2021-2022 First Quarter Investment Report
First Quarter Investment Report (Including Deposits)
Publicly Traded Equity and Similar Investments
| Investment or Deposit Type | November 30, 2021 Market Value |
|---|---|
| Common Stock (U.S. and foreign stocks held in separately managed accounts or internally managed by | |
| institution investment staff; exclude mutual or commingled funds) | |
| Equity/Stock Mutual Funds | |
| Balanced Mutual Funds (where target allocation is > 50% equities) | |
| "Commonfund" Equity Commingled Funds | |
| Other Equity Commingled Funds (if primarily invested in publicly traded equities) | |
| Preferred Stock | |
| Other - list by type | |
| Total Publicly Traded Equity and Similar Investments | 0 |
"Other" Investments - Other than Publicly Traded Equity and Debt Investments
| Investment or Deposit Type | November 30, 2021 Market Value |
|---|---|
| Real Estate (include direct ownership & investments in real estate limited partnerships, private REITs, or similar vehicles; include a portfolio of publicly traded REITs if managed as a separate asset allocation category rather than comprising part of a broadly diversified stock portfolio ) | |
| Other Real Asset Investments (e.g. investments in infrastructure funds) | |
| Private Equity | |
| Hedge Funds | |
| "Commonfund" Alternative Asset Commingled Funds (Real Estate, Private Equity, Hedge Funds, Commodities, etc.) | |
| Annuities | |
| Commodities | |
| Collectibles | |
| Other - list by type | |
| Total "Other" Investments - Other than Publicly Traded Equity & Debt Investments | 0 |
Publicly Traded Debt & Similar Investments > 1 year maturity
| Investment or Deposit Type | November 30, 2021 Market Value |
|---|---|
| U.S. Government Securities ("Treasuries") | 9,998,440 |
| U.S. Government Agency Securities ("Agencies") | 197,864,097 |
| Mortgage Pass-Throughs - "Agency" | |
| Mortgage Pass-Throughs - "Private Label" | |
| Asset-Backed Securities (ABS) (other than mortgage-backed securities) | |
| Sovereign Debt (non-U.S.) | |
| Municipal Securities | 46,031,925 |
| Collateralized Mortgage Obligations (CMOs) - list below by category | |
| Interest Only Strips (IOs) | |
| Principal Only Strips (POs) | |
| Inverse Floaters | |
| Stated Final Maturity longer than 10 years | |
| Other CMOs - "Agency" | |
| Other CMOs - "Private Label" | |
| Corporate Obligations (U.S. or foreign companies) - list below by rating | |
| Highly Rated (AAA/AA or equivalent) | |
| Other Investment Grade (A/BBB or equivalent) | |
| High Yield Bonds (<BBB or equivalent) | |
| Not Rated (NR) | |
| Fixed Income/Bond Mutual Funds (longer term; registered with the SEC) | |
| Balanced Mutual Funds (where target allocation is > 50% bonds or other debt securities) | |
| "Commonfund" Fixed Income/Bond Commingled Funds | |
| Other Fixed Income/Bond Commingled Funds (primarily invested in publicly traded debt securities; not registered with the SEC) | |
| GICs (Guaranteed Investment Contracts) | |
| Other - list by type | |
| Total Publicly Traded Debt & Similar Investments > 1 year | 253,894,462 |
Short-Term Investments & Deposits
| Investment or Deposit Type | November 30, 2021 Market Value |
|---|---|
| U.S. Government Securities ("Treasuries") | |
| U.S. Government Agency Securities ("Agencies") | |
| Bankers' Acceptances | |
| Commercial Paper - A1/P1 (or equivalent) | 39,978,830 |
| Other Commercial Paper - lower rated | |
| Repurchase Agreements (Repos) | |
| Money Market Mutual Funds (registered with the SEC) | |
| Short-Term Mutual Funds Other than Money Market Mutual Funds (registered with the SEC) | |
| Public Funds Investment Pool Created to Function as a Money Market Mutual Fund (not registered w/ SEC but "2a7-like") | |
| TexPool (and TexPool Prime) | 276,376 |
| Other Public Funds Investment Pools Functioning as Money Market Mutual Funds | 110,947,533 |
| Other Investment Pools - Short-Term (not created to function as a money market mutual fund) | |
| Certificates of Deposit (CD) - Nonnegotiable | |
| Certificates of Deposit (CD) - Negotiable | |
| Bank Deposits | 6,492,542 |
| Cash Held at State Treasury | |
| Securities Lending Collateral Reinvestments (direct investments or share of pooled collateral) | |
| Other - list by type | |
| Total Short-Term Investments & Deposits | 157,695,281 |
| TOTAL INVESTMENTS and DEPOSITS | 411,589,743 |