u.s. - oklahoma rpt sept 2006.pdf · concern. over the past six months, tenants' rent and...
TRANSCRIPT
November 302006
To the People of Oklahoma
I am pleased to issue the September monthly investment performance report for the Office of the State Treasurer I trust you will find it thorough and in keeping with my commitment to provide full disclosure of all activities within my office As always my staff is available to answer any questions you might have
Market Conditions Yields on US Treasuries moved lower across the curve on September The 10-year Treasury note was lower by 10 basis points at month-end with a yield of 463 The yield curve continues to be inverted with the 6-month point the high a low in the 5-year area and gradually rising out to 30 years With the short-term interest rate target at 525 the 2-year Treasury is 52 basis points below the target In the markets the Dow Jones Industrial Average closed the month at 11697 within 04 of its record close of 11722 on January 142000 For the July-to- September period the Dow gained 47 its biggest gain since a 51 advance in 1995 The SampP 500 added 16 to extend its third quarter gain to 52 its best quarterly performance since 2004 and its biggest rise in the July-to-September period since 1997 The Nasdaq gained 18 to 2258 bringing its third quarter advance to 4 As expected the Federal Open Market Committee (FOMC) kept the short-term interest rate target at 525 for a second consecutive meeting Expressing concern about inflation the Committee stated that if it changes rates soon it is more likely to raise them than lower them
Economic Developments The Institute for Supply Management index for August was 545 compared with 547 the previous month The unemployment rate fell to 47 in August from 48 in July The core producer price index (PPI) fell -04 with the year-over-year rate dropping sharply from 13 to 09 The headline PPI was 01 August retail sales rose 02 The consumer price index (CPI) increase was 02 in August from July A continuing rise in rents is a main area of concern Over the past six months tenants rent and owners equivalent rent have risen at annualized rates of 44 and 5 respectively The US trade deficit hit a record $6804 billion in July a 5 increase from June and the gaps sharpest widening in nearly a year The increase in summer oil prices contributed to the increase The Conference Boards consumer confidence index was better than expected at 1045 for September Falling fuel prices and an easing of threatening condition in the Middle East contributed to the increase in the index Housing starts fell 6 in August to the lowest level in three years Existing home sales were a bit higher than expected at 63 million The Commerce Department reported purchases of new homes jumped 41 in August to an annual pace of 105 million
Portfolio Commentam Performance Diversification and Strategy Yield on the Treasurers portfolio was 476 in September an increase of 13 basis points over August and the weighted average maturity was 345 days The portfolios shorter maturity helps lessen price sensitivity and allows flexibility to purchase longer-dated instruments in the future should market opportunities be presented A decrease in Overnight Repurchase Agreements and US Treasuries was offset by an increase in US government agencies and instrumentalities August sales tax collections came in more than $10 million above the same month last year driving the year-to-date monthly average investable base to a new high of $334 billion Portfolio diversification continues to be sound US Treasuries composed 14 of holdings and US government agencies and instrumentalities accounted for approximately 49 Certificates of Deposit represented 7 of assets money market mutual funds 9 and 16 was maintained in overnight repurchase agreements Link deposits (at less than 1 ) and State bond issues (at 3) made up the balance of funds invested In keeping with the States statutory investment objectives the portfolio strategy continues to seek safety liquidity and return on investment in that order Based on market conditions portfolio strategy will consist of a combination of laddered maturities and market observation for investment opportunities
Collateralization All funds under the control of this office requiring collateralization were so secured at rates ranging from 102 to 1lo depending on the type of investment
Pavments 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 as is the earnings split between the Treasurer and the master custodian bank on securities lending income
Sincerely -
S c o n MEACHAM STATE TREASURER SECRETARY AND REVENUEOF FINANCE
cc The Honorable Brad Henry Governor The Honorable Mike Morgan President Pro Tempore The Honorable Todd Hiett Speaker of the House The Honorable Drew Edmondson Attorney General The Honorable Jeff McMahan State Auditor and Inspector Members Cash Management and Investment Oversight Commission
Position Report September 302006
Weighted Average Maturity
Yield at Purchase Cost Basis
Percent of Portfolio Market Value
GENERAL REVENUE
US TREASURIES AND AGENCIES Treasury BondsINotes Agencies
CERTIFICATES OF DEPOSIT
OVERNIGHT REPURCHASE AGREEMENT
MONEY MARKET MUTUAL FUNDS
STATE BOND ISSUES (Private Placement)
LINK DEPOSIT Certificate of Deposit
Federal Farm Credit Bonds
Total Investment Portfolio 345 479 $ 3510714720 100 $ 3512006485
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 Monthly Report
September 2006 Page 1
Portfolio Composition September 302006
Link Deposit Programs
State Bond US Treasury
Mutual Funds
Overnight Repurchase Agreement
Principal Percent
US Treasury NoteslBonds $ 504616800 1437 US Agencies 1710547485 4872 Certificatesof Deposit 262064058 746 Overnight RepurchaseAgreement 572974526 1632 Money Market Mutual Funds 331353720 944 State Bond Issues 96575410 275 Business Link Deposit 7299712 021 Agriculture Link Deposit 24383009 069 Rural Link Deposit 900000 003
TOTAL $ 3510714720 10000
Aim - Treasury
Fidelity - Treasury
JPMorgan - One Group Govt Institutional
Goldman Sachs - Government
Goldman Sachs - Treasury
Dreyfus - Government
AIM - Government
OCIA 1986
OCIA 19948
OSLA 2001A-4
OlFA Refund Bonds
Office of the State Treasurer Monthly Report
September 2006 Page 2
Broker
A G Edwards Banc of America Securities Bank of Oklahoma Farm Credit Bank JP Morgan Securities Inc Merrill Lynch Government Securities RBC Dain Rauscher Salomon Smith Barney UBS Paine Webber UMB Bank Wachovia Securities
Link Deposit Notes only
Transactions by Broker September 302006
Tax ID City State Purchases (Cost)
Sales (Cost)
Tulsa Oklahoma City Tulsa Wichita Oklahoma City Tulsa Oklahoma City Oklahoma City Oklahoma City Oklahoma City Tulsa
Total Securities $ 267961824
Certificates of Deposit 149641956
TOTAL $ 417603780 $
Office of the State Treasurer Monthly Report
September 2006 Page 3
Earnings by Security Type September 302006
Interest Earned Realized Weighted
Net of Gain Total Average Amortization (LOSS) Earnings Yield
US Treasury NotesIBonds $ 1643145$ - $ 1643145 367 US Agencies 6895032 6895032 485
8538177 8538177 457
Certificates of Deposit 1207435 1207435 526
Overnight Repurchase Agreements 2265764 2265764 514
Money Market Mutual Funds 1287809 1287809 51 4
State Bond Issues 278984 278984 543
Link Deposit CDs 43839 43839 200 Federal Farm Credit Bonds 10053 10053 203
53892 53892 200
Securities Lending Income 139639 139639 000
-- - --
TOTAL $ 13771701 $ - $ 13771701 476
Includes accrued interest
Office of the State Treasurer Monthly Report
September 2006 Page 5
Comparison of Actual Earnings to Estimated Earnings Fiscal Year to Date September 302006
Revenues Actual
Revenues Estimate Variance Percent
Investable Base Actual
Investable Base Estimate Variance Percent
Securities 16629290 17337919 (708629) -409 2123175702 2283750000 (1 60574298) -703
Certificates of Deposit 3655627 3299826 355801 1078 264154216 300000000 (35845784) -1 195
Overnight Repurchase Agreement 8110626 2364423 5746203 24303 499468063 221175000 278293063 12582
Money Market Mutual Funds
4375339 1522871 2852468 18731 328532114 147450000 181082114 12281
State Bonds 1170008 1045286 124722 1 193 96614614 95000000 1614614 170
Link Deposit 115913 212471 (96558) -4545 29025652 58500000 (29474348) -5038
Securities Lending 62434 62434 000 000
In February 2007 the Treasurer estimated earnings to the Board of Equalization for Fiscal Year 2007 The amount estimated was $1 11000000 Year-to-date actual earnings are recorded on a cash basis of accounting
Office of the State Treasurer Monthy Report
September 2006 Page 6
Explanation of Performance Comparison September 302006
The following page presents market rates of return on the Securities portion of the General Account and of the States 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 month to the end of the reporting month To ensure the integrity of the data this information is provided by the Treasurers 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 Northern Trust (Northern)
The Treasurers office is trying to develop a method to report rates of return on all investment instruments in the States 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 the State Treasurer Monthly Report
September 2006 Page 7
Performance Comparison September 302006
Month Fiscal Year To Date
Securities General Revenue Account
Securities Agency-directed
Benchmark ML 1 year US Treasury Note Index
Analysis by The Northern Trust Company
Represents dollar- and time-weighted rates of return
Office of the State Treasurer Monthly Report
September 2006 Page 8
(in
Banking Custody and Other Fees September 302006
DEPOSITORY BANK TAX ID CITY STATE AMOUNT Armstrong Bank 73-049641 0 Vian OK 51 9 BancFirst 73-1 33291 8 OKC OK 161686 Cleo State Bank 73-01 81 870 Cleo Springs OK 135 FampM Bank 73-0539406 Tulsa OK 1353 Federal Reserve Bank 44-0545874 KS OK 1432895 First Bank amp Trust 73-0498563 Wagoner OK 3862 First National Bank 73-01 30930 Ardmore OK 1029 First National Bank 73-01 88428 Clinton OK 283 First National Bank 73-0739556 Weatherford OK 1771 The Bank NA 73-034491 0 McAlester OK 3118 Earned Credit Allowance 496657
TOTAL $ 2103308
Bank service charges include actual amounts invoiced as of the report date There has been no accrual made for de minimis bank service charges owed in active bank accounts
The State Treasurer participates in the following money market mutual funds The fund managers are compensated for certain oDeratina exDenses bv deductina a fee from the aross interest earninas
Fund Manager TIN Fee (Annualized basis) Amount AIM Institutional Fund Services Inc 76-60433407 012 $ 175096 AIM Government 76-0574220 012 $ 1503155
IBond Loaistix LLC 51 -0404065 0035 $ 492472 1 IFidelity Investments I Institutional Services Company 04-2882358 020 $ 190313
The One Group 23-26941 60 014 $ 1081141 Goldman Sachs 06-1287410 011 $ 1078531
IGoldman Sachs 06-1 287405 013 $ 45808 1 BOSC Inc 73-1 275307 007 $ 711004 Dreyfus 13-3991 606 020 $ 75458
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 JPMoraan-Chase 74-0800980 004 $ 201 5444
The State Treasurer participates in a Securities Lending Program with The Northern Trust Company (Northern) acting as lending agent Northern retains 25 of the revenues generated as compensation for services Its share for the month was $2463421 Pursuant to Oklahoma State Statute Title 62 Section 90 the State Treasurer retains the first $425000 of securities lending revenues in a revolving fund These funds are used to pay custody and other banking fees Any revenue not needed for this purpose is deposited to
the General Fund
Office of the State Treasurer Monthly Report
September 2006 Page 10
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Portfolio Commentam Performance Diversification and Strategy Yield on the Treasurers portfolio was 476 in September an increase of 13 basis points over August and the weighted average maturity was 345 days The portfolios shorter maturity helps lessen price sensitivity and allows flexibility to purchase longer-dated instruments in the future should market opportunities be presented A decrease in Overnight Repurchase Agreements and US Treasuries was offset by an increase in US government agencies and instrumentalities August sales tax collections came in more than $10 million above the same month last year driving the year-to-date monthly average investable base to a new high of $334 billion Portfolio diversification continues to be sound US Treasuries composed 14 of holdings and US government agencies and instrumentalities accounted for approximately 49 Certificates of Deposit represented 7 of assets money market mutual funds 9 and 16 was maintained in overnight repurchase agreements Link deposits (at less than 1 ) and State bond issues (at 3) made up the balance of funds invested In keeping with the States statutory investment objectives the portfolio strategy continues to seek safety liquidity and return on investment in that order Based on market conditions portfolio strategy will consist of a combination of laddered maturities and market observation for investment opportunities
Collateralization All funds under the control of this office requiring collateralization were so secured at rates ranging from 102 to 1lo depending on the type of investment
Pavments 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 as is the earnings split between the Treasurer and the master custodian bank on securities lending income
Sincerely -
S c o n MEACHAM STATE TREASURER SECRETARY AND REVENUEOF FINANCE
cc The Honorable Brad Henry Governor The Honorable Mike Morgan President Pro Tempore The Honorable Todd Hiett Speaker of the House The Honorable Drew Edmondson Attorney General The Honorable Jeff McMahan State Auditor and Inspector Members Cash Management and Investment Oversight Commission
Position Report September 302006
Weighted Average Maturity
Yield at Purchase Cost Basis
Percent of Portfolio Market Value
GENERAL REVENUE
US TREASURIES AND AGENCIES Treasury BondsINotes Agencies
CERTIFICATES OF DEPOSIT
OVERNIGHT REPURCHASE AGREEMENT
MONEY MARKET MUTUAL FUNDS
STATE BOND ISSUES (Private Placement)
LINK DEPOSIT Certificate of Deposit
Federal Farm Credit Bonds
Total Investment Portfolio 345 479 $ 3510714720 100 $ 3512006485
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 Monthly Report
September 2006 Page 1
Portfolio Composition September 302006
Link Deposit Programs
State Bond US Treasury
Mutual Funds
Overnight Repurchase Agreement
Principal Percent
US Treasury NoteslBonds $ 504616800 1437 US Agencies 1710547485 4872 Certificatesof Deposit 262064058 746 Overnight RepurchaseAgreement 572974526 1632 Money Market Mutual Funds 331353720 944 State Bond Issues 96575410 275 Business Link Deposit 7299712 021 Agriculture Link Deposit 24383009 069 Rural Link Deposit 900000 003
TOTAL $ 3510714720 10000
Aim - Treasury
Fidelity - Treasury
JPMorgan - One Group Govt Institutional
Goldman Sachs - Government
Goldman Sachs - Treasury
Dreyfus - Government
AIM - Government
OCIA 1986
OCIA 19948
OSLA 2001A-4
OlFA Refund Bonds
Office of the State Treasurer Monthly Report
September 2006 Page 2
Broker
A G Edwards Banc of America Securities Bank of Oklahoma Farm Credit Bank JP Morgan Securities Inc Merrill Lynch Government Securities RBC Dain Rauscher Salomon Smith Barney UBS Paine Webber UMB Bank Wachovia Securities
Link Deposit Notes only
Transactions by Broker September 302006
Tax ID City State Purchases (Cost)
Sales (Cost)
Tulsa Oklahoma City Tulsa Wichita Oklahoma City Tulsa Oklahoma City Oklahoma City Oklahoma City Oklahoma City Tulsa
Total Securities $ 267961824
Certificates of Deposit 149641956
TOTAL $ 417603780 $
Office of the State Treasurer Monthly Report
September 2006 Page 3
Earnings by Security Type September 302006
Interest Earned Realized Weighted
Net of Gain Total Average Amortization (LOSS) Earnings Yield
US Treasury NotesIBonds $ 1643145$ - $ 1643145 367 US Agencies 6895032 6895032 485
8538177 8538177 457
Certificates of Deposit 1207435 1207435 526
Overnight Repurchase Agreements 2265764 2265764 514
Money Market Mutual Funds 1287809 1287809 51 4
State Bond Issues 278984 278984 543
Link Deposit CDs 43839 43839 200 Federal Farm Credit Bonds 10053 10053 203
53892 53892 200
Securities Lending Income 139639 139639 000
-- - --
TOTAL $ 13771701 $ - $ 13771701 476
Includes accrued interest
Office of the State Treasurer Monthly Report
September 2006 Page 5
Comparison of Actual Earnings to Estimated Earnings Fiscal Year to Date September 302006
Revenues Actual
Revenues Estimate Variance Percent
Investable Base Actual
Investable Base Estimate Variance Percent
Securities 16629290 17337919 (708629) -409 2123175702 2283750000 (1 60574298) -703
Certificates of Deposit 3655627 3299826 355801 1078 264154216 300000000 (35845784) -1 195
Overnight Repurchase Agreement 8110626 2364423 5746203 24303 499468063 221175000 278293063 12582
Money Market Mutual Funds
4375339 1522871 2852468 18731 328532114 147450000 181082114 12281
State Bonds 1170008 1045286 124722 1 193 96614614 95000000 1614614 170
Link Deposit 115913 212471 (96558) -4545 29025652 58500000 (29474348) -5038
Securities Lending 62434 62434 000 000
In February 2007 the Treasurer estimated earnings to the Board of Equalization for Fiscal Year 2007 The amount estimated was $1 11000000 Year-to-date actual earnings are recorded on a cash basis of accounting
Office of the State Treasurer Monthy Report
September 2006 Page 6
Explanation of Performance Comparison September 302006
The following page presents market rates of return on the Securities portion of the General Account and of the States 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 month to the end of the reporting month To ensure the integrity of the data this information is provided by the Treasurers 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 Northern Trust (Northern)
The Treasurers office is trying to develop a method to report rates of return on all investment instruments in the States 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 the State Treasurer Monthly Report
September 2006 Page 7
Performance Comparison September 302006
Month Fiscal Year To Date
Securities General Revenue Account
Securities Agency-directed
Benchmark ML 1 year US Treasury Note Index
Analysis by The Northern Trust Company
Represents dollar- and time-weighted rates of return
Office of the State Treasurer Monthly Report
September 2006 Page 8
(in
Banking Custody and Other Fees September 302006
DEPOSITORY BANK TAX ID CITY STATE AMOUNT Armstrong Bank 73-049641 0 Vian OK 51 9 BancFirst 73-1 33291 8 OKC OK 161686 Cleo State Bank 73-01 81 870 Cleo Springs OK 135 FampM Bank 73-0539406 Tulsa OK 1353 Federal Reserve Bank 44-0545874 KS OK 1432895 First Bank amp Trust 73-0498563 Wagoner OK 3862 First National Bank 73-01 30930 Ardmore OK 1029 First National Bank 73-01 88428 Clinton OK 283 First National Bank 73-0739556 Weatherford OK 1771 The Bank NA 73-034491 0 McAlester OK 3118 Earned Credit Allowance 496657
TOTAL $ 2103308
Bank service charges include actual amounts invoiced as of the report date There has been no accrual made for de minimis bank service charges owed in active bank accounts
The State Treasurer participates in the following money market mutual funds The fund managers are compensated for certain oDeratina exDenses bv deductina a fee from the aross interest earninas
Fund Manager TIN Fee (Annualized basis) Amount AIM Institutional Fund Services Inc 76-60433407 012 $ 175096 AIM Government 76-0574220 012 $ 1503155
IBond Loaistix LLC 51 -0404065 0035 $ 492472 1 IFidelity Investments I Institutional Services Company 04-2882358 020 $ 190313
The One Group 23-26941 60 014 $ 1081141 Goldman Sachs 06-1287410 011 $ 1078531
IGoldman Sachs 06-1 287405 013 $ 45808 1 BOSC Inc 73-1 275307 007 $ 711004 Dreyfus 13-3991 606 020 $ 75458
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 JPMoraan-Chase 74-0800980 004 $ 201 5444
The State Treasurer participates in a Securities Lending Program with The Northern Trust Company (Northern) acting as lending agent Northern retains 25 of the revenues generated as compensation for services Its share for the month was $2463421 Pursuant to Oklahoma State Statute Title 62 Section 90 the State Treasurer retains the first $425000 of securities lending revenues in a revolving fund These funds are used to pay custody and other banking fees Any revenue not needed for this purpose is deposited to
the General Fund
Office of the State Treasurer Monthly Report
September 2006 Page 10
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Position Report September 302006
Weighted Average Maturity
Yield at Purchase Cost Basis
Percent of Portfolio Market Value
GENERAL REVENUE
US TREASURIES AND AGENCIES Treasury BondsINotes Agencies
CERTIFICATES OF DEPOSIT
OVERNIGHT REPURCHASE AGREEMENT
MONEY MARKET MUTUAL FUNDS
STATE BOND ISSUES (Private Placement)
LINK DEPOSIT Certificate of Deposit
Federal Farm Credit Bonds
Total Investment Portfolio 345 479 $ 3510714720 100 $ 3512006485
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 Monthly Report
September 2006 Page 1
Portfolio Composition September 302006
Link Deposit Programs
State Bond US Treasury
Mutual Funds
Overnight Repurchase Agreement
Principal Percent
US Treasury NoteslBonds $ 504616800 1437 US Agencies 1710547485 4872 Certificatesof Deposit 262064058 746 Overnight RepurchaseAgreement 572974526 1632 Money Market Mutual Funds 331353720 944 State Bond Issues 96575410 275 Business Link Deposit 7299712 021 Agriculture Link Deposit 24383009 069 Rural Link Deposit 900000 003
TOTAL $ 3510714720 10000
Aim - Treasury
Fidelity - Treasury
JPMorgan - One Group Govt Institutional
Goldman Sachs - Government
Goldman Sachs - Treasury
Dreyfus - Government
AIM - Government
OCIA 1986
OCIA 19948
OSLA 2001A-4
OlFA Refund Bonds
Office of the State Treasurer Monthly Report
September 2006 Page 2
Broker
A G Edwards Banc of America Securities Bank of Oklahoma Farm Credit Bank JP Morgan Securities Inc Merrill Lynch Government Securities RBC Dain Rauscher Salomon Smith Barney UBS Paine Webber UMB Bank Wachovia Securities
Link Deposit Notes only
Transactions by Broker September 302006
Tax ID City State Purchases (Cost)
Sales (Cost)
Tulsa Oklahoma City Tulsa Wichita Oklahoma City Tulsa Oklahoma City Oklahoma City Oklahoma City Oklahoma City Tulsa
Total Securities $ 267961824
Certificates of Deposit 149641956
TOTAL $ 417603780 $
Office of the State Treasurer Monthly Report
September 2006 Page 3
Earnings by Security Type September 302006
Interest Earned Realized Weighted
Net of Gain Total Average Amortization (LOSS) Earnings Yield
US Treasury NotesIBonds $ 1643145$ - $ 1643145 367 US Agencies 6895032 6895032 485
8538177 8538177 457
Certificates of Deposit 1207435 1207435 526
Overnight Repurchase Agreements 2265764 2265764 514
Money Market Mutual Funds 1287809 1287809 51 4
State Bond Issues 278984 278984 543
Link Deposit CDs 43839 43839 200 Federal Farm Credit Bonds 10053 10053 203
53892 53892 200
Securities Lending Income 139639 139639 000
-- - --
TOTAL $ 13771701 $ - $ 13771701 476
Includes accrued interest
Office of the State Treasurer Monthly Report
September 2006 Page 5
Comparison of Actual Earnings to Estimated Earnings Fiscal Year to Date September 302006
Revenues Actual
Revenues Estimate Variance Percent
Investable Base Actual
Investable Base Estimate Variance Percent
Securities 16629290 17337919 (708629) -409 2123175702 2283750000 (1 60574298) -703
Certificates of Deposit 3655627 3299826 355801 1078 264154216 300000000 (35845784) -1 195
Overnight Repurchase Agreement 8110626 2364423 5746203 24303 499468063 221175000 278293063 12582
Money Market Mutual Funds
4375339 1522871 2852468 18731 328532114 147450000 181082114 12281
State Bonds 1170008 1045286 124722 1 193 96614614 95000000 1614614 170
Link Deposit 115913 212471 (96558) -4545 29025652 58500000 (29474348) -5038
Securities Lending 62434 62434 000 000
In February 2007 the Treasurer estimated earnings to the Board of Equalization for Fiscal Year 2007 The amount estimated was $1 11000000 Year-to-date actual earnings are recorded on a cash basis of accounting
Office of the State Treasurer Monthy Report
September 2006 Page 6
Explanation of Performance Comparison September 302006
The following page presents market rates of return on the Securities portion of the General Account and of the States 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 month to the end of the reporting month To ensure the integrity of the data this information is provided by the Treasurers 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 Northern Trust (Northern)
The Treasurers office is trying to develop a method to report rates of return on all investment instruments in the States 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 the State Treasurer Monthly Report
September 2006 Page 7
Performance Comparison September 302006
Month Fiscal Year To Date
Securities General Revenue Account
Securities Agency-directed
Benchmark ML 1 year US Treasury Note Index
Analysis by The Northern Trust Company
Represents dollar- and time-weighted rates of return
Office of the State Treasurer Monthly Report
September 2006 Page 8
(in
Banking Custody and Other Fees September 302006
DEPOSITORY BANK TAX ID CITY STATE AMOUNT Armstrong Bank 73-049641 0 Vian OK 51 9 BancFirst 73-1 33291 8 OKC OK 161686 Cleo State Bank 73-01 81 870 Cleo Springs OK 135 FampM Bank 73-0539406 Tulsa OK 1353 Federal Reserve Bank 44-0545874 KS OK 1432895 First Bank amp Trust 73-0498563 Wagoner OK 3862 First National Bank 73-01 30930 Ardmore OK 1029 First National Bank 73-01 88428 Clinton OK 283 First National Bank 73-0739556 Weatherford OK 1771 The Bank NA 73-034491 0 McAlester OK 3118 Earned Credit Allowance 496657
TOTAL $ 2103308
Bank service charges include actual amounts invoiced as of the report date There has been no accrual made for de minimis bank service charges owed in active bank accounts
The State Treasurer participates in the following money market mutual funds The fund managers are compensated for certain oDeratina exDenses bv deductina a fee from the aross interest earninas
Fund Manager TIN Fee (Annualized basis) Amount AIM Institutional Fund Services Inc 76-60433407 012 $ 175096 AIM Government 76-0574220 012 $ 1503155
IBond Loaistix LLC 51 -0404065 0035 $ 492472 1 IFidelity Investments I Institutional Services Company 04-2882358 020 $ 190313
The One Group 23-26941 60 014 $ 1081141 Goldman Sachs 06-1287410 011 $ 1078531
IGoldman Sachs 06-1 287405 013 $ 45808 1 BOSC Inc 73-1 275307 007 $ 711004 Dreyfus 13-3991 606 020 $ 75458
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 JPMoraan-Chase 74-0800980 004 $ 201 5444
The State Treasurer participates in a Securities Lending Program with The Northern Trust Company (Northern) acting as lending agent Northern retains 25 of the revenues generated as compensation for services Its share for the month was $2463421 Pursuant to Oklahoma State Statute Title 62 Section 90 the State Treasurer retains the first $425000 of securities lending revenues in a revolving fund These funds are used to pay custody and other banking fees Any revenue not needed for this purpose is deposited to
the General Fund
Office of the State Treasurer Monthly Report
September 2006 Page 10
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Portfolio Composition September 302006
Link Deposit Programs
State Bond US Treasury
Mutual Funds
Overnight Repurchase Agreement
Principal Percent
US Treasury NoteslBonds $ 504616800 1437 US Agencies 1710547485 4872 Certificatesof Deposit 262064058 746 Overnight RepurchaseAgreement 572974526 1632 Money Market Mutual Funds 331353720 944 State Bond Issues 96575410 275 Business Link Deposit 7299712 021 Agriculture Link Deposit 24383009 069 Rural Link Deposit 900000 003
TOTAL $ 3510714720 10000
Aim - Treasury
Fidelity - Treasury
JPMorgan - One Group Govt Institutional
Goldman Sachs - Government
Goldman Sachs - Treasury
Dreyfus - Government
AIM - Government
OCIA 1986
OCIA 19948
OSLA 2001A-4
OlFA Refund Bonds
Office of the State Treasurer Monthly Report
September 2006 Page 2
Broker
A G Edwards Banc of America Securities Bank of Oklahoma Farm Credit Bank JP Morgan Securities Inc Merrill Lynch Government Securities RBC Dain Rauscher Salomon Smith Barney UBS Paine Webber UMB Bank Wachovia Securities
Link Deposit Notes only
Transactions by Broker September 302006
Tax ID City State Purchases (Cost)
Sales (Cost)
Tulsa Oklahoma City Tulsa Wichita Oklahoma City Tulsa Oklahoma City Oklahoma City Oklahoma City Oklahoma City Tulsa
Total Securities $ 267961824
Certificates of Deposit 149641956
TOTAL $ 417603780 $
Office of the State Treasurer Monthly Report
September 2006 Page 3
Earnings by Security Type September 302006
Interest Earned Realized Weighted
Net of Gain Total Average Amortization (LOSS) Earnings Yield
US Treasury NotesIBonds $ 1643145$ - $ 1643145 367 US Agencies 6895032 6895032 485
8538177 8538177 457
Certificates of Deposit 1207435 1207435 526
Overnight Repurchase Agreements 2265764 2265764 514
Money Market Mutual Funds 1287809 1287809 51 4
State Bond Issues 278984 278984 543
Link Deposit CDs 43839 43839 200 Federal Farm Credit Bonds 10053 10053 203
53892 53892 200
Securities Lending Income 139639 139639 000
-- - --
TOTAL $ 13771701 $ - $ 13771701 476
Includes accrued interest
Office of the State Treasurer Monthly Report
September 2006 Page 5
Comparison of Actual Earnings to Estimated Earnings Fiscal Year to Date September 302006
Revenues Actual
Revenues Estimate Variance Percent
Investable Base Actual
Investable Base Estimate Variance Percent
Securities 16629290 17337919 (708629) -409 2123175702 2283750000 (1 60574298) -703
Certificates of Deposit 3655627 3299826 355801 1078 264154216 300000000 (35845784) -1 195
Overnight Repurchase Agreement 8110626 2364423 5746203 24303 499468063 221175000 278293063 12582
Money Market Mutual Funds
4375339 1522871 2852468 18731 328532114 147450000 181082114 12281
State Bonds 1170008 1045286 124722 1 193 96614614 95000000 1614614 170
Link Deposit 115913 212471 (96558) -4545 29025652 58500000 (29474348) -5038
Securities Lending 62434 62434 000 000
In February 2007 the Treasurer estimated earnings to the Board of Equalization for Fiscal Year 2007 The amount estimated was $1 11000000 Year-to-date actual earnings are recorded on a cash basis of accounting
Office of the State Treasurer Monthy Report
September 2006 Page 6
Explanation of Performance Comparison September 302006
The following page presents market rates of return on the Securities portion of the General Account and of the States 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 month to the end of the reporting month To ensure the integrity of the data this information is provided by the Treasurers 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 Northern Trust (Northern)
The Treasurers office is trying to develop a method to report rates of return on all investment instruments in the States 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 the State Treasurer Monthly Report
September 2006 Page 7
Performance Comparison September 302006
Month Fiscal Year To Date
Securities General Revenue Account
Securities Agency-directed
Benchmark ML 1 year US Treasury Note Index
Analysis by The Northern Trust Company
Represents dollar- and time-weighted rates of return
Office of the State Treasurer Monthly Report
September 2006 Page 8
(in
Banking Custody and Other Fees September 302006
DEPOSITORY BANK TAX ID CITY STATE AMOUNT Armstrong Bank 73-049641 0 Vian OK 51 9 BancFirst 73-1 33291 8 OKC OK 161686 Cleo State Bank 73-01 81 870 Cleo Springs OK 135 FampM Bank 73-0539406 Tulsa OK 1353 Federal Reserve Bank 44-0545874 KS OK 1432895 First Bank amp Trust 73-0498563 Wagoner OK 3862 First National Bank 73-01 30930 Ardmore OK 1029 First National Bank 73-01 88428 Clinton OK 283 First National Bank 73-0739556 Weatherford OK 1771 The Bank NA 73-034491 0 McAlester OK 3118 Earned Credit Allowance 496657
TOTAL $ 2103308
Bank service charges include actual amounts invoiced as of the report date There has been no accrual made for de minimis bank service charges owed in active bank accounts
The State Treasurer participates in the following money market mutual funds The fund managers are compensated for certain oDeratina exDenses bv deductina a fee from the aross interest earninas
Fund Manager TIN Fee (Annualized basis) Amount AIM Institutional Fund Services Inc 76-60433407 012 $ 175096 AIM Government 76-0574220 012 $ 1503155
IBond Loaistix LLC 51 -0404065 0035 $ 492472 1 IFidelity Investments I Institutional Services Company 04-2882358 020 $ 190313
The One Group 23-26941 60 014 $ 1081141 Goldman Sachs 06-1287410 011 $ 1078531
IGoldman Sachs 06-1 287405 013 $ 45808 1 BOSC Inc 73-1 275307 007 $ 711004 Dreyfus 13-3991 606 020 $ 75458
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 JPMoraan-Chase 74-0800980 004 $ 201 5444
The State Treasurer participates in a Securities Lending Program with The Northern Trust Company (Northern) acting as lending agent Northern retains 25 of the revenues generated as compensation for services Its share for the month was $2463421 Pursuant to Oklahoma State Statute Title 62 Section 90 the State Treasurer retains the first $425000 of securities lending revenues in a revolving fund These funds are used to pay custody and other banking fees Any revenue not needed for this purpose is deposited to
the General Fund
Office of the State Treasurer Monthly Report
September 2006 Page 10
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Broker
A G Edwards Banc of America Securities Bank of Oklahoma Farm Credit Bank JP Morgan Securities Inc Merrill Lynch Government Securities RBC Dain Rauscher Salomon Smith Barney UBS Paine Webber UMB Bank Wachovia Securities
Link Deposit Notes only
Transactions by Broker September 302006
Tax ID City State Purchases (Cost)
Sales (Cost)
Tulsa Oklahoma City Tulsa Wichita Oklahoma City Tulsa Oklahoma City Oklahoma City Oklahoma City Oklahoma City Tulsa
Total Securities $ 267961824
Certificates of Deposit 149641956
TOTAL $ 417603780 $
Office of the State Treasurer Monthly Report
September 2006 Page 3
Earnings by Security Type September 302006
Interest Earned Realized Weighted
Net of Gain Total Average Amortization (LOSS) Earnings Yield
US Treasury NotesIBonds $ 1643145$ - $ 1643145 367 US Agencies 6895032 6895032 485
8538177 8538177 457
Certificates of Deposit 1207435 1207435 526
Overnight Repurchase Agreements 2265764 2265764 514
Money Market Mutual Funds 1287809 1287809 51 4
State Bond Issues 278984 278984 543
Link Deposit CDs 43839 43839 200 Federal Farm Credit Bonds 10053 10053 203
53892 53892 200
Securities Lending Income 139639 139639 000
-- - --
TOTAL $ 13771701 $ - $ 13771701 476
Includes accrued interest
Office of the State Treasurer Monthly Report
September 2006 Page 5
Comparison of Actual Earnings to Estimated Earnings Fiscal Year to Date September 302006
Revenues Actual
Revenues Estimate Variance Percent
Investable Base Actual
Investable Base Estimate Variance Percent
Securities 16629290 17337919 (708629) -409 2123175702 2283750000 (1 60574298) -703
Certificates of Deposit 3655627 3299826 355801 1078 264154216 300000000 (35845784) -1 195
Overnight Repurchase Agreement 8110626 2364423 5746203 24303 499468063 221175000 278293063 12582
Money Market Mutual Funds
4375339 1522871 2852468 18731 328532114 147450000 181082114 12281
State Bonds 1170008 1045286 124722 1 193 96614614 95000000 1614614 170
Link Deposit 115913 212471 (96558) -4545 29025652 58500000 (29474348) -5038
Securities Lending 62434 62434 000 000
In February 2007 the Treasurer estimated earnings to the Board of Equalization for Fiscal Year 2007 The amount estimated was $1 11000000 Year-to-date actual earnings are recorded on a cash basis of accounting
Office of the State Treasurer Monthy Report
September 2006 Page 6
Explanation of Performance Comparison September 302006
The following page presents market rates of return on the Securities portion of the General Account and of the States 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 month to the end of the reporting month To ensure the integrity of the data this information is provided by the Treasurers 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 Northern Trust (Northern)
The Treasurers office is trying to develop a method to report rates of return on all investment instruments in the States 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 the State Treasurer Monthly Report
September 2006 Page 7
Performance Comparison September 302006
Month Fiscal Year To Date
Securities General Revenue Account
Securities Agency-directed
Benchmark ML 1 year US Treasury Note Index
Analysis by The Northern Trust Company
Represents dollar- and time-weighted rates of return
Office of the State Treasurer Monthly Report
September 2006 Page 8
(in
Banking Custody and Other Fees September 302006
DEPOSITORY BANK TAX ID CITY STATE AMOUNT Armstrong Bank 73-049641 0 Vian OK 51 9 BancFirst 73-1 33291 8 OKC OK 161686 Cleo State Bank 73-01 81 870 Cleo Springs OK 135 FampM Bank 73-0539406 Tulsa OK 1353 Federal Reserve Bank 44-0545874 KS OK 1432895 First Bank amp Trust 73-0498563 Wagoner OK 3862 First National Bank 73-01 30930 Ardmore OK 1029 First National Bank 73-01 88428 Clinton OK 283 First National Bank 73-0739556 Weatherford OK 1771 The Bank NA 73-034491 0 McAlester OK 3118 Earned Credit Allowance 496657
TOTAL $ 2103308
Bank service charges include actual amounts invoiced as of the report date There has been no accrual made for de minimis bank service charges owed in active bank accounts
The State Treasurer participates in the following money market mutual funds The fund managers are compensated for certain oDeratina exDenses bv deductina a fee from the aross interest earninas
Fund Manager TIN Fee (Annualized basis) Amount AIM Institutional Fund Services Inc 76-60433407 012 $ 175096 AIM Government 76-0574220 012 $ 1503155
IBond Loaistix LLC 51 -0404065 0035 $ 492472 1 IFidelity Investments I Institutional Services Company 04-2882358 020 $ 190313
The One Group 23-26941 60 014 $ 1081141 Goldman Sachs 06-1287410 011 $ 1078531
IGoldman Sachs 06-1 287405 013 $ 45808 1 BOSC Inc 73-1 275307 007 $ 711004 Dreyfus 13-3991 606 020 $ 75458
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 JPMoraan-Chase 74-0800980 004 $ 201 5444
The State Treasurer participates in a Securities Lending Program with The Northern Trust Company (Northern) acting as lending agent Northern retains 25 of the revenues generated as compensation for services Its share for the month was $2463421 Pursuant to Oklahoma State Statute Title 62 Section 90 the State Treasurer retains the first $425000 of securities lending revenues in a revolving fund These funds are used to pay custody and other banking fees Any revenue not needed for this purpose is deposited to
the General Fund
Office of the State Treasurer Monthly Report
September 2006 Page 10
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Earnings by Security Type September 302006
Interest Earned Realized Weighted
Net of Gain Total Average Amortization (LOSS) Earnings Yield
US Treasury NotesIBonds $ 1643145$ - $ 1643145 367 US Agencies 6895032 6895032 485
8538177 8538177 457
Certificates of Deposit 1207435 1207435 526
Overnight Repurchase Agreements 2265764 2265764 514
Money Market Mutual Funds 1287809 1287809 51 4
State Bond Issues 278984 278984 543
Link Deposit CDs 43839 43839 200 Federal Farm Credit Bonds 10053 10053 203
53892 53892 200
Securities Lending Income 139639 139639 000
-- - --
TOTAL $ 13771701 $ - $ 13771701 476
Includes accrued interest
Office of the State Treasurer Monthly Report
September 2006 Page 5
Comparison of Actual Earnings to Estimated Earnings Fiscal Year to Date September 302006
Revenues Actual
Revenues Estimate Variance Percent
Investable Base Actual
Investable Base Estimate Variance Percent
Securities 16629290 17337919 (708629) -409 2123175702 2283750000 (1 60574298) -703
Certificates of Deposit 3655627 3299826 355801 1078 264154216 300000000 (35845784) -1 195
Overnight Repurchase Agreement 8110626 2364423 5746203 24303 499468063 221175000 278293063 12582
Money Market Mutual Funds
4375339 1522871 2852468 18731 328532114 147450000 181082114 12281
State Bonds 1170008 1045286 124722 1 193 96614614 95000000 1614614 170
Link Deposit 115913 212471 (96558) -4545 29025652 58500000 (29474348) -5038
Securities Lending 62434 62434 000 000
In February 2007 the Treasurer estimated earnings to the Board of Equalization for Fiscal Year 2007 The amount estimated was $1 11000000 Year-to-date actual earnings are recorded on a cash basis of accounting
Office of the State Treasurer Monthy Report
September 2006 Page 6
Explanation of Performance Comparison September 302006
The following page presents market rates of return on the Securities portion of the General Account and of the States 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 month to the end of the reporting month To ensure the integrity of the data this information is provided by the Treasurers 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 Northern Trust (Northern)
The Treasurers office is trying to develop a method to report rates of return on all investment instruments in the States 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 the State Treasurer Monthly Report
September 2006 Page 7
Performance Comparison September 302006
Month Fiscal Year To Date
Securities General Revenue Account
Securities Agency-directed
Benchmark ML 1 year US Treasury Note Index
Analysis by The Northern Trust Company
Represents dollar- and time-weighted rates of return
Office of the State Treasurer Monthly Report
September 2006 Page 8
(in
Banking Custody and Other Fees September 302006
DEPOSITORY BANK TAX ID CITY STATE AMOUNT Armstrong Bank 73-049641 0 Vian OK 51 9 BancFirst 73-1 33291 8 OKC OK 161686 Cleo State Bank 73-01 81 870 Cleo Springs OK 135 FampM Bank 73-0539406 Tulsa OK 1353 Federal Reserve Bank 44-0545874 KS OK 1432895 First Bank amp Trust 73-0498563 Wagoner OK 3862 First National Bank 73-01 30930 Ardmore OK 1029 First National Bank 73-01 88428 Clinton OK 283 First National Bank 73-0739556 Weatherford OK 1771 The Bank NA 73-034491 0 McAlester OK 3118 Earned Credit Allowance 496657
TOTAL $ 2103308
Bank service charges include actual amounts invoiced as of the report date There has been no accrual made for de minimis bank service charges owed in active bank accounts
The State Treasurer participates in the following money market mutual funds The fund managers are compensated for certain oDeratina exDenses bv deductina a fee from the aross interest earninas
Fund Manager TIN Fee (Annualized basis) Amount AIM Institutional Fund Services Inc 76-60433407 012 $ 175096 AIM Government 76-0574220 012 $ 1503155
IBond Loaistix LLC 51 -0404065 0035 $ 492472 1 IFidelity Investments I Institutional Services Company 04-2882358 020 $ 190313
The One Group 23-26941 60 014 $ 1081141 Goldman Sachs 06-1287410 011 $ 1078531
IGoldman Sachs 06-1 287405 013 $ 45808 1 BOSC Inc 73-1 275307 007 $ 711004 Dreyfus 13-3991 606 020 $ 75458
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 JPMoraan-Chase 74-0800980 004 $ 201 5444
The State Treasurer participates in a Securities Lending Program with The Northern Trust Company (Northern) acting as lending agent Northern retains 25 of the revenues generated as compensation for services Its share for the month was $2463421 Pursuant to Oklahoma State Statute Title 62 Section 90 the State Treasurer retains the first $425000 of securities lending revenues in a revolving fund These funds are used to pay custody and other banking fees Any revenue not needed for this purpose is deposited to
the General Fund
Office of the State Treasurer Monthly Report
September 2006 Page 10
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Comparison of Actual Earnings to Estimated Earnings Fiscal Year to Date September 302006
Revenues Actual
Revenues Estimate Variance Percent
Investable Base Actual
Investable Base Estimate Variance Percent
Securities 16629290 17337919 (708629) -409 2123175702 2283750000 (1 60574298) -703
Certificates of Deposit 3655627 3299826 355801 1078 264154216 300000000 (35845784) -1 195
Overnight Repurchase Agreement 8110626 2364423 5746203 24303 499468063 221175000 278293063 12582
Money Market Mutual Funds
4375339 1522871 2852468 18731 328532114 147450000 181082114 12281
State Bonds 1170008 1045286 124722 1 193 96614614 95000000 1614614 170
Link Deposit 115913 212471 (96558) -4545 29025652 58500000 (29474348) -5038
Securities Lending 62434 62434 000 000
In February 2007 the Treasurer estimated earnings to the Board of Equalization for Fiscal Year 2007 The amount estimated was $1 11000000 Year-to-date actual earnings are recorded on a cash basis of accounting
Office of the State Treasurer Monthy Report
September 2006 Page 6
Explanation of Performance Comparison September 302006
The following page presents market rates of return on the Securities portion of the General Account and of the States 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 month to the end of the reporting month To ensure the integrity of the data this information is provided by the Treasurers 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 Northern Trust (Northern)
The Treasurers office is trying to develop a method to report rates of return on all investment instruments in the States 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 the State Treasurer Monthly Report
September 2006 Page 7
Performance Comparison September 302006
Month Fiscal Year To Date
Securities General Revenue Account
Securities Agency-directed
Benchmark ML 1 year US Treasury Note Index
Analysis by The Northern Trust Company
Represents dollar- and time-weighted rates of return
Office of the State Treasurer Monthly Report
September 2006 Page 8
(in
Banking Custody and Other Fees September 302006
DEPOSITORY BANK TAX ID CITY STATE AMOUNT Armstrong Bank 73-049641 0 Vian OK 51 9 BancFirst 73-1 33291 8 OKC OK 161686 Cleo State Bank 73-01 81 870 Cleo Springs OK 135 FampM Bank 73-0539406 Tulsa OK 1353 Federal Reserve Bank 44-0545874 KS OK 1432895 First Bank amp Trust 73-0498563 Wagoner OK 3862 First National Bank 73-01 30930 Ardmore OK 1029 First National Bank 73-01 88428 Clinton OK 283 First National Bank 73-0739556 Weatherford OK 1771 The Bank NA 73-034491 0 McAlester OK 3118 Earned Credit Allowance 496657
TOTAL $ 2103308
Bank service charges include actual amounts invoiced as of the report date There has been no accrual made for de minimis bank service charges owed in active bank accounts
The State Treasurer participates in the following money market mutual funds The fund managers are compensated for certain oDeratina exDenses bv deductina a fee from the aross interest earninas
Fund Manager TIN Fee (Annualized basis) Amount AIM Institutional Fund Services Inc 76-60433407 012 $ 175096 AIM Government 76-0574220 012 $ 1503155
IBond Loaistix LLC 51 -0404065 0035 $ 492472 1 IFidelity Investments I Institutional Services Company 04-2882358 020 $ 190313
The One Group 23-26941 60 014 $ 1081141 Goldman Sachs 06-1287410 011 $ 1078531
IGoldman Sachs 06-1 287405 013 $ 45808 1 BOSC Inc 73-1 275307 007 $ 711004 Dreyfus 13-3991 606 020 $ 75458
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 JPMoraan-Chase 74-0800980 004 $ 201 5444
The State Treasurer participates in a Securities Lending Program with The Northern Trust Company (Northern) acting as lending agent Northern retains 25 of the revenues generated as compensation for services Its share for the month was $2463421 Pursuant to Oklahoma State Statute Title 62 Section 90 the State Treasurer retains the first $425000 of securities lending revenues in a revolving fund These funds are used to pay custody and other banking fees Any revenue not needed for this purpose is deposited to
the General Fund
Office of the State Treasurer Monthly Report
September 2006 Page 10
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Explanation of Performance Comparison September 302006
The following page presents market rates of return on the Securities portion of the General Account and of the States 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 month to the end of the reporting month To ensure the integrity of the data this information is provided by the Treasurers 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 Northern Trust (Northern)
The Treasurers office is trying to develop a method to report rates of return on all investment instruments in the States 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 the State Treasurer Monthly Report
September 2006 Page 7
Performance Comparison September 302006
Month Fiscal Year To Date
Securities General Revenue Account
Securities Agency-directed
Benchmark ML 1 year US Treasury Note Index
Analysis by The Northern Trust Company
Represents dollar- and time-weighted rates of return
Office of the State Treasurer Monthly Report
September 2006 Page 8
(in
Banking Custody and Other Fees September 302006
DEPOSITORY BANK TAX ID CITY STATE AMOUNT Armstrong Bank 73-049641 0 Vian OK 51 9 BancFirst 73-1 33291 8 OKC OK 161686 Cleo State Bank 73-01 81 870 Cleo Springs OK 135 FampM Bank 73-0539406 Tulsa OK 1353 Federal Reserve Bank 44-0545874 KS OK 1432895 First Bank amp Trust 73-0498563 Wagoner OK 3862 First National Bank 73-01 30930 Ardmore OK 1029 First National Bank 73-01 88428 Clinton OK 283 First National Bank 73-0739556 Weatherford OK 1771 The Bank NA 73-034491 0 McAlester OK 3118 Earned Credit Allowance 496657
TOTAL $ 2103308
Bank service charges include actual amounts invoiced as of the report date There has been no accrual made for de minimis bank service charges owed in active bank accounts
The State Treasurer participates in the following money market mutual funds The fund managers are compensated for certain oDeratina exDenses bv deductina a fee from the aross interest earninas
Fund Manager TIN Fee (Annualized basis) Amount AIM Institutional Fund Services Inc 76-60433407 012 $ 175096 AIM Government 76-0574220 012 $ 1503155
IBond Loaistix LLC 51 -0404065 0035 $ 492472 1 IFidelity Investments I Institutional Services Company 04-2882358 020 $ 190313
The One Group 23-26941 60 014 $ 1081141 Goldman Sachs 06-1287410 011 $ 1078531
IGoldman Sachs 06-1 287405 013 $ 45808 1 BOSC Inc 73-1 275307 007 $ 711004 Dreyfus 13-3991 606 020 $ 75458
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 JPMoraan-Chase 74-0800980 004 $ 201 5444
The State Treasurer participates in a Securities Lending Program with The Northern Trust Company (Northern) acting as lending agent Northern retains 25 of the revenues generated as compensation for services Its share for the month was $2463421 Pursuant to Oklahoma State Statute Title 62 Section 90 the State Treasurer retains the first $425000 of securities lending revenues in a revolving fund These funds are used to pay custody and other banking fees Any revenue not needed for this purpose is deposited to
the General Fund
Office of the State Treasurer Monthly Report
September 2006 Page 10
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Performance Comparison September 302006
Month Fiscal Year To Date
Securities General Revenue Account
Securities Agency-directed
Benchmark ML 1 year US Treasury Note Index
Analysis by The Northern Trust Company
Represents dollar- and time-weighted rates of return
Office of the State Treasurer Monthly Report
September 2006 Page 8
(in
Banking Custody and Other Fees September 302006
DEPOSITORY BANK TAX ID CITY STATE AMOUNT Armstrong Bank 73-049641 0 Vian OK 51 9 BancFirst 73-1 33291 8 OKC OK 161686 Cleo State Bank 73-01 81 870 Cleo Springs OK 135 FampM Bank 73-0539406 Tulsa OK 1353 Federal Reserve Bank 44-0545874 KS OK 1432895 First Bank amp Trust 73-0498563 Wagoner OK 3862 First National Bank 73-01 30930 Ardmore OK 1029 First National Bank 73-01 88428 Clinton OK 283 First National Bank 73-0739556 Weatherford OK 1771 The Bank NA 73-034491 0 McAlester OK 3118 Earned Credit Allowance 496657
TOTAL $ 2103308
Bank service charges include actual amounts invoiced as of the report date There has been no accrual made for de minimis bank service charges owed in active bank accounts
The State Treasurer participates in the following money market mutual funds The fund managers are compensated for certain oDeratina exDenses bv deductina a fee from the aross interest earninas
Fund Manager TIN Fee (Annualized basis) Amount AIM Institutional Fund Services Inc 76-60433407 012 $ 175096 AIM Government 76-0574220 012 $ 1503155
IBond Loaistix LLC 51 -0404065 0035 $ 492472 1 IFidelity Investments I Institutional Services Company 04-2882358 020 $ 190313
The One Group 23-26941 60 014 $ 1081141 Goldman Sachs 06-1287410 011 $ 1078531
IGoldman Sachs 06-1 287405 013 $ 45808 1 BOSC Inc 73-1 275307 007 $ 711004 Dreyfus 13-3991 606 020 $ 75458
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 JPMoraan-Chase 74-0800980 004 $ 201 5444
The State Treasurer participates in a Securities Lending Program with The Northern Trust Company (Northern) acting as lending agent Northern retains 25 of the revenues generated as compensation for services Its share for the month was $2463421 Pursuant to Oklahoma State Statute Title 62 Section 90 the State Treasurer retains the first $425000 of securities lending revenues in a revolving fund These funds are used to pay custody and other banking fees Any revenue not needed for this purpose is deposited to
the General Fund
Office of the State Treasurer Monthly Report
September 2006 Page 10
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
(in
Banking Custody and Other Fees September 302006
DEPOSITORY BANK TAX ID CITY STATE AMOUNT Armstrong Bank 73-049641 0 Vian OK 51 9 BancFirst 73-1 33291 8 OKC OK 161686 Cleo State Bank 73-01 81 870 Cleo Springs OK 135 FampM Bank 73-0539406 Tulsa OK 1353 Federal Reserve Bank 44-0545874 KS OK 1432895 First Bank amp Trust 73-0498563 Wagoner OK 3862 First National Bank 73-01 30930 Ardmore OK 1029 First National Bank 73-01 88428 Clinton OK 283 First National Bank 73-0739556 Weatherford OK 1771 The Bank NA 73-034491 0 McAlester OK 3118 Earned Credit Allowance 496657
TOTAL $ 2103308
Bank service charges include actual amounts invoiced as of the report date There has been no accrual made for de minimis bank service charges owed in active bank accounts
The State Treasurer participates in the following money market mutual funds The fund managers are compensated for certain oDeratina exDenses bv deductina a fee from the aross interest earninas
Fund Manager TIN Fee (Annualized basis) Amount AIM Institutional Fund Services Inc 76-60433407 012 $ 175096 AIM Government 76-0574220 012 $ 1503155
IBond Loaistix LLC 51 -0404065 0035 $ 492472 1 IFidelity Investments I Institutional Services Company 04-2882358 020 $ 190313
The One Group 23-26941 60 014 $ 1081141 Goldman Sachs 06-1287410 011 $ 1078531
IGoldman Sachs 06-1 287405 013 $ 45808 1 BOSC Inc 73-1 275307 007 $ 711004 Dreyfus 13-3991 606 020 $ 75458
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 JPMoraan-Chase 74-0800980 004 $ 201 5444
The State Treasurer participates in a Securities Lending Program with The Northern Trust Company (Northern) acting as lending agent Northern retains 25 of the revenues generated as compensation for services Its share for the month was $2463421 Pursuant to Oklahoma State Statute Title 62 Section 90 the State Treasurer retains the first $425000 of securities lending revenues in a revolving fund These funds are used to pay custody and other banking fees Any revenue not needed for this purpose is deposited to
the General Fund
Office of the State Treasurer Monthly Report
September 2006 Page 10
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Banking Custody and Other Fees September 302006
DEPOSITORY BANK TAX ID CITY STATE AMOUNT Armstrong Bank 73-049641 0 Vian OK 51 9 BancFirst 73-1 33291 8 OKC OK 161686 Cleo State Bank 73-01 81 870 Cleo Springs OK 135 FampM Bank 73-0539406 Tulsa OK 1353 Federal Reserve Bank 44-0545874 KS OK 1432895 First Bank amp Trust 73-0498563 Wagoner OK 3862 First National Bank 73-01 30930 Ardmore OK 1029 First National Bank 73-01 88428 Clinton OK 283 First National Bank 73-0739556 Weatherford OK 1771 The Bank NA 73-034491 0 McAlester OK 3118 Earned Credit Allowance 496657
TOTAL $ 2103308
Bank service charges include actual amounts invoiced as of the report date There has been no accrual made for de minimis bank service charges owed in active bank accounts
The State Treasurer participates in the following money market mutual funds The fund managers are compensated for certain oDeratina exDenses bv deductina a fee from the aross interest earninas
Fund Manager TIN Fee (Annualized basis) Amount AIM Institutional Fund Services Inc 76-60433407 012 $ 175096 AIM Government 76-0574220 012 $ 1503155
IBond Loaistix LLC 51 -0404065 0035 $ 492472 1 IFidelity Investments I Institutional Services Company 04-2882358 020 $ 190313
The One Group 23-26941 60 014 $ 1081141 Goldman Sachs 06-1287410 011 $ 1078531
IGoldman Sachs 06-1 287405 013 $ 45808 1 BOSC Inc 73-1 275307 007 $ 711004 Dreyfus 13-3991 606 020 $ 75458
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 JPMoraan-Chase 74-0800980 004 $ 201 5444
The State Treasurer participates in a Securities Lending Program with The Northern Trust Company (Northern) acting as lending agent Northern retains 25 of the revenues generated as compensation for services Its share for the month was $2463421 Pursuant to Oklahoma State Statute Title 62 Section 90 the State Treasurer retains the first $425000 of securities lending revenues in a revolving fund These funds are used to pay custody and other banking fees Any revenue not needed for this purpose is deposited to
the General Fund
Office of the State Treasurer Monthly Report
September 2006 Page 10
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Transactions by Broker State Agency Directed
September 302006
Broker Tax ID City State Purchases Sales (Cost) (Cost)
Bank of Oklahoma 73-0780382 Tulsa OK 16599243 $ JP Morgan Securities Inc 13-337901 4 Oklahoma City OK 5857521 Wachovia 23-2384840 Tulsa OK 10202266 JP Morgan 13-4994650 New York City NY 2098538
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 11
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Transactions by Security Type State Agency Directed
September 302006
Security Purchases Sales (Cost) (Cost)
US Treasury Note US Treasury Bill
TOTAL $ 34757568 $
Securities in the amount of $209853815 were purchased pursuant to a forward delivery agreement tied to bonds issued by the
Oklahoma Building Bonds Commission (1992 Series A and 1992 Series B) An open competitive bid for the term of the agreement
resulted in nine institutions submitting bids The winning bidder was Chemical Securities Its successor became JPMorgan a
subsidiary of JPMorgan Chase amp Co In June 2003 the Oklahoma Building Bonds Commission 1992 Series A amp B were refunded
The Commission issued Series 2003A amp B to replace the refunded bonds The forward delivery agreement was transferred to the
new series in July 2003 JPMorgan will appear on these monthly transactions which extend through March 15 2007
Office of the State Treasurer Monthly Report
September 2006 Page 12
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Agency Directed Investments Position Report - Securities
September 302006
FUND AGENCY SECURITY INTEREST YIELD DAYS TO PAR COST MARKET
AGENCY TYPE RATE MATURITY VALUE
Langston University
University of Science and Arts
Compsource
OClA 2006D Construction Fund
OClA 2006D Construction Fund
OClA2005F Construction Fund
OClA 2005F Construction Fund
OClA2005G Construction Fund
OClA 2005G Construction Fund
University of Oklahoma
University of Oklahoma
OClA Series 2005D Construction
University of Oklahoma
University of Oklahoma
University of Oklahoma
Historical Society
Langston University
State Treasurer GO Bonds 2003A
State Treasurer GO Bonds 2003A
Mutual Fund
US Treasury NoteslBonds
US Treasury NotesfBonds
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NoteslBonds
Money Market Mutual Fund
US Treasury NotesIBonds
Money Market Mutual Fund
US Treasury Bills
US Treasury Bills
US Treasury NotesfBonds
US Treasury Bills
US Treasury Bills
US Treasury Bills
US Treasury NoteslBonds
Mutual Fund
US Treasury NoteslBonds
US Treasury Bills
Office of the State Treasurer Monthly Reporl
September 2006 Page 13
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY
130000 State Building Bonds 1992 Series A 131000 State Building Bonds 1992 Series B 200039 Oklahoma Boll Weevil Eradication 200320 Department of Wildlife 200359 OERB 200370 OlFA 200390 Compsource Oklahoma 200435 Oklahoma Lottery Commission 200515 Oklahoma Public Employees Retirement System 200535 Peanut Commission 200588 Real Estate Commission 200830 Department of Human Services 200875 Oklahoma Wheat Commission 201 825 University Hospitals Authority 205320 Department of Wildlife 205444 Oklahoma LP Gas Research 205515 Oklahoma Public Employees Retirement System 205580 Risk Mgmt Dept of DCS 205630 Oklahoma Department of Securities 21 0320 Department of Wildlife 210350 Oklahoma Historical Society 210400 Office of Juvenile Affairs 210580 Property Distribution of DCS 210588 Real Estate Commission 210645 Conservation Commission 215320 Department of Wildlife 215444 Oklahoma LP Gas Research 215566 Tourism amp Recreation Department 215585 Department of Public Safety 21 5670 JD McCarty Center 216805 Department of Rehabilitation Services 220320 Dept of Wildlife Conservation 220830 Department of Human Services 225040 Department of Agriculture 225830 Department of Human Services 230220 Oklahoma Crime Victims Compensation 230566 Tourism amp Recreation Department 230695 Tax Commission 230807 Health Care Authority 230835 Water Resources Board 235566 Tourism amp Recreation Department 235605 Regents for Higher Education 240807 Health Care Authority 245807 Health Care Authority 255580 Risk Mgmt Dept of DCS 260580 Risk Mgmt Dept of DCS 296150 University of Science amp Arts 401 105 OClA 2006A 403105 OClA 405105 OClA 2006C 405200 District Attorneys Council 408105 OClA 409105 OClA 2005 E 410645 Oklahoma conservation Commission 415105 OClA 2005C 41 5400 Office of Juvenile Affairs 416000 OSF - Oil Overcharge 416105 OSBl Construction Fund 416160 Department of Commerce
INTEREST DAYS TO COSTJMARKET
RATE MATURITY VALUE
Office of the State Treasurer Monthly Report
September 2006 Page 14
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 426000 OSF -Oil Overcharge 4261 60 Department of Commerce 430010 Oklahoma State University 43001 1 Oklahoma State University 430012 Oklahoma State University 430013 Oklahoma State University 430014 Oklahoma State University 430015 Oklahoma State University 430016 Oklahoma State University 430420 Langston University 430461 Rogers State College 430505 Northwestern Oklahoma State University 430665 Southwestern Oklahoma State University 430760 University of Oklahoma 430770 OUHSC 430773 Oklahoma State University 436000 OSF - Oil Overcharge 440105 OClA Operations amp Maintenance 444835 Water Resources Board 4451 05 OClA 19948 Construction 445665 Southwestern Oklahoma State University 445835 Water Resources Board 446105 OClA 2005A 452105 OClA 1999 Revenue Bond Series A 452420 Langston University 4541 05 OClA 1999 Revenue Bond Series B 455160-Department of Commerce 457105 OClA 1999 Revenue Bond Series C 459105 OClA 1999 Revenue Bond Series D 4601 00 Cameron University 460760 University of Oklahoma 461 105 OClA 1999 Revenue Bond Series D 4651 05 OClA 2005A Admin 4661 05 OClA 2005A Construction 4671 05 OClA 20058 Admin 4681 05 OClA 20058 Construction 470230 East Central University 471 105 OClA 2002 Revenue Bond A 471835 Water Resources Board 472835 Water Resources Board 473835 Water Resources Board 475120 University of Central Oklahoma 475240 Eastern Oklahoma State College 475420 Langston University 475485 Northeastern State University 475750 Tulsa Community College 475770 OUHSC 476760 University of Oklahoma 477120 University of Central Oklahoma 478105 OClA Series 2005D Construction Fund 480230 East Central University 480420 Langston University 480633 Oklahoma City Community College 481 230 East Central University 481633 Oklahoma Cily Community College 484105 OClA Series 2003C Construction 486105 OClA Series 2003D Construction 486420 Langston University 487013 Oklahoma State University 4921 05 OClA 2000 Revenue Bond Series A
INTEREST DAYS TO
RATE MATURITY VALUE 466 1 140062247
Office of the State Treasurer Monthly Report
September 2006 Page 15
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 4941 05 OClA 1998Revenue Bond Series B 498105 OClA 1998Revenue Bond Series A 516410 Commissioners of the Land Office 517410 Commissioners of the Land Office 600010Oklahoma State University 600120University of Central Oklahoma 6001 50 University of Science amp Arts 600230 East Central University 600420 Langston University 600485 Northeastern State University 600490 Northern Oklahoma College 600505 Northwestern Oklahoma State University 600530 Panhandle State University 600660Southeastern Oklahoma State Unversity 600665 southwestern Oklahoma State University 600760 University of Oklahoma 650010 Oklahoma State University 650120University of Central Oklahoma 6501 50 University of Science amp Arts 650230 East Central University 650420 Langston University 650485 Northeastern State University 650490Northern Oklahoma College 650505 Northwestern Oklahoma State University 650530 Panhandle State University 650660Southeastern Oklahoma State Unversity 650665 Southwestern Oklahoma State University 650760University of Oklahoma 700040 Department of Agriculture 700041 Western Oklahoma State College 700240 Eastern Oklahoma State College 700340 State Health Department 700461 Rogers State College 700490 Northern Oklahoma College 700633Oklahoma City Community College 700660 Southeastern Oklahoma State University 700760 University of Oklahoma 700830 Department of Human Services 701010 Oklahoma State University 701 091 GO Bonds of 1992 - Admin Fund 701 150 University of Science amp Arts 701 165 Connors State College 701 369 Workers Compensation Court 701400 Office of Juvenile Affairs 701 605 Regents for Higher Education 701 650 Department of Veteran Affairs 701750 Tulsa Community College 701770 OUHSC 701805 Department of Rehabilitation Services 702120 University of Central Oklahoma 702369 Individual Self Insured Guaranty Fund 702650 Department of Veteran Affairs 703369 Group Self Insured Association Guaranty 703650 Department of Veteran Affairs 704605 Regents for Higher Education 704650 Department of Veteran Affairs 705505 Northwestern Oklahoma State University 705650 Department of Veteran Affairs 706400Office of Juvenile Affairs 706605 Regents for Higher Education
INTEREST DAYS TO
RATE MATURITY 466 1
COSTIMARKET
VALUE 138962993 12301382 5856165 8955421
217251796 25103673 4138049 10936563 9394224
181705028 29929175 41 186463 8166175
1 1 163200 51 857033 41 380027
123203900 218405 526288
26015158 17719990 99950586 66741842 24469731 14995150 9071796 20241198 41 682071
714943989 135318953 -15614693 9208321
144222738 176670229 351572331 441444720 1316225954 263995299 -39684026 2138450 -63170718 78335864
156940246 37221814
1839006457 26971127
1291282763 10176939010
10769818 1121705989
85846016 22149590
115737010 305891-51 373939
47115217 23822637 31 622528
1580 100229
Office of the State Treasurer Monthly Report
September 2006 Page I6
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1 AGENCY
AGENCY 7706650 706650 Department of Veteran Affairs
707605 Regents for Higher Education 707650 Department of Veteran Affairs 7081 08 Carl Albert State College 708605 Regents for Higher Education 709605 Regents for Higher Education 710350 Oklahoma Historical Society 710452 Oklahoma Department of Mental Health 710605 Regents for Higher Education 71 1185 Corportation Commission 71 1420 Langston University 71 1452 Griffin Memorial Hospital Rep Payee 71 1605 Regents for Higher Education 712605 Regents for Higher Education 713605 Regents for Higher Education 714605 Regents for Higher Education 71 5605 Regents for Higher Education 71 8605 Regents for Higher Education 719605 Regents for Higher Education 723623 Seminole State College 725100 Cameron University 725605 Regents for Higher Education 730230 East Central University 730830 Department of Human Services 735605 Regents for Higher Education 740605 Regents for Higher Education 741241 Redlands Community College 745605 Regents for Higher Education 747470 Murray State College 750350 Oklahoma Historical Society 750531 Rose State College 751485 Northeastern State University 752485 Northeastern State University 761 605 Regents for Higher Education 765665 Southwestern Oklahoma State University 805370 OlFA 820740 OClA 1998 Sinking Fund 822740 OClA 1999A Sinking Fund 824740 OClA 19998 Sinking Fund 826740 OClA 1999C Sinking Fund 828740 OClA 19990 Sinking Fund 829740 OClA 2003C Sinking Fund 830740 OClA 2003D Sinking Fund 831 740 OClA 2003E Sinking Fund 833740 OClA 2005A Sinking Fund 834740 OClA 2005C Sinking Fund 835740 OClA 2005D Sinking Fund 836740 OClA 2005 Sinking Fund 837740 OClA 2006 Sinking Fund 838740 OClA 2005F Sinking Fund 839740 OClA 2005G Sinking Fund 840740 OClA 2006 Sinking Fund 842740 OClA 2006D Sinking Fund 843740 OClA 2006C Sinking Fund 865740 1965 Building Bonds Sinking Fund 894740 19948 Refunding Bonds Sinking Fund 897740 OClA 1996 Sinking Fund 910467 OSF Escrow Fund 920605 Regents for Higher Education
1A Department of Corrections
INTEREST DAYS TO COSTIMARKET
RATE MATURITY VALUE 466 1 28638825
Office of the State Treasurer Monthly Report
September 2006 Page 17
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
Agency Directed Investments Position Report - Cash Management
September 302006
ACCOUNT FUND1
AGENCY 2113104 1131D
AGENCY
Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Department of Corrections Corportation Commission OlFA Compsource Oklahoma Multiple Injury Trust Fund Commissioners of the Land Office Langston University Oklahoma Lottery Commission Oklahoma Lottery Commission Oklahoma Bureau of Narcotics Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Oklahoma Public Employees Retirement System Panhandle State University Department of Corrections
Department of Corrections
Tax Commission
Tax Commission
Tax Commission
State Treasurer
DHS - CSED
INTEREST
RATE 466
DAYS TO
MATURITY 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
1 1 1 1 1 1 1
1 1 1 1 1 1 1
1
1
1
1
1
1
VALUE 28877438
Office of the State Treasurer Monthly Report
September 2006 Page 18
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries
This publication is printed and issued by the State Treasurer as required by 62 OS 1994 $8997 Pursuant to 74 OS 1991 93105 25 copies have been prepared and distributed at a cost of $24 Copies have been deposited with the Publication Clearinghouse of the Oklahoma Department of Libraries