INVESTMENT COMPONENTS 12-MONTH RETURN

TEXAS TECH UNIVERSITY SYSTEM MANAGED INVESTMENTS

Quarter Ended February 28, 2019

Investment Type

SHORT/INTERMEDIATE TERM INVESTMENT FUND (SITIF) LONG TERM INVESTMENT FUND (LTIF) OTHER (GIFTED) INVESTMENTS ANGELO STATE UNIVERSITY (non-LTIF)

TOTAL INVESTMENT

Market Value 02/28/19

% of Total

$ 1,400,636,840 54.10% 1,169,857,625 45.19% 16,229,831 0.63% 2,101,188 0.08%

$ 2,588,825,484 100.00%

12-Month Return

0.5% 0.8% 0.7% 2.0%

INVESTMENT COMPONENTS

45.19%

54.10%

0.63% 0.08%

SITIF

LTIF

GIFTED

ASU (non-LTIF)

2.00% 1.50% 1.00% 0.50% 0.00%

12-MONTH RETURN

2.00%

0.50%

0.83% 0.70%

SITIF

LTIF

GIFTED ASU (non-

LTIF)

Funds

Prepared by: Amy Baker Senior Director Texas Tech University System Box 41098 Lubbock, TX 79409-1098 (806) 834-5148 amy.d.baker@ttu.edu

Page 1 of 5

TEXAS TECH UNIVERSITY SYSTEM MARKET VALUES OF INVESTMENT POOLS

INVESTMENT ACTIVITY Quarter Ended February 28, 2019

Short/ Intermediate Term Long Term Investment Fund Investment Fund

Market Value @ 11/30/2018

Net Additions Distributions Investment Income Realized Gains (Losses) Unrealized Gains (Losses)

Market Value @ 2/28/2019

$ 1,334,765,383 $ 1,216,274,870

$ 40,474,499 -

7,123,705 -

19,070,968

17,530,249 (32,597,100)

3,268,463 (45,815,067) 11,196,209

1,400,636,840 $ 1,169,857,625

TEXAS TECH UNIVERSITY SYSTEM GIFTED INVESTMENTS

Quarter Ended February 28, 2019

Investment Type

Total Restricted Funds Total Endowment Funds Total Foundation/Agency Funds

TOTAL GIFTED INVESTMENTS

Market Value 02/28/19

$

788,713

169,429

15,271,689

$ 16,229,831

Angelo State: Short-Term:

TexPool

Long-Term: CMOs

TEXAS TECH UNIVERSITY SYSTEM ANGELO STATE UNIVERSITY

Quarter Ended February 28, 2019 Investment Type

Total Angelo State - Other

Market Value 02/28/19

$ 2,101,140

48 $ 2,101,188

Page 2 of 5

TEXAS TECH UNIVERSITY SYSTEM OFFICE OF TREASURY

SHORT/INTERMEDIATE TERM INVESTMENT FUND as of February 28, 2019

Investment Type

Book Value 02/28/19

% of Total

Market Value 02/28/19

Cash Pool Depository Accounts Money Market Fund - Invesco Local Government Investment Pool - Texas Class Local Government Investment Pool - LOGIC Local Government Investment Pool - TexPool

$ 127,576,418 $ 10,447,386 $ 45,672,801 $ 25,384,146 $ 8,065,371

9.91% $ 0.81% 3.55% 1.97% 0.63%

127,576,418 10,447,386 45,672,801 25,384,146 8,065,371

Total Cash Pool $ 217,146,122 16.87% $ 217,146,122

Short Term Pool Money Market Fund - Northern Trust Treasuries Agencies

20,858,684 104,506,237 274,869,927

1.62% 8.12% 21.35%

20,858,684 104,068,402 274,074,694

Total Short Term Pool $ 400,234,849 31.09% $ 399,001,780

Intermediate Pool External Investment Managers

669,790,307 50.15%

784,488,938

Total Intermediate Pool $ 669,790,307 52.04% $ 784,488,938

TOTAL SHORT/INTERMEDIATE TERM INVESTMENT FUND

$ 1,287,171,279 100.00% $ 1,400,636,840

12-month Payout

12Month SITIF Return

0.9% 1.9% 2.0% 3.3% 2.0%

1.2%

0.9% 1.9% 1.5% 2.2% 2.0%

1.5%

0.0% 1.5% 1.6%

1.7%

2.0% 1.7% 1.5%

1.6%

2.8% 2.7% 0.0%

-0.4% -0.8% 0.5%

INVESTMENT COMPONENTS

52.04% 52.04%

31.09% 31.09%

16.87% 16.87% CaCsahshPoPoolol ShSohrotrTt eTremrmPPoool l InItnetremrmedeidaitaetePPooool l

Distribution Yield

DISTRIBUTION YIELDS BY CATEGORY

3.00% 2.50% 2.00% 1.50% 1.00% 0.50% 0.00%

1.25% 1.25%

11..6666%%

2.725.%75%

Cash Pool Short Term Pool INVESTMENT TYPE

Intermediate Pool

Page 3 of 5

Page 4 of 5

Book Value

Market Value Yield Total Return 12 Month Payout 12 Month Total Return

Glossary of Terms

Fund value without accounting for changes in market value. Sum of original investment, additions and deletions from the fund, current income (interest and dividends less fees), and realized gains and losses.

Fund value with investments priced as of the date of the report. Sum of book value and unrealized gains and losses. Return measuring current income (interest and dividends less fees) earned based on the beginning market value of fund.

Return measuring total appreciation in the value of the fund. Total appreciation includes current income, plus realized and unrealized gains and losses.

Distribution for the year ended as of the date of the report.

Total return for the year ended as of the date of the report.

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