HomeMy WebLinkAboutItem No. 04 - Monthly Investment Portfolio Report for the Month of January
Consent Calendar
City of San Bernardino
Request for Council Action
Date: March 4, 2020
To: Honorable Mayor and City Council Members
From: Teri Ledoux, City Manager
By: Paul Espinoza, Finance Director
Subject: Monthly Investment Portfolio Report for the Month of January
2020
Recommendation
It is recommended that the Mayor and City Council of the City of San Bernardino,
California, accept and file the Monthly Investment Portfolio Report for January 2020.
Background
nt of Investment Policy requires that a monthly Investment Portfolio
Report be prepared and submitted to the Mayor and City Council. The Director of
confirm that the port
Discussion
investment portfolio for the month ending January 31, 2020.
As of November 6, 2019, the City
California Government Code Section 53601 and there is sufficient cash flow from a
combination of liquid and maturing securities, bank deposits, and income to meet the
2020-2025 Key Strategic Targets and Goals
The acceptance and filing of the attached Investment Portfolio Report aligns with Key
Target No. 1: Financial Stability by Implementing and maintaining and updating a fiscal
accountability plan
Fiscal Impact
None
Conclusion
It is recommended that the Mayor and City Council of the City of San Bernardino,
California, accept and file the Monthly Investment Portfolio Report for January 2020.
Page 1
6635
Attachments
Attachment 1Investment Portfolio Management Summary Report
Ward: ALL
Synopsis of Previous Council Actions: None
Page 2
AP
Date
Page 1
Maturity
05/10/202309/11/202209/11/202410/30/202208/16/202312/23/202401/25/202310/22/202410/07/202110/26/202010/15/202104/17/202306/13/202212/13/202104/09/202110/13/202309/11/202012/24/202011/29/202111/29/202
104/07/202106/11/202109/11/202001/29/202404/28/2022
1111
Report Ver. 7.3.3b
Portfolio CITY
953614268622863681433223327667667431496223817
1,1941,6841,0021,2921,7871,0891,7251,3331,1711,3501,458
PM (PRF_PM2) 7.3.0
Days to
Maturity
360
YTM
1.9401.9401.8251.8251.9081.7321.7782.1521.9042.2711.7312.0961.9401.5611.7261.7951.9531.7161.5671.6181.8151.1641.7811.9131.9261.6721.6872.5412.8361.849
A
AaAa
AaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaa
Moody's
1.9671.8501.9501.7001.8002.1002.2002.3002.6502.1251.5801.7501.8201.9801.7402.1101.6401.8401.3751.5501.8751.8751.7501.8752.8752.8751.875
Rate
Stated
998,567.71998,890.00949,945.02999,850.00997,794.53998,788.51998,652.62
Book Value
4,878,140.064,878,140.061,000,491.251,000,000.002,018,293.481,000,000.001,091,571.951,000,000.009,107,814.391,000,000.001,000,000.001,000,000.002,019,068.721,000,000.001,000,000.001,001,159.401,000,6
23.641,002,160.251,001,757.281,000,000.001,000,000.00
40,576,759.3540,576,759.35
998,820.00950,009.50999,150.00999,930.00
4,878,140.064,878,140.061,007,840.001,004,450.001,005,622.522,032,400.001,003,500.001,095,536.961,000,430.009,148,599.481,001,620.001,000,390.001,000,129.961,000,250.002,027,000.001,000,940.001,000,3
20.001,008,710.001,008,710.001,003,300.001,005,600.001,007,650.001,010,860.001,000,490.00
Market Value
40,576,759.3540,576,759.35
Par Value
998,890.00950,000.00999,850.00
4,878,140.064,878,140.061,000,000.001,000,000.001,000,000.002,000,000.001,000,000.001,064,000.001,000,000.009,062,890.001,000,000.001,000,000.001,000,000.002,000,000.001,000,000.001,000,000.001,000,0
00.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.00
40,576,759.3540,576,759.35
January 31, 2020
Date
Portfolio Management
Purchase
Portfolio Details - Investments
CITY OF SAN BERNARDINO
01/10/202012/10/201901/24/202010/30/201910/16/201912/23/201901/27/202010/22/201910/27/201610/26/201710/15/201910/17/201912/13/201912/31/201901/09/202001/23/202011/02/201601/09/201701/19/201702/14/201
706/14/201706/22/201706/11/201801/29/201910/30/2019
Balance
Average
2,745,020.877,160,913.04
38,279,482.59
Issuer
LOCAL AGENCY INVESTMENT FUNDCALTRUST GOVT INVESTMENT FUNDAMERICAN HONDA FINANCE CORPAPPLE INCAPPLE INCBANK OF AMERICA CORPORATIONBANK OF NEW YORK MELLON CORPJ.P. MORGAN CHASE & COCHARLES
SCHWAB CORPTOYOTA MOTOR CREDIT CORPFEDERAL FARM CREDIT BANKFEDERAL FARM CREDIT BANKFEDERAL FARM CREDIT BANKFEDERAL FARM CREDIT BANKFEDERAL FARM CREDIT BANKFEDERAL FARM CREDIT BANKFEDERAL
FARM CREDIT BANKFEDERAL FARM CREDIT BANKFEDERAL HOME LOAN BANKFEDERAL HOME LOAN BANKFEDERAL HOME LOAN BANKFEDERAL HOME LOAN BANKFEDERAL HOME LOAN BANKFEDERAL HOME LOAN BANKFEDERAL HOME
LOAN BANKFEDERAL HOME LOAN BANKFEDERAL HOME LOAN BANK
Subtotal and AverageSubtotal and AverageSubtotal and Average
Investment #10001200083055930554305613054930547C30551305633054830514C3053630545C30546C305533055530557305603051630522305233052830534305353053930540C30550
CUSIP State Local Agency Investment Fund SYS Managed Pool Accounts 20008 Corporate Notes 02665WDH1037833DL1037833DM906048WD7206406FAD548128GN97808513AT289236TGN9 Federal Agency Issues
- Coupon 3133EGZP33133EHJ953133EK2F23133EKX763133ELDV33133EH2T93133ELGK43133ELGS7313380WG8313381P253130AABG23130AABG23130AB5A0313379RB7313370US53130AFRQ23130AHGQ0
Run Date: 02/27/2020 - 09:05
AP
Date
Page 2
Maturity
12/19/202212/23/202208/12/202105/01/202001/26/202202/28/202209/16/202107/26/202104/26/202203/20/202404/24/202305/22/202310/09/202407/13/202203/06/202009/29/202003/27/202003/29/202110/07/202110/07/202
110/07/202110/07/202101/05/202201/05/202208/21/202001/05/202203/29/202201/27/202306/30/202008/31/2021
903455
Portfolio CITY
558725758593541815893241422614614614614704704202704787705150577
1,0521,0561,5091,1781,2061,7121,0911,091
PM (PRF_PM2) 7.3.0
Days to
Maturity
360
YTM
1.7751.7951.3411.4501.9782.0961.9731.9332.0422.8412.5642.4082.0711.6271.4631.2721.2331.3321.4111.4011.3411.7161.9461.9941.7752.0142.1401.8141.7261.7261.5011.919
AaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaaAaa
Moody's
1.8001.8201.1251.3752.0002.1252.0001.8752.0002.8802.6002.5002.1001.6501.7501.2701.2501.3501.3751.3751.3751.3752.0002.0001.8002.0002.1701.7501.6252.000
Rate
Stated
996,526.93999,769.11424,957.70998,787.78998,500.00999,876.04999,031.47999,266.39994,132.24999,608.57999,229.60
Book Value
1,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,797.322,000,000.001,000,000.001,404,349.441,000,000.001,000,000.001,000,180.141,000,490.711,000,000.001,000,000.001,000,0
00.001,000,000.001,000,411.071,000,817.30
45,785,303.41
995,690.00999,490.00428,927.00998,090.00999,630.00999,520.00999,860.00999,860.00999,860.00999,860.00997,400.00997,400.00
1,000,850.001,000,780.001,015,250.001,009,460.001,006,630.001,014,240.001,001,660.001,002,060.001,002,210.002,001,760.001,000,590.001,404,322.921,011,810.001,011,810.001,001,330.001,011,810.001,013,7
80.001,000,160.001,009,530.00
Market Value
45,956,199.38
Par Value
425,000.00
1,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.002,000,000.001,000,000.001,404,000.001,000,000.001,000,000.001,000,0
00.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.001,000,000.00
45,778,850.00
January 31, 2020
Date
Portfolio Management
Purchase
Portfolio Details - Investments
CITY OF SAN BERNARDINO
12/19/201912/31/201911/07/201611/22/201601/30/201702/28/201703/16/201703/06/201711/06/201703/20/201904/29/201905/28/201910/09/201901/13/202004/30/201509/29/201609/27/201609/29/201610/13/201610/31/201
611/03/201611/18/201601/23/201702/02/201702/21/201703/02/201703/29/201701/27/202011/28/201602/21/2017
Balance
Average
161,290.32
44,430,753.95
Issuer
FEDERAL HOME LOAN BANKFEDERAL HOME LOAN BANKFEDERAL HOME LOAN MORTGAGE CRPFEDERAL HOME LOAN MORTGAGE CRPFEDERAL HOME LOAN MORTGAGE CRPFEDERAL HOME LOAN MORTGAGE CRPFEDERAL HOME LOAN
MORTGAGE CRPFEDERAL HOME LOAN MORTGAGE CRPFEDERAL HOME LOAN MORTGAGE CRPFEDERAL HOME LOAN MORTGAGE CRPFEDERAL HOME LOAN MORTGAGE CRPFEDERAL HOME LOAN MORTGAGE CRPFEDERAL HOME LOAN MORTGAGE
CRPFEDERAL HOME LOAN MORTGAGE CRPFEDERAL NATIONAL MORTGAGE ASSOFEDERAL NATIONAL MORTGAGE ASSOFEDERAL NATIONAL MORTGAGE ASSOFEDERAL NATIONAL MORTGAGE ASSOFEDERAL NATIONAL MORTGAGE ASSOFEDERAL
NATIONAL MORTGAGE ASSOFEDERAL NATIONAL MORTGAGE ASSOFEDERAL NATIONAL MORTGAGE ASSOFEDERAL NATIONAL MORTGAGE ASSOFEDERAL NATIONAL MORTGAGE ASSOFEDERAL NATIONAL MORTGAGE ASSOFEDERAL NATIONAL
MORTGAGE ASSOFEDERAL NATIONAL MORTGAGE ASSOINTL BK RECON & DEVELOPMENTU.S. TREASURYU.S. TREASURY
Subtotal and AverageSubtotal and Average
Investment #3055230556305183052030525C30529C30530C3053130537C30541C30542C30543C30544C3055830490C30510C30511C30512C30513305153051730519305243052630527C3053230533C305624000040001C
CUSIP Federal Agency Issues - Coupon 3130AHPB33130AHRV73137EAEC93137EADR73134GAU443134GA5T73134GA5C43134G9M203134GBP553134GS5Q43134GTJW43134GTNN93134GUGG93134GUW553135G0UU53136G37C33136G4AD53136G4BD4
3135GOQ893135G0Q893135GOQ893135G0Q893135G0S383135G0S383136G4LA93135G0S383136G4MQ3 Supranationals 45905U5U4 Treasury Securities - Coupon 912828XH8912828D72
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AP
Date
Page 3
Maturity
07/31/202107/31/202103/15/202106/30/202112/01/202102/24/202205/30/202405/24/202104/15/202405/24/202206/03/202001/17/202311/18/202106/04/202105/10/202101/31/202406/13/202402/13/202306/28/202201/13/202
210/21/202102/22/202406/14/202102/23/202201/18/202406/28/202006/17/2021
11
Portfolio CITY
546546408445515669754478843123656489464878712628499753148502873
1,5801,5351,0811,4601,5941,1081,4821,447
PM (PRF_PM2) 7.3.0
Days to
Maturity
360
YTM
2.3482.5102.5842.1721.7262.0222.1702.6142.8602.7122.4161.8253.1071.7752.9102.8603.0082.5642.7122.7122.0221.6772.9592.9592.0223.1561.3011.7262.4381.4301.430
AaaAaaAaa
Moody's
2.2502.2502.3751.7502.0502.2002.6502.9002.7502.4501.8503.1501.8002.9502.9003.0502.6002.7502.7502.0501.7003.0003.0002.0503.2001.3011.7501.450
Rate
Stated
998,139.72995,780.69997,364.83248,000.00247,000.00247,000.00247,000.00246,000.00249,000.00249,000.00248,000.00245,000.00248,000.00249,000.00246,000.00246,000.00247,000.00245,000.00245,000.00249,000.0
0247,000.00245,000.00249,000.00247,000.00500,000.00250,000.00249,000.00
Book Value
4,992,513.616,188,000.003,983,604.513,983,604.51
248,277.29249,644.11251,088.34260,870.11249,848.45263,679.15255,131.10248,114.48257,988.94249,340.71253,286.14249,736.69262,691.96260,449.32255,426.76253,072.19252,012.78247,704.54261,376.22253,543.3
0250,321.04536,639.85250,000.00249,274.77
1,012,270.001,012,270.001,009,840.005,044,070.006,369,518.243,983,604.513,983,604.51
Market Value
Par Value
248,000.00247,000.00247,000.00247,000.00246,000.00249,000.00249,000.00248,000.00245,000.00248,000.00249,000.00246,000.00246,000.00247,000.00245,000.00245,000.00249,000.00247,000.00245,000.00249,000.0
0247,000.00500,000.00250,000.00249,000.00
1,000,000.001,000,000.001,000,000.005,000,000.006,188,000.003,983,604.513,983,604.51
January 31, 2020
Date
Portfolio Management
Purchase
Portfolio Details - Investments
CITY OF SAN BERNARDINO
02/12/201806/04/201806/25/201806/30/201612/01/201602/24/201705/30/201905/23/201804/29/201905/24/201906/03/201501/16/201911/18/201606/04/201805/10/201801/31/201906/13/201902/13/201902/28/201901/13/201
710/21/201602/22/201906/13/201802/23/201701/18/201906/28/201806/17/2016
Balance
Average
4,992,312.066,188,000.004,622,546.93
Issuer
U.S. TREASURYU.S. TREASURYU.S. TREASURY1ST TECHNOLOGY FEDERAL CREDITAMERICAN EXPRESS CENTURION BKBMW BANKCAPITAL ONE NATIONAL ASSOCCITI BANK SALT LAKE CITY UTAHCOMENITY CAPITAL BANKEAGLE
BANKCAPITAL ONE BANK USA NATLGOLDMAN SACHS GROUP INC.J.P. MORGAN CHASE & COMEDALLION BANKMORGAN STANLEY BANKMORGAN STANLEY PRIVATE BANKMORGAN STANLEY PRIVATE BANKNORTHWESTERN BANKOXFORD
BANK & TRUSTSTEARNS BANKSYNCHRONY BANKTIAA FSBUBS FINANCE COMMERCIAL PAPERWASHINGTON FIRST BK RESTONWELLS FARGO BK NAWELLS FARGO BANKWELLS FARGO BANKWELLS FARGO GOVT MONEY MARKET
Subtotal and AverageSubtotal and AverageSubtotal and Average
Investment #40002400034000480034800388004180054800438005280053800268004680037800448004280048800558004980051800398003680050800458004080047200338003320002
CUSIP Treasury Securities - Coupon 912828WY2912828WY29128284B3 Certificates of Deposit 33715LAD202587DM7005580AGK414042RLW917312QM2220033AU6127002YEP7140420RT938148P4B048126XLB958404DCA761747MX636176
0AVF361760AG52668015AL469140WAS4857894SK687165FNC487270LBU690348JCU2940727AH3949763WU616115078479497485W3 Money Market Funds SYS20002
Run Date: 02/27/2020 - 09:05
AP
Page 4
456
Portfolio CITY
PM (PRF_PM2) 7.3.0
Days to
Maturity
360
YTM
1.903
Moody's
Rate
Stated
Book Value
116,512,135.33
Market Value
116,954,291.02
Par Value
116,468,243.92
January 31, 2020
Date
Portfolio Management
Purchase
Portfolio Details - Investments
CITY OF SAN BERNARDINO
Balance
Average
108,580,319.76
Issuer
Total and Average
Investment #
CUSIP
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Page 5
0
456
Portfolio CITY
PM (PRF_PM2) 7.3.0
Days to
Maturity
360
YTM
1.903
Moody's
Rate
Stated
38,814.0238,814.02
Book Value
116,550,949.35
38,814.0238,814.02
Market Value
116,993,105.04
Par Value
116,468,243.92
January 31, 2020
Portfolio Details - Cash
Date
Portfolio Management
Purchase
Accrued Interest at PurchaseSubtotal
CITY OF SAN BERNARDINO
0.00
Balance
Average
108,580,319.76
Issuer
Average Balance
Total Cash and Investments
Investment #
CUSIP
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Report Ver. 7.3.3b
Portfolio CITY
PM (PRF_PM3) 7.3.0
Balance
4,878,140.069,107,814.391,000,000.004,992,513.616,188,000.003,983,604.51
40,576,759.3545,785,303.41
116,512,135.33
0.000.000.000.000.000.000.000.000.000.000.000.000.000.00
Redemptions
15,033,364.9615,033,364.9615,033,364.96
or Withdrawals
998,890.00
Purchases
or Deposits
3,158,255.683,158,255.683,004,223.163,004,223.161,000,500.001,091,674.643,091,064.641,000,000.001,000,000.001,000,000.003,000,000.001,000,000.001,000,000.00
13,878,115.0413,878,115.0427,131,658.52
Date
01/10/202001/24/202001/27/202001/09/202001/23/202001/13/202001/27/2020
Activity By Type
Transaction
Portfolio Management
1.9671.8501.9501.8002.6501.6401.8401.6501.7501.450
Rate
Stated
CITY OF SAN BERNARDINO
January 1, 2020 through January 31, 2020
Total
SubtotalSubtotalSubtotalSubtotalSubtotalSubtotalSubtotalSubtotal
IssuerLOCAL AGENCY INVESTMENT FUNDCALTRUST GOVT INVESTMENT FUNDAMERICAN HONDA FINANCE CORPAPPLE INCCHARLES SCHWAB CORPFEDERAL FARM CREDIT BANKFEDERAL FARM CREDIT BANKFEDERAL HOME LOAN
MORTGAGE CRPINTL BK RECON & DEVELOPMENTWELLS FARGO GOVT MONEY MARKET
Investment #10001200083055930561305633055730560305583056220002
CUSIP State Local Agency Investment Fund (Monthly Summary)SYS Managed Pool Accounts (Monthly Summary)20008 Corporate Notes 02665WDH1037833DM9808513AT2 Federal Agency Issues - Coupon
3133ELGK43133ELGS73134GUW55 Supranationals 45905U5U4 Treasury Securities - CouponCertificates of DepositMoney Market Funds (Monthly Summary)SYS20002
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AP
367361361356302302348340344474430452456376
Page 1
Average
Report Ver. 7.3.3b
Portfolio CITY
PM (PRF_PM4) 7.3.0
Days to Maturity
943930929745669792782795960869846826855
Term
1,031
Average
06215923402203
Number
Redeemed
of Investments
43123100070673
Number
Purchased
of Investments
Pool
Rate
2.3602.3702.3202.4502.4502.4492.3792.3412.2802.1902.1032.0431.9672.285
Managed
365
1.793%
1.7131.6421.6451.6481.3721.3192.1052.0121.9981.9851.9721.9691.929
Equivalent
Yield to Maturity
360
Activity Summary
1.6891.6201.6231.6261.3531.3012.0761.9841.9711.9571.9451.9421.9031.768%
Portfolio Management
Equivalent
CITY OF SAN BERNARDINO
January 2019 through January 2020
Total
Invested
94,603,560.0691,198,209.0496,737,190.19
107,832,400.58107,561,878.49107,202,900.38108,862,266.26128,886,141.21124,896,967.11102,169,953.51100,006,961.73104,414,539.79116,512,135.33106,991,161.82
9087868785777673697674788580
Securities
Number of
Average
Year
2019201920192019201920192019201920192019201920192020
MonthEnd JanuaryFebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecemberJanuary
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Report Ver. 7.3.3b
Portfolio CITY
PM (PRF_PM6) 7.3.0
0.000.000.000.000.000.00
1,602.316,362.321,602.316,362.32
611,699.42256,749.22617,059.07625,023.70550,910.65521,690.79492,109.33
1,109,168.401,117,133.03
( 0.00)( 0.00)( 0.00)
( 251,389.57)( 580,492.11)
Fiscal Year To Date
0.000.000.000.000.000.000.000.00
-698.02-698.02
94,117.7876,839.31
248,678.98103,340.62102,642.60168,157.47521,690.79180,179.93179,481.91
Month Ending
( 0.00)( 0.00)( 0.00)
( 239,456.14)( 613,008.95)
January 31
January 31, 2020
Portfolio Management
Interest Earnings Summary
CITY OF SAN BERNARDINO
Earnings during PeriodsEarnings during Periods
Interest Earned during PeriodInterest Earned during PeriodInterest Earned during Period
Total Earnings during Period
CD/Coupon/Discount Investments:Interest CollectedPlus Accrued Interest at End of PeriodLess Accrued Interest at Beginning of PeriodLess Accrued Interest at Purchase During PeriodAdjusted
by Premiums and DiscountsAdjusted by Capital Gains or LossesPass Through Securities:Interest CollectedPlus Accrued Interest at End of PeriodLess Accrued Interest at Beginning of PeriodLess
Accrued Interest at Purchase During PeriodAdjusted by Premiums and DiscountsAdjusted by Capital Gains or LossesCash/Checking Accounts:Interest CollectedPlus Accrued Interest at End
of PeriodLess Accrued Interest at Beginning of PeriodTotal Interest Earned during PeriodTotal Adjustments from Premiums and DiscountsTotal Capital Gains or Losses
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