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Quarterly Investment Rep. 3 31CITY OF DUBUQUE, IOWA MEMORANDUM April 30, 2001 TO: FROM: SUBJECT: The Honorable Mayor and City Council Members Michael C. Van Milligen, City Manager March 31, 2001 Quarterly Investment Report Finance Director Ken TeKippe is transmitting the attached March 31, 2001 Quarterly Investment Report. Michael C Van Milligen MCVM/jh Attachment CC: Barry Lindahl, Corporation Counsel Kenneth J. TeKippe, Finance Director CITY OF DUBUQUE, IOWA MEMORANDUM TO: FROM: RE: DATE: Michael Van Milligen, City Manager Kenneth J. TeKippe, Finance Director March 31, 2001 Quarterly Investment Report April 13, 2001 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 January 1, 2001 through March 31, 2001. The report includes: Cash Investments and Investment Earnings Summary for quarter ended March 31, 2001 and fiscal year to date Schedule of City Funds (2 pages) Monthly Investmem Summary (2 pages) Schedule of U.S. Treasury Securities Schedule of Certificates of Deposit 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. KJT/gmm Enclosures CITY OF DUBUQUE Cash, Investments and Investment Earnings Summary For The Quarter Ended March 31, 2001 & Fiscal 2000-01 YTD Market Value / Carrying Including Description Vaiue Accrued Interest Deposits, Change & Petty Cash Funds Checking/Savings Accounts Certificates Of Deposit US Treasury Securities Corporate Stock Investment Advisor Accounts Unrealized Gain (Loss) / Accrued Interest Total Funds 61,675 61,675 0 13,537,632 13,537,632 0 18,548,416 18,784,246 235,830 6,803,130 6,926,595 123,465 t0,391 94,340 83,949 22,678,382 23,296,699 618,318 61,639,625 62,701,187 1,061,:562 Breakdown city Metro Total Combined Funds 54,478,548 7,161,077 61,639,625 55,431,630 953,083 7,269,557 108,480 62,701,187 1,061,562 Cash Basis Gross Earnings: Metro Combined Investment Fees: city Metro Combined Net Earnings: Metro Combined I Quarter 909,055 112,167 38,461 112 38,573 870,594 112,056 982,650 Year-To-Date I 2,393,256 371,347 2,764,603 110,636 372 111,007 2,282,620 370,976 2,653,596 CITY OF DUBUQUE SCHEDULE OF CITY FUNDS FOR MONTH ENDING MARCH 31, 2001 MANAGED FUNDS PORTFOLIO COMPOSITION PERCENT~i GE COST B.48IS TOTAL CITY FUNDS PERCENTAGE DANA INVESTMENT ADVISORS, INC.: Cash Mutual Funds (US Govenwaent) Certificates Of Deposit US Treasury Obligmicas Federal Agency Obligations Total 0.00% 0.00 0.02% 1,595.29 0.00% 0.00 0.00% 0.00 99.98% 7,490,996.84 100.00% 7,492,592.13 12.16% DUBUQUE BANK & TRUST COMPANY: Cash Mutual Funds (US Govexnment) Certificates Of Deposit US Treasury Obligations Federal Agency Obligations Total 0.00% 0.00 11.28% 846,092.72 0.00% 0.00 0.00% 0.00 88.72% 6,652,515.72 100.00% 7,498,608.44 12.17% FIRSTAR: Cash Mutual Funds (US Government) Certificates Of Deposit US Treasury Obligations Federal Agency Obligations Total GRAND TOTAL 0.00% 0.00 12.07% 927,764.65 5.25% 403,490.81 37.86% 2,910,478.77 44.82% 3,445,446.71 100.00% 7,687,180.94 12.47% 22,678,381.51 36.79% BREAKDOWN BY TY~E OF SECURITY: Cash Mutual Funds (US Govexnment) C~rfificates Of Deposit US Treasury Obligations Federal Agency Obligations TOTAL MANAGED FUNDS 0.00% 0.00 0.00% 7.83% 1,775,452.66 2.88% 1.78% 403,490.81 0.65% 12.83% 2,910,478.77 4.72% 77.56% 17,588,959.27 28.54% 100.00% 22,678,381.51 36.79% Page I CITY OF DUBUQUE SCHEDULE OF CITY FUNDS FOR MONTH ENDING MARCH 31, 2001 OTHER FUNDS ] CASH Change Funds and Petty Cash NPA & Workers Comp Deposit Total COST BASIS 8,675.00 53,000.00 61,675.00 TOTAL CITY FUNDS PERCENT,~GE 0.10% CHECKING/ SAVlNGS ACCOUNTS: American Trust & Savings Bank (General Sweep Acct) American Trust & Savings Bank (Bond Proceeds) American Trust & Savings Bank (I-/ousing gek~b) Dubuque Bank & Trust Co. (C:~aera~e~ro/L~isure Service) Firstar Bank (C-enetattaeaWa~e~Am~an~5 ~ags) Liberty Ct~ty) Premie~ (utai~y) Total 3,180,981.84 4,890,174.89 67,552.00 4,782,632.23 606,901.31 6,654.14 2,735.77 13,537,632.18 21.96% CERTIFICATES OF DEPOSIT: American Trust & Savings Bank Dupaco Community Credit Union Dubuque Bank & Trust Co. East Dubuque Savings Bank Liberty Bank 1,000,000.00 1,014,747.62 3,000,000.00 4,533,668.12 9,O00,O00.00 18,548,415.74 30.09% U.S. TREASURY OBLIGATIONS 6,803,130.00 11.04% CORPORATE STOCK (Lyom reoay Trust) 10,390.70 0.020/0 TOTAL OTHER FUNDS 38,961.,243.62 63.21% TOTAL CITY FUNDS 61,639,625.13 100.00% IRECAP OF PORTFOLIO PERCENTAGES CASH CHECKING / SAVINGS ACCTS MUTUAL FUNDS (U.S. GOVERNMENT) CERTIFICATES OF DEPOSIT U.S. TREASURY OBLIGATIONS FEDERAL AGENCY OBLIGATIONS CORPORATE STOCK Total M~AGED FUNDS 0.00% 0.00% 2.88% 0.65% 4.72% 28.54% 0.00% OTHER FUNDS 0.10% 21.96% 0.00% 30.09% 11.04% 0.00% 0.02% COMBINED TOTAL 0.10% 21.96% 2.88% 30.75% 15.76% 28.54% 0.02% 36.79% 63.21% 100.00% Page 2 COST BASIS ANALYSIS Cost Basis Prior Month Additions: Interest Earnings Realized Gains (Losses) Subtractions: Management Fees Custodial Fees Bank Cha~es Total Additions Total Subtractions Cost Basis Current Month Net Cash Receipts & (Disbursements) Ending Cost Basis Balance CITY OF DUBUQUE MONTHLY INVESTMENT SUMMARY Month Ending: Mar-31-01 Managed Combined Dana DB&T Firstar Accounts City Finance Total 7,456,083.98 7,473,498.98 7,681,204.49 22,610,787.45 39,346,641.58 61,957,429.03 39,939.63 26,375.85 13,812.47 80,127.95 252,340.86 332,468.81 (2,798.51) (618.45) (18.56) (3,435.52) 0.00 (3,435.52) 37,141.12 25,757.40 13,793.91 76,692.43 252,340.86 32%033.29 0.00 0.00 7,172.30 7,172.30 0.00 7,172.30 632.97 647.94 645.16 1,926.07 0.00 1,926.07 0.00 0.00 0.00 0.00 1,369.59 1,369.59 632.97 647.94 7,817.46 9,098.37 1,369.59 10,467.96 7,492,59Z 13 7,498,608.44 7,687,180.94 22,678,381.51 39,597,612.85 62,275,994.36 0.00 0.00 0.00 0.00 (636,369.23) (636,369.23) 7,492,592.13 7,498,608.44 7,687,180.94 22,678,381.51 38,961,243.62 61,639,625.13 RETURN ON ASSETS Cost Basis Current Month Plus: Aeamed Interest Current Month Less: Accrued Interest Prior Month Cost Basis Adjusted for Accruals Annualized Return: Current Month .Snnualized Return: Prior Month 7,492,592.13 7,498,608.44 7,687,180.94 22,678,381.51 39,597,612.85 62,275,994.36 70,134.15 97,943.99 110,100.73 278,178.87 359,294.98 637,473.85 (64,275.78) (83,738.79) (80,667.24) (228,681.81) (417,646.65) (646,328.46) 7,498,450.50 7,512,813.64 7,716,614.43 22,727,878.57 39,539,261.18 62,267,139.75 6.82% 6.31% $.$3% 6.21% $.87% 6.00% 6.20% 5.83% 6.03% 6.02% 6.24% 6.16% Page 1 MARKET VALUE ANALYSIS Investment Market Value Prior Month Investment Market Value Current Month : Accrued Interest Current Month Market Value Adjusted for Accruals Net Cash Receipts & (Disbursements) Ending Investment Market Value Adjusted Market Value Percentage Change-Current Market Value Percentage Change-Prior CITY OF DUBUQUE MONTHLY INVESTMENT SUMMARY Dana DB&T Firstar 7,455,623.78 7,834,279.83 7,864r452.17 7,429,952.40 7,790,752.92 7,797,815.18 70,134.15 97,943.99 110,100.73 Accounts. 23,154,355.78 23,018,520.50 278,178.87 23,296,699.37 0.00 23,296,699.37 0.61% O. 77% 7,500,086.55 7,888,696.91 7,907,915.91 0.00 0.00 0.00 7,500,086.55 7,888,696.91 7,907,915.91 0.60% 0.69% 0.55% 0.76% 0.85% 0.69% Month Ending: Cit~ Finance 39,852~928.53 39,045,193.11 359,294.98 39,404,488.09 (636,369.23) 40,040,857.32 0.47% O.49% Mar-31-01 Combined Total 63,007,284.31 62,063,713.61 637,473.85 62,701,187.46 (636,369.23) 63,337,556.69 O.52% O.~9% Market Indices Average Last Average Last Calendar 3 Months 12 Months Year to Date 90 Day T-Bills Lehman Aggregate Govt. Bonds Lehman Short Term Govt. Bonds Lehman Intermediate Govt. Bonds Consumer Price Index Current Prime Rate* 1.51% 3.03% 2.80% 3.00% 1.10% 6.30% 12.53~ 9.81°,4 11.96~ 3.55~ *Rate as of 1.51% 3.03% 2.80% 3 1.10% 8.00% 03-31-01 Page 2 CUSIP No. 912795GA3 Metro 912795GD7 Metro 912795GF2 Metro 912795GL9 912795HA2 912795HE4 Metro 912795HG9 Totals City of Dubuque Schedule of U.S. Treasury Securities As of March 31, 2001 Par Issue Maturity Value Date Date Price 1,000,000.00 10/05/2000 04/05/2001 96.946 1,000,000.00 10/26/2000 04/26/2001 96.941 1,000,000.00 11/09/2000 05/10/2001 96.914 1,000,000.00 12/14/2000 06/14/2001 97.073 1,000,000.00 01/04/2001 07/05/2001 97.290 1,000,000.00 02/01/2001 08/02/2001 97.553 1,000,000.00 02/08/2001 08/09/2001 97.596 $7,000,000.00 Cost Days to Accrued Basis Yield Maturity Days 969,460.00 6.318% 4 178 969,410.00 6.328% 25 157 969,140.00 6.386% 39 143 970,730.00 6.047% 74 108 972,900.00 5.586% 95 87 975,530.00 5.031% 123 59 975,960.00 4.940% 130 52 $6,803,130.00 Accrued I Interest 29,533.19 26,051.92 23,908.02 17,047.36 12,656.59 7,663.68 6,604~40 $123,465.16 Weighted Yield: 5.805% Weighted Maturity: 70.00 Days City of Dubuque Schedule of Certificates of Deposit As of March 31, 2001 $18,548,415.74 [Certificate Des~?tions Certificate Number Pun~hased From %Veighted Yield: Intenest Compounded Rate Yield Compounded Days to Accrued Yield Maturity Days 7.036% 164 20 6.800% 90 2 6.400% 16 0 6.918% t99 166 6.690% 230 135 6.52O% 6O 122 6.422% 76 106 6.609% 265 100 6.380% 82 100 6.460% 96 87 6.280% 279 85 6.070% 104 78 5.970% 121 61 5.670% 139 43 5,570% 326 39 5.270% 165 17 5.070% 172 l0 5.200% 182 2 6.183% Weighted Maturity: 156.02 Days Accrued Interest 1,925.73 19257 0.00 30,425.75 24,336.99 21,702.88 18,644.38 26,301.37 17,479.45 30,795.62 14,391.78 t2,971.51 19,954~52 6,679.73 5,951.51 2,454.52 1,389.04 t42.47 $235~29,82 4311 4408 30742 4530 501153 113289 5335 5364 505504 50385 501162 50411 50425 50454 50456 50507 50518 32273 Metro Metro Metro EDSB EDSB Dupaco EDSB DB&T EDSB EDSB DB&T DB&T 6~80% 7.036% 6.80% 6.800% 6.40% 6.460% 6.69% 6.918% 6.58% 6.690% 6.52% 6.520% 6.42% 6A22% 6.40% 6.609% 6.38% 6.380% 6.46% 6.460% 6.18% 6.280% 6.07% 6.070% 5.97% 5.970% 5.67% 5.670% 5.57% 5.570% 5.27% 5.270% 5.07% 5.070% 5.20% 5.200% Earnings credited semi-annually and added to principal. Earnings credited semi-anuually and added to principal. Earnings credited quarterly and edded to principal. Earnings credited semi-annually and added to principal. Eamings credited semi-anngally and added to principal. Earnings credited at maturity. Earnings credited at maturity. Earnings credited semi-annually and added to principal. Earnings credited at maturity. Earnings credited at maturity. Earnings credited semi-annually and added to principal. Earnings credited at maturity. Earnings credited at meturity. Earnings credited at matmiiy. Earnings paid by check semi.annually Earnings credited at maturity, Earnings credited at maturity. Earnings credited quarterly and added to principal.