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Operating Funds Cash In Bank Cash In State Treasury TexPool Series 0009 TexPool Series 0011
Non-Operating Funds Cash in Bank TexPool Series 0025 TexPool Series 0028 TexPool Series 0029 TexPool Series 0070 TexPool Series 0073 Sage Non-Operating
General Account
TRB-08 North Housing TSUS-11 TSUS-13 TSUS-12 *Holdings Report Attached
Texas State University OPERATING & NON OPERATING QUARTERLY INVESTMENT REPORT PERIODS ENDING 05/31/2014 (TRADE DATE FULL ACCRUAL BASIS)
Totals
Totals
Begtnntng Market Value As of 02/28/14
Endtng Market Value As of 05/31/14
Book Balance As of 05/31/14
Quarter Endtng 05/31/14 Investment Income Return
$ 17,437,373.61 $ 19,569,711 .05 $ 19,569,711.05 $ 238.30 0.00% $ 18,663,660.21 $ 10,041 ,595.00 $ 10,041 ,595.00 $ 14,104.67 0.08% $ 211 ,378,083.72 $ 161 ,723,605.53 $ 161 ,723,605.53 $ 13,021 .27 0.01% $ 142,431.87 $ 142,442.33 $ 142,442.33 $ 10.46 0.01%
Is 247,621 ,549.41 $ 191 .477,353.91 $ 191 ,477,353.91 $ 27,374.70 o.o1% I 6 Month T-Bill 0.03%
$ 158,362.84 $ 77,380.11 $ 77,380.11 $ 0.00% $ 3,490,323.91 $ 400,366.19 $ 400,366.19 $ 192.28 0.01% $ 6,085,853.62 $ 5,170,541.38 $ 5,170,541.38 $ 418.51 0.01% $ 823,753.43 $ 652,830.66 $ 652,830.66 $ 55.85 0.01% $ 24,543,291.06 $ 19,061 ,536.55 $ 19,061 ,536.55 $ 1,688.66 0.01% $ 5,249,925.10 $ 4,078.073.25 $ 4,078,073.25 $ 346.15 0.01% $ 79,204,079.34 $ 79,316,757.12 $ 78,933,662.70 $ 317,593.55 0.19%
I $ 119,555,589.30 $ 108,757.485.26 $ 108.374,390.84 $ 320,295.oo o.14% I ML 1-3 Year Treasury 0.20%
Texas Stale Un1vers11y 1nvestment portfolios comply Wllh 1nvestment strategy expressed 1n Texas Stale Umvers1ty System Investment PoliCies and With relevant prOVISionS of the Texas Public Funds Investment AcL
.I
t.J.JhA~ t I~ 7/tO/ti William A Nance Vice President for Finance and Support Services
m· ~XJ~,.j \,,,
Trustmark TE.XAS STATE lli\1VERSITY OPERATINGISAGETNIJCl iSTOOIA'l
Asset Detail As Qf05/31/2014
UNITSIIJOOK \ 'ALl iE I>BSCRIPTION
SIIOHT TEHM !NVBSTM ENTS
1 .620.5 17.92 Cl 'SfP II 60934r\708 FEDER/\ TED PRII\IE OBLIGA TIOr\S FLKD . ss 396-i\
US GO\"r. 0 llLIGATIONS
80.000
3.195.000
I .000.000
2.090.000
8.530.000
11 .475.000
5.950.000
Cl SIP 3135GOFY4 !'ED l\,\ '1 I 1\l fG ASSI\ DTD II 17 201 1 75°o 12 19 2014 L.\S'J I'RICED 05 3 1 2014
C.'lSIP 3135GOGY3 1'1-.D l\All.I\IIG ASSI\ DTDO I 09 20 12 I 25°o01 30 20 17 1 .. \Sl PRICED 05 31 2014
Cl SIJ> II 3 1371-.ADCO FED 1101\IE LOi\1\ I-lTG CORP DTD 0 11302012 l 0 o03 08•2017 Li\S'f PRICED. 05 3 1120 14
C\ 'SI P II 912828C40 l S 1 REi\Sl 'RY 1\0TE DTD 03t31120 14 .375°o03 '31 20 16 LAS'I PRICED 05 3 112014
Cl SIP r1 912828SC5 l S 'IRE,\SlRYI\OTEDTDO I 312012 875°o01 3 1 20 17 L.\S'I PRICED 0531 2014
Cl'SfP 91282811.4 l S ' lREASl RY KOTE DTD08 31 2012 .25°o083 1 20 14 L:\Sl PRICED: 05 31 2014
CLSIP 11 912828TP5 \ ' S ' I REASl RY 1\0TE DTD 09 15 20 12 .25°o09 15 20 15 Li\S'I PRICED: 0531 2014
STATEMENT OF ACCOUNT Stattmtnt Period Account Numlwr
MARK~:T \'ALl E
I ,620,5 17 . 92
1,620.~ 1 7 . 92
80.288 . 00
3.243.052 . 80
1 . 006.840 . 00
2 . 092.612 .50
8.579.985 80
II .480.393 25
5.956.485.50
05 01 201411uough05 31 2014 1044005146
%0~'
COST PORT
1 .620,517.92 2
1 ,620.~17 . 92 2
80.165 . 91 0
3,219.037 .62 4
1,007.473.31
2. 092. 53 7. 86 3
8.55 1.550 3 1 II
II . 4 76.330 67 14
5.953.284 . 77 8
ACCRUED INC0!\11-:
18.89
1M. 89
270.00
13.423 44
2.305 .56
l .. no .45
24.947 89
7. 369 .99
3,152 85
Page 5
Trustmark n:.XAS STATE UNIVF.RSITY OPERATLNG/S \G~: T'(ll CliSTODf,\ 1'1
STATEMENT OF ACCOUNT Stat~ment l'niod Account Number
05 01 2014 through 05 3 1 2014 1044005146
Pag~ 6
Asset Detail A_S_ OfO =So!!.../3~1~1~20~1~4~------------------------
UNITS/BOOK \ 'AIA'F J)t,;SCRIPTION
Cl SIP rl 912828l 1-:4 7. 875.000 l ' S TREi\Sl RY 1\0'1 E DTDOI 31 2013
.25°o0 131 2015 1..\S'I PRICJo.D: 0513 112014
Cl'SII' II 9 12828VD9 7.970,000 l S ' IREASlR) Ml1EIJ'ID05•31 '20 13
25°o053 1·2015 1..\S'I PRICED· 05312014
MORTGAGE I:UC't-:EO SECl!RITIJ,;S
Cl SIP ' 312831-:LWI 792.9 14 8 FED IIO"IE 1.0. \l'\ "n G CORP POOL
0 II 657 f)l D 0 I 0 I 2005 4.5°o 12 01 2018 L\Sl PRICED· 05 31 2014
ClSIP11314 16BQM3 398.704.6778 FED 1\Al L "11G i\SSI\ POOL 995 160
D'l D II 01 2008 5°o09 01 ·2022 L \S'I PRICED: 05 31 2014
COI .IATERA I.IZE() MORTGAGE Oil LIGATIONS
Cl SIP # 3134G3KS8 370.09 1 7 1 FED IIO"IE 1.0,\l'\ M'l G CORP SERIES
20 12- 1 Cl \SS ,\IODTDO I 17·2012 2 06° o 0 I I 5 2022 1..\S'I PRICED: 05·31 2014
Cl Sll' 4 3136,\JL \' I 263 ,090 26 FED 1\ ,\11 \riG ASS!\ SERIES 20 12-1
Cl \SSGBD'IDOI 01 20122°o 02 25 ·2022 L.\SI PRICED 05.3 1 2014
" IARKET VALl'~;
7.883.583.75
7.9 81 .2 37 .70
4 H,J 04 .479 . JO
842.416 47
424.026 .4 1
t ,2 6 (>, 442 . 8 8
374.162.72
267.1 1659
%OF CO~T PORT
7.880.442. 75 10
7.974 , 858.30 10
48 .2JS,681 . SII 61
835,796 48 I
420.821 J3 I
I.H6,61 7 . 31 2
372 . 831 .75 0
268.849 ~3 0
ACCRUED INCOI\1(:,;
6.5~0 . 63
10.016.94
69,387 . 7~
2.973 4 3
I . 66 I . 27
4 , 63 4 .70
338 84
423.87
Trustmark TEXAS l>IATE UNIVERSITY STATEMENT OF ACCOUNT Page 7 OPERA TINGISAGE TNH CLISTOOIAN
Stattmtnl Ptri<>d 05 01 2014 through 05 31 2014 Account Numbt-r 1044005146
Asset Detail AS_ Of 05/31 /2014
%OF ACCRUE!) UNITS/HOOK YALl' E Oli.SCRlPllON \1ARKf:T \'ALl! F. C'OST PORT INCOME
Cl SIP # 3 137A91313 1 439.353 .5 1 FED IIO~! E I.OAJ\ MTG CORP SERIES 444. O'JK. 53 444.979 .53 I 530 89
3846 CLASS CK DTD 04 0 1 20 11 1.5° 0 09 1512020 LAST PRICED: 05·3 1120 14
C:l SIP Fl 31392EPW4 455.061.2 FED 1\A"I I ~n G ASS!\ SERIES 2002-56 479.599 . 47 478.894.01 I 2. 016. 17
CLASS l C DTD 08 01 ·2002 5.5°o 09125 2017 1..\S'I I'RICED: 053 1 2014
Cl"SI P t1 31393'1 J49 952.526 . 27 FED 1\ A 1 L ~lTG ASS!\ SERIES 1. 001 . 396 58 997.614.90 I 3.069 . 25
2003-1 12 CUSS AI\ DTD I 0 0 I 2003 4°o II 25 2018 I \S I PRICED. 05 31 2014
Cl SIP # 31393\'LG4 39.222 14 FED IIO~IF I.OM ~lTG CORP SERIES 39,410.88 39.698. 41 0 126 38
2635 C:L.\SS DW DTD 06 01 2003 4°o 0 11 520 18 L\S"I I'RIChD: 05·31 2014
Cl SIP II 3 1394W3PI 7 15.082.25 FED IIOME LOA!\ MTG CORP SERIES 762.383.5 1 766,693.05 I 2.592 17
2770 CLASS TW DTD 03101 2004 4.5"o 03/ 15120 19 LAS"J PRICED: 05 '3 I 2014
Cl SIJ> 1/ 3 1396QJS9 56 1.541.R64 FED l\ \TL MTG ASS!\ SERIES 2009-47 59L 203 2R 591.394.07 I 2.035.59
CL,\SS I·.G IYl D 06 01 12009 4.5°o 08 25 20 19 L\Sl PRICI' D 0531 2014
Cl'SJP II 3 1 397~!11G5 432 ,665 62 FED I\ XII 1\IG'I ASSl'\ SERJES 2008-70 155.665 69 4 56.465.75 I I . 394 14
Cl \SS BY DTD 0701 2008 4°o 08 25 2023 L. \ST PRICED: 05 31 2014
Cl SIP II 31398F3T6 89 , 204 . 47 FEDhR'\L 1\ATL I\ lTG ASS!\ SER 9 1. 94 4 . 47 92.059.6 1 0 223 01
2009-88 CL DB DTD 10 0 1 2009 3°o 10;25 2020 I.AS"I I'RICED: 05 31 2014
Trustmark TEXAS STATE UNIVERSITY O I>EJUTING/SAGE TND CUSTODIAN
Asset Detail As OfOS/31/2014
UNITS/BOOK VALUE DESCRIPTION
Cl'SIP 113 1398~1 \1?\3
123.95 I . 64 FED l'\ATL MTG ASSJ'\ SERIES 20 I0-19 CLASS VA DTD 02t0 112010 5°o 02/25/2021
684, 174.8 1
185.629.33
LAST PRICED: 05,J i t20 14
Cl'SIP Fl 31398PMK2 FED l'\ATL MTG ASS!\ SERIES 2010-45 CLASS AH 2.25°o 02 25 ·202 I LAST PRICED: 05 3 1t20 14
Cl'SIP FI 3 1398T3RO FED l'\ATL MTG ASSt\ SERIES 2010-99 CASS YA DTD 08t0 1/20 10 2°o 09125/2020 LAST PRICED: 053 1/20 14
CORPO IU.Tf; llONOS
CL'SIP F1 00 I 055AI 15 625 , 000 AFLAC ll'\C DTD 02tl 0120 I 2 2.65°o
02115/2017 LAST PRICED: 05t31 /2014
Ct.'S! P li 00206RA V 4 950.000 AT&T Il'\C 07/302010 2.SOo
08115t2015 LAST PRIC ED: 05/31/2014
Cl'SIP II 0258MOCZO 365.000 AMERICAJ'\ EXPRESS CREDIT CORP DTD
08125 2009 5. 125°. 0812512014 LAST PRICED: 05!3 1/20 14
CCSIP 11 0258~10[)[)8 400.000 AMERICA!\ EXPRESS CREDri CORP !\lED
TER~I l'\T DTD 03t26/20 12 2.375° o 03i24t20 17 LAST PRICED: 0513 I t20 14
STATEMENT OF ACCOUNT Stutrment Period Account Number
MARKET VALUE
124 . I85 .78
698.386.49
187.635.43
5 , 5 1 9 , 1 89 . 42
651.387 . 50
972,667 . 00
369 .0 18 . 65
414 ,976. 00
0510 l t20 14 through 05/3 1 20 14 1044005146
%0.' COST PORT
I 27.465 . 18 0
699.748.12
189.183 .88 0
5 , 525 , 877. ~ 9 7
649.355.80 I
970.663 . 99 I
369.057.15 0
411.192 . 55 I
ACCRUED iNCOME
499 . 25
I .240.07
299.07
·~ . 788 . 70
4,876.74
6.993.06
4 .988.33
I . 768.06
Page 8
6 rrustmark TEXAS STATE UNIVERSITY OPERATING/SAGE TNJJ CUSTODIAN
Asset Detail As Of 05/31/2014
UNITS/IJOOK VALUE
715.000
395.000
940.000
500.000
595.0 00
595,0 00
5 15.000
765.000
565 , 000
DESCRIPTION
Cl 'SIP il 0258~10DE6 A~IERICM EXPRESS CREDIT CORP DTD 06 12120 12 1.75°o06 1212015 LAST PRICED: 05/3 112014
CCSIP # 02665WAB7 AMERICA?' 1101\DA Fll\MCE CORP DTD lOll Ot20 13 1. 125°o I 0107 120 16 LAST PRICED: 0513 112014
Cl'SIP II 03523TBI\I9 M IIEl 'SER Bl.'SCI I 11\BEV WORLDWIDE DTD 07116'20 12 .8°o 0711512015 LAST PRICED: 05,3 112014
CCSIP # 03524BAD8 AI\! lEL'SER-IJl'SCII 11\l3EV Fl l\ DTD 0 lt27120 14 .4286°o 0 112712017 LAST PRICED: 05 3 1 '2014
CLSIP rl 037833All3 APPLE 11\C DTD 05 03 •20 13 .45° o 05103/20 16 LAST PRICED: 05 3 1 2014
CL:SIP II 05565QCA4 IlP CAPITAL MAHKETS PLC DTD 11 /06/2012 .7° o l lt06 2015 LAST PRIC ED: 05t31 /2014
CCS!P 11 05574LTW8 Rl\P PARIRAS DTD 12112t2013 1.25°o 12/ 1212016 LAST PRICED: 05t31 •20 14
Cl 'SIP il 06406HB1\8 Ili\1\K OF 1\EW YORK MELLO!': DTD 11116120093.1°o0 1 15'201 5 LAST PRICED: 0513 I ·20 14
CCSJP 11 0640611CF4 BMK OF l':EW YORK ~IELLOJ\ DTD 1012512012 .45585°o 10123/2015 LAST PRICED: 0513 1120 14
STATEMENT OF ACCOUNT Stal<m<nl P<riod Account Number
MARKET VALUE
725.088.65
398.724 . 85
943.675 . 40
500.670 . 00
595. 136.85
597.290 . 75
5 16.8 12 . 80
778.089 . 15
566. 158.25
05t0 112014 through 05/31 ·20 14 1044005 146
%OF COST PORT
72 4 , 986 . 20
393.907 . 85
943,680.77
500. 172.59
593,9 17.05
595.337.06
5 14 .469 . 55
77 1 . 65 4. 24
565,29 1 .32
ACCRUED INCOME
5 . 873.92
666.56
2.840.89
208 . 35
208.25
289. 24
3.022. 05
8,959 . 00
279 . 02
Pagc9
Trustmark H~XAS STATE UNIVERSITY STATEMENT OF ACCOUNT Page 10 OPERATING/SAGE TND CUSTOD!AJ'I
Stlt• m•nt Period 05101!20 14 through 05 3 1120 14 Account Number 1044005 146
Asset Detail As Of 05/31/2014
%OF ACCRUED UNlTSfHOOK VALUR DESCRIPTION MARJ..:ET VALUE COST PORT lNCOME
CCSJP II 073902KF4 740,000 13EAR STEARI'\S CO 11\C DTD 787' 870 .60 762,422.69 I 3 , 377 . 28
10t31!2005 5.3°o 10i30120 15 LAS'! PRICED: 05 31/20 14
CL'SI P # 134429A.'X7 375.000 CAM PBELL SOL'!' CO DTD 08t02·2012 375.206.25 375.167.78 0 0.00
08101 120 14 LAST PRICED: 0513 1/20 14
CL'SIP II 14912L5L'I 305.000 CATERPILLAR FIJ\AI'\CIAL SE DTD 305,262.30 305.235 . 77 0 12 . 86
08 3012013 .37935°o 08/2812015 LAST PRICED: 05!3 112014
Cl'SIP # 17275RAC6 525.000 CISCO SYSTEI\IS 11\C DTD 02,22,2006 570.49 1. 25 569,63 1 .76 I 7 '9 tl0. 63
5.5"o 02/22 20 16 LAST PRICED: 05i31 2014
CL'SIP II 200301\AL5 350.000 COI\ICAST CORPORATIO!\ DTD 383,078.50 382.083.17 0 4 ,359.44
03 02/2006 5.9°o03115 ·2016 L \ST PRICED: 0513112014
Cl'SIP # 24422ESD2 435 , 000 JOIIJ\ DEERE CAPITAL CORP DTD 437 . 953 . 65 434,447 . 55 I 634 . 3R
10 111201 3 1.05°o IOi ll /20 16 LAST PRICED: 05/3 112014
CL'SIP ti 36962G5WO 1.035.000 GEJ\ERAL ELEC CAP CORP SERIES 1\!Tl\ I .069 . 486.20 1 .062.892.92 I 2.2 48 . 25
DTD 04'27120 12 2.3°o 0412712017 LAST PRICED: 05/3 1 2014
Cl'SIP 11373334GE5 335,000 GEORGIA POWER COI\IPAAY DTD 378.137 . 95 380.039 . 05 0 9.547 . 50
06 1212007 5.7°o0610 1i20 17 LAST PRICED: 053 112014
Cl'SIP 11 377373AB I 585 . 000 G LA.'XOSMITIIKLI!\E CAPITAL DTD 587 . 176.20 585.876.19 I 280.3 1
05109/20 12 .75°o 05 0812015 LAST PRICED: 05/3 1/2014
Trustmark TEXAS STATE UNIVERSITY OJ>ERATING/SAG~; TNll CUSTODJAN
Asset Detail As Of 05/3112014
UNITS/BOOK VALm:
595.000
4 15.000
515.000
400,000
395.000
380.000
595.000
595.000
495.000
I) ESC RJl>TJ 0 N
Cl'SIP # 458140AL4 ll\TELCORI' DTD 12111 ·2012 1.35°o 12115120 17 LAST PRICED: 05 3 112014
Cl"SIP# 59 156RAl:2 l'.llri"LIFE ll\C DTD 05/29/2009 6.75°o 06/0 112016 LAST PRICED: 05 3 112014
Cl 'SII' # 695 11 4BY3 I'ACIFICORP DTD 08'24 2004 4.95°o 08/1512014 LAST PRICED: 0513 112014
Cl'SIP # 74456QAY2 PCJ3LIC SERVICE ELEC & GAS DTD 08/16 '2011 .85°o08 15120 14 LAST PRICED: 0513 112014
Cl'SII' # 822582AR3 SIIELL ll\TERJ\ATIO!\AL I'll\ D'ID 0812 112012 1.1 25°o 0812 1 20 17 LAST I'RJCED: 05/3 112014
Cl'SIP # 824348Al\6 SliER WI!\ WILLIAMS CO DTD 1212 112009 3.125° 0 12115120 14 LAST PRICED: 0513 I 12014
Cl.'SIP # 828807CC9 SJMO!\ PROPERTY GROt 'J> I .P DTD 0 1125 20 10 4.2°o02 0 1120 15-20 14 LAST PRICED: 05 3 1 '20 14
CL'SIP # 89236TJ3D6 TOYOTA MOTOR CREDIT CORP DTD 0310512014 .75°o 03103120 17-20 16 LAST PRICED: 0513 112014
Cl'SIP # 91324PBX9 Cl\ITEDHEALTII GROCP 1!\C DTD I 0122/2012 .85° o I 0!15i20 15 LAST PRICED: 05/3 112014
STATEMENT OF ACCOUNT Statemrnt Period Account Number
MARK~:T VALUE
595.862.75
463.974 . 15
5 19.753 . 45
400.444.00
395.339.70
385 , 627 . 80
604.222 . 50
592.959.15
497 , 569.05
0510 1 2014 through 05131 2014 1044005146
% O F COST PORT
594.262 . 20
462.157 . 6 1
5 19.510 . 42
400.533 . 80
394. 3'18. 25 0
ns.653 . 19 0
606.679 . 58
593.2 15.00
496.0 13 . 73
ACC'RUW INCOME
3,703 . 88
14 .006.25
7.506.13
I . 00 I . II
1 ,234.38
5.475.69
8.330 . 00
1 . 066 . 04
537 . 63
Page II
Trustmark TEXAS STATE UNIVERSITY OP~:RATING/SAG~: TNB CUSTODIAN
Asset Detail As Of 05/31/2014
UNITS/BOOK VALliE DESCRIJ'TION
CCSIP r1 92857WA.\:8 395.000 VODAFOI\E GROCP PLC DTD
03/20120 12 1.625° 0
03/20/20 17-201 2 LAST PRICED: 053 1/2014
CCSIP # 9497413FGO 790, 0 00 WELLS FARGO AI\D CO DTD
12/26/20 12 t.5•. 01 16120 18 LAST PRICED: 05/3 1/20 14
FOR~:IGN BONDS-NOH;S & DEBENTURES
Cl 'Sf P 11 055451 Al\8 590.000 Bli P OILLITOI\ Fll\ L'SA LTD DTD
02124 ,2012 l 0 o02 24 2015 LAST PRICED: 053 112014
Cl'SIP If 06366RJII9 600.000 BAI\K OF MOI\TREAL DTD 11 ,06 ·2012
.8°o 11 /06120 15 Li\ST PRICED: 05/3 1120 14
Cl'SJP # 064159EK8 750, 0 00 BAI\K OF J\OV A SC01IA DTD
04111 /2014 1.25°o04 II 20 17 Li\ST PRIC ED: 0513 112014
Cl 'SIP If 76720AAI.O 495.000 RIO Tli\TO Fll\ CSA PLC DTD
06 19/2013 1.375°o06!17120 16 LASl PRICED: 05 3 1 '2014
Cl 'SIP ri 78008K5V J 750,000 ROYAL BAI\K OF CAl\ ADA DTD
04/ 19/20112.875°o04!1912016 LAST PRICED: 05131 12014
CL'SIP If 780 10Ll\XI 580, 0 00 ROYAL BAI\K OF CAl\ ADA IJTD
0 J/23/20 14 1.2°o 01123 2017 LAST PRICED: 0513 1/2014
STATEMENT OF ACCOUNT Statenwnt Period Account Numbf.'r
MARKET VALUE
399 ,9 49 . 35
789,5 18. 10
18 , 569 , 578 . 75
593,186.00
603. 162.00
754.462.50
50 1 ,360 .75
782.940 . 00
583.346.60
0510 I ·20 14 1hr0ugh 05. 31!20 14 1044005 146
% OF COST PORT
398.995 . 19 I
787,092. &0 I
18 , 499,94 -L87 23
592.635.23 I
599.964.00 I
749.407. 50 I
495.705 .0 1 I
777 . 839.17 I
5 79. 472 . 20 I
Page 12
ACCRUED INCOME
1.265.92
4.443 .75
11 7 ,9 H . 90
I • 5 89. 72
333.33
1 .302.08
3. 100 .63
2.5 15.63
2.474 . 67
Allocation Current
100.0%
69.0%
55.8%
8.5 8.8
10.3 14.6 13.5 13.3%
7.6 5.7 5.8%
5.8 24.3%
10.3%
10.3 5.4%
0.6 4.9 8.6%
4.0 46 0.8% 0.0 0.8 0.0
Texas State University ENDOWMENT QUARTERLY INVESTMENT REPORT
PERIODS ENDING 0513112014 (TRADE DATE FULL ACCRUAL BASIS)
Market Mutual Fund I Manager Value Total Plan Composite $ 55,140,497
Total Blended Index All Equity Composite $ 38,064,800
Blended Equity Index Domestic Equity $ 30,745,795
Russell 3000 Banyan Partners LCG -SA 4,692,795 Seizert LCV - SA 4,855,526 Vanguard S&P 500 Index- VIFSX 5,673,261 APEX SMIDG - SA 8,064,805 Systematic SMIDV - SA 7,459,408 International Equity $ 7,319,004
MSCIEAFE Hancock Horizon Div - HHDTX 4,201 ,731 Franklin Inti SCG - FKSCX 3,117,274 Real Estate $ 3,220,485
FTSE NAREIT REMS RE Income - RREIX 3,220,485 Total Fixed Income $ 13,407 750
Blended Fixed Index Corporates $ 5,692,934
BC Credit Sage Fl 5,692,934 Money Markets $ 2,999,758
91-Day T-Bi/1 Endowment Cash Account 323,289 RidgeWorth UltraShort - SIGVX 2,676,469 Hybrid Securities $ 4,715 058
ML AI/ Invest ex Man VOA 1 Cutler Converts -SA 2,182,470 Tortoise MLP 2,532,589 Other $ 447,462 Cash in Bank 8,829 TexPool Series 0023 437,422 Money Market Sweep 1,211
Quarter Return
2.02% 1.51% 1.24% 2.82% 1.49% 2.84% 1.30% 3.92% 3.96%
-1.31% 1.21% 0.12% 2.73% 1.71%
-1.99% 7.05% 6.06% 7.05% 3.81% 1.95% 1.63% 2.75% 1.63% 0.1 5% 0.01% 0.00% 0.17% 6.92% 2.22% 0.82%
12.1 8% 0.01% 0.00% 0.01 % 0.00%
Blended Indexes are based on the current weights of each asset class and their respective benchmarks. *Currently the Total Blended Index consists of 23.1% S&P 500, 22.2% Russell 2500, 9.2% MSCI EAFE, 5.5% S&P
FYTD Return
15.85% 13.00% 17.67% 18.96% 18.22% 19.13% 21 .70% 17.38% 19.59% 19.46% 20.36% 14.31% 18.25% 13.89% 14.78% 14.92% 19.22% 14.92% 9.24% 9.01% 4.25% 7.46% 4.25% 0.61% 0.04% 0.00% 0.68%
18.79% 16.59%
6.40% 29.47% 0.02% 0.00% 0.02% 0.00%
Developed SC Ex-US, 5% ML All Invest ex Man VOA1 , 28% BC Aggregate, 3% 91-Day T-Bi ll, and 4% ML 6 Month T-Bill.
2
