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HomeMy WebLinkAboutAgenda Report - May 16, 2018 C-04TM CITY OF LODI COUNCIL COMMUNICATION AGENDA ITEM C-4 AGENDA TITLE: Accept the Quarterly Investment Report as Required by the City of Lodi Investment Policy MEETING DATE: May 16, 2018 PREPARED BY: Deputy City Manager RECOMMENDED ACTION: Accept the quarterly investment report as required by the City of Lodi Investment Policy. BACKGROUND INFORMATION: Government Code Section 53646 prescribes suggested investment reporting requirements for California public agencies. The City Council adopted Resolution 2018-33 on March 7, 2018, requiring the Treasurer to submit a quarterly investment reporting in accordance with Section 53646. The attached Treasurer's Report for the quarter ending March 31, 2018 is in compliance with the State's reporting recommendations and the City of Lodi's Investment Policy and Internal Control Guidelines. The investment report, investment policy and historical investment reports can be accessed on the City website by following this Zink: http://www.lodi.govffinance/revenue.html. FISCAL IMPACT: Not applicable. FUNDING AVAILABLE: As per attached report. Attachment Andrew Keys Treasurer APPROVED: , City Manager TYPE OF INVESTMENT Cash and Eouivelents Farmers & Merchants Bank Main * Farmers & Merchants Bank Payroll * Local Agency Investment Fund Farmer's & Merchants Bank Money Market * Wells Fargo Bank Money Market * Total Demand Deposit Accounts Bond Mutual Fund CAL TRUST Short Term Fund CAL TRUST Medium Term Fund Total Bond Mutual Funds Local Bank Certifikates of Peposlt Farmers & Merchants Bank BBVA Compass ** Total Local Bank Certificates of Deposit CITY OF LODI SUMMARY OF CASH AND INVESTED FUNDS FOR THE QUARTER ENDED MARCH 31, 2018 Interest Rate Maturity Date Par Value Cost Market Value % of Portfolio Negotiable Certificates of Deposit MORGAN STANLEY BANK NA MORGAN STANLEY PRIVATE BANK WEX BANK INTEREST BEARING PACIFIC CITY BANK INTEREST MARQUIS BANK INTEREST BEARING BRIDGEWATER BANK BLOOMINGTON MINNESOTA ** BELMONT SAVINGS BANK INTEREST TIAA FSB INTEREST BEARING ALLY BANK INTEREST BANKING BERKSHIRE BANK PITTSFIELD NEBRASKALAND NATIONAL BANK MB FINANCIAL BANK NA MERRICK BANK DISCOVER BANK THIRD FEDERAL SAVINGS & LOAN CLEVELAND BMW BANK NORTH AMERICA ENERBANK USA** CAPITAL ONE BANK USA NA CAPITAL ONE NA GOLDMAN SACHS BANK USA WELLS FARGO BANK NA JP MORGAN CHASE BANK NA AMERICAN EXPRESS BANK FSB ** SYNCHRONY BANK ** SALLIE MAE BANK/SALT LAKE CITY, UTAH ** STATE BANK OF INDIA ** Total Negotiable Certificates of Deposit Agency Securities FEDERAL HOME LOAN BANK ** FEDERAL FARM CREDIT BANK SYSTEM ** FEDERAL HOME LOAN BANK ** FEDERAL FARM CREDIT BANK SYSTEM ** FEDERAL NATIONAL MORTGAGE ASSOCIATION ** FEDERAL FARM CREDIT BANK SYSTEM ** FEDERAL HOME LOAN MORTGAGE CORPORATION ** FEDERAL HOME LOAN BANK ** FEDERAL HOME LOAN MORTGAGE CORPORATION STEP ** FEDERAL NATIONAL MORTGAGE ASSOCIATION ** FEDERAL HOME LOAN BANK ** FEDERAL NATIONAL MORTGAGE ASSOCIATION ** FEDERAL HOME LOAN MORTGAGE CORPORATION ** FEDERAL NATIONAL MORTGAGE ASSOCIATION ** FEDERAL HOME LOAN MORTGAGE CORPORATION STEP ** Due on Demand Due on Demand Due on Demand Due on Demand Due on Demand Interest Rate Maturity Date Par Value Due on Demand Due on Demand Interest Rate Maturity Date 1.00% 11/7/2019 2.50% 3/13/2021 1,769,840 42,897 29,820,555 4,132,135 260,802 1,769,840 42,897 29,820,555 4,132,135 260,802 36,026,229 36,026,229 1.93% 0.05% 32.45% 4.50% 0.28% 39.20% Cost Market Value % of Portfolio 7,874,798 7,874,798 8.57% 18, 339,058 18, 339,058 19.96% 26,213,856 26,213,856 28.53% Par Value Cost Market Value 2,000,000 2,000,000 249,995 249,995 2,249,995 2,249,995 2,000,000 249,995 2,249,995 % of Portfolio 2.18% 0.27% 2.45% Interest Rate Maturity Date Par Value Cost 1.80% 11/22/2019 1.75% 11/22/2019 1.75% 11/22/2019 1.70% 11/25/2019 1.70% 11/29/2019 2.20% 8/17/2020 1.95% 11/23/2020 1.95% 11/23/2020 2.05% 11/24/2020 1.85% 11/24/2020 1.85% 11/27/2020 2.00% 11/17/2021 2.10% 11/17/2021 2.15% 11/22/2021 2.10% 11/24/2021 2.20% 11/29/2021 2.55% 1/18/2022 2.40% 11/22/2022 2.40% 11/22/2022 2.40% 11/22/2022 2.40% 11/22/2022 2.30% 11/30/2022 2.50% 12/5/2022 2.60% 1/19/2023 2.65% 1/24/2023 2.70% 2/16/2023 Interest Rate Maturity Date 1.38% 3/18/2019 1.45% 6/3/2019 0.88% 8/5/2019 1.50% 12/30/2019 1.50% 2/28/2020 1.55% 7/27/2020 2.15% 1/26/2021 1.50% 6/30/2021 1.02% 7/27/2021 2.30% 7/30/2021 1.65% 4/19/2022 2.25% 10/27/2022 2.45% 12/29/2022 2.38% 1/19/2023 2.00% 1/30/2023 1 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 250,000 246,699 250,000 250,000 250,000 Market Value 247,674 247,473 247,473 247,232 247,193 247,779 245,751 245,770 246,401 245,127 245,084 243,930 244,795 245,223 244,780 245,619 248,510 245,499 245,499 245,499 244,543 244,367 245,660 247,356 247,889 248,338 % of Portfolio 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 0.27% 6,500,000 6,496,699 6,400,457 6.97% Par Value Cost 500,000 500,000 500,000 500,000 500,000 500,000 500,000 250,000 250,000 250,000 500,000 250,000 500,000 250,000 250,000 496,996 496,507 491,629 495,085 494,585 492,355 498,625 242,625 246,750 249,125 481,125 246,063 494,125 246,300 249,375 Market Value 496,171 495,767 491,013 493,675 492,453 490,172 495,033 241,722 245,373 247,929 481,235 244,937 494,182 246,858 248,737 % of Portfolio 0.54% 0.54% 0.53% 0.54% 0.54% 0.53% 0.54% 0.26% 0.27% 0.27% 0.52% 0.27% 0.54% 0.27% 0.27% TYPE OF INVESTMENT Agency Securities Icontinuedl FEDERAL HOME LOAN MORTGAGE CORPORATION ** FEDERAL FARM CREDIT BANK SYSTEM ** Total Agency Securities US Treasury Notes UNITED STATES TREASURY ** UNITED STATES TREASURY ** UNITED STATES TREASURY ** UNITED STATES TREASURY ** UNITED STATES TREASURY ** UNITED STATES TREASURY ** UNITED STATES TREASURY ** UNITED STATES TREASURY ** UNITED STATES TREASURY ** UNITED STATES TREASURY ** UNITED STATES TREASURY ** UNITED STATES TREASURY ** UNITED STATES TREASURY ** Total US Treasury Notes Corporate Securities TOYOTA MOTOR CREDIT CORPORATION ** PEPSICO INC ** GENERAL ELECTRIC CO ** CHEVRON CORP ** IBM CORP ** BANK OF AMERICA CORP ** WELLS FARGO & COMPANY ** MICROSOFT CORP ** BERKSHIRE HATHAWAY INC ** PNC BANK NA ** COSTCO WHOLESALE CORP ** ALPHABET INC** APPLE INC ** PFIZER INC ** TOYOTA MOTOR CREDIT CORP ** ORACLE CORP ** UNITED PARCEL SERVICE ** DEERE & COMPANY ** MERCK & CO INC ** JPMORGAN CHASE & CO ** GENERAL ELECTRIC CO ** MICROSOFT CORP ** AUSTRALIA & NEW ZEALAND BANKING GROUP NY ** JPMORGAN CHASE & CO ** BANK OF NEW YORK MELLON CORP ** WELLS FARGO & COMPANY ** UNITED HEALTH GROUP INC ** EXXON MOBIL CORPORATION ** Total Corporate Securities CITY OF LODI SUMMARY OF CASH AND INVESTED FUNDS FOR THE QUARTER ENDED MARCH 31, 2018 Interest Rate Maturity Date Par Value Cost Market Value % of Portfolio Municipal Securities UNIVERSITY OF CALIFORNIA ** BURBANK-GLENDALE-PASADENA AIPORT AUTHORITY ** LA MIRADA CA REDEVELOPMENT ** YUBA LEVEE FINANCING AUTHORITY ** ROSEVILLE FINANCE AUTHORITY - ELECTRIC SYSTEM ** STATE OF MARYLAND ** CALIFORNIA EDUCATIONAL FACILITIES AUTHORITY ** ADELANTO PUBLIC UTILITIES ** SAN BERNARDINO COUNTY REDEVELOPMENT ** VISTA CA REDEVELOPMENT ** 2.70% 2/23/2023 250,000 2.65% 3/8/2023 250,000 248,000 248,995 0.27% 249,325 249,595 0.27% 6,500,000 6,418,593 6,403,844 6.97% Interest Rate Maturity Date Par Value Cost 0.75% 2/15/2019 500,000 1.63% 4/30/2019 500,000 1.25% 5/31/2019 500,000 1.38% 7/31/2019 500,000 1.75% 9/30/2019 500,000 1.38% 4/30/2020 500,000 1.63% 6/30/2020 500,000 2.00% 12/31/2021 400,000 2.00% 10/31/2022 250,000 2.00% 11/30/2022 250,000 2.13% 12/31/2022 250,000 1.50% 2/28/2023 250,000 1.50% 3/31/2023 250,000 494,071 497,934 495,276 495,315 497,480 491,523 493,607 394,512 243,745 243,603 244,688 237,063 236,790 Market Value 494,141 497,168 494,707 494,551 496,426 490,410 492,266 392,922 244,141 244,033 245,186 237,744 237,500 % of Portfolio 0.54% 0.54% 0.54% 0.54% 0.54% 0.53% 0.54% 0.43% 0.27% 0.27% 0.27% 0.26% 0.26% 5,150,000 5,065,606 5,061,193 5.51% Interest Rate Maturity Date Par Value Cost 2.10% 1/17/2019 500,000 1.35% 10/4/2019 500,000 2.20% 1/9/2020 500,000 1.96% 3/3/2020 500,000 1.63% 5/15/2020 500,000 2.63% 10/19/2020 500,000 2.55% 12/7/2020 200,000 4.00% 2/8/2021 100,000 2.20% 3/15/2021 100,000 2.15% 4/29/2021 500,000 2.15% 5/18/2021 100,000 3.63% 5/19/2021 100,000 1.55% 8/4/2021 500,000 2.20% 12/15/2021 200,000 2.60% 1/11/2022 250,000 2.50% 5/15/2022 100,000 2.35% 5/16/2022 100,000 2.60% 6/8/2022 100,000 2.40% 9/15/2022 100,000 3.25% 9/23/2022 100,000 2.70% 10/9/2022 250,000 2.65% 11/3/2022 250,000 2.63% 11/9/2022 250,000 2.97% 1/15/2023 150,000 2.95% 1/29/2023 100,000 3.45% 2/13/2023 150,000 2.75% 2/15/2023 100,000 2.73% 3/1/2023. 250,000 Market Value % of Portfolio 501,165 497,561 0.54% 494,006 490,994 499,181 492,354 498,091 492,866 494,010 488,533 503,172 496,547 199,591 196,560 104,600 103,338 99,297 98,715 495,965 485,698 99,008 98,241 104,000 103,055 485,396 479,164 198,284 196,866 246,665 246,988 99,204 98,037 98,749 97,573 99,153 97,630 98,701 97,634 101,377 99,704 242,535 242,432 247,580 246,805 243,450 242,582 147,503 147,130 100,069 98,744 152,147 147,919 99,143 97,763 247,040 246,909 7,050,000 6,999,083 6,928,341 0.53% 0.54% 0.54% 0.53% 0.54% 0.21% 0.11% 0.11% 0.53% 0.11% 0.11% 0.52% 0.21% 0.27% 0.11% 0.11% 0.11% 0.11% 0.11% 0.26% 0.27% 0.26% 0.16% 0.11% 0.16% 0.11% 0.27% 7.54% Interest Rate Maturity Date Par Value Cost 3.24% 5/15/2021 150,000 4.13% 7/1/2021 90,000 2.91% 8/15/2021 250,000 2.86% 9/1/2021 250,000 2.41% 2/1/2022 250,000 2.65% 3/15/2022 300,000 2.46% 4/1/2022 250,000 3.50% 7/1/2022 240,000 3.25% 9/1/2022 160,000 3.00% 9/1/2022 120,000 2 152,684 94,323 253,195 120,960 246,915 300,480 246,270 246,936 161,840 252,980 Market Value 153,099 92,675 249,823 249,910 246,323 300,807 245,188 241,090 159,426 121,098 of Portfolio 0.17% 0.10% 0.27% 0.27% 0.27% 0.33% 0.27% 0.26% 0.17% 0.13% TYPE OF INVESTMENT Municipal 5ecurrties [continued] CALIFORNIA DEPARTMENT OF WATER RESOURCES ** CALIFORNIA HOUSING FINANCE AGENCY ** CARSON CA REDEVELOPMENT ** Total Municipal Securities INVESTMENTS SUBTOTAL NOT INCLUDING CASH & EQUIVALENTS TOTAL ALL INVESTMENTS INCLUDING CASH & EQUIVALENTS CITY OF LODI SUMMARY OF CASH AND INVESTED FUNDS FOR THE QUARTER ENDED MARCH 31, 2018 Interest Rate Maturity Date Par Value Cost Market Value % of Portfolio * End of month bank balances are reflected on this report. ** Investments purchased during this reporting period. 2.52% 2.88% 3.00% 12/1/2022 2/1/2023 2/1/2023 275,000 200,000 80,000 272,212 200,000 81,000 271,645 198,426 78,681 2,615,000 2,629,794 30,064,995 29,859,769 92,099,854 2,608,188 29,652,018 91,892,103 0.30% 0.22% 0.09% 2.84% CERTIFICATION I certify this report accurately reflects all city pooled investments and is in conformity with state law and the investment policy statement adopted by the City Council on January 20, 2016. The investment program herein shown provides sufficient cash liquidity to meet the next six months estimated expenditures. A copy of this report is available in the City Clerk's Office or online at http;//wj tw.lodi.gov/finance/revenue.html. Andrew Keys, Treasurer/ rector of Finance usanBjork,Senior Budget ]arri Vial t 5/7 t)._0 \i& Review Date Review Date 3 32.27% 100.00% IRS Section 115 Retirement Benefit Trust Funds Market Value Public Agency Retirement Services - Pension Stabilization Fund Balanced Strategy Mutual Fund Total Pension Stabilization Fund CaIPERS - California Employer's Retiree Benefit Trust ICERBT1 CERBT Strategy 2 Total CERBT $ 10,461,340 $ 10,461,340 $ 1,134,832 $ 1,134,831 Total Section 115 Retirement Benefit Trust Funds $ 11,596,172 Restricted Cash Accounts Market Value PCEJTCE Central Plume Remediation Fund Farmers & Merchants Bank Money Market Total PCE/TCE Central Plume Account $ 2,307,816 $ 2,307,816 Total Restriction Cash Accounts $ 2,307,816