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Finance - Qtrly Investment RepoMEMORANDUM October 30, 2001 TO: FROM: SUBJECT: The Honorable Mayor and City Council Members Michael C. Van Milligen, City Manager September 30, 2001 Quarterly Investment Report Finance Director Ken TeKippe is transmitting the attached September 30, 2001 Quarterly Investment Report. MCVM/jh Attachment cc: Barry Lindahl, Corporation Counsel Cindy Steinhauser, Assistant City Manager Kenneth J. TeKippe, Finance Director CITY OF DUBUQUE, IOWA MEMORANDUM TO: FROM: RE: DATE: Michael Van Milligen, City Manager Kenneth J. T eKippe, Finance Director September 30, 2001 Quarterly Investment Report October 22, 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 July 1, 2001 through September 30, 2001. The report includes: Cash Investments and Investment Earnings Summary for quarter ended September 30, 2001 and fiscal year to date Schedule of City Funds (2 pages) Monthly Investment 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 September 30, 2001 & Fiscal 2001-02 YTD Carrying Market Value / Unrealized Including Gain (Loss) / Accrued Interest Accrued Interest Description Value Deposits, Change & Petty Cash Funds Checking/Savings Accounts Certificates Of Deposit US Treasury Securities Corporate Stock Investment Advisor Accounts Total Funds 62,075 62,075 0 8,346,905 8,346,905 0 24,593,548 24,928,702 335,154 983,370 986,111 2,741 10,391 93,956 83,565 23,308,553 24,241,683 933,129 57,304,842 58,659,432 1,354,590 Breakdown Metro Total Combined Funds 49,551,185 50,829,583 1,278,398 7,753,657 7,829,849 76,192 57,304~842 58,659,432 1,354,590 Cash Basis Groas Earnings: city McCa Combined Me~ro Combined Net Earnln~a: city Mea'o Combined 749,174 77,583 826,758 37,~31 37,223 1101 110 3%533! 37,333 711,9511 711,951 77,4731 77,473 789,4241 789,424 CITY OF DUBUQUE SCHEDULE OF Crl'¥ FUNDS FOR MON'rH ENDING SEPTEMBER 30, 2001 MANAGED FUNDS PORTFOLIO COMPOSITION COST PERCENTAGE BASIS TOTAL CITY FUNDS PERCENTAGE DANA INVESTMENT ADVISORS, INC.: Cash Mutual Funds COS Government) Cel~ificatcs Of Deposit US Treasury Obligations Federal Agency Obligations 0.00% 0.00 6.94% 534,434.33 0.00% 0.00 0.1t0% 0.00 93,06% 7,164,915.51 100.00% 7,699,349.84 13.44% DUBUQUE BANK & TRUST COMPANY: Cash Mutual Funds (US Goveamnent) Catificates Of Deposit US Treasury Obligations Federal Agency Obligations 0.00% 0.00 5.320/o 409,244.24 0.00% 0.00 0.00% 0.00 94.68% 7,284,187.76 Total 100.00% 7,693,432.00 13.43% FIRSTAR: Cash Mutual Fonds (US Government) Certitlcates Of Deposit US Treasury Obligations Fodend Agency Obligations 0.00% 0.00 10.13% 801,510.83 6.45% 510,875.48 23.49o/o 1,859,409.88 59.93% 4,743,975.30 Total 100.00% GRAND ~ 7,915,771.49 13.81% 23,308,553.33 40.67% BREAKDOWN BY TYPE OF SECURITY: Cash Mutual Fonds (US Govea'nment) Certificates Of Deposit US Treasury Obligations Federal Agency Obligations TOTAL MANA GE~ FO2V/~ 0.00% 0.00 7.49% 1,745,189.40 2.19% 510,875.48 7.98% 1,859,409.88 82.34% 19,193,078.57 100.00% 23,308,553.33 0.00% 3.05% 0.89% 3.24% 33.49% 40.67% Page 1 CITY OF DUBUQUE MONTHLY INVESTMENT SUMMARY Month Ending: Sep-30-01 Managed Combined Dana DB&T Firstar Accounts City Finance Total 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 7.695~283,07 8,1~ 1~066.34 , 8,131~782.39 23,938,131.80 36,120~506.74 60,058,638.54 7,683,265.62 8,167,764,55 8,112,339.78 23,963,369,95 35,187,255.09 59,150,625.04 61,956.61 107,546,66 108,809.42 278,312,69 337,895.39 616,208.08 7,745,222.23 8,275,311.21 8,221,149~20 24,241,682.64 35~525,150.48 59,766,833.12 0.00 0.00 0.00 0,00 (l,107,401.28) (1,107,401.28) 7,745,222.23 ' 8,275,311.21 8 221~149,20 2A 241 682.64 34 417 749.20 58 659 431.84 0.65% 2,02% 1.10% 1.27% (4. 71%) (2.33%) 0.25% 0.82% 0.66% 0.58% (1.67%) (0, 78%) Marketl~tdlce$ 90 Day T-Bills Lehman Aggregate Govt. Bonds Lehman Short Term Govt. Bonds Lehman Intermediate Govt. Bonds Consumer Price Index Current Prime Rate* Average Last Average Last Calendar 3 Months 12 Months Year to Date 5.04% 12.95% 10.67% 12.87% 2.63% 0.91% 4.61% 3.52% 4.97% -0.10% *Rate as of 3.42% 8.39% 7.70% 8.57% 1.71% 6.00% 09~30-01 2 CUSIP No. 912795I~3 Totals Par Value 1,000,000.00 $1,000,000.00 Date City of Dubuque Schedule of U.S. Treasury Securities As of September 30, 2001 Maturity Cost Date Price Basis Yield 02/28/2002 98.337 983,370.00 3.392% $983,370.00 0~3~2001 Da~ ~ Maturi~ Accrued Days 32 Accrued Interest 2,741.21 $2,741.21 Weighted Yield: 3.392% Weighted Maturity: 150.00 Days City of Dubuque Schedule of Certificates of Deposit As of September 30, 2001 Eertificate Purchased Cost Purchase Maturity Last Interest Compounded Days to Accrued Number Fram Basis Date Date Payment Yield Maturity Days 4530 501153 5364 501162 50456 113212 32469 104644 501183 32497 50640 500066 500067 32702 6337 32801 113324 6421 50791 33165 501193 501194 50859 50865 Totals EDSB DB&T EDSB DB&T Liberty AT&S(M) Dupaco AT&S DB&T Dupaco Liberty(M) Premier(M) Premier Dupa~ EDSB Dupaco(M) AT&S EDSB Li~ny Dupaco(M) DB&T DB&T Liberty(M) Liber~(M) 1,033,319.80 10/16/00 10/16/01 04/16/01 6.918% 1,032,606.93 11/16/00 11/16/01 05/16/01 6.690% 1,500,000.00 12/21/00 12/21/01 06/21/01 6.609% 1,000,000.00 01/05/01 01/04/02 07/05/01 6.280% 1,027,621.10 02/20/01 02/20/02 08/20/01 5.570% 1,000,000.00 04/09/01 10/08/01 04/09/01 4.520% 500,000.00 04/16/01 10/16/01 04/16/01 5.000% 1,000,000.00 04/17/01 10/16/01 04/17/01 4.560% 1,000,000.00 04/19/01 10/18/01 04/19/01 4.330% 1,000,000.00 04/19/01 10/18/01 04/19/01 4.280% 1,000,000.00 04/27/01 10/26/01 04/27/01 4.370% 1,000,000.00 05/22/01 11/20/01 05/22/01 4.655% 1,000,000.00 05/22/01 11/20/01 05/22/01 4.655% 1,000,000.00 05/29/01 11/27/01 05/29/01 4.130% 1,000,000.00 06/15/01 12/17/01 06/15/01 4.200% 1,000,000.00 06/21/01 12/20/01 06/21/01 3.860% 1,000,000.00 06/29/01 06/29/02 06/29/01 4.010% 1,000,000.00 07/06/01 01/04/02 07/06/01 3.900% 1,000,000.00 07/13/01 01/11/02 07/13/01 3.770% 1,000,000.00 08/02/01 01/31/02 08/02/01 3.560% 1,500,000.00 08/07/01 02/05/02 08/07/01 3.560% 1,000,000.00 08/09/01 02/07/02 08/09/01 3.540% 1,000,000.00 09/12/01 03/13/02 09/12/01 3.570% 1,000,000.00 09/19/01 09/19/02 09/19/01 3.470% $24,593~547.83 Weighted Yield: 4.603% Weighted Maturity: 16 47 82 96 143 8 16 16 18 18 26 51 51 58 78 81 272 96 103 123 128 130 164 354 92.63 167 137 101 87 41 174 167 166 164 164 156 131 131 124 107 101 93 86 79 59 54 52 18 11 Days Accrued I Interest 31,628.93 25,502.85 26,564.38 14,730.41 6,429.53 21,547.40 11,438.36 20,738.63 19,230.68 19,230.68 18,677.26 16,724.93 16,724.93 14,030.68 12,312.33 10,681.10 10,217.26 9,189.04 8,159.73 5,754.52 7,833.70 5,000.55 1,760.55 1,045.75 $335,154.18 rtificate Descriptions Certificate Purchased City of Dubuque Schedule of Certificates of Deposit As of September 30, 2001 Interest Compounded 4530 EDSB 501153 DB&T 5364 EDSB 501162 DB&T 50456 Liberty 113212 A.T.&S. 32469 Dupaco 104644 Metro A.T.&S. 501183 DB&T 32497 Dupaco 50640 Metro Liberty 500066 Metro Premier 500067 Premier 32702 Dupaco 6337 EDSB 32801 Metro Dupaeo 113324 A.T.&S. 6421 EDSB 50791 Liberty 33165 Metro Dupaco 501193 DB&T 501194 DB&T 50859 Metro Liberty 50865 Metro Liberty Yield Interest Terms 6.69% 6.58% 6.40% 6.18% 5.57% 4.52% 5.00% 4.56% 4.28% 4.28% 4.37% 4.66% 4.66% 4.13% 4.20% 3.860/o 4.01% 3.90% 3.77% 3.56% 3.53% 3.51% 3.57% 3.47% 6.918% 6.690% 6.609% 6.280% 5.570OA 4.520% 5.000% 4.560% 4.330% 4.280% 4.370o/0 4.655% 4.655% 4.130% 4.200% 3.860% 4.010°/o 3.900% 3.770% 3.560% 3.560% 3.540% 3.570% 3.470O/o Eurnin s credited semi-annually and added to principal. Earain s credited semi-annually and added to principal. Eurnic s credited semi-annually and added to principal. Earnings credited semi-annually and added to principal. Earnings credited semi-annually and added to principal. Earnings credited at maturity. Earnings credited at maturity. Earnings credited at maturity. Earnings credited at maturity. Earnings credited at maturity. Earnings credited at maturity. Earnings credited at maturity, Earnings credited at maturity. Eamings credited at maturity. 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 at maturity. Earnings credited at maturity. Earnings credited at maturity. Earnings credited at maturity. Earnin ~ credited semi-annually and added to principal. crrY OF DUBUQUE SCfl~DULE OF Crr¥ FUNDS FOR MONTti ENDING SEPTEMBER CASH Chm~ge Funds ~a~d Petty Cash NPA & Workers Comp Deposit COST BASIS 9,075.00 53,000.00 62,075.00 TOTAL CITY FUNDS PERCENTAGE 0.11% cHECKING / SAVINGS ACCOUNTS: American Trust & Savings Bank (C,e~eral Swee~ A~) American Trust & Savings Ba~k (B~t eroeee0s) American Trust & Savings Bank (Housing P. ehab) Dabuque Bank & Trust Co. (~aem~eao/Le~e Se~ees) Firstar Bank (Oeneran4~am~dAmbuba~5 ~zgs) Liberty ~) Premier 0a~lity) Total 1,723,349.87 3,161,159.67 147,907.98 3,043,752.62 246,334.22 t9,221.23 5,179.39 8,346,904.98 14.57% CERTIFICATES OF DEPOSIT: American Trust & Savings Bank Dupaeo Community Credit Union Dubuque Bank & Trust Co. East Dubuque Savings Bank Liberty Bank Premier Bank 3,000,000.00 4,500,000.00 5,532,606.93 4,533,319.80 5,027,621.10 2,000,0O0.0O 24,593,547.83 42.92% U.S. TREASURY OBLIGATIONS 983,370.00 1.72% CORPORATE STOCK ¢,yon~ eeo~y Trast) 10,390.70 0.02% TOTAL O'I'H g~R. FUNDS ~,996,~ma.st 59.33% 57,3o4,841.84 lO0.0O% [RECAP OF PORTFOLIO PERCENTAGES CASH CHECKING/SAVINGS ACCTS MUTUAL FUNDS (U.S. GOVERNMENT) CERTIFICATES OF DEPOSIT U.S. TREASURY OBLIGATIONS FEDERAL AGENCY OBLIGATIONS CORPORATE STOCK MANAGED FUNDS 0.00% 0.00% 3.05% 0.89% 3.24% 33.49% 0.00% OTHER FUNDS 0.1t% 14.57% 0.0O% 42.92% 1.72% 0.00% 0.02% COMBINED TOTAL 0.11% 14.57% 3.05% 43.81% 4.96% 33.49% 0.02% 40.67% 59.33% 100.00% Page 2