Treasury Report School District of Palm Beach County 9/30/2016

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1 Treasurer's Notes Treasury Report School District of Palm Beach County 9/30/206 Total Investment and Debt Portfolios total is $248 Million. The TANS proceeds of $5 M will be received in October 206. The total portfolio is currently composed of 20% securities, 28% money markets and LGIP's, and 52% cash. The Core Portfolio outperformed the benchmark for this quarter. The YTD Interest Earnings through September 206 was $4 K. Tax collections are at 0%, the first collections will be received in November with most of the money received in December 9/30/206 Annualized Quarter Interest Benchmark Rates Merrill Lynch -3 Year U.S. Treasury Note Index -0.% Core PFM Portfolio -0.06% Wells Fargo Earnings Credit Rate 0.40% Wells Fargo Excess Cash 0.25% SBA- Fund A 0.78% FEITF 0.7% TD Bank 0.25% Report Contents Page - Quarter Summary Page 2 - Portfolio Summary Page 5 - Investment Listing

2 Percentage of Total Portfolio District Quarterly Investment Report as of September 30, 206 Maturity September 30, 206 Overnight $ 98,086, % 0 to 6 Months,850, % 6-2 Months 8,6, % -2 Years 4,430, % 2-3 Years 25,95, % 3-4 Years % $ 248,73, % Investment Portfolio Composition SBA-Fund A $ 32,68.36 FEITF LGIP 45,853,74.3 Wells Fargo 97,582,55.34 Wells Fargo- Schools 26,43, Bank of America 304,23.8 TD Bank 3,794, Securities (Core Portfolio) 48,020, Securities (Short Term Portfolio) - $ 22,730, Debt Portfolio Composition Cash $,280, Money Markets 6,324, FEITF LGIP 6,77, Commercial Paper 2,066, $ 26,442,575.0 Portfolio Maturity Distribution 90% 80% 79.82% 70% 60% 50% 40% September 30, % 20% 0% 0% 0.5% 3.47% 5.8% 0.75% 0.00% Maturity Overnight 0 to 6 Months 6-2 Months -2 Years 2-3 Years 3-4 Years

3 District Quarterly Investment Report as of September 30, 206 Security Type September 30, 206 % of Portfolio Policy Limit U.S. Treasuries $ 6,690, % 00.00% Federal Agencies 23,280, % 50.00% Commercial Paper 3,96, % 35.00% Certificates of Deposit % 25.00% Bankers Acceptances % 35.00% Repurchase Agreements % 50.00% Municipal Obligations,000, % 20.00% Corporate Notes/Bonds 5,200, % 5.00% Corporate Notes/Bonds- FDIC Insured % 5.00% Mortgage Backed % 20.00% Money Markets 6,324, % 75.00% Cash 29,04, % 00.00% Local Government Investment Pools 52,658, % 25.00% $ 248,73, % Local Government Investment Pools, 2.22% U.S. Treasuries, 6.73% Federal Agencies, 9.38% Commercial Paper,.58% Municipal Obligations, 0.40% Corporate Notes/Bonds, 2.0% Money Markets, 6.58% Cash, 52.02%

4 Palm Beach Schools Portfolio Management Portfolio Summary September 30, 206 Palm Beach County School Distr 3300 Forest Hill Blvd Ste A-334 West Palm Beach, West Palm (56) Investments Par Market Book % of Portfolio Term Days to Maturity YTM/C 360 Equiv. YTM/C 365 Equiv. State Board of Administration LGIP 32, , , Florida Education Inv Trust LGIP 52,625, ,625, ,625, Money Market Accounts 6,324, ,324, ,324, Bank Deposits 29,04, ,04, ,04, Commercial Paper- Discount 2,066, ,066, ,066, Corporate Notes 5,200, ,207, ,92, Commercial Paper,850,000.00,843,225.00,842, Federal Agency Coupon Securities 23,280, ,298, ,272, Treasury Coupon Securities 6,690, ,824, ,723, , Municipal Bonds,000, ,300.00,000, Investments 248,73, ,326, ,84, % Cash and Accrued Interest Accrued Interest at Purchase Subtotal Total Cash and Investments 248,73, , , ,448, , , ,306, Total Earnings Year September 30 Month Ending 34, Average Daily Balance 327,465, Effective Rate of Return 0.3% Leanne Evans, Treasurer Reporting period 09/0/206-09/30/206 Portfolio INV AP Run Date: /03/206 - :28 PM (PRF_PM) Report Ver

5 Palm Beach Schools Duration Report Sorted by Investment Type - Investment Type Through 09/30/206 Palm Beach County School Distr 3300 Forest Hill Blvd Ste A-334 West Palm Beach, West Palm (56) Security ID Investment # Fund Issuer Investment Class Book SYS M State Board of Administration Amort 32, , , SYS FEITF Amort 45,853, ,853, ,853, SYS BONY FEITF Amort 6,77, ,77, ,77, SYS BONY Bank of New York Amort 6,324, ,324, ,324, SYS MMF Goldman Sachs Group Inc Amort SYS MMF Morgan Stanley Amort SYS B Banc of America Amort 304, , , SYS B Banc of America Amort SYS B TD Bank Amort 3,794, ,794, ,794, SYS BONY Bank of New York Amort,280,039.83,280,039.83,280, SYS S Wells Fargo Amort 26,43, ,43, ,43, SYS B Wells Fargo Amort 97,582, ,582, ,582, SYS BONY FORTIS FDG LLC DISC COMM PAPTE Amort 2,066, ,066, ,066, TCA Toyota Motor Credit Corp CP Fair,20,502.5,200,000.00,204, /2/ AJ Apple Inc Fair,92,267.98,200,000.00,98, /03/ AV Chevron Corp Notes Fair,99,346.85,200,000.00,202, /02/ HK IBM Corp Global Notes Fair,99,949.40,200,000.00,20, /08/ CE Bershire Hathaway Fin Fair 299, , , /07/ BX Bershire Hathaway Fin Fair 99, , , /5/ TP CREDIT AGRICOLE NORTH AMERICA Amort 846, , , /03/ PB Bank of Tokyo Mitsubishi Amort 995,863.69,000, , /08/ EADJ Federal Home Loan Mtg Corp Fair,209,958.2,20,000.00,23, /28/ EADJ Federal Home Loan Mtg Corp Fair,954,963.44,955,000.00,96, /28/ G0ZL Federal National Mtg Assn Fair,058,788.5,060,000.00,063, /27/ G0J Federal National Mtg Assn Fair,27,700.36,220,000.00,22, /26/ G0ZL Federal National Mtg Assn Fair,203,427.83,200,000.00,203, /27/ A8BD Federal Home Loan Bank Fair,267,443.99,270,000.00,274, /29/ G0J Federal National Mtg Assn Fair 998,270.00,000,000.00,00, /26/ A8DB Federal Home Loan Bank Fair,249,53.42,250,000.00,255, /2/ Portfolio INV AP Run Date: /03/206 - :30 Page DU (PRF_DU) 7.. Report Ver Par Market Rate YTM 360 Yield Maturity/ Call Date Modified Duration

6 Security ID Investment # Fund Issuer Palm Beach Schools Duration Report Sorted by Investment Type - Investment Type Through 09/30/206 Investment Class Book 337EADZ Federal Home Loan Mtg Corp Fair,97,07.63,900,000.00,908, /5/ EAEB Federal Home Loan Mtg Corp Fair,062,592.29,065,000.00,06, /9/ G0N Federal National Mtg Assn Amort,068,300.60,070,000.00,065, /02/ A8PK Federal Home Loan Bank Fair,993, ,000,000.00,992, /07/ A9AE Federal Home Loan Bank Fair 2,498, ,500, ,499, /0/ G0P Federal National Mtg Assn Fair 2,54, ,60, ,58, /28/ A9EP Federal Home Loan Bank Fair 2,47, ,420, ,47, /26/ TM U.S. Treasury Fair 2,003, ,00, ,009, /3/ TG U.S. Treasury Fair 528, , , /3/ UZ U.S. Treasury Fair,687,768.69,700,000.00,697, /30/ TG U.S. Treasury Fair 838, , , /3/ VQ U.S. Treasury Fair,004,888.22,000,000.00,00, /3/ RH U.S. Treasury Fair 983, , , /30/ WD U.S. Treasury Fair 3,086, ,080, ,08, /3/ A U.S. Treasury Fair 2,76, ,700, ,740, /3/ A U.S. Treasury Fair 2,046, ,040, ,070, /3/ SH U.S. Treasury Fair 524, , , /28/ WD U.S. Treasury Fair,304,733.5,295,000.00,306, /3/ M Region Trans Auth tax GO BONDS Fair,000,000.00,000, , /04/ Par Market Rate YTM 360 Yield Maturity/ Call Date Modified Duration Report Total 248,84, ,73, ,326, Portfolio INV AP Run Date: /03/206 - :30 Page 2 DU (PRF_DU) 7.. Report Ver