1/24/19

ODESSA COLLEGE QUARTERLY INVESTMENT REPORT

Quarter Ending: November 30, 2018

TEXAS PUBLIC FUNDS INVESTMENT ACT

To the best of my knowledge, the investment portfolio of the District, at November 30, 2018, and the investment transactions entered into during the quarter then ended are in compliance with the Texas Public Funds Investment Act.

The investments of the District comply with the investment objectives and strategies as expressed in the Odessa Junior College District Investment Policy.

All business organizations that have sold investments to Odessa College during the quarter have executed a written instrument stating that they meet the requirements of the District's Investment Policy.

Market Value Source: Frost Bank

Asset Class Face Amount/Shares

CDs MM & Int Ckg

Muni Bonds Public LGIP US Agency Total / Average

3,302,000.00 539,168.82

10,350,000.00 6,517,805.81 1,000,000.00

21,708,974.63

Market Value

3,280,970.94 539,168.82

10,376,138.65 6,517,805.81 998,322.50

21,712,406.72

Book Value

3,301,260.68 539,168.82

10,469,529.09 6,517,805.81 999,287.99

21,827,052.39

% of Portfolio

15.21 2.48

47.68 30.02

4.61 100.00

YTM @ Cost

1.97 2.15 2.02 2.40 2.96 2.17

Days To Maturity

349 1

402 1

1,080 295

Virginia Chisum, CPA, M.Ed. - Vice President for Business Affairs

1/24/19

Date

Kristi Gibbs, Controller

1/24/19

Date

page 1

Month 9/30/2018 10/31/2018 11/30/2018 Total / Average

Market Value 28,610,827.36 25,729,915.41 21,712,406.72 25,351,049.83

Odessa College Portfolio Summary by Month

All Portfolios

Begin Date: 9/30/2018, End Date: 11/30/2018

Book Value 28,741,606.78 25,851,353.28 21,827,052.39 25,473,337.48

Unrealized Gain/Loss

YTM @ Cost

-130,779.42

2.13

-121,437.87

2.17

-114,645.67

2.17

-122,287.65

2.15

Market Value / Book Value Comparison

YTM @ Market 2.55 2.61 2.76 2.63

Duration 0.67 0.70 0.77 0.71

Days To Maturity 256 266 295 271

page 2

Odessa College Distribution by Asset Class - Market Value

All Portfolios

Begin Date: 8/31/2018, End Date: 11/30/2018

Asset Class

Market Value 8/31/2018

CDs MM & Int Ckg

Muni Bonds Public LGIP US Agency Total / Average

3,283,759.39 3,880,372.93 10,846,053.10 12,887,058.55

998,471.50 31,895,715.47

Portfolio Holdings as of 8/31/2018

Asset Class Allocation

% of Portfolio 8/31/2018

10.30 12.17 34.00 40.40

3.13 100.00

Market Value 11/30/2018

3,280,970.94 539,168.82

10,376,138.65 6,517,805.81 998,322.50

21,712,406.72

Portfolio Holdings as of 11/30/2018

% of Portfolio 11/30/2018

15.11 2.48

47.79 30.02

4.60 100.00

page 3

Odessa College Distribution by Asset Class - Market Value

Fund Group: Pooled Operating

Begin Date: 8/31/2018, End Date: 11/30/2018

Asset Class

Market Value 8/31/2018

CDs MM & Int Ckg

Muni Bonds Public LGIP US Agency Total / Average

2,215,788.42 3,880,372.93 9,447,915.10 10,668,531.11

998,471.50 27,211,079.06

Portfolio Holdings as of 8/31/2018

Asset Class Allocation

% of Portfolio 8/31/2018

8.14 14.26 34.72 39.21

3.67 100.00

Market Value 11/30/2018

2,213,447.00 539,168.82

8,980,128.65 5,983,140.59

998,322.50 18,714,207.56

Portfolio Holdings as of 11/30/2018

% of Portfolio 11/30/2018

11.83 2.88

47.99 31.97

5.33 100.00

page 4

Odessa College Distribution by Asset Class - Market Value

Fund Group: Debt Service

Begin Date: 8/31/2018, End Date: 11/30/2018

Asset Class

Market Value 8/31/2018

CDs Muni Bonds Public LGIP Total / Average

1,067,970.97 1,398,138.00 2,218,527.44 4,684,636.41

Portfolio Holdings as of 8/31/2018

Asset Class Allocation

% of Portfolio 8/31/2018

22.80 29.85 47.36

100.00

Market Value 11/30/2018

1,067,523.94 1,396,010.00

534,665.22 2,998,199.16

Portfolio Holdings as of 11/30/2018

% of Portfolio 11/30/2018

35.61 46.56 17.83 100.00

page 5

Odessa College Total Rate of Return - Book Value by Month

All Portfolios

Begin Date: 9/30/2018, End Date: 11/30/2018

Month 9/30/2018 10/31/2018 11/30/2018

Beginning BV + Accrued Interest

32,130,894.60 28,861,620.97 25,981,289.61

Interest Earned During Period-BV

52,794.22 52,433.67 45,059.09

Realized Gain/Loss-BV

0.00 0.00 0.00

Investment Income-BV

52,794.22 52,433.67 45,059.09

Annualized TRR-BV

Average Capital Base-BV

31,915,322.65 28,647,766.62 25,250,182.11

TRR-BV 0.17 0.18 0.18

Annualized TRR-BV

2.00 2.22 2.16

Treasury 1 Year

2.56 2.65 2.70

TRR-BV: Total Rate of Return - Book Value Benchmark: US Treasury 1 Year Interest Earned: Quarterly $ 150,287/ Fiscal YTD: $ 150,287

page 6

Maturity Range

0-1 Month 1-3 Months 3-6 Months 6-9 Months 9-12 Months

1-2 Years 2-3 Years 3-4 Years Total / Average

Odessa College Distribution by Maturity Range - Market Value

All Portfolios

Maturity Range Allocation

Market Value 8/31/2018

% of Portfolio 8/31/2018

17,102,428.13 500,520.00

1,319,810.50 1,257,614.48 3,916,412.52 4,260,884.16 2,770,905.93

767,139.75 31,895,715.47

53.62 1.57 4.14 3.94

12.28 13.36

8.69 2.41 100.00

Portfolio Holdings

Begin Date: 8/31/2018, End Date: 11/30/2018

Market Value 11/30/2018

7,531,974.63 847,462.50

1,251,869.15 3,924,692.69 1,383,763.68 3,983,259.42 2,021,781.40

767,603.25 21,712,406.72

% of Portfolio 11/30/2018

34.69 3.90 5.77

18.08 6.37

18.35 9.31 3.54

100.00

page 7

Description CUSIP Debt Service - Fixed Income Barclays Bank 2.05 12/17/2019 06740KJC2

Customers Bank PA 2.1 9/10/2019 23204HCA4

Discover Bank DE 2.1 8/27/2019 2546714X5

Fresno County CA 2.488 8/15/2019-18 358266CQ5

Goldman Sachs NY 1.95 3/12/2019 38147JVL3

Signature Bank AR 1.6 9/27/2019 82669LFX6

Sub Total Debt Service - Fixed Income Debt Service - Liquid Assets TexPool - Prime LGIP LGIP0003P

TexPool - Prime LGIP LGIP0001P

TexPool - Prime LGIP LGIP0007P

TexPool - Prime LGIP LGIP0005P

TexPool LGIP LGIP0002

Face Amount / Shares

Odessa College Portfolio Holdings by Portfolio Name

All Portfolios

Settlement Date YTM @ Cost

Cost Value Book Value

Market Price YTM @ Market

Market Value Accrued Interest

Date: 11/30/2018

% Portfolio Unre. Gain/Loss

Credit Rating Credit Rating

Days To Call/Maturity Duration To Maturity

12/17/2014

247,000.00

99.30

245,262.36

1.13%

NR

382

247,000.00

2.05

247,000.00

2.74

2,302.85

-1,737.64

NR

1.03

9/10/2014

245,000.00

99.56

243,927.15

1.12%

NR

284

245,000.00

2.10

245,000.00

2.67

1,141.77

-1,072.85

NR

0.77

8/27/2014

240,000.00

99.60

244,030.05

1.12%

NR

270

245,000.00

2.54

244,260.68

2.64

1,339.11

-230.63

NR

0.74

9/22/2015

1,404,536.00

99.72

1,396,010.00

6.42%

NR

258

1,400,000.00

2.40

1,400,822.41

2.89

10,159.33

-4,812.41

S&P-AA-

0.7

3/12/2014

245,000.00

99.89

244,723.15

1.12%

NR

102

245,000.00

1.95

245,000.00

2.34

1,034.03

-276.85

NR

0.28

9/29/2015

90,000.00

99.53

89,581.23

0.41%

NR

301

90,000.00

1.60

90,000.00

2.17

3.95

-418.77

NR

0.82

2,471,536.00

2,463,533.94

11.32%

260

2,472,000.00

2.28

2,472,083.09

2.75

15,981.04

-8,549.15

0.71

4/30/2017

102,098.17

100.00

102,098.17

0.47%

NR

1

102,098.17

2.39

102,098.17

2.39

0.00

NR

0

4/30/2017

20,118.93

100.00

20,118.93

0.09%

NR

1

20,118.93

2.39

20,118.93

2.39

0.00

NR

0

4/30/2017

275,842.43

100.00

275,842.43

1.26%

NR

1

275,842.43

2.39

275,842.43

2.39

0.00

NR

0

4/30/2017

133,605.69

100.00

133,605.69

0.61%

NR

1

133,605.69

2.39

133,605.69

2.39

0.00

NR

0

4/30/2017

3,000.00

100.00

3,000.00

0.01%

NR

1

3,000.00

2.20

3,000.00

2.20

0.00

NR

0

page 8

 ................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download