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HomeMy WebLinkAboutResolution 2017-174 N.C.S. 12/18/2017Resolution No. 2017-174 N.C.S. of the City of Petaluma, California RESOLUTION TO RECEIVE AND FILE THE CITY TREASURER'S QUARTERLY REPORT DATED SEPTEMBER 30, 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 September 30, 2017 and directs the City Clerk to file the report. Under the power and authority conferred upon this Council by the Charter of said City REFERENCE: I hereby certify the foregoing Resolution was introduced and adopted by the Approv d as to Council of the City of Petaluma at a Regular meeting on the 181h day of December r 2017, by the following vote: City Attorney AYES: Albertson, Vice Mayor Barrett, Mayor Glass, Healy, Kearney, King, Miller NOES: None ABSENT: None ABSTAIN: ATTEST Resolution No. 2017-174 N.C.S. Page 1 City of Petaluma Quarterly Investment Report July 1 to September 30, 2017 K"�00 a/ OV, Exhibit 1 This report is presented in accordance with the City's investment policy and the California Govermnent 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 September 30, 2017. Resolution No. 2017 -174 N.C.S. Page 2 CITY OF PETALUMA, CALIFORNIA CITY TREASURER'S QUARTERLY REPORT For the quarter ending September 30, 2017 Cash activity for the fiscal year: Cash and Investments, Beginning of the quarter, 6/30/17 Cash Receipts Cash Disbursements Cash and Investments, End of the Quarter, 9 /30/17 Cash and Investment Portfolio at 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 Managed by Fiscal Agents: CAMP Debt Issue Accounts Trustee Money Market Accounts Subtotal Total Cash and Investments September 30, 2017 $ 135,132,210 70,883,841 (80,261,968) $ 125,754,082 Percent Fair Market Par Value of Value* (Cost) Portfolio 307,390 307,390 0.24% 60,205,176 60,426,008 48.05% 30,585,064 30,585,064 24.32% 25,074,876 25,258,492 20.09% 250,000 250,000 0.20% 3,691,807 3,691,807 2.94% 120,114,313 120,518,762 95.84% 434,358 434,358 0.35% 4,800,962 4,800,962 3.82% 5,235,321 5,235,321 4.16% 125,349, 634 125,754,082 100.00% I certify that this report contains the total amounts of cash and investments at September 30, 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 gvestinent report for the quarter ending September 30, 2017. P William Mushallo, Finance Director D ecat *Fair market values are furnished by the State of California, Local Agency Investment Fund and California Asset Management Program. ** See *detail attached Resolution No. 2017 -174 N.C.S. Page 3 CITY OF PETALU1 -vL&, CALIFORNIA CITY TREASURER'S QUARTERLY REPORT For the quarter ending September 30, 2017 Investments Dfanaged 41' City 'Treasurer: Assessment District Bond (AD) 2000 -01 373,535.08 1,238.93 (66,144.82) 307,390.26 Sub -Total Assessment Districts Mond (AD) Accounts 373,535.08 - (66,144,82) 307,390.26 LAW 60,124,444.45 138,45893 60,262,903.38 LAIF accrued interest 138,458.93 163,105.11 (138,458.93) 163,105.11 Sub -Total LAIC 60,262,903,38 301,564.04 (138,458.93) 60,426,008.49 CAMP Pool - Treasurers Investment Money Market 35,454 172.64 3,132,229.46 (8,001,337.82) 30,585,064.28 Sub -Total CA14H' Pool illanaged Account 35,454,172.64 3,132,229.46 (8,001,337,82) 30,585,064.28 Federal Agency Bonds/Discount Notes 14,991,670.35 927,587.85 (1;686,968.16) 14,232,290.04 Fed Agency accrued interest 32,309.63 42,090.29 (37,740.29) 36,659.63 US Treasury Bonds /Notes 10,191,523.84 2,050,583.98 (1,287,898.44) 10,954,209.38 US Treasury accrued interest 21,279.72 33,603.59 (19,550.63) 35,332.68 Sub -Total PFM Securities Managed Account ** 25,236,783,54 3,053,865.71 (3,032,157,52) 25,258,491.73 Subtotal 121,327,394.64 6,487,659.21 (11,238,099.09) 116,576,954.76 Certificate of Deposits: Umpqua Bank 250,000.00 60.95 (60.95) 250,000.00 Sub -Total Certificate of Deposits 250,000,00 60,95 (60,95) 250,000.00 Cheeidng Accounts: Exchange - General Operating 8,238,960:53 28,675,96391 (33,311,557.17) 3,603,367.27 Exchange- Payroll 6,984.01 5,905,891.00 (5,906,207.52) 6,667.49 Thomas Lee Charity Trust 1,817.38 - 1,817.38 Police Trust 79,942.67 12.08 79,954.75 Sub -Total Checking Accounts 8,327,704.59 34,581,866.99 (39,217,764.69) 3,691,806,89 Total Cash and Investments Managed by the City Treasurer 129,905,099.23 41,069,587.15 (50,455,924.73) 120,518,761.65 Investments Dlauaged by Trustees Fiscal Agents; CAMP -AD 23, 24, 25 Accounts Money Market 433,119,26 1,238.93 434,358.19 Sub -Total CAMP -Debt Issue Accounts 433,119.26 1,238.93 - 434,358.19 Bank ofNew York 40,169,57 - 40,169.57 US Bank First American Treas 4,753,821.60. 29,813,014.84 (29,806,043.65) 4,760,792.79 Sub -Total Trustees Money Market Account 4,793,991.17 29,813,014.84 (29,806,043.65) 4,800,962.36 Total Cash and Investments Managed by Fiscal Agents 5,227,110.43 29,814,253,77 (29,806,043.65) 5,235,320.55 TOTAL CASH AND INVEST rvIENTS 135,132,209,66 70,883,840.92 (80,261,968.38) 125,754,082.20 ++ See detail attached Accrued interest (235,097.42) General Ledger 125,518,984.78 Resolution No, 2017 -174 N.C.S. Page 4 CITY OF PETALUMA, CALIFORNIA CITY TREASURER'S QUARTERLY REPORT For the quarter ending September 30, 2017 Cost vs. Fair Market Value Unrealized Cost FV US Treasury Bond/Note Federal Agency Bond /Discount Note Corporate Note Certificate of Deposit 10,954,209.38 14,232,290.04 - 10,924,704.58 14,150,171.49 - (29,504.80) (82,118.55) - - Sub -Total PFM Treasurer's Invest. Securities 25,186,499.42 25,074,876.07 (111,623.35) CAMP Pool Money Market Fund 30,585,064.28 30,585,064.28 - CAMP Treasurer's Investments 55,771,563.70 55,659,940.35 (111,623.35) _Sub-Total Accrued Interest 71,992.31 CAMP Total Investment Managed Securities Held 55,731,932.66 CAMP Debt Issue Managed Accounts 134,358.19 434,358.19 - PFM CAMP Total Treasurer's Investments ** 56,205,921.89 56,094,298.54 (111,623.35) LAIF 60,262,903.38 60,205,175.80 (57,727.58) LAIF amortized cost rate 0.99904207100 ** See detail attached Resolution No. 2017 -174 N.C.S. Page 5 .0 4-r rC� V Cd ^Q� P1 4� •rr-l1 V H O N N X .. 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O O O O 4 O Resolution No. 2 co N Ln � C o O m n. ill pp O O 7 M M LA V 4, c Q Q X ° > o N LLq Ln C M !`• 3T Q Lq Q ONO LO to � CL M M 11-1'1 ¢ y+ N N 0 FO C- Cl Cl C. N m A C G C d C N n N o a a o o a, LL o pad� A K Q r H UJ O• rC � E n U a-°i o-°i c °1 o 4 o 0 Q c U Q as E w a Ln o N N Q V�� N Lin N Lin N N N N N o $� a\i rn rn rn rn o\i rn o y o 0 0 0 0 0 0 +-+ O :3 M m N r\ r\ t\ N L\ n L\ N N N N N H rn O`i rn O`i O�i m 0` CF) O C? O O O O 4 O Resolution No. 2 co N Ln � o m n. ill pp O O O M M LA 4, c 8 Q N LLq Ln O N � ONO LO to � M M U o C ro C 0 v �� U O• � E n c °1 o 4 o 0 U Q as rn NN °N a Ln o N 1. °' r�i o m CL H d) CO rn rn to dN- n'+ V; N O N N M N N O :3 M C ro 00 o kq =.0 M C N 41 E rn L` N o a ' q .-A O O w CL M N � co N lD r1 Ln M ti v to O M C v s rn G U v N ro O tQro to , ro c K c �y aa) U N 'O � 0 7 d 1' o ' 8 1V -174 N.C.S Page I1 BETTY T. YEE California State Controller LOCAL AGENCY INVESTMENT FUND REMITTANCE ADVICE Agency Name Account Number PETALUMA 98 -49 -650 As of 10/13/2017, your Local Agency Investment Fund account has been directly credited with the interest earned on your deposits for the quarter ending 09/30/2017. Earnings Ratio .00002942867511750 Interest Rate . 1.07% Dollar Day Total $ 5,542,387,144.87 Quarter End Principal Balance $ 60,262,903.38 Quarterly Interest Earned $ 163,105.11 Resolution No. 2017 -174 N.C.S. Page 12 ttrvesrsState of California Pooled Money Investment Account Market Valuation 9/30/2017 Carrying Cost'Plus t)esertptlon Acciued IpterestFurch. Amortized Cost i atrValue Accrued; )ntere$t United States Treasury: Bills $ 14,674,811,264.34 $ 14,728,634 539.67 $ 14,723 448 000.00 NA Notes $ 18,827,121,137.72 18,825,793,811.24 $ 18,779,355,000.00 $ 35,404,702,50 Federal Agency: SBA $ 882 001 016.40 $ 882,001,016.40 $ 872,264,699.96 $ 1,109,845.38 MBS- REMICs $ 36,639,144.19 $ 36639144.19 $ 38144,662.40 $ 171,758.71 Debentures $ 1 328 997,141.66 $ 1,328 621 620.83 $ 1 324,530 000.00 $ 2,307,558.75 Debentures FR $ - $ $ - $ - Debentures CL $ 250,000,000.00 $ 250,000,000.00 $ 249,152,500.00 $ 732,860.50 Discount Notes $ 9,694 389,458.06 $ 9,721,523,694.20 $ 9,720,621,000.00 NA GNMA $ - $ $ - $ Supranational Debentures $ 450315,184.02 $ 450,217,961.80 $ 448,745,000.00 $ 1,053,298.00 Supranational Debentures FR $ 50,000,000.00 $ 50,000,000.00 $ 50,075,500.00 $ 155,944.44 CDs and YCDs FR $ 625,000,000.00 $ 625 000 000.00 $ 625,000,000-00 $ 1,539,891.61 Bank Notes $ 700,000,000.00 $ 700,000,000.00 $ 699,891,966.88 $ 3,317,666.66 CDs and YCDs $ 12 325,000 000.00 $ 12,325,000,000.00 $ 12,323,151,274.56 $ 32,191,583.30 Commercial Paper $ 6177 895,486.11 $ 6,189,905,611.10 $ 6 189 559 750.03 NA Corporate: Bonds FR $ - $ $ - $ - Bonds $ - $ $ - $ - Repurchase Agreements $ - $ $ - $ - Reverse Repurchase $ - $ $ - $ - Time Deposits $ 5,636 740,000.00 $ 5,636 740 000.00 $ 5,636,740,000.00 NA AB 55 & GF Loans $ 695,865,000.00 $ 695,865,000.00 $ 695,865,000.00 NA TOTAL $ 72,354,774,832.50 $ 72,445,942,399.43 $ 72 376 544 353.83 $ 77,985,109.85 Fair Value Including Accrued Interest $ 72,454,529,463.68 Governmental Accounting Standards Board (GASB) Statement #72 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 (0.999042071). As an example: if an agency has an account balance of $20,000,000.00, then the agency would report its participation In the LAIF valued at $19,980,841.43 or $20,000,000.00 x 0.999042071. Resolution No. 2017 -174 N.C.S. Page 13 of Petaluma Performance Summaries Returns as of September 30; 2017 City of Petaluma BAML reasury Index, Past Quarter 0,27% 0,24% Past 6 Months 0,51% 0,41.% Past Year 0.45 %0 0,24% Past 3 Years 0.88% 0.76% Past 5 Years 0.72% 0,63% Effective Duration 1.81 years 1,81 years Yield 1.22% 1.47% 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, 5. 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. Resolution No. 2017 -174 N.C.S. Page 14