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CITY OF LINO LAKES, MINNESOTA <br />NOTES TO FINANCIAL STATEMENTS <br />December 31, 2019 <br />At December 31, 2019, the City had the following invesbnents and maturities: <br />ftMstment_~ties (in Years) <br />Inwstment:!l'.i!!?. <br />Brokered certificates of deposit <br />Municipal bonds <br />Federal Home Loan Mortgage Corp. <br />4Mlimd <br />First American Govt Obligation fund <br />Total <br />• AAA $2,312,282; AA+ $2,599,103 <br />AA $2,607,390;AA-$1,974,259 <br />A+ $2,144,214;A$614,244 <br />.!!!!!!!& <br />Not rated . <br />AA+ <br />Not rated <br />AAAm <br />Fair <br />Value <br />$22,924,803 <br />12,251,492 <br />1,499,855 <br />4,457,891 <br />3,092,898 <br />$44.226,939 <br />Less <br />Than! 1-3 <br />$7,881,574 $10,456,546 <br />2,685,184 5,973,762 <br />4,457,891 <br />3,092,898 _ <br />$18,117,547 $16,430,308 <br />Total iDYCstments <br />Deposits <br />Petty cash <br />Total cash and investments <br />3-6 <br />$4,586,683 <br />3,592,546 <br />1,499,855 <br />$9,679,084 <br />$44,226,939 <br />4,768,651 <br />940 <br />$48,996,530 <br />The City categorizes its fair value measurements within the fair value hierarchy established hy 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 invesbnents are valued using inputs that are <br />based on quoted prices in active markets for identical assets. Level 2 invesbnents 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 invesbnents are valued using inputs that are unobservable. <br />The City has the following recurring fair value measurements at December 31, 2019: <br />ln"'stmentlll!!!. <br />lnwsnnents at fair value: <br />Brokered certificates of deposit <br />Municipal bonds <br />Federal Home Loan Mortgage Corp. <br />tnwsnnents not categorized: <br />12/31/2019 <br />$22,924,803 <br />12,251,492 <br />1,499,855 <br />4M fimd 4,457,891 <br />First American Govt Obligation fund 3,092,898 <br />Total inwstments $44,226,939 <br />Fair Value Measurement Usi.!Y!_ <br />~ Le"'12 Le"'l3 <br />$22,924,803 <br />12,251,492 <br />1,499,855 <br />___ s_o_ S36,676,1so £0 <br />The 4M fund is an external invesbnent pool invesbnent 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 $1 per share. The pool measures its invesbnents at amortized cost in accordance with GASB <br />Statement No. 79. The 4M Plus fund requires funds to be deposited for a minimum of 14 calendar <br />days. Withdrawals prior to the 14-day restriction period are subject to penalty equal to 7 days interest <br />on the amount withdrawn. <br />The First American Government Obligation money market fund is an external invesbnent pool. The <br />fund seeks to maintain a constant net asset value (NAV) of$! per share. The securities held by the <br />CITY OF LINO LAKES, MINNESOTA <br />NOTES TO FINANCIAL STATEMENTS <br />December 31, 2019 <br />fund are valued on the basis of amortized cost. Shares may be redeemed without penalty on any <br />business day. <br />C. INVESTMENT RISKS <br />Custodial Credit Risk -Invesbnents -For invesbnents in securities, custodial credit risk is the risk <br />that in the event of failure of the counterparty to a transaction, the City will not be able to recover <br />the value of its invesbnent securities that are in the possession of an outside party. Invesbnents <br />in invesbnent 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 />invesbnent 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 />Invesbnents 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 invesbnent. Generally, the longer the maturity of an invesbnent, the greater the <br />sensitivity ofits fair value to changes in market interest rates. The City's policy to minimize interest <br />rate risk includes investing primarily in short-term securities and structuring the invesbnent 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 invesbnent will not fulfill its obligation to the <br />holder of the invesbnent. 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 />invesbnents are held, and diversifying the invesbnent portfolio. This is measured by the assignment of <br />a rating by a nationally recognized statistical rating organization. <br />Concentration of Credit Risk Concentration of credit risk is the risk of loss that may be attributed to <br />the magnitude of a government's invesbnent in a single issuer. The City places no limit on the amount <br />it may invest in any one issuer. At December 31, 2019, no individual invesbnents exceeded 5% of the <br />City's total invesbnent portfolio. IV-23