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RTIRZ-2011-09 - 2011-11-14 RESOLUTION NO. RTIRZ2011-09 A RESOLUTION OF THE TAX INCREMENT REINVESTMENT ZONE NO. 2 (TIRZ), ACCEPTING THE INVESTMENT REPORT FOR THE QUARTERS ENDING JUNE 2011 and SEPTEMBER 2011. BE IT RESOLVED BY THE TIRZ BOARD OF DIRECTORS: Section 1. That the Board hereby accepts the Investment Reports for the Quarter ending June 2011 and September 2011. PASSED, APPROVED, AND ADOPTED this 14th day of November, A.D., 2011. ENNETH R. PHI 'S TIRZ NO 2 CHAIRMAN ATTEST: MIKE BUR. TIRZ NO. 2 SECRETARY TIRZ II Quarterly Investment Report March 31, 2011- June 30, 2011 Portfolio at March 31, 2011 Ending Book Value $ 9,385,883.32 Ending Book Value $ 12,892,383.99 Ending Market Value 9,385,883.32 Ending Market Value 12,892,383.99 Accrued Interest Receivable Accrued Interest Receivable Unrealized Gain/(Loss) Unrealized Gain/(Loss) Change in Unrealized Gain/Loss Change in Unrealized Gain/Loss Weighted Average Maturity 1 Day Weighted Average Maturity 1 Day Change in Market Value 1,848,677.21 Change in Market Value 3,506,500.67 Yield to Maturity at Cost 0.16% Yield to Maturity at Cost 0.10% T-Bill Benchmark 0.28% T-Bill Benchmark 0.19% Agency Note Benchmark 0.01% Agency Note Benchmark 0.01% Average for Quarter Total Rate of Return 0.13% 1 Year T-Bill Benchmark Yield 0.19% Agency Note Benchmark Yield 0.01% 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 I'd Rick dw'gaArcl Assistant Director of Finance 15 Fatima Uwakwe Senior Accountant TIRZ it Summary by Type June 30, 2011 Description face Amount \ Shares Cost Value Book Value Market Value YTM f«l Cost Days To Maturity Cash $ 3,991,499.56 $ 3,991,499.56 $ 3,991,499.56 $ 3,991,499.56 0.10 1 MM 8,900,884.43 8,900,884.43 8,900,884.43 8,900,884.43 0.10 1 Total/Average S 12,892,383.99 S 12,892,383.99 S 12.892.383.99 S 12.892.383.99 0.10 1 Group Portfolio Holdings by Type 31% ■Cash ■MM 14,000,000,00 12,000,000.00 10,000,000.00 8,000,000.00 6,000,000.00 4,000,000.00 2,000,000.00 0,00 16 Book Value by Maturity 0-1 Month 1-3 Months 3-6 Months 6-9 Months Intereses Pate I= I= EM ixr l.Xr 1Y[ 5.y-r Z-VE 34 Yc lair IQX 3/31/2011 0.05 0.09 0.17 0.30 0.80 1.29 2.24 2.90 3.47 4.29 4.51 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 Yield Curve Comparison 5.00 - -- ---- --- — -- 450 4.00 3.50 r/ 3.00 2.50� 2.00 TIRZ's Portfolio YTM .13% 1 Day WAM 1.50 1.00 I 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 -+-6130/2011--*-3131/2011 Portfolio vs. Benchmark City of Pearland Quarterly Investment Report Beg to End Report Format: By CUSIP Group By: Security Type Portfolio/Report Group: 66: TIRZ II Begin Date: 3/31/2011, End Date: 6/30/2011 Portfolio Maturity Annualized Sell Amortized Amortized Investment Description CUSIP/Ticker Name Date TRR-BV Beginning BV Buy Principal Principal Discount Premium Ending BV Income-BV CASH Wells Fargo Sweep WFSWEEP 66: TIRZ II N/A 0.12 3,892,705.68 98,793.88 0.00 0.00 0.00 3,991,499.56 1,215.15 Cash Sub Total/Average 0.12 3,892,705.68 98,793.88 0.00 0.00 0.00 3,991,499.56 1,215.15 Cash MONEY MARKET Wells Fargo MM WF7843 66: TIRZ 11 N/A 0.13 5,493,177.64 3,407,706.79 0.00 0.00 0.00 8,900,884.43 2,298.19 Sub Total/Average 0.13 5,493,177.64 3,407,706.79 0.00 0.00 0.00 8,900,884.43 2,298.19 Money Market Total / Average 0.13 9,385,883.32 3,506,500.67 0.00 0.00 0.00 12,892,383.99 3,513.34 18 Page I of 1 City of Pearland Quarterly Investment Report at Quarterend Report Format: By Transaction Group By: Security Type Portfolio/Report Group: 66: TIRZ II As of 6/30/2011 Portfolio Settlement Maturity YTM 0 Face Days To Accrued % of Description CUSIP/Ticker Name Date Date Cost Amount/Shares Cost Value Book Value Market Value Maturity Interest Portfolio Cash Wells Fargo WFSWEEP 66: TIRZ 5/31/2006 N/A 0.10000 3,991,499.56 3,991,499.56 3,991,499.56 3,991,499.56 1 N/A 30.96 Sweep Cash II Sub Total / 0.10000 3,991,499.56 3,991,499.56 3,991,499.56 3,991,499.56 1 0.00 30.96 Average Money Market Wells Fargo WF7843 66: TIRZ 5/30/2006 N/A 0.10000 8,900,884.43 8,900,884.43 8,900,884.43 8,900,884.43 1 N/A 69.04 MM II Sub Total / 0.10000 8,900,884.43 8,900,884.43 8,900,884.43 8,900,884.43 1 0.00 69.04 Average Total / 0.10000 12,892,383.99 12,892,383.99 12,892,383.99 12,892,383.99 1 0.00 100 Average 19 Page 1 of 1 Pledged Collateral R onciliation Report June 30, 2011 Bank Account Number Account Name Amount Wells Fargo 201-0419505 Operating $ - Wells Fargo 201-0419513 Payroll Fund Wells Fargo 001-3042841 Sweep Account 72,277,365.60 Wells Fargo 201-0419554 98 CO Escrow - Wells Fargo 807-1613395 Credit Card Account 5,526,351.02 Wells Fargo 818-4567843 Alvin ISD 8,900,884.43 Wells Fargo 001-3043112 PEDC Sales Tax - Wells Fargo 280-7409871 Health Claims 301,099.04 Wells Fargo Certificate of Deposit - Total of Bank Balances $ 87,005,700.09 Pledged Collateral for City 104,323,704.61 FDIC Insurance 250,000.00 Total Collateral $ 104,573,704.61 Over (Under) Collateralized $ 17,568,004.52 Total % Collateralized 120.2% Bank Account Number Account Name Amount Wells Fargo 100-7284258 Development Authority 1,478,585.91 Total of Bank Balances $ 1,478,585.91 Pledged Collateral for DAP 1,776,513.44 FDIC Insurance 250,000.00 Total Collateral $ 2,026,513.44 Over (Under) Collateralized $ 547,927.53 Total % Collateralized 137.1% Total $ Over (Under) Collateralized $ 18,115,932.05 Total % Collateralized 120.5% 20 Status Collateralized (:\Investments\Investment Reports\TIRZ\Investment Report - TIRZ - Qtr 0611 TI RZ 11 Quarterly Investment Report June 30, 2011- September 30, 2011 Period 14 Portfolio at June 30.2011 Ending Book Value $ 12,892,383.99 Ending Book Value $ 4,169,845.53 Ending Market Value 12,892,383.99 Ending Market Value 4,169,845.53 Accrued Interest Receivable Accrued Interest Receivable Unrealized Gain/(Loss) Unrealized Gain/(Loss) Change in Unrealized Gain/Loss Change in Unrealized Gain/Loss Weighted Average Maturity 1 Day Weighted Average Maturity 1 Day Change in Market Value 3,506,500.67 Change in Market Value (8,722,538.46) Yield to Maturity at Cost 0.10% Yield to Maturity at Cost 0.10% T-Bill Benchmark 0.19% T-Bill Benchmark 0.13% Agency Note Benchmark 0.01% Agency Note Benchmark 0.01% Average for Quarter Total Rate of Return 0.09% 1 Year T-Bill Benchmark Yield 0.15% Agency Note Benchmark Yield 0.01% 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 1) Rick a as Assistant Director of Finance 21 - J-Ij2�k A-,"� Fatima Uwakwe Senior Accountant Description Face Amount \ Shares Cash $ 210,824.29 $ M M 3,959,021.24 Total/Averaue S 4,169,845.53 S Group Portfolio Holdings by Type ry •CSh 6MM TIRZ II Summary by Type September 30, 2011 Coss Value 210,824.29 $ 3,959,021.24 Book Value 210,824.29 $ 3,959,021.24 4.169.845.53 S 4.169.845.53 S 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 1,000,000.00 600,000.00 0.00 22 Market Value YTM 9D Cost Days To Maturity 210,824.29 0.10 1 3,959,021.24 0.10 1 4,169,845.53 0.10 1 Book Value by Maturity 0-1 Month 1-3 Months 3-6 Months 6-9 Months Interest Rates Qw IM! IM fim IM Z T ax 5.1¢ ZYL AVE 2o_X[ AV 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 5.00 4.50 4.00 3.50 3.00 2.50 2.00 TIRZ's Portfolio YTM .09% 1 Day WAM f' 1.50 / f 1.00 0.50 0.00f " 1 mo 3 mo 6 mo 1 yr 2 yr 3 yr 5 yr 7 yr 10 yr 20 yr 30 yr 035 0.30 0.25 0.20 0.15 0.10 0.05 � W30/2011 -s- 6/30/2011 Portfolio vs. Benchmark t 1� ' 1� e ' 41� n NN q \N t 11 r \N 11 p 1� \'NN pe " 23 -�- Portfolio Total t 1 Year T•6ill Agency Note City of Pearland Quarterly Investment Report Report Format: By CUSIP Group By: Security Type Portfolio/Report Group: 66: TIRZ II Begin Date: 6/30/2011, End Date: 9/30/2011 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 CASH Wells Fargo Sweep Cash WFSWEEP 66: TIRZ N/A 0.07 3,991,499.56 1,457,565.31 H 5,238,240.58 0.00 0.00 210,824.29 470.50 Sub Total/Average 0.07 3,991,499.56 1,457,565.31 5,238,240.58 0.00 0.00 210,824.29 470.50 Cash MONEY MARKET Wells Fargo MM WF7843 666: TIRZ N/A 0.10 8,900,884.43 744,721.48 5,686,584.67 0.00 0.00 3,959,021.24 1,636.00 11 Sub Total/Average 0.10 8,900,884.43 744,721.48 5,686,584.67 0.00 0.00 3,959,021.24 1,636.00 Money Market Total / 0.09 12,892,383.99 2,202,286.79 10,924,825.25 0.00 0.00 4,169,845.53 2,106.50 Average 24 I Of I City of Pearland Quarterly Investment Report at Quarterend Report Format: By Transaction Group By: Security Type Portfolio/Report Group: 66: TIRZ II As of 9/30/2011 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 Cash Welk Fargo 66: TIRZ Sweep WFSWEEP II 5/31/2006 N/A 0.10000 210,824.29 210,824.29 210,824.29 210,824.29 1 N/A 5.06 Cash Sub Total 0.10000 210,824.29 210,824.29 210,824.29 210,824.29 1 0.00 5.06 / Average Money Market Is Fargo WF7843 666: TIRZ 5/30/2006 N/A 0.10000 3,959,021.24 3,959,021.24 3,959,021.24 3,959,021.24 1 N/A 94.94 M Sub Total 0.10000 3,959,021.24 3,959,021.24 3,959,021.24 3,959,021.24 1 0.00 94.94 / Average Total / 0.10000 4,169,845.53 4,169,845.53 4,169,845.53 4,169,845.53 1 0.00 100 Average 25 1 of] Pledged Collateral Reconciliation Report September 30, 2011 Bank Account Number Account Name Amount Wells Fargo 201-0419505 Operating $ - Wells Fargo 201-0419513 Payroll Fund - Wells Fargo 001-3042841 Sweep Account 58,070,282.66 Wells Fargo 201-0419554 98 CO Escrow - Wells Fargo 807-1613395 Credit Card Account 1,552,001.41 Wells Fargo 818-4567843 Alvin ISD 3,959,021.24 Wells Fargo 001-3043112 PEDC Sales Tax - Wells Fargo 280-7409871 Health Claims 477,164.87 Wells Fargo Certificate of Deposit - Total of Bank Balances $ 64,058,470.18 Pledged Collateral for City 91,215,259.68 FDIC Insurance 250,000.00 Total Collateral $ 91,465,259.68 Over (Under) Collateralized $ 27,406,789.50 Total % Collateralized 142.8% Bank Account Number Account Name Amount Wells Fargo 100-7284258 Development Authority 2,678,434.55 Total of Bank Balances $ 2,678,434.55 Pledged Collateral for DAP 12,468,196.73 FDIC Insurance 250,000.00 Total Collateral $ 12,718,196.73 Over (Under) Collateralized $ 10,039,762.18 Total % Collateralized 474.8% Total $ Over (Under) Collateralized $ 37,446,551.68 Total % Collateralized 156.1% 26 Status Collateralized . 1AInvestments\Investment ReportslTIRZ\Investment Report - TIRZ - Qtr 0911