2019-2020 Annual Report

Annual Quarter Investment Report (Including Deposits)

Publicly Traded Equity and Similar Investments

Investment or Deposit Type	August 31, 2020 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

Investment or Deposit Type	August 31, 2020 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

Investment or Deposit Type	August 31, 2020 Market Value
U.S. Government Securities ("Treasuries")	0
U.S. Government Agency Securities ("Agencies")	69,979,130
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	13,037,900
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	83,017,030

Investment or Deposit Type	August 31, 2020 Market Value
U.S. Government Securities ("Treasuries")
U.S. Government Agency Securities ("Agencies")
Bankers' Acceptances
Commercial Paper - A1/P1 (or equivalent)	30,284,913
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)	276,188
Other Public Funds Investment Pools Functioning as Money Market Mutual Funds	304,095,135
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	6,580,343
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	341,236,579
TOTAL INVESTMENTS and DEPOSITS	424,253,609