University of North Texas Investment Portfolio Summary: For The Period Ending February 29, 2012 Page: 2
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UNIVERSITY OF NORTH TEXAS
INVESTMENT PORTFOLIO SUMMARY
For The Period Ending 11/30/11
These reports are prepared in accordance with the Texas Public Funds Investment Act, Government Code 2256. These reports are in full compliance with the
Investment Policy and Strategy established for the University of North Texas and the Public Funds Investment Act.
As of November 30, 2011 the University's portfolio had a book value of $291.9 million and a market value of $300.3 million. Of this amount, $170.9 million was
held in local government investment pools, with $139.6 million in TexPool, $22.6 million in TexSTAR, and $8.8 million in Texas Term. The Wells Fargo
Repurchase Sweep account held $16.1 million and the Wells Fargo Governmental Money Market held $40.7 million. The remaining $64.2 million was invested
in SBA's ($22 thousand), Commonfund ($16.6 million), Certificate of Deposits ($12.1 million), and government agency securities ($35.5 million). The
breakdown of the $35.4 million invested in government agencies is as follows: $6.6 million in Farm Credit notes; $17.4 million in Federal Home Loan Bank
notes; $7.2 million in Freddie Mac notes; and $4.3 million in Fannie Mae notes.
As of November 30, 2011 the portfolio had a weighted average maturity of 235 days and a weighted average yield to maturity of 1.02% excluding liquid funds.
On an accrual basis the portfolio earned $87,891 during this month. The tables below summarize the portfolio as of November 30, 2011.
The University's portfolio average daily balance yield changed from 0.36% to 0.37%, a decrease of 1 basis point. Investment purchases made in prior months
continue to benefit the portfolio. Bond proceeds from the Series 2009A issue were invested in the local government investment pools.Total Portfolio Summary
Current Month Prior Month Change
11/30/2011 10/31/2011 From Prior
Book
Book $291,962,734 $286,307,807 $5,654,927
Value
Market
$300,301,757 $294,884,799 $5,416,958
Value
Market 102.94% 102.99% -0.05%
Value %
Earned
Earned $87,891.46 $88,850.74 ($959.28)
IncomeEndowment Performance Summary
Multi-Strategy Multi-Strategy
Equity Fund Bond Fund
11/30/2011 -0.92% -0.81%
Fiscal YTD -0.23% -0.24%
Benchmarks 2.90% 0.75%
S&P 500 Index Barclays Capital U.S.
Aggregate Bond IndexPortfolio Composition by Issuer Portfolio Composition by Maturity (In Millions)
University of North Texas Investment $180.0
Portfolio November 30, 2011 $160.0
(Par Value in millions)
Net USTNote, S- . $140.0
Pemtum/DO o 0.00% Certificate of 120.0
Common Fund, unt $0.44, 0Depoit, $12.15
$15 36% 01.55% 4.17% $100.0
TexStar, $22.56 ;$i : $ 2, 12.03%
. SBA's, $0.02, $80.0
0.01% $60.0
Repurchase,
516.10, 5.54% $40.0
Money Market, $20.0
$40.71, 13.99%
Pool Less than90 to 180 181to More
.9, Dly, $.80, 90 Days Days 365 Days Than 365
47.97% 3.02%
Days
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University of North Texas. University of North Texas Investment Portfolio Summary: For The Period Ending February 29, 2012, report, May 2012; Denton, Texas. (https://texashistory.unt.edu/ark:/67531/metadc177407/m1/2/: accessed June 21, 2024), University of North Texas Libraries, The Portal to Texas History, https://texashistory.unt.edu.; crediting UNT Libraries Special Collections.