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HomeMy WebLinkAboutINVESTMENT REPORT FOR QUARTER ENDED SEPTEMBER 30, 2009DELOR[S "BOBBIE" PRINCE, MAYOR ELIZABETH "LIZ" SEGLER, MAYOR PRO-TEM COLNCIL MEMBERS: JACK CHATMAN,IR. MORRIS ALBRIGHT, III MARTIN FLOOD JOHN BEARD,IR. ROBERT E. WH.LLIMSON D. KAY WISE THOMAS J. HENDERSON Octoberl5, 2009 Cil)' Of .. p'~ p ~~~ l•/~ ort~rthu Steve Fitzgibbons, CiryManager Mayor and Councihnembers Texas STEPHEN FITZGIBBONS CITY MANAGER TERRI HANKS CITY SECRETARY MARK T. SOKOLOW C[TYATTORNEY I am pleased to present the investment reports for the three months ended September 30, 2009. INVESTMENT REPORT 'The investment reports reflect that the that the total $37.6 million portfolio. $74,713.98 for the three-month period. Sincerely, City complied with adopted investment policies and which includes EDC and bond funds, earned Deborah Howey Echols, CPA Director of Finance P.O. BOX 1089 PORT ARTHUR, TEXAS 77641-1089 • 409/983-8115 FAX 409/983-8291 City of Port Arthur Portfolio Management Portfolio Summary September 30, 2009 Investments Par Value Merket Value Book Value % of Pordolio Term Days to Maturity YTM 360 Equlv. YTM 365 Equlv. Cenifcales of Deposit-Bank 250,000.00 250,000.00 250,000.00 0.66 548 445 1,578 1.600 TexPaol 26,983,221.57 26,983,221.57 26,983,221.57 71.66 1 1 0.278 0.282 Passhook/Checking Accounts 402,634.62 402,834.62 402,834.62 1.07 1 1 0.444 0.450 Federal Agency Coupon Securities 10,000,000.00 10,073,760.00 10.015,953.97 2fi.60 815 591 1.968 1.995 Investments 37,838,058.19 37,709,818.19 37,852,010.16 100.00% 221 161 0.738 0.748 Total Earnings September 30 Month Ending Fiscal Year To Date Fiscal Year Ending Current Year 24,299.63 437.934.70 437,934.70 Average Dally Balance 41,146,053.23 45,047,791.20 E/ffective Rale o~f~J-R~(e~t~~urn ~' ~/'7~ ~ 0.72% / ` 0.97% rf ~~'~/'P'1 /ILGf~ t6 Llei-L~/' /G~~/J Fi nc/e~ Director, ~ ~~l~2Et_- ~~-~1-~~,C~u^--t,.e Run Daley 10/1512009 - 19.15 Portfolio PORT AC PM (PRF_PM1) SymRept V6.21 Report Ver. 5.00 City of Port Arthur Portfolio Management Portfolio Details -Investments September 30, 2009 Page 2 Average Purchase Salted YTM YTM Deys to Maturity CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate 380 365 Maturity Date Certificates of Deposit -Bank SYS10136 10136 Community State Bank of Austin 06/20/2009 250,000.00 250,000.00 250,000.00 1.600 Subtotal and Average 250,000.00 250,000.00 250,000.00 250,000.00 1.578 1.600 445 12/20/2010 1.578 1.600 445 TexPool CASH CONSENTRAT 1ex01 TezPool 17,758,991 .52 17,758,991. 52 17,758,991 .52 0.282 0.278 0.282 1 SERIES 2002 A tex03 TexPool 0 .00 0. 00 0 .00 4.248 4.188 4.246 i SYS10076 tex05 TezPool 0 .00 0. 00 0 .00 1.821 1.798 1.821 1 SYSIex06 Iex06 TezPool 9.224,230 .05 9,224,230. 05 9,224,230 .05 0.282 0.278 0.282 1 Subtotal and Average 30,478,331.57 26,983,221 .57 28,983,221 .57 26,983,221 .57 0.278 0.282 1 PassbooWChecking Accounts CHASE HVLDSAV01 JP Morgan chase 02128/2009 402,834.62 402,834.62 402,834.62 0.450 0.444 0.450 1 Subtotal and Average 402,834.62 402,834.62 402,834.62 402,834.82 0.444 0.450 1 Federal Agency Coupon Securities 31331 YJA9 10123 Federal Farm Credit Bank 01/02/2008 1,000,000.00 1,007,500.00 1,000,534. 05 3.875 3.581 3.610 77 12/17/2009 31339XNW0 10126 Federal HOme Lcan Bank 02/22/2008 1,000,000.00 1,034,060.00 1,015,419. 92 5.000 2.811 2.850 272 06/30/2010 3133XUD86 10137 Federal Home Loan Bank 08/10!2009 2,000,000.00 2,009,380.00 2,000,000. 00 1.800 1.775 1.800 862 02/1012012 3136F94J9 10128 Federal Nat'I Mtg. Assoc. 0112812009 1,000,000.00 1,003,750.00 1,000,000. 00 1.500 1.479 1.500 484 01/28/2011 3136FHCZ6 10132 Federal Nat'I Mtg. Assoc. 02/27/2009 1,000.000.00 1,005,630.00 1,000,000. 00 1.875 1.849 1.875 512 02/25/2011 3136FHPL3 10134 Federal Nat'I MIg. Assoc. 05120/2009 2,000,000.00 2,009,380.00 2,000,000. 00 1.250 1.233 1.250 596 05/20/2011 3136FHNT8 10135 Federal Nat'I Mtg. Assoc. 0512112009 1.000,000.00 1.002,500.00 1,000,000. 00 2.000 1.973 2.000 781 11/21/2011 3136FH4Y8 10138 Federal Nat'I Mtg. Assoc. 0811712009 1,000,000.00 1,001,560.00 1,000,000. 00 2.000 1.973 2.000 869 02117!2012 Subtotal and Average 10,016,887.05 10,000,000.00 10,073,760.00 10,015,953 .97 1.968 1.995 591 Total and Average 41,146,057.23 37,636,056.19 37,709,!118.19 37,852,010.16 0.738 0.748 181 Run Dale'. 1011512009 - 19:15 Portfolio PORT AC PM (PRF PM21 $ymHept V6.21 Repon Ver. 5.00 city of Port Arthur onth End ear umber of Secudtiea Portfolio Management Activity Summary September 2008 through September 2009 Yield to Maturity Manegod Numher Total 380 305 Pool of Investments Invested Equivalent Equivalent Rata Purchased umber of Investments Redeemed verego Term Pa9e3 verage Days to Maturity September 2008 9 33,748,008.45 2.577 2.813 2.407 0 1 103 82 October 2008 10 32,788,100.09 2.831 2.887 2.407 1 0 128 81 November 2008 9 31,825,330.36 2.079 2.108 1.821 0 1 97 55 peeember 2008 8 30,856,349.41 2.019 2.D47 1.821 0 1 B8 52 January 2009 8 55,888,758.27 1.837 1.863 1.821 2 2 56 42 February 2009 8 49,912,217.94 1.842 1.868 1.821 0 0 62 45 March 2009 10 51,933,883.46 0.813 0.824 0.670 0 0 74 54 April 2009 10 51,950,330.80 0.812 0.824 0.870 0 0 74 51 May 2009 12 54,985,888.33 0.653 0.682 0.433 3 1 113 90 June 2009 13 47,229,041.24 0.895 0.705 0.433 1 0 134 102 July 2009 13 47,238,402.78 0.695 0.705 0.433 0 0 134 98 August 2009 14 43,636,425.43 0.717 0.727 0.338 2 1 191 148 September 2009 14 37,852,010.18 0.738 0.748 0.282 0 0 221 161 Avere9e 11 43,817,117.52 1.393% 1.412% 1.181 1 1 113 80 Portfolio PORT AC Run Dale: tOH52009 -19:15 PM (PRF_PM4) SymRep! Va.21 Report Ver. 5.00 City of Port Arthur Texas Compliance Details Sorted by Fund September 30, 2009 CUSIP investment q Fund Issuer Investment Class Per Value Maturity Date Call Current Date Rate Market Price Market Date Market Value Book Value Fund: Cash Concentration CASH CONSENTRAT CHASE SYS10136 31331 VJA9 31339XNW0 3136F94J9 3136FHCZ8 3136FHPL3 3136FHNT8 3133XUD86 3136FH4V8 tex01 HYLDSAVOt 10138 10123 10126 10128 10132 10134 10135 10137 10138 000 000 000 000 000 000 000 000 000 000 000 TexPOOI JP Morgan chase Community State Bank of Austin Federal Farm Cretlit Bank Federal Home Loan Bank Federal Nat'l Mtg. Assoc. Federal Nal'I Mtg. ASSOC. Federal Nat'I Mtg. Assoc. Federal Nat'I Mtg. Assoc. Federal Home Loan Bank Federal Nal'I MIg. Assoc. Amort Amort Amort Fair Fair Fair Fair Fair Fair Fair Fair 17,758,991.52 402,834.62 250,000.00 1,000,000.00 1,000,000.00 1,000,000.00 1,000,000.00 2,000.000.00 1,000,000.00 2.000,000.00 1,000.000.00 12/20/2010 12117/2009 0613012010 01/28/2011 02/25/2011 05/20/2011 11/2112011 02/10/2012 02/17/2012 0.282 0.450 1.600 3.875 5.000 1.500 1.875 1.250 2.000 1.800 2.000 100.000 100.750 103.406 100.375 100.583 100.489 100.250 100.469 100.156 06/30/2002 09130/2009 09/30/2009 09/30/2009 09/3012009 09/30/2009 09/30/2009 09/30/2009 09/30/2009 17,758,991. 402.834. 250.000. 1,007,500. 1,034,060. 1,003,750. 1,005,630. 2,009,380. 1,002,500. 2,009,380. 1,001,560. 52 82 00 00 00 00 00 00 00 00 00 17,758,991.52 402,834.62 250,000.00 1,000,534.05 1,015,419.92 1,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 2,000,000.00 1,000,000.00 Subtotal 28,411,826.14 28,485,586 .14 28,427,780.11 Fund: Sewer Rehab SVSlex08 tex06 428 TexPOOI Amort 9,224,230.05 0.282 9,224,230.05 9.224,230.05 Subtotal 9,224,230.OS 9,224,230.05 9,224,230.05 Total 37,838,058.19 37,709,816.19 37,852,010.18 Portfolio PORT AC Run Dale: 10!15/2009 - 18:58 CM (PRF_CM) BymRepl V6.21 Report Ver. 5.00 City of Port Arthur Texas Compliance Summary Sorted by Fund September 1, 2009 -September 30, 2009 Fund Par Value Market Value Book Value Accrued Interest Cash Concentration Value beginning 09/01/2009 33,407,D02.36 33,480,442.36 33,424,888.83 110,824.80 Net Change -4,995,178.22 -4,994,856.22 -4,997,108.72 15,665.28 Value ending 09/30/2009 28,411,826.14 28,485,588.14 28,427,780.11 126,290.08 Sewer Reconstr, 2002 Value beginning 09/01/2009 0.00 0.00 0.00 3,869.32 Net Change 0.00 0.00 0.00 0.00 Value ending 09/30/2009 0.00 0.00 0.00 3,889.32 Cert of Oblig 2002A Value beginning 09/01!2009 0.00 0.00 0.00 21,430.88 Net Change 0.00 0.00 0.00 0.00 Value ending 09/30/2009 0.00 0.00 0.00 21,430.88 Sewer Rehab Value beginning 09/01/2009 10,221,928.24 10,221,9211.24 10,221,928.24 2,839.14 Net Change -997,898.19 -997,898.19 •997,696.19 •808.96 Value ending 09/30/2009 9,224,230.05 9,224,230.05 9,224,230.05 2,232.18 Total Value beginning 09/01/2009 43,828,928.80 43,702,388.80 43,846,813.07 138,583.92 Net Change -5,992,872.41 -5,992,552.41 -5,994,802.91 15,058.32 Value ending 09/30/2009 37,838,058.19 37,709,816.19 37,852,010.18 153,822.24 Run Date: 10115/2009 - 18:6] Portfolio PORT AC CS /PRF_CSi SymRept V6.21 Report Ver. 500 City of Port Arthur Portfolio Management Portfolio Summary July 31, 2009 Per Market Book %. of Days to YTM YTM Investments Value Value Value Pardollo Term Maturity 360 Equlv. 365 Equlv. CeniOcates of Deposit-Bank 250.000.00 250,000.00 250,000.00 0.53 548 506 1.578 1.600 7ezPOOI 37,965,859.17 37,985,859.17 37,965,859.17 80.37 1 1 0.427 0.433 Passbook/Checking Accounts 1,002,624.47 1,002,624.47 1,002,624.47 2.12 1 1 0.444 0.450 Federal Agency Coupon Securities 8,000,000.00 8,084,066.00 8,019,919.14 16.98 767 548 1.967 1.994 483.64 218 47 47,302,549.84 47,238,402.78 100.00°h 134 98 0.695 0.705 Investments , , Total Earnings July 31 Month Ending Fiscal Year To Date Current Year 24,992.96 387,611.25 Average Daily Balance 47,228,379.82 45,526,778.28 Effeetlve Rate of Return 0.62% 1.02% Director, Run Date: 1011512009 - 19:08 ~~e~~ Portfolio PORT AC PM (PRF_PM1 i SymRepl V6.21 Report Ver. 5 00 City of Port Arthur Portfolio Management Page 2 Portfolio Details -Investments July 31, 2009 Average CUS1P Investment p Issuer Balance Purchase Date Par Value Market Value Slated Book Value Rate Y7M 360 VTM Days to 365 Maturity Maturity Date Certlflcates of Deposit -Bank SVS1013fi 10136 Communlly State Bank of Austin 06/20/2009 250,000.00 250,000.00 250,000.00 1.800 1.578 1.600 506 12120/2010 Subtotal and Average 250,000.00 250,000.00 250,000.00 250,000.00 _ 1.576 1.600 506 TexPool CASH CONSENTRAT tex01 TexPool 27,746,886.74 27,746,86fi. 74 27,746,866.74 0.433 0.427 0.433 1 SERIES 2002 A tex03 TexPool 0.00 D. 00 0.00 4.246 4.188 4.248 1 SYS10076 tex05 TexPool 0.00 0 .00 0.00 1.821 1.796 1.821 1 SYStex08 tex06 TexPool 10,218,992.43 10.218,992 .43 10,218,992.43 0.433 0.427 0.433 1 Subtotal and Average 37,955,301.79 37.985,859.17 37,965,859.17 77,965,859.17 0.427 0.433 1 PassbooklChecking Accounts CHASE HVLDSAV0 1 JP Morgan chase 02/26/2009 1,002,824.47 1,002,624 .47 1,002,624.47 0.450 0.444 0.450 1 Subtotal and Average 1,002,254.05 7,002,624.47 1,002,624 .47 1,002,624.47 0.444 0.450 1 Federal Agency Coupon Securities 31331 YJA9 10123 Federal Farm Credit Bank 01/0212008 1,000,000.00 1,017,813.00 1,000,955.67 3.875 3.561 3.810 138 12117/2009 31331GUC1 10133 Federel Farm Credit Bank 05/04/2009 1,000,000.00 1,001,563.00 1,000,000.00 1.600 1.578 1.600 841 05/04/2011 31339XNW0 10126 Federal Home Loan Bank 02/22/2008 1,000,000.00 1,045,938.00 1,018,859.30 5.000 2.811 2.650 333 06/30/2010 3136F94J9 10128 Federal Nat'I Mtg. Assoc. 0112812009 1,000,000.00 1,005,000.00 1,000.000.00 1.500 1.479 1.500 545 01/28/2011 3138FHCZ6 10132 Federal Nat'l Mtg. Assoc. 02/27/2009 1,000,000.00 1,007,813.00 1,000,104.17 1.875 1.849 1.875 573 02/2512011 3136FHPL3 10134 Federal Nat'I Mtg. Assoc. 05/20/2009 2,000,000.00 2.004,376.00 2,000,000.00 1.250 1.233 1.250 657 05/20/2011 3136FHNT8 10135 Federal Nat'I Mtg. Assoc. 05/21/2009 1,000,000.00 1,001,563.00 1,000,000.00 2.000 1.973 2.000 842 11/21/2011 Subtotal and Average 8,020,923.96 8,000,000.00 8,084,066.00 6,019,919.14 1.967 1.994 548 Total antl Average 47,228,379.02 47,218,483.64 47,302,549.64 47,238,402.78 0.695 0.705 96 Run Dale: 10/15/2009 - 1 B:OB Portfolio PORT AC PM (PRF_PM2) SymRepl V0.2t Report Ver. 5.00 City of Port Arthur Portfolio Management Portfolio Details -Cash July 31, 2009 Page 3 Average Purchase Stated YTM YTM Days to CUSIP Investment # Issuer Balance Date Par Value Market Value Book Value Rate 360 385 Maturlry 0 Average Balance 0.00 Total Cash and Investments 47.229.379.92 47,218,493.84 47,302,549.64 47,238,402.78 0.695 0.705 96 Run dale: 1011514009 -19:08 Portfolio PORT AC PM (PRF_PM4)SymRepl V621 City of Port Arthur onth End ear umber of Seeuritles otal Invosted Portfolio Management Activity Summary July 2008 through July 2009 Ylold to Moturity Meneged 360 385 Pool Equlvalent .Equivalent Rate umber of Investments Purchased umber of Investmenta Redeemed verege Term pa9e4 varego Days to Matudly July 2008 10 32,144,880.84 2.551 2.587 2.284 0 1 120 77 August 2008 10 35,192,332.87 2.509 2.544 2.248 0 0 110 65 September 2008 9 33,748,008.45 2.577 2.613 2.407 0 1 103 82 October 2008 10 32,788,100.09 2.831 2.887 2.407 1 0 128 81 November 2008 9 31,825,330.38 2.079 2.108 1.821 0 1 97 55 December 2008 8 30,856,349.41 2.019 2.047 1.821 0 1 88 52 January 2009 8 55,888,759.27 1.837 1.863 1.821 2 2 58 42 February 2009 8 49,912,217.94 1.842 1.868 1.821 0 0 82 45 March 2009 10 51,933,883.48 0.813 0.824 0.870 0 0 74 54 April 2009 10 51,950,330.80 0.812 0.824 O.B70 0 0 74 51 May 2009 12 54,985,688.33 0.653 0.682 0.433 3 1 113 90 June 2009 13 47,229,041.24 0.695 0.705 0.433 1 0 134 102 July 2009 13 47,238,402.78 0.895 0.705 0.433 0 0 134 98 Averege 70 42,743,945.07 1.670% 7.693% 1.481 7 1 99 67 Portfolio PORT AC Run Oale: 10/152008-19:08 PM (PRF PM4)SymRept V8.21 Report Ver. 5.00 city of Fort Arthur Texas Compliance Details Sorted by Fund July 31, 2009 Investment Maturity Call Current Market Price Market Date Market Value Book Value Class Par Value Date Dale Bate CUSIP Invesiment# Fund Issuer Fund: Cash Concentration 0 433 100.000 06/3012002 27,74fi,866.74 27,746,866.74 CASH CONSENTRAT 1ex01 000 TexPOOI Amort 27,746,866.74 . 450 0 1,002,624.47 1,002,624.47 CHASE HYLDSAV01 000 JP Morgan chase Amort 1,002,624.47 . 0 250,000.00 250,000.00 SYS10136 10138 000 Community State Bank of Austin Amort 250,000.00 12/20/2010 38 75 781 101 05/29/2009 1,017,813.00 1,000,955.67 31331 YJA9 10123 000 Federal Farm Credit Bank Fair 1,000,000.00 12/17/2009 5 000 . 104 593 05129/2009 1,045,938.00 1,018,659.30 31339XNW0 10126 000 Federal Home Loan Bank Fair 1,000,000.00 06/30/2010 . 1 500 . 100 500 05/29/2009 1,005,000.00 1,000,000.00 3136F94J9 10128 000 Federal Nat'I Mtg. ASSOC. Fair 1,000,000.00 01/28/2011 . 1 875 . 781 100 05129/2009 1,007,813.00 1,000,104.17 313fiFHCZ6 10132 D00 Federal Nal'I M19~ASSOC. Falr 1,000,000.00 02/25/2011 . 1 600 . 100 156 05129/2009 1,001,563.00 1,000,000.00 31331GUC1 10133 000 Federal Farm Credit Bank Falr 1,000.000.00 05/O4/2011 . 250 1 . 218 100 05/29/2009 2,004,376.00 2,000,000.00 3138FHPL3 10134 000 Federal Nat'I Mtg. Assoc. Falr 2,000,000.00 05/20/2011 . 000 2 . 156 100 0512912009 1,001,563.00 1,000,000.00 000 Federal Nal'I Mtg. ASSOC. Fair 1,000.000.00 11/21/2011 . . 3138FHNT8 10135 37,083,557.21 37,019,410.75 Subtotal 36.999,491.21 Fund: Sewer Rehab Amon 10,278,992.43 0.433 10,218,992.43 10,218,992.43 SYStex06 tex06 428 TexPOOI Subtotal 10,218,992.43 10,218,992.43 10,218,992.43 Total 47,218,483.64 47,302,549.64 47,238,402.78 PorHolio PORT AC CM (PRF_CM) SymRepl V6.21 Run Dale: 10/1512009 - 16:00 Repon Ver. 5.00 City of Port Arthur Texas Compliance Summary Sorted by Fund July 1, 2009 -July 31, 2009 Fund Par Value Market Value Book Value Accrued Interest Value beginning 07/0112009 36,991,135.54 37,075,201.54 37,012,985.20 128,140.57 Cash Concentration Net Change 8,355.67 8,355.87 6,425.15 7,687,108.89 Value ending 07/31/2009 36,999,491.21 37,083,557.21 37,019,410.35 7,815,249.48 Value beginning 07101/2009 0.00 0.00 0.00 3,889.32 Sewer Reconstr, 2002 0 00 0.00 0.00 0.00 Net Change . Value ending 07/3112009 0.00 0.00 0.00 3,669.32 Value beginning 07/01/2009 0.00 0.00 0.00 21,430.68 Cert of Oblig 2002A 00 0 0.00 0.00 0.00 Net Change . Value ending 07131/2009 0.00 0.00 0.00 21,430.68 Value beginning 07/01/2009 10,216,056.04 10,216,058.04 10,218,056.04 3,196.44 Sewer Rehab Net Change 2,936.39 2,938.39 2,936.39 -354.80 Value ending 07/31/2009 10,218,992.43 10,218,992.43 10,218,992.43 2.841.04 Value beginning 07101/2009 47,207,191.58 47,291,257.58 47,229,041.24 158,436.99 Total Net Change 11,292.08 11,292.06 9,381.54 7,686,754.09 Value ending 07/31/2009 47,218,483.64 47,302,549.64 47,238,402.78 7,843,191.08 Run Oale'. 10115/2009 - 16'00 Portfolio PORT AC CS (PRF_CS)SymRepl V6.21 Repod Ver. 5.00 City of Port Arthur Portfolio Management Portfolio Summary August 30, 2009 Book % of Days to YTM YTM Par Market Value Portfolio Term Maturity 380 Equiv. 365 Equiv. Investments Value Value 000 00 250 0.57 548 476 1.576 1.600 Ceni6cates of Deposit-Bank 250.000.00 250,000.00 . , 659 17 965 32 75.55 1 1 0.333 0.336 32,965,859.17 32.965,859.17 . , , 1 1 0.444 0.450 Te><Pool 402,624.47 402,624.47 402,824.47 0.92 622 1 988 1.995 Passbook/Checking Acwunts 503.00 082 10 10,017,941.79 22.96 615 . Federal Agency Coupon Securilles 10,000,000.00 , , 43,818,483.64 43,700,986.84 43,836,425.43 100.00% 191 146 0.717 0.727 Investments August 30 Month Ending Fiscal Year To Date Total Earnings 44 232 413 Current Year 25,421.19 . , 386.44 597 45 45,533,120.33 Average Dally Balance , , 0 68% 0.99% Effective Rate of Return . L' ~. e~ f ~~ »-~~-=~-~ n e Director, Portfolio PORT AC PM IPRF_PM1)SymRepl V6.21 Run Dele: 10115/2009 -19:11 Report Vac 5.00 City of Port Arthur Portfolio Management Portfolio Details -Investments August 30, 2009 Average Purchase Market .« Issuer Balance Date Par Value I.VJIr __ Certificates of Deposit -Bank SYS10136 10136 TexPOOI CASH CONSENTRAT tez01 SERIES 2002 A taz03 SYS10076 tex05 SYStex06 tez08 Community State Bank of Austin 06120/2009 Subtotal and Average 250,000.00 TezPOOI TexPOOI TexPOOI TexPool Subtotal and Average 35,699,192.50 Page 2 Stated YTM YTM Days to Rate 360 385 Maturity 00 000 0 250,000.00 1.800 1.578 1.600 476 12/2012010 250,000.00 250,000.00 . , 25 250,000.00 250,000.00 1.578 1.600 476 22.746,866.74 0.00 0.00 22.746,868.74 0.00 0.00 43 0 218 992 22,746,866.74 0.00 0.00 10,218,992.43 0.338 4.246 1.821 0.338 0.333 4.188 1.798 0.333 0.338 4.246 1.821 0.338 1 1 1 1 10 218 992 43 32,965,859.17 . 1 12,965,859.17 32,965,!159.17 0.333 0.338 1 PdssbooklChecking Accounts 47 624 402 402,624.47 402,624.47 0.450 0.444 0.450 1 CHASE HYLDSAVOt JP Morgan chase 0Y/2g/2009 . , 47 624 402 402,624.47 0.444 0.450 1 Subtotal and Average 882,624.47 d02,624.47 . , Federal Agency Coupon Securities 00 00 813.00 017 1 1,000,744.88 3.875 3.561 3.610 108 12/17/200 3 Federal Farm Credit Bank 0110212008 . 1,000,0 , , 00 938 45 017,196.93 1 5.000 2.811 2.850 303 06/3012010 31331YJA9 1012 n Bank L 02122/2008 1,000,000.00 . . 1,0 , 00 00 000 800 1 1.775 1.800 893 02/7012012 31339XNW0 10126 oa Federal Home 08/7012009 2,000,000.00 2,000,000.00 , . 2,0 . 479 1 500 1 575 01/28/2011 3133XUDBfi 10137 Fetleral Home Loan Bank 07128/2009 1,000.000.00 1,005,000.00 7,000,000.00 1.500 . 849 . 1 875 543 0212512011 3136F94J9 10128 Federal Nal'I Mtg. Assoc. py27/2009 1,000,000.00 1,007,813.00 1,000,000.00 1.875 1. 233 . 1 250 627 0512012011 3138FHCZ8 10132 Federal Nat'I Mtg. Assoc. 05/20/2009 2,000,000.00 2.004,376.00 2,000,000.00 1.250 1. 973 1 . 000 2 812 71/21/2011 3138FHPL3 10134 Federal Nat'I Mlg. Assoc. 05121/2009 1.000,000.00 1,001,563.00 1.000,000.00 2.000 . 973 1 . 000 2 900 02/17/201 5 Federal Nat'I Mtg. Assoc. 00 000 000 1 1.000,000.00 2.000 . . 3136FHNT8 1013 p8/17/2009 1,000.000.00 , . , 3736FH4Y8 10138 Federal Nat'I Mtg. Assoc. 00 00 503.00 10 082 10,017,941.79 1.96!1 1.995 822 Subtotal and Average 8,965,569.47 . 10,000,0 , , _.., n»~ n]27 146 Total and Average 45,597,368.44 43,618,483.64 a's,ruu,eoo.ar -~ PorNolio PORT AC PM (PRF_PM2) SymRep~ V6.21 Run Dete: 1011612009 -19:11 Report Ver. 5.00 City of Port Arthur Portfolio Management Activity Summary Au gust 2008 through August 2009 Yiold to Moturlry Managed Number Number of Investments Avere9e Total 380 385 Pool of Investments Purchased Redeemed Term Number of Invested Equivalent Equivalent Rate 110 Year Securities 544 2 2.248 0 0 10 35,192,332.87 . 2.509 0 1 103 2008 008.45 746 33 2.577 2.613 2.407 1 0 128 2008 9 , , 100.09 788 32 2.631 2.667 2.407 1 97 2008 10 , , 330.38 825 31 2.079 2.108 1.821 0 1 88 2008 9 , , 349.41 858 30 2.019 2.047 1.821 0 2 2 58 2008 g , , 888,759.27 55 1.837 1.863 1.821 0 0 62 2009 8 , 217.94 812 49 1.042 1.868 1.821 0 0 74 2009 8 , , 883.48 933 51 0.824 0.813 0.670 0 0 74 2009 10 , , 330.80 950 51 0.812 0.824 0.870 1 113 2009 10 , , 868.33 985 54 0.853 0.882 0.433 3 0 134 2009 12 , , 041.24 229 47 0.695 0.705 0.433 1 0 134 2009 13 , , 402.78 238 47 0.695 0.705 0.433 0 1 191 2009 13 , , 425.43 836 43 0.717 0.727 0.338 2 2009 14 , , e 529% 1.550% 1 1.332 1 1 705 Ave re9e 70 43,627,917.57 . Run Dale: tOH512009- 19:11 Page 3 Avorege to Maturity 05 62 81 55 52 42 45 54 51 90 102 98 148 72 Portfolio PORT AC PM (PRF_PM4) SymRepl V5.21 RapoM1 Ver. 5.00 City of Port Arthur Texas Compliance Details Sorted by Fund August 31, 2009 Meturlry Call Current Market Market Market Value Book Value Investment Prlce Date Class Par Value Date Date Rate CUSIP Investmenl# Fund Issuer 22,754,187.74 Fund: Cesh ConoentrffiIOn Amort 22.754,167.74 0.338 1017.000 06/3012002 22,754,167.74 802,834.62 0.450 402,834.62 000 TexPool Amort 402.834.62 250,000.00 250,000.00 CASH CONSENTRAT tex01 1.600 CHASE HVLOSAV01 000 JP Morgan chase Amort 250,000.00 12/20/2010 1,010,310.00 1,000,744.86 10136 000 Community State Bank of Austin 1,000,1100.00 12/17/2009 3.875 101.031 08/3112009 1,017,139.61 SYS70136 Fair 5.000 103.719 08/3112009 1,037.190.00 31331YJA9 10123 000 Federal Farm Credit Bank Fair 1,000,000.00 0613012010 1,004,380.00 1.000.000.00 31339%NWO 117126 000 Federal Home Loan Bank 1,000,000.00 0112812011 1.500 100.438 0813112009 1,000,000.00 Fair 1.875 100.fi25 0813112009 1,006,250.00 3136F94J9 10128 000 Federal Nat'I Mtg. Assoc. Falr 1,000,0011.00 02/2512011 2,007,500.00 2,000,D00.00 10132 000 Federal Nat'I Mtg. Assoc. 2,000,000.00 05120121711 1.250 100.375 08/31/2009 1,000,000.00 3136FHCZ6 Fair 2.000 100.344 08131/2009 1,003,440.00 3136FHPL3 10134 000 Federal Nat'I Mtg. Assoc. Fair 1,000,000.00 1112112011 2,003,120.00 2,000,000.00 10135 000 Federal Nat'I Mtg. Assoc. 2,000,000.00 02/10/2012 1.800 100.156 0813112009 1,000.000.00 3136FHNT8 Fair 2.000 100.125 08131/2009 1,001,250.00 3133%UDBB 10137 000 Federal Home Loan Bank Fair ~1,000A0~.00 0211712012 000 Federal Nat'I Mtg. Assoc. 31,480,442.38 33,424,886.83 3136FH4Y8 10138 33,407,002.38 Subtotal Fund: Sewer Rehab 0 338 10,221,926.24 10.221,926.24 Amort 1_ 0~ 221.92624 10,221,926.24 tex06 428 TexPOOI 10,221,926.24 SVSIex06 Subtotal 10,221,826.24 43,702,368.60 43,646,811.07 Total 43,628,928.60 Portfolio PORT AC CM (PRF CMI SymRept Vfi.21 Report Ver. 5.00 Run Date'. 1011514009 - 19:12 City of Port Arthur Texas Compliance Summary Sorted by Fund August 1, 2009 -August 30, 2009 Par Value Market Value Book Value Accrued Interest Fund Value beginning 08/01/2009 36,999,491.21 37,083,557.21 37,019,410.35 107,820.50 Cash Concentration 000.00 800 -3 -3,801,563.00 -3,601,977.35 2 096.23 Net Change 08/3012009 , , 491.21 33 399 33,481,994.21 33,417,433.00 109,918.73 Value ending , , Value beginning 08/01/2009 0.00 0.00 0.00 3,889.32 Sewer Reconstr, 2002 00 0 0.00 0.00 0.00 Net Change . 00 0 0.00 0.00 3,669.32 Value ending 08/30/2009 . Value beginning 08/01/2009 0.00 0.00 0.00 21,430.88 Cert of Oblig 2002A 00 0 0.00 0.00 0.00 Net Change . 00 0 0.00 0.00 21,430.66 Value ending 08/30/2009 . Value beginning 08/01/2009 10,218,992.43 10,218,992.43 10,218,992.43 2,841.64 Sewer Rehab 00 0 0.00 0.00 -9713 Net Change Value ending 08/30!2009 . 10,218,992.43 10,218,992.43 10,218,992.43 2,744.51 Value beginning 08/01/2009 47,218,483.84 47,302,549.84 47,238,402.78 135,762.12 Total Net Change -3,800,000.00 -3,601,583.00 -3,801,977.35 1,999.10 Value ending 08/30/2009 43,818,483.64 43,700,988.64 43,636,425.43 137,781.22 Run fete: 10/15/2009 - 19:12 Portfolio PORT AC CS iPRF CS)SymRepl V6.21 Report Ver. 5.00