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HomeMy WebLinkAboutStaff Report 3.B 12/03/20180N a DATE: December 3, 2018 TO: Honorable Mayor and Members of the City Council through City Manager FROM: Corey Garberolio, Finance Director Janine Tedrow, Finance and Accounting D4anager SUBJECT: Resolution to Receive and File the City Treasurer's Quarterly Report Dated September 30, 2018. RECOMMENDATION It is recommended that the City Council adopt the attached Resolution To Receive and File the City Treasurer's Quarterly Report Dated September 30, 2018. 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 4, 2018 which delegated investment authority to the City Treasurer for the Fiscal Year 2018-19. 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 in California Asset Management Pool (CAMP), 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 first quarterly report for Fiscal Year 2018-2019. 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 investments managed by PFM is the Merrill Lynch 1-3 year US Treasury index as provided by Bloomberg Financial Markets. The City's quarterly return outperformed the benchmark by .09% for the quarter ended 9/30/18. The average yields on the PFM Managed Account, LAIF and CAMP were 1.71 %, 2.16% and 2.14% respectively. FINANCIAL IMPACTS The balance of cash and investments as of September 30, 2018 was $128 million. This is down $1 million from the balance at the end of June 30, 2018. The decrease is due mainly to the receipt of property tax revenue in the prior quarter. The net investment earnings during the quarter ending September 30, 2018 were $569,115. ATTACHMENTS 1. Resolution 2. City Treasurer's Quarterly Report dated September 30, 2018 z ATTACHMENT 1 RESOLUTION TO RECEIVE AND FILE THE CITY TREASURER'S QUARTERLY REPORT DATED SEPTEMBER 30, 2018 WHEREAS, the City Investment policy requires the City Treasurer to provide a quarterly investment report to the Council for compliance with the adopted City Investment Policy. NOW, THEREFORE BE IT RESOLVED that the City Council has received the City Treasurer's Quarterly Report dated September 30, 2018 and directs the City Clerk to file the report. 3 City of Petaluma Quarterly Investment Report July 1 to September 30, 2018 -185$ EV, ATTACHMENT This report is presented in accordance with the City's investment policy and the California Government 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, 2018. q CITY OF PETALUMA, CALIFORNIA CITY TREASURER'S QUARTERLY REPORT For the quarter ending September 30, 2018 Cash activity for the fiscal year: Cash and Investments, Beginning of the quarter, 6/30/18 Cash Receipts Cash Disbursements Cash and Investments, End of the Quarter, 9/30/18 Cash and Investment Portfolio at September 30, 2018 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 $ 128,613,909 40,493,919 (41,228,486) $ 127,879,342 Percent Fair Market Par Value of Value* (Cost) Portfolio 237,217 237,217 0.19% 60,991,139 61,455,736 48.06% 29,593,091 29,593,091 23.14% 25,594,500 26,028,067 20.35% 250,000 250,000 0.20% 10,034,800 10,034,800 7.85% 126,700,746 127,598,912 99.78% 271,442 271,442 0.21% 8,988 8,988 0.01% 280,431 280,431 0.22% Total Cash and Investments 126,981,177 127,879,342 100.00% I certify that this report contains the total amounts of cash and investments at September 30, 2018. 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 report for the quarter ending September 30, 2018. Corey GE4eroli�, Finance Director I( I3/I�' Dated *Fair market values are furnished by the State of California, Local Agency Investment Fund and California Asset Management Program. ** See detail attached 5 CITY OF PETALUMA, CALIFORNIA CITY TREASURER'S QUARTERLY REPORT For the quarter ending September 30, 2018 In vestmentsDlanaged by City Treasurer: Assessment District Bond (AD) 2000-01 307,390.26 1,750.40 (70,173.04) 237,217.22 Sub -Total Assessment Districts Bond (AD) Accounts 307,390.26 - (70,173.04) 237,217.22 LAW 60,834,963.43 288,666.51 61,123,629.94 LAW accrued interest 288,666.51 332,106.38 (288,666.51) 332,106.38 Sub -Total LAIF 61,123,629.94 620,772.89 (288,666.51) 61,455,736.32 CAMP Pool -Treasurers Investment Money Market 29,564,489.51 3,438,008.79 (3,409,407.58) 29,593,090.72 Sub -Total CAMP Pool Managed Account 29,564,489.51 3,438,008.79 (3,409,407.58) 29,593,090.72 Federal Agency Bonds/Discount Notes 11,784,859.50 1,251,807.31 (1,773,641.89) 11,263,024.92 Fed Agency accrued interest 35,328.16 72,294.25 (67,376.91) 40,245.50 US TreasuryBonds/Notes 13,967,979.50 1,988,615.24 (1,284,589.84) 14,672,004.90 US Treasury accrued interest 38,947.42 52,974.71 (39,131.22) 52,790.91 Sub -Total PFM Securities Managed Account xK 25,827,114.58 3,365,691.51 (3,164,739.86) 26,028,066.23 Subtotal 116,822,624.29 7,424,473.19 (6,932,986.99) 117,314,110.49 Certificate of Deposits: Umpqua Bank 250,000.00 598.63 (598.63) 250,000.00 Sub -Total Certificate of Deposits 250,000.00 598.63 (598.63) 250,000.00 Checking Accounts: Exchange -General Operating 10,589,067.27 26,767,035.64 (28,141,527.67) 9,214,575.24 Exchange -Payroll 421,968.21 6,300,000.00 (5,983,611.35) 738,356.86 Thomas Lee Charity Trust 1,817.38 - 1,817.38 Police Trust 80,016.33 34.28 80,050.61 Sub -Total Checking Accounts 11,092,869.19 33,067,069.92 (34,125,139.02) 10,034,800.09 Total Cash and Investments Managed by the City Treasurer 128,165,493.48 40,492,141.74 (41,058,724.64) 127,598,910.58 Investments Alanaged by Trustees Fiscal Agents: CAMP -AD 23, 24, 25 Accounts Money Market 439,453.61 1,750.40 (169,761.65) 271,442.36 Sub -Total CAMP -Debt Issue Accounts 439,453.61 1,750.40 (169,761.65) 271,442.36 Bank of New York 933.75 - 933.75 US Bank First American Treas 8,027.86 26.85 8,054.71 Sub -Total Trustees Money Market Account 8,961.61 26.85 8,988.46 Total Cash and Investments Managed by Fiscal Agents 448,415.22 1,777.25 (169,761.65) 280,430.82 TOTAL CASH AND INVESTMENTS 128,613,908.70 40,493,918.99 (41,228,486.29) 127,879,341.40 See detail attached Accrued interest (425,142,79) General Ledger 127,454,198.61 a CITY OF PETALUMA, CALIFORNIA CITY TREASURER'S QUARTERLY REPORT For the quarter ending September 30, 2018 Cost vs. Fair Market Value Unrealized Cost FV Gain/(Loss: US Treasury Bond/Note 14,672,004.90 14,464,325.65 (207,679.25) Federal Agency Bond/Discount Note 11,263,024.92 11,130,174.01 (132,850.91) Corporate Note - - - Certificate of Deposit - - - Sub -Total PFM Treasurer's Invest. Securities 25,935,029.82 25,594,499.66 (340,530.16) CAMP Pool Money Market Fund 29,593,090.72 29,593,090.72 - Sub -Total CAMP Treasurer's Investments 55,528,120.54 55,187,590.38 (340,530.16) Accrued Interest 93,036.41 CAMP Total Investment Managed Securities Held 55,280,626.79 CAMP Debt Issue Managed Accounts 271,442.36 271,442.36 - PFM CAMP Total Treasurer's Investments x* 55,799,562.90 55,459,032.74 (340,530.16) LAIF 61,123,629.94 60,991,138.60 (132,491.34) LAIF amortized cost rate 0.99783240400 ** See detail attached 1 M SCI V M C� O At an 0 P -i a�n � o � O O 00 rI O N M .O E a C D C W L C O a) ..0 L U c. 0 O CD O O O O O O O O O .-� N N N N N N N N N N N N N O O O O O O O O O O O O O O N N N N N N N N N N N N N N O 01 (T O m M O rl O li ro m M M rl m M M N N M M M m M Mm N M \ \ \ \ \ \ \ \ \ \ \ \ \ \ r1 OCD ri o 0 0 o O o o .-i H O o 0 0 0 o 0 0 0 o 0 o o 0 0 C) O Ln L Ln N Ln O Ln Ln Ln O C Ln Ln O M O Ln In M n Ln ^ co N M n Ln O Ln N M N (n N Ln In Ln N (n O W to W N W M W M W- 1 W M W Ln W tD W tD W tD W n W M rI W O 0 0 F I- r F r r 0 O O Ln O Ln O LO O M O Ln O LO O V) O LO O LO O LO O m ro ID O N Z i z i z z z z z z r z z z r z z i z ce N N N N � N n N � N � Cl ce CD N N Q N 'y N ce N � N .\I W N = N Z N 7) .\i Z) O ZD D O D .\-I D O �\i D; D Oi - N aN O aMa O ((¢Q�n O ((QQ�/� O O aM M (nMa O MMQ M QQ M Ma M MMQ M aNa M UaQ ) M O N LLI N LL7 N LLj M W M W Y W V\' W Ll 'Er W n L1.7 ,\i I17 N W .\i L16 N W L\D r o Ce o H o o o o 00 o F o r H o F o O D D D R J m 2 LA0 LL 0- t Ln o Ln o 0 0 Ln o o O o 0 0 0 o Ln IR Ln Ln o r1 Ln o Ln o o LQ <r O n m 'cY m O tD M m n O to M m rl tD O O� mM Cl N N M N n ' m N CO Lo O In f� f� tD O m V' O O M m n l0 .-i m N M m m n n O V' .-� m N (n O Ln m t0 n m tD O to Ol co n 0) O Ln LD ti a ti � .� m c0 n m M n tD Ln ID L\ N N N m Ll Ln Ln tD LD O� Ll Ol 1- Cl? m M m Ln N v= .-i Di to 0 0 .-L m m rn M 'Ir L`i o o m m Ln rl 0� L\ n 01 co Ci tD tD O OR m tD n M N O cn m O M Ln O H lD O U O O M LT M 1, M M O M n O 1- i, C G Ln 'd- O O N d' V' O o) kD m m N co Ln I� O O N to Ol Ln m tD c0 V'4-1 d - e -I M co M to M m rl Ln n n M O O O G7 y Ln <t M LD O m tD n i Ln tD N N L L m to O tD 14 V m t0 n M M -i rl m VN iJ O M ri O Ln M N N Ln Ln m M ri ' Ln N m Cl U M r� Ln rl .-i n i' tD tD cr O O U Ln N m co ri M O O O n rl Ln N N Ln Ln M n Ln Ln Ln m L\ rn o v tD f0 M c0 ID c0 r1 ,--i M LD O d' M O N 00 RO M n m O0 tD O O O tD O <: 01 Ln 't Lo co r1 N Lb Di Ln o 0 0 o M G1 O LD N M N N ct Ln O V' O O Ln Dn O m N N LD OA N V' a O O M N M M O U N .--i N 0) n Ln M tD O N n t0 In 7' O O N d' v O m to m 0) N c0 Ln f, O O N tD m Ln c0 tD m [}' N H rl H H to n n n N N N n n n n O co m ri r1 rl H H rl ri ri rl H H .�-.{i. ri ri ' Ln In M I-iCD ^ Ln Ln m n M Ln V lD O � O O O O m � O O C) N � O O O N O e-1 O p N ri N Dl MO tD N r1 O O O O O CD r1 O 0 O .--I -1 rl O O O a) to n n n f" n n N N L\ n m m m � � � rl r1 rl M rl .-L H rL H LO M r( ro M ri m M rl 10 tD rl Ln Ln ri rl rl — r1 ri N H Ln In ri � O O O rq M ri O O \ N \ O r, O � O O \ rl O p N .-L N Co M V' O LD n 1-4 N N LD ri O O O O O ri O O r -I r1 CD O O O LA (6 (O N f6 f0 [6 f0 f0 (O (O f0 t0 f0 (O m ¢ LD Q N Q m Q f0 Q m Q LO ¢ LO Q m Q to Q LO Q LO Q LO Q m m cC G o� + + + + + + + + + + + + + + O o C. o O O O o 0 0 o O o 0 L O O O O O O O O O O O O O O m O O O O O O O O O O O O O O C o O O o O O o o 0 o 0 O 0 O o O O o O O o o o o O O o o 0 o Lri o 0 o Ln o o LO o 0 0 CD Ln O N Ln O O f\ O O N c0 Ln it O O N tD O to O n O Ln Ln rl H N � rl ri N Ln m Ln co co 00 mkoko n z U mLn n D Y X X X 2:z z a m m m m m m m m m co ao m m m m LH U1 NN m m N m N m N m N m N m N m N m N m N m N m N m N m U N r1 01 N rl Ol N (T m N O m N rl O N m O N O m N ri 61 N Dl m N O m N a> m N ri O N ai Q1 N m CJl O CD O O O O O O O O O .-� N N N N N N N N N N N N N O O O O O O O O O O O O O O N N N N N N N N N N N N N N O 01 (T O m M O rl O li ro m M M rl m M M N N M M M m M Mm N M \ \ \ \ \ \ \ \ \ \ \ \ \ \ r1 OCD ri o 0 0 o O o o .-i H O o 0 0 0 o 0 0 0 o 0 o o 0 0 C) O Ln L Ln N Ln O Ln Ln Ln O C Ln Ln O M O Ln In M n Ln ^ co N M n Ln O Ln N M N (n N Ln In Ln N (n O W to W N W M W M W- 1 W M W Ln W tD W tD W tD W n W M rI W O 0 0 F I- r F r r 0 O O Ln O Ln O LO O M O Ln O LO O V) O LO O LO O LO O m ro ID O N Z i z i z z z z z z r z z z r z z i z ce N N N N � N n N � N � Cl ce CD N N Q N 'y N ce N � N .\I W N = N Z N 7) .\i Z) O ZD D O D .\-I D O �\i D; D Oi - N aN O aMa O ((¢Q�n O ((QQ�/� O O aM M (nMa O MMQ M QQ M Ma M MMQ M aNa M UaQ ) M O N LLI N LL7 N LLj M W M W Y W V\' W Ll 'Er W n L1.7 ,\i I17 N W .\i L16 N W L\D r o Ce o H o o o o 00 o F o r H o F o O D D D R J m 2 LA0 LL 0- t 00 r1 0 N M E O) CL Q m C C W 4-1 0 a� t L U L , �L U 4- 0 �Am W 4J C 7 A U Q 'C G7 ch m C m o Ln C) LO a a� 1-4 rn LO LO i kq L of .^i O ry No N LQ N p m tO .--i -i NLO tD C n Ln N ^ co to .~-t 00 er d' ri N � N m N M o y O O tO .-1 h 00 N L O tri °? 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YEE California State Controller LOCAL AGENCY INVESTMENT FUND REMITTANCE ADVICE Agency Name PETALUMA Account Number 98-49-650 As of 10/15/2018, your Local Agency Investment Fund account has been directly credited with the interest earned on your deposits for the quarter ending 09/30/2018. Earnings Ratio .00005909460836489 Interest Rate 2.16% Dollar Day Total $ 5,619,909,956.36 Quarter End Principal Balance $ . 61,123,629.94 Quarterly Interest Earned $ 332,106.38 http://laif.sco.ca.gov/Result.aspx 1/1 2* 2* 2* 2* �O��y�NVESry�y9 o C3 y N9F�Y'1/pUID11V �`�~0 State of California Pooled Money Investment Account Market Valuation 9/30/2018 Description Carrying Cost Plus Accrued Interest Purch, Amortized Cost Fair Value Accrued Interest United States Treasury: Bills $ 16,170,833,546.22 $ 16,296,335,127.01 $ 16,285,062,500.00 NA Notes $ 27,467,752,638.26 $ 27,461,025,460.04 $ 27,325,385,500.00 $ 89,821,892.00 Federal Agency: SBA $ 780,001,209.85 $ 780,001,209.85 $ 771,570,823.84 $ 1,469,354.69 MBS-REMICs $ 27,050,783.12 $ 27,050,783.12 $ 27,393,077.56 $ 126,471.34 Debentures $ 2,397,593,922.31 $ 2,397,424,286.90 $ 2,382,272,150.00 $ 7,989,582.70 Debentures FR $ - $ - $ - $ - Debentures CL $ 200,000,000.00 $ 200,000,000.00 $ 196,871,500.00 $ - Discount Notes $ 11,141,336,347.31 $ 11,204,143,319.80 $ 11,197,252,500.00 NA Supranational Debentures $ 489,118,743.08 $ 489,118,743.08 $ 486,290,300.00 $ 1,903,918.00 Supranational Debentures FR $ 100,344,087.56 $ 100,344,087.56 $ 100,706,084.34 $ 542,330.04 CDs and YCDs FR $ 525,000,000.00 $ 525,000,000.00 $ 525,000,000.00 $ 2,309,472.31 Bank Notes $ 1,000,000,000.00 $ 1,000,000,000.00 $ 999,336,863.17 $ 7,979,666.68 CDs and YCDs $ 15,300,000,000.00 $ 15,300,000,000.00 $ 15,293,041,253.62 $ 87,416,041.66 Commercial Paper $ 6,396,625,430.50 $ 6,422,115,291.71 $ 6,421,592,005.55 NA Corporate: Bonds FR $ - $ - $ - $ - Bonds $ - $ - $ - $ - Repurchase Agreements $ - $ - $ - $ - Reverse Repurchase $ - $ - $ - $ - Time Deposits $ 5,022,740,000.00 $ 5,022,740,000.00 $ 5,022,740,000.00 NA AB 55 & GF Loans $ 790,994,000.00 $ 790,994,000.00 $ 790,994,000.00 NA TOTAL $ 87,809,390,708.21 $ 88,016,292,309.07 $ 87,825,508,558.08 $ 199,558,729.42 Fair Value Including Accrued Interest $ 88,025,067,287.50 * 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 (0.997832404). 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 $19,956,648.08 or $20,000,000.00 x 0.997832404. NO City of Petaluma Performance Summaries Past Quarter 0.28% 0.19% Past 6 Months 0.53% 0.42% Past Year 0.19% 0.04% Past 3 Years 0.55% 0.38% Past 5 Years 0.68% 0.56% Yield to Maturity 1.71% - Notes: 1. ICE Bank of America Merrill Lynch (BAML) Indices provided by Bloomberg Financial Markets. 2. CAMP Cash Reserve Pool holdings excluded from performance and yield calculations. 3. Performance numbers for periods greater than one year are presented on an annualized basis. 4. Yield for the City is calculated as the average of the quarter's three month end Yield to Maturity at Cost. 1-1