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HomeMy WebLinkAboutAgenda Report - October 16, 1996 (54)CITY OF LODI COUNCIL1 - 1 AGENDA TITLE: Investment Account Disclosure MEETING DATE: October 16, 1996 PREPARED BY: Finance Director RECOMMENDED ACTION: That the City Council by motion/action accept the third quarterly report (July - Sept) of the City of Lodi pooled money investment account as required by S13564. BACKGROUND INFORMATION: The investment report is currently included in the monthly executive report distributed to Council. SB564 requires local agency treasurers to submit a report on investments at a public meeting. This report must include a written statement of Investment Policy and a quarterly report on investments in the Pooled Money Investment Account. The California Municipal Treasurer's Association (CMTA) has formed a committee to examine SB564 in an attempt to clarify the intent of some of the language. The City of Lodi maintains membership in CMTA and as guide lines are set forth by the CMTA committee, future reports may differ in format and/or content. The Finance Department will continue to include the investment report monthly as part of the executive report. FUNDING: None Vicky McAthie Finance Director APPROVED: H. Dixon Flynn - city 10/07/1996 City of Lodi PM - 1 PORTFOLIO MASTER SUMMARY CITY SEPTEMBER 30, 1996 ACCRUAL Based on the approved budget and to the extent the budget is adhered to, Maxine Cadwallader liquidity is available for the next three to six months. Union Bank of Deputy Treasurer California is the source of market valuation. /D b DATE AVERAGE ---YIELD TO MATURITY --- PERCENT OF AVERAGE DAYS TO 360 365 INVESTMENTS ------------------------------------------------ ----------------------------------------------------------------------------------- BOOR VALUE PORTFOLIO TERM MATURITY EQUIVALENT EQUIVALENT Local Agency Investment Funds ................$ 26,500,000.00 84.70 1 1 5.490 5.566 Certificates of Deposit - Bank ...............$ 1,300,000.00 4.16 352 103 5.075 5.145 Passbook/Checking Accounts ...................$ 489,162.98 1.56 1 1 0.820 0.832 Treasury Securities - Coupon .................$ ------------------------------------------------------------------------------ 2,997,862.87 9.58 1,169 202 5.110 5.181 TOTAL INVESTMENTS and AVERAGES .............$ 31,287,025.85 100.00% 128 25 5.363% 5.438% MONTH ENDING FISCAL TOTAL EARNINGS SEPTEMBER 30 YEAR TO DATE Current Year $ 142,032.85 $ 418,893.07 AVERAGE DAILY BALANCE $ 32,651,115.24 $ 31,509,236.26 EFFECTIVE RATE OF RETURN 5.29% 5.27% Based on the approved budget and to the extent the budget is adhered to, Maxine Cadwallader liquidity is available for the next three to six months. Union Bank of Deputy Treasurer California is the source of market valuation. /D b DATE 10/07/1996 City of Lodi PM - 2 INVESTMENT PORTFOLIO DETAILS - INVESTMENTS CITY SEPTEMBER 30, 1996 ACCRUAL INVESTMENT AVERAGE PURCHASE STATED --- YTM --- MATURITY DAYS NUMBER ISSUER BALANCE DATE BOOK VALUE FACE VALUE MARKET VALUE RATE 360 365 DATE TO MAT ---------------------------------------------------------------------------------------------------------------------------------- LOCAL AGENCY INVESTMENT FUNDS 1000 Local Agency Invest. Fund 13,700,000.00 13,700,000.00 13,700,000.00 5.566 5.490 5.566 1 1001 Local Agency Inv Fund (LPIC 12,800,000.00 12,800,000.00 12,800,000.00 5.566 5.490 5.566 1 ----------------- -------------- -------------- -------------- ------ ------ SUBTOTALS and AVERAGES 26,820,000.00 26,500,000.00 26,500,000.00 26,500,000.00 5.490 5.566 1 CERTIFICATES OF DEPOSIT - BANK 2074 Central Sierra Bank 08/27/96 100,000.00 100,000.00 100,000.00 4.950 4.950 5.019 08/27/97 33D 2049 Farmers and Merchants Bank 12/20/95 1,000,000.D0 1,000,000.00 1,000,000.00 5.100 5.100 5.171 12/20/96 8D 2068 Stockton Savings Bank 01/09/96 100,000.00 100,000.00 100,000.00 5.520 5.520 5.597 01/09/97 100 2075 Wells Fargo Bank 07/22/96 100,000.00 100,000.00 100,000.00 4.500 4.500 4.563 01/21/97 112 SUBTOTALS and AVERAGES 1,300,D00.00 1,300,000.00 1,300,000.00 1,300,000.00 5.075 5.145 103 PASSBOOK/CHECKING ACCOUNTS 4003 Bank of America 219,759.84 219,759.84 219,759.84 0.000 0.000 0.000 1 4000 Farmers & Merchants 269,403.14 269,403.14 269,403.14 1.510 1.489 1.510 1 ----------------- SUBTOTALS and AVERAGES 1,533,404.74 -------------- -------------- 489,162.98 -------------- 489,162.98 ------ ------ ------ 489,162.98 0.820 0.832 1 TREASURY SECURITIES - COUPON 8005 U. S. Treasury Notes 11/24/93 999,793.01 1,000,000.00 998,750.00 4.375 4.494 4.556 11/15/96 45 8006 U. S. Treasury Notes 02/15/94 999,723.75 1,000,000.00 997,190.00 4.750 4.764 4.830 02/15/97 137 8007 U. S. Treasury Notes 04/15/94 998,346.11 1,000,000.00 1,001,250.00 6.000 6.074 6.158 11/30/97 425 ----------------- SUBTOTALS and AVERAGES 2,997,710.50 -------------- 2,997,862.87 -------------- -------------- 2,991,190.00 ------ ------ ------ TOTAL INVESTMENTS and AVG. 3,000,000.00 5.110 5.181 202 -------------------------------------------------------------------------------------------------- -- $ 31,287,025.85 31,286,352.98 32,651,115.24 31,289,162.98 5.363% 5.438E 25 10/07/1996 City of Lodi PM - 3 .JRTFOLIO MASTER INVESTMENT ACTIVITY BY TYPE CITY SEPTEMBER 1, 1996 - SEPTEMBER 30, 1996 ACCRUAL CERTIFICATES OF DEPOSIT - BANK PASSBOOK/CHECKING ACCOUNTS (Monthly Summary) 4003 Bank of America 4000 Farmers & Merchants SUBTOTALS and ENDING BALANCE TREASURY SECURITIES - COUPON TOTALS 0.000 1.510 1,469,524.15 7,745,195.63 9,214,719.78 1,855,574.05 7,812,052.65 9,667,626.70 1,300,000.00 489,162.98 2,997,862.87 ------------------------------------------------------------------------ 10,614,719.78 11,067,626.70 31,287, 025. 85 STATED TRANSACTION PURCHASES SALES/MATURITIES TYPE INVESTMENT 4 -------------------------------------------------------------------------------------------'----"''------------------------------ ISSUER RATE DATE OR DEPOSITS OR WITHDRAWALS BALANCE LOCAL AGENCY INVESTMENT FUNDS (Monthly Summary) 1000 Local Agency Invest. Fund 5.566 SOO,000.OD 1001 Local Agency Inv Fund (LPIC) 5.566 1,400,000.00 900,000.00 SUBTOTALS and ENDING BALANCE 1,400,000.00 1,400,000.00 26,500, 000. 00 CERTIFICATES OF DEPOSIT - BANK PASSBOOK/CHECKING ACCOUNTS (Monthly Summary) 4003 Bank of America 4000 Farmers & Merchants SUBTOTALS and ENDING BALANCE TREASURY SECURITIES - COUPON TOTALS 0.000 1.510 1,469,524.15 7,745,195.63 9,214,719.78 1,855,574.05 7,812,052.65 9,667,626.70 1,300,000.00 489,162.98 2,997,862.87 ------------------------------------------------------------------------ 10,614,719.78 11,067,626.70 31,287, 025. 85 0/07/1996 PM - 4 City of Lodi CITY INVESTMENT ACTIVITY SUMMARY ACCRUAL SEPTEMBER 1995 through SEPTEMBER 1996 YIELD TO MATURITY MANAGED NUMBER OF NUMBER OF AVERAGE MONTH NUMBER OF TOTAL 360 365 POOL SECURITIES SECURITIES AVERAGE DAYS TO END YEAR ------------------------------------------------------------------------------------------------------------------- SECURITIES INVESTED EQUIV EQUIV RATE PURCHASED MATURED/SOLD TERM MATURITY September 95 16 29,235,852.27 5.478 5.554 5.890 0 1 140 64 October 95 16 28,851,702.35 5.477 5,553 5.784 1 1 142 61 November 95 16 27,909,671.99 5.435 5.511 5.805 0 0 147 58 December 95 16 26,997,821.00 5.506 5.583 5.805 1 1 152 68 January 96 16 27,401,708.03 5.372 5.447 5.698 3 3 149 64 February 96 15 27,068,033.20 5.358 5.432 5.690 2 3 148 61 March 96 15 26,875,161.88 5.219 5.291 5.557 0 0 150 57 April 96 13 26,507,215.46 5.283 5.357 5,538 0 1 151 52 May 96 13 26,748,608.30 5.318 5.391 5.538 0 0 150 46 June 96 13 27,551,636.62 5.190 5.262 5.502 0 0 145 40 July 96 12 29,421,179.58 5.215 5.288 5.502 1 2 136 34 August 96 11 31,739,617.53 5.307 5.381 5.587 1 2 126 28 September 96 --------------------------------------------------------------------------------------------------- 11 31,287,025.85 5.363 5.438 5.566 0 0 128 25 AVERAGES 14 $ 28,276,556.47 5.348% 5.422% 5.651% 1 1 143 51 10/07/1996 'M - 5 City of Lodi CITY DISTRIBUTION OF INVESTMENTS BY TYPE ACCRUAL SEPTEMBER 1995 through SEPTEMBER 1996 MONTH --------------------------------- TYPES OF INVESTMENTS ---------------------------------- END YEAR -------------------------------------------------------------------------------------------------------- LAI BCD SCD PAI BAC CPI COM RPA FAC FAD TRC TRD GNI September 95 79.2 5.8 4.8 10.2 October 95 80.4 5.9 3.3 10.4 November 95 78.5 6.1 4.7 10.7 December 95 80.0 6.3 2.6 11.1 January 96 79.0 6.2 3.9 10.9 February 96 79.2 5.9 3.8 11.1 March 96 78.9 6.0 4.0 11.2 April 96 80.4 5.7 2.6 11.3 May 96 81.4 5.6 1.8 11.2 June 96 79.7 5.4 4.0 10.9 July 96 81.1 4.8 3.9 10.2 August 96 83.5 4.1 3.0 9.4 September 96 84.7 ------------------------------------------------------------------------------------------ 4.2 1.6 9.6 AVERAGES 80.5% 5.5% 3.4% 10.6% LAI - Local Agency Investment Funds SCD - Certificates of Deposit - S & L BAC - Bankers Acceptances COM - Commercial Paper - Discount FAC - Federal Agency Issues - Coupon TRC - Treasury Securities - Coupon GNI - Mortgage Backed Securities BCD - Certificates of Deposit - Bank PAI - Passbook/Checking Accounts CPI - Commercial Paper - Interest Bearing RPA - Repurchase Agreements FAD - Federal Agency Issues - Discount TRD - Treasury Securities - Discount 10/07/1996 PM - 6 City of Lodi CITY INTEREST EARNINGS SUMMARY ACCRUAL SEPTEMBER 30, 1996 MONTH ENDING FISCAL SEPTEMBER 30, 1996 YEAR TO DATE CD/Coupon/Discount Investments: Interest Collected $ 1,292.84 $ 28,045.80 PLUS Accrued Interest at End of Period 56,683.52 56,683.52 LESS Accrued Interest at Beginning of Period ( ------------------ 40,121.96) ( 29,313.00) Interest Earned during Period $ 17,854.40 ------------------ 55,416.32 ADJUSTED by Premiums and Discounts 315.24 966.71 ADJUSTED by Capital Gains or Losses 0.00 0.00 Earnings during Period ------------------ 18,169.64 ------------------ $ 56,383.03 Mortgage Backed Securities: Interest Collected $ 0.00 $ 0.00 PLUS Accrued Interest at End of Period 0.00 0.00 LESS Accrued Interest at Beginning of Period ( 0.00) ( 0.00) Interest Earned during Period ------------------ $ 0.00 ------------------ 0.00 ADJUSTED by Premiums and Discounts 0.00 0.00 ADJUSTED by Capital Gains or Losses 0.00 0.00 Earnings during Period ------------------ .................. 0.00 ------------------ $ .................. 0.00 Cash/Checking Accounts: Interest Collected $ 851.74 $ 306,799.34 PLUS Accrued Interest at End of Period 31,833,564.03 31,833,564.03 LESS Accrued Interest at Beginning of Period ( 31,710,552.56) ( 31,777,853.33) Interest Earned during Period ------------------ $ .................. 123,863.21 ------------------ $ .................. 362,510.04 TOTAL Interest Earned during Period $ 141,717.61 $ 417,926.36 TOTAL Ajustments from Premiums and Discounts $ 315.24 $ 966.71 TOTAL Capital Gains or Losses $ 0.00 $ 0.00 TOTAL Earnings during Period ------------------ $ 142,032.85 ---------------_-- $ 418,893.07