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RDAP-2010-10 - 2010-10-25I; 14; IOWA nol a k' LOAN OT-11 ow- MIT M W# I a mr-'I WWII 0 1 $41,17A I M 11"Moill-ANIMM1010-- ��WMZIII All TOVAElD, el" I�e /wIll.- ED, BAKER SECRETARY Development Authority of Pearland Quarterly Investment Report March 31, 2010 - June 30, 2010 Portfolio at March 31, 2010 Portfolio at June 30, 2010 Beginning Book Value $ 4,215,685.80 Ending Book Value $ 4,217,671.85 Beginning Market Value 4,215,685.80 Ending Market Value 4,217,941.85 Accrued Interest Receivable - Accrued Interest Receivable - Unrealized Gain/(Loss) - Unrealized Gain/(Loss) 270.00 Change in Unrealized Gain/Loss - Change in Unrealized Gain/Loss 270.00 Weighted Average Maturity 1 Day Weighted Average Maturity 21 Days Change in Market Value (5,340,83) Change in Market Value 2,256.05 Yield to Maturity at Cost 0.10% Yield to Maturity at Cost 0,24% T-Bill Benchmark 0.41% T-Bill Benchmark 0.32% Agency Note Benchmark 0.18% Agency Note Benchmark 0.25% Average for Quarter Total Rate of Return 0.18% 1 Year T-Bill Benchmark Yield 0.38% 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: Claire Bogard Director of Finance ,j j Rick a ar Assistant Director of Finance Fatima Uwakwe Senior Accountant Development Authority of Pearland Summary by Type June 30, 2010 Description Face Amount 1 Shares Cost Value Book Value Market Value YTM 63 Cost Days to Maturity MM $ 2,718,091.85 $ 2,718,091.85 $ 2,718,091.85 $ 2,718,091.85 0.27 1 FHLB 1,500,000.00 1,498,965.00 1,499,580.00 1,499,850.00 0.18 56 Total/Average $ 4.218.091.85 $ 4.217.056.85 $ 4,217,671.85 $ 4,217,941.85 0.24 21 Group Portfolio Holdings by Type 64 % •MM ■FMIB 3,000,000.00 2,500,000.00 2,000,000.00 1,500,000.00 1,000,000.00 500.000.00 0.00 Book Value by Maturity Range 0-1 Month 1-3 Months 3-6 Months 6-9 Months Interest Rates Date 1 mo 3 mo 6_mo 1 Vr 2 yr 3 yr 5 yr 7 yr 10 yr 2Qyr 30 yr 3/31/2010 0.15 0.16 0.24 0.41 1.02 1.60 2.55 3.28 3.84 4.55 4.72 6/30/2010 0.17 0.18 0.22 0.32 0.61 1.00 1.79 2.42 2.97 3.74 3.91 Yield Curve Comparison 5.00 4.50 4.00 3.50 3.00 2.5D OAP's Portfolio Retum .18% 21 Dey WAM 2.00 1.50 1.00 t 0.50 0.00 1 mo 3 mo 6 ma 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 20 yr 30 yr -+- 600Q010 - 6-- 301=0 Portfolio vs. Benchmark 5.00 _ 4.50 i 4.00 f _ i i 3.50 3.00 2.50 I 2.00 1.50 1111 1.00.. 0.50 _- naao pc d�� S �}r `M" APB �" S ` ��il� .�0� A �C 'M 1 P�M S� � �9 db O-V �C, A �M S NO NQ No a e o Sa Q o o eo a e a a`t on o eQ e a e -a-Pankm TOW 1 Yam T-0111 Agency Note City of Pearland Quarterly Investment Report Report Format: By CUSIP Group By: Security Type Portfolio/Report Group: 65: Development Authority Begin Date: 3/31/2010, End Date: 6/30/2010 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 FHLB BOND 65: FHLB FHLB 0 31338SD37 Development 8/25/2010 0.18 0,00 1,498,965.00 0.00 615.00 0.00 1,499,580.00 615.00 010 Authority Sub Total/Average 0.18 0.00 1,498,965.00 0.00 615.00 0.00 1,499,580.00 615.00 FHLB Bond MONEY MARKET Wells Fargo Bank 65: WF4258 Development N/A 0.20 2,666,601.41 3,659,613.74 3,6S8,260.00 0.00 0.00 Z,667,955.15 1,353.7a MM Authority Wells Fargo Bank 65. WF8301 Development N/A 0.00 200.00 17.31 0.00 0.00 0.00 217.31 0.00 MM Authority 65. MM WF8302 Development N/A 0.04 1,548,884.39 17.28 1,498,982.28 0.00 0.00 49,919.39 17.28 Wells Fargo Bank Authority _ Sub Total/Average 0.19 4,215,685.80 3,659,648.33 5,157,242.28 0.00 0.00 2,718,091.85 1,371.02 Money Market Total / 0.18 4,215,685.80 5,158,613.33 5,157,242.28 615.00 0.00 4,217,671.85 1,986.02 Average Page I of I 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 6/30/2010 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 FHLB Bond FHLB 0 FHLB 31338SD37 65: Development 1,500,000.00 1,498,965.00 1,499,580.00 1,499,850.00 0.18263 N/A 8/25/2010 56 0.00 35.56 010 Authority Sub Total / 1,500,000.00 1,498,965.00 1,499,580.00 1,499,850.00 0.18263 56 0.00 35.56 Average Money Market Wells Fargo WF4258 65: Development 2,667,955.15 2,667,95S.15 2,667,955.15 2,667,955.15 D.27000 N/A N/A 1 N/A 63.25 Bank MM Authority Wells Fargo WF8302 65: Development 49,919.39 49,919.39 49,919.39 49,919.39 0,01000 N/A N/A 1 N/A 1.18 Bank MM Authority Wells Fargo WF8301 65: Development 217.31 217.31 217.31 217.31 0.01000 N/A N/A i N/A 0.01 Bank MM Authority Sub Total / 2,718,091.85 2,718,091.85 2,718,091.85 2,718,091.85 0.26520 1 0.00 64.44 Average 4,218,091.85 4,217,056.85 4,217,671.85 4,217,941.85 0.23584 21 0.00 100 Total / Average Page 1 of 1 City of Pearland City of Pearland - by Fund Report Format: By Transaction Group By: Portfolio Name Portfolio/Report Group: 65: Development Authority As of 6/30/2010 Security Settlement Face Amount/Shares Book Value Market Value YTM @ Cost Maturity Date Days To Maturity % of Portfolio Description CU5IP/Ticker Type Date ------- 65: Development Authority FHLB 0 8/25/2010 313385D37 FHLB Bond 4/9/2010 1,500,000.00 1,499,580.00 1,499,850.00 0.18263 8/25/2010 S6 35.56 Wells Fargo Bank WF4258 Money 9/30/2006 2,667,955.15 2,667,955.15 2,667,955.15 0.27000 N/A 1 63.25 MM Market Wells Fargo Bank WF8302 Money 9/30/2006 49,919.39 49,919.39 49,919.39 0.01000 N/A 1 1.18 MM Market Wells Fargo Bank WF8301 Money 9/30/2006 217.31 217.31 217.31 0.01000 N/A 1 0.01 MM Market Sub Total / 4,218,091.85 4,217,671.85 4,217,941.85 0.23584 21 100.00 Average 4,218,091.85 4,217,671.85 4,217,941.85 �0.23584 21 100 Tota{ /Average Page 1 of 1 Pledged Collateral Reconciliation Report June 30, 2010 Bank Account Number Account Name Amount Wells Fargo 201-0419505 Operating S - Wells Fargo 201-0419513 Payroll Fund - Wells Fargo 001-3042841 Sweep Account 104,085,233.36 Wells Fargo 201-0419554 98 CO Escrow Wells Fargo 807-1613395 Credit Card Account 2,104,675,45 Wells Fargo 818-4567843 Alvin ISD 8,596,270.79 Wells Fargo 001-30431112 PEDC Sales Tax - Wells Fargo Wells Fa 1.50 07/24/10 Certificate of Deposit 1,000,000,00 Wells Fargo Wells Fa 1.53 01/27/10 Certificate of Deposit 4,000,000.00 Total of Bank Balances $ 119,786,179.60 Pledged Collateral for City 129,995,189.69 FDIC Insurance 250,000.00 Total Collateral $ 130,245,189.69 Over (Under) Collateralized $ 10,459,010.09 Total % Collateralized 108.7% Bank Account Number Account Name Amount Wells Fargo 100-7284258 Development Authority 2,667,955.15 Total of Bank Balances $ 2,667,955.15 Pledged Collateral for DAP 2,936,166.84 FDIC Insurance 250,000.00 Total Collateral S 3,186,166.84 Over (Under) Collateralized $ 518,211.69 Total % Collateralized 119.4% Bank Account Number Account Name Amount Pearland State 13249 Certificate of Deposit 1,000,000.00 Pearland State 12847 Certificate of Deposit $ - Total of Bank Balances $ 1,000,000.00 Pledged Collateral 2,825,195,81 FDIC Insurance 250,000.00 Total Collateral $ 3,075,195.81 Over (Under) Collateralized $ 2,075,195.81 Total % Collateralized 307.5% Total $ Over (Under) Collateralized $ 13,052,417.59 Total % Collateralized 110.6% Status Collateralized Development Authority of Pearland Quarterly Investment Report June 30, 2010 - September 30, 2010 Portfolio at June 30, 2010 Portfolio at September 30, 2010 Beginning Book Value $ 4,217,671.85 Ending Book Value $ 7,533,891.50 Beginning Market Value 4,217,941.85 Ending Market Value 7,533,891.50 Accrued Interest Receivable - Accrued Interest Receivable Unrealized Gain/(Loss) 270.00 Unrealized Gain/(Loss) Change in Unrealized Gain/Loss 270.00 Change in Unrealized Gain/Loss (270.00) Weighted Average Maturity 21 Days Weighted Average Maturity 1 Day Change in Market Value 2,256.05 Change in Market Value 3,315,949.65 Yield to Maturity at Cost 0.24% Yield to Maturity at Cost 0.12% T-Bill Benchmark 0.32% T-Bill Benchmark 0.27% Agency Note Benchmark 0.25% Agency Note Benchmark 0.12% Average for Quarter Total Rate of Return 0.16% 1 Year T-Bill Benchmark Yield 0.27% Agency Note Benchmark Yield 0.16% 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: -^-� 1 Lit. - Claire Bogard Ric verg rd Fatima Uwakwe Director of Finance Assista t Director of Finance Senior Accountant Description Face Amount 1 Shares MM $ 7,533,891.50 $ Total/Average S 7,533,891.50 S Group Portfolio Holdings by Type ■MM Development Authority of Pearland Summary by Type September 30, 2010 Cost Value 7,533,891.50 $ 7.533.891.50 S Book Value 7,533,891.50 $ 7.533.891.50 $ 8,000,000.00 7,000,000.00 6,000,000.00 5,000,000.00 4,000,000.00 3,000,000.00 2,000,000.00 1,000,000.00 0.00 Market Value YTM (c-b Cost Days to Maturity 7,533,891.50 0.12 1 7.533.891.50 0.12 1 Book Value by Maturity Range 0-1 Month 1-3 Months 3-6 Months 6-9 Months Interest Rates Date 1 mo am 6 mo Ir 2-W 3 yr 5r 77r 10 yr 20 yr 30 yr 6/30/2010 0.17 0.18 0.22 0.32 0.61 1.00 1.79 2.42 2.97 3.74 3.91 9/30/2010 0.14 0.16 0.19 0.27 0.42 0.64 1.27 1.91 2.53 3.38 3.69 Yield Curve Comparison 4.50 4.00 I(j 3.50 3.00 2.50 DAP's Portfolio Return .16% 2.00 1 Day WAM 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 -.---tlrsormto twaorzoie � 5.00 4.50 4.00 3.50 3.00 2.50 2.00 1.50 1.00 0.50 Portfolio vs. Benchmark ,Oa9"NI) "Na .NQ� 2N13 "N �P e�� "Q13 " )� ---�- Porttolb Total -�-- 1 Ymr T-BIII Agency Nole City of Pearland Quarterly Investment Report Report Format: By CUSIP Group By: Security Type Portfolio/Report Group: 65: Development Authority Begin Date: 6/30/2010, End Date: 9/30/2010 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 FHLB BOND FHLB 0 313385D37 65: Development 8/25/2010 0.19 1,499,580.00 0.00 1,500,000.00 420.00 0.00 0.00 420.00 8/25/2010 Authority Sub Total/Average 0.19 1,499,580.00 0.00 1,500,000.00 420.00 0.00 0.00 420.00 FHLB Bond MONEY MARKET Wells Fargo Bank WF4258 65: Development N/A 0.22 2,667,955.15 11,038,7�13.41 8,922,300.17 0.00 0.00 4,784,398.39 2,034.75 MM Authority Wells Fargo Bank WF8300 65: Development N/A 0.00 0.00 8,915,868.67 8,902,368.62 0.00 0.00 13,500.05 0.05 MM Authority Wells Fargo Bank WF8301 65: Development N/A 0.01 217.31 4,166,521.38 2,979,630.02 0.00 0.00 1,187,108.67 15.98 MM Authority Wells Fargo Bank WF8302 65: Development N/A 0.06 49,919.39 1,500,004.13 1,039.13 0.00 0.00 1,548,884.39 94.Z0 MM Authority Sub Total/Average 0.16 2,718,091.85 25,621,137.59 20,805,337.94 0.00 0.00 7,533,891.50 2,144.98 Money Market Total / 0.16 4,217,671.85 25,621,137.59 22,305,337.94 420.00 0.00 7,533,891.50 2,564.98 Average Page 1 of l City of Pearland City of Pearland - By Security Type Report Format: By Transaction Group By: Security Type Portfolio/Report Group: 65, Development Authority As of 9/30/2010 Portfolio Settlement Maturity YTM @ Face Days To Accrued % of Description CUSIP/Ticker Name Date Date Cost Amount/Shares Cost Value Book Value Market Value Maturity Interest Portfolio Money Market Wells Fargo 65: Bank MM WF4258 Development 9/30/2006 N/A 0.19000 4,784,398.39 4,784,398.39 4,784,398.39 4,784,398.39 1 N/A 63.51 Wells Fargo WF8300 Bank MM Wells Fargo WF8302 Bank MM Authority 65: Development 10/1/2006 Authority 65: Development 9/30/2006 Authority 65: N/A 0.01000 13,500.05 13,500.05 13,500.05 13,500.05 N/A 0.01000 1,548,884.39 1,548,884.39 1,548,884.39 1,548,884.39 1 N/A 0.18 1 N/A 20.56 Wells Fargo WF8301 Development 9/30/2006 N/A 0.01000 1,187,108.67 1,187,108.67 1,187,108.67 1,187,108.67 1 N/A iS.76 Bank MM Authority Sub Total / 0.12431 7,533,891.50 7,533,891.50 7,533,891.50 7,533,891.50 1 0.00 100.00 Average Total / 0.12431 7,533,891.50 7,533,891.50 7,533,891.50 7,533,891.50 1 0.00 100 Average Page l of 1 City of Pearland City of Pearland - by Fund Report Format: By Transaction Group By: Portfolio Name Portfolio/Report Group: 65: Development Authority As of 9/30/2010 Description CUSIP/Ticker Security Type Settlement Date Face Amount/Shares Book Value Market Value YTM @ Cost Maturity Date Days To Maturity % of Portfolio 65: Development Authority Wells Fargo Bank WF4258 Money Market 9/30/2006 4,784,398.39 4,784,398.39 4,784,398.39 0.19000 N/A 1 63.51 MM Wells Fargo Bank WF8300 Money Market 10/1/2006 13,500.05 13,500.05 13,500.05 0.01000 N/A 1 0.18 MM Wells Fargo Bank WF8302 Money Market 9/30/2006 1,548,884.39 1,548,884.39 1,548,884.39 0.01000 N/A 1 20.56 MM Wells Fargo Bank WF8301 Money Market 9/30/2006 1,187,108.67 1,187,108.67 1,187,108.67 0.01000 N/A 1 15.76 MM Sub Total / 7,533,891.50 7,533,891.50 7,533,891.50 0.12431 1 100.00 Average 7,533,891.50 7,533,891.50 7,533,891.50 0.12431 1 100 Total / Average Page 1 of 1 Pledged Collateral Reconciliation Report September 30, 2010 Bank Account Number Account Name Amount Wells Fargo 201-0419505 Operating $ - Wells Fargo 201-0419513 Payroll Fund - Wells Fargo 001-3042841 Sweep Account 74,394,101.33 Wells Fargo 201-0419554 98 CO Escrow - Wells Fargo 807-1613395 Credit Card Account 5,065,831.82 Wells Fargo 818-4567843 Alvin ISO 5,130,026.62 Wells Fargo 001-3043112 PEDC Sales Tax Wells Fargo Wells Fa .40 01/28/11 Certificate of Deposit 4,000,000.00 Total of Bank Balances $ 88,589,959.77 Pledged Collateral for City 119,085,786,40 FDIC Insurance 250,000.00 Total Collateral $ 119,335,786.40 Over (Under) Collateralized $ 30,745,826.63 Total % Collateralized 134.7% Bank Account Number Account Name Amount Wells Fargo 100-7284258 Development Authority 4,785,798.39 Total of Bank Balances $ 4,785,798.39 Pledged Collateral for DAP 8,866,429.40 FDIC Insurance 250,000.00 Total Collateral $ 9,116,429.40 Over (Under) Collateralized $ 4,330,631.01 Total % Collateralized 190.5% Total $ Over (Under) Collateralized $ 35,076,457.64 Total % Collateralized 137.6% Status Collateralized