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Quarterly Investment Report 3 31 12Masterpiece on the Mississippi TO: The Honorable Mayor and City Council Members FROM: Michael C. Van Milligen, City Manager SUBJECT: March 31, 2012 Quarterly Investment Report DATE: April 20, 2012 Dubuque bierd All-America City 1 2007 Finance Director Ken TeKippe is transmitting the March 31, 2012 Quarterly Investment Report. Michael C. Van Milligen MCVM:jh Attachment cc: Barry Lindahl, City Attorney Cindy Steinhauser, Assistant City Manager Kenneth J. TeKippe, Finance Director Masterpiece on the Mississippi TO Michael C Van Milligen, City Manager FROM Kenneth J TeKippe, Finance Director DATE April 20, 2012 SUBJECT March 31,2012 Quarterly Investment Report Dubuque had NI- America City 'I 1 1 I' 2007 INTROD UCTION 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, 2012 through March 31, 2012 The report includes Cash Investments and Investment Earnings Summary for quarter ended March 31 , 2012 and fiscal year to date Schedule of City Funds Monthly Investment Summary Schedule of Certificates of Deposit and Accrued Interest The valuations reflect the same basis that the assets are carried on the financial records of the Cay The City of Dubuque is in compliance with the Investment Policy ACTION TO BE TAKEN This report is for your review and filing with the Honorable Mayor and City Council Prepared by KT /eml Enclosures CITY OF DUBUQUE Cash, Investments and Investment Earnings Summary For The Quarter Ended March 31, 2012 And Fiscal Year To Date Description Carrying Value Market Value / Including Accrued Interest Unrealized Gain (Loss) / Accrued Interest Deposits, Change & Petty Cash Funds Checking /Savings Accounts Certificates Of Deposit US Treasury Securities Corporate Stock Investment Advisor Accounts 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 11,571 35,542,263 10,000,000 2,015,125 11,514 27,071,571 11,571 35,544,790 10,004,360 2,579,454 77,332 27,537,535 2,527 4,360 564,329 65,818 465,964 74,652,044 75,755,042 1,102,998 64,476,299 10,175,745 74,652,044 65,574,936 10,180,106 75,755,042 1,098,638 4,360 1,102,998 Quarter Year -To -Date 207,614 650,894 8,565 30,585 216,178 681,480 33,068 96,861 158 527 33,226 97,388 174,546 554,033 8,407 30,058 182,953 584,092 City Managed Funds CASH: Change and Petty Cash Funds Health Fund Deposit Prescription & Workers Comp Deposits of Dubuque Schedule ot?ibi Funds Vdarch 2012 Total TOTAL COST CIYYFUNDS BASIS PERCENTAGE 11,571 150,000 85,000 246,571 CHECKING 1 SAVINGS ACCOUNTS: American Trust & Savings Bank ii,erienli 40,498 American Trust & Savings Bank iHou u POM1ro e section e, 236,478 Dubuque Bank & Trust , benei,I'11e0o,Leewe, 1,559,177 Dubuque Bank & Trust n. onunlOW aide POM1ro e Etm, De., 125,325 Dubuque Bank & Trust n_ role Fr,ntl„ :e E,rv,rtrent Fww, 235,287 US Bank Ken. RI,Arribukricei 8,182 Premier, emm„ 4,129 Liberty 5,100 East Dubuque Savings Bank mu, 5,936 State Central amu, 517 BBVA Compass (62) Total 2,220,567 BOND PROCEEDS: DB &T Series 2009A DB &T Series 2009B AT &S Series 2010A AT &S Series 2010B AT &S Series 2010C Liberty Bank Series 2010D US Bank Series 2010F Capital Loan Notes DB &T Series 2011A DB &T Series 2011 B DB &T Series 2012A DB &T Series 2012B CERTIFICATES OF DEPOSIT: Dubuque Bank & Trust EDSB HIGH YIELD SAVINGS ACCOUNTS: Dubuque Bank & Trust, wero,oro East Dubuque Savings Bank,Ad.,rn„ue s,.,n u_, U.S TREASURY OBLIGATIONS: Debt Service Reserve Required for Port Ramp CORPORATE STOCK, Lon: Pen, Trull TOTAL OTHER FUNDS 350,704 1,255,826 863,445 2,652,800 817,562 841,098 1,065,313 3,069,016 891,596 4,360,913 5,528,196 Total 21,696,468 9,000,000 1,000,000 Total 10,000,000 Total Total 10,644,282 745,946 11,390,228 2,015,125 2,015,125 0 3% 3 0% 29 1% 13 4% 153% 2 7% 11,514 11,514 00% 47,580,474 63.7% FYI2 FINANCIAL ADVISORS MANAGED FUNDS DANA INVESTMENT ADVISORS, INC: Cash and Equivalents US Treasury Obligations US Agencies Mortgaged Backed Securities DUBUQUE BANK & TRUST: Cash and Equivalents US Treasury Obligations Mutual Funds Mortgaged Backed Securities FIRST COMMUNITY TRUST: Cash and Equivalents US Treasury Obligations US Agencies Mortgaged Backed Securities US BANK: Cash and Equivalents US Treasury Obligations US Agencies Mortgaged Backed Securities City of GUbuque Schedule 01 ?Itv Funds March 2012 Total Total Total Total GRAND TOTAL BREAKDOWN BY TYPE OF SECURITY: Cash Mortgage Backed Securities US Treasury Obligations US Agency Obligations Mutual Funds TOTAL FINANCIAL ADVISOR MANAGED FUNDS TOTAL CITY FUNDS PORTFOLIO TOTAL COMPOSITION COST CITYFUNDS PERCENTAGE BASIS PERCENTAGE 65% 408,101 303% 1,916,532 0 0% 632% 3 991 216 1000% 6315,849 3 7% 298,240 74 3% 6,027,702 220% 1,788,085 0 0% 1000% 8114,027 11 5% 591,756 0 0% 881% 4515,210 03% 17,676 1000% 5,124,642 41% 308,315 0 0% 95 8% 7,201,439 01% 7,298 1000% 7517,053 27,071,571 5 9% 1,606,413 148% 4,016,190 294% 7,944234 433% 11,716,648 66% 1,788,085 1000% 27,071,571 8 5% 109% 6 9% 10 1% 36 3% 2 2% 5 4% 106% 157% 2 4% 36 3% 74,652,044 100.0% RECAP OF PORTFOLIO PERCENTAGES Managed City Combined CASH L HE{ I III S SA IIIGS AC CTS r lc!PTbw }E BAOI ED SE{ !PITIES { EPTIFI{ ATES OF DEPOSIT LIS TPEASIJP OiBLIbuTI!:!l FED EP AL AK EIG OiBLIbuTIO'HS FluIuluL FUNDS Total 3646 6446 FYI2 COST BASIS ANALYSIS Cost Basis Prior Month Additions: Interest Earnings Realized Gains (Losses) Capital Deposits Subtractions: Management Fees Custodian Fees Bank Charges Capital Withdrawals Cost Basis Current Month Net Cash Receipts 8 (Disbursements) Ending Cost Basis Balance Dana CITY OF DUBUQUE MONTHLY INVESTMENT SUMMARY DB&T First Community Trust Managed US Bank Accounts Month Ending: City Finance 6,312,77856 8,111,882 19 5,128,921 34 7,504,88938 27,058,471 47 35,762,34738 8,087 25 2,277 70 (91218) (62985) (2,211 05) 14,88292 (75 02) (5 09) 23,036 82 (1,622 14) 0 00 13,757 76 03/31/12 Combined Total 62,820,818 85 36,794 58 (1,622 14) 0 00 Total Additions 7,175 07 1,647 85 (3,551 72) (2,277 70) (55281) (62985) (2,286 07) (1,494 90) (498 47) 14,877 83 21,414 68 (2,11233) (9,43665) (60220) (2,28333) 0 00 13,757 76 (580 88) 35,172 44 (9,436 65) (2,283 33) (580 88) 0 00 Total Subtractions (4,104 53) (2,907 55) MARKET VALUE ANALYSIS Investment Market Value Prior Month i- dio_red mr- arosci Investment Market Value Current Month Accrued Interest Current Month Market Value Adjusted for Accruals Portfolio Returns ** icomputed b, In e _tment ra 3n3gemi Monthly Return Total Return Calendar Year to Date 2012 Effective Duration in Years Market Indices (1,993 37) (2,714 53) (11,719 98) (580 88) 6,315,84910 8,110,62249 5,124,641 90 7,517,05268 27,068,16617 35,775,52426 11,808,353 77 6,315,84910 8,110,62249 5,124,641 90 7,517,05268 27,068,16617 47,580,47353 6,461,86879 8,283,25255 5,161,613 18 7,647,17656 27,553,911 08 36,499,62977 6,442,75619 8,248,54808 5,138,541 11 7,617,36558 27,447,21096 48,198,97638 23,676 38 14,985 71 24,871 83 26,790 02 90,323 94 18,531 30 6,466,43257 8,263,53379 5,163,41294 7,644,15560 27,537,53490 48,217,50768 (12,300 86) 62,843,690 43 11,808,353 77 74,652,044 20 64,053,540 85 75,646,187 34 108,855 24 75,755,042 58 0.23% 0.78% 0.65 (0.20 %) (0.07 %) 2.64 0.07% 0.30% 0.78 0.00% 0.30% 1.76 Average Last Last Calendar Last Month 12 Months Year to Date 3 Years 90 Day T -Bills Lehman Aggregate Govt Bonds Lehman Short Term Govt Bonds Lehman Intermediate Govt Bonds Current Prime Rate 0.01 (0.91 %) (0.05 %) (0.46 %) 3.25% 0.07% 7.89% 1.50% 5.64% 0.04 (1.12 %) (0.38 %) 0.91 0.40% 3.96% 1.70% 3.48% ** Returns poor to fees City of Dubuque Schedule of Certificates of Deposit, Accrued Interest & High Yield Savings Accounts As of March 31, 2012 Certificates of Deposit: Certificate Number Institution C/M Cost Basis Purchase Date Maturity Date Interest Rate Days to Maturity Accrued Days Accrued Interest 2587 DB &T M 1,000,000 01/19/12 07/19/12 0 200% 110 72 39452 2610 DB &T M 1,000,000 02/02/12 08/02/12 0 200% 124 58 317 81 26712 EDSB M 1,000,000 02/17/12 08/17/12 0 230% 139 43 270 96 2666 DB &T M 1,000,000 03/09/12 09/07/12 0 210% 160 22 126 58 2693 DB &T M 1,000,000 03/29/12 09/27/12 0 250% 180 2 13 70 2514 DB &T M 500,000 11/23/11 04/23/12 0 150% 23 129 26507 2489 DB &T M 1,000,000 11/10/11 05/11/12 0 230% 41 142 89479 2515 DB &T M 1,000,000 11/23/11 05/23/12 0 200% 53 129 706 85 2518 DB &T M 1,000,000 12/08/11 06/07/12 0 200% 68 114 624 66 2612 DB &T M 500,000 02/02/12 08/02/12 0 200% 124 58 158 90 2546 DB &T M 1,000,000 12/15/11 06/15/12 0 200% 76 107 586 30 Totals 10, 000, 000 4,360 14 Weighted Yield: 0.210% Weighted Maturity in Days: 102.5 Account CD Balance Accrued Interest DMASWA 10,000,000 4,36014 City 0 0 00 10,000,000 4,36014 Hi Yield Savmas Accounts Account Ending APR @ Accrued Number Institution can Balance Month End Interest 671460 DB &T 44444116 EDSB C 10,644,282 C 745,946 0 300% 0 460% 2,331 74 195 13 11, 390, 228 2,526 87 (M) = DUBUQUE METROPOLITAN AREA SOLID WASTE AGENCY (C) = CITY FUNDS