Loading...
December 31, 2021 Quarterly Investment ReportCity of Dubuque City Council Meeting Consent Items # 5. Copyrighted February 7, 2022 ITEM TITLE: December31, 2021 Quarterly Investment Report SUMMARY: City Manager transmitting the December 31, 2021 Quarterly Investment Report. SUGGESTED Suggested Disposition: Receive and File DISPOSITION: ATTACHMENTS: Description Type Quarterly Investment Report-MVM Memo City Manager Memo Memo Staff Memo Cash Investments and Investment Earnings Summary Supporting Documentation Schedule of City Funds Supporting Documentation Monthly Investment Summary Supporting Documentation Schedule of Certificates of Deposit and Accrued Supporting Documentation Interest Manager/Custodian Annual Fees Computation Supporting Documentation THE C DUjIBQTE Masterpiece on the Mississippi TO: The Honorable Mayor and City Council Members FROM: Michael C. Van Milligen, City Manager SUBJECT: December 31, 2021 Quarterly Investment Report DATE: January 27, 2022 Dubuque WAWca 914 ii 2007-2012.2013 2017*2019 Director of Finance and Budget Jennifer Larson is transmitting the December 31, 2021 Quarterly Investment Report. v Mic ael C. Van Milligen MCVM:sv Attachment CC' Crenna Brumwell, City Attorney Cori Burbach, Assistant City Manager Jenny Larson, Director of Finance and Budget THE C Dubuque S DUUE III -America City ' I' Masterpiece on the Mississippi � Pp 2fl02.20 13 zo17*��zo19 TO: Michael C. Van Milligen, City Manager FROM: Jennifer Larson, Director of Finance and Budget RE: December 31, 2021 Quarterly Investment Report DATE: January 27, 2022 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 October 1, 2021 through December 31, 2021. The report includes: Cash Investments and Investment Earnings Summary for quarter ended December 31, 2021 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. JL/eml Enclosures CITY OF DUBUQUE Cash, Investments and Investment Earnings Summary For The Quarter Ended December 31, 2021 And Fiscal Year To Date Market Value / Carrying Including Description Value Accrued Interest Change & Petty Cash Funds 340,031 340,031 Checking/Savings Accounts 90,293,273 90,293,273 Unspent Bond Proceeds 6,891,801 6,891,801 Certificates Of Deposit 21,100,005 21,136,159 US Treasury Securities 2,015,125 2,857,751 Corporate Stock (EB Lyons Trust) 11,514 82,208 Investment Advisor Accounts 28,180,418 28,054,881 Reserve Accounts 2,605,200 2,615,764 Total Funds Breakdown City Metro Total Combined Funds Cash Basis Gross Earnings: City Metro Combined Investment Fees: City Metro Combined Net Earnings: City Metro Combined Unrealized Gain (Loss) / Accrued Interest 36,154 842,626 70,694 (125,537) 10,564 151,437,367 152,271,868 834,501 136,415,575 15,021,792 137,232,191 15,039,677 816,616 17,885 151,437,367 152,271,868 834,501 Quarter Year -To -Date 242,934 9,035 242,934 9,035 251,969 251,969 31,920 665 31,920 665 32,585 32,585 211,014 8,370 211,014 8,370 219,384 219,384 CITY MANAGED FUNDS CASH: Change and Petty Cash Funds Health Fund Deposit Prescription Fund Deposit Hometown Bank Short Term Disability Total CHECKING I SAVINGS ACCOUNTS: MidWestOne Bank (General) MidWestOne Bank (Section 8) Dubuque Bank & Trust (General/Metro/Credit) Dubuque Bank & Trust (Cable Franchise Equipment Fund) US Bank (General) Fidelity Bank & Trust (utility) Dubuque Bank & Trust Police Forfeiture Funds Collins Community Credit Union Collins Community Credit Union (Metro) Total UNSPENT BOND PROCEED INVESTMENT ACCOUNTS: DB&T Series 2012C DB&T Series 2012D MWO Series 2012F DB&T Series 2012H MWO Series 2014B MWO Series 2014C Fidelity Series 2016C Collins CCU Series 2019A Collins CCU Series 2019B MWO Series 2021A MWO Series 2021B Total CERTIFICATES OF DEPOSIT: MWO DB&T CCCU Dupaco Dutrac FB&T Premier US Bank Total U.S. TREASURY OBLIGATIONS: Debt Service Reserve Fund Required for Port Ramp Total RESERVES: Sales Tax Increment Rev Bond Reserve (series 201eA) Water Debt Bond Reserve (2010D) Total CORPORATE STOCK (Lyons Peony Trust): Total TOTAL CITY MANAGED FUNDS City of Dubuque Schedule of City Funds As of December 31, 2021 COST BASIS TOTAL CITY FUNDS PERCENTAGE 14,031 240,000 75,000 1,000 10,000 340,031 0.22% 15,699,249 655,089 40,499,380 1,171,182 20,885 31,103 150,144 30,577,257 1,488, 984 90,293,273 59.62% 590,773 474,292 164,822 21,574 668,724 60,199 1,160,497 431,939 253,788 2,657,263 407,931 6,891, 801 4.55% 2,580,000 0 0 0 18,520,005 0 0 0 21,100,005 13.93% 2,015,125 2,015,125 1.33% 2,080,000 525,200 2,605,200 1.72% 11,514 11,514 0.01% 123,256,949 81.39% Page 1 City of Dubuque Schedule of City Funds As of Dece)PbieKrTFOL10 1 TOTAL COMPOSITION COST CITY FUNDS FINANCIAL ADVISORS MANAGED FUNDS PERCENTAGE BASIS PERCENTAGE DANA INVESTMENT ADVISORS, INC: Cash and Equivalents 5.4% 539,083 US Treasury Obligations 0.0% 0 US Agencies 44.4% 4,446,358 Mortgaged Backed Securities 50.3% 5,039,941 Total 100.0% 10,025,383 6.62% DUBUQUE BANK & TRUST: Cash and Equivalents 0.6% 46,240 US Treasury Obligations 99.4% 8,009,492 US Agencies 0.0% 0 Mortgaged Backed Securities 0.0% 0 Unsettled Trades 0.0% 0 Total 100.0% 8,055,732 5.32% FIRST COMMUNITY TRUST: Cash and Equivalents 0.0% 0 US Treasury Obligations 0.0% 0 US Agencies 0.0% 0 Mortgaged Backed Securities 0.0% 0 Total 0.0% 0 0.00% US BANK: Cash and Equivalents 0.0% 0 US Treasury Obligations 0.0% 0 US Agencies 0.0% 0 Mortgaged Backed Securities 0.0% 0 Total 0.0% 0 0.00% BTC CAPITAL: Cash and Equivalents 3.7% 377,170 US Treasury Obligations 0.0% 0 US Agencies 96.1 % 9,710,200 Mortgaged Backed Securities 0.0% 11,932 Total 99.9% 10,099,303 6.67% TOTAL FINANCIAL ADVISORS MANAGED FUNDS 28,180,418 11.94% BREAKDOWN BY TYPE OF SECURITY: Cash & Equivalents 3.4% 962,494 US Treasury Obligations 28.4% 8,009,492 US Agencies 50.2% 14,156,558 Mortgage Backed Securities 17.9% 5,051,873 Unsettled Trades 0.0% 0 Total 100.0% 28,180,418 TOTAL CITY FUNDS 151,437,367 93.33% RECAP OF PORTFOLIO PERCENTAGES Managed City Combined CASH & EQUIVALENTS 0.64% 0.22% 0.86% CHECKING / SAVINGS ACCTS 0.00% 65.90 % 65.90% MORTGAGE BACKED SECURITIES 3.34 % 0.00% 3.34 CERTIFICATES OF DEPOSIT 0.00% 13.93% 13.93% U.S. TREASURY OBLIGATIONS 5.29% 1.33% 6.62% FEDERAL AGENCIES 9.35 % 0.00% 9.35% OTHER 0.00% 0.01 % 0.01 Total 18.61% 81.39% 100.00% Page 2 CITY OF DUBUQUE MONTHLY INVESTMENT SUMMARY First Community Dana DB&T Trust US Bank BTC Capital COST BASIS ANALYSIS Cost Basis Prior Month 10,020,770 8,059,370 (0) 0 10,088,264 Additions: Interest Earnings 10,863 15 0 0 13,331 Capital Addition 0 0 0 0 0 NonCash Activity 0 0 0 0 0 Realized Gains (Losses) (5,833) 0 0 0 (87) Total Additions 5,030 15 0 0 13,244 Subtractions: Management Fees 0 (3,320) 0 0 0 Custodian Fees (417) (332) 0 0 (420) Withdrawal 0 0 0 0 0 Capital Withdrawals 0 0 0 0 (1,785) Total Subtractions (417) (3,652) 0 0 (2,205) Cost Basis Current Month 10,025,383 8,055,732 (0) 0 10,099,303 Net Cash Receipts & (Disbursements) Ending Cost Basis Balance 10,025,383 8,055,732 (0) 0 10,099,303 MARKET VALUE ANALYSIS Investment Market Value Prior Month (Adjusted for Accrl 10,023,890 7,985,633 0 0 0 Investment Market Value Current Month 9,993,333 ' 7,964,477 0 0 10,049,831 Accrued Interest Current Month 15,838 13,824 0 17,578 Market Value Adjusted for Accruals 10,009,171 7,978,301 0 0 10,067,409 Portfolio Returns (computed by Investment Managers) Monthly Return Gross of Fees (0.25%) (0.09%) 0.00% 0.00% Monthly Return Net of Fees (0.27%) (0.92%) 0.00% 0.00% Total Return Calendar Year to Date - Gross (0.25%) (1.23%) 0.00% 0.00% Effective Duration in Years 1.19 3.27 N/A N/A 3.70 Market Indices Average Last Calendar Last Last Month Year to Date 12 Months 3 Years BBgBarc US Trsy Bellwethers Won TR USD 0.01 % 0.04 % 0.05 % 1.07 % BBgBarc US Govt 1-3 Yr TR USD -0.04 % -0.39 % -0.34 % 2.37% BBgBarc US Govt Interm TR USD 0.25 % 1 -1.44 % -1.40 % 3.62 % BBgBarc US Govt TR USD 0.74 % -1.78 % -1.99 % 4.97% Current Prime 3.25 % Total Managed Accounts Month Ending: 12/31/21 Combined City Finance Total 28,168,404 133,685,414 24,209 13,062 0 (5,921) 18,288 13,062 (3,320) (1,169) (314) (1,785) (6,274) (314) 28,180,418 133,698,162 (10,441,214) 28,180,418 123,256,949 0 28,095,004 28,007,640 123,197,735 47,240 59,213 28,054,881 123,256,949 161,853,818 37,271 0 (5,921 31,350 (3,320) (1,169) (314) (1,785) /R r,RRI (10,441,214) 151,437,366 0 151,2U5,37b 106,453 151,311,829 City of Dubuque Schedule of Certificates of Deposit, Accrued Interest, High Yield Savings Accounts & Unspent Bond Proceeds As of December 31, 2021 Certificates of Deposit: Certificate I Cost Purchase Maturity Interest Days to I Accrued Accrued Number Institution Basis Date Date Rate Maturity Days Interest 43A DuTrac M 400,000 01/11/21 01/11/22 2.910% 11 354 11,289.21 105 DuTrac M 1,000,000 03/15/21 03/15/22 0.400% 74 291 3,189.04 740593304A MidWestOne M 500,000 07/14/21 01/12/22 0.300% 12 170 698.63 109 DuTrac M 400,000 07/30/21 02/02/22 0.320% 33 154 540.05 110 DuTrac M 400,000 07/30/21 02/02/22 0.320% 33 154 540.05 111 DuTrac C 1,000,000 08/02/21 02/01/22 0.320% 32 151 1,323.84 112 DuTrac C 1,000,000 08/02/21 02/01/22 0.320% 32 151 1,323.84 113 DuTrac C 1,000,000 08/02/21 02/01/22 0.320% 32 151 1,323.84 114 DuTrac C 1,000,000 08/02/21 02/01/22 0.320% 32 151 1,323.84 115 DuTrac C 1,000,000 08/02/21 02/01/22 0.320% 32 151 1,323.84 116 DuTrac C 1,000,000 08/02/21 02/01/22 0.320% 32 151 1,323.84 117 DuTrac C 1,000,000 08/02/21 02/01/22 0.320% 32 151 1,323.84 118 DuTrac C 1,000,000 08/02/21 02/01/22 0.320% 32 151 1,323.84 119 DuTrac C 1,000,000 08/02/21 02/01/22 0.320% 32 151 1,323.84 120 DuTrac C 1,000,000 08/02/21 02/01/22 0.320% 32 151 1,323.84 121 DuTrac C 1,000,000 08/30/21 02/28/22 0.310% 59 123 1,044.66 122 DuTrac C 1,000,000 08/30/21 02/28/22 0.310% 59 123 1,044.66 123 DuTrac C 1,000,000 08/30/21 02/28/22 0.310% 59 123 1,044.66 124 DuTrac C 1,000,000 08/30/21 02/28/22 0.310% 59 123 1,044.66 125 DuTrac C 1,000,000 08/30/21 02/28/22 0.310% 59 123 1,044.66 219056 DuTrac M 1,000,000 10/11/21 04/11/22 0.330% 101 81 732.33 128 DuTrac M 400,000 10/14/21 04/14/22 0.290% 104 78 247.89 129 DuTrac M 500,000 11/03/21 05/04/22 0.290% 124 58 230.41 130 DuTrac M 500,000 11/30/21 05/31/22 0.220% 151 31 93.42 129 DuTrac M 500,000 11/03/21 05/04/22 0.290% 124 58 230.41 130 DuTrac M 500,000 11/30/21 05/31/22 0.220% 151 31 93.42 Totals 21,100,000 36,346.56 Reserve Funds Account Ending Face Value Accrued Number Institution Balance Interest Rate Interest Account CD Balance Accrued Interest 2015A MidWestOne - CD R 2,080,000 0.60% 7,282.85 DMASWA 6,100,000 17,884.86 2010D DuTrac - CD R 525,200 0.50% 3,280.70 City 15,000,000 18,461.70 Totals 2,605,200 10,563.55 21,100,000 36,346.56 U.S. Treasury Bond - Account Ending Face Value Accrued Number Institution L) Balance Interest Rate Interest 2152-1478 LPL Financial C 2,857,751 0.01% 12,303.02 Weighted Yield: 0.364% Totals 2,857,751 12,303.02 Weighted Maturity in Days: 54.2 Unspent Bond Proceed Accounts: Ending APR @ Accrued Bond Issue Institution Balance* Month End Interest* 2012C DB&T C 590,797 0.05% 24.27 2012D DB&T C 474,311 0.05% 19.49 2012F MWO C 164,880 0.75% 57.53 2012H DB&T C 21,574 0.55% 0.88 2014B MWO C 668,752 0.05% 27.48 2014C MWO C 60,201 0.60% 2.62 2016C FB&T C 1,160,595 0.25% 98.57 2019A Collins C 431,959 0.05% 19.58 Institution % of Total Bond Balance 2019B Collins C 253,799 0.05% 10.78 MWO 23.36 893,832.41 2021A MWO C 2,665,348 0.00% 8,084.55 DB&T 28.40 1,086,682.20 2021B MWO C 412,135 0.00% 4,204.38 FB&T 30.33 1,160,595.09 Totals 6,904,350 12,550.13 Collins 17.92 685,757.34 (C) = CITY FUNDS (M) = DUBUQUE METROPOLITAN AREA SOLID WASTE AGENCY (R) = RESERVE FUNDS 100.00% 3,826,867 Manager/Custodian Annual Fees Computation Fiscal YTD - Quarter Ending December 31, 2021 Investment Managers Managerial Fee Schedule Dana 0.25% No Tiers Dubuque Bank & Trust 0.25% No Tiers BTC Capital Midwest One Bank 0.25% No Tiers Total Market Value Annual Fees (1) (2) $ 10,009,171 $ 25,023 25,023 Avg 0.25% YTD Actual Fees $ 5,221 $ 7,978,301 $ 19,946 $ 19,946 Avg 0.25% YTD Actual Fees $ 11,664 $ 10,067,409 $ 25,169 $ 25,169 Avg 0.25% YTD Actual Fees $ 3,524 Custodian fee Schedule Annual fee of $400 for each account plus... 28,054,881 $ 1,600 0.2% on first $1,000,000 of assets for each account 8,000 0.15% on next $1,000,000 of assets for each account 6,000 0.10% on next $1,000,000 of assets for each account 4,000 0.05% on remaining assets for each account 8,027 $ 27,627 Avg 0.10% YTD Actual Fees $ 7,038 Combined Avg Mgmt & Custodial 0.26% Note: (1) Total market value includes accrued interest. (2) Fees are listed on an annual basis.