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R2011-154 - 2011-12-12RESOLUTION NO. R2011-154 A RESOLUTION OF THE CITY COUNCIL OF THE CITY OF PEARLAND, TEXAS, ACCEPTING THE CITY'S INVESTMENT REPORT FOR THE QUARTER ENDING SEPTEMBER 2011. BE IT RESOLVED BY THE CITY COUNCIL OF THE CITY OF PEARLAND, TEXAS: Section 1. That the City Council hereby accepts the City's Investment Report for the Quarter ending September 2011. PASSED, APPROVED, AND ADOPTED this 12th day of December, A.D., 2011. ATTEST: • ..z2))1-1 2,-V TOM REID MAYOR YOU CITECR" ARY APPROVED AS TO FORM: 14,rk.--------- NGHIEM V. DOAN DEPUTY CITY ATTORNEY f` N CO O CO T m o m o lD 0 CO CO V m r0 cr S CO e-4 Li; m ,n .-i Ol a 00 r`1 ,,1 O u co ,� ti cc cn co o in O o o Q ,-I V1 in Cl m 7 N N. • ,--i ,--I t0 Lei O iD '~ 0 C m 00 r\ m In lD a n I, N VD E LI1 Lri cr CO W a ei C O , c N th -C a rJ C "` c m7 Yo 7 o a 0 3 u E a E ,`O_ a C a 0 Y ri rn m a \ T c s C_ = (CIO > a CS 7 a N - _? ra Vi • 7 v w 0 v a U a 0 0a N a > co c f i N a � > a flfflH Ln OD T• a a) M m° 2 _ — c - c 2 c o '- CC s- on on o '� m s m u Cl.) co c c i 1- a c no c -O = c c 'a "a U O IS/ 'a ro a I `^ co C .Q c c u } c s _c a, m on a c (�— m w w Q w U U > F G m wLC0) -4 0' c \ TCC �+ ++ ry Ln o vo Vf a. 0 0 0 'a u d a) 41 ,O4- > V) _ m 0C C , � cu m c 73 —` r-I d. 00 O O vi N N T tD oN° o o lc +�, >. 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D U } 1- Q F- d V D 0 i ,.m 0 , ► �Ir Summary by Type September 30,2011 Description Face Amountlsha►_es Cost Value Book Value Market Value YTM @ Cost Days To Maturity Cash $ 55,480,038.60 $ 55,480,038.60 $ 55,480,038.60 $ 55,480,038.60 0.10% 1 MM 477,164.87 477,164.87 477,164.87 477,164.87 0.10% 1 CD 2,000,000.00 2,000,000.00 2,000,000.00 2,000,000.00 0.63% 258 FFCB 1,600,000.00 1,599,850.00 1,599,852.08 1,604,647.60 0.62% 633 FHLB 10,000,000.00 10,246,662.33 10,150,440.65 10,168,324.00 0.52% 299 FHLMC 4,000,000.00 4,050,708.41 4,025,064.28 4,028,606.00 0.38% 315 FNMA 12,000,000.00 12,007,907.94 11,998,575.19 12,022,736.00 0.52% 372 Total/Average $ 85,557,203.47 $ 85,862,332.15 $ 85,731,135.67 $ 85,781,517.07 0.24% 120 Group Portfolio Holdings Book Value by Maturity by Type 60,000,000 — FNMA FHLMC 14% 50,000,000 NIB5% 12% 40,000,000 30,000,000 20,000,000 FFCB 2% 10,000,000 CD MM II Cash 2% 0% 65% 1-30 Days 31-60 Days 61-90 Days91-120 DaVi21-180 Days >180 Days Interest Rates Pate Imo 3 mo 6 mo lit LYE 3 yr 5_yr 7 yr jay r 20 yr 30 yr 6/30/2011 0.01 0.03 0.10 0.19 0.45 0.81 1.76 2.50 3.18 4.09 4.38 9/30/2011 0.02 0.02 0.06 0.13 0.25 0.42 0.96 1.43 1.92 2.66 2.90 Yield Curve Comparison 4.50 4.00 -- - _ 3.50 ::.: 3.00 . City' 2.50 s Weighted Avg Yield.24%S 2.00 { 120 Day Average Maturity - -. , 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 y r -4-6/30/2011 -111^9/30/2011 Portfolio vs. Benchmarks 0.35% 0.30% 0.25% ^A4 YE Al 0.10% ------- _ r__.----_ -. ---- s. 0.05% r ---'-- ---___:_____.�_ .__ - `'-•, .- . 4 0.00% I Oct-10 Nov-10 Dec-10 Jan-11 Feb-11 Mar-11 Apr-11 May-11 Jun-11 Jul-11 Aug-11 Sep-11 -M-Port Total -II-1 Yr T-Bill 'r-Agency Note c> m v to o o co C N N 0 (C co to dc m o N N C N t0 C. to CJ, O N --, N C .-+ G 61 N L1 N tD In (C N C N c- r. o N In Cr, C, N M " n NN (N to om (N -. (N N m N al U N .. .. C C C F, I-, N tD m N O C (N N O -, O CO N to N O N N N co t0 0) L1 O O N N N Cn > N Q1 N .-, to O N N M l0 o C r 1 O, O m C M t0 N C O N (3, O t0 C N N co N O N L7 O C O N C to W^ M t0 C O O O O M C1 N N -, co O (N N N i. C tD C ( m to C O N ,.0+ a, N N 0 L N -, N O 10 coL'1 .., co m O a to C c0 W r. 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