $ 2,980,000 FED HOME LOAN BANK 1.88 11/19/12 $ 2,985,266 1.61 100.44 $ 2,993,038 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.85 12/21/12 $ 3,000,762 1.82 100.41 $ 3,012,188 Aaa AAA $ 3,000,000 FED HOME LOAN MTG CORP 1.25 1/26/12 $ 3,000,000 1.25 100.37 $ 3,011,016 Aaa AAA $ 6,000,000 FED NAT MTG ASSOC 1.75 12/28/12 $ 5,992,966 1.90 100.47 $ 6,028,124 Aaa AAA $ 17,980,000 Subtotal $ 17,978,994 1.58 $ 18,049,053 Local Agency Investment Fund $ 39,658,990 L.A.I.F. 0.00 8/1/10 $ 39,658,990 0.53 100.00 $ 39,658,990 U U f $ 39,658,990 Subtotal $ 39,658,990 0.53 $ 39,658,990 Local Agency Investment Fund $ 27,809,335 C.A.M.P. 0.00 8/1/10 $ 27,809,335 0.31 100.00 $ 27,809,335 U AAA $ 607,673 C.A.M.P. (DESERT WILLOW) 0.00 811110 $ 607,673 0.31 100.00 $ 607,673 U AAA $ 28,417,008 Subtotal $ 28,417,008 0.31 $ 28,417,008 "U" = Unrated Page 3 City of Palm Desert Portfolio Holdings July 31, 2010 I Par Value I Issuer I Coupon I Maturity Money Market Fund $ 29,782,603 WF ADVANTAGE GOVT MMF 0.00 $ 29,782,603 Subtotal City Loan to RDA $ 22,655,000 CITY OF PALM DESERT 0.00 $ 22,655,000 Subtotal Total Investments $ 192,179,601 Cash $ 4,970,994 CITY MAIN CHKG 0.00 $ 274,017 DESERT WILLOW CHKG 0.00 $ 79,504 RECREATIONAL FAC CHKG 0.00 $ 5,324,516 Subtotal Total Investments and Cash $ 197,504,117 Corporate Issuers BANK OF AMERICA GENERAL ELECTRIC TOYOTA WACHOVIA WELLS FARGO BANK Market Cost YTM I Price I Value 8/1/10 $ 29,782,603 0.00 100.00 $ 29,782,603 $ 29,782,603 0.00 $ 29,782,603 8/1/40 $ 22,655,000 0.53 100.00 $ 22,655,000 $ 22,655,000 0.53 $ 22,655,000 $ 192,553,071 1.12 $ 193,128,728 Ratings Moody's I S&P Aaa AAA I U U ` J 8/1/10 $ 4,970,994 0.00 100.00 $ 4,970,994 U U 8/1/10 $ 274,017 0.00 100.00 $ 274,017 U U 8/1/10 $ 79,504 0.00 100.00 $ 79,504 U U $ 5,324,516 $ 5,324,516 J $ 197,877,587 % of Portfolio (Market Value) 3.51 % 5.06% 1.53% 1.01 % 3.13% $ 198,453,243 "U" = Unrated Page 4 I Par Value City of Palm Desert Portfolio Holdings July 31, 2010 Market Issuer Coupon Maturity Cost YTM I Price I Value % of Portfolio Agency Issuers (Market Value) FED FARM CREDIT BANK FED HOME LOAN BANK FED HOME LOAN MTG CORP FED NAT MTG ASSOC 1.57% 10.63% 6.08% 5.57% Ratings Moody'sI S&P "U" = Unrated Page 5 Palm Desert Redevelopment Agency -- Portfolio Characteristics July 31, 2010 Dollars in Thousands Aaeina Interval Market Value < I $ 49,909 ; Portfolio Ageing w/o SLGSs� < 2M 10,713 < 6M 3,003 80 - M < 1 YR 16,196 0 < 2YR 20,237 2 60 i o < 3YR 41,958 o 40 - 34 29 < 4YR - a 20 - 7 11 14 IIII < 5YR - n 0 2 I-1 n l l 0 0 i > 5YR 3,151 o < < < < < < < < < Total: $ 145,167 1 M 2M 3M 6M 1 YR 2YR 3YR 4YR 5YR 5YR ualit * Market Value Credit Quality AA AAA $ 154,593 1 % AA 3,059 AAA A A 10,035 � Unrated *" 130,730 52% 3% Total: $ 298,417 Unrated " \ 44% Sector Market Value Asset Allocation Agencies MMF $ 70,239 26% MTNs Ir- % Agencies 79,014 CAMP MTNs 13,094 MMF 1 % CAMP 2,189 24% LAIF LAIF 49,856 17% EIP 3,151 IP LAIF/Bond Proceeds 80,874 LAIF/Bond 1% Total: $ 298,417 Proceeds 27% Month RDA Yield LAIF Yield Variance jPerformanceN Aug09 1.19 0.93 0.26 Sep 0.95 0.76 0.19 1.4 Oct 0.96 0.65 0.32 j Nov 1.21 0.61 0.59 Dec 1.21 0.57 0.64 a Jan10 0.72 0.56 0.16 2 0.7 Feb 0.69 0.58 0.12 } Mar 0.70 0.55 0.15 Apr 0.74 0.59 0.15 0.0 a May 0.69 0.56 0.13 AugOSep Oct Nov Dedanl0 eb Mar Apr May Jun Jul Jun 0.78 0.53 0.25 ®LAIF Yield Jul 0.76 0.53 0.23 ORDAYield � J " Standard and Poors ** LAIF Page 6 Palm Desert Redevelopment Agency Portfolio Holdings July 31, 2010 Market Ratings Par Value Issuer Coupon Maturity Cost YTM I Price Value Moody's S&P Medium -Term Notes $ 3,000,000 ABBOTT LABS 3.75 3/15111 $ 3,058,496 0.60 101.98 $ 3,059,313 Al AA $ 3,450,000 BEAR STEARNS (JPM) 6.95 8/10/12 $ 3,797,847 1.83 110.34 $ 3,806,799 Aa3 A+ $ 3,000,000 JP MORGAN CHASE 3.13 12/1/11 $ 3,088,445 0.69 103.44 $ 3,103,311 Aa3 A+ $ 3,000,000 JP MORGAN CHASE 5.60 6/1/11 $ 3,117,780 0.85 104.16 $ 3,124,668 Aa3 A+ 1 $ 12,450,000 Subtotal $ 13,062,568 1.04 $ 13,094,091 Agencies -- Coupon $ 4,900,000 FED FARM CREDIT BANK 4.90 9/22/10 $ 4,901,662 4.65 100.66 $ 4,932,156 Aaa AAA $ 2,000,000 FED HOME LOAN BANK 4.88 3/11/11 $ 1,992,945 5.49 102.78 $ 2,055,625 Aaa AAA $ 2,000,000 FED HOME LOAN BANK 4.88 3/11/11 $ 1,992,851 5.50 102.78 $ 2,055,625 Aaa AAA $ 2,890,000 FED HOME LOAN BANK 2.88 3/11/11 $ 2,931,875 0.49 101.53 $ 2,934,253 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 0.50 11/29/10 $ 3,002,050 0.36 100.09 $ 3,002,813 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.13 1219111 $ 3,007,832 0.96 100.91 $ 3,027,188 Aaa AAA $ 2,000,000 FED HOME LOAN BANK 1.10 8128/12 $ 1,999,591 1.11 100.78 $ 2,015,625 Aaa AAA $ 2,500,000 FED HOME LOAN BANK 1.10 8/28/12 $ 2,499,489 1.11 100.78 $ 2,519,531 Aaa AAA $ 2,500,000 FED HOME LOAN BANK 1.10 8/28/12 $ 2,499,497 1.11 100.78 $ 2,519,531 Aaa AAA $ 2,500,000 FED HOME LOAN BANK 1.38 10/29/12 $ 2,509,645 1.20 101.38 $ 2,534,375 Aaa AAA $ 4,900,000 FED HOME LOAN BANK 1.75 12/14/12 $ 4,946,069 1.40 102.16 $ 5,005,656 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.10 8/28/12 $ 2,999,396 1.11 100.78 $ 3,023,438 Aaa AAA $ 2,000,000 FED HOME LOAN MTG CORP 6.88 9115/10 $ 2,002,873 5.54 100.81 $ 2,016,250 Aaa AAA $ 3,734,000 FED HOME LOAN MTG CORP 6.88 9/15/10 $ 3,739,373 5.54 100.81 $ 3,764,339 Aaa AAA $ 2,940,000 FED NATIONAL MTG ASSOC 1.75 3/23/11 $ 2,963,698 0.43 100.91 $ 2,966,644 Aaa AAA $ 9,000,000 FED NATIONAL MTG ASSOC 1.00 11/23111 $ 9,006,987 1.00 100.78 $ 9,070,313 Aaa AAA $ 2,500,000 FED NATIONAL MTG ASSOC 1.13 7/30/12 $ 2,502,558 1.08 100.91 $ 2,522,656 Aaa AAA $ 55,364,000 Subtotal $ 55,498,391 2.09 $ 55,966,017 Agencies -- Callable $ 2,500,000 FED FARM CREDIT BANK 1.90 11/16/12 $ 2,511,692 0.78 100.34 $ 2,508,594 Aaa AAA $ 2,500,000 FED FARM CREDIT BANK 1.90 11/16/12 $ 2,511,692 0.78 100.34 $ 2,508,594 Aaa AAA $ 7,000,000 FED HOME LOAN BANK 0.50 9/24/12 $ 7,000,000 0.75 100.06 $ 7,004,375 Aaa AAA $ 2,500,000 FED HOME LOAN MTG CORP 1.20 6/15/12 $ 2,502,808 1.08 100.56 $ 2,513,960 Aaa AAA $ 6,000,000 FED HOME LOAN MTG CORP 0.50 9/7/12 $ 6,000,000 0.50 100.08 $ 6,004,860 Aaa AAA $ 2,500,000 FED NATIONAL MTG ASSOC 1.88 10/29/12 $ 2,513,778 0.41 100.28 $ 2,507,031 Aaa AAA $ 23,000,000 Subtotal $ 23,039,971 0.69 $ 23,047,414 Local Government Investment Pool $ 49,833,624 L.A.I.F. 0.00 8/1/10 $ 49,833,624 0.53 100.00 $ 49,833,624 U U $ 22,120 L.A.I.F. (HOUSING) 0.00 8/1/10 $ 22,120 0.53 100.00 $ 22,120 U U 1 $ 49,855,745 Subtotal $ 49,855,745 0.53 $ 49,855,745 "U" = Unrated Page 7 Palm Desert Redevelopment Agency Portfolio Holdings July 31, 2010 Market Par Value ( Issuer Coupon I Maturity Cost YTM I Price I Value Local Government Investment Pool $ 17,493,590 L.A.I.F. / WELLS FARGO 0.00 $ 4,811,088 L.A,I.F. / WELLS FARGO 0.00 $ 25,188,793 L.A.I.F. / WELLS FARGO 0.00 $ 1,692,270 L.A.I.F. / WELLS FARGO 0.00 $ 15,154,481 L.A.I.F. / WELLS FARGO 0.00 $ 16,534,174 L.A.I.F. / WELLS FARGO 0.00 $ 80,874,397 Subtotal Local Government Investment Pool $ 75,349 C.A.M.P. 0.00 $ 2,113,385 C.A.M.P. (HOUSING) 0.00 $ 2,188,734 Subtotal Money Market Fund $ 70,239,705 W F ADVANTAGE GOUT MMF 0.00 $ 70,239,705 Subtotal Municipal Bonds $ 3,151,000 CITY OF PALM DESERT 3.00 $ 3,151,000 Subtotal Total Investments $ 297,123,580 Cash $ 197,686 HOUSING AUTH CHKG 0.0C $ 403,492 HOUSING AUTH TRUST 0.00 $ 601,178 Subtotal Total Investments and Cash $ 297,724,758 8/1/10 $ 17,493,590 0.53 100.00 $ 17,493,590 8/1/10 $ 4,811,088 0.53 100.00 $ 4,811,088 8/1/10 $ 25,188,793 0.53 100.00 $ 25,188,793 811/10 $ 1,692,270 0.53 100.00 $ 1,692,270 8/1/10 $ 15,154,481 0.53 100.00 $ 15,154,481 8/1/10 $ 16,534,174 0.53 100.00 $ 16,534,174 $ 80,874,397 0.53 $ 80,874,397 8/1/10 $ 75,349 0.31 100.00 $ 75,349 8/1/10 $ 2,113,385 0.31 100.00 $ 2,113,385 $ 2,188,734 0.31 $ 2,188,734 811/10 $ 70,239,705 0.00 100.00 $ 70,239,705 $ 70,239,705 0.00 $ 70,239,705 9/2/29 $ 3,151, 000 3.00 100.00 $ 3,151, 000 $ 3,151,000 3.00 $ 3,151,000 $ 297,910,511 0.76 $ 298,417,102 'Ratings Moody's I S&P U AA U AA U AA U AA U AA U AA U AAA U AAA Aaa AAA U AA 8/1/10 $ 197,686 0.00 100.00 $ 197,686 U U 811/10 $ 403,492 _ 0.00 100.00 $ 403,492 U U $ 601,178 $ 601,178 1 $ 298,511,689 $ 299,018,280 "U" = Unrated Page 8 IPar Value Palm Desert Redevelopment Agency Portfolio Holdings July 31, 2010 Market Issuer Coupon I Maturity Cost YTM I Price I Value % of Portfolio Corporate Issuers (Market Value) ABBOTT LABS 1.02% BEAR STEARNS (JPM) 1.27% JP MORGAN CHASE 2.08% % of Portfolio Agency Issuers (Market Value) FED FARM CREDIT BANK 3.33% FED HOME LOAN BANK 2.37% FED HOME LOAN MTG CORP 4.78% FED NATIONAL MTG ASSOC 5.71% Ratings Moody's I S&P "U" = Unrated Page 9 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 Audit, Investment, and Finance Committee and the Palm Desert City Council review the Statement of Investment Policy annually. For the month ended July 31, 2010, 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. Interactive Data Corporation provided the data that was 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 August 24, 2010, ivaais i�idvom C. C. V. r * City Treasurer SUMMARY OF AUTHORIZED INVESTMENTS California Government Code City Investment Policy CA Govt Maximum Maximum Quality Maximum Maximum Quality % of City % of RDA Code Investment Category Maturity Limit S&P/Mdys Maturity Limit S&P/Mdys Portfolio Portfolio 53601(a) Palm Desert Bonds 5 Years No Limit 0.0% 1.1% 53632(c) Savings Accounts No Limit No Limit No Limit No Limit 0.0% 0.0% 53601(b) U.S. Treasuries 5 Years No Limit 5 Years No Limit 0.0% 0.0% 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% 6% 23.0% 26.4% 53601(f) Bankers's Acceptances 180 Days 40% 180 Days 40% A-1 & P-1 - - 53601(g) Commercial Paper 270 Days 25% A-1+ or P-1 270 Days 25% A-1+ or P-1 0.0% 0.0% 53601(h) Negotiable CDs 5 Years 30% 5 Years 30% AA- or Aa3 - - 53601(i) Repos 1 Year No Limit 30 Days 20% AAA & Aaa - - 53601(i) Reverse Repos 92 Days 20% Not Authorized 536010) Medium -Term Notes 5 Years 30% A 5 Years A 30% IAAA&Aaal 14.5% ` 4.4% 53601(k) Mutual Funds 90 Days 20 /o AAA & Aaa 90 Da s 20 15.5 to I 23.6 /o 53601(I) Trust Indenture Debt Not Authorized 53601(m) Secured Bank Deposits 5 Years No Limit Not Authorized 53601(k) Local Government AAA & Aaa I AAA & AaaI 1 I Investment Pools 90 Days 20% or Advisor 90 Days 120% (2) or Advisor ( 14.80/(o 0.7% 53601(n) Mortgage -Backed 5 Years 20% A (Issuer) & Not Authorized Securities AA (Security) 16429.1(b) LAIF No Limit No Limit 20.6% 43.9% (1) The City loan to RDA, which is not a bond, has been approved by the Palm Desert City Council. 88.2% 100.0% (2) The City Energy Independence Program has been approved by the Palm Desert City Council. (3) Maximum limit for mutual funds and local government investment pools, excluding bond proceeds. * Certified California Municipal Treasurer Page 10 M City of Palm Desert City and Redevelopment Agency Portfolios COMPLIANCE ANALYSIS AND INVESTMENT REPORT August 2010 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 September 21, and indicated that it would purchase more U.S. public debt, if necessary, in order to boost economic growth or to prevent inflation from falling further. The "Great Recession" has officially ended. According to the National Bureau of Economic Research, a group of academic economists who determine the widely accepted benchmarks for U.S. recessions, the 2007-2009 recession ended in June 2009. The worst slump since the Great Depression, it wiped out 7.3 million jobs; cut 4.1 % from U.S. economic output; cost Americans 21% of their net worth; and triggered 2.5 million home foreclosures. What remains is a weak recovery and a high U.S. Unemployment Rate of 9.6% (or 22% if pre-1994 U.S. Unemployment Rate statistical analysis is used -- (www.shadowstats.com)). U.S. Treasury bond prices fell in early September as demand for riskier assets created more selling pressure. Weak economic growth, deflation fears, and low interest rates prompted many investors to embrace a "barbell" portfolio strategy in order to balance risk and boost yield. Money managers bought longer -dated bonds, corporate bonds, and "junk bonds." In the case of junk bonds, investors were gambling that the default rate would not get worse, barring another recession. Due to strong demand, these junk bonds actually had fewer contractual protections than those sold five years ago. Pis 4jaJ<nV, c.C.M r City Treasurer PORTFOLIO STATISTICS Dollars in Thousands AUG-10 JUL-10 JUN-10 MAY-10 APRA0 MAR-10 CITY Month -End Book Value*** $ 206,273 $ 197,878 $ 201,932 $ 201,783 $ 198,943 $ 197,952 Month -End Market Value*** $ 206,833 $ 198,453 $ 202,476 $ 202,374 $ 199,620 $ 198,665 Paper Gain (Loss) $ 560 $ 575 $ 544 $ 591 $ 677 $ 713 Prior Year Book Variance $ (22,125) $ (28,582) $ (27,016) $ (22,506) $ (19,020) $ (18,722) Interest Earnings 166 173 227 207 233 227 Yield -To -Maturity 0.93% 1.12% 1.16% 1.28% 1.45% 1.43% Weighted Maturity (Days) 295 351 363 415 461 465 Effective Duration 0.17 0.21 0.23 0.23 0.28 0.35 RDA Month -End Book Value *** $ 276,345 $ 298,512 $ 302,563 $ 299,721 $ 285,335 $ 295,407 Month -End Market Value *** $ 276,806 $ 299,018 $ 303,003 $ 299,998 $ 285,685 $ 295,786 Paper Gain (Loss) $ 461 $ 506 $ 440 $ 277 $ 350 $ 379 Prior Year Book Variance $ 471 $ 14,305 $ 15,272 $ 6,001 $ 32,808 $ 27,030 Interest Earnings 193 195 200 171 175 174 Yield -To -Maturity 0.79% 0.76% 0.78% 0,69% 0.74% 0.70% Weighted Maturity (Days) 367 339 344 226 237 229 Effective Duration 0.51 0.49 0.51 0.31 0.34 0.35 *** Omits SLGSs. Dollars in Thousands Aaeina Interval < I < 2M < 3M < 6M < 1 YR < 2YR < 3YR < 4YR < 5YR > 5YR Total: Ratings AAA AA A Unrated" Total: Sector MMF Agencies MTNs CAMP RDA Loan LAIF Total: Month Sep09 Oct Nov Dec Jan10 Feb Mar Apr May Jun Jul Aug City of Palm Desert -- Portfolio Characteristics August 31, 2010 Market Value $ 73,395 12,073 1,923 8,158 17,257 12,146 15,047 $ 139,999 Market Value $ 65,308 86,272 10,032 41,924 $ 203,536 Market Value $ 34,297 42,310 24,240 40,375 22,655 39,659 $ 203,536 Citv Yield LAIF Yield 1.74 0.76 1.69 0.65 1.93 0.61 1.82 0.57 1.31 0.56 1.41 0.58 1 A3 0.55 1,41 0.59 1.25 0.56 1.16 0.53 1.12 0.53 0.93 0.51 General Fund Ageing 100 -...... .. ... ........ __. . 80 - 0 60 - 52 40 - 0 a 20 - 9 1 6 12 9 11 ! n n r-1 j-j 0 0 0 1 M 2M 3M 6M 1 YR 2YR 3YR 4YR 5YR 5YR Credit Quality AAA 32% AA Unrated " 42% 21% A 5% `Asset Allocation Variance / PerformanceM 0.98 1.05 2.1 1.32 _ - - 1.26 0.76 0.83 m 0.88 >- 0.7 0.83 0.69 0.0 a 0.63 SepOlDctNovDedan1Feb Mar AprMayJun Jul Aug 0.41 o MTNs 12% CAMP Agencies 20% 21% , RDA Loan MMF 11 % 17% LAIF 19% A Standard and Poors LAIF, and City Loan to RDA Page 2 City of Palm Desert Portfolio Holdings August 31, 2010 Market Ratings Par Value Issuer Coupon Maturity Cost YTM I Price Value I Moody's S&P Medium -Term Notes $ 3,795,000 BANK OF AMERICA 5.38 8/15/11 $ 3,839,403 4.05 104.42 $ 3,962,754 A2 A $ 3,000,000 BANK OF AMERICA 4.25 10/1/10 $ 3,002,498 3.20 100.27 $ 3,007,962 A2 A $ 2,035,000 GENERAL ELECTRIC 4.88 10/21110 $ 2,033,122 5.63 100.57 $ 2,046,671 Aa2 AA+ $ 1,891,000 GENERAL ELECTRIC 6.88 11/15/10 $ 1,895,161 5.65 101.27 $ 1,915,048 Aa2 AA+ $ 2,000,000 GENERAL ELECTRIC 6.13 2/22/11 $ 2,003,782 5.67 102.69 $ 2,053,740 Aa2 AA+ $ 3,965,000 GENERAL ELECTRIC 4.88 10/21/10 $ 3,973,608 3.23 100.57 $ 3,987,739 Aa2 AA+ $ 3,000,000 TOYOTA 4.35 12/15/10 $ 3,033,777 0.44 101.12 $ 3,033,600 Aal AA $ 4,000,000 WELLS FARGO BANK 6.38 8/1/11 $ 4,040,314 5.13 105.81 $ 4,232,500 Al AA $ 23,686,000 Subtotal $ 23,821,665 3.93 $ 24,240,014 Agencies -- Coupon $ 3,000,000 FED FARM CREDIT BANK 3.50 10/3/11 $ 3,081,737 0.97 103.38 $ 3,101,250 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.63 7/27/11 $ 3,021,412 1.18 101.16 $ 3,034,688 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 0.44 1017/10 $ 3,000,357 0.32 100.03 $ 3,000,938 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.63 3/16/11 $ 3,018,356 0.41 100.78 $ 3,023,438 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.10 8/28/12 $ 2,999,411 1.11 100.84 $ 3,025,313 Aaa AAA $ 3,000,000 FED HOME LOAN MTG CORP 1.63 4/26/11 $ 3,019,174 0.60 100.88 $ 3,026,250, Aaa AAA -$ 3,000,000 FED HOME LOAN MTG CORP 4.13 2/24/11 $ 3,051,772 0.52 101,81 $ 3,054,375 Aaa AAA $ 3,000,000 FED NATIONAL MTG ASSOC 1.75 12/28/12 $ 2,996,460 1.91 100.38 $ 3,011,250 Aaa AAA $ 24,000,000 Subtotal $ 24,188,680 0.88 $ 24,277,500 Agencies -- Callable $ 3,000,000 FED HOME LOAN BANK 1.00 10/28/11 $ 3,000,000 1.00 100.09 $ 3,002,813 Aaa AAA $ 2,980,000 FED HOME LOAN BANK 1.88 11/19/12 $ 2,985,075 1.61 100.31 $ 2,989,313 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.85 12/21/12 $ 3,000,735 1.82 100.31 $ 3,009,375 Aaa AAA $ 3,000,000 FED HOME LOAN MTG CORP 1.25 1/26/12 $ 3,000,000 1.25 100.29 $ 3,008,553 Aaa AAA $ 6,000,000 FED NATIONAL MTG ASSOC 1,75 12/28/12 $ 5,993,210 1.90 100.38 $ 6,022,500 Aaa AAA $ 17,980,000 Subtotal $ 17,979,020 1.58 $ 18,032,553 Local Agency Investment Fund $ 39,658,990 L.A.I.F. 0.00 9/1/10 $ 39,658,990 0.51 100.00 $ 39,658,990 U U $ 39,658,990 Subtotal $ 39,658,990 0.51 $ 39,658,990 Local Agency Investment Fund $ 40,317,541 C.A.M.P. 0.00 9/1/10 $ 40,317,541 0.31 100.00 $ 40,317,541 U AAA $ 57,732 C.A.M.P. (DESERT WILLOW) 0.00 9/1/10 $ 57,732 0.31 100.00 $ 57,732 U AAA $ 40,375,273 Subtotal $ 40,375,273 0.31 $ 40,375,273 Money Market Fund $ 34,296,493 WF ADVANTAGE GOUT MMF 0.00 9/1/10 $ 34,296,493 0.00 100.00 $ 34,296,493 Aaa AAA $ 34,296,493 Subtotal $ 34,296,493 0.00 $ 34,296,493 "U" = Unrated Page 3 IPar Value I Issuer City Loan to RDA $ 22,655,000 CITY OF PALM DESERT $ 22,655,000 Subtotal Total Investments $ 202,651,755 Cash $ 2,726,493 CITY MAIN CHKG $ 470,372 DESERT WILLOW CHKG $ 100,711 RECREATIONAL FAC CHKG $ 3,297,576 Subtotal Total Investments and Cash $ 205,949,332 Corporate Issuers BANK OF AMERICA GENERAL ELECTRIC TOYOTA WELLS FARGO BANK City of Palm Desert Portfolio Holdings August 31, 2010 Market Coupon I Maturity Cost YTM I Price I Value 0.00 911/40 $ 22,655,000 0.51 100.00 $ 22,655,000 $ 22,655,000 0.51 $ 22,655,000 $ 202,975,121 0.93 $ 203,535,823 Ratings Moody's I S&P U 0.00 9/1/10 $ 2,726,493 0.00 100.00 $ 2,726,493 U 0.00 9/1/10 $ 470,372 0.00 100.00 $ 470,372 U 0.00 9/1/10 $ 100,711 0.00 100.00 $ 100,711 U $ 3,297,576 $ 3,297,576 $ 206,272,698 % of Portfolio (Market Value) 3.37% 4.84% 1.47% 2.05% $ 206,833,399 U U U U "U" = Unrated Page 4 I Par Value Issuer Agency Issuers City of Palm Desert Portfolio Holdings August 31, 2010 Coupon I Maturity FED FARM CREDIT BANK FED HOME LOAN BANK FED HOME LOAN MTG CORP FED NATIONAL MTG ASSOC Cost % of Portfolio (Market Value) 1.50% 10.19% 4.39% 4.37% Market Ratings YTM I Price I Value Moody's I S&P "U" = Unrated Page 5 Dollars in Thousands Aaeina Interval < 1 M < 2M < 3M < 6M < 1YR < 2YR < 3YR < 4YR < 5YR > 5YR Total: ualit AAA AA A Unrated *' Total: Sector MMF Agencies MTNs CAMP LAIF EIP LAIF/Bond Proceeds Total: Month Sep09 Oct Nov Dec Jan10 Feb Mar Apr May Jun Jul Aug RDA Yield 0.95 0.96 1.21 1.21 0.72 0.69 0.70 0.74 0.69 0.78 0.76 0.79 Palm Desert Redevelopment Agency -- Portfolio Characteristics August 31, 2010 Market Value $ 51,322 3,003 16,196 34,122 28,073 3,151 $ 135,867 Market Value $ 138,867 86,272 10,032 40,556 $ 275,727 Market Value $ 58,260 78,918 13,086 1,689 40,556 3,151 80,067 $ 275,727 LAIF Yield 0.76 0.65 0.61 0.57 0.56 0.58 0.55 0.59 0.56 0.53 0.53 0.51 Variance 0.19 0.32 0.59 0.64 0.16 0.12 0.15 0.15 0.13 0.25 0.23 0.28 Portfolio Ageing w/o SLGSs� i 0 t p a i Credit Quality Asset Allocation Performance m r 100----------------- __...._.......______.---_.....____...._.__..._.._.. 80 - 60 - 38 40 25 12 21 20 n 0 2 0 n I I 0 0 2 0 1M 2M 3M 6M 1YR 2YR 3YR 4YR 5YR 5YR AAA AA 50% 31 % Unrated " 15% A 4% Agencies 28% MTNs 5% CAMP 1% MMF LAIF 21% 15% EIP LAIF/Bond 1% Proceeds 29% 6 p 0.7 I i 0.0 SepODet Nov Dedanl0=eb Mar Apr May Jun Jul Aug ® LAIF Yield 0 RDA Yieid Standard and Poors "* LAIF Page 6 Palm Desert Redevelopment Agency Portfolio Holdings August 31, 2010 Market Ratings Par Value Issuer Coupon I Maturity Cost YTM Price Value Moody's S&P Medium -Term Notes $ 3,000,000 ABBOTT LABS 3.75 3/15/11 $ 3,050,662 0.60 101.79 $ 3,053,778 Al AA $ 3,450,000 BEAR STEARNS CO. (JPM) 6.95 8/10/12 $ 3,783,532 1.83 110.71 $ 3,819,588 Aa3 A+ $ 3,000,000 JP MORGAN CHASE 3.13 12/1/11 $ 3,082,917 0.69 103.35 $ 3,100,455 Aa3 A+ $ 3,000,000 JP MORGAN CHASE 5.60 6/1/11 $ 3,106,002 0.85 103.75 $ 3,112,368 Aa3 A+ $ 12,450,000 Subtotal $ 13,023,113 1.04 $ 13,086,189 Agencies -- Coupon $ 4,900,000 FED FARM CREDIT BANK 4.90 9/22/10 $ 4,900,684 4.65 100.28 $ 4,913,781 Aaa AAA $ 2,000,000 FED HOME LOAN BANK 4.88 3/11/11 $ 1,993,907 5.49 102.44 $ 2,048,750 Aaa AAA $ 2,000,000 FED HOME LOAN BANK 4.88 3/11/11 $ 1,993,826 5.50 102.44 $ 2,048,750 Aaa AAA $ 2,890,000 FED HOME LOAN BANK 2.88 3/11/11 $ 2,926,164 0.49 101.34 $ 2,928,834 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 0.50 11/29/10 $ 3,001,529 0.36 100.06 $ 3,001,875 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.13 12/9/11 $ 3,007,351 0.96 100.88 $ 3,026,250 Aaa AAA $ 2,000,000 FED HOME LOAN BANK 1.10 8/28/12 $ 1,999,608 1.11 100.84 $ 2,016,875 Aaa AAA $ 2,500,000 FED HOME LOAN BANK 1.10 8/28112 $ 2,499,510 1.11 100.84 $ 2,521,094 Aaa AAA $ 2,500,000 FED HOME LOAN BANK 1.10 8128112 $ 2,499,517 1.11 100.84 $ 2,521,094 Aaa AAA $ 2,500,000 FED HOME LOAN BANK 1.38 10/29/12 $ 2,509,287 1.20 101.47 $ 2,536,719 Aaa AAA $ 4,900,000 FED HOME LOAN BANK 1.75 12/14/12 $ 4,944,448 1.40 101.88 $ 4,991,875 Aaa AAA $ 3,000,000 FED HOME LOAN BANK 1.10 8/28/12 $ 2,999,420 1.11 100.84 $ 3,025,313 Aaa AAA $ 2,000,000 FED HOME LOAN MTG CORP 6.88 9/15/10 $ 2,000,914 5.54 100.28 $ 2,005,625 Aaa AAA $ 3,734,000 FED HOME LOAN MTG CORP 6.88 9/15/10 $ 3,735,710 5.54 100.28 $ 3,744,502 Aaa AAA $ 2,940,000 FED NATIONAL MTG ASSOC 1.75 3/23/11 $ 2,960,634 0.43 100.81 $ 2,963,888 Aaa AAA $ 9,000,000 FED NATIONAL MTG ASSOC 1.00 11/23/11 $ 9,006,543 1.00 100.75 $ 9,067,500 Aaa AAA $ 2,500,000 FED NATIONAL MTG ASSOC 1.13 7/30112 $ 2,502,451 1.08 100.91 $ 2,522,656 Aaa AAA $ 55,364,000 Subtotal $ 55,481,503 2.09 $ 55,885,380 Agencies -- Callable $ 2,500,000 FED FARM CREDIT BANK 1.90 11/16/12 $ 2,511,267 0.78 100.25 $ 2,506,250 Aaa AAA $ 2,500,000 FED FARM CREDIT BANK 1.90 11/16/12 $ 2,511,267 0.78 100.25 $ 2,506,250 Aaa AAA $ 7,000,000 FED HOME LOAN BANK 0.50 9/24/12 $ 7,000,000 0.75 100.03 $ 7,002,188 Aaa AAA $ 2,500,000 FED HOME LOAN MTG CORP 1.20 6/15/12 $ 2,502,683 1.08 100.52 $ 2,512,983 Aaa AAA $ 6,000,000 FED HOME LOAN MTG CORP 0.50 9/7/12 $ 6,000,000 0.50 100.00 $ 6,000,150 Aaa AAA $ 2,500,000 FED NATIONAL MTG ASSOC 1.88 10/29/12 $ 2,513,266 0.41 100.19 $ 2,504,688 Aaa AAA $ 23,000,000 Subtotal $ 23,038,484 0.69 $ 23,032,508 Local Government Investment Pool $ 40,533,624 L.A.I.F. 0.00 9/1110 $ 40,533,624 0.51 100.00 $ 40,533,624 U U $ 22,120 L.A.I.F. (HOUSING) 0.00 9/1/10 $ 22,120 0.51 100.00 $ 22,120 U U $ 40,555,745 Subtotal $ 40,555,745 0.51 $ 40,555,745 "U" = Unrated Page 7 Palm Desert Redevelopment Agency Portfolio Holdings August 31, 2010 Market Par Value Issuer Coupon I Maturity Cost YTM Price Value Local Government Investment Pool $ 17,201,590 L.A.I.F. / WELLS FARGO 0.00 $ 4,811,088 L.A.I.F. / WELLS FARGO 0.00 $ 24,673,793 L.A.I.F. / WELLS FARGO 0.00 $ 1,692,270 L.A.I.F. / WELLS FARGO 0.00 $ 15,154,481 L.A.I.F. / WELLS FARGO 0.00 $ 16,534,174 L.A.I.F. / WELLS FARGO 0.00 $ 80,067,397 Subtotal Local Government Investment Pool $ 1,613,854 C.A.M.P. 0.00 $ 75,369 C.A.M.P. (HOUSING) 0.00 $ 1,689,223 Subtotal Money Market Fund $ 58,259,866 WF ADVANTAGE GOVT MMF 0.00 $ 58,259,866 Subtotal Municipal Bonds $ 3,151,000 CITY OF PALM DESERT 3.00 $ 3,151,000 Subtotal Total Investments $ 274,537,231 Cash $ 669,636 HOUSING AUTH CHKG 0.00 $ 408,786 HOUSING AUTH TRUST 0.00 $ 1,078,422 Subtotal Total Investments and Cash $ 275,615,653 9/1/10 $ 17,201,590 0.51 100.00 $ 17,201,590 9/1110 $ 4,811,088 0.51 100.00 $ 4,811,088 9/1/10 $ 24,673,793 0.51 100.00 $ 24,673,793 9/1/10 $ 1,692,270 0.51 100.00 $ 1,692,270 9/1/10 $ 15,154,481 0.51 100.00 $ 15,154,481 9/1/10 $ 16,534,174 0.51 100.00 $ 16,534,174 $ 80,067,397 0.51 $ 80,067,397 9/1/10 $ 1,613,854 0.31 100.00 $ 1,613,854 9/1/10 $ 75,369 0.31 100.00 $ 75,369 $ 1,689,223 0.31 $ 1,689,223 9/1/10 $ 58,259,866 0.00 100.00 $ 58,259,866 $ 58,259,866 0.00 $ 58,259,866 9/2/29 $ 3,151,000 3.00 100.00 $ 3,151,000 $ 3,151,000 3,00 $ 3,151,000 $ 275,266,331 0.79 $ 275,727,307 9/1/10 $ 669,636 0.00 100.00 $ 669,636 9/1/10 $ 408,786 0.00 100.00 $ 408,786 $ 1,078,422 $ 1,078,422 $ 276,344,753 $ 276,805,730 Ratings Moody's S&P U AA U AA U AA U AA U AA U AA U AAA U AAA Aaa AAA U AA U U U U "U" = Unrated Page 8 Par Value Palm Desert Redevelopment Agency Portfolio Holdings August 31, 2010 Issuer I Coupon I Maturity I Cost % of Portfolio Corporate Issuers (Market Value) ABBOTT LABS 1.10% BEAR STEARNS CO. (JPM) 1.38% JP MORGAN CHASE 2.24% % of Portfolio Agency Issuers (Market Value) FED FARM CREDIT BANK 3.59% FED HOME LOAN BANK 13.61% FED HOME LOAN MTG CORP 5.15% FED NATIONAL MTG ASSOC 6.16% Market YTM Price Value Ratings Moody's S&P "U" = Unrated Page 9 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 Audit, Investment, and Finance Committee and the Palm Desert City Council review the Statement of Investment Policy annually. For the month ended August 31, 2010, 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. Interactive Data Corporation provided the data that was 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 September 28, 2010, pis cif, C. C. Xt. r. City Treasurer SUMMARY OF AUTHORIZED INVESTMENTS I California Government Code I City Investment Policy CA Govt Maximum Maximum Quality Maximum Maximum Quality % of City % of RDA Code Investment Category Maturity Limit S&P/Mdys Maturity Limit S&P/Mdys Portfolio Portfolio 53601(a) Palm Desert Bonds 5 Years No Limit 0.0% 1.1% 53632(c) Savings Accounts No Limit No Limit No Limit No Limit 0.0% 0.0% 53601(b) U.S. Treasuries 5 Years No Limit 5 Years No Limit 0.0% 0.0% 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% 6% 20.8% 28.5% 53601(f) Bankers's Acceptances 180 Days 40% 180 Days 40% A-1 & P-1 - - 53601(g) Commercial Paper 270 Days 25% A-1+ or P-1 270 Days 25% A-1+ or P-1 0.0% 0.0% 53601(h) Negotiable CDs 5 Years 30% 5 Years 30% AA- or Aa3 - - 53601(i) Repos 1 Year No Limit 30 Days 20% AAA & Aaa - - 53601(i) Reverse Repos 92 Days 20% Not Authorized 53601(i) Medium -Term Notes 5 Years 0 30% A 5 Years 0to 30 A IAAA&Aaal 11.. 7 0/0 47 0/o 53601(k) Mutual Funds 90 Days 20% AAA & Aaa 90 Days 20% (2) 16.9% 21.2% 53601(l) Trust Indenture Debt Not Authorized 53601(m) Secured Bank Deposits 5 Years No Limit Not Authorized 53601(k) Local Government AAA & Aaa I AAA & Aaa I I l Investment Pools 90 Days 20% or Advisor 90 Days 20% (2) ( or Advisor 1 19.90/6 0.6% 53601(n) Mortgage -Backed 5 Years 20% A (Issuer) & Not Authorized Securities AA (Security) 16429.1(b) LAIF No Limit No Limit j 19.5% 43.8% (1) The City loan to RDA, which is not a bond, has been approved by the Palm Desert City Council. 88.9% 100.0% (2) The City Energy Independence Program has been approved by the Palm Desert City Council. (3) Maximum limit for mutual funds and local government investment pools, excluding bond proceeds. * Certified California Municipal Treasurer Page 10