Loading...
March 31, 2022 Quarterly Investment ReportCity of Dubuque City Council Meeting Consent Items # 04. Copyrighted May 16, 2022 ITEM TITLE: March 31, 2022 Quarterly Investment Report SUMMARY: City Manager transmitting the March 31, 2022, 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: March 31, 2022 Quarterly Investment Report DATE: May 9, 2022 Dubuque WAWca 914 ii 2007-2012.2013 2017*2019 Director of Finance and Budget Jennifer Larson is transmitting the March 31, 2022, Quarterly Investment Report. 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 Dubuque THE CITY OF AII•America City DUB E 13 Masterpiece on the Mississippi Zoo�.o �P pp 2017*20*2019 TO: Michael C. Van Milligen, City Manager FROM: Jennifer Larson, Director of Finance and Budget RE: March 31, 2022 Quarterly Investment Report DATE: April 28, 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 January 1, 2022 through March 31, 2022. The report includes: Cash Investments and Investment Earnings Summary for quarter ended March 31, 2022 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 March 31, 2021 And Fiscal Year To Date Market Value / Carrying Including Description Value Accrued Interest Change & Petty Cash Funds 900,944 900,944 Checking/Savings Accounts 78,399,790 78,399,790 Unspent Bond Proceeds 5,944,562 5,944,562 Certificates Of Deposit 45,100,000 45,127,820 US Treasury Securities 2,015,125 2,645,129 Corporate Stock (EB Lyons Trust) 11,514 83,867 Investment Advisor Accounts 28,216,450 27,186,982 Reserve Accounts 2,605,200 2,619,488 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 27,820 630,004 72,353 (1,029,468) 14,288 163,193,584 162,908,581 (285,003) 114,340,934 48,852,650 114,050,918 48,857,664 (290,016) 5,014 163,193,584 162,908,581 (285,003) Quarter Year -To -Date 406,322 17,063 406,322 17,063 423,385 423,385 42,490 823 42,490 823 43,313 43,313 363,832 16,240 363,832 16,240 380,072 380,072 City of Dubuque Schedule of City Funds As of March 31, 2022 TOTAL COST CITY FUNDS CITY MANAGED FUNDS BASIS PERCENTAGE CASH: Change and Petty Cash Funds 15,481 Health Fund Deposit 240,000 Prescription Fund Deposit 75,000 Hometown Bank 560,463 Short Term Disability 10,000 Total 900,944 0.55% CHECKING I SAVINGS ACCOUNTS: MidWestOne Bank (General) 15,206,598 MidWestOne Bank (Section 8) 657,026 Dubuque Bank & Trust (General/Metro/Credit) 28,965,942 Dubuque Bank & Trust (Cable Franchise Equipment Fund) 1,171,211 US Bank (General) 21,444 Fidelity Bank & Trust (utility) 31,481 Dubuque Bank & Trust Police Forfeiture Funds 150,148 Collins Community Credit Union 30,706,772 Collins Community Credit Union (Metro) 1,489,168 Total 78,399,790 48.04% UNSPENT BOND PROCEED INVESTMENT ACCOUNTS: (LESS ACCRUED INTEREST) DB&T Series 2012C 590,848 DB&T Series 2012D 474,351 MWO Series 2012F 164,960 DB&T Series 2012H 21,575 MWO Series 2014B 666,671 MWO Series 2014C 55,154 Fidelity Series 2016C 1,160,783 Collins CCU Series 2019A 306,247 Collins CCU Series 2019B 253,819 MWO Series 2021A 1,838,228 MWO Series 2021B 411,927 Total 5,944,562 3.64% CERTIFICATES OF DEPOSIT: MWO 4,080, 000 DB&T 24,000,000 CCCU 0 Dupaco 0 Dutrac 14,020,005 FB&T 0 Premier 0 US Bank 3,000,000 Total 45,100,005 27.64% U.S. TREASURY OBLIGATIONS: Debt Service Reserve Fund Required for Port Ramp 2,015,125 Total 2,015,125 1.23% RESERVES: Sales Tax Increment Rev Bond Reserve (series 2015A) 2,080,000 Water Debt Bond Reserve (2010D) 525,200 Total 2,605,200 1.60% CORPORATE STOCK (Lyons Peony Trust): 11,514 Total 11,514 0.01% TOTAL CITY MANAGED FUNDS 134,977,139 82.71 % Page 1 City of Dubuque Schedule of City Funds As of MaMRTFO M TOTAL COMPOSITION COST CITY FUNDS FINANCIAL ADVISORS MANAGED FUNDS PERCENTAGE BASIS PERCENTAGE DANA INVESTMENT ADVISORS, INC: Cash and Equivalents 4.8% 484,959 US Treasury Obligations 0.0% 0 US Agencies 45.3% 4,548,398 Mortgaged Backed Securities 49.9% 5,004,528 Total 100.0% 10,037,885 6.15% DUBUQUE BANK & TRUST: Cash and Equivalents 0.7% 58,329 US Treasury Obligations 99.3% 8,009,492 US Agencies 0.0% 0 Mortgaged Backed Securities 0.0% 0 Unsettled Trades 0.0% 0 Total 100.0% 8,067,821 4.94% 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 1.6% 157,040 US Treasury Obligations 0.0% 0 US Agencies 98.4% 9,944,539 Mortgaged Backed Securities 0.0% 9,164 Total 99.9% 10,110,743 6.20% TOTAL FINANCIAL ADVISORS MANAGED FUNDS 28,216,450 17.29% BREAKDOWN BY TYPE OF SECURITY: Cash & Equivalents 2.5% 700,328 US Treasury Obligations 28.4% 8,009,492 US Agencies 51.4% 14,492,937 Mortgage Backed Securities 17.8% 5,013,693 Unsettled Trades 0.0% 0 Total 100.0% 28,216,450 TOTAL CITY FUNDS 163,193, 589 100.00% RECAP OF PORTFOLIO PERCENTAGES Managed City Combined CASH & EQUIVALENTS 0.43% 0.55% 0.98% CHECKING / SAVINGS ACCTS 0.00% 53.28 % 53.28% MORTGAGE BACKED SECURITIES 3.07 % 0.00% 3.07 % CERTIFICATES OF DEPOSIT 0.00% 27.64% 27.64 U.S. TREASURY OBLIGATIONS 4.91 % 1.23 % 6.14 FEDERAL AGENCIES 8.88 % 0.00% 8.88% OTHER 0.00% 0.01 % 0.01 % Total 17.29% 82.71 % 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 10,031,920 8,067,729 (0) 0 10,105,193 Additions: Interest Earnings 9,853 2,063 0 0 6,097 Capital Addition 0 0 0 0 0 NonCash Activity 0 0 0 0 0 Realized Gains (Losses) (3,474) 0 0 0 (81) Total Additions 6,379 2,063 0 0 6,016 Subtractions: Management Fees 0 (1,645) 0 0 0 Custodian Fees (413) (327) 0 0 (412) Withdrawal 0 0 0 0 0 Capital Withdrawals 0 0 0 0 (54) Total Subtractions (413) (1,972) 0 0 (466) Cost Basis Current Month 10,037,886 8,067,821 (0) 0 10,110,743 Net Cash Receipts & (Disbursements) Ending Cost Basis Balance 10,037,886 8,067,821 (0) 0 10,110,743 MARKET VALUE ANALYSIS Investment Market Value Prior Month (Adjusted for Accrl 9,920,566 7,855,978 0 0 0 Investment Market Value Current Month 9,817,444 7,662,065 0 0 9,658,259 Accrued Interest Current Month 15,559 9,708 23,947 Market Value Adjusted for Accruals 9,833,003 7,671,774 0 0 9,682,206 Portfolio Returns (computed by Investment Managers) Monthly Return Gross of Fees (0.92%) (2.34%) 0.00% 0.00% Monthly Return Net of Fees (0.94%) (2.36%) 0.00% 0.00% Total Return Calendar Year to Date - Gross 0.29% (3.84%) 0.00% 0.00% Effective Duration in Years 1.62 3.37 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 0.03 % 0.04 % -0.06 % 0.81 % BBgBarc US Govt 1-3 Yr TR USD -1.41 % -2.50 % -3.03 % 0.84 % BBgBarc US Govt Interm TR USD -2.51 % 1 -4.19 % -4.16 % 1.03 % BBgBarc US Govt TR USD -3.09 % -5.53 % -3.69 % 1.40 % Current Prime 3.25 % Total Managed Accounts Month Ending: 03/31/22 Combined City Finance Total 28, 204, 842 127, 283, 459 18,013 48,669 0 (3,555) 14,458 48,669 (1,645) (1,151) (730) (54) (2,850) (730) 28,216,450 127,331,398 7,645,741 28,216,450 134,977,139 0 27,678,887 27,137,769 134,886,865 49,213 90,274 27,186,982 134,977,139 155,488,301 66,683 0 (3,555 63,127 (1,645) (1,151) (730) (54) I� 5Rm 7,645,741 163,193,589 0 162,U24,634 139,487 162,164,121 City of Dubuque Schedule of Certificates of Deposit, Accrued Interest, High Yield Savings Accounts & Unspent Bond Proceeds As of March 31, 2022 Certificates of Deposit: Certificate Cost Purchase Maturity Interest I Days to I Accrued Accrued 219056 DuTrac M 1,000,000 10/11/21 04/11/22 0.330% 11 171 1,546.03 128 DuTrac M 400,000 10/14/21 04/14/22 0.290% 14 168 533.92 129 DuTrac M 500,000 11/03/21 05/04/22 0.290% 34 148 587.95 130 DuTrac M 500,000 11/30/21 05/31/22 0.220% 61 121 364.66 131 DuTrac M 500,000 12/06/21 06/06/22 0.270% 67 115 425.34 1 B DuTrac M 500,000 12/20/21 06/20/22 0.260% 81 101 359.73 988965905803 DB&T C 24,000,000 01/03/22 07/03/22 0.250% 94 87 14,301.37 2A DuTrac M 400,000 01/11/22 07/13/22 0.300% 104 79 259.73 8B DuTrac M 500,000 01/12/22 07/13/22 0.300% 104 78 320.55 9C DuTrac C 1,000,000 02/01/22 08/01/22 0.400% 123 58 635.62 10C DuTrac C 1,000,000 02/01/22 08/01/22 0.400% 123 58 635.62 11C DuTrac C 1,000,000 02/01/22 08/01/22 0.400% 123 58 635.62 12C DuTrac C 1,000,000 02/01/22 08/01/22 0.400% 123 58 635.62 13C DuTrac C 1,000,000 02/01/22 08/01/22 0.400% 123 58 635.62 14C DuTrac C 1,000,000 02/01/22 08/01/22 0.400% 123 58 635.62 15C DuTrac C 1,000,000 02/01/22 08/01/22 0.400% 123 58 635.62 16C DuTrac C 1,000,000 02/01/22 08/01/22 0.400% 123 58 635.62 17C DuTrac C 1,000,000 02/01/22 08/01/22 0.400% 123 58 635.62 18C DuTrac C 1,000,000 02/01/22 08/01/22 0.400% 123 58 635.62 19A DuTrac M 400,000 02/02/22 08/03/22 0.300% 125 57 187.40 21A DuTrac M 400,000 02/02/22 08/03/22 0.300% 125 57 187.40 433085481 USB C 1,000,000 02/28/22 08/29/22 0.500% 151 31 424.66 433085482 USB C 1,000,000 02/28/22 08/29/22 0.500% 151 31 424.66 433085483 USB C 1,000,000 02/28/22 08/29/22 0.500% 151 31 424.66 DDDD MidWestOne C 1,000,000 02/28/22 08/29/22 0.510% 151 31 433.15 EEEE MidWestOne C 1,000,000 02/28/22 08/29/22 0.520% 151 31 441.64 31B DuTrac M 1,000,000 03/15/22 09/13/22 0.550% 166 16 241.10 Totals 45,100,000 27,820.15 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% 10,360.11 DMASWA 6,100,000 5,013.81 201 OD DuTrac - CD R 525,200 0.50% 3,928.21 City 39,000,000 22,806.34 Totals 2,605,200 14,288.32 45,100,000 27,820.15 Totals 2,645,129 11,974.73 Bond Proceed Accounts: Bond Issue I Institution I u I Balance* I Month End I Interest` 2012C DB&T C 590,848 0.05% 22.67 2012D DB&T C 474,351 0.05% 18.19 2012F MWO C 164,960 0.75% 42.03 2012H DB&T C 21,575 0.55% 0.88 2014B MWO C 666,671 0.05% 1,625.64 2014C MWO C 55,154 0.60% 2.31 2016C FB&T C 1,160,783 0.25% 98.59 2019A Collins C 306,247 0.05% 13.01 2019E Collins C 253,819 0.05% 10.78 2021A MWO C 1,838,228 0.00% - 2021B MWO C 411,927 0.00% - Totals 5,944,562 1,834.10 (C) = CITY FUNDS (M) = DUBUQUE METROPOLITAN AREA SOLID WASTE AGENCY (R) = RESERVE FUNDS Weighted Yield: 0.323% Weighted Maturity in Days: 105.1 Institution % of Total Bond Balance MWO 24.00 886,784.44 DB&T 29.42 1, 086, 773.55 FB&T 31.42 1,160, 782.70 Collins 15.16 560,066.12 100.00% 3,694,407 Manager/Custodian Annual Fees Computation Fiscal YTD - Quarter Ending March 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) $ 9,833,003 $ 24,583 24,583 Avg 0.25% YTD Actual Fees $ 8,348 $ 7,671,774 $ 19,179 $ 19,179 Avg 0.25% YTD Actual Fees $ 14,965 $ 9,682,206 $ 24,206 $ 24,206 Avg 0.25% YTD Actual Fees $ 6,036 Custodian fee Schedule Annual fee of $400 for each account plus... 27,186,982 $ 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 7,593 $ 27,193 Avg 0.10% YTD Actual Fees $ 10,513 Combined Avg Mgmt & Custodial 0.26% Note: (1) Total market value includes accrued interest. (2) Fees are listed on an annual basis.