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Item P8Monroe County, Florida Board of County Commissioners Surplus Funds Investments Quarterly Compliance Report to Clerk September 30, 2010 Graph Comparison of Investment Performance -Pages B-2 and C-1 of the Quarterly PFM Report are attached. Rates of return for the quarter ended September 30, 2010 on are as follows: Merrill Lynch 1-3 Year Treasury Index 0.62% SBA 0.32% Surplus Funds 0.54% All Other Investment Funds 0.43% Concentration Risk - In compliance per attached schedule. Return Risk - Per page B-2, YTM for surplus funds at cost is 1.17%, YTM at market is 0.46%, and the SBA YTM quarterly return is 0.32%. Per review of PFM statements for all other investments, average YTM at cost is 0.43% and average YTM at market is 0.26%. Return risk appears acceptable assuming investments are held to maturity and considering the results of credit risk below. Liquidity Risk - Weighted average duration is 1.53 years for surplus funds and 0.24-0.92 years for all other investment funds. Appears liquidity risk is in compliance with policy of less than 2 years weighted average duration. Credit Risk - All PFM investments are rated AAA or A-1 + and are United States government securities, United States government agencies, commercial paper related to the 2007 Sales Tax bond proceeds, or Federal instrumentalities. It appears that credit risk is minimal. Investment Losses - For the quarter ended September 30, 2010, investment losses were $18,664. The losses were incurred to increase the yield on investments. The losses incurred are in compliance with the investment policy, Section IV Investment Objectives, Paragraph A Safety of Principal, item i. Investments Exceeding 5% of Portfolio - The portfolio at market including money market funds totals $190,736,545. Investments exceeding $9,536,827 are as follows: Federated Tax Free Obligations MM 60934N401 $ 15,758,661 Federal Home Loan Bank Notes 3133XYPU3 $ 11,669,048 U.S. Treasury Notes 912828JY7 $ 12,901,670 U.S. Treasury Notes 912828JSO $ 19,834,036 O N o p1 e� N M o o_ o <p M +o (O y O .- O C U1 \0 o V) O J of ri N I h CO U a N cV y m o } P -o a Q d N N m } } } U m N } d o 0 to vf6 p — Lr) O N N (0 U O N O N O �'N O � O N N M p a O N CO N lh N ago �. o�n ao M (D .= ao y 6 C 7 O O N O O t D N n O N M M 000 o 0 N U) 7 N O U EJ y N E a W Y a O W..1 it o a b Q w V/ (D U c � � O O z x D p 2 7 C ` c�c Q C I— z _ c y m f0 } N O M O 2 a+ (/! p t 7 C r LLL C l'L cc N p J !in M ,O u H to 2 w co 2 d 0 0 N C O C 0 0 O n y E oe U o o� u`0i . x o c n o c C 0 FO W N O z N O a� 80 w' W c y F- $ N e v� .m M N } n M c J 0 e o cl! o o e 3e m M 0 3e o o n wnlaa h N d C O z N V 7 N r' N N N� C y 1p } n CI_ E o OQ U o J` � o c � o �w vca o d F r o � a, �0 c 0 w � C7 o 0 c e ep e e 2e 3E N wnlaa cc A m fV vi Z a a i u C u N 00 31 3 co COO m CCY)CO eN- tT M M M It CO t0 to O N O n N 0) N N_ t0 CO r M j 0 00 CA M N N Y O N O N CA .0 U.)CO t0 N n i O jA 0)IW W M r CD M N M t- 0) a- 00 V y N co _O A 7 v rn apo W 00 N r tN0 w CO It It N N N CO C p t0 CA CO 't M to 0) O C y t0 n r CO CA N O O C O OGo c)U N � CA a0 tfi ^ tt i N C,0)V O a0 n CD Cl)C NO t- W op C 'E C b O E O O O ` N N y Ot C C C O �p C y m m tO c d U CD rL LLo N C p j a- CO > m 0 0 0 _U LL 0 m m tD Of R G E' _dw ELO txa C N N N J LL N N O p U U 3 y U U rota Q Y Y Y ado co Y Y Cn 10— � O O O } N n m O r C O N tC) MV: V M O M 0 0 0 0 0 0 0 0 « N N C 1 :3 0 � N O O ttl ' 7 � tQ N Q e e o 0 0 0 0 f0 O M t0 O to N M O N a M N M lo: N � N O O O O O O O f0 N (0 7 d N tT O t` 'C tD y N e o 0 0 0 0 0 0 .O M C 'O O C O O O O O O CS t- N N 7 d } --) 0 V 2 N a 2 C U O O N A m d v O O C 7 LL C O N lZ' 0-j CL O C r C V LL r m m O O O E tp _E E•Ew OR Z Q Q Q C C Q N CO y 4) y J LL 4) y 0 3 U U 3 U U Q Y Y Y m m Y Y O P Monroe County Florida Compliance with Asset Allocation Policy/Concentration Risk September 30, 2010 Asset Allocation Commercial Federal Treasury MM Paper Agencies Securities Total Regions MM 20,854,242 20,854,242 CDs 0 0 Combined Porfolio 887,947 93,084,128 75,910,228 169,882,303 20,854,242 887,947 93,084,128 75,910,228 190,736,545 Actual 10.93% 0.47% 48.80% 39.80% 100.00% Policy 20.00% 4.90% 80.00% 100.00% Federal Agencies FFCB FNMA FHLB FHLMC Total Combined Porfolio 5,007,202 18,945,415 38,440,812 30,690,699 93,084,128 Actual 2.63% 9.93% 20.15% 16.09% Policy 30% 30% 30% 30% F:\FINANCE\CASH MANAGEMENT\Quarterly Compliance\weighted averageMaturity Distribution Z Z w w W aWa Q.0cr ¢>O wW pIJ LF- :)N} O F- Zam;0 mOJVQ 07 } w O O�W¢o v z W(p QOj ¢QO�V LL I-- O ¢O Cl) CD a° a T w o co 0 0 t- N 'n U O o co 0 v o (0 N tO O C O o w O I� co (O o C r N O co o W n n � O O j o r c0 v CO CO N Y o ¢ rn o w Q O h co o 0 C N z O a (A W G U LL 5 � O U J co Q O Z w O w (A �H ZQ Z �H M~ ? 0w U 9 dJ a.wJ Z w DOE- �9 wJ) i¢ Uw Uu_? 1- m 0 y co O O 0 0 0 0 rn � to T C Co O 0 .+ Ln O M Lo O O O O M to 00 N to o0 Ln M to n N ca M M CO O Ip O N O f\ .� M f\ +-1 LO LO 00 0o d v- r, (V T N GA r\ 00 Ln Ln r\ O M N N OM 00 01 .-+ .-I 01 LD 0 M N 00 O) � a0 N .-i n t!1 f\ .i .� J L. 0) N ti 10 N N .-� M m Vj V1 N O 0 E o~e d ea' -Z IA M M W .� .-a 00 0) N 0to to N M .. vi In w M t0 r% In .-� r% r% W 00 'r O 10 0LD M O a� Z N yj M r, N 01 N 0o O Ln rl 10 O M n r\ N Ict (lO N Ln r% N Ln o0 O m C () .� aD Oi M Oi O OL ti ti 00 Ln C. 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