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HomeMy WebLinkAboutResolution No. 09-038 CITY OF THE COLONY, TEXAS RESOLUTION NO. 09- 009 A RESOLUTION OF THE CITY COUNCIL OF THE CITY OF THE COLONY, TEXAS, ACCEPTING THE MARCH 31ST, 2009 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 March 31, 2009, have been presented to the City Council; and WHEREAS, the City Council has detennined 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 March 31, 2009 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 March 31, 2009 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 15th day of June, 2009. r'`F ~L e McC = , rry, Mayor AT ES Christie Wilson, City Secretary APPRO D AS O RM: Ro ert E. Hager, Attorney City of The Colony INVESTMENT PORTFOLIO SUMMARY For the Quarter Ended March 31, 2009 The investment portfolio of the City is in compliance with the Public Funds Investment Act and the City nvestment Percy. , n r z=_s~ Rebecca Koo, Director of Finance Gwen Mansfield, Accounting Manager Page 1. Strategy Summary: First quarter of 2009 had the government throwing everything into the mix to stimulate the economy. Never before has there been such a coordinated effort. Consumers have lost confidence in their ability to spend, creditors have lost the stomach to lend, and investors have lost faith in the regulatory system. This all creates an extreme headwind to any kind of sustainable growth, and may tend to move the economy backwards. The Fed Funds target is a range from 0.00% to 0.25%. Approximate yields on treasury securities range from 0.15% at three months to 0.90% at two years. Continuing to ladder available funds could enhance interest income. Bank CDs remain the most viable option. Quarter End Results by Investment Category: March 31, 2009 December 31, 2008 Asset Type Ave. Yield Book Value Market Value Book Value Market Value Pools/MMMF 0.66% $31,513,954.55 $31,513,954.55 $23,636,572.65 $23,636,572.65 Securities 4.01% 11,067,160.00 11,201,410.17 13,078,628.14 13,246,606.00 Totals $42,581,114.55 $42,715,364.72 $36,715,200.79 $36,883,178.65 Average Yield (1) Fiscal Year-to-Date Average Yield (2) Total Portfolio 1.53% Total Portfolio 1.91% Rolling Three Mo. Treas. Yield 0.22% Rolling Three Mo. Treas. Yield 0.28% Rolling Six Mo. Treas. Yield 0.59% Rolling Six Mo. Treas. Yield 0.96% Average Quarterly TexPool Yield 1.03% (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. Page 2. Treasury Yield Curves 4.00 3.50 3.00 2.50 2.00 1.50 1.00 0.50 0.00 March 31, 2008December 31, 2008 - March 31, 2009 Valley View Consulting, L.L.C. Page 3. US Treasury Historical Yields 7.50 7.00 m 6.50 6.00 N - - 5.50 u 5.00 - - - 4.50 ; 4.00 - - - 3.50 - - - - - a 3.00 2.50 2.00 ' 1.50 1.00 0.50 0.00 Six Month --Two Year Ten Year Valley View Consulting. L.L.C. Page 4. S&P 500 1,750 1,500 1,250 1,000 750 500 250 0 o~D 0~ 0 0~ ~ (RIb O°~ 00 O~ Off' 00 Off` O~ OHO O~ 00 Cb~ 0 O\A Cb\~ c8\11 (b\ (b~ R0\A (8\~ 00\~ `b\~ `b\ Valley View Consulting, L.L.C. Page 5. Detail of Security Holdings March 31, 2009 Ticket Security Coupon/ Settlement Maturity Call Original Facet Book Market Market Life Number Description Rating Discount Date Date Date Par Value Value Price Value (days) Yield TexPool AAAm 0.58% 3/31/2009 4/1/2009 $17,655,671.93 $17,655,671.93 1.00 $17,655,671.93 1 0.58% TexPool Prime AAAm 0.77% 3/31/2009 4/1/2009 12,520,389.30 12,520,389.30 1.00 12,520,389.30 1 0.77% Texas Daily AAAm 0.68% 3/31/2009 4/1/2009 915,954.26 915,954.26 1.00 915,954.26 1 0.68% LOGIC AAAm 0.82% 3/31/2009 4/1/2009 421,939.06 421,939.06 1.00 421,939.06 1 0.82% 08=08 FHLMC AAA 4.000% 10/24/2008 6/3/2011 6/3/2009 2,000,000.00 1,993,000.00 100.50 2,010,000.00 794 4.14% 08=03 FHLMC AAA 4.000% 7/11/2008 7/28/2011 7/28/2009 2,000,000.00 1,996,500.00 100.78 2,015,536.00 849 4.06% 08=04 FHLB AAA 3.950% 9/1/2008 9/22/2011 9/22/2009 1,090,000.00 1,090,000.00 101.28 1,103,966.17 905 3.95% 08=05 FFCB AAA 4.050% 9/29/2008 9/29/2011 9/29/2009 2,000,000.00 2,000,000.00 101.22 2,024,376.00 912 4.05% 08=06 FFCB AAA 3.750% 9/1812008 9/29/2011 9/29/2009 2,000,000.00 1,997,000.00 101.13 2,022,500.00 912 3.80% 08=07 FHLMC AAA 3.875% 10/24/2008 9/30/2011 9/30/2010 2,000,000.00 1,990,660.00 101.25 2,025,032.00 913 4.04% $42,603,954.55 $42,581,114.55 $42,715,364.72 229 1.53% (1) (2) (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. Page 6. City of The Colony Portfolio Composition Securities 25.99% r Pools/MMMF 74.01% Page 7. City of The Colony Total Portfolio $60,000,000 $50,000,000 - 77 $40,000,000 77 $30,000,000 $20,000,000 $10,000,000 $0 O0o 00'l 00-\ oo'l 00A oo`b 00`5 000 000 04e \0►~\~' \00\x' \00\~' \,b\n~'~\~ \n~0\~ \,rb \0'~\f 13 Quarter End Book Value Page 8. Book Value Comparison December 31, 2008 March 31, 2009 Ticket Security Maturity Original Face/ Purchases/ Amort./Calls/ Original Face/ Number Description Date Par Value Book Value Accretions Sales/Maturities Par Value Book Value TexPool 4/1/2009 $22,073,456.75 $22,073,456.75 ($4,417,784.82) $17,655,671.93 $17,655,671.93 TexPool Prime 4/1/2009 12,520,389.30 12,520,389.30 12,520,389.30 Texas Daily 4/1/2009 927,179.33 927,179.33 (11,225.07) 915,954.26 915,954.26 LOGIC 4/1/2009 635,936.57 635,936.57 (213,997.51) 421,939.06 421,939.06 08=01 FHLB 2/13/2009 2,000,000.00 2,011,468.14 (2,011,468.14) 08=08 FHLMC 6/3/2011 2,000,000.00 1,993,000.00 2,000,000.00 1,993,000.00 08=03 FHLMC 7/28/2011 2,000,000.00 1,996,500.00 2,000,000.00 1,996,500.00 08=04 FHLB 9/22/2011 1,090,000.00 1,090,000.00 1,090,000.00 1,090,000.00 08=05 FFCB 9/29/2011 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 08=06 FFCB 9/29/2011 2,000,000.00 1,997,000.00 2,000,000.00 1,997,000.00 08=07 FHLMC 9/30/2011 2,000,000.00 1,990,660.00 2,000,000.00 1,990,660.00 TOTAL $36,726,672.65 $36,715,200.79 $12,520,389.30 ($6,654,475.54) $42,603,954.55 $42,581,114.55 Market Value Comparison December 31, 2008 March 31, 2009 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 $22,073,456.75 1.000 $22,073,456.75 ($4,417,784.82) $17,655,671.93 1.000 $17,655,671.93 TexPool Prime 12,520,389.30 12,520,389.30 1.000 12,520,389.30 Texas Daily 927,179.33 1.000 927,179.33 (11,225.07) 915,954.26 1.000 915,954.26 LOGIC 635,936.57 1.000 635,936.57 (213,997.51) 421,939.06 1.000 421,939.06 08=01 FHLB 2,000,000.00 100.269 2,005,382.700 (2,005,382.70) 08=08 FHLMC 2,000,000.00 100.338 2,006,755.120 3,244.88 2,000,000.00 100.500 2,010,000.000 08=03 FHLMC 2,000,000.00 101.079 2,021,579.400 (6,043.40) 2,000,000.00 100.777 2,015,536.000 08=04 F H LB 1, 090, 000.00 101.285 1,104, 010.980 (44.81) 1, 090, 000.00 101.281 1,103, 966.170 08=05 FFCB 2,000,000.00 101.357 2,027,138.040 (2,762.04) 2,000,000.00 101.219 2,024,376.000 08=06 FFCB 2,000,000.00 101.142 2,022,848.580 (348.58) 2,000,000.00 101.125 2,022,500.000 08=07 FHLMC 2,000,000.00 102.945 2,058,891.180 2,000,000.00 101.252 2,025,032.000 TOTAL $36,726,572.65 $36,883,178.65 $5,832,186.07 $42,603,954.55 $42,715,364.72 Page 9. Book Value Allocated by Fund March 31, 2009 001 002 003 Ticket Security System 2002 2003 2004 2008 Number Description Fund C/o C/o C/o C/o TexPool $17,655,671.93 TexPool Prime 12,520,389.30 Texas Daily 915,954.26 LOGIC 172,117.81 164,965.71 84,855.54 08=08 FHLMC 1,993,000.00 08=03 FHLMC 1,996,500.00 08=04 FHLB 1,090,000.00 08=05 FFCB 2,000,000.00 08=06 FFCB 1,997,000.00 08=07 FHLMC 1,990,660.00 $41,243,221.23 $172,117.81 $164,965.71 $84,855.54 $915,954.26 Market Value Allocated by Fund Ticket Security System 2002 2003 2004 2008 Number Description Fund C/o C/o C/o C/o TexPool $17,655,671.93 TexPool Prime 12,520,389.30 Texas Daily 915,954.26 LOGIC 172,117.81 164,965.71 84,855.54 08=08 FHLMC 2,010,000.00 08=03 FHLMC 2,015,536.00 08=04 FHLB 1,103,966.17 08=05 FFCB 2,024,376.00 08=06 FFCB 2,022,500.00 08=07 FHLMC 2,025,032.00 $41,377,471.40 $172,117.81 $164,965.71 $84,855.54 $915,954.26 Page 10. Book Value Allocated by Fund December 31, 2008 001 002 003 Ticket Security System 2002 2003 2004 2008 Number Description Fund C/o C/o C/o C/o TexPool $22,073,456.75 Texas Daily 927,179.33 LOGIC 207,251.77 164,554.14 264,130.66 08=01 FHLB 2,011,468.14 08=08 FHLMC 1,993,000.00 08=03 FHLMC 1,996,500.00 08=04 FHLB 1,090,000.00 08=05 FFCB 2,000,000.00 08=06 FFCB 1,997,000.00 08=07 FHLMC 1,990,660.00 $35,152,084.89 $207,251.77 $164,554.14 $264,130.66 $927,179.33 Market Value Allocated by Fund Ticket Security System 2002 2003 2004 2008 Number Description Fund C/o C/o C/o C/o TexPool $22,073,456.75 Texas Daily 927,179.33 LOGIC 207,251.77 164,554.14 264,130.66 08=01 FHLB 2,005,382.70 08=.08 FHLMC 2,006,755.12 08=03 FHLMC 2,021,579.40 08=04 FHLB 1,104,010.98 08=05 FFCB 2,027,138.04 08=06 FFCB 2,022,848.58 08=07 FHLMC 2,058,891.18 $35,320,062.75 $207,251.77 $164,554.14 $264,130.66 $927,179.33 Page 11. INTEREST DISTRIBUTION (With Amortization) JANUARY THROUGH MARCH 2009 Fund January February March , Quarterly No. Fund Name 2009 2009 2009 Totals 100 General Fund 17,545.07 8,951.05 36,235.38 62,731.50 200 Utility Fund 5,083.10 4,028.38 17,365.42 26,476.90 201 Engineering - Inspections 201.07 187.77 305.51 694.35 210 U. F. Special Capital Projects 1,070.44 491.41 1,258.15 2,820.00 213 2004 Revenue Bonds 906.57 2,098.47 9,070.24 12,075.28 214 2006 U. F. Cert of Obligation 665.60 1,960.50 6,626.01 9,252.11 215 U.F. 2007 Cert of Obligation 768.50 3,842.75 9,419.41 14,030.66 280 Impact Fees - Water/Sewer 2,160.72 1,150.62 3,026.21 6,337.55 300 Fleet Services 57.24 80.41 162.18 299.83 500 General Debt Service Fund 5,210.83 3,615.11 1,375.94 10,201.88 501 Tax Supported Debt Service 1,669.03 - 76.89 1,745.92 502 Revenue Bond Debt Service 1,024.69 1,723.34 744.57 3,492.60 520 Community Complex Debt 143.38 173.31 354.29 670.98 604 Economic Dev. Corp. 4A 9,648.05 4,536.82 22,904.32 37,089.19 605 Community Dev. Corp. 4B 4,452.20 1,865.51 4,507.91 10,825.62 700 Court Security Fund 182.07 190.98 463.91 836.96 701 Court Technology Fund 111.18 93.64 158.56 363.38 710 Storm Water Utility 158.91 241.77 323.45 724.13 715 Hotel/Motel Taxes 559.03 237.67 1,114.65 1,911.35 720 Lake Park Funds 145.71 117.99 439.54 703.24 723 Special Events Fund 44.22 51.64 366.51 462.37 725 Community Center 9.40 8.13 36.59 54.12 730 Library Grants 1.22 3.53 9.01 13.76 752 Police Forfeited Funds 5.32 4.55 4.39 14.26 753 Police Seized Funds 1.17 1.02 0.59 2.78 800 Capital Projects Administration 213.15 282.36 1,929.21 2,424.72 815 Impact Fees - Streets 160.07 240.10 258.43 658.60 816 Impact Fees - Drainage 45.64 70.35 280.87 396.86 817 Drainage Improvements 484.64 93.90 161.70 740.24 820 Capital Projects Streets 1,942.24 507.50 1,073.41 3,523.15 825 Park Improvements 642.17 309.24 3,434.11 4,385.52 826 Park's Capital Projects 498.30 353.53 1,083.18 1,935.01 827 Five Star Complex 358.68 56.55 263.01 678.24 840 2002 G. F. Cert of Obligations 227.16 136.60 127.75 491.51 841 2003 Cert of Obligations 192.85 132.65 133.55 459.05 842 2004 Cert of Obligations 307.78 212.42 240.51 760.71 843 2006 G. F. Cert of Obligations 23.82 87.55 396.36 507.73 844 2007 G. F. Cert of Obligations 421.83 4,585.07 23,909.28 28,916.18 845 2008 G. F. Cert of Obligations 881.61 631.16 574.18 2,086.95 895 G. F. Special Capital Projects - - 274.17 274.17 Totals 58,311.21 43,409.97 150,753.38 252,474.56 Page 12. 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. Page 13.