University of Houston System
Investment Report
Second Quarter Report
FY 2016
December, 2015 – February, 2016
Investment questions should be directed to:
Roberta Puryear, Treasurer
Phone: 713-743-8780
Fax: 713-743-8795
rdpuryea@central.uh.edu
Mail Code: TREAS 2009
Building: Ezekiel W. Cullen Building, Room 2
P.O. Box 988
Houston, Texas 77001-0988
University of Houston System
Investment Report
Contents
Page
Summary
3
University of Houston System
Endowment Fund ………………………………………………………………………….
Consolidated Non-Endowed Pooled Funds ………………………………………………
Consolidated Revenue & Refunding Bonds, Series 2008 Debt Service Fund ………….
Consolidated Revenue & Refunding Bonds, Series 2009 Project Fund ………………..
Consolidated Revenue & Refunding Bonds, Series 2009 Debt Service Fund …………
Consolidated Revenue & Refunding Bonds, Series 2011A Project Fund ……………...
Consolidated Revenue & Refunding Bonds, Series 2011A Debt Service Fund ………..
Consolidated Revenue & Refunding Bonds, Series 2013A Project Fund ……………..
Consolidated Revenue & Refunding Bonds, Series 2013A Debt Service Fund ……….
Consolidated Revenue & Refunding Bonds, Series 2013B Project Fund ……………..
Consolidated Revenue & Refunding Bonds, Series 2013B Debt Service Fund ……….
Consolidated Revenue & Refunding Bonds, Series 2014 Debt Service Fund ……….
Consolidated Revenue & Refunding Bonds, Series 2016A Project Fund ……………..
Consolidated Revenue & Refunding Bonds, Series 2016A Debt Service Fund ……….
Consolidated Revenue & Refunding Bonds, Series 2016B Project Fund ……………..
Consolidated Revenue & Refunding Bonds, Series 2016B Debt Service Fund ……….
Commercial Paper Notes, Series A Proceeds Account …………….……………………
Cash Sweep Account ………………………………………………………………………
4
6
8
10
12
14
16
18
20
22
24
26
28
30
32
34
36
38
University of Houston – System Administration
Non-Endowed Pooled Funds …………………………………………………………..…
40
University of Houston
Non-Endowed Pooled Funds …………………………………………………………..…
Consolidated Revenue Variable Rate Demand Bonds, Series 2004 Debt Service Fund
Consolidated Revenue & Refunding Bonds, Series 2009A Project Fund ……………..
Consolidated Revenue & Refunding Bonds, Series 2009A Debt Service Fund ……….
Consolidated Revenue & Refunding Bonds, Series 2010A Project Fund ……………..
Consolidated Revenue & Refunding Bonds, Series 2010A Debt Service Fund ……….
Consolidated Revenue & Refunding Bonds, Series 2010B Project Fund ……………..
Consolidated Revenue & Refunding Bonds, Series 2010B Debt Service Fund ……….
Consolidated Revenue & Refunding Bonds, Series 2010C Debt Service Fund ……….
Consolidated Revenue & Refunding Bonds, Series 2011B Project Fund ……………..
Consolidated Revenue & Refunding Bonds, Series 2011B Debt Service Fund ……….
42
44
46
48
50
52
54
56
58
60
62
University of Houston – Clear Lake
Non-Endowed Pooled Funds …………….…………….…………………………………
64
University of Houston – Downtown
Non-Endowed Pooled Funds …………………………………………………………..…
66
University of Houston – Victoria
Non-Endowed Pooled Funds …………………………………………………………..…
68
University of Houston System
Summary Statement of Invested Funds and Bank Deposits
As of February 29, 2016
Market Value
$
Endowment Fund
539,955,174
Non-Endowed Funds
Morgan Stanley Treasury Security Fund - UH
194,999,878
Morgan Stanley Treasury Security Fund - UH Clear Lake
29,079,087
Morgan Stanley Treasury Security Fund - UH Downtown
22,787,363
Morgan Stanley Treasury Security Fund - UH Victoria
6,989,053
Morgan Stanley Treasury Security Fund - UH System Administration
13,442,513
BOA U.S. Treasury Sweep
21,167,567
Funds on Deposit at Banks
1,907,291
Funds on Deposit at State Treasury
73,797,285
Enhanced Cash Account - System-wide Pool
220,224,084
Total Non-Endowed Funds
584,394,120
Bond Proceeds Project Funds
Consolidated Revenue & Refunding Bonds, Series 2009 Project Fund
Consolidated Revenue & Refunding Bonds, Series 2009A Project Fund
2,259,010
181,407
Consolidated Revenue & Refunding Bonds, Series 2010A Project Fund
35,258
Consolidated Revenue & Refunding Bonds, Series 2010B Project Fund
3,813,876
Consolidated Revenue & Refunding Bonds, Series 2011A Project Fund
6,072,168
Consolidated Revenue & Refunding Bonds, Series 2011B Project Fund
873,551
Consolidated Revenue & Refunding Bonds, Series 2013A Project Fund
17,732
Consolidated Revenue & Refunding Bonds, Series 2013B Project Fund
10,710,164
Consolidate Revenue & Refunding Bonds, Serices 2016A Project Fund
20,812,463
Consolidate Revenue & Refunding Bonds, Serices 2016B Project Fund
165,629,129
Commercial Paper Notes, Series A Proceeds Account
21,206,289
Total Bond Proceeds Project Funds
231,611,046
Debt Service Funds
Consolidated Revenue Variable Rate Demand Bonds, Series 2004 Debt Svs Fund
3
Consolidated Revenue & Refunding Bonds, Series 2008 Debt Service Fund
-
Consolidated Revenue & Refunding Bonds, Series 2009 Debt Service Fund
-
Consolidated Revenue & Refunding Bonds, Series 2009A Debt Service Fund
-
Consolidated Revenue & Refunding Bonds, Series 2010A Debt Service Fund
-
Consolidated Revenue & Refunding Bonds, Series 2010B Debt Service Fund
-
Consolidated Revenue & Refunding Bonds, Series 2010C Debt Service Fund
-
Consolidated Revenue & Refunding Bonds, Series 2011A Debt Service Fund
0
Consolidated Revenue & Refunding Bonds, Series 2011B Debt Service Fund
-
Consolidated Revenue & Refunding Bonds, Series 2013A Debt Service Fund
11,221
Consolidated Revenue & Refunding Bonds, Series 2013B Debt Service Fund
15,759
Consolidate Revenue & Refunding Bonds, Serices 2014 Debt Service Fund
-
Consolidate Revenue & Refunding Bonds, Serices 2016A Debt Service Fund
1,343,427
Consolidate Revenue & Refunding Bonds, Serices 2016B Debt Service Fund
161,303
Total Debt Service Funds
1,531,712
Total Invested Funds and Bank Deposits
$
Page 3
1,357,492,052
University of Houston System Endowment Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
3,257,256
1,566,854
(29,163,329)
8,509,623
(41,896,248)
$
Page 4
597,681,018
539,955,174
University of Houston System Endowment Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
$
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
22,072,325
0
0
22,072,325
0
0
0
Foreign Government Obligations
Dollar Denominated
Municipal and County Bonds
Corporate Bonds
Mutual Funds
Other (asset backed securities, etc.)
Total Debt Securities
532,003
18,279,132
0
40,883,460
Equity Securities
Common Stock and Other Equities
Preferred Stock
Index Funds
Mutual Funds
Other - Alternative Investments
Total Equity Securities
46,830,415
74,792,365
360,234,656
481,857,436
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other (asset backed securities, etc.)
Total Short Term Securities
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
15,904,006
15,904,006
Land
110,749
Total Investments
Net Receivables (Payables)
538,755,651
1,199,523
Total Assets
$
Total Rate of Return (quarter ending 02/29/16)
539,955,174
-5.4%
Page 5
University of Houston System
Consolidated Non-Endowed Pooled Funds
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Begginning Investment Assets November 30, 2015
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
$
$
$
$
$
$
$
Ending Invesement Assest February 29, 2016
Page 6
219,347,423
875,289
(202,755)
1,586,441
221,606,398
University of Houston System
Consolidated Non-Endowed Pooled Funds
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other – TLGP securities
Total US governmental Obligations
$
131,844,374
131,844,374
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
12,868,383
0
12,868,383
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other
Total Debt Securities
3,994,301
57,816,425
206,523,483
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
-
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other - Municipal and County Bonds
Total Short Term Securities
9,686,426
991,812
10,678,238
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
2,502,004
2,502,004
Total Investments
Net Receivables (Payables)
$
219,703,725
1,902,673
Total Assets
$
221,606,398
Total Rate of Return (quarter ending 2/29/16)
0.1%
Page 7
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2008 Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
15,511,594
(15,511,594)
$
Page 8
-
-
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2008 Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
0.0%
Page 9
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2009 Project Fund
Statement of Changes in Investment Assets
for Quarter Ended February 29, 2016
Market Value
Ending Investment Assets - November 30, 2015
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Major Projects Funded:
UH
Science Labs Renovation
UH
North End Zone Facility
UH
East Parking Garage (tranche 2)
UH
Bayou Oaks
UHCL Arbor Renovation
$
2,257,600
$
1,410
$
2,259,010
$
57,600,000
15,700,000
9,000,000
18,708,071
10,604,808
111,612,879
$
Page 10
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2009 Project Fund
Summary of Investments
At February 29,2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
2,259,010
0
2,259,010
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
2,259,010
0.1%
Page 11
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2009 Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2015
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 12
8,564,425
(8,564,425)
$
-
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2009 Debt Service Fund
Summary of Investments
At February 29,2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
0.0%
Page 13
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2011A Project Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Major Projects Funded:
UH - UC Phase 1 & 2 (2011A)
UH - Cougar Place Replacement (2011A)
UH - Cougar Village 2 (2011A)
UH - Parking Garage 1A (2011A)
UHV - Residential Housing (2011A)
$
$
$
$
6,305,418
3,807
(237,057)
6,072,168
$58,312,063
45,000,000
49,150,000
20,000,000
10,450,000
$182,912,063
Page 14
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2011A Project Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
6,072,168
0
6,072,168
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
6,072,168
0.1%
Page 15
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2011A Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 16
0
18,265,000
(18,265,000)
$
0
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2011A Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
0
0.0%
Page 17
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2013A Project Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
478,294
133
(460,695)
Ending Investment Assets - February 29, 2016
$
17,732
Major Projects Funded:
UHD - faculty & staff parking garage
UHV - land acquisition (prior Casa del Rio & Arlington Apts.)
Partial refunding series 2003, 2005, and 2006
Refund commercial paper
Total
$
$
$
$
$
6,035,000
3,965,000
30,110,000
10,045,000
50,155,000
Page 18
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2013A Project Fund
Summary of Investments
At February 29,2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
17,732
0
17,732
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
17,732
0.1%
Page 19
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2013A Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29,2016
4,601,974
(4,590,753)
$
Page 20
-
11,221
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2013A Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
11,221
0
11,221
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
11,221
0.0%
Page 21
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2013B Project Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
33,105,109
13,172
(22,408,118)
Ending Investment Assets - February 29, 2016
$
10,710,164
Major Projects Funded:
UH - football stadium
UH - Mulitdisciplinary Research & Engineering building
UHV - taxable portion of land acquisition (see 2013A for property details)
Refund commercial paper - taxable portion
Total
$
$
$
$
$
58,705,000
40,945,000
1,220,000
1,550,000
102,420,000
Page 22
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2013B Project Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
10,710,164
0
10,710,164
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
10,710,164
0.1%
Page 23
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2013B Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 24
15,759
5,427,324
(5,427,324)
$
15,759
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2013B Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
15,759
0
15,759
Total Investments
$
15,759
0.0%
Total Rate of Return (quarter ending 2/29/16)
Page 25
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2014 Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 26
4,690,250
(4,690,250)
$
-
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2014 Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
0.0%
Page 27
University of Houston System
Consolidated Revenue & Refunding Bonds Series 2016A Project Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Major Projects Funded:
UH Calhoun Lofts (2008 Refunding)
UH East Parking Garage (tranche 1) (2008 Refunding)
UH MacGregor Park (2008 Refuding
Refund commercial paper - taxable portion
UHS Sugar Land Building (2008 Refunding)
UHV Allied Health & Regional Economic Development Building (2008 Ref)
UHV Sophmore Housing
UH Campus Rec and Wellness
Page 28
20,810,000
2,463
-
$
20,812,463
$
$
$
$
$
$
$
$
$
42,165,000
5,210,000
2,105,000
8,845,000
10,260,000
3,865,000
21,290,000
6,910,000
100,650,000
University of Houston System
Consolidated Revenue & Refunding Bonds Series 2016A Project Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
20,812,463
0
20,812,463
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
20,812,463
0.1%
Page 29
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2016A Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 30
114,163,269
(112,819,842)
$
1,343,427
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2016A Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
1,343,427
0
1,343,427
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
1,343,427
0.0%
Page 31
University of Houston System
Consolidated Revenue & Refunding Bonds Series 2016B Project Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
165,609,529
19,600
-
Ending Investment Assets - February 29, 2016
$
165,629,129
Major Projects Funded:
UH - Health & Bio Med Building
UH - Mulitdisciplinary Research & Engineering building
UHCL - STEM Building
Refund commercial paper - taxable portion
Total
$
$
$
$
$
62,890,000
7,820,000
53,905,000
15,210,000
139,825,000
Page 32
University of Houston System
Consolidated Revenue & Refunding Bonds Series 2016B Project Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
165,629,129
0
165,629,129
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
165,629,129
0.1%
Page 33
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2016B Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 34
186,239,210
(186,077,907)
$
161,303
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2016B Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
161,303
0
161,303
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
161,303
0.0%
Page 35
University of Houston System
Commercial Paper Notes, Series A Proceeds Account
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 36
32,659,088
4,850,000
16,574
(16,319,373)
$
21,206,289
University of Houston System
Commercial Paper Notes, Series A Proceeds Account
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
21,206,289
0
21,206,289
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
21,206,289
0.1%
Page 37
University of Houston System
UH System Cash Sweep Account
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Net Change
Investment Income
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 38
20,934,613
232,340
614
$
21,167,566
University of Houston System
UH System Cash Sweep Account
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
21,167,566
0
21,167,566
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
21,167,566
0.0%
Page 39
University of Houston System Administration
Non-Endowed Pooled Funds
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 40
$
15,439,773
$
$
$
47,000,000
3,499
(49,000,759)
$
13,442,513
University of Houston System Administration
Non-Endowed Pooled Funds
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other - Municipal and County Bonds
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
13,442,513
0
13,442,513
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
13,442,513
0.1%
Page 41
University of Houston
Non-Endowed Pooled Funds
Statement of Changes in Investment Assets
Quarter Ended February 29,2016
Market Value
Beginning Investment Assets - November 30, 2015
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 42
$
145,963,190
$
$
$
232,000,000
39,984
(183,003,295)
$
194,999,878
University of Houston
Non-Endowed Pooled Funds
Summary of Investments
As of February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other - Municipal and County Bonds
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
194,999,878
0
194,999,878
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
194,999,878
0.1%
Page 43
University of Houston System
Consolidated Revenue Variable Rate Demand Bonds, Series 2004 Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 44
$
3
1,335,180
(1,335,180)
3
University of Houston System
Consolidated Revenue Variable Rate Demand Bonds, Series 2004 Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
3
0
3
Total Investments
$
3
0.0%
Total Rate of Return (quarter ending 2/29/16)
Page 45
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2009A Project Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Major Projects Funded:
UH Undergraduate Housing
Page 46
$
1,582,371
$
$
254
(1,401,217)
$
181,407
$
$
50,000,000
50,000,000
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2009A Project Fund
Summary of Investments
At February 29,2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
181,407
0
181,407
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
181,407
0.0%
Page 47
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2009A Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 48
7,459,444
(7,459,444)
$
-
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2009A Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
0.0%
Page 49
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2010A Project Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Major Projects Funded:
UH Moody Towers - Dining Hall (Taxable)
Page 50
35,236
22
$
35,258
$
$
8,960,560
8,960,560
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2010A Project Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
35,258
0
35,258
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
35,258
0.1%
Page 51
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2010A Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 52
2,553,145
(2,553,145)
$
-
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2010A Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
0.0%
Page 53
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2010B Project Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Major Projects Funded:
UH Classroom / Business Building
UH Moody Towers - Dining Hall
UH Science Building
UH Stadium Garage 1
2,381
$
3,813,876
$
19,753,644
1,551,359
31,200,998
8,255,338
60,761,339
$
Page 54
3,811,495
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2010B Project Fund
Summary of Investments
At February 29,2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
3,813,876
0
3,813,876
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
3,813,876
0.1%
Page 55
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2010B Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 56
4,480,958
(4,480,958)
$
-
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2010B Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
0.0%
Page 57
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2010C Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 58
7,843,800
(7,843,800)
$
-
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2010C Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
0.0%
Page 59
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2011B Project Fund
Statement of Changes in Investment Assets
Quarter Ended February 29,2016
Market Value
Beginning Investment Assets - November 30, 2015
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Major Projects Funded:
UH - University Center Phrase 1 & 2
$
892,495
$
$
547
(19,491)
$
873,551
$16,261,187
$16,261,187
Page 60
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2011B Project Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
873,551
0
873,551
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
873,551
0.1%
Page 61
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2011B Debt Service Fund
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
$
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 62
1,136,312
(1,136,312)
$
-
University of Houston System
Consolidated Revenue & Refunding Bonds, Series 2011B Debt Service Fund
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other- Fixed Rate Repurchase Agreement
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
0
0
0
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
0.0%
Page 63
University of Houston Clear Lake
Non-Endowed Pooled Funds
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 64
$
17,074,860
$
$
$
28,000,000
5,107
(16,000,880)
$
29,079,087
University of Houston Clear Lake
Non-Endowed Pooled Funds
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other - Municipal and County Bonds
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
29,079,087
0
29,079,087
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
29,079,087
0.1%
Page 65
University of Houston Downtown
Non-Endowed Pooled Funds
Statement of Changes in Investment Assets
Quarter Ended February 29,2016
Market Value
Beginning Investment Assets - November 30, 2015
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 66
$
13,785,143
$
$
$
27,000,000
3,116
(18,000,896)
$
22,787,362
University of Houston Downtown
Non-Endowed Pooled Funds
Summary of Investments
At February 29,2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other - Municipal and County Bonds
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
22,787,362
0
22,787,362
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
22,787,362
0.1%
Page 67
University of Houston Victoria
Non-Endowed Pooled Funds
Statement of Changes in Investment Assets
Quarter Ended February 29, 2016
Market Value
Beginning Investment Assets - November 30, 2015
Receipts/Contributions
Investment Income
Distributions
Net Realized Gains (Losses)
Changes in Net Unrealized Appreciation (Depreciation)
Ending Investment Assets - February 29, 2016
Page 68
$
2,488,543
$
$
$
8,000,000
1,013
(3,500,503)
$
6,989,053
University of Houston Victoria
Non-Endowed Pooled Funds
Summary of Investments
At February 29, 2016
Market Value
Long Term Securities
Debt Securities
US Government Obligations
Direct Treasuries
Guaranteed Mortgage Backed
Guaranteed Other
Total US governmental Obligations
0
0
0
0
US Government Agencies (Non- Gtd.)
Mortgage Backed
Other
Total US Gov't Agencies (Non- Gtd.)
0
0
0
Foreign Government Obligations
Municipal and County Bonds
Corporate Bonds
Other
Total Debt Securities
0
0
0
0
0
Equity Securities
Common Stock and Other Equities
Index Funds
Mutual Funds
Other - Partnerships
Total Equity Securities
0
0
0
0
0
Short Term Securities
US Government (Direct & Guaranteed)
US Government Agencies (Non-Gtd.)
Corporate Bonds
TexPool
Other
Total Short Term Securities
0
0
0
0
0
0
Cash and Cash Equivalents
Cash Held at State Treasury
Money Markets
Commercial Paper
Total Cash and Cash Equivalents
0
6,989,053
0
6,989,053
Total Investments
$
Total Rate of Return (quarter ending 2/29/16)
6,989,053
0.1%
Page 69