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KEN MILLER
OKLAHOMA STATE TREASURER
ANNUAL INVESTMENT
PERFORMANCE REPORT
FISCAL YEAR 2011
September 19, 2011
To the People of Oklahoma:
I am pleased to issue the fiscal year 2011 annual investment performance report for the Office of the
State Treasurer. The report provides details on investment activities from July 2010 through June
2011. I trust you will find it thorough and in keeping with my commitment to provide full and
complete disclosure of all activities within my office. As always, my staff and I are available to
answer any questions you might have.
Maximizing the taxpayers’ money is the primary responsibility of the State Treasurer’s Office. In
the past three fiscal years, appropriations to the Treasurer’s Office have been reduced by 23
percent, while core functions have been maintained and improved.
Using money saved through various cost-cutting measures, work is underway to replace an
antiquated software program that keeps track of billions of state dollars. To further reduce costs,
the Treasurer’s Office is shrinking its footprint through the elimination of leased office space
made possible by the reduction in force of 27 positions in the past four years. The banking
operations consolidation is an ongoing effort to gain efficiencies and reduce costs.
Market Conditions and Economic Developments
When the Federal Open Market Committee (FOMC) met on June 22, 2011, they left the target
federal funds rate unchanged at a range of 0% to 0.25%. The FOMC direction for the economy
continues to be, “Risk to Growth.” The yield curve flattened from July 1, 2010 through June 30,
2011. The short-end of the yield curve fell minimally while the curve from five years through 30
years rose. From the beginning of the fiscal year to the end, the Dow Jones Industrial Average rose
2,691 points finishing at 12,414; the S&P 500 gained 291 points closing at 1,321 points; and the
Nasdaq rose 672 points finishing at 2,773.
Portfolio Performance
Due to the artificially low interest rate environment pursued by the FOMC, yield on the Treasurer’s
portfolio was 2.62% at the end of fiscal year 2011, compared to 3.17% in the previous fiscal year.
The market value of the portfolio at fiscal year-end was $3,425,776,307. I do not anticipate any
losses will be realized due to excellent liquidity and the fact that investments are typically held to
maturity.
In terms of segment weightings, increases in Mortgaged-backed securities and money market mutual
funds were the result of decreases in other assets. Because of the current interest rate environment
there has been no activity in the Link Deposit program. A quantitative analysis of the performance
of depository banks revealed specific balances and rates for the year: General revenue collateralized
time deposits averaged $257 million at a rate of .38%.
Portfolio Diversification
Portfolio diversification during the year was sound. At year-end, U.S. Treasury Inflation-Protected
Securities represented 1% of holdings, and U.S. government sponsored enterprises accounted for
approximately 35%. Mortgage-backed securities were 34%and municipal bonds were 2%.
Certificates of Deposit represented 4% of assets, money market mutual funds 10% and 10% was
maintained in overnight repurchase agreements. Foreign bonds and commercial paper (at less than
1% each), and State bond issues (at 2%) made up the balance of funds invested. Based on
challenging and potentially volatile market conditions, portfolio strategy consists of a
combination of laddered maturities and market observation for investment opportunities that will
maximize income in a secure environment.
Collateralization
All funds under control of this office requiring collateralization were so secured at rates ranging from
102% to 110%, depending on the type of investment.
Payments, Fees, and Commissions
All securities were purchased or sold on a net basis utilizing competitive bidding where practicable,
with no additional fees or commissions known to the State Treasurer. Bank fees, mutual fund
operating expenses and fees charged by JPMorgan Chase for the Tri-Party Repurchase Agreement
Program are detailed in the attached pages.
Total Funds Invested
Funds available for investment, at cost basis, include the State Treasurer’s investments at
$3,304,557,446 and State Agency balances in OK Invest at $2,107,603,366 for a total of
$5,412,160,812.
Best regards,
KEN MILLER
STATE TREASURER
cc: The Honorable Mary Fallin, Governor
The Honorable Brian Bingman, President Pro Tempore
The Honorable Kris Steele, Speaker of the House
The Honorable Scott Pruitt, Attorney General
The Honorable Gary Jones, State Auditor and Inspector
Members: Cash Management and Investment Oversight Commission
Treasurer's
Investments
Earnings by Security Type
June 30, 2011
Interest
Earned Net of
Amortization*
Realized
Gain (Loss)
Total
Earnings
Weighted
Average
Yield
U.S. Treasury Notes/Bonds/Tips $ 1,057,373 $ - $ 1,057,373 1.82%
U.S. Agencies 25,494,716 - $ 2 5,494,716 2.25%
Mortgage Backed 51,528,143 $ 5 1,528,143 4.79%
78,080,232 - 78,080,232 3.49%
Certificates of Deposit 526,305 - $ 526,305 0.39%
Overnight Repurchase Agreements 1,676,469 - $ 1,676,469 0.14%
Money Market Mutual Funds 123,426 - $ 123,426 0.06%
Commercial Paper 721,883 $ 721,883 0.28%
State Bond Issues 2,261,739 - $ 2,261,739 2.33%
Municipal Bond Issues 2,905,602 $ 2,905,602 4.76%
Foreign Bonds 164,418 - $ 164,418 1.38%
Link Deposit CD's 1,404 $ 1,404 2.00%
Securities Lending Income - - - 0.00%
TOTAL $ 86,461,478 $ - $ 8 6,461,478 2.62%
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 1
Transactions by Broker
June 30, 2011
Broker Tax ID# City State Purchases Sales
(Cost) (Cost)
Banc of America Securities 56-0906609 St. Louis MO 342,731,453
Bank of Oklahoma 73-0780382 Tulsa OK 3 75,826,003
Cantor Fitzgerald & Co. 13-3680184 Dallas TX 6 9,959,157
Commerce Bank 48-0962626 Kansas City MO 1 03,570,313 2,959,667
Country Club Bank 44-0574255 Oklahoma City OK 7 6,772,993
Jefferies & Company, Inc. 95-2622900 New York City NY 1 44,187,558
JP Morgan Securities Inc. 13-3379014 Oklahoma City OK 8 85,349,865
Merrill Lynch Government Securities 73-3180817 St. Louis MO 6 46,333,809
Southwest Securities 75-1382137 Dallas TX 1 07,674,187
Wells Fargo 23-2384840 Oklahoma City OK 2 0,631,250
Total Securities 2,773,036,588 2,959,667
Certificates of Deposit 907,760,000 -
TOTAL $ 3,680,796,588 $ 2,959,667
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 2
Transaction by Security Type
June 30, 2011
Security Purchases Sales
(Cost) (Cost)
U.S. Treasury Notes/Bonds $ -
U.S. Agencies 8 83,019,022
Mortgage Backed 4 75,636,037 2,959,667
1,358,655,059 2,959,667
-
Commercial Paper 1,414,381,529
Certificates of Deposit 9 07,760,000 -
TOTAL $ 3,680,796,588 $ 2,959,667
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 3
Portfolio Composition
June 30, 2011
Investment Type 9-30-10 12-31-10 3-31-11 6-30-11
U.S. TREASURY NOTES/BONDS/TIPS 51,117,888 55,616,825 43,447,618 45,304,592
U.S. AGENCIES 963,470,037 966,226,952 1 ,053,549,319 1,146,890,744
MORTGAGE BACKED 1,020,130,341 1,050,075,022 1 ,055,771,784 1,111,754,165
MUNICIPAL BONDS 60,937,358 59,683,654 60,090,683 62,589,433
FOREIGN BONDS 11,338,776 11,117,945 11,196,404 11,674,944
MONEY MARKET MUTUAL FUNDS 320,337,908 238,245,109 211,420,914 345,241,848
OVERNIGHT REPURCH AGREEMENT 407,465,756 312,011,972 298,866,585 323,948,602
COMMERCIAL PAPER 170,020,489 155,550,857 131,436,174 2 9,184,247
CERTIFICATES OF DEPOSIT 149,674,674 141,695,435 136,761,275 148,268,871
STATE BOND ISSUES 81,000,000 81,000,000 81,000,000 79,700,000
TOTAL 3,235,493,227 3,071,223,771 3,083,540,756 3,304,557,446
-
500,000,000
1,000,000,000
1,500,000,000
2,000,000,000
2,500,000,000
3,000,000,000
3,500,000,000
9-30-10 12-31-10 3-31-11 6-30-11
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 4
U.S. TREASURY NOTES/BONDS/TIPS U.S. AGENCIES
FOREIGN BONDS MONEY MARKET MUTUAL FUNDS
OVERNIGHT REPURCH AGREEMENT COMMERCIAL PAPER
CERTIFICATES OF DEPOSIT STATE BOND ISSUES
MORTGAGE BACKED MUNICIPAL BONDS
$3,000,000
$3,100,000
$3,200,000
$3,300,000
$3,400,000
$3,500,000
$3,600,000
$3,700,000
$3,800,000
$3,900,000
$4,000,000
$4,100,000
(in 000's)
Monthly Investable Base
June 2011
FY07 FY08 FY09 FY10 FY11
$3,114,387,404
Office of State Treasurer
Annual Report
Fiscal Year 2011
Page 5
Position Report
June 30, 2011
Weighted
Average
Maturity
Yield at
Purchase Cost Basis
Percent of
Portfolio *Market Value
GENERAL REVENUE
U.S. TREASURIES AND AGENCIES
Treasury TIPS 2130 1.35% $ 4 5,304,592 1.37% $ 5 3,680,824
Agencies 576 1.79% 1,146,890,744 34.71% 11,156,085,780
Mortgage Backed 1608 4.76% 1,111,754,165 33.64% 1,189,397,914
1105 3.21% 2,303,949,502 69.72% 2,399,164,518
CERTIFICATES OF DEPOSIT 67 0.33% 1 48,268,871 4.49% 1 48,268,871
COMMERCIAL PAPER 5 0.12% 2 9,184,247 0.88% 4 9,999,400
OVERNIGHT REPURCHASE
AGREEMENT
General Fund 1 0.00% 2 11,900,234 6.41% 2 11,900,234
Tax Distribution - OK Invest 1 2.66% 1 12,048,368 3.39% 1 12,048,368
1 0.92% 3 23,948,602 9.80% 3 23,948,602
MONEY MARKET MUTUAL FUNDS 1 0.01% 3 45,241,848 10.45% 3 45,241,848
STATE BOND ISSUES 60 2.17% 7 9,700,000 2.41% 7 9,700,000
(Private Placement)
MUNICIPAL BOND ISSUES 3368 5.26% 6 2,589,433 1.89% 6 7,778,125
FOREIGN BONDS 596 1.38% 1 1,674,944 0.35% 1 1,674,944
Total Investment Portfolio 841 2.50% $ 3,304,557,446 100% $ 3,425,776,307
*J. P. Morgan Chase Co. furnished market value data related to Securities. Other investments including Certificates of Deposit,
Overnight Repurchase Agreement, Money Market Mutual Funds and State Bond Issues were valued at 100% of purchase price.
FFC market values are based on market value data obtained from Bloomberg.
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 6
Position Report
March 31, 2011
Weighted
Average
Maturity
Yield at
Purchase Cost Basis
Percent of
Portfolio *Market Value
GENERAL REVENUE
U.S. TREASURIES AND AGENCIES
Treasury TIPS 2221 1.35% $ 4 3,447,618 1.41% $ 4 9,756,959
Agencies 568 2.01% 1,053,549,319 34.17% 1,059,410,724
Mortgage Backed 1647 4.80% 1,055,771,784 34.24% 1,107,111,432
1130 3.36% 2,152,768,721 69.81% 2,216,279,115
CERTIFICATES OF DEPOSIT 58 0.38% 1 36,761,275 4.44% 1 36,761,275
COMMERCIAL PAPER 40 0.33% 1 31,436,174 4.26% 2 34,782,860
OVERNIGHT REPURCHASE
AGREEMENT
General Fund 1 0.08% 2 04,334,371 6.63% 2 04,334,371
Tax Distribution - OK Invest 1 2.40% 9 4,532,214 3.07% 9 4,532,214
1 0.81% 2 98,866,586 9.69% 2 98,866,586
MONEY MARKET MUTUAL FUNDS 1 0.03% 2 11,420,914 6.86% 2 11,420,914
STATE BOND ISSUES 60 2.17% 8 1,000,000 2.63% 8 1,000,000
(Private Placement)
MUNICIPAL BOND ISSUES 3423 5.19% 6 0,090,683 1.95% 6 3,182,532
FOREIGN BONDS 687 1.38% 1 1,196,404 0.36% 1 1,196,404
Total Investment Portfolio 863 2.61% $ 3,083,540,756 100% $ 3,253,489,685
*J. P. Morgan Chase Co. furnished market value data related to Securities. Other investments including Certificates of Deposit,
Overnight Repurchase Agreement, Money Market Mutual Funds and State Bond Issues were valued at 100% of purchase price.
FFC market values are based on market value data obtained from Bloomberg.
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 7
Position Report
December 31, 2010
Weighted
Average
Maturity
Yield at
Purchase Cost Basis
Percent of
Portfolio *Market Value
GENERAL REVENUE
U.S. TREASURIES AND AGENCIES
Treasury Bonds/Notes 15 2.08% $ 1 2,302,371 0.40% $ 1 2,189,368
Treasury TIPS 2311 1.35% 4 3,314,454 1.41% 4 5,730,194
Agencies 468 2.21% 9 66,226,952 31.46% 9 75,822,129
Mortgage Backed 1529 4.84% 1,050,075,022 34.19% 1,106,756,517
1041 3.52% 2,071,918,799 67.46% 2,140,498,208
CERTIFICATES OF DEPOSIT 64 0.40% 1 41,695,435 4.61% 1 41,695,435
COMMERCIAL PAPER 34 0.31% 1 55,550,857 5.06% 2 79,935,200
OVERNIGHT REPURCHASE
AGREEMENT
General Fund 1 0.14% 2 05,681,990 6.70% 2 05,681,990
Tax Distribution - OK Invest 1 2.56% 1 06,329,983 3.46% 1 06,329,983
1 0.96% 3 12,011,972 10.16% 3 12,011,972
MONEY MARKET MUTUAL FUNDS 1 0.05% 2 38,245,109 7.76% 2 38,245,109
STATE BOND ISSUES 60 2.17% 8 1,000,000 2.64% 8 1,000,000
(Private Placement)
MUNICIPAL BOND ISSUES 3522 5.19% 5 9,683,654 1.94% 6 2,393,675
FOREIGN BONDS 777 1.38% 1 1,117,945 0.36% 1 1,117,945
Total Investment Portfolio 778 2.66% $ 3,071,223,771 100% $ 3,266,897,543
*J. P. Morgan Chase Co. furnished market value data related to Securities. Other investments including Certificates of Deposit,
Overnight Repurchase Agreement, Money Market Mutual Funds and State Bond Issues were valued at 100% of purchase price.
FFC market values are based on market value data obtained from Bloomberg.
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 8
Position Report
September 30, 2010
Weighted
Average
Maturity
Yield at
Purchase Cost Basis
Percent of
Portfolio *Market Value
GENERAL REVENUE
U.S. TREASURIES AND AGENCIES
Treasury Bonds/Notes 77 3.12% $ 3 7,469,254 1.16% $ 3 7,564,585
Treasury TIPS 2403 1.35% 1 3,648,634 0.42% 4 9,926,550
Agencies 413 2.53% 9 63,470,037 29.78% 9 78,587,344
Mortgage Backed 1139 5.06% 1,020,130,341 31.53% 1,088,004,945
784 3.80% 2,034,718,265 62.89% 2,154,083,424
CERTIFICATES OF DEPOSIT 62 0.41% 1 49,674,674 4.63% 1 49,674,674
COMMERCIAL PAPER 40 0.25% 1 70,020,489 5.25% 2 99,919,195
OVERNIGHT REPURCHASE
AGREEMENT
General Fund 1 0.24% 3 06,146,945 9.46% 3 06,146,945
Tax Distribution - OK Invest 1 2.83% 1 01,318,811 3.13% 1 01,318,811
1 0.88% 4 07,465,756 12.59% 4 07,465,756
MONEY MARKET MUTUAL FUNDS 1 0.09% 3 20,337,908 9.90% 3 20,337,908
STATE BOND ISSUES 60 2.17% 8 1,000,000 2.50% 8 1,000,000
(Private Placement)
MUNICIPAL BOND ISSUES 3622 5.19% 6 0,937,358 1.88% 6 6,832,796
FOREIGN BONDS 869 0.00% 1 1,338,776 0.35% 1 1,293,874
Total Investment Portfolio 566 2.68% $ 3,235,493,227 100% $ 3,490,607,626
*The Northern Trust Company of Chicago, Illinois furnished market value data related to Securities. Other investments including Certificates of Deposit,
Overnight Repurchase Agreement, Money Market Mutual Funds and State Bond Issues were valued at 100% of purchase price.
FFC market values are based on market value data obtained from Bloomberg.
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 9
Comparison of Actual Earnings to Estimated Earnings
Fiscal Year to Date
June 30, 2011
Revenues
Actual
Revenues
Estimate Variance Percent
Investable
Base Actual
Investable
Base Estimate Variance Percent
Securities 70,363,067 119,175,801 (48,812,734) -40.96% 2,221,088,603 2,784,569,159 (563,480,556) -20.24%
Certificates of Deposit 643,711 2,329,572 (1,685,861) -72.37% 150,637,559 209,579,439 (58,941,880) -28.12%
OK Invest 2,833,623 1,065,000 1,768,623 166.07% 257,763,966 139,934,579 117,829,387 84.20%
Money Market Mutual
Funds 123,126 385,000 (261,874) -68.02% 213,976,300 69,644,860 144,331,440 207.24%
Commercial Paper 313,123 - 313,123 126,888,952 - 126,888,952
State Bonds 1,468,999 1,821,251 (352,252) -19.34% 8 1,425,000 58,037,383 23,387,617 40.30%
Municipal Bonds 4,737,665 177,552 4,560,113 2568.33% 6 2,539,462 183,720,561 (121,181,099) -65.96%
Link Deposit 1,614 45,828 (44,214) -96.48% 67,562 4,514,019 (4,446,457) -98.50%
80,484,928 125,000,004 (44,515,076) -35.61% 3,114,387,404 3,450,000,000 (335,612,596) -9.73%
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 10
Explanation of Performance Comparison
June 30, 2011
The following page presents market rates of return on the Securities portion of the General Account
and of the State's aggregated State Agency Accounts. The figures, which are dollar- and time-weighted,
where appropriate, are calculated using the percentage change in market value (inclusive of
accrued income) from the end of the prior fiscal year to the end of the current fiscal year. To ensure the
integrity of the data, this information is provided by the Treasurer's custodian bank acting in its
capacity as an external third party. As such, performance measurement is presently confined to
those investments which are custodied at J. P. Morgan Chase & Co.
The Treasurer's office is trying to develop a method to report rates of return on all investment
instruments in the State's portfolio. This is in an effort to report return data in a manner
recommended on September 15, 1994, by the Working Group of the Cash Management and
Investment Oversight Commission. However, there are technical and conceptual challenges to
expanding performance measurement to other portions of the portfolio. Attempting to apply
market-base pricing calculations to instruments which do not trade, such as Certificates of
Deposit, presents difficulty which is both conceptual and technical in nature.
Benchmark data is also provided on the following page.
Office of State Treasurer
Annual Report
Fiscal Year 2011
Page 11
Performance Comparison*
June 30, 2011
Month** Fiscal Year
To Date**
Securities: General Revenue Account 0.09% 2.69%
Securities: Agency-directed -0.81% 8.48%
Benchmark:
ML 1 year US Treasury Note Index 0.03% 0.67%
* Analysis by J. P. Morgan Chase Co.
** Represents dollar- and time-weighted rates of return
Office of State Treasurer
Annual Report
Fiscal Year 2011
Page 12
Banking, Custody and Other Fees
June 30, 2011
DEPOSITORY BANK TAX ID # CITY STATE AMOUNT
Armstrong Bank 73-0496410 Vian/Muskogee OK 480.24
Arvest Bank 73-1291209 Bartlesville OK 143.78
BancFirst 73-1332918 OKC OK 168,935.65
Bank of America 57-0236115 OKC OK 10,758.04
Central National Bank 73-0177591 Alva OK 3,004.54
Central National Bank 73-0783952 Enid OK 1,447.83
Chase (Bank One) 73-0777610 OKC OK 354,857.20
Federal Reserve Bank 44-0545874 KS OK 32,524.82
First Bank & Trust 73-0541333 Broken Bow OK 737.39
First Bank & Trust 73-0498563 Wagoner OK 528.68
First Fidelity Bank, NA 73-1100200 OKC-Moore OK 3,395.27
First National Bank 73-0125373 Altus OK 99.08
First National Bank 73-0130930 Ardmore OK 16.91
First National Bank 73-0188428 Clinton OK 852.92
First State Bank 73-0340750 Altus OK 5.64
First United Bank 73-0222372 Durant OK 47.76
International Bank of Commerce (74-2157138 OKC OK 386.17
The Bank N.A. 73-0344910 McAlester OK 1,200.37
Washita Valley Bank 73-0502370 Fort Cobb OK 3.25
Earned Income Credit 1,250.00
TOTAL $ 580,675.54
The State Treasurer participates in the following money market mutual funds. The fund managers are
compensated for certain operating expenses by deducting a fee from the gross interest earnings.
Fund Manager TIN Fee (Annualized basis) Amount
AIM Government 76-0574220 0.12% $ 215,866.42
Bond Logistix LLC 51-0404065 0.035% $ 62,958.72
JP Morgan Securities 23-2694160 0.14% $ 138,294.81
Goldman Sachs 06-1287410 0.11% $ 108,156.66
BOSC, Inc. 73-1275307 0.07% $ 68,826.97
The State Treasurer participates in a tri-party repurchase agreement program with JPMorgan as its agent.
The agent is compensated for certain operating expenses by deducting a fee from the gross earnings.
Fund Name TIN Fee (Annualized basis Amount
JPMorgan-Chase 74-0800980 0.04% $ 143,900.34
The State Treasurer participates in a Securities Lending Program with J. P. Morgan Chase & Co.
acting as lending agent. J. P. Morgan retains 15% of the revenues generated as compensation for services.
Its share for the fiscal year was $46,442.33. Pursuant to Oklahoma State Statute Title 62 Section 90, the State
Treasurer retains the first $425,000 of securities lending revenues in a revolving fund. These funds are
used to pay custody and other banking fees. During the fiscal year ended June 30, 2011, securities
lending revenues fell below $425,000; consequently, the State Treasurer utilized earnings credits
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 13
Expenditures by Object Code
Fiscal Year Ending June 30, 2011
OBJECT
CODE CATEGORY AMOUNT
1100 Salary Expense $ 4,202,784
1200 Insurance 1 7,946
1300 FICA & Retirement 1 3,645
1500 Professional Services 1,689,056
1900 Inter/Intra Agency Payments Professional Services 3 ,179
2100 Travel - Reimbursement 6 ,659
2200 Travel - Direct Expense 1 9,276
3100 Miscellaneous Administrative Expense 103,616
3100 Bank Service Charges 233,135
3200 Rent Expense 9 2,649
3300 Maintenance and Repair Expense 203,325
3500 Production and Safety 158
3600 Office Expense 5 2,110
4100 Office Furniture and Equipment 9 9,035
4600 Building Renovation 9 ,150
5200 Employee Recognition Awards 1 ,412
6100 Employee Reimbursements 58
6200 County Treasurers - State Land Reimbursement 100,000
TOTAL $ 6,847,193
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 14
Agency Directed
Investments
Transactions by Broker
State Agency Directed
Fiscal Year Ending June 30, 2011
Broker Tax ID# City State Purchases Sales
(Cost) (Cost)
No Transactions -
TOTAL $0 -
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 15
Transactions by Security Type
State Agency Directed
Fiscal Year Ending June 30, 2011
Security Purchases Sales
(Cost) (Cost)
No Transactions $
TOTAL $0 $ -
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 16
Agency Directed Investments
Position Report - Securities
June 30, 2011
AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
TYPE RATE MATURITY VALUE
Langston University Mutual Fund $ 686,746.66 $ 686,746.66 $ 1,199,991.67
University of Science and Arts U.S. Treasury Notes/Bond 7.25 6.82 1811 170,000.00 177,942.19 214,625.00
Compsource U.S. Treasury Notes/Bond 1.13 1.13 198 2,500,000.00 2,499,804.69 2,511,525.00
WAM = 202 2,677,746.88 2,726,150.00
Langston University Mutual Fund 422,147.00 422,147.00 433,159.31
$ 3,778,893.66 $ 3,786,640.54 $ 4,359,300.99
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Page 17
Agency Directed Investments
Position Report - OK Invest
June 30, 2011
ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET
AGENCY RATE MATURITY VALUE
2113101 1131A Department of Corrections 2.66 1 14,558.27
2113104 1131D Department of Corrections 2.66 1 2,267.71
2113107 1131G Department of Corrections 2.66 1 7,086.97
2113110 1131J Department of Corrections 2.66 1 425.91
2113112 1131L Department of Corrections 2.66 1 1,052.60
2113119 1131S Department of Corrections 2.66 1 -10.00
2113120 1131T Department of Corrections 2.66 1 3,159.39
2113123 1131W Department of Corrections 2.66 1 8,068.77
2113125 1131Y Department of Corrections 2.66 1 4,306.14
2113201 1132A Department of Corrections 2.66 1 5,465.49
2113204 1132D Department of Corrections 2.66 1 73.60
2113206 1132F Department of Corrections 2.66 1 338.75
2113208 1132H Department of Corrections 2.66 1 23.00
2113301 1133A Department of Corrections 2.66 1 1,473.19
2113401 1134A Department of Corrections 2.66 1 4,968.69
2113501 1135A Department of Corrections 2.66 1 12.00
2113503 1135C Department of Corrections 2.66 1 5,161.93
2113801 1138A Department of Corrections 2.66 1 3,681.63
2113901 1139A Department of Corrections 2.66 1 -20.00
2114102 1141B Department of Corrections 2.66 1 3,538.77
2118506 1185F Corportation Commission 2.66 1 12,855,013.26
2137001 1370A OIFA 2.66 1 3,653,094.62
2139001 1390A Compsource Oklahoma 2.66 1 12,221,351.16
2139002 1390B Multiple Injury Trust Fund 2.66 1 12,619,449.81
2141001 1410A Commissioners of the Land Office 2.66 1 53,515,439.49
2142001 1420A Langston University 2.66 1 12,943,259.79
2143500 1435 Oklahoma Lottery Commission 2.66 1 11,013,869.86
2143501 1435A Oklahoma Lottery Commission 2.66 1 216,743.56
2147704 1477D Oklahoma Bureau of Narcotics 2.66 1 3,888,787.71
2151500 1515 Oklahoma Public Employees Retirement Syste 2.66 1 439,398.41
2151501 1515A Oklahoma Public Employees Retirement Syste 2.66 1 6,738,338.91
2151502 1515B Oklahoma Public Employees Retirement Syste 2.66 1 1,075,611.05
2151503 1515C Oklahoma Public Employees Retirement Syste 2.66 1 204,095.51
2151504 1515D Oklahoma Public Employees Retirement Syste 2.66 1 1,975,541.84
2151505 1515E Oklahoma Public Employees Retirement Syste 2.66 1 17,676.46
2151506 1515F Oklahoma Public Employees Retirement Syste 2.66 1 249,600.35
2151510 1515J Oklahoma Public Employees Retirement Syste 2.66 1 478,623.71
2153001 1530A Panhandle State University 2.66 1 2,435,724.03
2154501 1545A Department of Corrections 2.66 1 1,942.99
2155701 1557A OK Police Pension 2.66 1 13,437,875.46
2159001 1590A Department of Corrections 2.66 1 1,942.36
2169502 1695B Tax Commission 2.66 1 143,932,513.72
2169520 1695T Tax Commission 2.66 1 2,245,906.83
2169521 1695U Tax Commission 2.66 1 11,499,073.80
2174007 1740G State Treasurer 2.66 1 1,164,055.51
2174010 1740J State Treasurer 2.66 1 0.07
2174013 1740M State Treasurer 2.66 1 0.09
2183006 1830F DHS - CSED 2.66 1 18,550,784.86
7130000 130000 State Building Bonds 1992, Series A 2.66 1 176.94
7131000 131000 State Building Bonds 1992, Series B 2.66 1 72.54
7200039 200039 Oklahoma Boll Weevil Eradication 2.66 1 2,112,144.76
7200320 200320 Department of Wildlife 2.66 1 1,231,436.28
7200359 200359 OERB 2.66 1 9,002,462.08
7200370 200370 OIFA 2.66 1 2,034,019.67
7200390 200390 Compsource Oklahoma 2.66 1 698,463.29
7200435 200435 Oklahoma Lottery Commission 2.66 1 4,163,804.51
7200515 200515 Oklahoma Public Employees Retirement Syste 2.66 1 107,926.55
7200535 200535 Peanut Commission 2.66 1 63,086.90
7200588 200588 Real Estate Commission 2.66 1 2,065,222.83
7200830 200830 Department of Human Services 2.66 1 1,776,348.21
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Agency Directed Investments
Position Report - OK Invest
June 30, 2011
ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET
AGENCY RATE MATURITY VALUE
7200875 200875 Oklahoma Wheat Commission 2.66 1 1,233,758.59
7201825 201825 University Hospitals Authority 2.66 1 5,571,127.73
7205270 205270 State Election Board 2.66 1 1,601,365.86
7205320 205320 Department of Wildlife 2.66 1 730,055.53
7205435 205435 Oklahoma Lottery Commission 2.66 1 95,847.41
7205444 205444 Oklahoma LP Gas Research 2.66 1 916,079.85
7205515 205515 Oklahoma Public Employees Retirement Syste 2.66 1 203,025.24
7205563 205563 OK Bd fo Private Vocational Schools 2.66 1 604,466.66
7205580 205580 Risk Mgmt Dept of DCS 2.66 1 56,714,928.18
7205630 205630 Oklahoma Department of Securities 2.66 1 2,710,484.51
7210270 210270 State Election Board 2.66 1 27,160,129.19
7210320 210320 Department of Wildlife 2.66 1 2,650,485.05
7210350 210350 Oklahoma Historical Society 2.66 1 46,516.93
7210400 210400 Office of Juvenile Affairs 2.66 1 87,602.01
7210580 210580 Property Distribution of DCS 2.66 1 1,237,803.38
7210588 210588 Real Estate Commission 2.66 1 359,720.01
7210645 210645 Conservation Commission 2.66 1 6.86
7215320 215320 Department of Wildlife 2.66 1 2,163,546.82
7215444 215444 Oklahoma LP Gas Research 2.66 1 364,739.72
7215566 215566 Tourism & Recreation Department 2.66 1 5,117,489.21
7215585 215585 Department of Public Safety 2.66 1 5,545,701.37
7215670 215670 JD McCarty Center 2.66 1 198,963.87
7216805 216805 Department of Rehabilitation Services 2.66 1 543,125.87
7220090 220090 OSF Building Projest Fund 2.66 1 1,954,562.79
7220320 220320 Dept of Wildlife Conservation 2.66 1 4,512,004.57
7220585 220585 Department of Public Safety 2.66 1 1,586,481.99
7220830 220830 Department of Human Services 2.66 1 338,319.77
7225040 225040 Department of Agriculture 2.66 1 1,078,917.88
7225830 225830 Department of Human Services 2.66 1 3,055,711.86
7230220 230220 Oklahoma Crime Victims Compensation 2.66 1 5,979,365.75
7230345 230345 Department of Transportation 2.66 1 7,174,572.25
7230566 230566 Tourism & Recreation Department 2.66 1 1,153,247.12
7230695 230695 Tax Commission 2.66 1 45,170.00
7230807 230807 Health Care Authority 2.66 1 140,493.58
7230835 230835 Water Resources Board 2.66 1 95,936.02
7235605 235605 Regents for Higher Education 2.66 1 1,142,222.76
7240807 240807 Health Care Authority 2.66 1 12,664,954.90
7244580 244580 Dept of Central Services 2.66 1 1,566,488.54
7245807 245807 Health Care Authority 2.66 1 17,119,058.60
7255580 255580 Risk Mgmt Dept of DCS 2.66 1 917,878.79
7260452 260452 OK Board of Mental Health 2.66 1 1,100,729.78
7260580 260580 Risk Mgmt Dept of DCS 2.66 1 5,025,893.73
7275740 275740 OST - SEED 2.66 1 260,517.65
7280345 280345 Department of Transportation 2.66 1 1,102,152.42
7285345 285345 Department of Transportation 2.66 1 189,015,190.48
7295090 295090 Emergency & Transportation 2.66 1 13,147,723.02
7296150 296150 University of Science & Arts 2.66 1 33.97
7315000 315000 EDGE Fund 2.66 1 6.91
7315740 315740 EDGE Fund 2.66 1 252.74
7360566 360566 Tourism & Recreation Department 2.66 1 18,314,153.87
7401105 401105 OCIA 2006A 2.66 1 451,105.07
7403105 403105 OCIA 2.66 1 236,156.38
7405105 405105 OCIA 2006C 2.66 1 257,104.66
7405220 405200 District Attorneys Council 2.66 1 9,763,982.11
7407105 407105 OCIA 2.66 1 12,629,569.92
7408105 408105 OCIA 2.66 1 875,822.66
7410645 410645 Oklahoma Conservation Commission 2.66 1 -106.51
7414105 414105 OCIA 2005C 2.66 1 4,424.21
7415400 415400 Office of Juvenile Affairs 2.66 1 1,135,427.98
7416000 416000 OSF - Oil Overcharge 2.66 1 239,816.29
7416160 416160 Department of Commerce 2.66 1 1,887,150.47
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Agency Directed Investments
Position Report - OK Invest
June 30, 2011
ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET
AGENCY RATE MATURITY VALUE
7421105 421105 OCIA 2.66 1 4,264,329.08
7422105 422105 OCIA 2.66 1 128,722.60
7424105 424105 OCIA 2.66 1 14,647.36
7426000 426000 OSF - Oil Overcharge 2.66 1 1,686,046.75
7426160 426160 Department of Commerce 2.66 1 639,693.38
7428105 428105 OCIA Endowed Chairs Fund 2.66 1 5,275.25
7429105 429105 OCIA 2.66 1 7,859.26
7430010 430010 Oklahoma State University 2.66 1 3,950,713.54
7430011 430011 Oklahoma State University 2.66 1 1,172,133.17
7430012 430012 Oklahoma State University 2.66 1 1,165,578.58
7430013 430013 Oklahoma State University 2.66 1 195,196.75
7430014 430014 Oklahoma State University 2.66 1 2,554,664.14
7430015 430015 Oklahoma State University 2.66 1 2,357,960.89
7430016 430016 Oklahoma State University 2.66 1 112,003.45
7430420 430420 Langston University 2.66 1 1,971,338.36
7430461 430461 Rogers State College 2.66 1 880,457.44
7430505 430505 Northwestern Oklahoma State University 2.66 1 443,657.38
7430665 430665 Southwestern Oklahoma State University 2.66 1 579,656.29
7430760 430760 University of Oklahoma 2.66 1 22,026,825.95
7430770 430770 OUHSC 2.66 1 67,523,678.53
7430773 430773 Oklahoma State University 2.66 1 1,390,045.97
7431105 431105 OCIA 2009A Construction Fund 2.66 1 18,799,791.31
7432105 432105 OCIA 2009A Construction Fund 2.66 1 2,728.53
7435105 435105 OCIA 2.66 1 875,880.66
7436000 436000 OSF - Oil Overcharge 2.66 1 2,197.65
7436105 436105 OCIA 2.66 1 1,604.89
7437105 437105 OCIA 2.66 1 3,060,260.29
7438105 438105 OCIA 2.66 1 1,166.81
7439105 439105 OCIA 2.66 1 2,858.02
7440105 440105 OCIA Operations & Maintenance 2.66 1 3,361.69
7441105 441105 OCIA 2.66 1 34,888,641.87
7442105 442105 OCIA 2.66 1 2,636.34
7444835 444835 Water Resources Board 2.66 1 4,413,488.32
7445665 445665 Southwestern Oklahoma State University 2.66 1 3.56
7445835 445835 Water Resources Board 2.66 1 491,309.02
7455160 455160 Department of Commerce 2.66 1 3,405,745.12
7460100 460100 Cameron University 2.66 1 1,134,493.43
7460760 460760 University of Oklahoma 2.66 1 1,950,884.89
7465105 465105 OCIA 2005A Admin 2.66 1 1,472.18
7466105 466105 OCIA 2005A Construction 2.66 1 343,772.96
7467105 467105 OCIA 2005B Admin 2.66 1 840.02
7470230 470230 East Central University 2.66 1 60.77
7471835 471835 Water Resources Board 2.66 1 864,128.26
7472835 472835 Water Resources Board 2.66 1 32,302,823.29
7473835 473835 Water Resources Board 2.66 1 2,464,759.49
7475105 475105 OCIA 2.66 1 93,271,983.03
7475120 475120 University of Central Oklahoma 2.66 1 129,806.57
7475240 475240 Eastern Oklahoma State College 2.66 1 37,641.66
7475420 475420 Langston University 2.66 1 4,183.82
7475750 475750 Tulsa Community College 2.66 1 4,927.95
7475770 475770 OUHSC 2.66 1 11,009,658.04
7476760 476760 University of Oklahoma 2.66 1 84,851,090.90
7477120 477120 University of Central Oklahoma 2.66 1 154,951.07
7479105 475105 OCIA 2.66 1 24,370,022.06
7480230 480230 East Central University 2.66 1 371.75
7480633 480633 Oklahoma City Community College 2.66 1 17,565.60
7481230 481230 East Central University 2.66 1 21.92
7481633 481633 Oklahoma City Community College 2.66 1 660.53
7482105 485105 OCIA 2.66 1 2,161.86
7483633 843633 OCCC 2010 Bond 2.66 1 7,438,362.99
7488105 488105 OCIA 2.66 1 62,147.26
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Agency Directed Investments
Position Report - OK Invest
June 30, 2011
ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET
AGENCY RATE MATURITY VALUE
7489105 489105 OCIA 2.66 1 2,105.83
7490760 490760 OU ARRA 2.66 1 9,336,864.41
7491220 491220 District Attorneys Council 2.66 1 4,087,570.56
7510410 510410 Commissioners of the Land Office 2.66 1 173,399.50
7511410 511410 Commissioners of the Land Office 2.66 1 39,831.59
7600010 600010 Oklahoma State University 2.66 1 8,841,958.34
7600120 600120 University of Central Oklahoma 2.66 1 2,242,185.28
7600150 600150 University of Science & Arts 2.66 1 434,243.86
7600230 600230 East Central University 2.66 1 734,800.89
7600420 600420 Langston University 2.66 1 174,732.09
7600485 600485 Northeastern State University 2.66 1 3,825,205.27
7600490 600490 Northern Oklahoma College 2.66 1 557,693.06
7600505 600505 Northwestern Oklahoma State University 2.66 1 1,175,336.38
7600530 600530 Panhandle State University 2.66 1 229,592.02
7600660 600660 Southeastern Oklahoma State Unversity 2.66 1 1,416,673.71
7600665 600665 Southwestern Oklahoma State University 2.66 1 1,959,444.83
7600760 600760 University of Oklahoma 2.66 1 3,475,133.04
7650010 650010 Oklahoma State University 2.66 1 4,390,659.44
7650120 650120 University of Central Oklahoma 2.66 1 19,558.03
7650150 650150 University of Science & Arts 2.66 1 160,149.84
7650230 650230 East Central University 2.66 1 165,952.44
7650420 650420 Langston University 2.66 1 941,757.31
7650485 650485 Northeastern State University 2.66 1 2,114,697.48
7650490 650490 Northern Oklahoma College 2.66 1 1,515,972.77
7650505 650505 Northwestern Oklahoma State University 2.66 1 435,240.29
7650530 650530 Panhandle State University 2.66 1 735,015.82
7650660 650660 Southeastern Oklahoma State Unversity 2.66 1 318,170.78
7650665 650665 Southwestern Oklahoma State University 2.66 1 1,143,428.43
7650760 650760 University of Oklahoma 2.66 1 3,136,196.37
7700040 700040 Department of Agriculture 2.66 1 9,333,586.42
7700041 700041 Western Oklahoma State College 2.66 1 548,284.05
7700131 1131 Department of Corrections 2.66 1 10,775,639.34
7700240 700240 Eastern Oklahoma State College 2.66 1 2,783,776.44
7700340 700340 State Health Department 2.66 1 -163,178.45
7700461 700461 Rogers State College 2.66 1 5,869,229.02
7700490 700490 Northern Oklahoma College 2.66 1 2,101,928.76
7700606 700606 Ardmore Higher Education Center 2.66 1 347,496.27
7700633 700633 Oklahoma City Community College 2.66 1 4,780,174.62
7700660 700660 Southeastern Oklahoma State University 2.66 1 2,556,376.84
7700760 700760 University of Oklahoma 2.66 1 104,895,714.93
7700830 700830 Department of Human Services 2.66 1 1,533,240.85
7701010 701010 Oklahoma State University 2.66 1 30,604,542.57
7701091 701091 GO Bonds of 1992 - Admin Fund 2.66 1 10,936.10
7701150 701150 University of Science & Arts 2.66 1 979,254.07
7701369 701369 Workers Compensation Court 2.66 1 7,304,460.43
7701400 701400 Office of Juvenile Affairs 2.66 1 437,690.77
7701605 701605 Regents for Higher Education 2.66 1 15,375,089.10
7701650 701650 Department of Veteran Affairs 2.66 1 730,786.18
7701750 701750 Tulsa Community College 2.66 1 7,365,622.51
7701770 701770 OUHSC 2.66 1 270,056,609.34
7701805 701805 Department of Rehabilitation Services 2.66 1 142,637.23
7702120 702120 University of Central Oklahoma 2.66 1 15,308,416.44
7702369 702369 Individual Self Insured Guaranty Fund 2.66 1 841,046.44
7702650 702650 Department of Veteran Affairs 2.66 1 386,435.41
7703369 703369 Group Self Insured Association Guaranty 2.66 1 1,322,231.51
7703650 703650 Department of Veteran Affairs 2.66 1 402,304.85
7704369 704369 Workers Compensation Court 2.66 1 16,334.77
7704605 704605 Regents for Higher Education 2.66 1 880.03
7704650 704650 Department of Veteran Affairs 2.66 1 965,279.11
7705505 705505 Northwestern Oklahoma State University 2.66 1 527,644.40
7705650 705650 Department of Veteran Affairs 2.66 1 430,357.77
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Agency Directed Investments
Position Report - OK Invest
June 30, 2011
ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET
AGENCY RATE MATURITY VALUE
7706605 706605 Regents for Higher Education 2.66 1 1,200.16
7706650 706650 Department of Veteran Affairs 2.66 1 405,434.32
7707605 707605 Regents for Higher Education 2.66 1 89,112,071.03
7707650 707650 Department of Veteran Affairs 2.66 1 596,985.40
7708108 708108 Carl Albert State College 2.66 1 2,338,788.17
7708605 708605 Regents for Higher Education 2.66 1 9,069,231.51
7709605 709605 Regents for Higher Education 2.66 1 1,570,778.61
7710350 710350 Oklahoma Historical Society 2.66 1 1,060,888.18
7710452 710452 Oklahoma Department of Mental Health 2.66 1 910,218.19
7710605 710605 Regents for Higher Education 2.66 1 1,232,001.59
7711185 711185 Corportation Commission 2.66 1 42,700,558.89
7711420 711420 Langston University 2.66 1 4,289,854.34
7711452 711452 Griffin Memorial Hospital Rep Payee 2.66 1 19,333.85
7711605 711605 Regents for Higher Education 2.66 1 998,781.64
7712605 712605 Regents for Higher Education 2.66 1 174,379.09
7713605 713605 Regents for Higher Education 2.66 1 2,480,942.26
7714605 714605 Regents for Higher Education 2.66 1 6,439,272.17
7715605 715605 Regents for Higher Education 2.66 1 4,450,125.95
7718605 718605 Regents for Higher Education 2.66 1 8,298,395.62
7719605 719605 Regents for Higher Education 2.66 1 25,209.24
7723623 723623 Seminole State College 2.66 1 322,344.00
7725100 725100 Cameron University 2.66 1 4,129,791.79
7730230 730230 East Central University 2.66 1 4,111,559.70
7730830 730830 Department of Human Services 2.66 1 267,611.87
7740605 740605 Regents for Higher Education 2.66 1 12,091,286.67
7741241 741241 Redlands Community College 2.66 1 264,743.31
7745605 745605 Regents for Higher Education 2.66 1 132,737.02
7747470 747470 Murray State College 2.66 1 21,792,320.71
7750350 750350 Oklahoma Historical Society 2.66 1 705,913.38
7750531 750531 Rose State College 2.66 1 3,336,987.63
7751485 751485 Northeastern State University 2.66 1 17,934,405.94
7752485 752485 Northeastern State University 2.66 1 2,918,656.68
7761605 761605 Regents for Higher Education 2.66 1 35,365.67
7765665 765665 Southwestern Oklahoma State University 2.66 1 1,755,025.01
7805370 805370 OIFA 2.66 1 10,843.41
7822740 822740 OCIA 1999A Sinking Fund 2.66 1 1,484,447.71
7823740 823740 OCIA 2008B Reserve Fund 2.66 1 505,555.77
7824740 824740 OCIA 1999B Sinking Fund 2.66 1 166,765.09
7826740 826740 OCIA 1999C Sinking Fund 2.66 1 27,257.06
7828740 828740 OCIA 1999D Sinking Fund 2.66 1 70,749.80
7829740 829740 OCIA 2003C Sinking Fund 2.66 1 1,260,944.31
7830740 830740 OCIA 2003D Sinking Fund 2.66 1 189,556.36
7831740 831740 OCIA 2003E Sinking Fund 2.66 1 1,351,917.08
7833740 833740 OCIA 2005A Sinking Fund 2.66 1 520,961.60
7834740 834740 OCIA 2005C Sinking Fund 2.66 1 2,051,093.27
7835740 835740 OCIA 2005D Sinking Fund 2.66 1 1,589,694.91
7836740 836740 OCIA 2005 Sinking Fund 2.66 1 432,526.36
7837740 837740 OCIA 2006 Sinking Fund 2.66 1 1,522,401.45
7838740 838740 OCIA 2005F Sinking Fund 2.66 1 24,237,986.50
7839740 839740 OCIA 2005G Sinking Fund 2.66 1 161,904.13
7840740 840740 OCIA 2006 Sinking Fund 2.66 1 1,859,670.63
7842740 842740 OCIA 2006D Sinking Fund 2.66 1 588,416.57
7843740 843740 OCIA 2006C Sinking Fund 2.66 1 1,388,819.58
7845740 845740 OCIA 2008A Sinking Fund 2.66 1 1,800,006.34
7846740 846740 OCIA 2008B Sinking Fund 2.66 1 685,713.63
7847740 847740 OSF Building Project Fund 2.66 1 3,147,034.45
7848740 848740 OSF Building Project Fund 2.66 1 2,150,229.06
7849740 849740 OCIA 2009A Sinking Fund 2.66 1 1,833,100.93
7850740 850740 OCIA 2.66 1 9,572,477.77
7851740 851740 OCIA 2.66 1 3,113,051.78
7852740 852740 Oklahoma GO Bonds 2010A 2.66 1 21,804.12
Office of the State Treasurer
Annual Report
Fiscal Year 2011
Agency Directed Investments
Position Report - OK Invest
June 30, 2011
ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET
AGENCY RATE MATURITY VALUE
7853740 853740 Oklahoma GO Bonds 2010B 2.66 1 2,176,774.06
7854740 854740 OCIA Endowed Chair Fund 2010 2.66 1 5,848,570.46
7865740 865740 1965 Building Bonds Sinking Fund 2.66 1 29,268.56
7893740 893740 State of Oklahoma 2003 GO Sinking Fund 2.66 1 1,488,918.66
7894740 894740 1994B Refunding Bonds Sinking Fund 2.66 1 243,655.70
7910467 910467 OSF Escrow Fund 2.66 1 149,874.93
7920605 920605 Regents for Higher Education 2.66 1 15,626,848.92
Total 2 ,107,603,366.25
Office of the State Treasurer
Annual Report
Fiscal Year 2011
This publication is printed and issued by the State Treasurer as required by 62 O.S. 1994, §89.7. Pursuant to 74 O.S. 1991, §3105,
electronic copies have been prepared and distributed at no cost. Copies have been deposited with the Publication Clearinghouse of the
Oklahoma Department of Libraries.
Object Description
Description
| Title | 2011 annual investment performance report |
| OkDocs Class# | T1400.3 A615i 2010/11 |
| Digital Format | PDF, Adobe Reader required |
| ODL electronic copy | Downloaded from agency website: www.ok.gov/treasurer/.../FY%202011%20Annual%20Report%20REV.pdf |
| Rights and Permissions | This Oklahoma state government publication is provided for educational purposes under U.S. copyright law. Other usage requires permission of copyright holders. |
| Language | English |
| Full text | KEN MILLER OKLAHOMA STATE TREASURER ANNUAL INVESTMENT PERFORMANCE REPORT FISCAL YEAR 2011 September 19, 2011 To the People of Oklahoma: I am pleased to issue the fiscal year 2011 annual investment performance report for the Office of the State Treasurer. The report provides details on investment activities from July 2010 through June 2011. I trust you will find it thorough and in keeping with my commitment to provide full and complete disclosure of all activities within my office. As always, my staff and I are available to answer any questions you might have. Maximizing the taxpayers’ money is the primary responsibility of the State Treasurer’s Office. In the past three fiscal years, appropriations to the Treasurer’s Office have been reduced by 23 percent, while core functions have been maintained and improved. Using money saved through various cost-cutting measures, work is underway to replace an antiquated software program that keeps track of billions of state dollars. To further reduce costs, the Treasurer’s Office is shrinking its footprint through the elimination of leased office space made possible by the reduction in force of 27 positions in the past four years. The banking operations consolidation is an ongoing effort to gain efficiencies and reduce costs. Market Conditions and Economic Developments When the Federal Open Market Committee (FOMC) met on June 22, 2011, they left the target federal funds rate unchanged at a range of 0% to 0.25%. The FOMC direction for the economy continues to be, “Risk to Growth.” The yield curve flattened from July 1, 2010 through June 30, 2011. The short-end of the yield curve fell minimally while the curve from five years through 30 years rose. From the beginning of the fiscal year to the end, the Dow Jones Industrial Average rose 2,691 points finishing at 12,414; the S&P 500 gained 291 points closing at 1,321 points; and the Nasdaq rose 672 points finishing at 2,773. Portfolio Performance Due to the artificially low interest rate environment pursued by the FOMC, yield on the Treasurer’s portfolio was 2.62% at the end of fiscal year 2011, compared to 3.17% in the previous fiscal year. The market value of the portfolio at fiscal year-end was $3,425,776,307. I do not anticipate any losses will be realized due to excellent liquidity and the fact that investments are typically held to maturity. In terms of segment weightings, increases in Mortgaged-backed securities and money market mutual funds were the result of decreases in other assets. Because of the current interest rate environment there has been no activity in the Link Deposit program. A quantitative analysis of the performance of depository banks revealed specific balances and rates for the year: General revenue collateralized time deposits averaged $257 million at a rate of .38%. Portfolio Diversification Portfolio diversification during the year was sound. At year-end, U.S. Treasury Inflation-Protected Securities represented 1% of holdings, and U.S. government sponsored enterprises accounted for approximately 35%. Mortgage-backed securities were 34%and municipal bonds were 2%. Certificates of Deposit represented 4% of assets, money market mutual funds 10% and 10% was maintained in overnight repurchase agreements. Foreign bonds and commercial paper (at less than 1% each), and State bond issues (at 2%) made up the balance of funds invested. Based on challenging and potentially volatile market conditions, portfolio strategy consists of a combination of laddered maturities and market observation for investment opportunities that will maximize income in a secure environment. Collateralization All funds under control of this office requiring collateralization were so secured at rates ranging from 102% to 110%, depending on the type of investment. Payments, Fees, and Commissions All securities were purchased or sold on a net basis utilizing competitive bidding where practicable, with no additional fees or commissions known to the State Treasurer. Bank fees, mutual fund operating expenses and fees charged by JPMorgan Chase for the Tri-Party Repurchase Agreement Program are detailed in the attached pages. Total Funds Invested Funds available for investment, at cost basis, include the State Treasurer’s investments at $3,304,557,446 and State Agency balances in OK Invest at $2,107,603,366 for a total of $5,412,160,812. Best regards, KEN MILLER STATE TREASURER cc: The Honorable Mary Fallin, Governor The Honorable Brian Bingman, President Pro Tempore The Honorable Kris Steele, Speaker of the House The Honorable Scott Pruitt, Attorney General The Honorable Gary Jones, State Auditor and Inspector Members: Cash Management and Investment Oversight Commission Treasurer's Investments Earnings by Security Type June 30, 2011 Interest Earned Net of Amortization* Realized Gain (Loss) Total Earnings Weighted Average Yield U.S. Treasury Notes/Bonds/Tips $ 1,057,373 $ - $ 1,057,373 1.82% U.S. Agencies 25,494,716 - $ 2 5,494,716 2.25% Mortgage Backed 51,528,143 $ 5 1,528,143 4.79% 78,080,232 - 78,080,232 3.49% Certificates of Deposit 526,305 - $ 526,305 0.39% Overnight Repurchase Agreements 1,676,469 - $ 1,676,469 0.14% Money Market Mutual Funds 123,426 - $ 123,426 0.06% Commercial Paper 721,883 $ 721,883 0.28% State Bond Issues 2,261,739 - $ 2,261,739 2.33% Municipal Bond Issues 2,905,602 $ 2,905,602 4.76% Foreign Bonds 164,418 - $ 164,418 1.38% Link Deposit CD's 1,404 $ 1,404 2.00% Securities Lending Income - - - 0.00% TOTAL $ 86,461,478 $ - $ 8 6,461,478 2.62% Office of the State Treasurer Annual Report Fiscal Year 2011 Page 1 Transactions by Broker June 30, 2011 Broker Tax ID# City State Purchases Sales (Cost) (Cost) Banc of America Securities 56-0906609 St. Louis MO 342,731,453 Bank of Oklahoma 73-0780382 Tulsa OK 3 75,826,003 Cantor Fitzgerald & Co. 13-3680184 Dallas TX 6 9,959,157 Commerce Bank 48-0962626 Kansas City MO 1 03,570,313 2,959,667 Country Club Bank 44-0574255 Oklahoma City OK 7 6,772,993 Jefferies & Company, Inc. 95-2622900 New York City NY 1 44,187,558 JP Morgan Securities Inc. 13-3379014 Oklahoma City OK 8 85,349,865 Merrill Lynch Government Securities 73-3180817 St. Louis MO 6 46,333,809 Southwest Securities 75-1382137 Dallas TX 1 07,674,187 Wells Fargo 23-2384840 Oklahoma City OK 2 0,631,250 Total Securities 2,773,036,588 2,959,667 Certificates of Deposit 907,760,000 - TOTAL $ 3,680,796,588 $ 2,959,667 Office of the State Treasurer Annual Report Fiscal Year 2011 Page 2 Transaction by Security Type June 30, 2011 Security Purchases Sales (Cost) (Cost) U.S. Treasury Notes/Bonds $ - U.S. Agencies 8 83,019,022 Mortgage Backed 4 75,636,037 2,959,667 1,358,655,059 2,959,667 - Commercial Paper 1,414,381,529 Certificates of Deposit 9 07,760,000 - TOTAL $ 3,680,796,588 $ 2,959,667 Office of the State Treasurer Annual Report Fiscal Year 2011 Page 3 Portfolio Composition June 30, 2011 Investment Type 9-30-10 12-31-10 3-31-11 6-30-11 U.S. TREASURY NOTES/BONDS/TIPS 51,117,888 55,616,825 43,447,618 45,304,592 U.S. AGENCIES 963,470,037 966,226,952 1 ,053,549,319 1,146,890,744 MORTGAGE BACKED 1,020,130,341 1,050,075,022 1 ,055,771,784 1,111,754,165 MUNICIPAL BONDS 60,937,358 59,683,654 60,090,683 62,589,433 FOREIGN BONDS 11,338,776 11,117,945 11,196,404 11,674,944 MONEY MARKET MUTUAL FUNDS 320,337,908 238,245,109 211,420,914 345,241,848 OVERNIGHT REPURCH AGREEMENT 407,465,756 312,011,972 298,866,585 323,948,602 COMMERCIAL PAPER 170,020,489 155,550,857 131,436,174 2 9,184,247 CERTIFICATES OF DEPOSIT 149,674,674 141,695,435 136,761,275 148,268,871 STATE BOND ISSUES 81,000,000 81,000,000 81,000,000 79,700,000 TOTAL 3,235,493,227 3,071,223,771 3,083,540,756 3,304,557,446 - 500,000,000 1,000,000,000 1,500,000,000 2,000,000,000 2,500,000,000 3,000,000,000 3,500,000,000 9-30-10 12-31-10 3-31-11 6-30-11 Office of the State Treasurer Annual Report Fiscal Year 2011 Page 4 U.S. TREASURY NOTES/BONDS/TIPS U.S. AGENCIES FOREIGN BONDS MONEY MARKET MUTUAL FUNDS OVERNIGHT REPURCH AGREEMENT COMMERCIAL PAPER CERTIFICATES OF DEPOSIT STATE BOND ISSUES MORTGAGE BACKED MUNICIPAL BONDS $3,000,000 $3,100,000 $3,200,000 $3,300,000 $3,400,000 $3,500,000 $3,600,000 $3,700,000 $3,800,000 $3,900,000 $4,000,000 $4,100,000 (in 000's) Monthly Investable Base June 2011 FY07 FY08 FY09 FY10 FY11 $3,114,387,404 Office of State Treasurer Annual Report Fiscal Year 2011 Page 5 Position Report June 30, 2011 Weighted Average Maturity Yield at Purchase Cost Basis Percent of Portfolio *Market Value GENERAL REVENUE U.S. TREASURIES AND AGENCIES Treasury TIPS 2130 1.35% $ 4 5,304,592 1.37% $ 5 3,680,824 Agencies 576 1.79% 1,146,890,744 34.71% 11,156,085,780 Mortgage Backed 1608 4.76% 1,111,754,165 33.64% 1,189,397,914 1105 3.21% 2,303,949,502 69.72% 2,399,164,518 CERTIFICATES OF DEPOSIT 67 0.33% 1 48,268,871 4.49% 1 48,268,871 COMMERCIAL PAPER 5 0.12% 2 9,184,247 0.88% 4 9,999,400 OVERNIGHT REPURCHASE AGREEMENT General Fund 1 0.00% 2 11,900,234 6.41% 2 11,900,234 Tax Distribution - OK Invest 1 2.66% 1 12,048,368 3.39% 1 12,048,368 1 0.92% 3 23,948,602 9.80% 3 23,948,602 MONEY MARKET MUTUAL FUNDS 1 0.01% 3 45,241,848 10.45% 3 45,241,848 STATE BOND ISSUES 60 2.17% 7 9,700,000 2.41% 7 9,700,000 (Private Placement) MUNICIPAL BOND ISSUES 3368 5.26% 6 2,589,433 1.89% 6 7,778,125 FOREIGN BONDS 596 1.38% 1 1,674,944 0.35% 1 1,674,944 Total Investment Portfolio 841 2.50% $ 3,304,557,446 100% $ 3,425,776,307 *J. P. Morgan Chase Co. furnished market value data related to Securities. Other investments including Certificates of Deposit, Overnight Repurchase Agreement, Money Market Mutual Funds and State Bond Issues were valued at 100% of purchase price. FFC market values are based on market value data obtained from Bloomberg. Office of the State Treasurer Annual Report Fiscal Year 2011 Page 6 Position Report March 31, 2011 Weighted Average Maturity Yield at Purchase Cost Basis Percent of Portfolio *Market Value GENERAL REVENUE U.S. TREASURIES AND AGENCIES Treasury TIPS 2221 1.35% $ 4 3,447,618 1.41% $ 4 9,756,959 Agencies 568 2.01% 1,053,549,319 34.17% 1,059,410,724 Mortgage Backed 1647 4.80% 1,055,771,784 34.24% 1,107,111,432 1130 3.36% 2,152,768,721 69.81% 2,216,279,115 CERTIFICATES OF DEPOSIT 58 0.38% 1 36,761,275 4.44% 1 36,761,275 COMMERCIAL PAPER 40 0.33% 1 31,436,174 4.26% 2 34,782,860 OVERNIGHT REPURCHASE AGREEMENT General Fund 1 0.08% 2 04,334,371 6.63% 2 04,334,371 Tax Distribution - OK Invest 1 2.40% 9 4,532,214 3.07% 9 4,532,214 1 0.81% 2 98,866,586 9.69% 2 98,866,586 MONEY MARKET MUTUAL FUNDS 1 0.03% 2 11,420,914 6.86% 2 11,420,914 STATE BOND ISSUES 60 2.17% 8 1,000,000 2.63% 8 1,000,000 (Private Placement) MUNICIPAL BOND ISSUES 3423 5.19% 6 0,090,683 1.95% 6 3,182,532 FOREIGN BONDS 687 1.38% 1 1,196,404 0.36% 1 1,196,404 Total Investment Portfolio 863 2.61% $ 3,083,540,756 100% $ 3,253,489,685 *J. P. Morgan Chase Co. furnished market value data related to Securities. Other investments including Certificates of Deposit, Overnight Repurchase Agreement, Money Market Mutual Funds and State Bond Issues were valued at 100% of purchase price. FFC market values are based on market value data obtained from Bloomberg. Office of the State Treasurer Annual Report Fiscal Year 2011 Page 7 Position Report December 31, 2010 Weighted Average Maturity Yield at Purchase Cost Basis Percent of Portfolio *Market Value GENERAL REVENUE U.S. TREASURIES AND AGENCIES Treasury Bonds/Notes 15 2.08% $ 1 2,302,371 0.40% $ 1 2,189,368 Treasury TIPS 2311 1.35% 4 3,314,454 1.41% 4 5,730,194 Agencies 468 2.21% 9 66,226,952 31.46% 9 75,822,129 Mortgage Backed 1529 4.84% 1,050,075,022 34.19% 1,106,756,517 1041 3.52% 2,071,918,799 67.46% 2,140,498,208 CERTIFICATES OF DEPOSIT 64 0.40% 1 41,695,435 4.61% 1 41,695,435 COMMERCIAL PAPER 34 0.31% 1 55,550,857 5.06% 2 79,935,200 OVERNIGHT REPURCHASE AGREEMENT General Fund 1 0.14% 2 05,681,990 6.70% 2 05,681,990 Tax Distribution - OK Invest 1 2.56% 1 06,329,983 3.46% 1 06,329,983 1 0.96% 3 12,011,972 10.16% 3 12,011,972 MONEY MARKET MUTUAL FUNDS 1 0.05% 2 38,245,109 7.76% 2 38,245,109 STATE BOND ISSUES 60 2.17% 8 1,000,000 2.64% 8 1,000,000 (Private Placement) MUNICIPAL BOND ISSUES 3522 5.19% 5 9,683,654 1.94% 6 2,393,675 FOREIGN BONDS 777 1.38% 1 1,117,945 0.36% 1 1,117,945 Total Investment Portfolio 778 2.66% $ 3,071,223,771 100% $ 3,266,897,543 *J. P. Morgan Chase Co. furnished market value data related to Securities. Other investments including Certificates of Deposit, Overnight Repurchase Agreement, Money Market Mutual Funds and State Bond Issues were valued at 100% of purchase price. FFC market values are based on market value data obtained from Bloomberg. Office of the State Treasurer Annual Report Fiscal Year 2011 Page 8 Position Report September 30, 2010 Weighted Average Maturity Yield at Purchase Cost Basis Percent of Portfolio *Market Value GENERAL REVENUE U.S. TREASURIES AND AGENCIES Treasury Bonds/Notes 77 3.12% $ 3 7,469,254 1.16% $ 3 7,564,585 Treasury TIPS 2403 1.35% 1 3,648,634 0.42% 4 9,926,550 Agencies 413 2.53% 9 63,470,037 29.78% 9 78,587,344 Mortgage Backed 1139 5.06% 1,020,130,341 31.53% 1,088,004,945 784 3.80% 2,034,718,265 62.89% 2,154,083,424 CERTIFICATES OF DEPOSIT 62 0.41% 1 49,674,674 4.63% 1 49,674,674 COMMERCIAL PAPER 40 0.25% 1 70,020,489 5.25% 2 99,919,195 OVERNIGHT REPURCHASE AGREEMENT General Fund 1 0.24% 3 06,146,945 9.46% 3 06,146,945 Tax Distribution - OK Invest 1 2.83% 1 01,318,811 3.13% 1 01,318,811 1 0.88% 4 07,465,756 12.59% 4 07,465,756 MONEY MARKET MUTUAL FUNDS 1 0.09% 3 20,337,908 9.90% 3 20,337,908 STATE BOND ISSUES 60 2.17% 8 1,000,000 2.50% 8 1,000,000 (Private Placement) MUNICIPAL BOND ISSUES 3622 5.19% 6 0,937,358 1.88% 6 6,832,796 FOREIGN BONDS 869 0.00% 1 1,338,776 0.35% 1 1,293,874 Total Investment Portfolio 566 2.68% $ 3,235,493,227 100% $ 3,490,607,626 *The Northern Trust Company of Chicago, Illinois furnished market value data related to Securities. Other investments including Certificates of Deposit, Overnight Repurchase Agreement, Money Market Mutual Funds and State Bond Issues were valued at 100% of purchase price. FFC market values are based on market value data obtained from Bloomberg. Office of the State Treasurer Annual Report Fiscal Year 2011 Page 9 Comparison of Actual Earnings to Estimated Earnings Fiscal Year to Date June 30, 2011 Revenues Actual Revenues Estimate Variance Percent Investable Base Actual Investable Base Estimate Variance Percent Securities 70,363,067 119,175,801 (48,812,734) -40.96% 2,221,088,603 2,784,569,159 (563,480,556) -20.24% Certificates of Deposit 643,711 2,329,572 (1,685,861) -72.37% 150,637,559 209,579,439 (58,941,880) -28.12% OK Invest 2,833,623 1,065,000 1,768,623 166.07% 257,763,966 139,934,579 117,829,387 84.20% Money Market Mutual Funds 123,126 385,000 (261,874) -68.02% 213,976,300 69,644,860 144,331,440 207.24% Commercial Paper 313,123 - 313,123 126,888,952 - 126,888,952 State Bonds 1,468,999 1,821,251 (352,252) -19.34% 8 1,425,000 58,037,383 23,387,617 40.30% Municipal Bonds 4,737,665 177,552 4,560,113 2568.33% 6 2,539,462 183,720,561 (121,181,099) -65.96% Link Deposit 1,614 45,828 (44,214) -96.48% 67,562 4,514,019 (4,446,457) -98.50% 80,484,928 125,000,004 (44,515,076) -35.61% 3,114,387,404 3,450,000,000 (335,612,596) -9.73% Office of the State Treasurer Annual Report Fiscal Year 2011 Page 10 Explanation of Performance Comparison June 30, 2011 The following page presents market rates of return on the Securities portion of the General Account and of the State's aggregated State Agency Accounts. The figures, which are dollar- and time-weighted, where appropriate, are calculated using the percentage change in market value (inclusive of accrued income) from the end of the prior fiscal year to the end of the current fiscal year. To ensure the integrity of the data, this information is provided by the Treasurer's custodian bank acting in its capacity as an external third party. As such, performance measurement is presently confined to those investments which are custodied at J. P. Morgan Chase & Co. The Treasurer's office is trying to develop a method to report rates of return on all investment instruments in the State's portfolio. This is in an effort to report return data in a manner recommended on September 15, 1994, by the Working Group of the Cash Management and Investment Oversight Commission. However, there are technical and conceptual challenges to expanding performance measurement to other portions of the portfolio. Attempting to apply market-base pricing calculations to instruments which do not trade, such as Certificates of Deposit, presents difficulty which is both conceptual and technical in nature. Benchmark data is also provided on the following page. Office of State Treasurer Annual Report Fiscal Year 2011 Page 11 Performance Comparison* June 30, 2011 Month** Fiscal Year To Date** Securities: General Revenue Account 0.09% 2.69% Securities: Agency-directed -0.81% 8.48% Benchmark: ML 1 year US Treasury Note Index 0.03% 0.67% * Analysis by J. P. Morgan Chase Co. ** Represents dollar- and time-weighted rates of return Office of State Treasurer Annual Report Fiscal Year 2011 Page 12 Banking, Custody and Other Fees June 30, 2011 DEPOSITORY BANK TAX ID # CITY STATE AMOUNT Armstrong Bank 73-0496410 Vian/Muskogee OK 480.24 Arvest Bank 73-1291209 Bartlesville OK 143.78 BancFirst 73-1332918 OKC OK 168,935.65 Bank of America 57-0236115 OKC OK 10,758.04 Central National Bank 73-0177591 Alva OK 3,004.54 Central National Bank 73-0783952 Enid OK 1,447.83 Chase (Bank One) 73-0777610 OKC OK 354,857.20 Federal Reserve Bank 44-0545874 KS OK 32,524.82 First Bank & Trust 73-0541333 Broken Bow OK 737.39 First Bank & Trust 73-0498563 Wagoner OK 528.68 First Fidelity Bank, NA 73-1100200 OKC-Moore OK 3,395.27 First National Bank 73-0125373 Altus OK 99.08 First National Bank 73-0130930 Ardmore OK 16.91 First National Bank 73-0188428 Clinton OK 852.92 First State Bank 73-0340750 Altus OK 5.64 First United Bank 73-0222372 Durant OK 47.76 International Bank of Commerce (74-2157138 OKC OK 386.17 The Bank N.A. 73-0344910 McAlester OK 1,200.37 Washita Valley Bank 73-0502370 Fort Cobb OK 3.25 Earned Income Credit 1,250.00 TOTAL $ 580,675.54 The State Treasurer participates in the following money market mutual funds. The fund managers are compensated for certain operating expenses by deducting a fee from the gross interest earnings. Fund Manager TIN Fee (Annualized basis) Amount AIM Government 76-0574220 0.12% $ 215,866.42 Bond Logistix LLC 51-0404065 0.035% $ 62,958.72 JP Morgan Securities 23-2694160 0.14% $ 138,294.81 Goldman Sachs 06-1287410 0.11% $ 108,156.66 BOSC, Inc. 73-1275307 0.07% $ 68,826.97 The State Treasurer participates in a tri-party repurchase agreement program with JPMorgan as its agent. The agent is compensated for certain operating expenses by deducting a fee from the gross earnings. Fund Name TIN Fee (Annualized basis Amount JPMorgan-Chase 74-0800980 0.04% $ 143,900.34 The State Treasurer participates in a Securities Lending Program with J. P. Morgan Chase & Co. acting as lending agent. J. P. Morgan retains 15% of the revenues generated as compensation for services. Its share for the fiscal year was $46,442.33. Pursuant to Oklahoma State Statute Title 62 Section 90, the State Treasurer retains the first $425,000 of securities lending revenues in a revolving fund. These funds are used to pay custody and other banking fees. During the fiscal year ended June 30, 2011, securities lending revenues fell below $425,000; consequently, the State Treasurer utilized earnings credits Office of the State Treasurer Annual Report Fiscal Year 2011 Page 13 Expenditures by Object Code Fiscal Year Ending June 30, 2011 OBJECT CODE CATEGORY AMOUNT 1100 Salary Expense $ 4,202,784 1200 Insurance 1 7,946 1300 FICA & Retirement 1 3,645 1500 Professional Services 1,689,056 1900 Inter/Intra Agency Payments Professional Services 3 ,179 2100 Travel - Reimbursement 6 ,659 2200 Travel - Direct Expense 1 9,276 3100 Miscellaneous Administrative Expense 103,616 3100 Bank Service Charges 233,135 3200 Rent Expense 9 2,649 3300 Maintenance and Repair Expense 203,325 3500 Production and Safety 158 3600 Office Expense 5 2,110 4100 Office Furniture and Equipment 9 9,035 4600 Building Renovation 9 ,150 5200 Employee Recognition Awards 1 ,412 6100 Employee Reimbursements 58 6200 County Treasurers - State Land Reimbursement 100,000 TOTAL $ 6,847,193 Office of the State Treasurer Annual Report Fiscal Year 2011 Page 14 Agency Directed Investments Transactions by Broker State Agency Directed Fiscal Year Ending June 30, 2011 Broker Tax ID# City State Purchases Sales (Cost) (Cost) No Transactions - TOTAL $0 - Office of the State Treasurer Annual Report Fiscal Year 2011 Page 15 Transactions by Security Type State Agency Directed Fiscal Year Ending June 30, 2011 Security Purchases Sales (Cost) (Cost) No Transactions $ TOTAL $0 $ - Office of the State Treasurer Annual Report Fiscal Year 2011 Page 16 Agency Directed Investments Position Report - Securities June 30, 2011 AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET TYPE RATE MATURITY VALUE Langston University Mutual Fund $ 686,746.66 $ 686,746.66 $ 1,199,991.67 University of Science and Arts U.S. Treasury Notes/Bond 7.25 6.82 1811 170,000.00 177,942.19 214,625.00 Compsource U.S. Treasury Notes/Bond 1.13 1.13 198 2,500,000.00 2,499,804.69 2,511,525.00 WAM = 202 2,677,746.88 2,726,150.00 Langston University Mutual Fund 422,147.00 422,147.00 433,159.31 $ 3,778,893.66 $ 3,786,640.54 $ 4,359,300.99 Office of the State Treasurer Annual Report Fiscal Year 2011 Page 17 Agency Directed Investments Position Report - OK Invest June 30, 2011 ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET AGENCY RATE MATURITY VALUE 2113101 1131A Department of Corrections 2.66 1 14,558.27 2113104 1131D Department of Corrections 2.66 1 2,267.71 2113107 1131G Department of Corrections 2.66 1 7,086.97 2113110 1131J Department of Corrections 2.66 1 425.91 2113112 1131L Department of Corrections 2.66 1 1,052.60 2113119 1131S Department of Corrections 2.66 1 -10.00 2113120 1131T Department of Corrections 2.66 1 3,159.39 2113123 1131W Department of Corrections 2.66 1 8,068.77 2113125 1131Y Department of Corrections 2.66 1 4,306.14 2113201 1132A Department of Corrections 2.66 1 5,465.49 2113204 1132D Department of Corrections 2.66 1 73.60 2113206 1132F Department of Corrections 2.66 1 338.75 2113208 1132H Department of Corrections 2.66 1 23.00 2113301 1133A Department of Corrections 2.66 1 1,473.19 2113401 1134A Department of Corrections 2.66 1 4,968.69 2113501 1135A Department of Corrections 2.66 1 12.00 2113503 1135C Department of Corrections 2.66 1 5,161.93 2113801 1138A Department of Corrections 2.66 1 3,681.63 2113901 1139A Department of Corrections 2.66 1 -20.00 2114102 1141B Department of Corrections 2.66 1 3,538.77 2118506 1185F Corportation Commission 2.66 1 12,855,013.26 2137001 1370A OIFA 2.66 1 3,653,094.62 2139001 1390A Compsource Oklahoma 2.66 1 12,221,351.16 2139002 1390B Multiple Injury Trust Fund 2.66 1 12,619,449.81 2141001 1410A Commissioners of the Land Office 2.66 1 53,515,439.49 2142001 1420A Langston University 2.66 1 12,943,259.79 2143500 1435 Oklahoma Lottery Commission 2.66 1 11,013,869.86 2143501 1435A Oklahoma Lottery Commission 2.66 1 216,743.56 2147704 1477D Oklahoma Bureau of Narcotics 2.66 1 3,888,787.71 2151500 1515 Oklahoma Public Employees Retirement Syste 2.66 1 439,398.41 2151501 1515A Oklahoma Public Employees Retirement Syste 2.66 1 6,738,338.91 2151502 1515B Oklahoma Public Employees Retirement Syste 2.66 1 1,075,611.05 2151503 1515C Oklahoma Public Employees Retirement Syste 2.66 1 204,095.51 2151504 1515D Oklahoma Public Employees Retirement Syste 2.66 1 1,975,541.84 2151505 1515E Oklahoma Public Employees Retirement Syste 2.66 1 17,676.46 2151506 1515F Oklahoma Public Employees Retirement Syste 2.66 1 249,600.35 2151510 1515J Oklahoma Public Employees Retirement Syste 2.66 1 478,623.71 2153001 1530A Panhandle State University 2.66 1 2,435,724.03 2154501 1545A Department of Corrections 2.66 1 1,942.99 2155701 1557A OK Police Pension 2.66 1 13,437,875.46 2159001 1590A Department of Corrections 2.66 1 1,942.36 2169502 1695B Tax Commission 2.66 1 143,932,513.72 2169520 1695T Tax Commission 2.66 1 2,245,906.83 2169521 1695U Tax Commission 2.66 1 11,499,073.80 2174007 1740G State Treasurer 2.66 1 1,164,055.51 2174010 1740J State Treasurer 2.66 1 0.07 2174013 1740M State Treasurer 2.66 1 0.09 2183006 1830F DHS - CSED 2.66 1 18,550,784.86 7130000 130000 State Building Bonds 1992, Series A 2.66 1 176.94 7131000 131000 State Building Bonds 1992, Series B 2.66 1 72.54 7200039 200039 Oklahoma Boll Weevil Eradication 2.66 1 2,112,144.76 7200320 200320 Department of Wildlife 2.66 1 1,231,436.28 7200359 200359 OERB 2.66 1 9,002,462.08 7200370 200370 OIFA 2.66 1 2,034,019.67 7200390 200390 Compsource Oklahoma 2.66 1 698,463.29 7200435 200435 Oklahoma Lottery Commission 2.66 1 4,163,804.51 7200515 200515 Oklahoma Public Employees Retirement Syste 2.66 1 107,926.55 7200535 200535 Peanut Commission 2.66 1 63,086.90 7200588 200588 Real Estate Commission 2.66 1 2,065,222.83 7200830 200830 Department of Human Services 2.66 1 1,776,348.21 Office of the State Treasurer Annual Report Fiscal Year 2011 Agency Directed Investments Position Report - OK Invest June 30, 2011 ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET AGENCY RATE MATURITY VALUE 7200875 200875 Oklahoma Wheat Commission 2.66 1 1,233,758.59 7201825 201825 University Hospitals Authority 2.66 1 5,571,127.73 7205270 205270 State Election Board 2.66 1 1,601,365.86 7205320 205320 Department of Wildlife 2.66 1 730,055.53 7205435 205435 Oklahoma Lottery Commission 2.66 1 95,847.41 7205444 205444 Oklahoma LP Gas Research 2.66 1 916,079.85 7205515 205515 Oklahoma Public Employees Retirement Syste 2.66 1 203,025.24 7205563 205563 OK Bd fo Private Vocational Schools 2.66 1 604,466.66 7205580 205580 Risk Mgmt Dept of DCS 2.66 1 56,714,928.18 7205630 205630 Oklahoma Department of Securities 2.66 1 2,710,484.51 7210270 210270 State Election Board 2.66 1 27,160,129.19 7210320 210320 Department of Wildlife 2.66 1 2,650,485.05 7210350 210350 Oklahoma Historical Society 2.66 1 46,516.93 7210400 210400 Office of Juvenile Affairs 2.66 1 87,602.01 7210580 210580 Property Distribution of DCS 2.66 1 1,237,803.38 7210588 210588 Real Estate Commission 2.66 1 359,720.01 7210645 210645 Conservation Commission 2.66 1 6.86 7215320 215320 Department of Wildlife 2.66 1 2,163,546.82 7215444 215444 Oklahoma LP Gas Research 2.66 1 364,739.72 7215566 215566 Tourism & Recreation Department 2.66 1 5,117,489.21 7215585 215585 Department of Public Safety 2.66 1 5,545,701.37 7215670 215670 JD McCarty Center 2.66 1 198,963.87 7216805 216805 Department of Rehabilitation Services 2.66 1 543,125.87 7220090 220090 OSF Building Projest Fund 2.66 1 1,954,562.79 7220320 220320 Dept of Wildlife Conservation 2.66 1 4,512,004.57 7220585 220585 Department of Public Safety 2.66 1 1,586,481.99 7220830 220830 Department of Human Services 2.66 1 338,319.77 7225040 225040 Department of Agriculture 2.66 1 1,078,917.88 7225830 225830 Department of Human Services 2.66 1 3,055,711.86 7230220 230220 Oklahoma Crime Victims Compensation 2.66 1 5,979,365.75 7230345 230345 Department of Transportation 2.66 1 7,174,572.25 7230566 230566 Tourism & Recreation Department 2.66 1 1,153,247.12 7230695 230695 Tax Commission 2.66 1 45,170.00 7230807 230807 Health Care Authority 2.66 1 140,493.58 7230835 230835 Water Resources Board 2.66 1 95,936.02 7235605 235605 Regents for Higher Education 2.66 1 1,142,222.76 7240807 240807 Health Care Authority 2.66 1 12,664,954.90 7244580 244580 Dept of Central Services 2.66 1 1,566,488.54 7245807 245807 Health Care Authority 2.66 1 17,119,058.60 7255580 255580 Risk Mgmt Dept of DCS 2.66 1 917,878.79 7260452 260452 OK Board of Mental Health 2.66 1 1,100,729.78 7260580 260580 Risk Mgmt Dept of DCS 2.66 1 5,025,893.73 7275740 275740 OST - SEED 2.66 1 260,517.65 7280345 280345 Department of Transportation 2.66 1 1,102,152.42 7285345 285345 Department of Transportation 2.66 1 189,015,190.48 7295090 295090 Emergency & Transportation 2.66 1 13,147,723.02 7296150 296150 University of Science & Arts 2.66 1 33.97 7315000 315000 EDGE Fund 2.66 1 6.91 7315740 315740 EDGE Fund 2.66 1 252.74 7360566 360566 Tourism & Recreation Department 2.66 1 18,314,153.87 7401105 401105 OCIA 2006A 2.66 1 451,105.07 7403105 403105 OCIA 2.66 1 236,156.38 7405105 405105 OCIA 2006C 2.66 1 257,104.66 7405220 405200 District Attorneys Council 2.66 1 9,763,982.11 7407105 407105 OCIA 2.66 1 12,629,569.92 7408105 408105 OCIA 2.66 1 875,822.66 7410645 410645 Oklahoma Conservation Commission 2.66 1 -106.51 7414105 414105 OCIA 2005C 2.66 1 4,424.21 7415400 415400 Office of Juvenile Affairs 2.66 1 1,135,427.98 7416000 416000 OSF - Oil Overcharge 2.66 1 239,816.29 7416160 416160 Department of Commerce 2.66 1 1,887,150.47 Office of the State Treasurer Annual Report Fiscal Year 2011 Agency Directed Investments Position Report - OK Invest June 30, 2011 ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET AGENCY RATE MATURITY VALUE 7421105 421105 OCIA 2.66 1 4,264,329.08 7422105 422105 OCIA 2.66 1 128,722.60 7424105 424105 OCIA 2.66 1 14,647.36 7426000 426000 OSF - Oil Overcharge 2.66 1 1,686,046.75 7426160 426160 Department of Commerce 2.66 1 639,693.38 7428105 428105 OCIA Endowed Chairs Fund 2.66 1 5,275.25 7429105 429105 OCIA 2.66 1 7,859.26 7430010 430010 Oklahoma State University 2.66 1 3,950,713.54 7430011 430011 Oklahoma State University 2.66 1 1,172,133.17 7430012 430012 Oklahoma State University 2.66 1 1,165,578.58 7430013 430013 Oklahoma State University 2.66 1 195,196.75 7430014 430014 Oklahoma State University 2.66 1 2,554,664.14 7430015 430015 Oklahoma State University 2.66 1 2,357,960.89 7430016 430016 Oklahoma State University 2.66 1 112,003.45 7430420 430420 Langston University 2.66 1 1,971,338.36 7430461 430461 Rogers State College 2.66 1 880,457.44 7430505 430505 Northwestern Oklahoma State University 2.66 1 443,657.38 7430665 430665 Southwestern Oklahoma State University 2.66 1 579,656.29 7430760 430760 University of Oklahoma 2.66 1 22,026,825.95 7430770 430770 OUHSC 2.66 1 67,523,678.53 7430773 430773 Oklahoma State University 2.66 1 1,390,045.97 7431105 431105 OCIA 2009A Construction Fund 2.66 1 18,799,791.31 7432105 432105 OCIA 2009A Construction Fund 2.66 1 2,728.53 7435105 435105 OCIA 2.66 1 875,880.66 7436000 436000 OSF - Oil Overcharge 2.66 1 2,197.65 7436105 436105 OCIA 2.66 1 1,604.89 7437105 437105 OCIA 2.66 1 3,060,260.29 7438105 438105 OCIA 2.66 1 1,166.81 7439105 439105 OCIA 2.66 1 2,858.02 7440105 440105 OCIA Operations & Maintenance 2.66 1 3,361.69 7441105 441105 OCIA 2.66 1 34,888,641.87 7442105 442105 OCIA 2.66 1 2,636.34 7444835 444835 Water Resources Board 2.66 1 4,413,488.32 7445665 445665 Southwestern Oklahoma State University 2.66 1 3.56 7445835 445835 Water Resources Board 2.66 1 491,309.02 7455160 455160 Department of Commerce 2.66 1 3,405,745.12 7460100 460100 Cameron University 2.66 1 1,134,493.43 7460760 460760 University of Oklahoma 2.66 1 1,950,884.89 7465105 465105 OCIA 2005A Admin 2.66 1 1,472.18 7466105 466105 OCIA 2005A Construction 2.66 1 343,772.96 7467105 467105 OCIA 2005B Admin 2.66 1 840.02 7470230 470230 East Central University 2.66 1 60.77 7471835 471835 Water Resources Board 2.66 1 864,128.26 7472835 472835 Water Resources Board 2.66 1 32,302,823.29 7473835 473835 Water Resources Board 2.66 1 2,464,759.49 7475105 475105 OCIA 2.66 1 93,271,983.03 7475120 475120 University of Central Oklahoma 2.66 1 129,806.57 7475240 475240 Eastern Oklahoma State College 2.66 1 37,641.66 7475420 475420 Langston University 2.66 1 4,183.82 7475750 475750 Tulsa Community College 2.66 1 4,927.95 7475770 475770 OUHSC 2.66 1 11,009,658.04 7476760 476760 University of Oklahoma 2.66 1 84,851,090.90 7477120 477120 University of Central Oklahoma 2.66 1 154,951.07 7479105 475105 OCIA 2.66 1 24,370,022.06 7480230 480230 East Central University 2.66 1 371.75 7480633 480633 Oklahoma City Community College 2.66 1 17,565.60 7481230 481230 East Central University 2.66 1 21.92 7481633 481633 Oklahoma City Community College 2.66 1 660.53 7482105 485105 OCIA 2.66 1 2,161.86 7483633 843633 OCCC 2010 Bond 2.66 1 7,438,362.99 7488105 488105 OCIA 2.66 1 62,147.26 Office of the State Treasurer Annual Report Fiscal Year 2011 Agency Directed Investments Position Report - OK Invest June 30, 2011 ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET AGENCY RATE MATURITY VALUE 7489105 489105 OCIA 2.66 1 2,105.83 7490760 490760 OU ARRA 2.66 1 9,336,864.41 7491220 491220 District Attorneys Council 2.66 1 4,087,570.56 7510410 510410 Commissioners of the Land Office 2.66 1 173,399.50 7511410 511410 Commissioners of the Land Office 2.66 1 39,831.59 7600010 600010 Oklahoma State University 2.66 1 8,841,958.34 7600120 600120 University of Central Oklahoma 2.66 1 2,242,185.28 7600150 600150 University of Science & Arts 2.66 1 434,243.86 7600230 600230 East Central University 2.66 1 734,800.89 7600420 600420 Langston University 2.66 1 174,732.09 7600485 600485 Northeastern State University 2.66 1 3,825,205.27 7600490 600490 Northern Oklahoma College 2.66 1 557,693.06 7600505 600505 Northwestern Oklahoma State University 2.66 1 1,175,336.38 7600530 600530 Panhandle State University 2.66 1 229,592.02 7600660 600660 Southeastern Oklahoma State Unversity 2.66 1 1,416,673.71 7600665 600665 Southwestern Oklahoma State University 2.66 1 1,959,444.83 7600760 600760 University of Oklahoma 2.66 1 3,475,133.04 7650010 650010 Oklahoma State University 2.66 1 4,390,659.44 7650120 650120 University of Central Oklahoma 2.66 1 19,558.03 7650150 650150 University of Science & Arts 2.66 1 160,149.84 7650230 650230 East Central University 2.66 1 165,952.44 7650420 650420 Langston University 2.66 1 941,757.31 7650485 650485 Northeastern State University 2.66 1 2,114,697.48 7650490 650490 Northern Oklahoma College 2.66 1 1,515,972.77 7650505 650505 Northwestern Oklahoma State University 2.66 1 435,240.29 7650530 650530 Panhandle State University 2.66 1 735,015.82 7650660 650660 Southeastern Oklahoma State Unversity 2.66 1 318,170.78 7650665 650665 Southwestern Oklahoma State University 2.66 1 1,143,428.43 7650760 650760 University of Oklahoma 2.66 1 3,136,196.37 7700040 700040 Department of Agriculture 2.66 1 9,333,586.42 7700041 700041 Western Oklahoma State College 2.66 1 548,284.05 7700131 1131 Department of Corrections 2.66 1 10,775,639.34 7700240 700240 Eastern Oklahoma State College 2.66 1 2,783,776.44 7700340 700340 State Health Department 2.66 1 -163,178.45 7700461 700461 Rogers State College 2.66 1 5,869,229.02 7700490 700490 Northern Oklahoma College 2.66 1 2,101,928.76 7700606 700606 Ardmore Higher Education Center 2.66 1 347,496.27 7700633 700633 Oklahoma City Community College 2.66 1 4,780,174.62 7700660 700660 Southeastern Oklahoma State University 2.66 1 2,556,376.84 7700760 700760 University of Oklahoma 2.66 1 104,895,714.93 7700830 700830 Department of Human Services 2.66 1 1,533,240.85 7701010 701010 Oklahoma State University 2.66 1 30,604,542.57 7701091 701091 GO Bonds of 1992 - Admin Fund 2.66 1 10,936.10 7701150 701150 University of Science & Arts 2.66 1 979,254.07 7701369 701369 Workers Compensation Court 2.66 1 7,304,460.43 7701400 701400 Office of Juvenile Affairs 2.66 1 437,690.77 7701605 701605 Regents for Higher Education 2.66 1 15,375,089.10 7701650 701650 Department of Veteran Affairs 2.66 1 730,786.18 7701750 701750 Tulsa Community College 2.66 1 7,365,622.51 7701770 701770 OUHSC 2.66 1 270,056,609.34 7701805 701805 Department of Rehabilitation Services 2.66 1 142,637.23 7702120 702120 University of Central Oklahoma 2.66 1 15,308,416.44 7702369 702369 Individual Self Insured Guaranty Fund 2.66 1 841,046.44 7702650 702650 Department of Veteran Affairs 2.66 1 386,435.41 7703369 703369 Group Self Insured Association Guaranty 2.66 1 1,322,231.51 7703650 703650 Department of Veteran Affairs 2.66 1 402,304.85 7704369 704369 Workers Compensation Court 2.66 1 16,334.77 7704605 704605 Regents for Higher Education 2.66 1 880.03 7704650 704650 Department of Veteran Affairs 2.66 1 965,279.11 7705505 705505 Northwestern Oklahoma State University 2.66 1 527,644.40 7705650 705650 Department of Veteran Affairs 2.66 1 430,357.77 Office of the State Treasurer Annual Report Fiscal Year 2011 Agency Directed Investments Position Report - OK Invest June 30, 2011 ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET AGENCY RATE MATURITY VALUE 7706605 706605 Regents for Higher Education 2.66 1 1,200.16 7706650 706650 Department of Veteran Affairs 2.66 1 405,434.32 7707605 707605 Regents for Higher Education 2.66 1 89,112,071.03 7707650 707650 Department of Veteran Affairs 2.66 1 596,985.40 7708108 708108 Carl Albert State College 2.66 1 2,338,788.17 7708605 708605 Regents for Higher Education 2.66 1 9,069,231.51 7709605 709605 Regents for Higher Education 2.66 1 1,570,778.61 7710350 710350 Oklahoma Historical Society 2.66 1 1,060,888.18 7710452 710452 Oklahoma Department of Mental Health 2.66 1 910,218.19 7710605 710605 Regents for Higher Education 2.66 1 1,232,001.59 7711185 711185 Corportation Commission 2.66 1 42,700,558.89 7711420 711420 Langston University 2.66 1 4,289,854.34 7711452 711452 Griffin Memorial Hospital Rep Payee 2.66 1 19,333.85 7711605 711605 Regents for Higher Education 2.66 1 998,781.64 7712605 712605 Regents for Higher Education 2.66 1 174,379.09 7713605 713605 Regents for Higher Education 2.66 1 2,480,942.26 7714605 714605 Regents for Higher Education 2.66 1 6,439,272.17 7715605 715605 Regents for Higher Education 2.66 1 4,450,125.95 7718605 718605 Regents for Higher Education 2.66 1 8,298,395.62 7719605 719605 Regents for Higher Education 2.66 1 25,209.24 7723623 723623 Seminole State College 2.66 1 322,344.00 7725100 725100 Cameron University 2.66 1 4,129,791.79 7730230 730230 East Central University 2.66 1 4,111,559.70 7730830 730830 Department of Human Services 2.66 1 267,611.87 7740605 740605 Regents for Higher Education 2.66 1 12,091,286.67 7741241 741241 Redlands Community College 2.66 1 264,743.31 7745605 745605 Regents for Higher Education 2.66 1 132,737.02 7747470 747470 Murray State College 2.66 1 21,792,320.71 7750350 750350 Oklahoma Historical Society 2.66 1 705,913.38 7750531 750531 Rose State College 2.66 1 3,336,987.63 7751485 751485 Northeastern State University 2.66 1 17,934,405.94 7752485 752485 Northeastern State University 2.66 1 2,918,656.68 7761605 761605 Regents for Higher Education 2.66 1 35,365.67 7765665 765665 Southwestern Oklahoma State University 2.66 1 1,755,025.01 7805370 805370 OIFA 2.66 1 10,843.41 7822740 822740 OCIA 1999A Sinking Fund 2.66 1 1,484,447.71 7823740 823740 OCIA 2008B Reserve Fund 2.66 1 505,555.77 7824740 824740 OCIA 1999B Sinking Fund 2.66 1 166,765.09 7826740 826740 OCIA 1999C Sinking Fund 2.66 1 27,257.06 7828740 828740 OCIA 1999D Sinking Fund 2.66 1 70,749.80 7829740 829740 OCIA 2003C Sinking Fund 2.66 1 1,260,944.31 7830740 830740 OCIA 2003D Sinking Fund 2.66 1 189,556.36 7831740 831740 OCIA 2003E Sinking Fund 2.66 1 1,351,917.08 7833740 833740 OCIA 2005A Sinking Fund 2.66 1 520,961.60 7834740 834740 OCIA 2005C Sinking Fund 2.66 1 2,051,093.27 7835740 835740 OCIA 2005D Sinking Fund 2.66 1 1,589,694.91 7836740 836740 OCIA 2005 Sinking Fund 2.66 1 432,526.36 7837740 837740 OCIA 2006 Sinking Fund 2.66 1 1,522,401.45 7838740 838740 OCIA 2005F Sinking Fund 2.66 1 24,237,986.50 7839740 839740 OCIA 2005G Sinking Fund 2.66 1 161,904.13 7840740 840740 OCIA 2006 Sinking Fund 2.66 1 1,859,670.63 7842740 842740 OCIA 2006D Sinking Fund 2.66 1 588,416.57 7843740 843740 OCIA 2006C Sinking Fund 2.66 1 1,388,819.58 7845740 845740 OCIA 2008A Sinking Fund 2.66 1 1,800,006.34 7846740 846740 OCIA 2008B Sinking Fund 2.66 1 685,713.63 7847740 847740 OSF Building Project Fund 2.66 1 3,147,034.45 7848740 848740 OSF Building Project Fund 2.66 1 2,150,229.06 7849740 849740 OCIA 2009A Sinking Fund 2.66 1 1,833,100.93 7850740 850740 OCIA 2.66 1 9,572,477.77 7851740 851740 OCIA 2.66 1 3,113,051.78 7852740 852740 Oklahoma GO Bonds 2010A 2.66 1 21,804.12 Office of the State Treasurer Annual Report Fiscal Year 2011 Agency Directed Investments Position Report - OK Invest June 30, 2011 ACCOUNT FUND/ AGENCY INTEREST DAYS TO COST/MARKET AGENCY RATE MATURITY VALUE 7853740 853740 Oklahoma GO Bonds 2010B 2.66 1 2,176,774.06 7854740 854740 OCIA Endowed Chair Fund 2010 2.66 1 5,848,570.46 7865740 865740 1965 Building Bonds Sinking Fund 2.66 1 29,268.56 7893740 893740 State of Oklahoma 2003 GO Sinking Fund 2.66 1 1,488,918.66 7894740 894740 1994B Refunding Bonds Sinking Fund 2.66 1 243,655.70 7910467 910467 OSF Escrow Fund 2.66 1 149,874.93 7920605 920605 Regents for Higher Education 2.66 1 15,626,848.92 Total 2 ,107,603,366.25 Office of the State Treasurer Annual Report Fiscal Year 2011 This publication is printed and issued by the State Treasurer as required by 62 O.S. 1994, §89.7. Pursuant to 74 O.S. 1991, §3105, electronic copies have been prepared and distributed at no cost. Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries. |
| Date created | 2011-11-04 |
| Date modified | 2011-11-04 |
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