Loading...
HomeMy WebLinkAboutStaff Report 3.C 06/19/2017DATE: June 19, 2017 Agenda Item #3.0 TO: Honorable Mayor and Members of the City Council through City Manager FROM: William Mushallo, Finance Director CZ-1, Janine Tedrow, Senior Accountant SUBJECT: Resolution to Receive and File the City Treasurer's Quarterly Report Dated March 31, 2017. RECOMMENDATION It is recommended that the City Council adopt the attached Resolution To Receive and File the City Treasurer's Quarterly Report Dated March 31, 2017. BACKGROUND Pursuant to the City's Investment Policy and Government Code, the City Council annually delegates authority to the City Treasurer to invest or reinvest City funds. The City Council approved the City of Petaluma Investment Policy on June 20, 2016 which delegated investment authority to the City Treasurer for the Fiscal Year 2016 -17. The City Treasurer is required to provide a quarterly investment report to the Council that includes the status of the investment portfolio. The attached reports outline the current investments, the weighted average and yields of pooled investments, investments managed by Public Financial Management (PFM), and earnings received by investments in the Local Agency Investment Fund (LAIF). The reports also include the Treasurer's certification of adequate cash flow. This is the third quarterly report for Fiscal Year 2016 -2017. DISCUSSION It is the policy of the City of Petaluma to manage public funds in a manner consistent with the laws of the State of California pertaining to the investment of public funds. Three primary goals of the City are to safeguard the principal of funds under its control; meet the City's daily cash flow requirements; and achieve a reasonable rate of return with the maximum amount of security possible. The attached City Treasurer's Quarterly Report contains information on the City's cash activity and ending balances in all City accounts. Each report also: Summarizes total beginning balances of all cash and investments, and total quarterly activity and ending balances. Provides quarterly activity and ending balances in the City's cash equivalent accounts and information about trustee account activities and ending balances. Provides information on investment portfolio activity, security type, maturity and value, and book and fair value. • Compares the City's quarterly investment earnings with the City's benchmark. The City's benchmark for investment earnings is the Merrill Lynch 1 -3 year US Treasury index as provided by Bloomberg Financial Markets. That rate was .26% for the quarter ended March 31, 2017. The City's quarterly return outperformed the Index by .02% coming in at .28% for the last quarter. In addition to the above mentioned investment earnings for the portfolio managed by PFM, the City also has funds in the State of California's LAIF (Local Agency Investment fund) and CAMP (California Asset Management Pool). These investments provide liquidity of funds for cash flow purposes, and interest earnings are reported separately. The annualized returns for the last quarter on LAIF and CAMP were .78% and .89 %, respectively. Per the City's Interfund Loan Policy, the Treasurer's report no longer lists all inter -fund loans currently in place; however, this information is available upon request. FINANCIAL IMPACTS The balance of cash and investments as of March 31, 2017 was $133 million. This is down $7.4 million from the balance at the end of December, 2016. The decrease is due mainly to large debt service payments during the quarter. The net investment earnings during the quarter ending March 31, 2017 were $250,082. ATTACHMENT 1. Resolution 2. City Treasurer's Quarterly Report dated March 31, 2017 ATTACHMENT 1 RESOLUTION TO RECEIVE AND FILE THE CITY TREASURER'S QUARTERLY REPORT DATED MARCH 31, 2017 WHEREAS, the City Investment policy requires the City Treasurer to provide a quarterly investment report to the Council for compliance with the adopted City Investment Policy. NOW, THEREFORE BE IT RESOLVED that the City Council has received the City Treasurer's Quarterly Report dated March 31, 2017 and directs the City Cleric to file the report. le City of Petaluma Quarterly Investment Report January 1 to March 31, 2017 rk��l a/ 0 ATTACHMENT 2 This report is presented in accordance with the City's investment policy and the California Goverm -rent Code. The policy and Government Code requires the Treasurer to certify that sufficient cash flow is available for the next six months to meet the expected demand or provide an explanation as to why sufficient cash may not be available. The attached report outlines the current investments, weighted average and yields of pooled investments. The month end account statement of assets managed by Public Financial Management, LLC (PFM), the Local Agency Investment Funds (LAIF) quarterly statement, and the City's performance summary of portfolio investments as compared to applicable benchmarks are included. The report also includes the Treasurer's certification of adequate cash flow. We respectfully submit the quarterly investment report for the quarter ending March 31, 2017. kk CITY OF PETALUMA, CALIFORNIA CITY TREASURER'S QUARTERLY REPORT For the quarter ending March 31, 2017 - Cash activity for the fiscal year: Cash and Investments, Beginning of the quarter, 12/31/16 $ 140,431,496 Cash Receipts 59,360,298 Cash Disbursements (66,743,654) Cash and Investments, End of the Quarter, 3/31/17 $ 133,048,140 Cash and Investment Portfolio at March 31, 2017 Investments Managed by City Treasurer: Assessment Districts Bonds Local Agency Investment Funds (LAIF) CAMP Pool (CA Asset Management Prog) PFM Investments Securities ** Certificate of Deposits Checking Accounts Subtotal Investments Maniaged by Fiscal Agents: CAMP Debt Issue Accounts Trustee Money Market Accounts Subtotal Total Cash and Investments Percent Fair Market Par Value of Value* (Cost) Portfolio 373,535 373,535 0.28% 59,961,879 60,124,444 45.19% 32,059,517 32,059,517 24.10% 24,843,278 24,987,745 18.78% 250,000 250,000 0.19% 6,715,693 6,715,693 5.05% 124,203,902 124,510,935 93.58% 432,046 432,046 0.32% 8,105,159 8,105,159 6.09% 8,537,205 8,537,205 6.42% 132,741,107 133,048,140 100.00% I certify that this report contains the total amounts of cash and investments at March 31, 2017. The investments are in conformity with the Investment Policy. A copy of the Investment Policy is available for review in the Finance Department. The City Treasurer's cash management program provides sufficient liquidity to meet expenditure requirements for the next six months. We respectfully submit the quarterly investment rep t for the quarter ending March 31, 2017. William Mushallo, Finance Director L *Fair market values are furnished by the State of California, Local Agency Investment Fund and California Asset Management Program. ** See detail attached CITY OF PETALUMA, CALIFORNIA CITY TREASURER'S QUARTERLY REPORT For the quarter ending March 31, 2017 Investments Dlanaged by CIO, Treasurer: Assessment District Bond (AD) 2000 -01 Sub -Total Assessment Districts Bond (AD) Accounts LAIF LAIF accrued interest Sub -Total LAIF CAMP Pool - Treasurer's Investment Money Market Sub -Total CAMP Pool Managed Account Federal Agency Bonds/Discount Notes Fed Agency accrued interest US Treasury Bonds/Notes US Treasury accrued interest Sub -Total P M, Securities Managed Account ** Certificate of Deposits; Umpqua Bank Sub -Total Certificate of Deposits Checldng Accounts; Exchange - General Operating Exchange - Payroll Thomas Lee Charity Trust Police Trust Citibank Sub -Total Cheelcing Accounts Total Cash and Investments Managed by the City Treasurer Ii veslnients Hanaged by Trustees Fiscal Agents: 373,535.08 373,535.08 373,535,08 - 373,535,08 49,926,289.20 10,085,041.72 60,011,330.92 85,041.72 113,113.53 (85,041.72) 113,113.53 50,011,330.92 10,198,155,25 (85,041,72) 60,124,444.45 30,383,319.93 10,603,912.78 (8,927,715.51) 32,059,517.20 30,383,319.93 10,603,912.78 (8,927,715,51) 32,059,517,20 17,109,667.54 314,798.40 (623,782.07) 16,800,683,87 34,901.63 42,274.85 (41,940.77) 35,235.71 7,374,208,21 2,991,172.86 (2,235,876.76) 8,129,504.31 14,721.22 43,347.50 (35,747.77) 22,320,95 24,533,498,60 3,391,593,61 (2,937,347,37) 24,987,744.84 Subtotal 105,301,684.53 24,193,661,64 (11,950,104.60) 117,545,241,57 250,000.00 61.64 (61.64) 250,000.00 250,000,00 61.64 (61,64) 250,000.00 25,509,916.98 29,676,245.98 (48,559,197.03) 6,626,965.93 6,975.30 5,483,297.00 (5,483,293.28) 6,979.02 1,817.38 - - 1,817.38 79,921.09 9.85 - 79,930.94 750,986.96 10.29 (750,997.25) 5,858,658.97 26,349,617.71 35,159,563.12 (54,793,487,56) 6,715,693.27 131,901,302.24 59,353,286,40 (66,743,653,80) 124,510,934.84 CAMP -AD 23, 24, 25 Accounts Money Market 431,129.66 916.50 432,046.16 CAMP- 2003 COP, 2007 TAB, 2011 TAB 0.00 - 0.00 Sub -Total CAMP -Debt Issue Accounts 431,129.66 916,50 432,046.16 Bank of New York 2,246,500.00 - 2,246,500.00 US Bank First American Treas 5,852,563.91 6,095.06 5,858,658.97 Sub -Total Trustees Money Market Account 8,099,063,91 6,095.06 8,105,158,97 Total Cash and Investments Managed by Fiscal Agents 8,530,193,57 7,011.56 - 8,537,205,13 TOTAL CASH AND INVESTMENTS 140,431,495,81 59,360,297,96 (66,743,653,80) 133,048,139.97 ** See detail attached Accrued interest (170,670.19) General Ledger 132,877,469.78 CITY OF PETALUMA, CALIFORNIA CITY TREASURER'S QUARTERLY REPORT For the quarter ending March 31, 2017 Cost vs. Fair Market Value Unrealized Cost FV US Treasury Bond/Note Federal Agency Bond/Discount Note Corporate Note Certificate of Deposit 8,129,504.31 16,800,683.87 - 8,129,588.29 16,713,689.58 - 83.98 (86,994.29) - Sub -Total PFM Treasurer's Invest, Securities 24,930,188.18 24,843,277.87 (86,910.31) CAMP Pool Money Market Fund 32,059,517.20 32,059,517.20 - Sub -Total CAMP Treasurer's Investments 56,989,705.38 56,902,795.07 (86,910.31) Accrued Interest 57,556.66 CAMP Total Investment Managed Securities Held 56,960,351.73 CAMP Debt Issue Managed Accounts 432,046.16 432,046.16 - PFM CAMP Total Treasurer's Investments KK 57,421,751.54 57,334,841.23 (86,910.31) LAIF 60,011,330.92 59,961,878.64 (49,452.28) LAIF amortized cost rate 0.99917595100 ** See detail attached 4v C� 1� rrl V r-4 O N � h MMh W M d" O Cf3 r� 0 FLO � H OR M Ur y to M N o en wo O PH t Et- �o v� 0 O O U bA N 'ofr to �r c�, 06 rh H N o o N .O m to C) o m o at cn to H p e F Ln O M Io H rn o in co Iq ry H n o N [V tri co c 1 r 7 d to o m v V H o N � o°O VH,' iNtl a VN•� 1 rn m rH Ln rn n f� V' O ID O 1-4 N N m tD � al al o }# > rn m m N m m N N Qi O to 0 V' m t0 m m l0 ri �--I +-i A H H yV � r o0 LT C tpp 'o b ,�i N o N n n a i• +m-a M L j - N a+ ai t\ co o t) m to m ko m N m Cl) o y m m O m H O N O M O to N al .0 'i O in cn t\ to rn q- O m Iryn to 'N n 7 O _ O V Omi m LO M N oho W tNn a� N n C r0-I tm0 0 F t}' 61 lD M m to <j' o H r1 AF NNE L2MINE L to H N m to to O' H to m a! m H (� L N [t' rn ctNoV O7 t0 a1 al m to N l!1 m t.H',1 tN0 lmD N m M N N tan M M `r-i r Q FC ..i-i eq p RM t� (� O t0 m N M to In N m H M M m o -0 to to 14 6 00 M N rl� TT ro O o t--I ri *-� +-I H rl +-i cti� A O O +-1 ` N t°n Iq � � O tma co n v-1 M ta0 I: CY! V• Ln O Ln V- to co ,� 0) H ai to : n trl to c� N N O rn H rn Ol O a� M N n H n N N 'd• M O n rn �C u Lo o ri ri o Co N .-+ N 0) N ti m O' Z al Ql M N at V' In at N t� 01 H tb O ;-F V. O m l to m t0 <h O 'cj' H rq H ri a7 = y� to to tton Lo to to to H h \ H n in to Ln CD d H H H H H H H B'~ O at a1 'd' d' to Ln M U a M N O O H O O O H M M M wl: v Q \ O �H-i H O H H O O O VOl 'A to /n V1 to 10 m f\ t\ t\ to to to di H ++ , S 1 N CD [Q A fQ N N O O O H O O O H ri H O z �" Q d\• 41 m m m m ra m m m m m m m m m m Cs a ¢ ¢ ¢ ¢ ¢ ¢ ¢ ¢ a ¢ ¢ U. 0 0 0 0 0 0 o p o to 0 O O O O O O o O p O N O O O O O O p O O O O C� al O -y f0 Cl O O O ° O O O O O O O N O �+ ''� L1• O O o O O O O O O o o n o O O O to U7 O O O to O O m O ni O O M N f\ - Ln O N O ll1 H to O 'I�I In O to m m to V' *-t <t' N tj' H H rf H 14 r-I ;y� m jIL1= ' N � V`,= -%; N NN �N77 N NN N N N NNN N N ¢ ¢ .NA .m4 M H Q• al m at 0) a~i m at al al M m m Wl WN oa m m m rn m m o 0 o m m rn IRS Hfu H H H H H H N N N H H H O O O o O O O o O O O o 0 N N N N N N N N N N N N N Q o O O H H O O H p. al H H H H rQ C m m M m Mf\"1 M M Z N M o o N o � a O O H H O O H O NO O d aV' O Q O #_ V O o 0 0 0 o a o n � o o p ¢ o o to o (A V {n to o O to to 0 o to to ¢; tt�} m t� N W tr� m ` twit LL< ^ m cu .t-+ Fo o O o FFb tfrH�j Q ,-i b ,-i O ri O H �-i O mti ,-i �• o ,� d1 (0 2 H Z ,�- Z^ 2 rm-i . -I Z .�i Z .�-1 Z i�-1 H Z t- N N .Ln-1 in N .Lr)-� TA } o } o } o } o } o } o } o } o a } o N o O o N !�' N N N Q U O O N a H H O H N N = H f•" � H H ri zO" � M M m M ° M M M O O O O o ° O t0 \ y \ \ w,a�y \ t!{fQy�� \ j(�lQ�y�. \ l(UQ�y} w \ tL \ \ •� Q f- pop F- QaQ pHp F- (Hq] t" [ °p] t-." [ °q] t_ QHp qaq Cp) (qD U 4�.. Cp) Qaq pHp d) to F c!] h M F vl F in F In F to F cn h Z F (n F N °_Ui V1 aQ a0 �Q 5n Dn MO �n 5n 5n a� !O Lin tLn iin Ln dl rn 0. O O �i M Ln C O Q �u �1 LL LL C n +i ri l! i N N .O c _ M m r-I rl d o o rn m �O Cl to to Ln a O 0) li al rli M t71 L N Ln ID - m o ^i w N N N N O = o rn M N oq co .o-� N M � =a O Ol O O C, ri O RI M L° U t� rn 10 Ln m 7 L N N M U .N N co m N a lS G m: IC Jam_ 0. 57- _ O �7 cc HT- Q 0. Q M r Ln° �A LO t m V M M M M f <� 4j o rn rn N a1 0 �- C. L O O O Q 33 O N x � as ;¢o ao �Q �o full V •O-1 +�-I 0 !P N tO- V' -� Q rn \ � m �i N U] ib In N Ln N tD W LL-i N H 41 LU CD U_ u� za rc 0 � �o om � rn m o oM oo rn iT N li o Owe : H NO f, fr M M .--i O 0 n ° O f ,- -! Ln m N ri 14 rl ti ti in a-r G 7 O W o to o o n rn L Q N m N r1 Ch 14 M cd W t0 03 co m H 0) O n co T rn 03 lri M n rn c{m- os It � n Ln m N M �q 0 Ln c N °o o Oho N o r`i co ui co -4 M M Ln 00 H t0 t O lal � r-1 ♦-1 rl N rl t0 n Ln 1 W 001 W 04 0; 00 W 0 O O O o O O O O o0 o rn ° ° lL o Vim', o o q 0 IA 'MV' tNO (0 N n LQ m eq 1l1 0�1 H C) n m m m N T.j .tea 10 ID In 10 to ko \ \ \ \ \ � O N rN-I N O N M co (\ll M\ O O O O O O O O ko ko w rj 10 ko 10 H LO 'A o li N Oi N H N \ \ \ \ \ \ \ O O o O O O O O m m in rm� m m ra' ro Q Q Q ¢ Q 6 Q Q C, o a a o a O b O O o O O O O O O O O O O O O O Ln In O O O O M N N toa n N C) M M H U n m m a ¢ w w o vU`i o 0 0 0 V) MM M M M M M M 00 00 co co co co 00 co rq m M Y c Y C) mD o 0 0 0 0 o Z o o .-+ .--+ .-+ �. �o i n N Z n zn N n �n �N ,q O? m 4 o Q m 10 �1l m m Z o o D o 9 o o 0 o V o (A to l0 'w t0 w l0 10 l0 tO lf3 'i'J p, O Wt D x O � O cW� o ,._i o F(W�� o }�f O Lo O N "' .f°- o zn\i �min v\i ZO^ �� Urnrn fn u. a u_ o o w o u1 o u o u o u. o C- O o m .O _ }Ui R O r-I rl d _ N N. Gi �O m m to Ln a O 0) li al rli M L N Ln ID - -4-i 0 0 .�-i rLn-i 0 0 = o o O1 o O Ol O O C, ri O RI N al U t� rn 1: a G m: IC Jam_ 0. N o o M In m 0� O 01 co o �o N 57- _ O �7 cc HT- Q 0. Q M r Ln° �A LO t m V M M M M f <� 4j o rn rn N a1 0 �- C. L O O O Q 33 O N x � as ;¢o ao �Q �o full V •O-1 +�-I 0 !P N tO- V' -� Q rn \ � m �i N U] ib In N Ln N tD W LL-i N H 41 LU CD U_ u� za rc 0 � �o om � rn m o oM oo rn iT N li o Owe : H NO f, fr M M .--i O 0 n ° O f ,- -! Ln m N ri 14 rl ti ti in a-r G 7 O W o to o o n rn L Q N m N r1 Ch 14 M cd W t0 03 co m H 0) O n co T rn 03 lri M n rn c{m- os It � n Ln m N M �q 0 Ln c N °o o Oho N o r`i co ui co -4 M M Ln 00 H t0 t O lal � r-1 ♦-1 rl N rl t0 n Ln 1 W 001 W 04 0; 00 W 0 O O O o O O O O o0 o rn ° ° lL o Vim', o o q 0 IA 'MV' tNO (0 N n LQ m eq 1l1 0�1 H C) n m m m N T.j .tea 10 ID In 10 to ko \ \ \ \ \ � O N rN-I N O N M co (\ll M\ O O O O O O O O ko ko w rj 10 ko 10 H LO 'A o li N Oi N H N \ \ \ \ \ \ \ O O o O O O O O m m in rm� m m ra' ro Q Q Q ¢ Q 6 Q Q C, o a a o a O b O O o O O O O O O O O O O O O O Ln In O O O O M N N toa n N C) M M H U n m m a ¢ w w o vU`i o 0 0 0 V) MM M M M M M M 00 00 co co co co 00 co rq m M Y c Y C) mD o 0 0 0 0 o Z o o .-+ .--+ .-+ �. �o i n N Z n zn N n �n �N ,q O? m 4 o Q m 10 �1l m m Z o o D o 9 o o 0 o V o (A to l0 'w t0 w l0 10 l0 tO lf3 'i'J p, O Wt D x O � O cW� o ,._i o F(W�� o }�f O Lo O N "' .f°- o zn\i �min v\i ZO^ �� Urnrn fn u. a u_ o o w o u1 o u o u o u. o C- C1 i+ m m O tD O O Ti O N 'V' m �D pp N CT N m tri to <f } o v N to o r-i t\ m R _ L 2 7 ct in to N to H N n d' ,-t a H N g m to H o? (� H o N io Cn N a$ N to O n <1' N to !n CT N m oo 14: CT M ct n m <t L co m m V H M M tfn O s co v H �o n o 00 to to m m n e} o U f ,-i � .-i M co N M - H N M to C tr1 E O t€ u OD m tj' O m O t\ M H p cf- tC tD O � b tD `I: H CO to M H pp tp N Q W N 44 � N GtNp Omi In O U r� v m r m I� m m m m v m C = to n m to to to m m m V- H 00 r1 to O F E m ct H ao N o m to to co m In M O N M O lL � Y% m m n m Cl to o N rl m Qt t0 C. Q1 N H Ol ID co O N O It Co Cn O {n tD O L N t0 lD rl to H ui o tD rl tD M 6 U ° m m nmj Gi 00 M li CD n M to 1 a N co to t M in r L C O� 00 rn o o co rn 01 o o Ln m p t ro o ti H .-4 .-i o O o .4 ,--i ti O A O O O O O to O O O O O O L(7 O O O m t0 o O O O lz� N �.{ N O r1 C6 n O [V hl `ch O 00 h N H m CO V' O H fV m l0 m m 03 OD H OI O to m H to io In m m o cF r, d' 00 to C U ri 6 t` ti of m ri m of m N ': ai ��. p to r` m to to to m m m v! L( a to f— 00 tj- H In f\ o m to N O m to M O ,-4 "t (n N to 10 ID lD 10 ID b to In CD n d) H H H H H H H r-1 H r1 H V b O O N M O N N o o O N CD � n M t`D CD h C) m O N O H O O O O O O O H O T1 t0 tD 10 lD l0 10 t0 lD lD l0 cu D\l N C) M IDD CD ^ n W O N w N G m �, a v° ro ro ro ro m ro ra ro ro m ro �. t� 4 ro ro ro m ro m m ro ro 1- $ z G fro' v O Cl O O o O O O O O o p n o L O O O o 0 0 0 0 o O O p n N �(n - (Q O O O O C� O O O O 6 O O H O O O O O O O O Cl O O H A' O O O O O O O O O O O O m to I y - O In O O O O O O O O tl) p (T -�� In t\ O to t0 to O O O to H O zF to co W N tD 1, O m ID tD m M ip +t} o ll1 tl H N tw m �o C3 CO 0 Ln CD m to o to t\ o o to to m to -• "�' H H H H H Ll` U m m m m m m m m m m m L ` T. >. m m m m m m m m m m fu O O mNot O o O O O O O O N m m O _ U N U N �tOnn U °o v� N N N z0 ^ O n o 0 °o H M f: �¢' O y H N z o W .-� µ� ,-t w .1 W m z ro o o to ,p 1 . \ F+ 4 4 ttU .4 ! i t 4 U o o H k E ? N l0 to iD Z to Oz to OZ tD Z io Q io ID ID n M c H H H H H H H H H H dl U 0 0 o U o 0 0 0 0 0 0 0 t1 U IJ7 N N N N N N W N N N N N U a1 ` U y�y, N M O z M H u+ M M t o z N I- N t- N {- o� �"' •� o .�* S—M ^6 t Q. .G.t l0 41 U O O W O U b' W U U O d O 5¢z' (rat �N1 m [N] QrM Up C(]D [J� (t]D iz m };5 7z �Qm^ z m z QFN Ot DQ- � = Cn , Q S Q Z 0.tL' C] Q IT T z L] LL. Ll Q z L1 Vi m U L. N o tD r Lo to Iq ILA N Ito M h lQ > VVI O Ln ID i44 - On O m i!t N kcD D ro � Ln C _ N 0000 W N o U � Q 0 00) M L LL _ y b tD al O tD In Q H = VI r U co 0 m Iq f0 N co .nil O in co ��r •� U 1A n _ o m M L - L y N (D to A 4.. r v 1 to o U � � to _yc L. H m m N o LA a m cn I P :W- In o 0 C rr m i rte; Tyr -z_ '4Ha. `ice' U yam: ro o c —� CL A 00 at CD d O O t-1 M Ln C 0 O Q r3 M (i1 Vi 0.. G Untitled Page > R — —1_ BETTY T. YEE California State Controller LOCAL AGENCY INVESTMENT FUND REMITTANCE ADVICE Agency Name Account Number Page 1 of 1 PETALUMA 98 -49 -650 As of 04/14/2017, your Local Agency Investment Fund account has been directly credited with the interest earned on your deposits for the quarter ending 03/31/2017. Earnings Ratio .00002126194403179 Interest Rate 0.78% Dollar Day Total $ 5,319,999,282.16 Quarter End Principal Balance $ 605011,330.92 Quarterly Interest Earned $ 113,113.53 httpJ /Iaitsco.ca.gov/Result.aspx 4/25/2017 nk 1* 1* 1* 1* 2* 2* 2* 2* 1* 1* 1* �o��v�NVtsr,�Fy9 State of California 0 Pooled Money Investment Account a Market Valuation 1P 14 3/31/2017 �iaTlj�illg GOSt ptUS - Aescriptron �4ccrued In #eresSirch AmorfizecJ Gost =, r r - F►rv1(al�le Accrued inferesf United States Treasury: Bills $ 11,529,529,518.46 $ 11,555,331,831.40 $ 11,547,993,500.00 NA Notes $ 19,784,669,253.72 $ 19,783,508,723.77 $ 19,749,210,500.00 $ 33,930,754.00 Federal Agenc : SBA $ 866,949,257.52 $ 866,912,128.47 $ 858,953,922.79 $ 729,325.65 MBS- REMICs $ 44,788,917.08 $ 44,788,917.08 $ 47,053,192.13 $ 211,005.30 Debentures $ 949,997,076.07 $ 949,997,076.07 $ 946,506,000.00 $ 1,591,535.50 Debentures FR $ - $ - $ - $ Discount Notes $ 7,768,611,458.36 $ 7,782,989,930.58 $ 7,780,400,000.00 NA GNMA $ - $ - $ - $ - Supranational Debentures $ 299,965,313.04 $ 299,965,313.04 $ 298,392,500.00 ,$ 492,013.50 Supranational Debentures FR $ 50,000,000.00 $ 50,000,000.00 $ 50,073,000.00 $ 121,526.17 CDs and YCDs FR $ 300,000,000.00 $ 300,000,000.00 $ 300,000,000.00 $ 670,902.50 Bank Notes $ 600,000,000.00 $ 600,000,000.00 $ 599,607,935.89 $ 1,439,055.55 CDs and YCDs $ 10,550,000,000.00 $ 10,550,000,000.00 $ 10,547,089,360.14 $ 25,231,888.90 Commercial Paper $ 5,830,869,194.46 $ 5,839,554,041.75 $ 5,838,495,499.98 NA Corporate: Bonds FR $ - $ - $ $ Bonds $ - $ - $ - $ - Repurchase Agreements $ - $ - $ - $ - Reverse Repurchase $ - $ - $ - $ Time Deposits $ 5,480,740,000.00 $ 5,480,740,000.00 $ 5,480,740,000.00 NA AB 55 & GF Loans $ 7,824,657,000.00 $ 7,824,657,000.00 $ 7,824,657,000.00 NA TOTAL $ 71,880,776,988.71 $ 71,928,444,962.16 $ 71,869,172,410.93 $ 64,418,007.07 Fair Value Including Accrued Interest $ 71,933,590,418.00 * Governmental Accounting Standards Board (GASB) Statement 472 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). The value of each participating dollar equals the fair value divided by the amortized cost (0,999175951). As an example: if an agency has an account balance of $20,000,000.00, then the agency would report it,4 participation in the LAW valued at $19,983,519.02 or $20,000,000.00 x0.999175951. City of Petaluma Performance Summaries Past Quarter 0.28% 0.260% Past 6 Months - 0.06% - 0.17% Past Year 0.40% 0.25% Past 3.Years. 0.82% 0,72% Past 6.Years 0.72% Effective Duration 1.80 years 1.k: .ears . Yield 1.08% 1,27% Notes; 1. Bank of America Merrill Lynch (BAML) Indices provided by Bloomberg Financial Markets, 2, CAMP Cash Reserve Pool holdings excluded from performance, yield and duration calculations, 3. Performance numbers for periods greater than one year are presented on an annualized basis. 4. The City's Treasury benchmark was the Merrill Lynch 1 -3 Year Index from inception to 6/30/12, Then the benchmark switched to the Merrill Lynch 1 Year Treasury Index. On 6/30/11 the benchmark returned to the Merrill Lynch 1 -3 Year Treasury Index. S. Inception date is 12/31/01, 6. Yield for the City is calculated as the Yield to Maturity at Cost. The Yield for the City's Treasury benchmark is calculated as the Yield to Maturity at Market,