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HomeMy WebLinkAboutSS2 - Investment Advisors1 CHAND. 1 1 i 1 1 1 1 Asset Management, Inc. 7 /as /oo - ss4ka INVESTMENT REPORT CITY OF NEWPORT BEACH PERIOD ENDING June 30, 2000 July 24, 2000 9255 Towne Centre Drive • Suite 350 • San Diego • CA 92121 - 3039.800.317.4747. 858.5463737 • FAX 858.546.3741 WHEREAS, the City Council is authorized and directed by statute to submit the proposed charter amendment to the voters. NOW, THEREFORE, THE CITY COUNCIL OF THE CITY OF NEWPORT BEACH, CALIFORNIA, DOES RESOLVE, DECLARE, DETERMINE AND ORDER AS FOLLOWS: SECTION 1. That pursuant to Article XI of the Constitution and Title 4, Division 2, Chapter 3 of the Government Code and Division 9, Chapter 3, Article 3 (commencing at §9255) of the Election Code of the State of California, there is called and ordered to be held in the City of Newport Beach, California, on Tuesday, November 7, 2000, a General Municipal Election for the purpose of submitting the following proposed charter amendment: CHAR Shall the Charter be amended to add Section 423 to require voter I YES approval of any amendment or repeal of certain provisions of the ------------------- Traffic Phasing Ordinance? NO SECTION 2. That the text of the charter amendment submitted to the voters is attached as Exhibit A. SECTION 3. That the ballots to be used at the election shall be in form and content as required by law. SECTION 4. That the City Clerk is authorized, instructed and directed to procure and finish any and all official ballots, notices, printed matter and all supplies, equipment and paraphernalia that may be necessary in order to properly and lawfidly conduct the election. SECTION 5. That the polls shall be open at seven o'clock a.m. of the day of the election and shall remain open continuously from that time until eight o'clock p.m. of the same day when CHANDLER I j 1 I 1 I n I I I I f I INVESTMENT OBJECTIVES CHANDLER City of Newport Beach 1 Investment Objectives 1 The investment objectives of the City of Newport Beach are first, to provide safety of principal to ensure the preservation of capital in the overall portfolio; second, to provide adequate liquidity to meet all requirements which might be reasonably anticipated, and third, to earn a commensurate rate of return. I I Chandler Asset Management Performance Objectives 1 The performance objective of Newport Beach is to earn a return that exceeds the 1 return on the 90-day Treasury Bill by 1.0% (100 basis points). I 1 1 I Strategy In order to achieve this objective, the fund invests in high quality money market instruments, short term government notes, and high quality corporate medium notes. City of Newport Beach CHANDLER I 1 I I 1 1 1 II. 1 MARKET REVIEW 1 I 1 I I I CHANDLER 580 480 380 280 180 8o _20 MARKET REVIEW Nonfarm Payroll (NFP) (000'x) 4.0% 3.5% 3.0% 2.5% 2.0% 1.5% 1.0% 8.0% 7.0% 6.0% 5.0 °,b 4.0% 3.0% 2.0% 1.0% 0.0% Consumer Price Index (CPI) (Year over Year) Gross Domestic Product (GDP) Employment growth has recently slowed, but is expected to average near the 200K level, which is consistent with GDP growth of 3 %. The recent moderation in job creation, coupled with weaker consumer puchases and lower consumer confidence suggest that the economy's growth may slow to a more stable, non- inflationary pace. The Federal Reserve, whose primary mandate is to provide long -term price stability, has been fighting a pre - emptive war against inflation by raising the overnight lending rate by 1.75% to 6.50 %. Despite these actions, CPI continues its march upwards hovering near 3% from historically low levels. However, unless oil prices were to remain high and extremely tight labor markets were to prevail, CPI would not be expected to reach or maintain a level as high as 3.5% Even though GDP growth has slowed from Q4'99's blistering pace of 7.3 %, the most recent observation of 5.5% (Q1 '00) is well above the Federal Reserve's "central tendency" range of 3 1/2 to 3 314 %. Given the Fed's rate increases described above, growth is expected to moderate toward that "central tendency" range during the second half of the year. CHANDLER 7.00 6.50 6.00 5.50 5.00 4.50 4.00 3.50 3.00 7.00% 6.50% 6.00% 5.50% 5.00% 4.50% YIELDS ON TWO YEAR TREASURY NOTE June 1998 through June 2000 Since 6/99, 2 -year Treasury Note yields have steadily risen due to increases in the Fed Funds rate, or overnight lending rate, totalling 1.75% . Q.'°' cP`�� �s° �.a'�.� � °'`t tf' p0 Q V 0 01 YIELD CURVES June 30, 2000 and March 31, 2000 03/31/2000 06/30/200 .512 5 10 % 3/31/2000 6/30/2000 Change 1 Year 6.239 6.062 0.177 2 Year 6.483 6.358 0.125 5 Year 6.320 6.179 0.141 10 Year 6.015 6.023 (0.008) 30 Year 5.837 5.896 (0.059) We Althought the inverted yield curve persists (securities with shorter maturities provide higher yields than longer securities), yields on Treasury securities with maturities of 5 years and less have fallen. This decline has been driven by investors who believe that economic growth moderation will lead to less Federal Reserve intervention, and thus lower market interest rates. CHAND I i I I I I 1 I �I I 1 I PORTFOLIO INSIGHT CHANDLER COMPLIANCE WITH INVESTMENT POLICY City of Newport Beach June 30, 2000 Assets managed by Chandler Asset Management are in full compliance with State law and with the City's investment policy. Category Standard Comment Treasury/agency issues No Limit Complies Banker's Acceptances Al /P1; < =30 %;270 days Complies Commercial Paper A1/P1; < =15 %; < =10% per issuer Complies Repurchase Agreements < =30 days Complies Rev. Repo Agreements < =30 days; < =10% Complies Negotiable CDs 30 %; All /P1; 1 year; < =10% per issuer Complies Time CDs Collateralized /insured Complies Medium Term Notes 30% Complies Mortgage Pass Thrus 20% combined with asset - backed Complies Asset - backed securities AAA; < =5 years; 20% combined with mort a ass- hrus Complies LAIF Not used by outside adviser. Complies OCIP; LA County Pool Not used by outside adviser. Complies Inverse floaters, range notes Prohibited Complies Interest only strips Prohibited Complies Zero interest accruals Prohibited Complies Maximum maturity 5 years lComplies CHANDLER PORTFOLIO CHARACTERISTICS 613012000 313112000 Average Maturity (yrs) 1.74 1.82 Modified Duration 1.55 1.62 Average Book Yield 6.27% 6.03% Average Quality AAA AAA Total Book Value $16,213,902 $14,084,722 Total Market Value $16,354,740 $14,084,651 PORTFOLIO ACTIVITY I We have allowed duration temporarily to drift lower than the benchmark duration. Portfolio yield is rising gradually as maturing securities are reinvested in a higher interest rate environment. The City contributed a total of $2 million to the portfolio in mid -May. II ' City of Newport Beach ' CHANDLER SECTOR DISTRIBUTION ' June 30, 2000 1 ' Agency 44 °h Corporate 24% ' Treasury Cash Equiv 19% 13% March 31, 2000 ' Agency 43% 4 nG�i i d ' y P Cor orate 28% 1 ' Treasury 19% Cash Equiv 10% ' City of Newport Beach ' CHANDLER DURATION DISTRIBUTION 6/30/00 vs. 3/31/00 ' 1 30% 25% b ' 20% 15% 5%-- 1 _ P _ - 0% 0.0 -0.5 0.5 -1.0 1.0 -2.0 2.0 -3.0 3.0 -5.0 ■ 6/30/2000 03/31/2000 1 0.0 -0.5 0.5 -1.0 1.0 -2.0 2.0 -3.0 3.0 -5.0 ' 6/30/2000 22% 18% 19% 22% 19°x6 3/31/2000 19% 16% 29% 13% 23% 1 1 ' City of Newport Beach CHAND I I I I I I I 1 1 1 1 IV. INVESTMENT PERFORMANCE ' CHANDLER INVESTMENT PERFORMANCE Periods Ending June 30, 2000 Total Rate of Return Annualized Since Inception 3/31/91 ■ Portfolio 0 1 -3 yr Treasury 3 Month T -Bill ' Latest 3 Months 12 Months Annualized Since Inception ' Portfolio 1.79% 5.17% 6.19% 1 -3 yr Treasury 1.72% 4.91% 6.15% 1 3 Month T -Bill 1.52% 5.19% 4.93% City of Newport Beach 1 CHAND Il I I I I 1 I I 1 1 1 1 1 V. PORTFOLIO HOLDINGS O O F t O Y1 "F N M N b 0 Imo a 0xa00 Pa, a C1�0 V N r O F o ON 0 W M 1 � � b 0 .wi b w U � 0 m o a FtO o NN qO UOq aum e�e 206E wq0 w ova w Ao N 0 U 7 �J m 0 x 1 0 U a q H Y yM U Vi 1 r O o C o o r o o m O o YI o 0 0 0 o m o o YI o o .00 M o o coo roo moo moo roo Moo 00o u�oo NOO Moo mo o rio 0 000 �uoo 00o mo o mo o .io o ro o ao 0 N C M YI m m m O m N b M r b m m M r m N M o ry c .i r N M N r o c 9 r o m O r YI N 'i N O 1i m b M V O r O N r m m N N O m m m O O or oc or o c o w o c p m O r O ry C ry m rl m b C b r N M r m N C m m N O O m m O O Cd' Cd' mm omr 900 omb c r M 0 l'i 0 0 o mr our o rr 0 0 0 m o C9 N •i 1l1 m N or O m q M om om N rl rm 0 r O O C C oom obri ocN o m r 0 vi o N YI r b O O r m q M o r u� c om YI N rr mo r r rc O O m m o.ac omm rm °o cb 0 G m M YI r n M c V M r m r m c 0 o r m b m m N ei mn nm 00 oM O M m r'I cr mm c b r r N r C C m rl N m m m N 0 cb o u�m orvry orc ro ro 0 0 o mr our 0 0 mm r N b n N N u� b mb mm M M om or O b m N m r mm m m omm orvo am 0 0 co m u� r O M O C N N m N m O N O ei 1l1 YI M M M M oc mm o r r M M m 1 l N C ry O .ic om 0 o r m m m m m 000 ora O M c O r rvo mr 0 0 orr oc� 0 0 0 0 0 0 0 0 0 0 0 0 1'1 m ei u1 ei N o O o C o H o 0 0 o y ry N N m ri W N ri N N m O \ m Y \ U \ m O 1(1 r \ rl W m N ri fi \ m U W.N 'O N N N N N fi N v y 0 q 4q1 4q1� E U G H 'O r r a NN m m V r >l m N X d aN d h O m M N M M M M q 1l1 O V ri N C M M M M M M O b b N C r'I r'I ei ei r'I ei N b O O r'I m m V r r ri 'i m O m r'I Y1 N r N m c b m c c r uI r c N N m r m r'I m 1l1 N O r O o C o o r o o m O o YI o 0 0 0 o m o o YI o o .00 M o o coo roo moo moo roo Moo 00o u�oo NOO Moo mo o rio 0 000 �uoo 00o mo o mo o .io o ro o ao 0 N C M YI m m m O m N b M r b m m M r m N M o ry c .i r N M N r o c 9 r o m O r YI N 'i N O 1i m b M V O r O N r m m N N O m m m O O or oc or o c o w o c p m O r O ry C ry m rl m b C b r N M r m N C m m N O O m m O O Cd' Cd' mm omr 900 omb c r M 0 l'i 0 0 o mr our o rr 0 0 0 m o C9 N •i 1l1 m N or O m q M om om N rl rm 0 r O O C C oom obri ocN o m r 0 vi o N YI r b O O r m q M o r u� c om YI N rr mo r r rc O O m m o.ac omm rm °o cb 0 G m M YI r n M c V M r m r m c 0 o r m b m m N ei mn nm 00 oM O M m r'I cr mm c b r r N r C C m rl N m m m N 0 cb o u�m orvry orc ro ro 0 0 o mr our 0 0 mm r N b n N N u� b mb mm M M om or O b m N m r mm m m omm orvo am 0 0 co m u� r O M O C N N m N m O N O ei 1l1 YI M M M M oc mm o r r M M m 1 l N C ry O .ic om 0 o r m m m m m 000 ora O M c O r rvo mr 0 0 orr oc� 0 0 0 0 0 0 0 0 0 0 0 0 1'1 m ei u1 ei N o O o C o H o 0 0 o y ry N N m ri W N ri N N m O \ m Y \ U \ m O 1(1 r \ rl W m N ri fi \ m U W.N 'O N N N N N fi N v y 0 q 4q1 4q1� E U G H 'O r r a NN m m V r >l m N X d aN d h O m M N M M M M q 1l1 O V ri N C M M M M M M O b b N C r'I r'I ei ei r'I ei a N M m N O M r 01 M rl N C m O p rl N r,i o,y m r N N O ri M m O r{ N r T 01 b M U U a s M M M M N 01 b M O N N M N 0 O I O q rl O O 'i mr o 0 o N N O O N m 01 T b b 01 01 a s M M M M orr oMm oMa O b m O N C O O O C 01 O rl O O 01 T o mlo ovir o�u 10 O O O N ri O N b O N M q 'I O C O m N m r m M mm mm a a r ,1 C C N � N M 01 mm 01 01 ac ooM O b b O O N rl O T O O O a o M O m N r r N rl N 01 m O N C N M m b rr O N O O 01 rl M 01 0 o lob O N m O O o N O N O �C UN b q b N N M U b O r N O T U N N C T q O m O O O N O ry N T m 01 ri b b N N M 01 ri O O O 01 01 NN ac O b O m O O O O m M obr o.im O N m O m b O O O O O O N N mo N O N N m r r M m a U 01 v c O 01 O N O N N m N r 01 01 mm av O'i M O V T N r 0 O N b O O N N N b N b ry m r r r b m 01 m 01 ri o r N M 001 Nm N a a a O N O •1 O N O b N b N M 01 r b b N 01 O O1 T O N N 0o mm N N T q O O O b O N 4 O N ri O O 1� O b r O r C O O 0 0 O O N N A fG '] N N N O ri eUe perp' M N R O O O O N O O O O r{ r{ O U O U O \ N N O O O O O L O O ry H a 0 0 a a C m a C w+ .o x r S 0 w m v \ v m µ£y' ,i .'ygG' [yam N y r �yy`' '{y! 0 a £b O U k r {emu � r N r rl r m N N N b b b VC m b o M N M M M M M M 1(1 0 F M a .. C N . o o O b m O Moo r 00 O N N M M r V O O o o N O O o o O O O a o b O 01 O O g N O O O O \ N N O O r O O rmo a a s p p p m o O U o7 a N M m N O M r 01 M rl N C m O p rl N r,i o,y m r N N O ri M m O r{ N r T 01 b M U U a s M M M M N 01 b M O N N M N 0 O I O q rl O O 'i mr o 0 o N N O O N m 01 T b b 01 01 a s M M M M orr oMm oMa O b m O N C O O O C 01 O rl O O 01 T o mlo ovir o�u 10 O O O N ri O N b O N M q 'I O C O m N m r m M mm mm a a r ,1 C C N � N M 01 mm 01 01 ac ooM O b b O O N rl O T O O O a o M O m N r r N rl N 01 m O N C N M m b rr O N O O 01 rl M 01 0 o lob O N m O O o N O N O �C UN b q b N N M U b O r N O T U N N C T q O m O O O N O ry N T m 01 ri b b N N M 01 ri O O O 01 01 NN ac O b O m O O O O m M obr o.im O N m O m b O O O O O O N N mo N O N N m r r M m a U 01 v c O 01 O N O N N m N r 01 01 mm av O'i M O V T N r 0 O N b O O N N N b N b ry m r r r b m 01 m 01 ri o r N M 001 Nm N a a a O N O •1 O N O b N b N M 01 r b b N 01 O O1 T O N N 0o mm N N T q O O O b O N 4 O N ri O O 1� O b r O r C O O 0 0 O O N N A fG '] N N N O ri eUe perp' M N R O O O O N O O O O r{ r{ O U O U O \ N N O O O O O L O O ry H a 0 0 a a C m a C w+ .o x r S 0 w m v \ v m µ£y' ,i .'ygG' [yam N y r �yy`' '{y! 0 a £b O U k r {emu � r N r rl r m N N N b b b VC m b o M N M M M M M M 1(1 0 F M a .. C N . o o N N b m O Moo r 00 N \ C r V O O o o N O O o o O O O a o p O O a o 0 01 O O g N O O N O O N O O a N M m N O M r 01 M rl N C m O p rl N r,i o,y m r N N O ri M m O r{ N r T 01 b M U U a s M M M M N 01 b M O N N M N 0 O I O q rl O O 'i mr o 0 o N N O O N m 01 T b b 01 01 a s M M M M orr oMm oMa O b m O N C O O O C 01 O rl O O 01 T o mlo ovir o�u 10 O O O N ri O N b O N M q 'I O C O m N m r m M mm mm a a r ,1 C C N � N M 01 mm 01 01 ac ooM O b b O O N rl O T O O O a o M O m N r r N rl N 01 m O N C N M m b rr O N O O 01 rl M 01 0 o lob O N m O O o N O N O �C UN b q b N N M U b O r N O T U N N C T q O m O O O N O ry N T m 01 ri b b N N M 01 ri O O O 01 01 NN ac O b O m O O O O m M obr o.im O N m O m b O O O O O O N N mo N O N N m r r M m a U 01 v c O 01 O N O N N m N r 01 01 mm av O'i M O V T N r 0 O N b O O N N N b N b ry m r r r b m 01 m 01 ri o r N M 001 Nm N a a a O N O •1 O N O b N b N M 01 r b b N 01 O O1 T O N N 0o mm N N T q O O O b O N 4 O N ri O O 1� O b r O r C O O 0 0 O O N N A fG '] N N N O ri eUe perp' M N R O O O O N O O O O r{ r{ O U O U O \ N N O O O O O L O O ry H a 0 0 a a C m a C w+ .o x r S 0 w m v \ v m µ£y' ,i .'ygG' [yam N y r �yy`' '{y! 0 a £b O U k r {emu � r N r rl r m N N N b b b VC m b o M N M M M M M M 1(1 0 F M a .. N .. ... . o o r{ 0 0 0 o O O O m p g Moo r 00 N \ V O O o o N O O o o O O O a o p O O a o 0 01 O O g N O O N O O N O O r O O 'i O O a s m o O U o7 0 0 o o o c o o o o ri o 0 1u o 0 z R ry�MMM�v p�p' OWO N M m M e� ,r r 5 01 Nµ� ry rl N M N M N µqq U 4 M M U N SUN �fNuC a N M m N O M r 01 M rl N C m O p rl N r,i o,y m r N N O ri M m O r{ N r T 01 b M U U a s M M M M N 01 b M O N N M N 0 O I O q rl O O 'i mr o 0 o N N O O N m 01 T b b 01 01 a s M M M M orr oMm oMa O b m O N C O O O C 01 O rl O O 01 T o mlo ovir o�u 10 O O O N ri O N b O N M q 'I O C O m N m r m M mm mm a a r ,1 C C N � N M 01 mm 01 01 ac ooM O b b O O N rl O T O O O a o M O m N r r N rl N 01 m O N C N M m b rr O N O O 01 rl M 01 0 o lob O N m O O o N O N O �C UN b q b N N M U b O r N O T U N N C T q O m O O O N O ry N T m 01 ri b b N N M 01 ri O O O 01 01 NN ac O b O m O O O O m M obr o.im O N m O m b O O O O O O N N mo N O N N m r r M m a U 01 v c O 01 O N O N N m N r 01 01 mm av O'i M O V T N r 0 O N b O O N N N b N b ry m r r r b m 01 m 01 ri o r N M 001 Nm N a a a O N O •1 O N O b N b N M 01 r b b N 01 O O1 T O N N 0o mm N N T q O O O b O N 4 O N ri O O 1� O b r O r C O O 0 0 O O N N A fG '] N N N O ri eUe perp' M N R O O O O N O O O O r{ r{ O U O U O \ N N O O O O O L O O ry H a 0 0 a a C m a C w+ .o x r S 0 w m v \ v m µ£y' ,i .'ygG' [yam N y r �yy`' '{y! 0 a £b O U k r {emu � r N r rl r m N N N b b b VC m b o M N M M M M M M 1(1 0 ' 1 o o 0 � F N \ O b O W N N N WW O 0 O F O] auui O U o7 °a opF W z p�p' OWO U 'J 000 pH N 5 1 pW U i W Q 4 M M U N a N M m N O M r 01 M rl N C m O p rl N r,i o,y m r N N O ri M m O r{ N r T 01 b M U U a s M M M M N 01 b M O N N M N 0 O I O q rl O O 'i mr o 0 o N N O O N m 01 T b b 01 01 a s M M M M orr oMm oMa O b m O N C O O O C 01 O rl O O 01 T o mlo ovir o�u 10 O O O N ri O N b O N M q 'I O C O m N m r m M mm mm a a r ,1 C C N � N M 01 mm 01 01 ac ooM O b b O O N rl O T O O O a o M O m N r r N rl N 01 m O N C N M m b rr O N O O 01 rl M 01 0 o lob O N m O O o N O N O �C UN b q b N N M U b O r N O T U N N C T q O m O O O N O ry N T m 01 ri b b N N M 01 ri O O O 01 01 NN ac O b O m O O O O m M obr o.im O N m O m b O O O O O O N N mo N O N N m r r M m a U 01 v c O 01 O N O N N m N r 01 01 mm av O'i M O V T N r 0 O N b O O N N N b N b ry m r r r b m 01 m 01 ri o r N M 001 Nm N a a a O N O •1 O N O b N b N M 01 r b b N 01 O O1 T O N N 0o mm N N T q O O O b O N 4 O N ri O O 1� O b r O r C O O 0 0 O O N N A fG '] N N N O ri eUe perp' M N R O O O O N O O O O r{ r{ O U O U O \ N N O O O O O L O O ry H a 0 0 a a C m a C w+ .o x r S 0 w m v \ v m µ£y' ,i .'ygG' [yam N y r �yy`' '{y! 0 a £b O U k r {emu � r N r rl r m N N N b b b VC m b o M N M M M M M M 1(1 0 1 O O O N N M M m W O U O O \ M r 01 O O O O M F O as a M -0 iyUy,,N �WC O i1 F o [[a�rG fi£WN55 O O E \ O M ri 41 N U M ' 0 0 .oi U H F F 0.' 0 m °U °m (L Z2•N 93 pF f� O[aW. pOp �ij QQ Q1 �l O 1 as U D q w Hy a m 1 M m T r N P N N m N 'i N P 01 r O 01 N N m y� 1p M C O m O T rl .r C N N P C C N T r ry O m N d' r r O O r O O m O O m O O r O O M O O 10 O O N O O M O O N O O M O O m0 O O O q O O C O O m O O m O O N O O m O O C O O m O O m O O N O O m O O O O O m O O M O O M O O N O O M O O r'I N rl ry N 'i N N N M o r o r o O N O ry M N N r N N m N M r O M N N m T N M M M 01 T M M V 10 M M M M oM or or O O O O N M N P T N N m m M r o 0 C N m P C N m N 01 01 C M M M M M o NN o r.i o mo O mN O N r O r r{ N O C O O O orr orr o�nm 0 0 0 0 0 0 � 0 0 a M �0 0 C N N N O m ? 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