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SUPPLEMENTAL MATERIAL
City of Pleasanton
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CITY CLERK
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AGENDA PACKETS
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2024
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111924 REGULAR
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SUPPLEMENTAL MATERIAL
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Last modified
11/19/2024 12:40:29 PM
Creation date
11/19/2024 12:37:07 PM
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CITY CLERK
CITY CLERK - TYPE
AGENDA REPORT
DOCUMENT DATE
11/19/2024
DESTRUCT DATE
15Y
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Using as an example: The portfolio containing Federal Agency issues: <br /> Book Value: $158, 420k <br /> Market Value: $147,496k <br /> Yield to Maturity: .916% <br /> Percent of Total Portfolio: 59% <br />The following is an example of how to improve yields; <br />Consider liquidating the entire portfolio of Federal Agency Issues, yields: <br /> Investing (Market Value) of $147,496k <br /> Accepting capital loss of $10,924k <br />Compare Interest earnings over 5 years: <br />Estimated earnings doing nothing: $158,402k x .00916 x 5 years = $7,255k <br />Estimated Earnings w/liquidation: $147,496k x .048 x 5 years = $35,399k <br />Estimated Earnings at 4.8%, deducting capital loss of $10,924k = $24,475k <br /> The net yield improvement of liquidating = $24,475k ‐ $7,255k = $17,220K <br />Yes, I fully understand as near term bonds roll over they will potentially be reinvested at higher yields. <br />The example is somewhat of a best case, however, it should be realized as rates fall, the book value of <br />the 4.8% portfolio will increase proportionately. <br />However, the current forecast for yields suggests bond yields will fall as the Fed approaches its target <br />rate of inflation of 2%. <br />In summary, I believe the City of Pleasanton can do better and this approach warrants consideration. An <br />added comment is the City should consider raising the maximum limit of investment in Federal Agency <br />or US Treasuries to $10 Million. After all the Federal Agency Bonds are with almost entirely with the <br />FHLB. <br /> <br />Thank you for your consideration, <br />Rosario Milelli <br /> <br /> <br />
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