University of North Texas Investment Portfolio Summary: For The Period Ending August 31, 2011 Page: 12
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UNIVERSITY OF NORTH TEXAS
INVESTMENT PORTFOLIO SUMMARY
For The Period Ending 08/31/11
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 August 31, 2011 the University's portfolio had a book value of $323.6 million and a market value of $332.3 million. Of this amount, $180.9 million was
held in local government investment pools, with $148.0 million in TexPool, $28.1 million in TexSTAR, and $4.8 million in Texas Term. The Wells Fargo
Repurchase Sweep account held $15.6 million and the Wells Fargo Governmental Money Market held $55.7 million. The remaining $71.4 million was invested
in US Treasury ($70 thousand), SBA's ($24 thousand), Commonfund ($16.6 million), Certificate of Deposits ($6.1 million), and government agency securities
($48.6 million). The breakdown of the $48.6 million invested in government agencies is as follows: $10.6 million in Farm Credit notes; $26.5 million in Federal
Home Loan Bank notes; $7.2 million in Freddie Mac notes; and $4.3 million in Fannie Mae notes.
As of August 31, 2011 the portfolio had a weighted average maturity of 256 days and a weighted average yield to maturity of 1.40% excluding liquid funds. On
an accrual basis the portfolio earned $88,131 during this month. The tables below summarize the portfolio as of August 31, 2011.
The University's portfolio average daily balance yield changed from 0.40% to 0.35%, a decrease of 5 basis points. 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
08/31/2011 07/31/2011 From Prior
Book
Book $323,632,842 $283,130,879 $40,501,963
Value
Market
$332,262,006 $292,904,526 $39,357,480
Value
Market
102.67% 103.45% -00.78%
Value %
Earned
Earned $88,131.24 $99,272.51 ($11,141.27)
IncomeUniversity of North Texas Investment
Portfolio AUGUST 31, 2011
(Par Value in millions)
Net USTNote,
Premium/Diso $0.070.02" " Certificatr of
CommonFund LInt. $0.57, Dposit. $615.
16o. 56"/ o, 1.9
Agencies.
TeXStar, $28.. .4S 02.14,So
$15..61,4.82oTexpool,
$148.05,
4S.75uPortfolio Composition by Maturity (In Millions)
Portfolio Composition by Issuer
$200 0
$180.0
$160.0
$140.0
$120.0
$100.0
580.0
$60.0
$40.0
$20.0III
Pool Less than 90 to 180 181 to More
90 Days Days 365 Days Than 365
DaysOffice of the Vice Chancellor of Finance
Think Green!
Endowment Performance Summary
Multi-Strategy Multi-Strategy
Equity Fund Bond Fund
08/31/2011 -6.95% 1.09%
Fiscal YTD 14.54% 6.84%
Benchmarks 18.50% 4.62%
S&P 500 Index Barclays Capital U.S.
Aggregate Bond Index
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University of North Texas. University of North Texas Investment Portfolio Summary: For The Period Ending August 31, 2011, report, November 2011; Denton, Texas. (https://texashistory.unt.edu/ark:/67531/metadc177406/m1/2/: accessed July 16, 2024), University of North Texas Libraries, The Portal to Texas History, https://texashistory.unt.edu; crediting UNT Libraries Special Collections.