Loading...
Quarterly Investment Report for September 30, 2015 Copyright 2014 City of Dubuque Consent Items # 17. ITEM TITLE: Quarterly Investment Report for September 30, 2015 SUMMARY: City Manager transmitting the Quarterly Investment Report for September 30, 2015. SUGGESTED DISPOSITION: Suggested Disposition: Receive and File ATTACHMENTS: Description Type ❑ September 30, 2015 Quarterly Investment Report-MVM Memo City Manager Memo ❑ September 30, 2015 Quarterly Investment Report 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 Interest Supporting Documentation THE CITY OF Dubuque UBE I erica .i Masterpiece on the Mississippi 2007-2012-2013 TO: The Honorable Mayor and City Council Members FROM: Michael C. Van Milligen, City Manager SUBJECT: September 30, 2015 Quarterly Investment Report DATE: November 9, 2015 Finance Director Ken TeKippe is transmitting the September 30, 2015 Quarterly Investment Report. // 'zj� k�4 Mic ael C. Van Milligen MCVM:jh Attachment cc: Barry Lindahl, City Attorney Cindy Steinhauser, Assistant City Manager Teri Goodmann, Assistant City Manager Kenneth J. TeKippe, Finance Director THE CITY OF Dubuque AII-Ame1 rica City DUB9kE r Masterpiece on the Mississippi 2007.2012.2013 TO: Michael C. Van Milligen, City Manager FROM: Kenneth J. TeKippe, Finance Director RE: September 30, 2015 Quarterly Investment Report DATE: November 6, 2015 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, 2015 through September 30, 2015. The report includes: Cash Investments and Investment Earnings Summary for quarter ended September 30, 2015 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 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. KT/em I Enclosures CITY OF DUBUQUE Cash, Investments and Investment Earnings Summary For The Quarter Ended September 30, 2015 And Fiscal Year To Date Market Value / Unrealized Carrying Including Gain (Loss) / Description Value Accrued Interest Accrued Interest Change & Petty Cash Funds 16,702 16,702 - Checking/Savings Accounts 8,311 ,857 8,311 ,857 - High Yield Savings Accounts 1 ,017,570 1 ,017,570 - Unspent Bond Proceeds 48,983,478 48,983,478 - Certificates Of Deposit 10,000,000 10,009,006 9,006 US Treasury Securities 2,015,125 2,763,572 748,447 Corporate Stock (EB Lyons Trust) 11 ,514 86,882 75,368 Investment Advisor Accounts 26,446,180 26,638,369 192,190 Total Funds 96,802,426 97,827,436 1,025,010 Breakdown City 84,091 ,610 85,107,615 1 ,016,004 Metro 12,710,815 12,719,821 9,006 Total Combined Funds 96,802,426 97,827,436 1,025,010 Cash Basis Quarter Year-To-Date Gross Earnings: City 139,384 139,384 Metro 3,784 3,784 Combined 143,168 143,168 Investment Fees: City 23,125 23,125 Metro 117 117 Combined 23,242 23,242 Net Earnings: City 116,259 116,259 Metro 3,667 3 667 Combined 119,926 119,926 onj FV123DATAAFin an ceAInvestmentsVInvestments 16AMonthly ReportsVCouncil Summary-x2016 1182015 City of Dubuque FY 16 Schedule of City Funds September 2015 TOTAL COST CITYFUNDS City Managed Funds BASIS PERCENTAGE CASH: Change and Petty Cash Funds 16,702 Health Fund Deposit 150,000 Prescription Fund Deposit 75,000 Workers Comp Deposit 10,000 Hometown Deposit 1,000 Total 252,702 0.3% CHECKING I SAVINGS ACCOUNTS: American Trust&Savings Bank(General) 417,869 American Trust&Savings Bank(Housing Rehab&section e) 110,322 Dubuque Bank&Trust(Generatmnetroicredip 6,795,761 Dubuque Bank&Trust(cable Franchise Equipment Fund) 691,352 US Bank (General/Ambulance) 9,009 Premier(utility) 5,761 East Dubuque Savings Bank(Utility) 9,191 Dubuque Bank&Trust Police Forfeiture Funds 37,593 BBVA Compass 0 Total 8,076,856 11.1% UNSPENT BOND PROCEED INVESTMENT ACCOUNTS: AT&S Series 2010A 370,711 AT&S Series 2010B 344,506 DB&T Series 2011A 330,241 DB&T Series 2012B 2,445,864 DB&T Series 2012C 823,346 DB&T Series 2012D 1,068,928 DB&T Series 2012E 1,251,782 AT&S Series 2012F 482,747 DB&T Series 2012H 1,593,128 AT&S Series 2014A 2,954,240 AT&S Series 2014B 14,016,112 AT&S Series 2014C 2,421,617 AT&S DMASWA 2,396,134 AT&S Series 2015A 7,961,669 Fidelity Series 2015A 10,522,454 Total 48,983,478 67.6% CERTIFICATES OF DEPOSIT: AT&S 3,000,000 DB&T 2,800,000 FB&T 900,000 EDSB 3,300,000 Total 10,000,000 13.8% HIGH YIELD SAVINGS ACCOUNTS: East Dubuque Savings Bank(Advantage savings) 1,017,570 1,017,570 1.4% U.S. TREASURY OBLIGATIONS: Debt Service Reserve Fund Required for Port Ramp 2,015,125 Total 2,015,125 2.8% Bond Reserve: Sales Tax Increment Rev Bond Reserve 2,086,674 Total 2,086,674 2.9% F...1 City of Dubuque FY 16 Schedule of City Funds September 2015 CORPORATE STOCK(Lyons Peony Trust): 11,514 Total 11,514 0.0% TOTAL CITY MANAGED FUNDS 72,443,919 73.3% FINANCIAL ADVISORS MANAGED FUNDS PORTFOLIO TOTAL COMPOSITION COST CITYFUNDS PERCENTAGE BASIS PERCENTAGE DANA INVESTMENT ADVISORS, INC: Cash and Equivalents 4.3% 262,526 US Treasury Obligations 0.0% 0 US Agencies 26.9% 1,648,889 Mortgaged Backed Securities 68.8% 4,218,818 Total 100.0% 6,130,233 23.2% DUBUQUE BANK&TRUST: Cash and Equivalents 3.4% 266,867 US Treasury Obligations 96.6% 7,647,391 US Agencies 0.0% 0 Mortgaged Backed Securities 0.0% 0 Total 100.0% 7,914,258 29.9% FIRST COMMUNITY TRUST: Cash and Equivalents 2.1% 107,436 US Treasury Obligations 0.0% 0 US Agencies 91.4% 4,648,000 Mortgaged Backed Securities 6.5% 330,666 Total 100.0% 5,086,102 19.2% US BANK: Cash and Equivalents 27.5% 2,008,376 US Treasury Obligations 0.0% 0 US Agencies 70.8% 5,182,183 Mortgaged Backed Securities 1.7% 125,027 Total 100.0% 7,315,587 27.7% GRAND TOTAL 26,446,180 26.7% Cash& Equivalents 10.0% 2,645,206 US Treasury Obligations 28.9% 7,647,391 US Agencies 43.4% 11,479,072 Mortgage Backed Securities 17.7% 4,674,511 TOTAL FINANCIAL ADVISORS MANAGED FUNDS 100.0% 26,446,180 TOTAL CITY FUNDS 98,890,099 100.0% RECAP OF PORTFOLIO PERCENTAGES Managed City Combined CASH&EQUIVALENTS 3% 0% 3% CHECKING/SAVINGS ACCTS 0% 59% 59% MORTGAGE BACKED SECURITIES 5% 0% 5% CERTIFICATES OF DEPOSIT 0% 10% 10% U.S.TREASURY OBLIGATIONS 8% 2% 10% FEDERAL AGENCIES 12% 0% 12% Total 27% 71% 98% P. 2 CITY OF DUBUQUE MONTHLY INVESTMENT SUMMARY Month Ending: 09/30/15 First Community Managed Combined Dana DB&T Trust US Bank Accounts City Finance Total COST BASIS ANALYSIS Cost Basis Prior Month 6,124,801 7,916,517 5,080,613 7,316,748 26,438,679 77,576,627 104,015,306 Additions: Interest Earnings 8,330 1 7,848 14,644 30,823 36,012 66,834 Realized Gains(Losses) (2,355) (800) (13,704) (16,859) (16,859) Total Additions 5,975 1 7,047 940 13,964 36,012 49,975 Subtractions: Management Fees (1,646) (1,061) (1,514) (4,221) (4,221) Custodian Fees (543) (615) (496) (588) (2,242) (2,242) Bank Charges (588) (588) Total Subtractions (543) (2,261) (1,557) (2,102) (6,463) (588) (7,052) Cost Basis Current Month 6,130,233 7,914,258 5,086,102 7,315,587 26,446,180 77,612,050 104,058,230 Net Cash Receipts&(Disbursements) (4,176,528) (4,176,528) Ending Cost Basis Balance 6,130,233 7,914,258 5,086,102 7,315,587 26,446,180 73,435,523 99,881,702 MARKET VALUE ANALYSIS Investment Market Value Prior Month(Adjusted for Accruals) 6,223,367 7,940,936 5,111,990 7,292,949 26,569,243 78,360,587 104,929,830 Investment Market Value Current Month 6,212,823 7,937,164 5,131,284 7,291,418 26,572,689 74,247,035 100,819,723 Accrued Interest Current Month 12,417 16,617 17,599 19,047 65,680 12,675 78,355 Market Value Adjusted for Accruals 6,225,240 7,953,781 5,148,884 7,310,465 26,638,369 74,259,709 100,898,079 Portfolio Returns(computed by Investment Ma rapers) Monthly Return Gross of Fees 0.06% 0.19% 0.77% 0.27% Monthly Return Net of Fees 0.04% 0.16% 0.74% 0.24% Total Return Calendar Year to Date 2015 Gross 0.72% 0.69% 2.56% 1.00% Effective Duration in Years 0.80 0.82 3.45 1.85 Market Indices Average Last Calendar Last Last Month Year to Date 12 Months 3 Years Barclays 90 Day T-Bills 0.02% 0.04% 0.05% 0.07% Barclays Short Term 1-3 Yr Govt.bonds 0.30% 1.01% 1.20% 0.70% Barclays Intermediate Govt bonds 0.75% 2.03% 3.00% 1.10% Barclays Government Bonds 0.85% 1.79% 3.68% 1.30% Current Prime Rate 3.25% City of Dubuque Schedule of Certificates of Deposit,Accrued Interest, High Yield Savings Accounts& Unspent Bond Proceeds As of September 30, 2015 Certificates of Deposit: Certificate Cost Purchase Maturity Interest Days to Accrued Accrued Number Institution qM Basis Date Date Rate Maturity Days Interest 27944 EDSB M 800,000 03/05/15 10/06/15 0.42% 6 209 1,937.69 27981 EDSB M 600,000 04/16/15 11/02/15 0.45% 33 167 1,243.58 123699 FB&T M 900,000 05/11/15 12/03/15 0.46% 64 142 1,617.63 28016 EDSB M 900,000 06/08/15 01/14/16 0.42% 106 114 1,183.41 4214 EDSB M 800,000 07/07/15 02/02/16 0.50% 125 85 931.51 28083 EDSB M 1,000,000 08/03/15 03/10/16 0.52% 162 58 827.89 4278 DB&T C 2,000,000 09/18/15 03/17/16 0.55% 169 12 361.64 5099905126 AT&S M 1,000,000 09/04/15 04/11/16 0.62% 194 26 442.36 5354670878 AT&S C 2,000,000 09/16/15 05/27/16 0.60% 240 14 460.27 Totals 10,000,000 9,005.98 Account CD Balance Accrued Interest Weighted Yield: 0.525% DMASWA 6,000,000 8,184.07 Weighted Maturity in Days: 145.2 City 4,000,000 821.91 10,000,000 9,005.98 High Yield Savings Account Account aM Ending APR @ Accrued Number I Institution Balance Month End Interest 44444116 EDSB C 1,018,278 0.22% 191.93 Totals 1,018,278 191.93 U.S. Treasury Bond Account c/M Ending I Face Value Accrued Number Institution Balance Interest Rate Interest 2152-1478 LPL Financial C 2,751,269 4.75% 12,303.02 Totals 2,751,269 12,303.02 Unspent Bond Proceed Investment Accounts: Unspent Bond Proceed Reserve Accounts: Ending APR Ending APR Bond Issue Institution CIM Balance Month End Bond Issue Institution CIM Balance Month End 2010A AT&S C 370,772 0.20% Reserve Fund FB&T C 2,089,247 1.50% 2010B AT&S C 344,563 0.20% 2011A DB&T C 330,241 0.30% 2012B DB&T C 2,445,864 0.32% 2012C DB&T C 823,577 0.33% 2012D DB&T C 1,069,250 0.34% 2012E DB&T C 1,251,782 0.17% 2012F AT&S C 482,866 0.30% 2012H DB&T C 1,593,128 0.17% 2014A AT&S C 2,955,415 0.48% 2014B AT&S C 14,024,069 0.52% 2014C AT&S C 2,422,758 0.48% DMASWA AT&S M 2,397,311 0.45% 2015A AT&S C 7,964,940 0.50% 2015A FB&T C 10,531,102 0.68% Totals 49,007,639 Totals 2,089,247 (C)=CITY FUNDS (M)=DUBUQUE METROPOLITAN AREA SOLID WASTE AGENCY Print Date:1021/2015