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Quarterly Investment Report -September 30, 2018 Copyrighted November 5, 2018 City of Dubuque Consent Items # 6. IT EM T IT LE: Quarterly I nvestment Report- September 30, 2018 SUMMARY: City Manager submitting the quarterly investment report as of September 30, 2018. SUGGESTED DISPOSITION: Suggested Disposition: Receive and File ATTACHMENTS: Description Type September 30, 2018 Quarterly I n�strnent Report-NNM City Manager Memo Memo Memo from J Nachtrnan Qtr Ending September 30, Staff Memo 2018 Cash, Investments and In�stment Earnings Supporting Documentation Monthly InvestmentSummary Supporting Documentation Schedule of City Funds Supporting Documentation THE CITY OF Dubuque � AIFA�erlwGh UB E '�� III► Masterpiece on the Mississippi Z°°'�w'2 7A13 2017 TO: The Honorable Mayor and City Council Members FROM: Michael C. Van Milligen, City Manager SUBJECT: September 30, 2018 Quarterly Investment Report DATE: October 24, 2018 Finance Director Jean Nachtman is transmitting the attached September 30, 2018 Quarterly Investment Report. �� �� ��� Mic ael C. Van Milligen �� � MCVM:jh Attachment cc: Crenna Brumwell, City Attorney Teri Goodmann, Assistant City Manager Cori Burbach, Assistant City Manager Jean Nachtman, Finance Director �u�uqu� THE CITY OF ��. � � 4J � � ti�•AMeNR�Gih �.��� 1'����I 1Vl�asterpiece on the 1Vlississippi x°°'•Zo�z Zoza•aoz� TO: Michael C. Van Milligen, City Manager FROM: Jean Nachtman, Finance Director RE: September 30, 2018 Quarterly Investment Report DATE: October 18, 2018 INTRODUCTION The Finance Department is submitting the quarterly investment report as prescribed within the City of Dubuque Investment Policy Section 17.0 "Reporting." DISCUSSION This report covers the period from July 31, 2018 through September 30, 2018. The report includes: Cash Investments and Investment Earnings Summary for quarter ended September 30, 2018 and fiscal year to date Schedule of City Funds Monthly Investment Summary Schedule of Certificates of Deposit and Accrued Interest Manager/Custodian Annual Fees Computation The valuations reflect the same basis that the assets are carried on the financial records of the City. The City of Dubuque is in compliance with the Investment Policy. REQUESTED ACTION This report is for your review and filing with the Honorable Mayor and City Council. JN/cm Enclosures CITY OF DUBUQUE Cash, Investments and Investment Earnings Summary For The Quarter Ended September 30, 2018 And Fiscal Year To Date Market Value / Unrealized Carrying Including Gain (Loss) / Description Value Accrued Interest Accrued Interest Change & Petty Cash Funds 251 ,836 251 ,836 - Checking/Savings Accounts 23,006,972 23,006,972 - Unspent Bond Proceeds 15,118,424 15,118,424 - Certificates Of Deposit 29,200,005 29,416,207 216,202 US Treasury Securities 2,015,125 2,491 ,754 476,629 Corporate Stock (EB Lyons Trust) 11 ,514 94,144 82,630 Investment Advisor Accounts 27,121 ,355 26,844,703 (276,652) Reserve Accounts 2,605,200 2,629,953 24,753 Total Funds 99,330,431 99,853,993 523,562 Breakdown City 87,227,924 87,683,862 455,938 Metro 12,102,507 12,170,131 67,624 Total Combined Funds 99,330,431 99,853,993 523,562 Cash Basis Quarter Year-To-Date Gross Earninas: City 308,934 308,934 Metro 34,583 34,583 Combined 343,516 343,516 Investment Fees: City 15,974 15,974 Metro 291 291 Combined 16,265 16,265 Net Earninas: City 292,960 292,960 Metro 34,291 34,291 Combined 327,251 327,251 arr oF ousucaue MONTHLY INVESTMENTSUMMARY Month Ending: 09/30/18 First Total Community Managed Combined Dana DB&T Trust USBank Accounts CitvFinance Total COST BASIS ANALYSIS Cost Basis Prior Month 5,962,070 7,778,619 6,224,438 7,136,631 27,101,758 66,226,249 93,328,007 Additions: Interest Earnings 14,188 7,645 5,443 9,378 36,655 68,16827 104,823 Realized Gains(Losses) (5,667) 0 (383) (4,987) (11,036) (11,036) Total Additions 8,522 7,645 5,060 4,391 25,619 68,168 93,787 Subtrections: Management Fees (2,489) 0 (1,281) 0 (3,770) (3,770) Custodian Fees (532) (603) (540) (576) (2,252) (2,252) Withdrawal 0 0 0 0 514 514 Total Subtrections (3,021) (603) (1,822) (576) (6,022) 514 (5,508) Cost Basis Current Month 5,967,571 7,785,661 6,227,677 7,14Q446 27,121,355 66,294,931 93,416,286 Net Cash Receipts&(Disbursements) 5,914,145 5,914,145 Ending Cost Basis Balance 5,967,571 7,785,661 6,227,677 7,14Q446 27,121,355 72,209,076 99,33Q431 MARKET VALUE ANALYSIS Investment Market Value Prior Month�Aa��neam�A��,ais7 5,972,630 7,682,626 6,17Q298 7,037,886 26,863,440 67,035,505 93,898,945 Investment Market Value Current Month 5,953,349 7,651,744 6,139,644 7,005,881 26,75Q618 73,07Q287 99,82Q905 Accrued Interest Current Month 22,036 23,527 23,414 25,109 94,085 228,505 322,590 MarketValueAdjustedforAccruals 5,975,385 7,675,272 6,163,058 7,03Q990 26,844,703 73,298,791 10Q143,495 Portfolio Retums��mp�r�aeym��me��Ma�ages7 Monthly Return Gross of Fees 0.07% 0.40% (0.08%) (0.09%) Monthly Return Net of Fees 0.05% 0.37% (0.11%) (0.10%) TotalRetumCalendarYeartoDate-Gross 0.81% 0.20% 0.35% 0.52% Effective Duration in Years 0.85 1.97 1.79 1.74 Marketlntlices Averege Last Calentlar Last Last Monih Vearto Date 12 Monihs 3 Vears BBgBarc US Trsy Bellwethers 3Mon TR USD 0.16% 1.14% 1.51% 0.80% BBgBarcUSGovt1-3VrTRUSD 0.33% 0.38% -0.05% 0.52% BBgBarcUSGovtlntermTRUSD 0.59% -0.27% -1.25% 0.60% BBgBarcUSGoviTRUSD 0.76% -0.71% -1.50% 0.85% Current Prime 5.00% * DB&T Porifolio Returns not available priorto meeting.Market Intlicies are uptlatetl ihrough DB&T.Both reFlect%ME OB/31/2018. City of Dubuque Schetlule of Ci[y Funtls As of Sep[ember 30,2018 TOTAL COST CITYFUNDS CITY MANAGED FUNDS snsis PERCENTAGE CASH: Change and Petty Cash Funds 15,836 Health Fund Deposit 14Q000 Prescription Fund Deposit 75,000 Workers Comp Deposit 1Q000 Hometown Bank 1,000 ShortTerm Disability 1Q000 Total 251,836 025% CHECKING 1 SAVINGS ACCOUNTS: American Trust&Savings Bank��e�eap 1,03Q232 American Trust&Savings Bank�Ho�s�g Renae a se�oo�e7 294,511 Dubuque Bank&Trust��e�eauMe��icrem�7 13,763,479 Dubuque Bank&Trust�caeie Fa��n�re eq���pme��F��a7 692,523 Dubuque Bank&Trust�o�e�q�e m�oae��iFiexirzei e��w7 666,707 US Bank ��e�eap 9,422 Prem ier�ueury7 7,670 Fidelity Bank&Trust�uoury7 11,246 Dubuque Bank&Trust Police Forteiture Funds 149,471 Collins Community Credit Union 5,031,713 Collins Community Credit Union (Metro) 1,35Q000 Total 23,006,972 23.16% UNSPENTBONDPROCEEDINVESTMENTACCOUNTS: DB&T Series 2012B 899,209 DB&T Series 2012C 802,455 DB&T Series 2012D 502,619 DB&T Series 2012E 121,639 AT&S Series 2012F 382,369 DB&T Series 2012H 105,647 AT&S Series 2014B 1,428,436 AT&S Series 2014C 555,477 AT&S 2014 DMASWA 967,965 Fidelity Series 2015A 5,639,705 AT&S 2016 DMASWA 1,923,358 Fidelity Series 2016C 1,789,547 Total 15,118,424 1522% CERTIFICAlES OF DEPOSIT: . AT&S 5,80Q000 CCCU 4,90Q000 DuTrac 17,SOQ005 US Bank 1,OOQ000 Total 29,20Q005 29.40% U.S.TREASURY OBLIGATIONS: Debt Service Reserve Fund Required for Port Ramp 2,015,125 Total 2,015,125 2.03% RESERVES: Sales Tae Increment Rev Bond Reserve�sen�zoisA7 2,08Q000 Water Debt Bond Reserve �zoioo7 525,200 Total 2,605,200 2.62% CORPORAlE STOCK(Lyons Peony Trust): 11,514 Total 11,514 0.01% TOTALCITYMANAGEDFUNDS 72,209,076 72.70% �ee+ City of Dubuque Schetlule of Ci[y Funtls As of Sep[ember 30,2018 PORTFOLIO TOTAL COMPOSITION COST CITYFUNDS FINANCIAL ADVISORS MANAGED FUNDS PERCENTAGE BASIS PERCENTAGE DANA INVESTMENTADVISORS,INC: Cash and Equivalents 3.1% 185,379 US Treasury Obligations 0.0% 0 US Agencies 322% 1,922,665 Mortgaged Backed Sewrities 647% 3,859,527 Total 100.0% 5,967,570 6.01% DUBUQUE BANK&7F2UST: Cash and Equivalents 1.4% 109,968 US Treasury Obligations 98.6% 7,675,693 US Agencies 0.0% 0 Mortgaged Backed Securities 0.0% 0 Unsettled Trades 0.0% 0 Total 100.0% 7,785,661 7.84% FIRST COMMUNITY 7F2UST: Cash and Equivalents 0.8% 52,092 US Treasury Obligations 0.3% 2Q412 US Agencies 97.1% 6,049,519 Mortgaged Backed Sewrities 17% 105,655 Total 100.0% 6,227,677 627% US BANK: Cash and Equivalents 47% 337,508 US Treasury Obligations 0.0% 0 US Agencies 95.3% 6,802,937 Mortgaged Backed Securities 0.0% 0 Total 100.0% 7,140,446 7.19% TOTALFINANCIALADVISORSMANAGEDFUNDS 27,121,355 27.30% BREAKDOWN BY TYPE OF SECURIN: Cash&Equivalents 2.5% 684,948 US Treasury Obligations 28.4% 7,696,105 US Agencies 54.5% 14,775,121 Mortgage Backed Sewrities 14.6% 3,965,182 Unsettled Trades 0.0% 0 Total 100.0% 27,121,355 TOTAL CITY FUNDS 99,330,431 100.00% RECHP OF PORTFOLIO PERCENTHGES Managed Ciry Combined C4SH&EQUIVALENTS 0.88% 025% 084% CHECKING/SAVINGSACCTS 0.00% 41.01% 4101% MORTGAGEBACKEOSECURITIES 3.88% 0.00% 388% ceRnFicnresoFoeaosir o.00i zeaoi zeaoi US.TREASURVOBLIGATIONS ]]5% 2.03% 8]8% FEOERALAGENCIES 148]% 0.00% 148]% OTHER 000% 0.01% 0.01% To[al 2].306 ]2.]06 100.006 �ee�