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RDAP-2009-09 - 2009-11-23RESOLUTION NO. RDAP-2009-09 A RESOLUTION OF THE DEVELOPMENT AUTHORITY OF PEARLAND (DAP), ACCEPTING THE DAP INVESTMENT REPORT FOR THE QUARTER ENDING JUNE 2009 AND SEPTEMBER 2009. BE IT RESOLVED BY DAP BOARD OF DIRECTORS: Section 1. That the Development Authority of Pearland, TX hereby accepts the Investment Reports for the quarter ending June 2009 and September 2009. PASSED, APPROVED, AND ADOPTED this 23�d day of November, A.D., 2009. C�YJ TOM REID DAP CHAIRMAN ATTEST: It 40/ 44�� ED BAKER DAP SECRETARY AGENDA REQUEST DEVELOPMENT AUTHORITY OF PEARLAND PEARLAND, TEXAS AGENDA OF: 11/23/2009 ITEM NO.: Resolution No. RDAP-2009-09 DATE SUBMITTED: 11/10/2009 REPRESENTING: City of Pearland PREPARED BY: Rick Overgaard PRESENTOR: Claire Bogard SUBJECT: Presentation of DAP June 09 & Sept 09 Quarterly Investment Reports EXHIBITS: Resolution No. RDAP-2009-09 1 - Investment Portfolio Reports EXPENDITURE REQUIRED: None PROJECT: N/A EXECUTIVE SUMMARY Pursuant to the Public Funds Investment Act, not less than quarterly, the Investment Officer shall prepare and submit to the entity a report of investment transactions. Attached are the Investment Reports for the quarters ending June 30, 2009 and September 30, 2009. Highlights are: • Beginning Book Value • Ending Book Value • Increase/ (Decrease) in Portfolio • Interest Earned for Quarter • Weighted Average Maturity • Total Rate of Return • Agency Disc Benchmark • One Year T-Bill Benchmark • Portfolio Composition: Money Market CD June 2009 Sept 2009 $ 3,919,949 $ 4,719,312 $ 4,719,312 $ 4,672,646 $ 799,363 $ (46,666) $ 8,155 78 Days .82% .20% .52% 41% 59% RECOMMENDED ACTION $ 7,437 27 Days .57% .28% .45% 51% 49% Accept the June 2009 and September 2009 Quarterly Investment Reports. Revised 2007-01-09 Development Authority of Pearland Quarterly Investment Report March 31, 2009 - June 30, 2009 Portfolio at March 31, 2009 Portfolio at June 30, 2009 Beginning Book Value $ 3,919,948.60 Ending Book Value $ 4,719,312.35 Beginning Market Value 3,919,948.60 Ending Market Value 4,719,312.35 Accrued Interest Receivable 3,178.08 Accrued Interest Receivable 9,096.10 Unrealized Gain/(Loss) - Unrealized Gain/(Loss) - Change in Unrealized Gain/Loss Change in Unrealized Gain/Loss Weighted Average Maturity 114 Days Weighted Average Maturity 78 Days Change in Market Value (13,173.72) Change in Market Value 799,363.75 Yield to Maturity at Cost 0.88% Yield to Maturity at Cost 0.68% T-Bill Benchmark 0.57% T-Bill Benchmark 0.51% Agency Note Benchmark 0.65% Agency Note Benchmark 0.26% Average for Quarter Total Rate of Return 0.82% 1 Year T-Bill Benchmark Yield 0.52% Agency Note Benchmark Yield 0.20% This quarterly report is in compliance with the investment policy and strategy as established by the City and the Public Funds Investment Act (Chapter 2256, Texas Government Code). Prepared by: Co o &Y L-L� Claire Bogard Ricklol,ergA rd Fatima Uwakwe Director of Finance Assistant Director of Finance Senior Accountant 59% Description Face Amount % Shares MM 1,919,312.35 CD 2,800,000.00 Total/Average $ 4,719,312.35 $ Group Portfolio Holdings by Type ■MM ■CD Development Authority of Pearland Summary by Type on 6/30/2009 Cost Value Book Value 1, 919, 312.35 1, 919, 312.35 2,800,000.00 2,800,000.00 4,719,312.35 $ 4,719,312.35 $ Market Value YTM 0- Cost Days to Maturity 1,919,312.35 0.25 1 2,800,000.00 0.98 130 4,719,312.35 0.68 78 Book Value by Maturity Range 2,500,000.00 --- 2,DD0.000.00 ___....______._.__. 1,500,000.00 1,000,000.00 500,000.00 0.00 _. I __1 0-1 Month 1-3 Months :i Months t, ') MonUi, Interest Rates Date 1 mo 3 mo 6 mo Lyr 2 yr 3yr 5 yr 7 yr 10 yr 20 yr MA 3/31/2009 0.17 0.21 0.43 0.57 0.81 1.15 1.67 2.28 2.71 3.61 3.56 6/300009 0.17 0.19 0.35 0.S6 1.11 1.64 2.54 3.19 3.53 4.30 4.32 Yield Curve Comparison 5.00 4.50 4.00 3.50 Portfolio vs. Benchmark 5.00 4.50 - - - --------- 4.00 3.50 3.00 2.50 2.00 1.50 1.00 0.50 �1 o4A' e�A1 a``0be00 a�Aa tAa a�ob J�AO ��Zz OzeQOa c� )s o� )b eoAaa� )q ebz9 av�9 p�Ag aiAg J�p9 O S F PQ S J P 0 o O S F 0 P O -+-Portfolio Total --1 Year T-Bill Agency Note M City of Pearland ' City of Pearland - By Security Type Report Format: by CUSIP Group By: Security Type Portfolio/Report Group: 65: Development Authority As of 6/30/2009 Portfolio Face YTM @ Settlement Maturity Days To Accrued % of Description CUSIP/Ticker Name Amount/Shares Cost Value Book Value Market Value Cost Date Date Maturity Interest Portfolio Certificate Of Deposit Beal Bank 65: 0.35 073714]Z1 Development 250,000.00 250,000.00 250,000,00 2S0,000.00 0.35000 N/A 8/26/2009 57 81.51 5.30 8/26/2009 Authority Citizens 65: Bank 0.75 173702EJ6 Development 100,000.00 100,000.00 100,000.00 100,000.00 0.75001 N/A 2/22/2010 237 16.44 2.12 2/22/2010 Authority First 65: Southern 33648CBB7 Development 100,000.00 100,000.00 100,000.00 100,000.00 0.75001 N/A 2/22/2010 237 16.44 2.12 Bank 0.75 Authority 2/22/2010 First Trust 65: Bank 0.75 33732NBFI Development 100,000.00 100,000.00 100,000.00 100,000.00 0.75001 N/A 2/22/2010 237 16.44 2.12 2/22/2010 Authority Meridian 65: Bank 0.45 58958PAZ7 Development 250,000.00 250,000.00 250,000.00 250,000.00 0.45004 N/A 8/31/2009 62 3.08 5.30 8/31/2009 Authority Wells Fargo 1.16 CD9450913844 65: Development 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 1.16000 N/A 11/9/2009 132 8,962.19 42.38 11/9/2009 Authority Sub Total / 2,800,000.00 2,800,000.00 2,800,000.00 2,800,000.00 0.98036 130 9,096.10 59.33 Average Money Market 65: Wells Fargo WF4258 Development 1,143,182.22 1,143,182.22 1,143,182.22 1,143,182.22 0.41000 N/A N/A 1 N/A 24.22 Bank MM Authority Wells Fargo WF8300 Development e 0.82 0.82 0.82 0.82 0.01000 N/A N/A 1 N/A 0.00 Bank MM Authority " 65: Wells Fargo WF8302 Development 749,162.55 749,162.55 749,162.55 749,162.55 0.01000 N/A N/A 1 N/A 15.87 Bank MM Authority 65: Wells Fargo WF8301 Development 26,966.76 26,966.76 26,966.76 26,966.76 0.01000 N/A N/A 1 N/A 0.57 Bank MM Authority Portfolio Face YTM @ Settlement Maturity Days To Accrued % of Description CUSIP/Ticker Name Amount/Shares Cost Value Book Value Market Value Cost Date Date Maturity Interest Portfolio ` Sub Total / 1,919,312.35 1,919,312.35 1,919,312.35 1,919,312.35 0.24825 1 0.00 40.67 Average Total / 4,719,312.35 4,719,312.35 4,719,312.35 4,719,312.35 0.68262 78 9,096.10 100 Average ('agc 2 of 2 City of Pearland Quarterly Investment Report Report Format: By CUSIP Group By: Security Type Portfolio/Report Group: 65: Development Authority Begin Date: 3/31/2009, End Date: 6/30/2009 Portfolio Maturity Annualized Amortized Amortized Investment Description CUSIP/Ticker Name Date TRR-BV Beginning BV Buy Principal Sell Principal Discount Premium Ending BV Income-BV CERTIFICATE OF DEPOSIT Beal Bank 0.35 0737143Z1 velopment 8/26/2009 Development 0.34 0.00 250,000.00 0.00 0.00 0.00 250,000.00 81.51 8/26/2009 Authority Citizens Bank 173702EJ6 Development 2/22/2010 e 0.71 0.00 500,000.00 0.00 0.00 0.00 100,000.00 80.14 0.75 2/22/2010 Authority First Southern 65: Bank 0.75 33648CBB7 Development 2/22/2010 0.71 0.00 100,000.00 0.00 0.00 0.00 100,000.00 80.14 2/22/2010 Authority First Trust Bank 33732NBFI 65' Development 2/22/2010 0.64 0.00 100,000.00 0.00 0.00 0.00 100,000.00 71.65 0.75 2/22/2010 Authority Meridian Bank 58958PAZ7 65: Development 8/31/2009 0.44 0.00 250,000.00 0.00 0.00 0.00 250,000.00 98.63 0.45 8/31/2009 Authority Wells Fargo CD9450913844 velopment 11/9/2009 Development 1.16 2,000,000.00 0.00 0.00 0.00 0.00 2,000,000.00 5,764.11 1.16 11/9/2009 Authority Sub Total/Average 1.07 2,000,000.00 800,000.00 0.00 0.00 0.00 2,800,000.00 6,196.18 Certificate Of Deposit MONEY MARKET 65: Wells Fargo WF4258 Development N/A 0.70 1,112,952.58 7,506,296.79 7,476,067.15 0.00 0.00 1,143,182.22 1,939.32 Bank MM Authority Wells Fargo WF8300 Development N/A e 394.09 0.55 0.27 0.00 0.00 0.00 0.82 0.2i Bank MM Authority 65: Wells Fargo WF8301 Development N/A 0.00 13.08 26,953.68 0.00 0.00 0.00 26,966.76 0.0( Bank MM Authority Wells Fargo WF8302 65: Development N/A 0.01 806,982.39 742,199.04 800,018.88 0.00 0,00 749,162.55 18.8E Bank MM Authority Noe 1 of Portfolio Maturity Annualized Amortized Amortized Investment Description CUSIP/Ticker Name Date TRR-BV Beginning BV Buy Principal Sell Principal Discount Premium Ending BV Income-BV Sub Total/Average 0.47 1,919,948.60 8,275,449.78 8,276,086.03 0.00 0.00 1,919,312.35 1,9S8.48 Money Market Total / 0.82 3,919,948.60 9,075,449.78 8,276,086.03 0.00 0.00 4,719,312.35 8,154.66 Average 1'au,c " ul, ? Development Authority of Pearland Quarterly Investment Report June 30, 2009 - September 30, 2009 Portfolio at June 30, 2009 Portfolio at Seotember 30, 2009 Beginning Book Value $ 4,719,312.35 Ending Book Value $ 4,672,646.08 Beginning Market Value 4,719,312.35 Ending Market Value 4,672,646.08 Accrued Interest Receivable 9,096.10 Accrued Interest Receivable 14,856.99 Unrealized Gain/(Loss) - Unrealized Gain/(Loss) - Change in Unrealized Gain/Loss - Change in Unrealized Gain/Loss Weighted Average Maturity 78 Days Weighted Average Maturity 27 Days Change in Market Value 799,363.75 Change in Market Value (46,666.27) Yield to Maturity at Cost 0.68% Yield to Maturity at Cost 0.57% T-Bill Benchmark 0.51% T-Bill Benchmark 0.40% Agency Note Benchmark 0.26% Agency Note Benchmark 0.21% Average for Quarter Total Rate of Return 0.57% 1 Year T-Bill Benchmark Yield 0.45% Agency Note Benchmark Yield 0.28% This quarterly report is in compliance with the investment policy and strategy as established by the City and the Public Funds Investment Act (Chapter 2256, Texas Government Code). Prepared by: f Claire Bogard Rick erga d Fati a Uwakwe Director of Finance Assistant Director of Finance Senior Accountant 49 % Development Authority of Pearland Summary by Type September 30, 2009 Description Face Amount 1 Shares Cost Value Book Value Market Value YTM (W Cost Days to Maturitv MM $ 2,372,646.08 $ 2,372,646.08 $ 2,372,646.08 $ 2,372,646.08 0.01 1 CD 2,300,000.00 2,300,000.00 2,300,000.00 2,300,000.00 0.01 54 Total/Average $ 4,672,646.08 $ 4,672,646.08 $ 4,672,646.08 $ 4,672,646.08 0.01 27 Group Portfolio Holdings by Type ■MM ■CD Book Value by Maturity Range 2.500.000.00 2,000,000.00 1,500,000.00 51% 1,000,000.00 500,000.00 0.00 - 0-1 Montn 1-3 Months 3-6 Months 6-9 Months Interest Rates Date 1 mo 3 mo 6 mo I yr zyr _3yr 5 yr Z-Y-r 10 yr 20 yr 6/30/2009 0.17 0.19 0.35 0.56 1.11 1.64 2.54 3.19 3.53 4.30 4.32 9/30/2009 0.06 0.14 0.18 0.40 0.95 1.45 2.31 2.93 3.31 4.02 4.03 Yield Curve Comparison 5.00 4.50 4.00 3.50 DAP's Portfolio Return .57% 3.0 r 27 Day WAM / 2.50 2.00 1.50 1.00 0.50 0.00-- 1 mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 20 yr 30 yr - 9/30/2009 -0- 6130/2009 Portfolio vs. Benchmark 5.00 4.50 4.00 3.50 3.00 2.50 ,1 _ 2.00 cf 1.50 1.00 \ 0.50 1r 0���da"�e��ya�` Feb �a1�ppO 40 �b �dj�� rib g61 bcv�o� Qea� NO' FebHat% 9pp� aI ,S�C9,� p�9 SeP�0 0 Portfolio Total -f-1 Year T-Bill Agency Note City of Pearland Quarterly Investment Report Report Format: By CUSIP Group By: Security Type Portfolio/Report Group: 65: Development Authority Begin Date: 6/30/2009, End Date: 9/30/2009 Portfolio Maturity Annualized Amortized Amortized Investment Description CUSIP/Ticker Name Date TRR-BV Beginning BV Buy Principal Sell Principal Discount Premium Ending BV Income-BV CERTIFICATE OF DEPOSIT Beal Bank 0.35 65: 8/26/2009 0737143Z1 Development 8/26/2009 0.36 250,000.00 0.00 250,000.00 0.00 0.00 0.00 136.64 Authority Citizens Bank 0.75 65: 2/22/2010 173702EJ6 Development 2/22/2010 0.76 100,000.00 0.00 0.00 0.00 0.00 100,000.00 189.04 Authority First Southern 65: Bank 0.75 33648CBB7 Development 2/22/2010 0.76 100,000.00 0.00 0.00 0.00 0.00 100,000.00 189.04 2/22/2010 Authority First Trust Bank 65: 0.65 2/22/2010 33732NBFI Development 2/22/2010 0.66 100,000.00 0.00 0.00 0.00 0.00 100,000.00 163.84 Authority Meridian Bank 0.45 58958PAZ7 65: 8/31/2009 Development 8/31/2009 0.46 250,000.00 0.00 250,000.00 0.00 0.00 0.00 191.10 Authority Wells Fargo 1.16 65: 11/9/2009 CD9450913844 Development 11/9/2009 1.17 2,000,000.00 0.00 0.00 0.00 0.00 2,000,000.00 5,847.67 Authority Sub Total Average Certificate Of 1.03 2,800,000.00 0.00 500,000.00 0.00 0.00 2,300,000.00 6,717.33 Deposit MONEY MARKET Wells Fargo Bank 65: MM WF4258 Development N/A 0.25 1,143,182.22 703.65 20,817.04 0.00 0.00 1,123,068.83 703.65 Authority Wells Fargo Bank 65: MM WF8300 Development N/A 0.00 0.82 2,601,194.68 2,601,194.79 0.00 0.00 0.71 0.71 Authority Wells Fargo Bank 65: MM WF8301 Development N/A 0.01 26,966.76 555.89 27,013.11 0.00 0.00 509.54 0.52 Authority Wells Fargo Bank 65: MM WF8302 Development N/A 0.01 749,162.55 500,511.19 606.74 0.00 0.00 1,249,067.00 14.88 Authority Nape 1 of 2 Portfolio Maturity Annualized Amortized Amortized Investment Description CUSIP/Ticker Name Date TRR-BV Beginning BV Buy Principal Sell Principal Discount Premium Ending BV Income-BV Sub Total/Average 0.11 1,919,312.35 3,102,965.41 2,649,631.68 0.00 0.00 2,372,646.08 719.76 Money Market Total / Average 0.57 4,719,312.35 3,102,965.41 3,149,631.68 0.00 0.00 4,672,646.08 7,437.09 City of Pearland City of Pearland - By Security Type Report Format: By CUSIP Group L'y: Security Type Portfolio/Report Group: 65: Development Authority As of 9/30/2009 Portfolio Face YTM @ Settlement Maturity Days To Accrued % of Description CUSIP/Ticker Name Amount/Shares Cost Value Book Value Market Value Cost Date Date Maturity Interest Portfolio Certificate Of Deposit Citizens Bank 65: 0.75 17370206 Development 100,000.00 100,000.00 100,000.00 100,000.00 0.75001 N/A 2/22/2010 145 16.44 2.14 2/22/2010 Authority First Southern 65: Bank 0.75 33648CBB7 Development 100,000.00 100,000.00 100,000.00 100,000.00 0,75001 N/A 2/22/2010 145 16.44 2.14 2/22/2010 Authority First Trust 65: Bank 0.65 33732NBF1 Development 100,000.00 100,000.00 100,000.00 100,000.00 0.65000 N/A 2/22/2010 145 14.25 2.14 2/22/2010 Authority Wells Fargo 65: 1.16 CD9450913844 Development 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 1.16000 N/A 11/9/2009 40 14,809.86 42.80 11/9/2009 Authority Sub Total / 2,300,000.00 2,300,000.00 2,300,000.00 2,300,000.00 1.10217 54 14,856.99 49.22 Average Money Market Wells Fargo WF4258 65: Development 1,123,068.83 1,123,068.83 1,123,068.83 1,123,068.83 0.09000 N/A N/A 1 N/A 24.03 Bank MM Authority Wells Fargo WF8300 65: Development 0.71 0.71 0.71 0.71 0.01000 N/A N/A 1 N/A 0.00 Bank MM Authority Wells Fargo WF8302 65: Development 1,249,067.00 1,249,067.00 1,249,067.00 1,249,067.00 0.01000 N/A N/A 1 N/A 26.73 Bank MM Authority Wells Fargo WF8301 65: Development 509.54 509.54 509.54 509.54 0.01000 N/A N/A 1 N/A 0.01 Bank MM Authority Sub Total / 2,372,646.08 2,372,646.08 2,372,646.08 2,372,646.08 0.04787 1 0.00 50.78 Average Total / 4,672,646.08 4,672,646.08 4,672,646.08 4,672,646.08 0.56683 27 14,856.99 100 Average Page 1 0l' 1 City of Pearland City of Pearland - by Fund Report Format: By Transaction Group By! Portfolio Narne Portfolio/Report Group: 65: Development Authority As of 9/30/2009 Settlement Face YTM Cn Maturity Days To % of Description CUSIP/Ticker Security Type Date Amount/Shares Book Value Market Value Cost Date Maturity Portfolio 65: Development Authority Citizens Bank 0.75 173702EJ6 Certificate Of 5/21/2009 100,000.00 100,000.00 100,000.00 0.75001 2/22/2010 145 2.14 2/22/2010 Deposit First Southern Bank 0.75 33648CB87 Certificate Of 5/21/2009 100,000.00 100,000.00 100,000.00 0.75001 2/22/2010 145 2.14 2/22/2010 Deposit First Trust Bank 0.65 33732NBF1 Certificate Of 5/21/2009 100,000.00 100,000.00 100,000.00 0.65000 2/22/2010 145 2.14 2/22/2010 Deposit Wells Fargo 1.16 CD9450913844 Certificate Of 2/9/2009 2,000,000.00 2,000,000.00 2,000,000.00 1.16000 11/9/2009 40 42.80 11/9/2009 Deposit Wells Fargo Bank MM WF4258 Money Market 9/30/2006 1,123,068.83 1,123,068.83 1,123,068.83 0.09000 N/A 1 24.03 Wells Fargo Bank MM WF8300 Money Market 10/1/2006 0.71 0.71 0.71 0.01000 N/A 1 0.00 Wells Fargo Bank MM WF8302 Money Market 9/30/2006 1,249,067.00 1,249,067.00 1,249,067.00 0.01000 N/A 1 26.73 Wells Fargo Bank MM WF8301 Money Market 9/30/2006 509.54 509.54 509.54 0.01000 N/A 1 0.01 Sub Total / Average 4,672,646.08 4,672,646.08 4,672,646.08 0.56683 27 100.00 Total / Average 4,672,646.08 4,672,646.08 4,672,646.08 0.56683 27 100 Paoc I of I Pledged Collateral Reconciliation Report September 30, 2009 Bank Account Number Account Name Amount Wells Fargo 201-0419505 Operating $ _ Wells Fargo 201-0419513 Payroll Fund Wells Fargo 001-3042841 Sweep Account 101,044,694.90 Wells Fargo 201-0419554 98 CO Escrow Wells Fargo 807-1613395 Credit Card Account 4,047,675.76 Wells Fargo 8184567843 Alvin ISD 3,608,569.99 Wells Fargo 001-3043112 PEDC Sales Tax Wells Fargo Wells Fa 1.01 10/27/09 Certificate of Deposit 3,000,000.00 Wells Fargo Wells Fa 1,25 05/15/10 Certificate of Deposit 6,000,000.00 Wells Fargo Wells Fa 1.5301127110 Certificate of Deposit 4,000,000.00 Total of Bank Balances $ 121,700,840.66 Pledged Collateral for City 170,138,572.00 FDIC Insurance 250,000.00 Total Collateral $ 170,388,572.00 Over (Under) Collateralized $ 48,687,731.35 Total %Collateralized 140.01A Bank Account Number Account Name 0 Wells Fargo 100-7284258 Development Authority $ 1,123,068.83 Wells Fargo 16798300 Development Authority 0.71 Wells Fargo 16798301 Development Authority 509.54 Wells Fargo 16798302 Development Authority, 1,249,067.00 Wells Fargo 9450913844 Development Authority . CD 2,000,000.00 Citizens Bank 173702EJ6 Development Authority - CO 100,000.00 First Southern 33648C8B7 Development Authority - CD 100,000,00 First Trust 33732NBF1 Development Authority - CD 100.000.00 Total of Bank Balances $ 4,672,646.08 Pledged Collateral for OAP 8,037,445.15 FDIC Insurance (4 Banks x $250,000) 1,00 0000.00 Total Collateral $ 9,037,445.15 Over (Under) Collateralized $ 4,364,799.07 Total %Collateralized 193.41/ Bank Account Number Account Name 0 Pearland State 13249 Certificate of Deposit 1,000,000.00 Pearland State 12847 Certificate of Deposit $ 1,751,599.62 Total of Bank Balances $ 2,751,599.62 Pledged Collateral 3,198,353.68 FDIC Insurance _250,000.00 Total Collateral S 3 448,353.68 Over(Under)Collateralized $ 696,754.06 Total % Collateralized 125.3 % Total $ Over (Under) Collateralized $ 53,749,284.48 Total % Collateralized 141.6 % Status Collateralized lAtivestmentsllnvestment Report - DAP - Ott WJ09