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CITY OF LINO LAKES, MINNESOTA <br />NOTES TO FINANCIAL STATEMENTS <br />December 31, 201 7 <br />At December 31, 2017, the City had the following investments and maturities: <br />Investment Maturities (in Years} <br />Investment T1E,e <br />Wells Fargo money market <br />Morgan Stanley money market <br />4MFund <br />Brokered CD's <br />Municipal bonds <br />Federal Home Loan Mortgage Corp. <br />Total <br />NR -Not Rated <br />~ <br />NR <br />NR <br />NR <br />NR . <br />AAA <br />Fair Less <br />Value Than 1 <br />$4,275,289 $4,275,289 <br />24,165 24,165 <br />7,207,927 7,207,927 <br />16,419,585 6,887,755 <br />l0,908,237 1,568,897 <br />11482JIO <br />$40,3171413 $19,964,033 <br />Total investments <br />Deposits <br />Petty cash <br />1-5 <br />8,413,876 <br />8,746,306 <br />$17,160,182 <br />• AAA $1,975,589; AA+ $463,359 <br />AA $3,507,002; AA-$2,967,505 <br />A+ $710,532 Total cash and investments <br />These amounts are presented in the financial statements as follows: <br />Cash and investments: <br />Governmental and business-type (Statement 1) <br />Fiduciary (Statement 10) <br />Total <br />$38,856,678 <br />1,719,511 <br />$40,576,189 <br />6-8 <br />1,117,954 <br />593,034 <br />1,482,2IO <br />~ <br />$40,317,413 <br />257,836 <br />940 <br />$40,576,189 <br />The City categorizes its fair value measurements within the fair value hierarchy established by generally <br />accepted accounting principles. The hierarchy is based on the valuation inputs used to measure the fair <br />value of the asset. The hierarchy has three levels. Level I investments are valued using inputs that are <br />based on quoted prices in active markets for identical assets. Level 2 investments are valued using <br />inputs that are based on quoted prices for similar assets or inputs that are observable, either directly or <br />indirectly. Level 3 investments are valued using inputs that are unobservable. <br />CITY OF LINO LAKES, MINNESOTA <br />NOTES TO FINANCIAL STATEMENTS <br />December 31, 2017 <br />The City has the following recurring fair value measurements at December 31, 2017: <br />Investment TlP_e <br />Investments at fair value: <br />Brokered CD's <br />Municipal bonds <br />Federal Home Loan Mortgage Corp. <br />Investments not categoriud: <br />Wells Fargo money market <br />Morgan Stanley money market <br />4MFund <br />Tot.al investments <br />12/31/2017 <br />$16,419,585 <br />10,908,237 <br />1,482,210 <br />4,275,289 <br />24,165 <br />7,207,927 <br />$40,317,413 <br />Fair Value Measurement Usin,& <br />~ Level 2 Level 3 <br />$0 <br />$16,419,585 <br />10,908,237 <br />1,482,210 <br />~ <br />The 4M Fund is an external investment pool investment which is regulated by Minnesota Statutes and <br />the Board of Directors of the League of Minnesota Cities. It is an unrated pool and the fair value of the <br />position in the pool is the same as the value of pool shares. The pool is managed to maintain a portfolio <br />weighted average maturity of no greater than 60 days and seeks to maintain a constant net asset value <br />(NA V) of$ I per share. The pool measures its investments at amortized cost in accordance with GASB <br />Statement No. 79. The 4M Plus Fund requires funds to be deposited for a minimum of 14 calendar <br />days. Withdrawals prior to the 14-day restriction period are subject to penalty equal to 7 days interest <br />on the amount withdrawn. <br />C. INVESTMENT RISKS <br />Custodial Credit Risk -Investments -For investments in securities, custodial credit risk is the risk <br />that in the event offailure of the counterparty to a transaction, the City will not be able to recover <br />the value of its investment securities that are in the possession of an outside party. Investments <br />in investment pools and money markets are not evidenced by securities that exist in physical or <br />book entry form, and therefore are not subject to custodial credit risk disclosures. The City's <br />investment policy requires its brokers be licensed with the appropriate federal and state agencies. A <br />minimum capital requirement of $5,000,000 and at least five years of operation is mandatory. <br />Investments in securities are held by the City's broker-dealers. The securities at each broker-dealer are <br />insured $500,000 through SIPC. Each broker-dealer has provided additional protection by providing <br />additional insurance. This insurance is subject to aggregate limits applied to all of the broker-dealer's <br />accounts. <br />Interest Rate Risk -Interest rate risk is the risk that changes in interest rates will adversely affect the <br />fair value of an investment. Generally, the longer the maturity of an investment, the greater the <br />sensitivity of its fair value to changes in market interest rates. The City's policy to minimize interest <br />rate risk includes investing primarily in short-tenm securities and structuring the investment portfolio so <br />that securities mature to meet cash requirements for ongoing operations. <br />Credit Risk -Credit risk is the risk than an issuer of an investment will not fulfill its obligation to the <br />holder of the investment. The City's policy to minimize credit risk includes limiting investing funds to <br />those allowable under Minnesota Statute 118A, annually appointing all financial institutions where <br />$0 IV-24