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RDAP-2011-2 - 2011-09-12RESOLUTION NO. R2011-DAP-2 A RESOLUTION OF THE DEVELOPMENT AUTHORITY OF PEARLAND (DAP), ACCEPTING THE INVESTMENT REPORT FOR THE QUARTERS ENDING DECEMBER 2010, MARCH 2O11 AND JUNE 2011. BE IT RESOLVED BY THE DAP BOARD OF DIRECTORS: Section 1. That the Board hereby accepts the Investment Report for the Quarters ending December 2010, March 2011 and June 2011. PASSED, APPROVED, AND ADOPTED this 12t" day of September, A.D., 2011. TOM REID DAP CHAIRMAN ATTEST: 16ok-t .. ED BAKER DAP SECRETARY Development Authority of Pearland Quarterly Investment Report September 30, 2010 - December 31, 2010 Portfolio at September 30,_2010 Portfolio at December 31, 2010 Beginning Book Value $ 7,535,291.50 Ending Book Value $ 4,233,072.06 Beginning Market Value 7,535,291.50 Ending Market Value 4,233,072.06 Accrued Interest Receivable - Accrued Interest Receivable - Unrealized Gain/(Loss) - Unrealized Gain/(Loss) Change in Unrealized Gain/Loss (270.00) Change in Unrealized Gain/Loss Weighted Average Maturity 1 Day Weighted Average Maturity 1 Day Change in Market Value 3,315,949.65 Change in Market Value (3,302,219.44) Yield to Maturity at Cost 0.12% Yield to Maturity at Cost 0.07% T-Bill Benchmark 0.27% T-Bill Benchmark . 0.29% Agency Note Benchmark 0.12% Agency Note Benchmark 0.01% Average for Quarter Total Rate of Return 0.09% 1 YearT-Bill Benchmark Yield 0.28% Agency Note Benchmark Yield 0.09% 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 ,3"j, Rick'-O'lvrgakrd Assistant Director of Finance aAll� �- L Fatima Uwakwe Senior Accountant Description Face Amount 1 Shares MM $ 4,233,072.06 $ Total/Average S 4.233.072.06 5 Group Portfolio Holdings by Type •MM Development Authority of Pearland Summary by Type December 31, 2010 Cost Value 4,233,072.06 $ Book Value 4,233,072.06 $ 4.233.077.06 $ 4.233.072.06 $ 4,500,000.00 4,000,000.00 3,500,000.00 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 Market Value YTM Cad Cost Days to Maturity 4,233,072.06 0.09% 1 4.233.072.06 0.09% 1 Book Value by Maturity Range 0-1 Month 1-3 Months 3-6 Months 6-9 Months Interest Rates Date 1 rno 3 mo 0mo 1_yr 2 yr 3_y_r 5 - 7_yr 1Q,f-r 20�L 30 yr 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 12/31/2010 0.07 0.12 0.19 0.29 0.61 1.02 2.01 2.71 3.30 4.13 4.34 Yield Curve Comparison 5.00 4.50 4.00 3.50 3.00 2.50 2.00 1.50 1.00 0.50 0.00 1 ma 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 20 yr 30 yr --1N1I2010 -s- YI7 M10 Portfolio vs. Benchmark 5.00 4.50 4.00 3.50 3.00 2.50 2.00 1.50 1.00 0.50 ° �z°.gSaPre'(`9�Pa'J�'A`a1��o�e�Ja�eN�aa���z"���g��A°�e�JaQce'(1`�1o�e� 1� t Por"io Tmal _ i t t Y-T-il -�- Aqw" NOW 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 12/31/2010 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: WF4258 Development 9/30/2006 N/A 0.17000 1,483,510.40 1,483,510.40 1,483,510.40 1,483,510.40 Bank MM 1 N/A 35.05 Wells Fargo WF8300 Bank MM Wells Fargo WF8302 Bank MM Authority 65: Development 10/1/2006 Authority 65: Development 9/30/2006 Authority N/A 0.01000 13,500.38 13,500.38 13,500.38 13,500.38 N/A 0.01000 1,548,884.39 1,548,884.39 1,548,884.39 1,548,884.39 1 N/A 0.32 1 N/A 36.59 Wells Fargo 65. Bank MM WF8301 Development 9/30/2006 N/A 0.01000 1,187,176.89 1,187,176.89 1,187,176.89 1,187,176.89 1 N/A 28.05 Authority Sub Total / 0.06607 4,233,072.06 4,233,072.06 4,233,072.06 4,233,072.06 1 0.00 100.00 Average Total / 0.06607 4,233,072.06 4,233,072.06 4,233,072.06 4,233,072.06 1 0.00 100 Average Page 1 of 1 City of Pearland Quarterly Investment Report Report Format: By CUSIP Group By: Security Type Portfolio/Report Group: 65: Development Authority Begin Date: 9/30/2010, End Date: 12/31/2010 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 MONEY MARKET Wells Fargo Bank WF4258 65: Development N/A 0.19 4,785,798.39 1,439,112.01 4,741,400.00 0.00 0.00 1,483,510.40 1,112.01 MM Authority Wells Fargo Bank WF8300 65: Development N/A 0.01 13,500.05 0.33 0.00 0.00 0.00 13,500.38 0.33 MM Authority Wells Fargo Bank WF8301 65: Development N/A 0.01 1,187,108.67 68.22 0.00 0.00 0.00 1,187,176.89 29.60 MM Authority Wells Fargo Bank WF8302 65: Development N/A 0.01 1,548,884.39 25.89 25.89 0.00 0.00 1,548,884.39 25.89 MM Authority Sub Total/Average 0.09 7,535,291.50 1,439,206.45 4,741,425.89 0.00 0.00 4,233,072.06 1,167.83 Money Market Total / 0.09 7,535,291.50 1,439,206.45 4,741,425.89 0.00 0.00 4,233,072.06 1,167.83 Average Page 1 of 1 Pledged Collateral Reconciliation Report December 31, 2010 Bank Account Number Account Name Amount Wells Fargo 201-0419505 Operating $ - Wells Fargo 201-0419513 Payroll Fund - Wells Fargo 001-3042841 Sweep Account 103,938,712.56 Wells Fargo 201-0419554 98 CO Escrow - Wells Fargo 807-1613395 Credit Card Account 1,053,072.09 Wells Fargo 818-4567843 Alvin ISD 5,259,089.88 Wells Fargo 001-3043112 PEDC Sales Tax - Wells Fargo 280-7409871 Health Claims 231,844.50 Wells Fargo Wells Fa .40 01/28/11 Certificate of Deposit 4,000,000.00 Total of Bank Balances $ 114,482,719.03 Pledged Collateral for City 122,693,978.03 FDIC Insurance 250,000.00 Total Collateral $ 122,943,978.03 Over (Under) Collateralized $ 8,461,259.00 Total % Collateralized 107.4% Bank Account Number Account Name Amount Wells Fargo 100-7284258 Development Authority 1,483,510.40 Total of Bank Balances $ 1,483,510.40 Pledged Collateral for DAP 2,057,670.14 FDIC Insurance 250,000.00 Total Collateral $ 2,307,670.14 Over (Under) Collateralized $ 824,159.74 Total % Collateralized 155.6% Total $ Over (Under) Collateralized $ 9,285,418.74 Total % Collateralized 108.0% Status Collateralized