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HomeMy WebLinkAboutResolution No. 08-074 CITY OF THE COLONY, TEXAS RESOLUTION NO. 08- 07Lf A RESOLUTION OF THE CITY COUNCIL OF THE CITY OF THE COLONY, TEXAS, ACCEPTING THE JUNE 30TH, 2008 QUARTERLY INVESTMENT REPORT PREPARED BY AVALON FINANCIAL SERVICES, WHICH IS ATTACHED HERETO AND INCORPORATED HEREIN AS EXHIBIT "A"; AND PROVIDING AN EFFECTIVE DATE WHEREAS, the quarterly investment report, prepared by Avalon Financial Services, dated June 30, 2008, have been presented to the City Council; and WHEREAS, the City Council has determined it to be in the best interest of the City to have an official record of its acceptance of such documents; and WHEREAS, the City Council hereby accepts the June 30, 2008 Quarterly Investment Report prepared by Avalon Financial Services, which is attached hereto and incorporated herein as Exhibit "A." NOW THEREFORE, BE IT RESOLVED BY THE CITY COUNCIL OF THE CITY OF THE COLONY, TEXAS THAT: Section 1. The City Council hereby accepts the June 30, 2008 Quarterly Investment Report prepared by Avalon Financial Services, which is attached hereto and incorporated herein as Exhibit "A." Section 2. This Resolution shall become effective immediately from and after its passage, as the law and charter in such cases provides. PASSED, APPROVED and EFFECTIVE this$ r-!J.- day of September, 2008. ~ - ~'W~fY\ Christie Wilson, City Secretary OVED AS TO FORM: )r < \ \ (, I') Robert E. Hager, City Atto ey City of The Colony INVESTMENT PORTFOLIO SUMMARY For the Quarter Ended June 30, 2008 The investment portfolio ofthe City is in compliance with the Public Funds Investment Act and the City Investment Policy. ~I ~ tStJO Rebecca Koo, Director of Finance \ Strategy Summary: The Federal Open Market Committee (FOMC) paused with the fed funds target at 2.00%. Continued slow economic performance combined with inflationary pressures influenced the wait-and-see shift. The Futures Market forecasts fed funds target increases late 2008 or early 2009. The positive yield curve encourages continued laddering based on cash flow estimates. Quarterend Results by Investment Category: Asset Tvpe Pools/MMMF Securities Ave. Yield 2.27% 3.07% June 30, 2008 End Book Value End Market Value $44,012,490.27 $44,012,490.27 3,011,218.14 2,998,427.56 $47,023,708.41 $47,010,917.83 March 31,2008 Beain Book Value Beain Market Value $45,207,878.81 $45,207,878.81 3,011,218.14 3,015,013.09 $48,219,096.95 $48,222,891.90 Totals Average Yield (1) Total Portfolio 2.32% Fiscal Year-to-Date Average Yield (2) Total Portfolio 3.22% Rolling Three Mo. Treas. Yield Rolling Six Mo. Treas. Yield 1.65% 2.00% Rolling Three Mo. Treas. Yield Rolling Six Mo. Treas. Yield Average Quarterly TexPool Yield 2.45% 3.04% 3.16% (1) Average Yield calculated using quarter end report yields and adjusted book values and does not reflect a total return analysis or account for advisory fees. (2) Fiscal Year-to-Date Average Yields calculated using quarter end report yields and adjusted book values and does not reflect a total return analysis or account for advisory fees. Treasury Yield Curves 5.50 5.00 4.50 ~ 4.00 ell ~ 3.50 ...... = ~ r:J 3.00 .. ~ ~ 2.50 2.00 ------- --- 1.50 1.00 01: Ic~O ~~~ ~ ~ ~ ~~ ~~~ ~~~ " '"V '? ~ I-June 29, 2007 -March 31, 2008 -June 30,20081 Valley View Consulting, L.L.C. ~ ~<<,) ,~ 7.50 7.00 6.50 6.00 5.50 5.00 0) 4.50 OJ) ~ ...... s:: 4.00 0) u ~ 0) ~ 3.50 3.00 2.50 2.00 1.50 1.00 0.50 US Treasury Historical Yields ~~~~~~~~#~~~~~~~~~~~~~~~#~~~~~~~#~~~$~~~ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ ~ ~ ~ ~ ~ ~ ~ ~ ~ ~ I-Six Month - Two Year -Ten Year I Valley View Consulting. L.L.c. S&P 500 1,750 1,500 1,250 1,000 750 500 250 -- ---- o R> ~ ~Oj ~Oj ~f(j ~f(j ~fl>-~ ~fl>-~ \)~ \)~ \)r-v \)0:> ~ ~ ~ ~ ~f(j ~f(j ~f(j ~f(j ~1>~ ~1>~ ~fl>-~ ~fl>-~ ~ \)'0 ~ ~ ~f(j ~flj ~1>~ ~1>~ \)~ \)~ \)<0 ~ ~ ~ ~f(j ~f(j ~f(j ~fl>-~ ~1>~ )fl>-~ I-s&p 500' Valley View Consulting, L.L.C. Detail of Security Holdings June 30, 2008 Adjusted Original Face\ Book Market Market Life Par Value Value Price Value (days) Yield $43,175,932.28 $43,175,932.28 1.00 $43,175,932.28 1 2.26% 836,429.62 836,429.62 1.00 836,429.62 1 2.54% 128.37 128.37 1.00 128.37 1 1.92% 2,000,000.00 2,011,468.14 99.91 1,998,260.14 228 1.91% 1,000,000.00 999,750.00 100.02 1,000,167.42 367 5.40% $47,012,490.27 $47,023,708.41 $47,010,917.83 18 2.32% (1) (2) Ticket Security Coupon! Settlement Maturity Number Description Rating Discount Date Date TexPool AAAm 2.26% 6/30/2008 7/1/2008 LOGIC AAAm 2.54% 6/30/2008 7/1/2008 WF MMMF 1.92% 6/30/2008 7/1/2008 08=01 FHLB AAA 2.56% 3/19/2008 2/13/2009 07=16 FHLB AAA 5.38% 7/2/2007 7/2/2009 Call Date 7/2/2008 (1) Weighted average life -For purposes of calculating weighted average life, pool investments are assumed to have a one day maturity. (2) Weighted average yield to maturity -The weighted average yield to maturity is based on adjusted book value, realized and unrealized gains/losses and investment advisory fees are not considered. City of The Colony Portfolio Composition Securities 6.40% . . . . . . . .................................. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ..................................... . . . . . . . . . . . . . . . . . . . . . . . . . . . . .................................. . . . . . . . . . . . . . . . . . . . . . . . . . . ............................... . . . . . . . . . . . . . . . . . . . . . . . . ............................ . . . . . . . . . . . . . . . . . . . . . ......................... . . . . . . . . . . . . . . . . . . . ....................... . . . . . . . . . . . . .................... Pools/MMMF 93.60% $60,000,000 $50,000,000 $40,000,000 $30.000,000 $20,000,000 $10,000,000 City of The Colony Total Portfolio $0 1,:/:<- (:;;> ::': >:> [i"::: :::: >:> :':.. f:J 1///:.>: .:::::::: ",:".:.,./ .:>; :::>: ,/,.j .:> I:';; 1':-:::::;: >:>:>::.1 ::::: ~::;1 :.., :.: .::::: :,:.' ::: />: '@!i hi:>:: :.' F:>: ,/ ':,'. 12/31/2006 3/31/2007 6/30/2007 9/30/2007 12/31/2007 3/31/2008 6/30/2008 10 Quarterend Book Value I Adjusted Book Value Comparison March 31, 2008 June 30, 2008 Ticket Security Maturity Original Face/ Adjusted Purchases/ Amort.lCalls/ Original Face/ Adjusted Number Description Date Par Value Book Value Accretions Sales/Maturities Par Value Book Value TexPool 7/1/2008 $44,376,879.31 $44,376,879.31 ($1,200,947.03) $43,175,932.28 $43,175,932.28 LOGIC 7/1/2008 830,999.50 830,999.50 5,430.12 836,429.62 836,429.62 WF MMMF 7/1/2008 128.37 128.37 128.37 08=01 FHLB 2/13/2009 2,000,000.00 2,011,468.14 2,000,000.00 2,011,468.14 07=16 FHLB 7/2/2009 1,000,000.00 999,750.00 1,000,000.00 999,750.00 TOTAL $48,207,878.81 $48,219,096.95 $5,558.49 ($1,200,947.03) $47,012,490.27 $47,023,708.41 Market Value Comparison March 31, 2008 June 30, 2008 Ticket Security Original Face/ Market Qtr-to-Qtr Original Face/ Market Number Description Par Value Price Market Value Change Par Value Price Market Value TexPool $44,376,879.31 1.000 $44,376,879.31 $43,175,932.28 1.000 $43,175,932.28 LOGIC 830,999.50 1.000 830,999.50 836,429.62 1.000 836,429.62 WFMMMF 128.37 1.000 128.37 08=01 FHLB 2,000,000.00 100.349 2,006,976.90 2,000,000.00 99.913 1,998,260.140 07=16 FHLB 1,000,000.00 100.804 1,008,036.19 1,000,000.00 100.017 1,000,167.420 TOTAL $48,207,878.81 $48,222,891.90 ($1,211 ,974.07) $47,012,490.27 $47,010,917.83 Fund April May June Quarterly No. Fund Name 2008 2008 2008 Totals 100 General Fund 18,614.68 16,811.00 14,529.71 49,955.39 200 Utility Fund 6,428.17 6,593.33 6,654.72 19,676.22 201 Engineering - Inspections 456.75 482.28 445.64 1,384.67 210 U. F. Special Capital Projects 858.91 817.15 752.84 2,428.90 213 2004 Revenue Bonds 4,780.16 4,530.61 4,102.23 13,413.00 214 2006 U. F. Cert of Obligation 3,732.86 3,530.24 3,160.95 10,424.05 215 2007 U. F. Cert of Obligation 4,324.18 4,065.96 3,450.40 11,840.54 280 Impact Fees - Water/Sewer 2,453.31 2,473.82 2,475.31 7,402.44 300 Fleet Replacement 222.90 193.17 148.62 564.69 500 General Debt Service Fund 5,147.59 4,984.34 4,631.31 14,763.24 501 Tax Supported Debt Service 1,507.38 1,442.62 1,372.01 4,322.01 502 Revenue Bond Debt Service 5,005.61 4,705.93 4,391 .25 14,102.79 520 Community Complex Debt 567.38 623.95 665.52 1,856.85 604 Economic Dev. Corp. 4A 9,720.15 9,513.16 8,779.90 28,013.21 605 Community Dev. Corp. 4B 2,638.59 2,523.82 2,310.57 7,472.98 700 Court Secutiry Fund 411.86 397.03 375.44 1,184.33 701 Court Technology Fund 204.48 193.24 183.49 581.21 705 Environmental Fund 160.67 140.30 98.36 399.33 710 Storm Water Utility 183.79 155.78 102.69 442.26 715 Hotel/Motel Taxes 662.14 650.67 580.56 1,893.37 720 Lake Park Funds 197.88 185.40 203.28 586.56 723 Special Events Fund 262.05 249.77 224.85 736.67 725 Community Center 82.28 62.06 76.76 221.10 730 Library Grants 20.19 20.64 15.77 56.60 752 Police Forfeited Funds 27.46 26.22 24.91 78.59 753 Police Seized Funds 4.23 1.90 1.25 7.38 800 Capital Projects Administration 1,477.40 1,320.85 1,168.92 3,967.17 815 Impact Fees - Streets 270.14 308.04 299.16 877.34 816 Impact Fees - Drainage 79.78 115.63 117.56 312.97 817 Drainage Improvements 223.26 213.20 200.69 637.15 820 Capital Projects Streets 1,099.38 1,042.86 1,318.61 3,460.85 825 Park Improvements 2,355.44 2,219.55 2,055.16 6,630.15 826 Park's Capital Projects 867.05 827.97 771.14 2,466.16 827 Five Star Complex 123.75 124.67 108.57 356.99 840 2002 G. F. Cert of Obligations 928.36 892.56 859.99 2,680.91 841 2003 G. F. Cert of Obligations 404.94 389.07 374.16 1,168.17 842 2004 G. F. Cert of Obligations 977.03 932.18 872.15 2,781.36 843 2006 G. F. Cert of Obligations 207.66 198.30 180.20 586.16 844 2007 G. F. Cert of Obligations 11 ,164.11 10,089.27 7,893.41 29,146.79 Totals 88,853.95 84,048.54 75,978.06 248,880.55 INTEREST DISTRIBUTION (With Amortization) APRIL THROUGH JUNE 2008 Book Value Allocated by Fund Ticket Security Number Description T exPool LOGIC WF MMMF 08=01 FHLB 07=16 FHLB System Fund $43,175,932.28 001 2002 C/O June 30, 2008 002 003 2003 2004 C/O C/O 412,954.11 162,554.51 260,921.00 128.37 2,011,468.14 999,750.00 $46,187,278.79 $412,954.11 $162,554.51 $260,921.00 Market Value Allocated by Fund Ticket Secu rity System 2002 2003 2004 Number Description Fund C/O C/O C/O T exPool $43,175,932.28 LOGIC 412,954.11 162,554.51 260,921.00 WF MMMF 128.37 08=01 FHLB 1,998,260.14 07=16 FHLB 1,000,167.42 $46,174,488.21 $412,954.11 $162,554.51 $260,921.00 Book Value Allocated by Fund Ticket Security Number Description T exPool LOGIC 08=01 FHLB 07=16 FHLB System Fund $44,376,879.31 001 2002 C/O March 31, 2008 002 003 2003 2004 C/O C/O 410,273.20 161,499.20 259,227.10 2,011,468.14 999,750.00 $47,388,097.45 $410,273.20 $161,499.20 $259,227.10 Market Value Allocated by Fund Ticket Security System 2002 2003 2004 Number Description Fund C/O C/O C/O T exPool $44,376,879.31 LOGIC 410,273.20 161,499.20 259,227.10 08=01 FHLB 2,006,976.90 07=16 FHLB 1,008,036.19 $47,391,892.40 $410,273.20 $161,499.20 $259,227.10 Disclaimer These reports were compiled using information provided by the City. No procedures were performed to test the accuracy or completeness of this information. The market values included in these reports were provided by the City. Yield calculations are not determined using standard performance formulas, are not representative of total return yields, and do not account for investment advisor fees.