Quarterly Treasurers Report as of September 30, 2005 December 7, 2005

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Quarterly Treasurers Reportas of September 30,
2005December 7, 2005
Finance, Audit and Capital Study Session
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Focus of Treasurers Office

• Major efforts approved by Regents and
  Administration
• Investment Management Program
• Cash Management Improvement Program
• Effective Debt Management Utilization Program
• Special Projects

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University of Colorado Treasury and Non-Pool
Investments as of September 30, 2005
Market Value
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U.S. Treasury Yield Curve Portfolios
University of Colorado
Fixed Income 67
Equities 33
9/30/05
Yield
6/30/05
12/31/99
University of Colorado Foundation
Alternative Investments 37
Equities 54
2 YR
6 YR
10 YR
20 YR
6 MO
Fixed Income/Cash 9
Fed Funds
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Treasury Pool Investments
Asset Allocation Change since last year
(in millions)
As of 9/30/04
As of 9/30/05
(3.3) International Equity 6.8 Seg 3 44.2
(3.3) International Equity 9.9 Seg 3 77.2
(1) Short-Term Fixed Income 32.7 Seg 1 213.1
(1) Short-Term Fixed Income 31.2 Seg 1 243.7
(3.2) Domestic Equity 17.6 Seg 3 114.5
(3.2) Domestic Equity 22.7 Seg 3 177.7
(2) Fixed Income 1-5 yrs. 8.8 Seg 2 57.7
(2) Fixed Income 1-5 yrs. 5.9 Seg 2 45.8
(3.1) Long-Term Fixed Income 34.1 Seg 3 222.1
(3.1) Long-Term Fixed Income 30.3 Seg 3 237.0
781.4 M
651.6 M
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PIE Budget for 2005-2006
( in Millions)
FY2005-2006 Budget
Actual YTD
Revenues 2.97 Less Operating Expenses
.43 Total Net Revenues
2.54 Distributions Direct to Specific Accounts
.45 Campus Operations Distributions
.82 Supplemental Projects Fund
1.14 (CU Foundation) University
Initiatives Fund 2.00 Total Distribution
4.41
Revenues
25.00 Less Operating Expenses
3.12 Total Net Revenues
21.88 Distributions Direct to Specific Accounts
1.00 Campus Operations Distributions
3.29 Supplemental
Projects Fund 4.59 (CU Foundation) Univ
ersity Initiatives Fund 13.00 Total
Distribution 21.88
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Liability Management

• Issuance of State of Colorado
• Certificates of Participation

Academic Office West (proposed)
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Treasurers ReportWrap-Up
Questions and Comments?