Treasury Report School District of Palm Beach County 3/31/2017

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1 Treasurer's Notes Treasury Report School District of Palm Beach County 3/3/207 Total Investment and Debt Portfolios total is $969 Millon. The total portfolio is currently composed of 46% securities, 24% money markets and LGIP's, and 30% cash. The Short Term Portfolio has $400 Million currently invested and has exceeded the benchmark. The Core Portfolio had a return of -0.27% as compared to the benchmark of -0.26%. The negative return was due to rising interest rates. The YTD Interest Earnings through March 207 was $.9 Million. Tax collections are at 90.8%, which is slightly more than this time last year which was 9.2%. 3/3/207 Annualized Quarter Interest Benchmark Rates Merrill Lynch -3 Year U.S. Treasury Note Index -0.26% Core PFM Portfolio -0.27% S&P Rated GIP Index Government 30 Day Yield 0.5% Wells Fargo Earnings Credit Rate 0.78% Wells Fargo Excess Cash 0.64% Florida Prime/SBA- Fund A.29% FEITF 0.94% TD Bank 0.30% Short Term PFM Portfolio 0.90% Report Contents Page - Quarter Summary Page 2 - Portfolio Summary Page 5 - Investment Listing

2 Percentage of Total Portfolio Treasury Report School District of Palm Beach County 3/3/207 Maturity March 3, 207 Overnight $ 52,42, % 0 to 6 Months 50,000, % 6-2 Months 202,095, % -2 Years 64,430, % 2-3 Years 3,75, % 3-4 Years % $ 969,383, % Investment Portfolio Composition SBA-Fund A $ 32, FEITF LGIP 206,29, Wells Fargo 60,92,372.7 Wells Fargo- Schools 25,872,93.90 Bank of America 306,53.42 TD Bank 07,396, Securities (Core Portfolio) 46,45, Securities (Short Term Portfolio) $ 400,000, ,65, Debt Portfolio Composition Cash $,097,69.92 Money Markets 6,530, FEITF LGIP 3,494,58.38 Commercial Paper 2,095, $ 23,27,908.9 Portfolio Maturity Distribution 60% 53.76% 50% 40% 30% March 3, % 5.47% 20.85% 0% 0% Overnight 0 to 6 Months 6-2 Months -2 Years 3-4 Years

3 Treasury Report School District of Palm Beach County 3/3/207 Security Type March 3, 207 % of Portfolio Policy Limit U.S. Treasuries $ 268,000, % 00.00% Federal Agencies 2,945, % 50.00% Commercial Paper 52,095, % 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 6,530, % 75.00% Cash 294,865, % 00.00% Local Government Investment Pools 209,747, % 25.00% $ 969,383, % Local Government Investment Pools, 2.64% U.S. Treasuries, 27.65% Federal Agencies, 2.26% Commercial Paper, 5.69% Cash, 30.42% Money Markets,.7% Corporate Notes/Bonds, 0.54% Municipal Obligations, 0.0%

4 Palm Beach Schools Duration Report Sorted by Investment Type - Investment Type Through 03/3/207 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 206,29, ,29, ,29, SYS BONY FEITF Amort 3,494, ,494, ,494, SYS BONY Bank of New York Amort 6,530, ,530, ,530, SYS MMF Goldman Sachs Group Inc Amort SYS MMF Morgan Stanley Amort SYS B Banc of America Amort 306, , , SYS B Banc of America Amort SYS B TD Bank Amort 07,396, ,396, ,396, SYS BONY Bank of New York Amort,097,69.92,097,69.92,097, SYS S Wells Fargo Amort 25,872, ,872, ,872, SYS B Wells Fargo Amort 60,92, ,92, ,92, SYS BONY FORTIS FDG LLC DISC COMM PAPTE Amort 2,095, ,095, ,095, TCA Toyota Motor Credit Corp CP Fair,200,95.62,200,000.00,99, /2/ AJ Apple Inc Fair,94,70.4,200,000.00,96, /03/ AV Chevron Corp Notes Fair,99,576.92,200,000.00,99, /02/ HK IBM Corp Global Notes Fair,99,968.0,200,000.00,99, /08/ CE Bershire Hathaway Fin Fair 299, , , /07/ BX Bershire Hathaway Fin Fair 99, , , /5/ GRU S Bank of Montreal Amort 49,958, ,000, ,965, /28/ TTE S CREDIT AGRICOLE NORTH AMERICA Amort 49,875, ,000, ,895, /4/ BSX S BNP paribas Finance Inc CP Amort 49,905, ,000, ,95, /3/ G0ZL Federal National Mtg Assn Fair,059,40.06,060,000.00,060, /27/ G0J Federal National Mtg Assn Fair,28,78.90,220,000.00,22, /26/ G0ZL Federal National Mtg Assn Fair,20,694.66,200,000.00,200, /27/ A8BD Federal Home Loan Bank Fair,268,76.60,270,000.00,265, /29/ G0J Federal National Mtg Assn Fair 998,630.00,000, , /26/ A8DB Federal Home Loan Bank Fair,249,67.49,250,000.00,243, /2/ EADZ Federal Home Loan Mtg Corp Fair,93,666.24,900,000.00,890, /5/ Portfolio INV AP Run Date: 05/6/207-4:46 Page DU (PRF_DU) 7.. Report Ver Par Market Rate YTM 360 Yield Maturity/ Call Date Modified Duration

5 Security ID Investment # Fund Issuer Palm Beach Schools Duration Report Sorted by Investment Type - Investment Type Through 03/3/207 Investment Class Book 337EAEB Federal Home Loan Mtg Corp Fair,063,022.24,065,000.00,052, /9/ G0N Federal National Mtg Assn Amort,068,600.20,070,000.00,056, /02/ A8PK Federal Home Loan Bank Fair,994, ,000,000.00,984, /07/ A9AE Federal Home Loan Bank Fair 2,498,784. 2,500, ,485, /0/ G0P Federal National Mtg Assn Fair 2,55, ,60, ,37, /28/ A9EP Federal Home Loan Bank Fair 2,48, ,420, ,393, /26/ A9EP Federal Home Loan Bank Fair,349,605.5,350,000.00,335, /26/ G0T Federal National Mtg Assn Fair 479, , , /28/ UZ U.S. Treasury Fair,69,633.44,700,000.00,69, /30/ VQ U.S. Treasury Fair,003,556.40,000,000.00,002, /3/ RH U.S. Treasury Fair 98, , , /30/ WD U.S. Treasury Fair 3,084, ,080, ,082, /3/ A U.S. Treasury Fair 2,72, ,700, ,72, /3/ A U.S. Treasury Fair 2,045, ,040, ,049, /3/ SH U.S. Treasury Fair 523, , , /28/ WD U.S. Treasury Fair,302,402.59,295,000.00,296, /3/ G U.S. Treasury Fair 3,63, ,60, ,65, /30/ TG S U.S. Treasury Fair 99,948, ,000, ,90, /3/ TM S U.S. Treasury Fair 99,957, ,000, ,900, /3/ TS S U.S. Treasury Fair 49,958, ,000, ,930, /30/ H U.S. Treasury Fair,250,820.55,260,000.00,25, /3/ J U.S. Treasury Fair 268, , , /29/ 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 969,003, ,383, ,752, Portfolio INV AP Run Date: 05/6/207-4:46 Page 2 DU (PRF_DU) 7.. Report Ver

6 Palm Beach Schools Portfolio Management Portfolio Summary March 3, 207 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 209,74, ,74, ,74, Money Market Accounts 6,530, ,530, ,530, Bank Deposits 294,864, ,864, ,864, Commercial Paper- Discount 2,095, ,095, ,095, Corporate Notes 5,200, ,94, ,95, Commercial Paper 50,000, ,775, ,739, Federal Agency Coupon Securities 2,945, ,787, ,938, Treasury Coupon Securities 268,000, ,760, ,892, Municipal Bonds,000, ,800.00,000, Investments 969,382, ,75, ,002, % Cash and Accrued Interest Accrued Interest at Purchase Subtotal Total Cash and Investments 969,382, ,32, ,572, Total Earnings Year March 3 Month Ending 384, Average Daily Balance,009,368, Effective Rate of Return 0.45% Leanne Evans, Treasurer Reporting period 03/0/207-03/3/207 Portfolio INV AP Run Date: 05/6/207-3:5 PM (PRF_PM) Report Ver