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HomeMy WebLinkAbout9/8/2010 - STAFF REPORTS - 2.E. C�pALM s�4 iy u v 'bGT� r'9L/FOR��P City Council Staff Report DATE: September 8, 2010 CONSENT CALENDAR SUBJECT: TREASURER'S INVESTMENT REPORT AS OF JUNE 30, 2010 FROM: Geoffrey S. Kiehl, Director of Finance and Treasurer BY: Department of Finance and Treasury SUMMARY Attached is the Treasurer's Investment Report as of June 30, 2010. The report includes the face value and coupon rate (if applicable) of the investments and the source for the market value estimate. The City's total invested cash is $101,710,666 plus $23,042,273 in bond issue capital projects, reserve and debt service funds. The market value of the invested cash is $102,237,697. RECOMMENDATION: Receive and File Treasurer's Investment Report as of June 30, 2010. STAFF ANALYSIS: The attached report includes the face value and coupon rate (if applicable) of the investments and the source for the market value estimate. Also included is information on the investments of bond issue reserve, debt service and related funds. The investments, in type, maturity and as a percentage of the total portfolio, are in compliance with the existing City Council-approved investment policy with one exception: the FICO notes ($500,000, 4/16/18, 9.8%) exceed the 5 year limitation on maturities (Detail of Investments, Long Term Investments, U.S. Govt. Agency Securities). The investment in question was purchased prior to the adoption of the 5-year limitation_ Since it appears to represent no additional risk either because of credit-worthiness or liquidity, earlier councils decided to allow it to be retained in the investment pool because the yield is higher than attainable Item No. 2 . E . City Council Staff Report September 8, 2010— Page 2 Treasurer's Investment Report as of June 30, 2010 under current market conditions. We recommend that this exception to the policy be continued. The weighted average maturity (WAM) of the portfolio is 189 days. The maximum WAM allowed by the Investment Policy is 1095 days. The current portfolio and expected revenue cash flow will be sufficient to meet budgeted expenditure requirements for the next six months and the foreseeable future thereafter. FISCAL IMPACT: None Geoffrey S. Kiehl, Director of Finance and Treasurer Attachments: Treasurer's Investment Report n treasrep CITY OF PALM SPRINGS 7/19/2010 TREASURER'S MONTHLY REPORT SUMMARY OF INVESTMENTS JUNE 30, 2010 On Call Deposits Adjusted Basis Category Total Percentage Checking Account $ 1,868,573 State Pool 79,700,000 $ 81,568,573 80.20% Short Term Investments (I year or less) Corporate Notes 2,785,430 Mortgage Pass-Thrus 918,069 Time Deposits 940,000 4,643,499 4.57% Medium Term Investments (1 year to 3 years) U.S.Gov't Agencies 8,000,000 8,000,000 7.87% Long Term Investments (3 years to 5 ears U.S.Gov't Agencies 7,498,594 7,498,594 7.37% S 101,710,666 100.000/0 *Some investments made prior to the implementation of the current Investment Policy exceed the 5 year limit. ry treasrep TREASURER'S MONTHLY REPORT 71W2010 DETAIL OF INVESTMENTS RUNE 30,2010 Coupon Yield Adjusted [memo only) Prior Qtr. Par Value Rate Rating Matarity to Matanty Cost Basis Category Total Market Value Source Market Value 4n Call Deposits Checking-Bank of America $ NIA variable AAA open 0.15"/. S 1,868,573 S 1,968,573 S 2,588,053 Local Agency Invest Find(LAIF)* 79,700,000 variable N/A open 0.53% 79,700,000 79,794,292 LAIF 56,753,742 81,568,573 Short Term Investments k year or less Ca Torrate Notes Wells Fargo&Company 800,000 3.98"/. AA- 10/29,110 4.20"/. 795,160 806,560 Bank ofNY Mellon 815,072 SBC Communications,Inc. 1,000,000 5.30"/. A 11/15/10 5.17% 1,004,150 1,015,860 Bank of NY Mellon 1,029,810 Goldman Sachs Group,Inc. 1,000,000 5.00% A 01/I5111 5.37% 986,120 1,015,220 Bank cf NY Mellon 1,032,350 2,785,430 Mortgage Pass-Thrus Federal Home Loan Mortgage Corporation 2,280,000 4.50"/. N/A 05/01/10 5.29"/. 0 0 Bank ofNY Mellon 217,295 Federal Home Loan Mortgage Corporation 1,370,000 5.00"/. NIA 0910I/10 5.35% 121,632 127.190 Bank of NY Mellon 145,708 Federal National Mortgage Association 500,000 4.00"h NA 1 W01110 4.95% 73,219 79,962 Bank of NY Mellon 97,478 Federal Home Loan Bank 775,000 4.75% NIA I0,125/10 4.88% 335,850 347,767 Bank of NY Mellon 373,197 Federal Home Loan Mortgage Corporation 1,015,552 4.50"/. NA 02/01/11 5.24"/. 194,902 199,696 Bank ofNY Mellon 219,608 Federal Home Loan Mortgage Corporation 695,000 4.00% NIA 04/0VI 1 5.22"/. 154,753 171,000 Bank ofNY Mellon 205,048 Federal Home Loan Mortgage Corporation 200,000 4.50% NA 05/01/11 5.37"/. 47,712 50,787 Bank ofNY Mellon 58,261 918,069 Time Deposits CD Account Registry Service(CDARS) 940,000 1.60% AAA 07/15/10 1.61% 940,000 940,000 Palm Desert Nat Bank 940,000 940,000 treasrep TREASURER'S MONTHLY REPORT" 7/19/2010 DETAIL OF INVESTMENTS JUNE 30,2010 Coupon Yield Adjusted (memo only) Prior Qtr. Par Value Bate Rating Maturity to Maturity Cost Basis Category Total Market Value Source Market Value Medium Term Investments {1 year to 3 years) U.S.Cron t Agency Securities Federal Home Loan Bank 1,000,000 4.10°/ N/A 06/24/11 4.10% 0 0 Bank of NY Mellon i,008,438 Federal Horne Loan Bank 1,000,000 4.13°% N/A 06124/11 4.13% 0 0 Bank of NY Mellon 1,008,750 Federal Home Loan Bank 1,000;400 3.25% NIA 11/28/11 3.25% 0 0 Bank of NY Mellon 1,003,750 Federal Home Loan Mortgage Corporation 1,000,000 4.02% NIA 06/25/12 4.02% 0 0 Bank of NY Mellon I,008,060 Federal Home Loan Bank 2,000,000 1.75% N/A I D/29112 1.75% 2,000,000 2,008,125 Bank of NY Mellon 2,006,250 Federal Home Loan Bank 1,000,000 2.30% NIA 12/24/12 2.30% 0 0 Bank of NY Mellon 1,004,063 Federal Home Loan Mortgage Corporation 1,000,000 2.50% NIA 12/28/12 2.50% 1,000,000 1,018,570 Bank of NY Mellon 1,016,970 Federal Farm Credit Bank 2,000,000 2.00°/a N/A 01/14/13 2.00% 2,000,000 2,015,750 Bank of NY Mellon 2,001,250 Federal Home Loan Mortgage Corporation 1,000,000 225% NIA 01/30/13 2.25% I,000,000 1,001,230 Bank of NY Melioo 1,003,630 Federal Farm Credit Bank 2,000,000 2.001% NIA 03.127Jl3 2.1(% 0 0 Bank of NY Mellon 1,996,875 Federal Home Loan Bank 2,000,000 2.00°/n NIA 06/24/13 2.0MI. 2,000,000 2,006,875 Bank of NY Mellon 2,000,625 8,000,000 Long Term Investment (3 years to 5 years) U.S.Gov't Agency Securities Federal Home Loan Bank 1,000,000 2.95% NIA 08/19/13 2.851% I,000,000 1,003,125 Bank of NY Mellon 1,009,688 Federal Horne Loan Mortgage Corporation 2,000,000 2.00% NIA 09/11/13 2.009'0 0 0 Bank of NY Mellon 1,997,980 Federal Home Loan Bank 2,000,000 2.08% N/A 1=3113 2.08% 2,000,000 2,016,873 Bank of NY Mellon 1,996,975 Federal Home Loan Bank 2,000,000 2.35% NIA 03/17/14 2.35% 2,000,000 2,025,625 Bank ofNY Mellon 1,986,975 Federal National Mortgage Association 1,000,000 3 50% NIA 08/25/14 3.50% 1,000,000 1,004,375 Bank of NY Mellon 1,010,000 Federal Home Loan Mortgage Corporation 1,000,000 3A0% NIA 11105.114 3.00% 1,000,000 1,009,240 Bank of NY Mellon 1,004,420 Federal National Mortgage Association 1,000,000 3.25% NIA 1111V14 3.25% 0 0 Bank of NY Mellon 1,003,125 Federal Farm Credit Bank 2100Q000 2.75% NIA 12/11/14 2.75% 0 0 Bank of NY Mellon 1,986,875 Financing Corporation(FTCC) 500,000 9.801/. NIA 04I06/18 9.80% 498,594 715,000 NationsBank 671,406 7,499,594 Total Invested Cash $ 101,710,666 S 102,237,697 S 92,190,515 •Includes the following deposits ofnen-City funds: Principal Interest Total SMG(Convention Center) 100,000 95,691 195,691 [J� Palm Springs Historical Society 250,000 52,555 302,555 TREASURER'S MONTHLY REPORT treasrep MISCELLANEOUS AND TRUST ACCOUNTS 7/19/2010 JUNE 30, 2010 Yield Adjusted Par Value Coupon Rating Maturity to Maturity Cost Basis Category Total Total Invested Cash $ 101,710,666 $ 101,710,666 $ 101,710,666 Miscellaneous Accounts Petty Cash 3,900 N/A N/A open none 3,900 Revolving Fund-Bank of America 19,750 N/A N/A open none 19,750 Trust&Agency-Bank of America 2,113,082 N/A N/A open none 2,113,082 Downpayment Assistance(Housing Fund)-]P Morgan Chase 33,689 0.15% N/A open 0.15% 33,688 Workers Compensation-Bank of America -2,477 N/A N/A open none -2,477 General Liability-Bank of America 34,212 N/A N/A open none 34,212 1930's General Store Museum 4,272 N/A N/A open none 4,272 2,206,427 IDeposits Held In Trust Time Deposits (FDIC Insured) BBVA Compass(Coyote Springs Apt) 20,777 1.09% N/A 6/24/11 1.09% 20,777 20,777 Total Cash Deposited $ 103,937,869 Cj TREASURER'S MONTHLY REPORT treasrep BOND ISSUE RESERVE,DEBT SERVICE&RELATED FUNDS 07/19/10 JUNE 30,2010 Coupon Yield Adjusted (memo only) Prior Qtr. Par Value Rate hating Maturity to Maturity Cost Basis Category Total Market Value Source Market Value 2004 Assessment District 161 hrvesco Government&Agency Private 85,709 variable AAA open 0.02% 85,709 85,709 Bank o£NY Mellon 412,621 Key Bank National Association,Ohio 108,000 4.30°A NIA 12,20.112 1.80% 115,105 116,402 Bank of NY Mellon 0 CIT Bank,Bait Lake City,Utah 205,000 3.05"/° NIA 1/28/13 1.87% 211,607 214,868 Bank of NY Mellon 0 412,421 2004 Assessment District 162 htvesao Government&Agency Private 66,893 variable AAA open 0.01% 66,895 66,895 Bank ofNY Mellon 161,056 Capital One Bank USA National Association 88,000 4.151/6 NIA 315/13 1-WK 93,946 94,827 Bank of NY Mellon 0 160,741 2005 Assessment District 164 htvesco Government&Agency Private 95,799 variable AAA open 0.02% 95,799 95,799 Bank ofNY Mellon 367,167 Citizens Bank,Flint,Michigan 245,000 1.85% NIA 3.14i13 1-80% 245,347 245,000 Bank ofNY Mellon 0 Capital One Bank USA National Association 25,000 4.15% N1A 3/5,'l3 18 0°/a 26,661 26,940 Bank ofNY Mellon 0 367,807 2007 Merged Project A&*2 InvewD Government&Agency Private 7,245,208 variable AAA open 0.021/6 7,245,208 7,245,208 Bank of NY Mellon 7,306,545 7,245,208 2007 Refunding Lease Revenue Bonds Invesco Government&Agency Private 9 variable AAA open 0.Dl% 9 9 Bank ofNY Mellon 1,358,053 9 2008 Airport PFC Refimding Invesco Government&Agency Private 416 variable AAA open 0.01% 416 416 Bank of NY Mellon 416 Federal Home Loan Mortgage Corporation 603,000 4.13% NIA 9/27/13 1.93% 647,450 657,458 Bank of NY Mellon 645,210 647,866 ERICA Radio System Lease Financial Square Federal Fund Service 170,197 variable AAA open 0.01% 170,197 170,197 Deutsche Bank 170,193 170,197 Funds With Century Golf 1,883,303 1,883,303 1,983,303 Century Golf 1,317,376 1,983,303 Totals $ 23,042273 S 23,209,143 S 22,994214 C THIS PAGE INTENTIONALLY LEFT BLANK -1a �o pgLMgA� � W u m fi to F0��,P City Council Staff Report DATE: September 8, 2010 CONSENT CALENDAR SUBJECT: TREASURER'S INVESTMENT REPORT AS OF JULY 31, 2010 FROM: Geoffrey S. Kiehl, Director of Finance and Treasurer BY: Department of Finance and Treasury SUMMARY Attached is the Treasurers Investment Report as of July 31, 2010. The report includes the face value and coupon rate (if applicable) of the investments and the source for the market value estimate. The City's total invested cash is $94,467,182 plus $21,691,721 in bond issue capital projects, reserve and debt service funds. The market value of the invested cash is $95,052,628_ RECOMMENDATION: Receive and File Treasurer's Investment Report as of July 31, 2010. STAFF ANALYSIS: The attached report includes the face value and coupon rate (if applicable) of the investments and the source for the market value estimate. Also included is information on the investments of bond issue reserve, debt service and related funds. The investments, in type, maturity and as a percentage of the total portfolio, are in compliance with the existing City Council-approved investment policy with one exception: the FICO notes ($500,000, 4/16/18, 9.8%) exceed the 5 year limitation on maturities (Detail of Investments, Long Term Investments, U.S. Govt. Agency Securities). The investment in question was purchased prior to the adoption of the 5-year limitation_ Since it appears to represent no additional risk either because of credit-worthiness or liquidity, earlier councils decided to allow it to be retained in the investment pool because the yield is higher than attainable 1 � City Council Staff Report September 8, 2010— Page 2 Treasurer's Investment Report as of July 31, 2010 under current market conditions. We recommend that this exception to the policy be continued. The weighted average maturity (WAM) of the portfolio is 328 days. The maximum WAM allowed by the Investment Policy is 1095 days. The current portfolio and expected revenue cash flow will be sufficient to meet budgeted expenditure requirements for the next six months and the foreseeable future thereafter. FISCAL_ IMPACT: None r Geoffrey Ki I, Director of Finance and Treasurer Attachments: Treasurer's Investment Report 12 treasrcp CITY OF PALM SPRINGS 8/19/2010 TREASURER'S MONTHLY REPORT SUMMARY OF INVESTMENTS JULY 31, 2010 On Call Deposits Adjusted Basis Category Total Percentage Checking Account $ 2,620,065 State Pool 64,700,000 $ 67,320,065 71.260/9 Short Term Investments (1 year or less) Corporate Notes 2,785,430 Mortgage Pass-Thrus 865,593 'Time Deposits 0 3,651,023 3.86% Medium'Perm Investments 1 year to 3 ears U.S.Gov't Agencies 8,000,000 8,000,000 8.47% Long Term Investments (3 years to 5 ears) U.S.Gov't Agencies 15,496,094 15,496,094 16.40% $ 94,467,182 100.000/6 *Some investments made prior to the implementation of the current Investment Policy exceed the b year limit. 1 � hrssrep TREASURER'S MONTHLY REPORT 8/19/2010 DETAIL OF INVESTMENTS JULY 31,2010 Coupon Yield Adjusted (memo only) Prior Qtr. Paz Value Rate Rating Maturity to Maturity Cost Basis Category Total Market Value Source Market Value On Call Deposits Checking-Bank of America S NIA variable AAA open 0.15% $ 2,620,063 S 2,620,065 S 1,868,573 Local Agency invest Fund(LAIF) 64,700,000 variable NIA open 0.53% 64,700,000 64,806,352 LAIF 79,794,292 67,320,065 Short Term Investments 1 year or less Corporate Notes Wells Fargo&Company 800,000 3.98% AA- 10/29/10 4.20°/u 795,160 805,328 Bank of NY Mellon 806,560 SBC Communications,Inc. 1,000,000 5.301yo A 11,115110 5.17°/u 1,004,150 1,012,990 Bank of NY Mellon 1,015,860 Goldman Sachs Group,Inc. 1,000,000 5.00% A 01/15/11 5.37/n 986,120 1,016,300 Bank of NY Mellon 1,015,220 2,785,430 Mortgage Pass-Thrus Federal Hoare Loan Mortgage Corporation 1,370,000 5.00% N/A 09/01/10 5.35^/n 110,951 116,308 Bank of NY Mellon 127,190 Federal National Mortgage Association 500,000 4.00% NIA 10/01/10 4.95%. 63,491 69,064 Bank of NY Mellon 78,962 Federal Horne Loan Bank 775,000 4.75% NIA 10/25/10 4.88% 329,609 334,767 Bank of NY Mellon 347,767 Federal Home Loan Mortgage Corporation 1,015,552 4.50Yn NIA 02/01/11 5.24% 172,834 186,053 Bank of NY Mellon 198,696 Federal Home Loan Mortgage Corporation 695,000 4.00'/o NIA W01111 5.22% 145,207 161,037 Bank ofNY Mellon 171,000 Federal Home Loan Mortgage Corporation 200,000 4.5W. NIA 05101!11 5.37% 43,500 46,488 Bank of NY Mellon 50,787 865,593 Time Deposits CD Account Registry Service(CDARS) 940,000 1.60°/u AAA 07 15110 1.61% 0 0 Palm Desert Nat.Bank 940,000 0 h"'at treasrep TREASURER'S MONTHLY REPORT 8/1 912 0 1 0 DETAIL OF INVESTMENTS DULY 31,2010 Coupon Yield Adjusted (memo only) Prior Qtr. Par Value Rate Rating Maturity to Maturity Cost Basis Category Total Market Value Source Market Value Medium Term Investraams 1 year to 3years) U.S.Govt Agency Securities Federal Home Loan Bank 2,000,000 1.75% NIA 10/29/12 1.75°/a 2,000,000 2,006,250 Bank of NY Mellon 2,008,125 Federal Home Loan Mortgage Corporation 1,000,000 2.50% NIA I2r28112 2.50°/. 1,000,000 1,017,450 Bank ofNY Mellon 1,018,570 Federal Farm Credit Bank 2,000,000 2.W1@ NIA 01/14/13 2.00°/. 2,000,000 2,011,875 Bank of NY Mellon 2,013,750 Federal Home Loan Mortgage Corporation I,000,000 1.10% NIA 01/22/13 1.10°/. 1,000,000 1,001,970 Bank of NY Mellon 0 Federal Hone Loan Mortgage Corporation 1,000,000 2.25% NIA 01/30/13 2.25°/. 0 0 Bank of NY Mellon I,001,230 Federal Home Loan Bank 2,000,000 2.00% NIA 06/241I3 2.00% 2,000,000 2,004,375 Bank of NY Mellon 2,006,875 8,000,000 Lang Term Investment 3 years to 5 U.S-Govt Agency Securities Federal Home Loan Bank 1,000,000 2.85% NIA 08/19/13 2.85% 1,000,000 1,001,250 Bank of NY Mellon 1,003,125 Federal Home Loan Bank 2,000,000 2.08°A NIA 12/23/13 2.08% 2,000,000 2,014,375 Bank ofNY Mellon 2,016,875 Federal Home Loan Mortgage Corporation 1,000,000 1.63% N/A 01/21/14 1.63% 1,000,000 1,006,910 Bank ofNY Mellon 0 Federal National Mortgage Association 1,000,000 1.60°/. N/A 01/29/14 1.W/o 1,000,000 1,005,625 Bank ofNY Mellon 0 Federal Hone Loan Bank 2,000,000 2.350/. N/A 03/17/14 2.35% 2,000,000 2,026,230 Bank of NY Mellon 2,025,625 Federal Farm Credit Bank 1,000,000 1.771/4 N/A 07/08/14 1.77% I,000,000 1,002,500 Bank ofNY Mellon 0 Federal National Mortgage Association 1,000,000 2.00°/. N/A 07/22/14 2.00°/. 1,000,000 1,003,125 Bank ofNY Mellon 0 Federal National Mortgage Assoeiation 1,000,000 3.50"/. NIA 09/25/14 3.50°/. 1,000,000 1,001,875 Bank of NY Mellon 1,D04,375 Federal Home Loan Mortgage Corporation 1,000,000 3.001/6 NIA 11/05/14 3.00°/. 1,000,000 1,007,220 Bank of NY Mellon 1,009,240 Federal National Mortgage Association 1,000,000 2.05% NIA 01/13115 2.05°/. 1,000,000 1,009,375 Bank of NY Mellon 0 Federal Home Loan Mortgage Corporation 1,000,000 2.38% NIA 07/20/15 2.38% 1,000,000 1,006,200 Bank of NY Mellon 0 Federal Home Loan Bank 1,000,000 2.35% NIA 07/21/15 2.35% 1,000,000 1,006,250 Bank of NY Mellon 0 Federal National Mortgage Association 1,000,000 2.25% NIA 07,122115 2.301A 997,500 1,009,373 Bank of NY Mellon 0 Financing Corporation(FICO) 500,000 9.WA NIA 04/06/19 9.WA 498,594 735,625 Nation0ank 715,000 15,496,094 Total Invested Cash $ 94,467,182 $ 45,452,fi28 $ 102,237,698 "Includes the following deposits of non-City funds- Principal Interest Total SM. G(Convention Center) 100,000 95,779 195,779 Palm Springs Historical Society 250,000 52,692 302,692 TREASURER'S MONTHLY REPORT treasrep MISCELLANEOUS AND TRUST ACCOUNTS 8119/2010 JULY 31, 2010 Yield Adjusted Par Value Coupon Rating Maturity to Maturity Cost Basis Category Total Total Invested Cash. $ 94,467,182 $ 94,467,182 $ 94,467,182 1Vliseellaneous Accounts Petry Cash 3,900 N/A NIA open none 3,900 Revolving Fund-Bank of America 19,900 N/A N/A open none 19,900 Trust&Agency-Bank of America 2,144,714 N/A NIA open none 2,144,714 Downpayment Assistance(Housing Fund)-JP Morgan Chase 33,692 0.15% N/A open 0.15% 33,692 Workers Compensation-Bank of America 1,088 NIA N/A open none 1,088 General Liability-Bank of America 34,212 N/A N/A open none 34,212 1930's General Store Museum-Bank of America 3,561 N/A N/A open none 3,561 2,241,067 IDeposits Held In Trust Time Deposits (FDIC Insured) BBVA Compass(Coyote Springs Apt) 20,777 1.09% N/A 6124/11 1.09% 20,777 20,777 Total Cash Deposited $ 96,729,026 F—+ TREASURER'S MONTHLY REPORT treasrep BOND ISSUE RESERVE,DEBT SERVICE&RELATED FUNDS 0849/10 JULY 31,2010 Coupon Yield A(yusted {memo only) Prior Qtr. Paz Value Rate Rating Maturity to Maturity Cost Basis Category Total Market Value Source Market Value 1 9 9 1 19710 1/04 Convention Center Invesco Government&Agency Private 841 variable AAA open 0.01% 841 841 Bonk ofNY Mellon 841 Federal Home Loan Morgtgagc Corporation 5,465,000 4.13% NIA 9127113 1.93% 5,867,948 5,991,006 Bank ofNY Mellon 3,958,558 5,969,689 1991101 Series B-Housing Invesco Govemment&Agency Private 374,353 variable AAA open 0.020h 174,353 374,353 Bank ofNY Mellon I4,909 Federal Home Loan Bank 420,000 4.63% NIA 10110,112 1.38% 453,705 455,700 Bank ofNY Mellon 455,963 829,058 1992106 Airport Invesco Government&Agency Private 28I,401 variable AAA open 0.021/0 281,401 281,401 Bank ofNY Mellon 1,022,059 U.S.Treasury Note 855,000 1.38% NIA 3/15113 1.55% 950,692 969,492 Bank ofNY Mellon 866,089 1,132,092 1994104 Series A&B Invesco Government&Agency Private 1,610 variable AAA open 0.0r10 1,610 1,610 Bank of NY Mellon 1,610 Federal Home Loan Mortgage Corporation 965,000 4.13% N/A 9/27/13 1.931/0 1,036,134 1,057,881 Bank of NY Mellon 1,052,152 Federal Home Loan Mortgage Corporation 571,000 4.13% N/A 9127113 1.931/o 613,091 625,939 Bank of NY Mellon 622,368 1,650,835 199MB Airport PFC Invesco Government&Agency Private 241,009 variable AAA open 0.02% 241,009 241,009 Bank of NY Mellon 1,042,199 U.S.Treasury Note 918,000 1.380/6 NIA 3115/13 1.55% 913,374 933,560 Bank of NY Mellon 929,905 1,154,383 1998 Assessment District I55 A&B Invesco Government&Agency Private 147,295 variable AAA open 0.021% 147,295 147,295 Bank ofNY Mellon 147,293 147,295 2001 Assessment District 1571158 tnvesco Government&Agency Private 187,087 variable AAA open 0.021% 187,087 187,087 Bank ofNY Mellon 187,084 187,087 TREASURER'S MONTHLY REPORT treasrep BOND ISSUE RESERVE,DEBT SERVICE&RELATED FUNDS 08119110 JULY 31,2010 =2 Parking Structure Cash 3 3 3 Bank of NY Mellon 3 Invesco Government&Agency Private 15 variable AAA open 0.01% 15 15 Bank ofNY Mellon. 3,881 18 2004 Assessment District 161 Imesoo Government&Agency Private $8,810 variable AAA open 0.01% 88,810 88,810 Bank ofNY Mellon 85,709 Key Bank National Association,Ohio 108,000 4.301% NIA 12/20/12 1.90% 115,105 116,884 Bank ofNY Mellon 116,402 CIT Bank,Salt Lake City,Utah 205,000 3.05% NIA 1128113 1.87% 211,607 216,053 Bank ofNY Mellon 214,869 415,523 2004 Assessment District 162 Invesco,Government&Agency Private 66,996 variable AAA open 0.01% 66,896 66,896 Bank of NY Mellon 66,895 Capital One Bank USA National Association 88,000 4.15% NIA 315113 1.80% 93,846 95,313 Bank of NY Mellon 94,827 160,742 2005 Assessment District 164 Invesco Government&Agency Private 96,173 variable AAA open 0.01% 96,173 96,173 Bank of NY Mellon 95,799 Citizens Bank,Flint,Michigan 245,000 1.85% NIA 314113 1.8WaA 245,347 245,000 Bank of NY Mellon 245,000 Capital Ono Bank USA National Association 25,000 4.15% NIA 315113 1.80°A 26,661 27,078 Bank of NY Mellon 26,940 368,181 2007 Merged Project 01&02 Invesco Government&Agency Private 7,245,328 variable AAA open 0.02% 7,245,328 7,245,328 Bank of NY Mellon 7,245,208 7,245,328 2007 Refunding Lease Revenue Bonds Invesco Goveamuent&Agency Private 9 variable AAA open 0.01% 9 9 Bank ofNY Mellon 9 9 2008 Atrport PFC Refunding htv 5co Government&Agency Private 4I6 variable AAA open 0.01% 416 416 Bank ofNY Mellon 416 Federal Home Loan Mortgage Corporation 603,000 4.134/u WA 9127113 1.93% 647,450 661,039 Bank of NY Mellon 657,458 647,866 BRICA Radio System Lease Financial Square Federal Fund Service 170,198 variable AAA open 0.01% 170,198 170,198 Deutsche Bank 170,197 170,198 Funds With Century Golf 1,715,419 1,715,419 1,715,419 Century Golf 1.883,303 1,715,419 Totals S 21,691,721 $ 21,911,827 $ 23,208,i43 �s � W treasrep TREASURER'S MONTHLY REPORT 08/19/10 CALCULATION OF INVESTMENT LIMITATIONS JULY 31, 2010 Allowable Percentages By Maturity: Minimum Maximum Current Mo. 1 day to 365 days $8,000,000 NIA $70,971,088 1 year to 3 years 0.00% 50.00% 8.47% 3 years to 5 years 0.00% 30.00% 15.87% over 5 years NIA NIA 0.53% By Type of Investment: Bankers Acceptance-in total NIA 40.00% 0.00% Bankers Acceptance- single bank NIA 20.00% 0.00% Commercial Paper NIA 15.00% 0.00% Certificates of Deposit NIA 30.00% 0.00% Corporate Notes NIA 20.00% 295% Money Market Mutual Funds NIA 10.00% 0.00% Mortgage Pass Thrus NIA 10.00% 0.92% U.S. Government Agencies NIA 50.00% 24.87% U.S. Treasury Notes/Bonds NIA NIA 0.00% TREASURER'S MONTHLY REPORT treasrep BOND ISSUE RESERVE,DEBT SERVICE&RELATED FUNDS 0749/10 NNE 30,2010 Coupon Yield Adjusted {memo only) Prior Qtr. Per Value Rate Rating Maturity to Maturity Cost Basis Category Total Market Value Source Market Value 1 9 9 119710 1 104 Convention Center Invesoo Government&Agency Private 941 variable AAA open 0.01% 941 841 Bank of NY Mellon 1,847 Federal Home Loan MorgWW Corporation 5,465,000 4.13% NIA 9,27/13 1.93"/ 5,867,848 5,958,559 Bank of NY Mellon 5,847,550 5.868,689 1991101 Series B-Housing hivesoD Government&Agency Private 14,909 variable AAA open 0.01% 14,909 14,909 Bank ofNY Mellon 9,586 Federal Home Loan Bank 420,000 4.63% NIA 101101I2 1.38% 453,705 455,963 Bank of NY Mellon 452,813 469,614 1992106 Airport Invesco Government&Agency Private 1,022,058 variable AAA open 0.02% 1,022,058 1,022,058 Bank of NY Mellon 562,149 U.S.Treasury Note 855,000 1.38% NIA 3115113 1.55°/ 850,692 866,089 Bank ofNY Mellon 849,990 1,872,750 1994104 Series A&B Invesco Government&Agency Private 1,610 variable AAA open 0.02% 1,6I0 1,610 Bank of NY Mellon 1I4,668 Federal Home Loan Mortgage Corporation 965,000 4.13% NIA 9.127/13 1.93% 1,036,134 1,052,I52 Bank ofNY Mellon 1,032,550 Federal Home Loan Mortgage Corporation 571,0(0 4.13% N.!A 9.127113 1,93% 613,091 622,568 Bank of NY Mellon 610,970 1,650,835 1998108 Airport PFC Invesco Government&Agency Private 1,042,199 variable AAwk open 0.02Y° 1,042,199 1,042,199 Bank of NY Mellon 522,450 U.S.Treasury Note 918,000 1.381% N/A 3/15/13 1.55% 913,374 929,905 Bank of NY Mellon 912,621 1,955,573 19,98 Assessment District 153 A&B Invesco Government&Agency Private 147,293 variable AAA open 0.02°/u 147,293 147,293 Bank of NY Mellon 147,285 147,293 2001 Assessment District 1571158 Invesco Government&Agency Private 187,094 variable AAA open 0.02°% 197,084 197,084 Bank ofNY Mellon I87,075 187,084 2002 Parking Structure Cash 3 3 3 Bank ofNY Mellon 0 Invesco Government&Agency Private 3,881 variable AAA open 0.01% 3,881 3,881 Bank ofNY McIlon 4,021 3,984