Cuyahoga County Together We ThriveAP Run Date: 09/05/2018 - 10:07 PM (PRF_PM2) 7.3.0 Report Ver. 7.3.6.1 YTM 365 Page 2 Par Value Book Value Maturity Date Stated Market Value Rate

2079 East Ninth Street Rm. 1-100 | Cleveland, Ohio 44115 | 216-443-7400 | www.treasurer.cuyahogacounty.us

Cuyahoga County

Together We Thrive

Treasury Department

To: Investment Advisory Committee From: Joseph Farris, Investment & Cash Management Officer Date: September 13, 2018 Re: Cuyahoga County Treasury Investment Reports

Reports reflect Month-End August 2018

Included are the following:

• Investment Portfolio Summary

• Investment Portfolio Detail

• Monthly Activity

• Received Interest Summary

• Portfolio Compliance

cc: Investment Advisory Working Group

YTM365

Page 1

Par Value Book ValueMaturity

DateStated

RateMarket Value

August 31, 2018Portfolio Details - Investments

AverageBalanceIssuer

Portfolio ManagementCuyahoga County Treasury

Days toMaturity

YTM360CUSIP Investment #

PurchaseDate

Certificates of Deposit - Bank

0.253First Federal of Lakewood18CD001 5,000,000.00 5,000,000.00 09/28/20180.25003/30/2018 5,000,000.00 0.25018CD001 270.253KEY BANK18CD002 21,400,000.00 21,400,000.00 09/28/20180.25003/30/2018 21,400,000.00 0.25018CD002 270.253KEY BANK18CD003 7,600,000.00 7,600,000.00 09/28/20180.25003/30/2018 7,600,000.00 0.25018CD003 27

34,000,000.00 0.25034,000,000.0034,000,000.0034,000,000.00Subtotal and Average 0.253 27

Commercial Paper Disc. -Amortizing

2.592Credit AG18CCT009 10,000,000.00 9,875,311.11 03/01/20192.48006/04/2018 9,878,400.00 2.55722533UQ14 1812.202Credit Suisse CP18CCT002 10,000,000.00 9,963,488.89 11/02/20182.12002/06/2018 9,964,400.00 2.1722254EBL25 622.687Credit Suisse CP18CCT007 10,000,000.00 9,913,619.45 12/31/20182.57004/17/2018 9,923,600.00 2.6502254EBMX6 1212.023ING Funding LLC18CCT001 10,000,000.00 9,981,583.33 10/05/20181.95001/09/2018 9,981,300.00 1.9964497W1K54 342.688JP Morgan CP18CCT006 10,000,000.00 9,905,766.67 01/11/20192.57004/16/2018 9,914,400.00 2.65146640QNB3 1322.557JP Morgan CP18CCT012 30,000,000.00 29,759,083.33 12/28/20182.45006/27/2018 29,776,800.00 2.52246640QMU2 1182.544Natixis18CCT004 10,000,000.00 9,934,525.00 12/07/20182.43003/13/2018 9,939,200.00 2.50963873KM79 972.704Natixis18CCT008 10,000,000.00 9,885,333.34 02/08/20192.58005/15/2018 9,892,700.00 2.66763873KP84 1602.526Natixis18CCT010 10,000,000.00 9,921,350.00 12/27/20182.42006/27/2018 9,926,200.00 2.49163873KMT1 1172.526SWEDBANK18CCT013 20,000,000.00 19,841,355.55 12/28/20182.42006/27/2018 19,851,200.00 2.49187019SMU5 1182.428SWEDBANK18CCT014 20,000,000.00 19,884,133.33 11/28/20182.37006/27/2018 19,893,800.00 2.39487019SLU6 882.371Toyota Motor Credit Corporatio18CCT011 20,000,000.00 19,930,400.00 10/25/20182.32006/27/2018 19,938,600.00 2.33889233HKR4 54


Federal Agency Coupon Securities

1.121Federal Agricultural Mtg Corp16CCT030 10,000,000.00 9,997,596.67 11/01/20191.10011/01/2016 9,828,000.00 1.1063132X0KT7 4260.960Federal Farm Credit Bank16CCT005 10,000,000.00 10,000,000.00 10/05/20180.96004/21/2016 9,989,700.00 0.9473133EFX69 340.964Federal Farm Credit Bank16CCT025 10,000,000.00 9,999,693.33 10/17/20180.94010/17/2016 9,986,700.00 0.9513133EGYN9 461.822Federal Farm Credit Bank17CCT006 10,000,000.00 9,994,580.83 03/30/20211.80003/31/2017 9,763,100.00 1.7973133EHEC3 9411.600Federal Farm Credit Bank17CCT009 10,000,000.00 10,000,000.00 04/06/20201.60004/06/2017 9,837,700.00 1.5783133EHEZ2 5831.729Federal Farm Credit Bank17CCT022 10,000,000.00 9,979,699.03 09/20/20211.66009/20/2017 9,671,800.00 1.7053133EHZA4 1,1151.900Federal Farm Credit Bank17CCT045 20,000,000.00 20,000,000.00 11/27/20201.90011/27/2017 19,639,200.00 1.8743133EHW58 8181.204Federal Home Loan Bank15CCT020 10,000,000.00 9,999,979.42 09/20/20181.20005/20/2015 9,995,600.00 1.1883130A5DQ9 191.196Federal Home Loan Bank15CCT028 10,000,000.00 9,999,747.96 09/14/20181.12509/16/2015 9,997,200.00 1.1803130A6AE7 130.951Federal Home Loan Bank16CCT017 10,000,000.00 9,993,079.00 08/05/20190.87508/04/2016 9,855,000.00 0.9383130A8Y72 3381.014Federal Home Loan Bank16CCT022 10,000,000.00 9,998,516.51 09/26/20191.00009/16/2016 9,845,600.00 1.0003130A9EP2 3901.431Federal Home Loan Bank16CCT031 10,000,000.00 9,993,397.06 11/15/20191.37511/21/2016 9,867,300.00 1.4123130AA3R7 4401.780Federal Home Loan Bank17CCT007 10,000,000.00 10,000,000.00 12/30/20201.78003/31/2017 9,804,400.00 1.7563130AB3G9 8511.970Federal Home Loan Bank17CCT025 10,000,000.00 10,011,382.37 09/09/20222.00009/28/2017 9,712,900.00 1.943313380GJ0 1,4691.029Federal National Mtg Assn16CCT023 10,000,000.00 9,997,170.73 08/28/20191.00009/23/2016 9,857,100.00 1.0153135G0P49 361

Portfolio PORTAP

Run Date: 09/05/2018 - 10:07 PM (PRF_PM2) 7.3.0

Report Ver. 7.3.6.1

YTM365

Page 2


DateStated

RateMarket Value




Days toMaturity


PurchaseDate


1.090Federal National Mtg Assn16CCT029 10,000,000.00 9,989,885.71 10/24/20191.00010/26/2016 9,830,000.00 1.0753135G0R39 4181.877Federal National Mtg Assn16CCT032 10,000,000.00 9,851,920.27 10/07/20211.37511/21/2016 9,600,400.00 1.8513135G0Q89 1,132


Treasury Coupon Securities

1.650U.S. Treasury16CCT033 10,000,000.00 9,994,545.82 11/30/20201.62511/21/2016 9,776,600.00 1.628912828M98 8212.013U.S. Treasury17CCT005 10,000,000.00 9,996,435.86 05/31/20212.00003/14/2017 9,819,900.00 1.986912828WN6 1,003


Callable Federal Agency Securities

2.050Federal Farm Credit Bank17CCT016 10,000,000.00 10,000,000.00 06/08/20222.05006/08/2017 9,721,100.00 2.0223133EHMB6 1,3762.156Federal Farm Credit Bank17CCT037 13,822,000.00 13,794,269.49 11/15/20212.09011/17/2017 13,413,145.24 2.1263133EHS20 1,1712.070Federal Farm Credit Bank17CCT044 10,951,000.00 10,890,346.43 08/16/20211.87511/20/2017 10,631,997.37 2.0423133EHUS0 1,0802.820Federal Farm Credit Bank18CCT005 10,000,000.00 10,000,000.00 03/14/20222.82003/14/2018 9,953,900.00 2.7813133EJFV6 1,2901.300Federal Home Loan Bank16CCT010 10,000,000.00 10,000,000.00 11/27/20191.30005/27/2016 9,847,000.00 1.2823130A87F4 4521.750Federal Home Loan Bank17CCT010 10,000,000.00 10,000,000.00 07/24/20201.75004/24/2017 9,836,200.00 1.7263130AB3T1 6922.000Federal Home Loan Bank17CCT020 10,000,000.00 10,000,000.00 09/06/20222.00009/06/2017 9,654,400.00 1.9733130AC4F8 1,4662.000Federal Home Loan Bank17CCT026 10,000,000.00 10,000,000.00 04/25/20222.00010/25/2017 9,755,200.00 1.9733130ACKK9 1,3322.000Federal Home Loan Bank17CCT032 10,000,000.00 10,000,000.00 12/14/20202.00012/14/2017 9,829,400.00 1.9733130ACUL6 8352.125Federal Home Loan Bank17CCT035 10,000,000.00 10,000,000.00 11/26/20212.12511/30/2017 9,774,600.00 2.0963130ACV43 1,1822.350Federal Home Loan Bank17CCT038 15,000,000.00 15,000,000.00 11/25/20222.35011/30/2017 14,618,100.00 2.3183130ACVV3 1,5462.040Federal Home Loan Bank17CCT039 15,000,000.00 15,000,000.00 12/14/20202.04012/14/2017 14,749,500.00 2.0123130ACVW1 8352.000Federal Home Loan Mtg Corp17CCT023 10,000,000.00 10,000,000.00 09/27/20222.00009/27/2017 9,702,000.00 1.9733134GBK84 1,4872.100Federal Home Loan Mtg Corp17CCT024 10,000,000.00 10,000,000.00 09/29/20222.10009/29/2017 9,700,000.00 2.0713134GBJ78 1,4892.350Federal Home Loan Mtg Corp17CCT029 10,000,000.00 10,000,000.00 11/28/20222.35011/28/2017 9,729,000.00 2.3183134GBZ21 1,5492.157Federal Home Loan Mtg Corp17CCT030 15,000,000.00 14,996,960.80 11/24/20212.15011/29/2017 14,694,900.00 2.1273134GB3W0 1,1802.125Federal Home Loan Mtg Corp17CCT031 10,000,000.00 10,000,000.00 11/26/20212.12511/29/2017 9,764,700.00 2.0963134GB4E9 1,1822.350Federal Home Loan Mtg Corp17CCT033 15,000,000.00 15,000,000.00 11/22/20222.35011/22/2017 14,601,600.00 2.3183134GBW73 1,5432.200Federal Home Loan Mtg Corp17CCT034 15,000,000.00 15,000,000.00 12/08/20212.20012/08/2017 14,682,900.00 2.1703134GB4N9 1,1942.007Federal Home Loan Mtg Corp17CCT036 20,000,000.00 19,997,040.74 11/20/20202.00011/20/2017 19,652,200.00 1.9793134GBW32 8112.350Federal Home Loan Mtg Corp17CCT040 15,000,000.00 15,000,000.00 12/14/20222.35012/14/2017 14,605,050.00 2.3183134GB4W9 1,5651.000Federal National Mtg Assn16CCT014 10,000,000.00 10,000,000.00 07/26/20191.00007/26/2016 9,870,300.00 0.9863136G3M93 3281.055Federal National Mtg Assn16CCT021 11,790,000.00 11,783,658.71 08/28/20191.00009/16/2016 11,620,813.50 1.0413136G3W84 3611.140Federal National Mtg Assn16CCT024 10,000,000.00 10,000,000.00 04/17/20201.14010/17/2016 9,767,900.00 1.1243136G4EY5 5941.676Federal National Mtg Assn17CCT008 10,000,000.00 9,996,450.10 01/17/20201.65003/31/2017 9,873,400.00 1.6533136G4KQ5 5032.300Federal National Mtg Assn17CCT041 5,000,000.00 4,990,108.05 10/27/20222.25011/20/2017 4,876,100.00 2.2693136G4PV9 1,517

Portfolio PORTAP

Run Date: 09/05/2018 - 10:07 PM (PRF_PM2) 7.3.0

YTM365

Page 3


DateStated

RateMarket Value




Days toMaturity


PurchaseDate


2.295Federal National Mtg Assn17CCT042 10,000,000.00 9,963,013.05 10/13/20222.20011/20/2017 9,723,000.00 2.2643136G4QC0 1,5031.996Federal National Mtg Assn17CCT043 15,000,000.00 14,955,069.03 10/13/20201.85011/20/2017 14,718,600.00 1.9693136G4PJ6 773

326,366,916.40 1.980319,367,006.11326,563,000.00326,364,071.32Subtotal and Average 2.007 1,097

Foreign Securities

2.590State of Israel17CCT002 1,500,000.00 1,500,000.00 03/01/20202.59003/15/2017 1,500,000.00 2.55546513XGE4 5472.250State of Israel17CCT003 1,500,000.00 1,500,000.00 03/01/20202.25003/15/2017 1,487,700.00 2.21946513XBE9 5471.900State of Israel17CCT004 3,000,000.00 3,000,000.00 03/01/20191.90003/15/2017 2,990,580.00 1.87446513XAS9 1813.563State of Israel18CCT003 10,000,000.00 10,000,000.00 03/01/20233.56003/01/2018 9,963,700.00 3.51546513XY46 1,642


Municipal Securities

3.500Cuyahoga County17CCT001 21,030,000.00 21,030,000.00 01/01/20373.50002/07/2017 21,030,000.00 3.4529AMBDDB07 6,697


STAR Ohio Account

2.110STAR OhioSTAR Ohio 102,300,000.00 102,300,000.00 2.11012/31/2013 102,300,000.00 2.081STAR OHIO 1


Money Market Accounts

1.800KEY BANKKEY-SAVINGS 50,000,000.00 50,000,000.00 1.80005/01/2018 50,000,000.00 1.775KEY-SAVINGS 1


1.9371,129,101,279.74 919,893,000.00 1.964 715908,197,786.11 918,290,496.97Total and Average

Portfolio PORTAP

Run Date: 09/05/2018 - 10:07 PM (PRF_PM2) 7.3.0

YTM365

Page 4

Par Value Book ValueStated

RateMarket Value

August 31, 2018Portfolio Details - Cash



Days toMaturity


PurchaseDate

Passbook/Checking Accounts

0.000KEY BANKKey 1,440,783.84 1,440,783.841,440,783.84 0.000KEY 10.000PNCPNC 8,585,811.75 8,585,811.758,585,811.75 0.000PNC 10.000US BankUS Bank 649,648.61 649,648.61649,648.61 0.000US BANK 1

0.00

1.9371,129,101,279.74 930,569,244.20 1.964 715

1Average Balance

918,874,030.31 928,966,741.17Total Cash and Investments

Portfolio PORTAP

Run Date: 09/05/2018 - 10:07 PM (PRF_PM2) 7.3.0

Page 1

StatedRate

TransactionDate

August 1, 2018 through August 31, 2018Activity By Type

Balance


CUSIP Investment # IssuerPurchases

or DepositsRedemptions

or Withdrawals

Certificates of Deposit - Bank

34,000,000.00Subtotal

Passbook/Checking Accounts (Monthly Summary)

KEY BANKKey 8,124,095.76 8,062,030.11KEYPNCPNC 10,165,185.38 7,282,028.54PNCUS BankUS Bank 2,066,878.21 1,982,430.21US BANK

17,326,488.86 0.00Subtotal 20,356,159.35

Commercial Paper Disc. -Amortizing

JP Morgan CP17CCT046 0.001.800 08/24/2018 10,000,000.0046640QHQ7Natixis17CCT028 0.001.700 08/03/2018 10,000,000.0063873KH34

20,000,000.00 168,795,950.00Subtotal 0.00


Federal Farm Credit Bank15CCT029 0.001.150 08/06/2018 7,400,000.003133EE6G0

7,400,000.00 179,806,648.89Subtotal 0.00

Treasury Coupon Securities

U.S. Treasury15CCT038 0.001.000 08/15/2018 10,000,000.00912828K82

10,000,000.00 19,990,981.68Subtotal 0.00


326,366,916.40Subtotal

Foreign Securities

16,000,000.00Subtotal

Municipal Securities

21,030,000.00Subtotal

STAR Ohio Account

STAR OhioSTAR Ohio 115,187,590.172.110 450,987,590.17STAR OHIO

450,987,590.17 102,300,000.00Subtotal 115,187,590.17

Portfolio PORTAP

Run Date: 09/05/2018 - 10:07 PM (PRF_PM3) 7.3.0Report Ver. 7.3.6.1

Page 2

StatedRate

TransactionDate

August 1, 2018 through August 31, 2018Activity By Type

Balance


CUSIP Investment # IssuerPurchases

or DepositsRedemptions

or Withdrawals

Money Market Accounts

KEY BANKKEY-SAVINGS 96,246.731.800 50,096,246.73KEY-SAVINGS

50,096,246.73 50,000,000.00Subtotal 96,246.73

918,290,496.97Total 555,810,325.76135,639,996.25

Portfolio PORTAP

Run Date: 09/05/2018 - 10:07 PM (PRF_PM3) 7.3.0

Cuyahoga County TreasuryReceived Interest

Cuyahoga County2079 E. 9th Street

Cleveland, OH 44115

Sorted by IssuerReceived August 1, 2018 - August 31, 2018

SecurityType

CurrentRate

ParValue VarianceAmount ReceivedAmount DueDate Due Date Received

Interest

Issuer CUSIP Investment #

Federal Farm Credit Bank 15CCT0293133EE6G0 0.00 1.150FAC 08/06/2018 42,550.00 42,550.00 -08/06/201817CCT0443133EHUS0 10,951,000.00 1.875MC2 08/16/2018 102,665.63 102,665.63 -08/16/2018

Subtotal 145,215.63145,215.63

Federal Home Loan Bank 16CCT0173130A8Y72 10,000,000.00 0.875FAC 08/05/2018 43,750.00 43,750.00 -08/05/2018

Subtotal 43,750.0043,750.00

Federal National Mtg Assn 16CCT0213136G3W84 11,790,000.00 1.000MC2 08/28/2018 58,950.00 58,950.00 -08/28/201816CCT0233135G0P49 10,000,000.00 1.000FAC 08/28/2018 50,000.00 50,000.00 -08/28/2018

Subtotal 108,950.00108,950.00

U.S. Treasury 15CCT038912828K82 0.00 1.000TRC 08/15/2018 50,000.00 50,000.00 -08/15/2018

Subtotal 50,000.0050,000.00

Total 347,915.63 347,915.63

0.00Total Cash Overpayment

Total Cash Shortfall 0.00

Portfolio PORTAP

Run Date: 09/05/2018 - 10:13 RI (PRF_RI) 7.1.1Report Ver. 7.3.6.1

SecurityType

CurrentRate

ParValue

Page 2

Amount ReceivedDate Received

Interest

Issuer

Received August 1, 2018 - August 31, 2018Received Interest

Cuyahoga County Treasury

CUSIP Investment #

Cash Accounts

KEY BANK KEY-SAVINGSKEY-SAVINGS 50,000,000.00 1.800RR2 96,246.7308/31/2018

Subtotal 96,246.73

STAR Ohio STAR OhioSTAR OHIO 117,300,000.00 2.110RRP 487,590.1708/31/2018

Subtotal 487,590.17

Total 583,836.90

Portfolio PORTAP

Run Date: 09/05/2018 - 10:13 RI (PRF_RI) 7.1.1Report Ver. 7.3.6.1

Investment Class Book Value Market ValueUnrealized

Gain/(Loss)

% Current Mkt

Value

% Prior Mkt /

Trailing Ave

Investment

Policy Limit% Available

* Bank Deposits 10,676,244.20 10,676,244.20 0.00 1.16% 1.14% 60% 58.86%

* STAR Ohio 102,300,000.00 102,300,000.00 0.00 11.13% 10.97% 60% 49.03%

* Repurchase Agreements 0.00 0.00 0.00 0.00% 0.00% 50% 50.00%

* Money Market Mutual Funds 50,000,000.00 50,000,000.00 0.00 5.44% 5.36% 60% 54.64%

Certificates of Deposit 34,000,000.00 34,000,000.00 0.00 3.70% 3.19% 20% 16.81%

Commercial Paper /

Bankers' Acceptances168,795,950.00 168,880,600.00 84,650.00 18.38% 15.87% 40% 24.13%

Corporate Notes 0.00 0.00 0.00 0.00% 0.00% 15% 15.00%

Foreign Notes 16,000,000.00 15,941,980.00 (58,020.00) 1.73% 1.50% 2% 0.50%

Municipal Notes 21,030,000.00 21,030,000.00 0.00 2.29% 1.98% 10% 8.02%

Federal Agency - Bullets 179,806,648.89 177,081,700.00 (2,724,948.89) 19.27% 16.64% 100% 83.36%

Federal Agency - Callables 326,366,916.40 319,367,006.11 (6,999,910.29) 34.76% 30.01% 40% 9.99%

Federal Agency - Discount Notes 0.00 0.00 0.00 0.00% 0.00% 100% 100.00%

U.S Treasury Securities 19,990,981.68 19,596,500.00 (394,481.68) 2.13% 1.84% 100% 98.16%

TOTAL HOLDINGS 928,966,741.17 918,874,030.31 (10,092,710.86) 100.00%

Prior Day Market Value 932,791,085.15

12 Month Trailing Avg 1,064,321,170.10

Portfolio Compliance Report

August 31, 2018

* These investment classes are limited to their respective policy limit percentage

calculated using the Prior Day Market Value.

Other investment classes are limited to their respective policy limit percentage

calcuated using the 12 Month Trailing Average.

* Bank Deposits1.16%

* STAR Ohio11.13%

* Money Market Mutual Funds5.44%

Certificates of Deposit3.70%

Commercial Paper / Bankers' Acceptances

18.38%

Foreign Notes1.73%

Municipal Notes2.29%

Federal Agency -Bullets19.27%Federal Agency -

Callables34.76%

U.S Treasury Securities

2.13%

Asset Allocation

FNMA 20.09%

FHLMC 23.59%

FFCB 22.68%

FHLB 31.65%

FAMC 1.98%

Federal Agency Breakdown

Documents

Cuyahoga County Together We ThriveAP Run Date: 09/05/2018 - 10:07 PM (PRF_PM2) 7.3.0 Report Ver. 7.3.6.1 YTM 365 Page 2 Par Value Book Value Maturity Date Stated Market Value Rate