| APPENDIX A - Securities Listing By Fund as of 3/31/2010 |
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| Fund |
Cusip |
Security Name |
Coupon |
Maturity |
Shares |
Book Value |
Market Value |
Rpt Date |
STIP |
TFIP |
RFBP |
MDEP |
MTIP |
MPEP |
MTRP |
In-State |
Mortgages |
Property |
AOF Fixed |
AOF Index |
AOF Book |
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|
| TREASURERS FUND |
17314JAA1 |
CITBANK NA |
1.625 |
03/30/11 |
10,000,000 |
10,056,266 |
10,108,618 |
03/31/10 |
|
######## |
|
| TREASURERS FUND |
31331YGP9 |
FEDERAL FARM CREDIT BANK |
3.750 |
12/06/10 |
10,000,000 |
10,208,632 |
10,213,591 |
03/31/10 |
|
######## |
|
| TREASURERS FUND |
3137EABU2 |
FEDERAL HOME LN MTG CORP |
3.125 |
10/25/10 |
10,000,000 |
10,145,297 |
10,145,321 |
03/31/10 |
|
######## |
|
| TREASURERS FUND |
3137EABV0 |
FEDERAL HOME LN MTG CORP |
2.875 |
11/23/10 |
10,000,000 |
10,149,873 |
10,146,751 |
03/31/10 |
|
######## |
|
| TREASURERS FUND |
3133XUBV4 |
FEDERAL HOME LOAN BANK |
0.880 |
01/20/11 |
10,000,000 |
10,008,820 |
10,032,674 |
03/31/10 |
|
######## |
|
| TREASURERS FUND |
31359MGJ6 |
FEDERAL NATL MTG ASSN |
6.625 |
11/15/10 |
10,000,000 |
10,377,217 |
10,374,523 |
03/31/10 |
|
######## |
|
| TREASURERS FUND |
36967HAL1 |
GENERAL ELEC CAP CORP |
1.800 |
03/11/11 |
5,000,000 |
5,033,646 |
5,060,939 |
03/31/10 |
|
######## |
|
| TREASURERS FUND |
91399B004 |
US BANK SWEEP REPO |
0.250 |
04/01/10 |
109,549,973 |
109,549,973 |
109,549,973 |
03/31/10 |
|
######## |
|
| TREASURERS FUND |
912828LG3 |
US TREASURY N/B |
1.000 |
07/31/11 |
5,000,000 |
4,990,985 |
5,025,650 |
03/31/10 |
|
######## |
|
| TREASURERS FUND |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
457,847,272 |
457,847,272 |
457,847,272 |
03/31/10 |
######## |
|
| TREASURERS FUND |
|
|
|
|
637,397,245 |
638,367,981 |
638,505,312 |
|
|
| ABANDONED MINE TRUST |
02635PSV6 |
AMERICAN GEN FIN CORP MTN |
4.875 |
05/15/10 |
200,000 |
199,999 |
200,000 |
03/31/10 |
|
199,999 |
|
| ABANDONED MINE TRUST |
06050BAG6 |
BANK AMER CORP MEDIUM TERM |
2.100 |
04/30/12 |
300,000 |
299,942 |
305,388 |
03/31/10 |
|
299,942 |
|
| ABANDONED MINE TRUST |
17313YAL5 |
CITIGROUP FUNDING INC |
1.875 |
10/22/12 |
250,000 |
249,257 |
251,823 |
03/31/10 |
|
249,257 |
|
| ABANDONED MINE TRUST |
31331YST8 |
FEDERAL FARM CREDIT BANK |
3.400 |
02/07/13 |
500,000 |
500,000 |
521,040 |
03/31/10 |
|
500,000 |
|
| ABANDONED MINE TRUST |
3133XHPH9 |
FEDERAL HOME LOAN BANK |
4.875 |
11/18/11 |
500,000 |
499,660 |
531,712 |
03/31/10 |
|
499,660 |
|
| ABANDONED MINE TRUST |
3133XKSK2 |
FEDERAL HOME LOAN BKS |
4.875 |
06/08/12 |
500,000 |
497,978 |
537,917 |
03/31/10 |
|
497,978 |
|
| ABANDONED MINE TRUST |
31398ASD5 |
FEDERAL NATL MTG ASSN |
3.875 |
07/12/13 |
500,000 |
494,890 |
531,355 |
03/31/10 |
|
494,890 |
|
| ABANDONED MINE TRUST |
36962G2L7 |
GENERAL ELEC CAP CORP |
5.000 |
04/10/12 |
150,000 |
149,677 |
159,422 |
03/31/10 |
|
149,677 |
|
| ABANDONED MINE TRUST |
37247DAJ5 |
GENWORTH FINL INC |
5.650 |
06/15/12 |
200,000 |
199,806 |
205,000 |
03/31/10 |
|
199,806 |
|
| ABANDONED MINE TRUST |
38141GEV2 |
GOLDMAN SACHS GROUP |
5.300 |
02/14/12 |
250,000 |
249,922 |
265,410 |
03/31/10 |
|
249,922 |
|
| ABANDONED MINE TRUST |
427866AN8 |
HERSHEY FOODS CORP |
5.300 |
09/01/11 |
300,000 |
299,834 |
316,239 |
03/31/10 |
|
299,834 |
|
| ABANDONED MINE TRUST |
52517PD57 |
LEHMAN BROTHERS HLDGS INC |
5.000 |
01/14/11 |
200,000 |
39,108 |
45,500 |
03/31/10 |
|
39,108 |
|
| ABANDONED MINE TRUST |
61746SBS7 |
MORGAN STANLEY |
5.050 |
01/21/11 |
250,000 |
249,897 |
258,451 |
03/31/10 |
|
249,897 |
|
| ABANDONED MINE TRUST |
74367FAN8 |
PROTECTIVE LIFE SECD TRS SECD |
5.450 |
09/28/12 |
200,000 |
199,771 |
214,037 |
03/31/10 |
|
199,771 |
|
| ABANDONED MINE TRUST |
92344UAA3 |
VERIZON NEW JERSEY INC |
5.875 |
01/17/12 |
250,000 |
252,413 |
265,723 |
03/31/10 |
|
252,413 |
|
| ABANDONED MINE TRUST |
949746NJ6 |
WELLS FARGO CO NEW |
5.300 |
08/26/11 |
300,000 |
299,851 |
316,296 |
03/31/10 |
|
299,851 |
|
| ABANDONED MINE TRUST |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
752,851 |
752,851 |
752,851 |
03/31/10 |
752,851 |
|
| ABANDONED MINE TRUST |
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|
|
|
5,602,851 |
5,434,856 |
5,678,165 |
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|
| FWP MITIGATION |
02635PSV6 |
AMERICAN GEN FIN CORP MTN |
4.875 |
05/15/10 |
500,000 |
499,998 |
500,000 |
03/31/10 |
|
499,998 |
|
| FWP MITIGATION |
06050BAG6 |
BANK AMER CORP MEDIUM TERM |
2.100 |
04/30/12 |
500,000 |
499,904 |
508,981 |
03/31/10 |
|
499,904 |
|
| FWP MITIGATION |
17313YAL5 |
CITIGROUP FUNDING INC |
1.875 |
10/22/12 |
750,000 |
747,770 |
755,470 |
03/31/10 |
|
747,770 |
|
| FWP MITIGATION |
31331YST8 |
FEDERAL FARM CREDIT BANK |
3.400 |
02/07/13 |
1,000,000 |
1,000,000 |
1,042,080 |
03/31/10 |
|
######## |
|
| FWP MITIGATION |
3133XS4S4 |
FEDERAL HOME LN BKS |
3.625 |
09/16/11 |
500,000 |
499,598 |
520,205 |
03/31/10 |
|
499,598 |
|
| FWP MITIGATION |
3133XHPH9 |
FEDERAL HOME LOAN BANK |
4.875 |
11/18/11 |
1,000,000 |
999,320 |
1,063,424 |
03/31/10 |
|
999,320 |
|
| FWP MITIGATION |
3133XKSK2 |
FEDERAL HOME LOAN BKS |
4.875 |
06/08/12 |
1,000,000 |
995,955 |
1,075,834 |
03/31/10 |
|
995,955 |
|
| FWP MITIGATION |
31398ASD5 |
FEDERAL NATL MTG ASSN |
3.875 |
07/12/13 |
1,000,000 |
989,780 |
1,062,711 |
03/31/10 |
|
989,780 |
|
| FWP MITIGATION |
36962G2L7 |
GENERAL ELEC CAP CORP |
5.000 |
04/10/12 |
400,000 |
399,138 |
425,126 |
03/31/10 |
|
399,138 |
|
| FWP MITIGATION |
37247DAJ5 |
GENWORTH FINL INC |
5.650 |
06/15/12 |
400,000 |
399,612 |
410,000 |
03/31/10 |
|
399,612 |
|
| FWP MITIGATION |
38141GEV2 |
GOLDMAN SACHS GROUP |
5.300 |
02/14/12 |
500,000 |
499,845 |
530,820 |
03/31/10 |
|
499,845 |
|
| FWP MITIGATION |
427866AN8 |
HERSHEY FOODS CORP |
5.300 |
09/01/11 |
500,000 |
499,723 |
527,065 |
03/31/10 |
|
499,723 |
|
| FWP MITIGATION |
52517PD57 |
LEHMAN BROTHERS HLDGS INC |
5.000 |
01/14/11 |
500,000 |
97,770 |
113,750 |
03/31/10 |
|
97,770 |
|
| FWP MITIGATION |
61746SBS7 |
MORGAN STANLEY |
5.050 |
01/21/11 |
500,000 |
499,793 |
516,902 |
03/31/10 |
|
499,793 |
|
| FWP MITIGATION |
74367FAN8 |
PROTECTIVE LIFE SECD TRS SECD |
5.450 |
09/28/12 |
400,000 |
399,543 |
428,073 |
03/31/10 |
|
399,543 |
|
| FWP MITIGATION |
92344UAA3 |
VERIZON NEW JERSEY INC |
5.875 |
01/17/12 |
500,000 |
504,827 |
531,447 |
03/31/10 |
|
504,827 |
|
| FWP MITIGATION |
949746NJ6 |
WELLS FARGO CO NEW |
5.300 |
08/26/11 |
500,000 |
499,751 |
527,160 |
03/31/10 |
|
499,751 |
|
| FWP MITIGATION |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
1,838,019 |
1,838,019 |
1,838,019 |
03/31/10 |
######## |
|
| FWP MITIGATION |
|
|
|
|
12,288,019 |
11,870,347 |
12,377,066 |
|
|
| MONTANA POLE |
31374GX44 |
FNMA POOL 313999 |
6.000 |
02/01/13 |
44,829 |
44,765 |
48,308 |
03/31/10 |
|
44,765 |
|
| MONTANA POLE |
36962G2L7 |
GENERAL ELEC CAP CORP |
5.000 |
04/10/12 |
800,000 |
798,276 |
850,253 |
03/31/10 |
|
798,276 |
|
| MONTANA POLE |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
25,457,530 |
24,948,399 |
25,608,023 |
03/31/10 |
|
######## |
|
| MONTANA POLE |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
5,000,000 |
5,000,000 |
5,000,000 |
03/31/10 |
######## |
|
| MONTANA POLE |
|
|
|
|
31,302,359 |
30,791,440 |
31,506,584 |
|
|
| FWP LICENSE |
06050BAG6 |
BANK AMER CORP MEDIUM TERM |
2.100 |
04/30/12 |
1,500,000 |
1,499,712 |
1,526,942 |
03/31/10 |
|
######## |
|
| FWP LICENSE |
17313YAL5 |
CITIGROUP FUNDING INC |
1.875 |
10/22/12 |
2,000,000 |
1,994,055 |
2,014,587 |
03/31/10 |
|
######## |
|
| FWP LICENSE |
31331YST8 |
FEDERAL FARM CREDIT BANK |
3.400 |
02/07/13 |
3,000,000 |
3,000,000 |
3,126,239 |
03/31/10 |
|
######## |
|
| FWP LICENSE |
3133XR4U1 |
FEDERAL HOME LN BKS |
3.125 |
06/10/11 |
2,000,000 |
1,978,855 |
2,059,846 |
03/31/10 |
|
######## |
|
| FWP LICENSE |
3133XS4S4 |
FEDERAL HOME LN BKS |
3.625 |
09/16/11 |
1,500,000 |
1,498,795 |
1,560,615 |
03/31/10 |
|
######## |
|
| FWP LICENSE |
3133XKSK2 |
FEDERAL HOME LOAN BKS |
4.875 |
06/08/12 |
500,000 |
497,978 |
537,917 |
03/31/10 |
|
497,978 |
|
| FWP LICENSE |
31398ASD5 |
FEDERAL NATL MTG ASSN |
3.875 |
07/12/13 |
3,500,000 |
3,464,231 |
3,719,487 |
03/31/10 |
|
######## |
|
| FWP LICENSE |
36962G2L7 |
GENERAL ELEC CAP CORP |
5.000 |
04/10/12 |
600,000 |
598,707 |
637,690 |
03/31/10 |
|
598,707 |
|
| FWP LICENSE |
36967HAD9 |
GENERAL ELEC CAP CORP FDIC GTD |
3.000 |
12/09/11 |
2,000,000 |
1,996,766 |
2,067,556 |
03/31/10 |
|
######## |
|
| FWP LICENSE |
74367FAN8 |
PROTECTIVE LIFE SECD TRS SECD |
5.450 |
09/28/12 |
400,000 |
399,543 |
428,073 |
03/31/10 |
|
399,543 |
|
| FWP LICENSE |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
10,412,390 |
10,412,390 |
10,412,390 |
03/31/10 |
######## |
|
| FWP LICENSE |
|
|
|
|
27,412,390 |
27,341,031 |
28,091,343 |
|
|
| STREAMSIDE TAILINGS |
000333AA2 |
AA / FT WORTH HQ FIN TR |
5.500 |
10/05/10 |
274,210 |
274,210 |
273,591 |
03/31/10 |
|
274,210 |
|
| STREAMSIDE TAILINGS |
20047QAA3 |
COMM MTG TR |
5.540 |
06/10/46 |
605,216 |
604,696 |
607,609 |
03/31/10 |
|
604,696 |
|
| STREAMSIDE TAILINGS |
29358BAA0 |
ENSCO OFFSHORE CO |
6.360 |
12/01/15 |
2,000,158 |
2,000,158 |
2,211,935 |
03/31/10 |
|
######## |
|
| STREAMSIDE TAILINGS |
31294JWU8 |
FED HM LN PC POOL E00659 |
6.000 |
04/01/14 |
144,495 |
144,454 |
156,144 |
03/31/10 |
|
144,454 |
|
| STREAMSIDE TAILINGS |
31371KLN9 |
FNMA POOL 254233 |
5.000 |
03/01/17 |
790,820 |
777,447 |
843,040 |
03/31/10 |
|
777,447 |
|
| STREAMSIDE TAILINGS |
46625MRA9 |
J P MORGAN CHASE COML MTG SECS |
4.200 |
07/12/35 |
765,104 |
768,070 |
778,119 |
03/31/10 |
|
768,070 |
|
| STREAMSIDE TAILINGS |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
62,348,968 |
60,997,992 |
62,717,546 |
03/31/10 |
|
######## |
|
| STREAMSIDE TAILINGS |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
7,350,000 |
7,350,000 |
7,350,000 |
03/31/10 |
######## |
|
| STREAMSIDE TAILINGS |
|
|
|
|
74,278,972 |
72,917,028 |
74,937,982 |
|
|
| OLDER MONTANANS TRUST FUND |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
9,013,469 |
8,814,874 |
9,066,752 |
03/31/10 |
|
######## |
|
| OLDER MONTANANS TRUST FUND |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
81,234 |
81,234 |
81,234 |
03/31/10 |
81,234 |
|
| OLDER
MONTANANS TRUST FUND |
|
|
9,094,703 |
8,896,107 |
9,147,986 |
|
|
| ENDOWMENT FOR CHILDREN |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
1,136,324 |
1,109,864 |
1,143,041 |
03/31/10 |
|
######## |
|
| ENDOWMENT FOR CHILDREN |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
39,900 |
39,900 |
39,900 |
03/31/10 |
39,900 |
|
| ENDOWMENT FOR CHILDREN |
|
|
|
|
1,176,224 |
1,149,764 |
1,182,941 |
|
|
| UCFRB RESTORATION |
29358BAA0 |
ENSCO OFFSHORE CO |
6.360 |
12/01/15 |
2,000,158 |
2,000,158 |
2,211,935 |
03/31/10 |
|
######## |
|
| UCFRB RESTORATION |
46625MRA9 |
J P MORGAN CHASE COML MTG SECS |
4.200 |
07/12/35 |
765,104 |
768,070 |
778,119 |
03/31/10 |
|
768,070 |
|
| UCFRB RESTORATION |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
161,087,006 |
156,357,045 |
162,039,275 |
03/31/10 |
|
######## |
|
| UCFRB RESTORATION |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
4,956,967 |
4,956,967 |
4,956,967 |
03/31/10 |
######## |
|
| UCFRB RESTORATION |
|
|
|
|
168,809,234 |
164,082,240 |
169,986,295 |
|
|
| UCFRB LITIGATION |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
12,000,367 |
11,715,507 |
12,071,307 |
03/31/10 |
|
######## |
|
| UCFRB LITIGATION |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
1,659,265 |
1,659,265 |
1,659,265 |
03/31/10 |
######## |
|
| UCFRB LITIGATION |
|
|
|
|
13,659,632 |
13,374,773 |
13,730,572 |
|
|
| STATE FUND INSURANCE |
000333AA2 |
AA / FT WORTH HQ FIN TR |
5.500 |
10/05/10 |
856,906 |
856,906 |
854,970 |
03/31/10 |
|
856,906 |
|
| STATE FUND INSURANCE |
002824AU4 |
ABBOTT LABS |
5.125 |
04/01/19 |
5,000,000 |
4,976,296 |
5,268,777 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
013817AD3 |
ALCOA INC |
6.500 |
06/01/11 |
3,000,000 |
2,962,262 |
3,127,500 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
02003MBQ6 |
ALLSTATE LIFE GBL FDG SECD |
5.375 |
04/30/13 |
4,000,000 |
3,997,536 |
4,353,717 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
02209SAD5 |
ALTRIA GROUP INC |
9.700 |
11/10/18 |
5,000,000 |
5,012,452 |
6,139,963 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
025816AW9 |
AMERICAN EXPRESS CO |
5.500 |
09/12/16 |
5,000,000 |
4,983,586 |
5,210,147 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
025816AY5 |
AMERICAN EXPRESS CO |
7.000 |
03/19/18 |
3,000,000 |
2,990,848 |
3,372,345 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
0258M0CY3 |
AMERICAN EXPRESS CR CORP |
7.300 |
08/20/13 |
5,000,000 |
5,002,236 |
5,630,397 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
02635PSV6 |
AMERICAN GEN FIN CORP MTN |
4.875 |
05/15/10 |
4,000,000 |
3,999,987 |
4,000,000 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
02635PTP8 |
AMERICAN GEN FIN CORP MTN |
5.900 |
09/15/12 |
4,000,000 |
3,988,617 |
3,810,000 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
03523TAS7 |
ANHEUSER BUSCH INBEV WOR |
3.625 |
04/15/15 |
3,000,000 |
2,993,920 |
3,015,788 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
04035TAA5 |
ARIA CDO II JERSEY NO 1 LTD |
1.710 |
10/10/12 |
10,000,000 |
10,000,000 |
7,500,000 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
00206RAR3 |
AT+T INC |
5.800 |
02/15/19 |
5,000,000 |
4,986,241 |
5,325,752 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
055482AH6 |
B J SERVICES |
5.750 |
06/01/11 |
5,000,000 |
4,998,466 |
5,210,507 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
059497AU1 |
BANC AMER COML MTG INC COML |
5.381 |
01/15/49 |
5,000,000 |
5,008,819 |
5,164,880 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
05952CAB6 |
BANC AMER COML MTG TR |
5.434 |
02/10/51 |
10,000,000 |
10,029,725 |
10,348,416 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
059511AB1 |
BANC AMER COML MTG TR 2007 2 |
5.634 |
04/10/49 |
5,000,000 |
5,010,268 |
5,189,020 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
060505BM5 |
BANK AMER CORP |
5.375 |
06/15/14 |
5,000,000 |
4,980,753 |
5,241,462 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
06050BAG6 |
BANK AMER CORP MEDIUM TERM |
2.100 |
04/30/12 |
12,000,000 |
11,992,406 |
12,215,537 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
06051GEB1 |
BANK OF AMERICA CORP |
4.500 |
04/01/15 |
5,000,000 |
5,009,745 |
5,037,334 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
064149A64 |
BANK OF NOVA SCOTIA |
3.400 |
01/22/15 |
5,000,000 |
4,993,842 |
5,023,866 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
084664BM2 |
BERKSHIRE HATHAWAY FIN |
0.376 |
01/13/12 |
11,000,000 |
10,995,246 |
11,004,927 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
084670AU2 |
BERKSHIRE HATHAWAY INC |
2.125 |
02/11/13 |
9,000,000 |
8,996,991 |
9,048,494 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
09247XAF8 |
BLACKROCK INC |
2.250 |
12/10/12 |
5,000,000 |
5,006,742 |
5,042,250 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
097023BB0 |
BOEING CO |
1.875 |
11/20/12 |
1,000,000 |
994,731 |
999,969 |
03/31/10 |
|
994,731 |
|
| STATE FUND INSURANCE |
120569AA6 |
BUNGE NA FINANCE LP |
5.900 |
04/01/17 |
5,000,000 |
4,996,021 |
5,119,178 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
12189TBB9 |
BURLINGTON NORTHN SANTA FE |
7.000 |
02/01/14 |
3,000,000 |
2,999,621 |
3,412,530 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
12189PAE2 |
BURLINGTON NORTHN SANTA FE RY |
7.160 |
01/02/20 |
3,253,705 |
3,253,705 |
3,574,384 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
14040HAR6 |
CAPITAL ONE FINL CORP |
6.750 |
09/15/17 |
5,000,000 |
4,979,853 |
5,462,369 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
149123BP5 |
CATERPILLAR INC |
7.000 |
12/15/13 |
2,000,000 |
1,999,646 |
2,318,056 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
17314JAS2 |
CITIBANK NA |
1.250 |
11/15/11 |
5,000,000 |
4,992,145 |
5,025,455 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
17313YAL5 |
CITIGROUP FUNDING INC |
1.875 |
10/22/12 |
5,000,000 |
4,985,136 |
5,036,469 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
172967BJ9 |
CITIGROUP INC |
6.000 |
02/21/12 |
5,000,000 |
4,999,650 |
5,308,752 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
172967EJ6 |
CITIGROUP INC |
5.500 |
08/27/12 |
5,000,000 |
5,005,196 |
5,284,781 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
172967EY3 |
CITIGROUP INC |
6.375 |
08/12/14 |
5,000,000 |
4,970,451 |
5,334,512 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
20030NAH4 |
COMCAST CORP NEW |
5.450 |
11/15/10 |
5,000,000 |
5,001,327 |
5,127,017 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
20047QAA3 |
COMM MTG TR |
5.540 |
06/10/46 |
1,008,694 |
1,006,655 |
1,012,682 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
20825CAR5 |
CONOCOPHILLIPS |
5.750 |
02/01/19 |
5,000,000 |
4,996,445 |
5,449,045 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
20825TAA5 |
CONOCOPHILLIPS CDA FDG CO I |
5.625 |
10/15/16 |
6,000,000 |
5,999,686 |
6,615,720 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
210805DP9 |
CONTINENTAL AIRLS |
6.563 |
08/15/13 |
5,000,000 |
5,005,298 |
4,962,500 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
22546QAB3 |
CREDIT SUISSE NEW YORK |
3.450 |
07/02/12 |
5,000,000 |
4,995,124 |
5,138,758 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
126408GL1 |
CSX CORP |
5.750 |
03/15/13 |
5,000,000 |
4,993,069 |
5,425,873 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
126650BH2 |
CVS CAREMARK CORP |
5.750 |
06/01/17 |
5,000,000 |
4,858,884 |
5,367,715 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
23636AAA9 |
DANSKE BANK A/S |
3.750 |
04/01/15 |
5,000,000 |
4,985,031 |
4,968,525 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
250847DT4 |
DETROIT EDISON CO |
5.200 |
10/15/12 |
5,000,000 |
4,982,398 |
5,329,271 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
257867AM3 |
DONNELLEY R R + SONS |
4.950 |
04/01/14 |
5,000,000 |
4,916,452 |
5,025,000 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
263534BV0 |
DU PONT E I DE NEMOURS + CO |
5.875 |
01/15/14 |
7,000,000 |
6,975,554 |
7,738,848 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31331XVJ8 |
EDERAL FARM CR BKS |
5.100 |
04/12/17 |
20,000,000 |
19,801,878 |
21,808,022 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
29358BAA0 |
ENSCO OFFSHORE CO |
6.360 |
12/01/15 |
2,000,158 |
2,000,158 |
2,211,935 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
29364DAM2 |
ENTERGY ARK INC |
4.500 |
06/01/10 |
3,000,000 |
2,999,556 |
3,011,348 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31294JS58 |
FED HM LN PC POOL E00540 |
6.000 |
03/01/13 |
207,518 |
207,322 |
224,194 |
03/31/10 |
|
207,322 |
|
| STATE FUND INSURANCE |
31294JWU8 |
FED HM LN PC POOL E00659 |
6.000 |
04/01/14 |
231,193 |
231,126 |
249,831 |
03/31/10 |
|
231,126 |
|
| STATE FUND INSURANCE |
31283J3X7 |
FED HM LN PC POOL G10814 |
5.500 |
05/01/13 |
290,863 |
290,796 |
311,440 |
03/31/10 |
|
290,796 |
|
| STATE FUND INSURANCE |
3128M1N39 |
FED HM LN PC POOL G12310 |
5.500 |
08/01/21 |
3,754,639 |
3,757,719 |
4,017,318 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3128MBUE5 |
FED HM LN PC POOL G13081 |
5.000 |
04/01/23 |
6,017,406 |
6,017,406 |
6,358,793 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3128MMHW6 |
FED HM LN PC POOL G18244 |
4.500 |
02/01/23 |
6,150,124 |
6,046,046 |
6,395,812 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3128PLB50 |
FED HM LN PC POOL J08160 |
5.000 |
12/01/22 |
5,731,956 |
5,725,524 |
6,058,910 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31331S7B3 |
FEDERAL FARM CR BKS |
4.450 |
09/23/13 |
7,000,000 |
6,883,843 |
7,556,478 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31331YST8 |
FEDERAL FARM CREDIT BANK |
3.400 |
02/07/13 |
10,000,000 |
10,000,000 |
10,420,797 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3133XHZK1 |
FEDERAL HOME LN BANKS |
4.750 |
12/16/16 |
15,000,000 |
14,899,809 |
16,103,139 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3133XCUS0 |
FEDERAL HOME LN BKS |
4.750 |
09/11/15 |
10,000,000 |
9,831,954 |
10,761,045 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3133XJW20 |
FEDERAL HOME LN BKS |
5.125 |
03/10/17 |
10,000,000 |
10,066,805 |
10,813,618 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3133XS4S4 |
FEDERAL HOME LN BKS |
3.625 |
09/16/11 |
5,000,000 |
4,995,985 |
5,202,050 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3133XT4P8 |
FEDERAL HOME LN BKS |
2.500 |
02/19/13 |
5,000,000 |
5,000,000 |
5,119,179 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3128X33E1 |
FEDERAL HOME LN MTG CORP |
5.050 |
01/26/15 |
10,000,000 |
9,984,661 |
10,962,570 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3134A4DY7 |
FEDERAL HOME LN MTG CORP |
5.625 |
03/15/11 |
10,000,000 |
10,008,869 |
10,490,378 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3134A4FM1 |
FEDERAL HOME LN MTG CORP |
6.000 |
06/15/11 |
15,000,000 |
14,998,398 |
15,970,086 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3137EAAM1 |
FEDERAL HOME LN MTG CORP |
5.000 |
02/16/17 |
10,000,000 |
9,919,190 |
10,871,151 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3137EABW8 |
FEDERAL HOME LN MTG CORP |
1.500 |
01/07/11 |
10,000,000 |
10,000,000 |
10,065,675 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3133XMTE1 |
FEDERAL HOME LOAN BANK |
4.875 |
10/30/17 |
4,000,000 |
4,221,831 |
4,236,022 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3133XTXH4 |
FEDERAL HOME LOAN BANK |
1.625 |
07/27/11 |
10,000,000 |
10,077,085 |
10,123,357 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
3133XUMR1 |
FEDERAL HOME LOAN BANK |
3.250 |
09/12/14 |
10,000,000 |
10,142,851 |
10,252,021 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31359MB69 |
FEDERAL NATL MTG ASSN |
5.000 |
04/26/17 |
5,000,000 |
4,893,962 |
5,016,311 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31359MGJ6 |
FEDERAL NATL MTG ASSN |
6.625 |
11/15/10 |
10,000,000 |
10,027,139 |
10,374,523 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31359MSL8 |
FEDERAL NATL MTG ASSN |
4.375 |
07/17/13 |
20,000,000 |
19,741,319 |
21,494,424 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31359MUT8 |
FEDERAL NATL MTG ASSN |
4.125 |
04/15/14 |
10,000,000 |
9,738,866 |
10,699,641 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31359MWJ8 |
FEDERAL NATL MTG ASSN |
4.625 |
10/15/14 |
10,000,000 |
10,068,512 |
10,866,714 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
316773CF5 |
FIFTH THIRD BANCORP |
5.450 |
01/15/17 |
5,000,000 |
4,988,199 |
4,879,128 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31371KHR5 |
FNMA POOL 254140 |
5.500 |
01/01/17 |
2,813,842 |
2,807,885 |
3,027,122 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31371KLN9 |
FNMA POOL 254233 |
5.000 |
03/01/17 |
1,581,639 |
1,554,896 |
1,686,080 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31371KY47 |
FNMA POOL 254631 |
5.000 |
02/01/18 |
2,028,803 |
2,009,212 |
2,166,832 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31373UF77 |
FNMA POOL 303590 |
7.000 |
11/01/10 |
20,328 |
20,329 |
20,579 |
03/31/10 |
|
20,329 |
|
| STATE FUND INSURANCE |
31386SVM6 |
FNMA POOL 572220 |
6.000 |
03/01/16 |
127,372 |
127,206 |
137,953 |
03/31/10 |
|
127,206 |
|
| STATE FUND INSURANCE |
31387SA48 |
FNMA POOL 592327 |
5.500 |
06/01/16 |
224,212 |
221,782 |
241,207 |
03/31/10 |
|
221,782 |
|
| STATE FUND INSURANCE |
31407YVG1 |
FNMA POOL 844915 |
4.500 |
11/01/20 |
4,256,004 |
4,234,673 |
4,460,777 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31410GSV6 |
FNMA POOL 888932 |
4.500 |
11/01/22 |
3,001,140 |
3,001,140 |
3,145,537 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
31414CJX7 |
FNMA POOL 962078 |
4.500 |
03/01/23 |
6,734,681 |
6,700,211 |
7,005,209 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
349631AL5 |
FORTUNE BRANDS INC |
5.375 |
01/15/16 |
3,000,000 |
2,988,411 |
3,057,915 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
363258AE4 |
GALENA CDO I CAYMAN IS NO 1LTD |
1.618 |
01/11/13 |
4,000,000 |
400,000 |
400,000 |
03/31/10 |
|
400,000 |
|
| STATE FUND INSURANCE |
361448AG8 |
GATX CORP |
8.750 |
05/15/14 |
5,000,000 |
4,998,975 |
5,728,039 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
36962G2L7 |
GENERAL ELEC CAP CORP |
5.000 |
04/10/12 |
3,000,000 |
2,993,536 |
3,188,448 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
36962GM68 |
GENERAL ELEC CAP CORP |
4.375 |
11/21/11 |
10,000,000 |
9,916,992 |
10,467,572 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
369604BC6 |
GENERAL ELEC CO |
5.250 |
12/06/17 |
5,000,000 |
5,009,309 |
5,245,766 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
37247DAJ5 |
GENWORTH FINL INC |
5.650 |
06/15/12 |
3,500,000 |
3,496,609 |
3,587,500 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
379336AC4 |
GLOBAL INDS LTD |
7.710 |
02/15/25 |
3,000,000 |
3,000,000 |
3,252,390 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
38141GEV2 |
GOLDMAN SACHS GROUP |
5.300 |
02/14/12 |
4,000,000 |
3,998,756 |
4,246,561 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
38141GEE0 |
GOLDMAN SACHS GROUP INC |
5.350 |
01/15/16 |
5,000,000 |
4,966,789 |
5,329,167 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
416515AT1 |
HARTFORD FINL SVCS GROUP INC |
5.375 |
03/15/17 |
5,000,000 |
4,990,663 |
5,011,251 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
416515AU8 |
HARTFORD FINL SVCS GROUP INC |
6.300 |
03/15/18 |
5,000,000 |
5,004,207 |
5,243,184 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
40429CFZ0 |
HSBC FIN CORP |
5.900 |
06/19/12 |
4,000,000 |
3,995,602 |
4,306,971 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
459745FS9 |
INTERNATIONAL LEASE FIN CORP |
5.125 |
11/01/10 |
5,000,000 |
4,997,686 |
5,000,000 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
46625MRA9 |
J P MORGAN CHASE COML MTG SECS |
4.200 |
07/12/35 |
2,295,312 |
2,304,211 |
2,334,356 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
476556CW3 |
JERSEY CENT PWR + LT CO |
5.650 |
06/01/17 |
3,000,000 |
2,992,498 |
3,164,899 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
46630EAA8 |
JP MORGAN CHASE |
5.279 |
12/12/43 |
2,961,741 |
2,961,740 |
3,033,283 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
46625HHB9 |
JPMORGAN CHASE + CO |
4.750 |
05/01/13 |
4,000,000 |
3,992,194 |
4,255,581 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
46625HHQ6 |
JPMORGAN CHASE + CO |
4.950 |
03/25/20 |
5,000,000 |
5,016,618 |
4,951,332 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
481247AK0 |
JPMORGAN CHASE + CO FDIC |
2.200 |
06/15/12 |
7,000,000 |
6,997,104 |
7,139,545 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
482439AA4 |
KCT INTERMODAL TRANSN CORP |
6.884 |
08/01/18 |
2,581,867 |
2,581,867 |
2,748,146 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
49327WAC6 |
KEYBANK NATL ASSN CLEVELAND OH |
5.500 |
09/17/12 |
5,000,000 |
4,999,656 |
5,260,824 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
49327XAB6 |
KEYBANK NATL ASSN MTN |
5.450 |
03/03/16 |
5,000,000 |
4,999,289 |
4,858,150 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
50075NAB0 |
KRAFT FOODS INC |
5.625 |
11/01/11 |
5,000,000 |
5,139,940 |
5,319,350 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
52517P2K6 |
LEHMAN BROTHERS HLDGS INC |
5.500 |
05/25/10 |
5,000,000 |
1,000,000 |
1,150,000 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
52517PD57 |
LEHMAN BROTHERS HLDGS INC |
5.000 |
01/14/11 |
4,000,000 |
782,160 |
910,000 |
03/31/10 |
|
782,160 |
|
| STATE FUND INSURANCE |
532457BE7 |
LILLY ELI + CO |
4.200 |
03/06/14 |
2,000,000 |
1,999,293 |
2,114,110 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
539830AS8 |
LOCKHEED MARTIN CORP |
4.121 |
03/14/13 |
2,000,000 |
1,980,037 |
2,095,774 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
565849AF3 |
MARATHON OIL CORP |
5.900 |
03/15/18 |
5,000,000 |
4,986,944 |
5,314,050 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
57629WBH2 |
MASSMUTUAL GLOBAL FUNDING |
3.625 |
07/16/12 |
2,000,000 |
1,998,824 |
2,061,514 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
581557AU9 |
MCKESSON CORP NEW |
5.250 |
03/01/13 |
3,000,000 |
2,993,867 |
3,188,801 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
589331AN7 |
MERCK + CO INC |
5.000 |
06/30/19 |
2,000,000 |
1,988,346 |
2,089,399 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
59018YJ69 |
MERRILL LYNCH + CO INC |
6.400 |
08/28/17 |
5,000,000 |
4,994,592 |
5,259,688 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
59156RAG3 |
METLIFE INC |
5.000 |
11/24/13 |
5,000,000 |
4,982,466 |
5,310,815 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
61746SBS7 |
MORGAN STANLEY |
5.050 |
01/21/11 |
4,000,000 |
3,998,345 |
4,135,212 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
61747YCJ2 |
MORGAN STANLEY |
5.625 |
09/23/19 |
5,000,000 |
4,980,330 |
4,960,003 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
638612AE1 |
NATIONWIDE FINANCIAL SER |
6.250 |
11/15/11 |
5,000,000 |
5,066,694 |
5,253,117 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
63534PAE7 |
NATNL CITY BK CLEVELAND OH |
5.250 |
12/15/16 |
5,000,000 |
4,996,884 |
5,117,157 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
655844BB3 |
NORFOLK SOUTHN CORP |
5.750 |
01/15/16 |
2,000,000 |
1,992,669 |
2,139,001 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
668074AT4 |
NORTHWESTERN CORP |
6.340 |
04/01/19 |
5,000,000 |
4,996,994 |
5,282,181 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
66989GAA8 |
NOVARTIS SECS INVT LTD |
5.125 |
02/10/19 |
5,000,000 |
4,992,111 |
5,272,536 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
674599BW4 |
OCCIDENTAL PETE CORP |
7.000 |
11/01/13 |
5,000,000 |
4,986,351 |
5,798,113 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
69371RJ64 |
PACCAR FINL CORP MTN BK ENT |
3.751 |
01/12/11 |
5,000,000 |
5,000,000 |
5,081,222 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
69373UAB3 |
PACCAR INC |
6.375 |
02/15/12 |
1,000,000 |
999,326 |
1,084,296 |
03/31/10 |
|
999,326 |
|
| STATE FUND INSURANCE |
73278MAA1 |
POOLED FDG TR I |
2.740 |
02/15/12 |
5,000,000 |
5,104,257 |
5,114,827 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
69352JAL1 |
PPL ENERGY SUPPLY LLC |
6.500 |
05/01/18 |
3,000,000 |
2,991,886 |
3,186,374 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
69352BAC8 |
PPL MONT LLC |
8.903 |
07/02/20 |
2,954,408 |
2,954,408 |
3,309,458 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
7425A0BD1 |
PRINCIPAL LIFE GLOBAL FDG MTN |
5.125 |
10/15/13 |
5,000,000 |
4,997,398 |
5,278,964 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
74367FAN8 |
PROTECTIVE LIFE SECD TRS SECD |
5.450 |
09/28/12 |
5,000,000 |
4,994,281 |
5,350,916 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
74432QAJ4 |
PRUDENTIAL FINL INC |
5.500 |
03/15/16 |
5,000,000 |
4,938,937 |
5,196,270 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
779382AG5 |
ROWAN COS INC |
5.880 |
03/15/12 |
2,725,000 |
2,725,000 |
2,867,954 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
78387GAS2 |
SBC COMMUNICATIONS INC |
5.300 |
11/15/10 |
5,000,000 |
4,998,645 |
5,133,365 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
806605AJ0 |
SCHERING PLOUGH CORP |
6.000 |
09/15/17 |
5,000,000 |
4,981,758 |
5,623,161 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
78442FDP0 |
SLM CORP |
4.500 |
07/26/10 |
5,000,000 |
4,999,111 |
5,025,000 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
844895AR3 |
SOUTHWEST GAS CORP |
8.375 |
02/15/11 |
4,000,000 |
3,999,465 |
4,180,769 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
792860AJ7 |
ST PAUL TRAVELERS COS INC |
6.250 |
06/20/16 |
5,000,000 |
4,989,054 |
5,502,308 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
85771SAC0 |
STATOILHYDRO ASA |
2.900 |
10/15/14 |
2,000,000 |
1,997,240 |
1,994,829 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
8935268Y2 |
TRANSCANADA PIPELINES LTD |
7.125 |
01/15/19 |
5,000,000 |
5,049,979 |
5,850,402 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
90520GAA4 |
UNION BK CALIF |
5.950 |
05/11/16 |
5,000,000 |
5,002,611 |
5,197,739 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
907818CV8 |
UNION PAC CORP |
4.875 |
01/15/15 |
7,000,000 |
6,821,903 |
7,401,297 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
911312AH9 |
UNITED PARCEL SVC INC |
5.500 |
01/15/18 |
5,000,000 |
4,992,287 |
5,450,082 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828KS8 |
UNITED STATE TREAS NTS |
2.625 |
02/29/16 |
5,000,000 |
5,008,308 |
4,915,250 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828DM9 |
UNITED STATES TREAS NTS |
4.000 |
02/15/15 |
20,000,000 |
19,300,546 |
21,412,001 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828HH6 |
UNITED STATES TREAS NTS |
4.250 |
11/15/17 |
15,000,000 |
15,139,233 |
15,868,200 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828HZ6 |
UNITED STATES TREAS NTS |
3.875 |
05/15/18 |
15,000,000 |
15,037,300 |
15,376,800 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828JH4 |
UNITED STATES TREAS NTS |
4.000 |
08/15/18 |
10,000,000 |
10,063,722 |
10,300,000 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828KD1 |
UNITED STATES TREAS NTS |
2.750 |
02/15/19 |
10,000,000 |
9,904,762 |
9,281,200 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
91159HGU8 |
US BANCORP |
3.150 |
03/04/15 |
2,000,000 |
1,996,573 |
1,994,441 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828KR0 |
US TREASURY N/B |
2.625 |
04/30/16 |
10,000,000 |
9,843,736 |
9,789,900 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828KW9 |
US TREASURY N/B |
3.250 |
05/31/16 |
5,000,000 |
4,899,800 |
5,063,750 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828LG3 |
US TREASURY N/B |
1.000 |
07/31/11 |
5,000,000 |
4,990,985 |
5,025,650 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828LH1 |
US TREASURY N/B |
1.750 |
08/15/12 |
10,000,000 |
10,060,771 |
10,122,700 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828LJ7 |
US TREASURY N/B |
3.625 |
08/15/19 |
10,000,000 |
9,939,817 |
9,877,500 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828MP2 |
US TREASURY N/B |
3.625 |
02/15/20 |
5,000,000 |
4,894,316 |
4,914,050 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
92343VAC8 |
VERIZON COMMUNICATIONS INC |
5.550 |
02/15/16 |
5,000,000 |
4,976,466 |
5,419,372 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
92344UAA3 |
VERIZON NEW JERSEY INC |
5.875 |
01/17/12 |
3,000,000 |
3,054,379 |
3,188,679 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
929903CH3 |
WACHOVIA CORP NEW |
5.625 |
10/15/16 |
5,000,000 |
4,987,445 |
5,176,484 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
94973VAM9 |
WELLPOINT INC |
5.875 |
06/15/17 |
5,000,000 |
4,943,847 |
5,375,621 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
949746FS5 |
WELLS FARGO + CO NEW |
4.625 |
04/15/14 |
5,000,000 |
4,913,060 |
5,141,497 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
949746NJ6 |
WELLS FARGO CO NEW |
5.300 |
08/26/11 |
9,000,000 |
8,996,801 |
9,488,881 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828LC2 |
WI TREASURY N/B |
2.625 |
07/31/14 |
5,000,000 |
4,981,725 |
5,068,750 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
912828LX6 |
WI TREASURY SEC |
1.375 |
11/15/12 |
10,000,000 |
10,057,328 |
9,997,500 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
971807AD4 |
WILMINGTON TR CORP |
8.500 |
04/02/18 |
2,000,000 |
2,000,000 |
1,997,406 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
983024AE0 |
WYETH |
5.500 |
02/01/14 |
5,000,000 |
4,996,287 |
5,513,844 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
989701AU1 |
ZIONS BANCORPORATION |
5.650 |
05/15/14 |
3,000,000 |
2,998,395 |
2,745,000 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
85799E9A5 |
STATE FUND BUILDING |
NA |
NA |
25,512,033 |
25,512,033 |
25,512,033 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
055997910 |
BLACKROCK EQUITY INDEX FD B |
NA |
NA |
644,147 |
90,406,677 |
112,158,830 |
03/31/10 |
|
######## |
|
| STATE FUND INSURANCE |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
24,703,096 |
24,703,096 |
24,703,096 |
03/31/10 |
######## |
|
| STATE FUND INSURANCE |
|
|
|
|
996,168,785 |
1,072,514,618 |
1,137,830,026 |
|
|
| SUBSEQUENT INJURY FUND |
02635PSV6 |
AMERICAN GEN FIN CORP MTN |
4.875 |
05/15/10 |
100,000 |
100,000 |
100,000 |
03/31/10 |
|
100,000 |
|
| SUBSEQUENT INJURY FUND |
52517PD57 |
LEHMAN BROTHERS HLDGS INC |
5.000 |
01/14/11 |
100,000 |
19,554 |
22,750 |
03/31/10 |
|
19,554 |
|
| SUBSEQUENT INJURY FUND |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
307,033 |
307,033 |
307,033 |
03/31/10 |
307,033 |
|
| SUBSEQUENT INJURY FUND |
|
|
|
|
507,033 |
426,587 |
429,783 |
|
|
| OLD FUND INSURANCE |
20047QAA3 |
COMM MTG TR |
5.540 |
06/10/46 |
806,955 |
805,323 |
810,145 |
03/31/10 |
|
805,323 |
|
| OLD FUND INSURANCE |
31294JS58 |
FED HM LN PC POOL E00540 |
6.000 |
03/01/13 |
69,173 |
69,107 |
74,731 |
03/31/10 |
|
69,107 |
|
| OLD FUND INSURANCE |
31283J3X7 |
FED HM LN PC POOL G10814 |
5.500 |
05/01/13 |
156,619 |
156,582 |
167,699 |
03/31/10 |
|
156,582 |
|
| OLD FUND INSURANCE |
31374GX44 |
FNMA POOL 313999 |
6.000 |
02/01/13 |
104,601 |
104,452 |
112,719 |
03/31/10 |
|
104,452 |
|
| OLD FUND INSURANCE |
779382AG5 |
ROWAN COS INC |
5.880 |
03/15/12 |
1,817,000 |
1,817,000 |
1,912,320 |
03/31/10 |
|
######## |
|
| OLD FUND INSURANCE |
92344UAA3 |
VERIZON NEW JERSEY INC |
5.875 |
01/17/12 |
1,000,000 |
1,009,653 |
1,062,893 |
03/31/10 |
|
######## |
|
| OLD FUND INSURANCE |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
8,612,638 |
8,612,638 |
8,612,638 |
03/31/10 |
######## |
|
| OLD FUND INSURANCE |
|
|
|
|
12,566,985 |
12,574,756 |
12,753,146 |
|
|
| ZORTMAN WATER |
31359MEL3 |
FEDERAL NATL MTG ASSN |
0.000 |
06/01/17 |
14,600,000 |
9,342,618 |
10,938,901 |
03/31/10 |
|
######## |
|
| ZORTMAN WATER |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
137,461 |
137,461 |
137,461 |
03/31/10 |
137,461 |
|
| ZORTMAN WATER |
|
|
|
|
14,737,461 |
9,480,079 |
11,076,363 |
|
|
| GROUP BENEFITS |
02003MBQ6 |
ALLSTATE LIFE GBL FDG SECD |
5.375 |
04/30/13 |
1,000,000 |
999,384 |
1,088,429 |
03/31/10 |
|
999,384 |
|
| GROUP BENEFITS |
02635PTP8 |
AMERICAN GEN FIN CORP MTN |
5.900 |
09/15/12 |
1,000,000 |
997,154 |
952,500 |
03/31/10 |
|
997,154 |
|
| GROUP BENEFITS |
06050BAG6 |
BANK AMER CORP MEDIUM TERM |
2.100 |
04/30/12 |
2,700,000 |
2,699,481 |
2,748,496 |
03/31/10 |
|
######## |
|
| GROUP BENEFITS |
17313YAL5 |
CITIGROUP FUNDING INC |
1.875 |
10/22/12 |
2,000,000 |
1,994,055 |
2,014,587 |
03/31/10 |
|
######## |
|
| GROUP BENEFITS |
31331YST8 |
FEDERAL FARM CREDIT BANK |
3.400 |
02/07/13 |
4,500,000 |
4,500,000 |
4,689,359 |
03/31/10 |
|
######## |
|
| GROUP BENEFITS |
3133XR4U1 |
FEDERAL HOME LN BKS |
3.125 |
06/10/11 |
3,000,000 |
2,968,283 |
3,089,769 |
03/31/10 |
|
######## |
|
| GROUP BENEFITS |
3133XS4S4 |
FEDERAL HOME LN BKS |
3.625 |
09/16/11 |
3,000,000 |
2,997,591 |
3,121,230 |
03/31/10 |
|
######## |
|
| GROUP BENEFITS |
3133XKSK2 |
FEDERAL HOME LOAN BKS |
4.875 |
06/08/12 |
2,900,000 |
2,888,270 |
3,119,919 |
03/31/10 |
|
######## |
|
| GROUP BENEFITS |
31398ASD5 |
FEDERAL NATL MTG ASSN |
3.875 |
07/12/13 |
5,000,000 |
4,948,901 |
5,313,553 |
03/31/10 |
|
######## |
|
| GROUP BENEFITS |
36967HAD9 |
GENERAL ELEC CAP CORP FDIC GTD |
3.000 |
12/09/11 |
3,000,000 |
2,995,149 |
3,101,334 |
03/31/10 |
|
######## |
|
| GROUP BENEFITS |
37247DAJ5 |
GENWORTH FINL INC |
5.650 |
06/15/12 |
900,000 |
899,128 |
922,500 |
03/31/10 |
|
899,128 |
|
| GROUP BENEFITS |
40429CFZ0 |
HSBC FIN CORP |
5.900 |
06/19/12 |
1,000,000 |
998,900 |
1,076,743 |
03/31/10 |
|
998,900 |
|
| GROUP BENEFITS |
46625HHB9 |
JPMORGAN CHASE + CO |
4.750 |
05/01/13 |
1,000,000 |
998,048 |
1,063,895 |
03/31/10 |
|
998,048 |
|
| GROUP BENEFITS |
74367FAN8 |
PROTECTIVE LIFE SECD TRS SECD |
5.450 |
09/28/12 |
1,000,000 |
998,856 |
1,070,183 |
03/31/10 |
|
998,856 |
|
| GROUP BENEFITS |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
12,069,315 |
12,069,315 |
12,069,315 |
03/31/10 |
######## |
|
| GROUP BENEFITS |
|
|
|
|
44,069,315 |
43,952,515 |
45,441,812 |
|
|
| CLARK FORK SITE RESP |
06052AAA9 |
BANK OF AMERICA NA FDIC GTD |
1.700 |
12/23/10 |
750,000 |
750,317 |
757,149 |
03/31/10 |
|
750,317 |
|
| CLARK FORK SITE RESP |
084670AU2 |
BERKSHIRE HATHAWAY INC |
2.125 |
02/11/13 |
600,000 |
599,799 |
603,233 |
03/31/10 |
|
599,799 |
|
| CLARK FORK SITE RESP |
31359YBR7 |
FEDERAL HOME LN MTG CORP |
0.000 |
01/15/13 |
1,000,000 |
942,815 |
943,013 |
03/31/10 |
|
942,815 |
|
| CLARK FORK SITE RESP |
3133XWKV0 |
FEDERAL HOME LOAN BANK |
2.375 |
03/14/14 |
1,000,000 |
1,004,816 |
993,298 |
03/31/10 |
|
######## |
|
| CLARK FORK SITE RESP |
31359YBU0 |
FEDERAL NATL MTG ASSN DEB |
0.000 |
07/15/14 |
1,000,000 |
891,997 |
880,515 |
03/31/10 |
|
891,997 |
|
| CLARK FORK SITE RESP |
31358C7A8 |
FEDERAL NATL MTG ASSN DEB STRP |
0.000 |
11/15/11 |
1,000,000 |
966,321 |
977,688 |
03/31/10 |
|
966,321 |
|
| CLARK FORK SITE RESP |
31358C7C4 |
FEDERAL NATL MTG ASSN DEB STRP |
0.000 |
11/15/12 |
271,000 |
252,643 |
257,458 |
03/31/10 |
|
252,643 |
|
| CLARK FORK SITE RESP |
31358C7E0 |
FEDERAL NATL MTG ASSN DEB STRP |
0.000 |
11/15/13 |
1,000,000 |
911,093 |
913,126 |
03/31/10 |
|
911,093 |
|
| CLARK FORK SITE RESP |
3128X8TZ5 |
FREDDIE MAC |
2.500 |
04/08/13 |
1,750,000 |
1,750,000 |
1,764,314 |
03/31/10 |
|
######## |
|
| CLARK FORK SITE RESP |
36962G2N3 |
GENERAL ELEC CAP CORP |
0.320 |
08/15/11 |
900,000 |
840,845 |
898,380 |
03/31/10 |
|
840,845 |
|
| CLARK FORK SITE RESP |
481247AD6 |
JPMORGAN CHASE+CO FDIC GTD TLG |
2.625 |
12/01/10 |
750,000 |
755,152 |
761,168 |
03/31/10 |
|
755,152 |
|
| CLARK FORK SITE RESP |
532457BD9 |
LILLY ELI + CO |
3.550 |
03/06/12 |
500,000 |
499,672 |
520,150 |
03/31/10 |
|
499,672 |
|
| CLARK FORK SITE RESP |
61757UAA8 |
MORGAN STANLEY FDIC GTD TLGP |
2.900 |
12/01/10 |
500,000 |
504,456 |
508,212 |
03/31/10 |
|
504,456 |
|
| CLARK FORK SITE RESP |
742732AE0 |
PROCTER + GAMBLE INTL FN |
1.350 |
08/26/11 |
450,000 |
449,766 |
452,339 |
03/31/10 |
|
449,766 |
|
| CLARK FORK SITE RESP |
7591EAAA1 |
REGIONS BANK FDIC GTD TLGP |
2.750 |
12/10/10 |
750,000 |
755,772 |
762,028 |
03/31/10 |
|
755,772 |
|
| CLARK FORK SITE RESP |
771196AN2 |
ROCHE HLDGS INC |
4.500 |
03/01/12 |
500,000 |
498,314 |
526,999 |
03/31/10 |
|
498,314 |
|
| CLARK FORK SITE RESP |
812293AB4 |
SEARIVER MARITIME FINL HLDGS |
0.000 |
09/01/12 |
950,000 |
888,978 |
893,000 |
03/31/10 |
|
888,978 |
|
| CLARK FORK SITE RESP |
912833JY7 |
UNITED STATES TRES SC STRP INT |
0.000 |
05/15/12 |
1,500,000 |
1,452,946 |
1,470,045 |
03/31/10 |
|
######## |
|
| CLARK FORK SITE RESP |
912828LW8 |
US TREASURY N/B |
1.000 |
09/30/11 |
2,000,000 |
2,000,966 |
2,008,080 |
03/31/10 |
|
######## |
|
| CLARK FORK SITE RESP |
912828KP4 |
US TREASURY T/B |
1.375 |
05/15/12 |
1,800,000 |
1,786,580 |
1,811,142 |
03/31/10 |
|
######## |
|
| CLARK FORK SITE RESP |
931142CL5 |
WAL MART STORES INC |
4.250 |
04/15/13 |
600,000 |
623,645 |
640,886 |
03/31/10 |
|
623,645 |
|
| CLARK FORK SITE RESP |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
73,969,561 |
70,000,000 |
74,406,834 |
03/31/10 |
|
######## |
|
| CLARK FORK SITE RESP |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
10,075,000 |
10,075,000 |
10,075,000 |
03/31/10 |
######## |
|
| CLARK FORK SITE RESP |
|
|
|
|
103,615,561 |
99,201,894 |
103,824,056 |
|
|
| BUTTE AREA ONE REST |
084670AU2 |
BERKSHIRE HATHAWAY INC |
2.125 |
02/11/13 |
200,000 |
199,933 |
201,078 |
03/31/10 |
|
199,933 |
|
| BUTTE AREA ONE REST |
31331GYP8 |
FEDERAL FARM CR BKS |
2.125 |
06/18/12 |
800,000 |
800,053 |
814,706 |
03/31/10 |
|
800,053 |
|
| BUTTE AREA ONE REST |
3133XWKV0 |
FEDERAL HOME LOAN BANK |
2.375 |
03/14/14 |
1,200,000 |
1,205,780 |
1,191,958 |
03/31/10 |
|
######## |
|
| BUTTE AREA ONE REST |
3128X8TZ5 |
FREDDIE MAC |
2.500 |
04/08/13 |
1,400,000 |
1,400,000 |
1,411,451 |
03/31/10 |
|
######## |
|
| BUTTE AREA ONE REST |
36962G2N3 |
GENERAL ELEC CAP CORP |
0.320 |
08/15/11 |
250,000 |
233,568 |
249,550 |
03/31/10 |
|
233,568 |
|
| BUTTE AREA ONE REST |
481247AG9 |
JPMORGAN CHASE + CO FDIC |
1.650 |
02/23/11 |
800,000 |
799,860 |
808,892 |
03/31/10 |
|
799,860 |
|
| BUTTE AREA ONE REST |
481247AA2 |
JPMORGAN CHASE+CO FDIC GTD TLG |
3.125 |
12/01/11 |
500,000 |
509,757 |
518,096 |
03/31/10 |
|
509,757 |
|
| BUTTE AREA ONE REST |
532457BD9 |
LILLY ELI + CO |
3.550 |
03/06/12 |
200,000 |
199,869 |
208,060 |
03/31/10 |
|
199,869 |
|
| BUTTE AREA ONE REST |
742732AE0 |
PROCTER + GAMBLE INTL FN |
1.350 |
08/26/11 |
200,000 |
199,896 |
201,039 |
03/31/10 |
|
199,896 |
|
| BUTTE AREA ONE REST |
771196AN2 |
ROCHE HLDGS INC |
4.500 |
03/01/12 |
200,000 |
199,325 |
210,800 |
03/31/10 |
|
199,325 |
|
| BUTTE AREA ONE REST |
812293AB4 |
SEARIVER MARITIME FINL HLDGS |
0.000 |
09/01/12 |
200,000 |
187,153 |
188,000 |
03/31/10 |
|
187,153 |
|
| BUTTE AREA ONE REST |
912833JY7 |
UNITED STATES TRES SC STRP INT |
0.000 |
05/15/12 |
500,000 |
484,315 |
490,015 |
03/31/10 |
|
484,315 |
|
| BUTTE AREA ONE REST |
912828LW8 |
US TREASURY N/B |
1.000 |
09/30/11 |
1,000,000 |
1,000,483 |
1,004,040 |
03/31/10 |
|
######## |
|
| BUTTE AREA ONE REST |
912828KP4 |
US TREASURY T/B |
1.375 |
05/15/12 |
500,000 |
496,272 |
503,095 |
03/31/10 |
|
496,272 |
|
| BUTTE AREA ONE REST |
931142CL5 |
WAL MART STORES INC |
4.250 |
04/15/13 |
200,000 |
207,882 |
213,629 |
03/31/10 |
|
207,882 |
|
| BUTTE AREA ONE REST |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
14,853,196 |
14,000,000 |
14,941,001 |
03/31/10 |
|
######## |
|
| BUTTE AREA ONE REST |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
6,874,868 |
6,874,868 |
6,874,868 |
03/31/10 |
######## |
|
| BUTTE AREA ONE REST |
|
|
|
|
29,878,064 |
28,999,014 |
30,030,277 |
|
|
| LITIGATION COST RECVR |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
1,754,550 |
1,754,550 |
1,754,550 |
03/31/10 |
######## |
|
| LITIGATION COST RECVR |
|
|
|
|
1,754,550 |
1,754,550 |
1,754,550 |
|
|
| CLARK FORK RIVER RS |
084670AU2 |
BERKSHIRE HATHAWAY INC |
2.125 |
02/11/13 |
100,000 |
99,967 |
100,539 |
03/31/10 |
|
99,967 |
|
| CLARK FORK RIVER RS |
31331GYP8 |
FEDERAL FARM CR BKS |
2.125 |
06/18/12 |
600,000 |
600,040 |
611,030 |
03/31/10 |
|
600,040 |
|
| CLARK FORK RIVER RS |
3133XWKV0 |
FEDERAL HOME LOAN BANK |
2.375 |
03/14/14 |
700,000 |
703,371 |
695,309 |
03/31/10 |
|
703,371 |
|
| CLARK FORK RIVER RS |
3128X8TZ5 |
FREDDIE MAC |
2.500 |
04/08/13 |
1,250,000 |
1,250,000 |
1,260,224 |
03/31/10 |
|
######## |
|
| CLARK FORK RIVER RS |
36962G2N3 |
GENERAL ELEC CAP CORP |
0.320 |
08/15/11 |
250,000 |
233,568 |
249,550 |
03/31/10 |
|
233,568 |
|
| CLARK FORK RIVER RS |
481247AG9 |
JPMORGAN CHASE + CO FDIC |
1.650 |
02/23/11 |
800,000 |
799,860 |
808,892 |
03/31/10 |
|
799,860 |
|
| CLARK FORK RIVER RS |
481247AA2 |
JPMORGAN CHASE+CO FDIC GTD TLG |
3.125 |
12/01/11 |
505,000 |
514,854 |
523,277 |
03/31/10 |
|
514,854 |
|
| CLARK FORK RIVER RS |
532457BD9 |
LILLY ELI + CO |
3.550 |
03/06/12 |
200,000 |
199,869 |
208,060 |
03/31/10 |
|
199,869 |
|
| CLARK FORK RIVER RS |
742732AE0 |
PROCTER + GAMBLE INTL FN |
1.350 |
08/26/11 |
200,000 |
199,896 |
201,039 |
03/31/10 |
|
199,896 |
|
| CLARK FORK RIVER RS |
771196AN2 |
ROCHE HLDGS INC |
4.500 |
03/01/12 |
200,000 |
199,325 |
210,800 |
03/31/10 |
|
199,325 |
|
| CLARK FORK RIVER RS |
812293AB4 |
SEARIVER MARITIME FINL HLDGS |
0.000 |
09/01/12 |
200,000 |
187,153 |
188,000 |
03/31/10 |
|
187,153 |
|
| CLARK FORK RIVER RS |
912833JY7 |
UNITED STATES TRES SC STRP INT |
0.000 |
05/15/12 |
500,000 |
484,315 |
490,015 |
03/31/10 |
|
484,315 |
|
| CLARK FORK RIVER RS |
912828LW8 |
US TREASURY N/B |
1.000 |
09/30/11 |
1,000,000 |
1,000,483 |
1,004,040 |
03/31/10 |
|
######## |
|
| CLARK FORK RIVER RS |
912828KP4 |
US TREASURY T/B |
1.375 |
05/15/12 |
500,000 |
496,272 |
503,095 |
03/31/10 |
|
496,272 |
|
| CLARK FORK RIVER RS |
931142CL5 |
WAL MART STORES INC |
4.250 |
04/15/13 |
200,000 |
207,882 |
213,629 |
03/31/10 |
|
207,882 |
|
| CLARK FORK RIVER RS |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
16,974,118 |
16,000,000 |
17,074,460 |
03/31/10 |
|
######## |
|
| CLARK FORK RIVER RS |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
4,583,733 |
4,583,733 |
4,583,733 |
03/31/10 |
######## |
|
| CLARK FORK RIVER RS |
|
|
|
|
28,762,851 |
27,760,589 |
28,925,692 |
|
|
| SMELTER HILL UPLOAD |
084670AU2 |
BERKSHIRE HATHAWAY INC |
2.125 |
02/11/13 |
100,000 |
99,967 |
100,539 |
03/31/10 |
|
99,967 |
|
| SMELTER HILL UPLOAD |
31331GYP8 |
FEDERAL FARM CR BKS |
2.125 |
06/18/12 |
600,000 |
600,040 |
611,030 |
03/31/10 |
|
600,040 |
|
| SMELTER HILL UPLOAD |
3133XWKV0 |
FEDERAL HOME LOAN BANK |
2.375 |
03/14/14 |
600,000 |
602,890 |
595,979 |
03/31/10 |
|
602,890 |
|
| SMELTER HILL UPLOAD |
3128X8TZ5 |
FREDDIE MAC |
2.500 |
04/08/13 |
600,000 |
600,000 |
604,908 |
03/31/10 |
|
600,000 |
|
| SMELTER HILL UPLOAD |
36962G2N3 |
GENERAL ELEC CAP CORP |
0.320 |
08/15/11 |
100,000 |
93,427 |
99,820 |
03/31/10 |
|
93,427 |
|
| SMELTER HILL UPLOAD |
481247AG9 |
JPMORGAN CHASE + CO FDIC |
1.650 |
02/23/11 |
400,000 |
399,930 |
404,446 |
03/31/10 |
|
399,930 |
|
| SMELTER HILL UPLOAD |
481247AA2 |
JPMORGAN CHASE+CO FDIC GTD TLG |
3.125 |
12/01/11 |
250,000 |
254,878 |
259,048 |
03/31/10 |
|
254,878 |
|
| SMELTER HILL UPLOAD |
532457BD9 |
LILLY ELI + CO |
3.550 |
03/06/12 |
100,000 |
99,934 |
104,030 |
03/31/10 |
|
99,934 |
|
| SMELTER HILL UPLOAD |
742732AE0 |
PROCTER + GAMBLE INTL FN |
1.350 |
08/26/11 |
150,000 |
149,922 |
150,780 |
03/31/10 |
|
149,922 |
|
| SMELTER HILL UPLOAD |
771196AN2 |
ROCHE HLDGS INC |
4.500 |
03/01/12 |
100,000 |
99,663 |
105,400 |
03/31/10 |
|
99,663 |
|
| SMELTER HILL UPLOAD |
812293AB4 |
SEARIVER MARITIME FINL HLDGS |
0.000 |
09/01/12 |
100,000 |
93,577 |
94,000 |
03/31/10 |
|
93,577 |
|
| SMELTER HILL UPLOAD |
912833JY7 |
UNITED STATES TRES SC STRP INT |
0.000 |
05/15/12 |
500,000 |
484,315 |
490,015 |
03/31/10 |
|
484,315 |
|
| SMELTER HILL UPLOAD |
912828LW8 |
US TREASURY N/B |
1.000 |
09/30/11 |
1,000,000 |
1,000,483 |
1,004,040 |
03/31/10 |
|
######## |
|
| SMELTER HILL UPLOAD |
912828KP4 |
US TREASURY T/B |
1.375 |
05/15/12 |
200,000 |
198,509 |
201,238 |
03/31/10 |
|
198,509 |
|
| SMELTER HILL UPLOAD |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
2,835,327 |
2,675,000 |
2,852,088 |
03/31/10 |
|
######## |
|
| SMELTER HILL UPLOAD |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
5,873,365 |
5,873,365 |
5,873,365 |
03/31/10 |
######## |
|
| SMELTER HILL UPLOAD |
|
|
|
|
13,508,692 |
13,325,900 |
13,550,724 |
|
|
| PERMANENT COAL TRUST |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
324,646,175 |
313,514,591 |
326,565,327 |
03/31/10 |
|
######## |
|
| PERMANENT COAL TRUST |
7149909A8 |
IN-STATE LOANS |
NA |
NA |
204,543,898 |
204,543,898 |
204,543,898 |
03/31/10 |
|
######## |
|
| PERMANENT COAL TRUST |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
13,264,966 |
13,264,966 |
13,264,966 |
03/31/10 |
######## |
|
| PERMANENT COAL TRUST |
|
|
|
|
542,455,039 |
531,323,455 |
544,374,191 |
|
|
| REAL PROPERTY TRUST |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
5,213,898 |
5,233,884 |
5,244,720 |
03/31/10 |
|
######## |
|
| REAL PROPERTY TRUST |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
296,141 |
296,141 |
296,141 |
03/31/10 |
296,141 |
|
| REAL PROPERTY TRUST |
|
|
|
|
5,510,039 |
5,530,026 |
5,540,861 |
|
|
| RESOURCE INDEMNITY TRUST |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
104,735,000 |
99,999,976 |
105,354,143 |
03/31/10 |
|
######## |
|
| RESOURCE INDEMNITY TRUST |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
23,133 |
23,133 |
23,133 |
03/31/10 |
23,133 |
|
| RESOURCE
INDEMNITY TRUST |
|
|
104,758,133 |
100,023,109 |
105,377,276 |
|
|
| PARK ACQUISITION |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
20,001,164 |
19,570,586 |
20,119,402 |
03/31/10 |
|
######## |
|
| PARK ACQUISITION |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
244,071 |
244,071 |
244,071 |
03/31/10 |
244,071 |
|
| PARK ACQUISITION |
|
|
|
|
20,245,235 |
19,814,657 |
20,363,473 |
|
|
| WILDLIFE HABITAT |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
8,327,008 |
8,329,265 |
8,376,234 |
03/31/10 |
|
######## |
|
| WILDLIFE HABITAT |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
468,570 |
468,570 |
468,570 |
03/31/10 |
468,570 |
|
| WILDLIFE HABITAT |
|
|
|
|
8,795,578 |
8,797,835 |
8,844,804 |
|
|
| PARK ACQUISITION |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
461,430,030 |
444,153,456 |
464,157,783 |
03/31/10 |
|
######## |
|
| PARK ACQUISITION |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
8,448,526 |
8,448,526 |
8,448,526 |
03/31/10 |
######## |
|
| PARK ACQUISITION |
|
|
|
|
469,878,555 |
452,601,982 |
472,606,308 |
|
|
| NOXIOUS WEEDS |
02635PSV6 |
AMERICAN GEN FIN CORP MTN |
4.875 |
05/15/10 |
200,000 |
199,999 |
200,000 |
03/31/10 |
|
199,999 |
|
| NOXIOUS WEEDS |
3133XHPH9 |
FEDERAL HOME LOAN BANK |
4.875 |
11/18/11 |
400,000 |
399,728 |
425,370 |
03/31/10 |
|
399,728 |
|
| NOXIOUS WEEDS |
427866AN8 |
HERSHEY FOODS CORP |
5.300 |
09/01/11 |
200,000 |
199,889 |
210,826 |
03/31/10 |
|
199,889 |
|
| NOXIOUS WEEDS |
52517PD57 |
LEHMAN BROTHERS HLDGS INC |
5.000 |
01/14/11 |
200,000 |
39,108 |
45,500 |
03/31/10 |
|
39,108 |
|
| NOXIOUS WEEDS |
92344UAA3 |
VERIZON NEW JERSEY INC |
5.875 |
01/17/12 |
250,000 |
252,413 |
265,723 |
03/31/10 |
|
252,413 |
|
| NOXIOUS WEEDS |
949746NJ6 |
WELLS FARGO CO NEW |
5.300 |
08/26/11 |
200,000 |
199,901 |
210,864 |
03/31/10 |
|
199,901 |
|
| NOXIOUS WEEDS |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
8,903,668 |
8,629,783 |
8,956,303 |
03/31/10 |
|
######## |
|
| NOXIOUS WEEDS |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
212,576 |
212,576 |
212,576 |
03/31/10 |
212,576 |
|
| NOXIOUS WEEDS |
|
|
|
|
10,566,245 |
10,133,398 |
10,527,162 |
|
|
| TOBACCO TRUST |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
110,646,569 |
109,077,772 |
111,300,659 |
03/31/10 |
|
######## |
|
| TOBACCO TRUST |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
127,796 |
127,796 |
127,796 |
03/31/10 |
127,796 |
|
| TOBACCO TRUST |
|
|
|
|
110,774,366 |
109,205,568 |
111,428,455 |
|
|
| CULTURAL TRUST |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
11,202,164 |
11,024,349 |
11,268,386 |
03/31/10 |
|
######## |
|
| CULTURAL TRUST |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
146,665 |
146,665 |
146,665 |
03/31/10 |
146,665 |
|
| CULTURAL TRUST |
|
|
|
|
11,348,830 |
11,171,015 |
11,415,052 |
|
|
| REGIONAL WATER FUND |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
49,816,212 |
49,081,879 |
50,110,702 |
03/31/10 |
|
######## |
|
| REGIONAL WATER FUND |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
93,167 |
93,167 |
93,167 |
03/31/10 |
93,167 |
|
| REGIONAL WATER FUND |
|
|
|
|
49,909,379 |
49,175,046 |
50,203,869 |
|
|
| TREASURE STATE ENDOWMENT |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
180,326,091 |
178,232,300 |
181,392,093 |
03/31/10 |
|
######## |
|
| TREASURE STATE ENDOWMENT |
7149909A8 |
IN-STATE LOANS |
NA |
NA |
1,602,358 |
1,602,358 |
1,602,358 |
03/31/10 |
|
######## |
|
| TREASURE STATE ENDOWMENT |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
179,929 |
179,929 |
179,929 |
03/31/10 |
179,929 |
|
| TREASURE
STATE ENDOWMENT |
|
|
182,108,379 |
180,014,587 |
183,174,380 |
|
|
| ECONOMIC DEVELOPMENT TRUST |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
45,631,305 |
45,289,091 |
45,901,056 |
03/31/10 |
|
######## |
|
| ECONOMIC DEVELOPMENT TRUST |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
94,037 |
94,037 |
94,037 |
03/31/10 |
94,037 |
|
| ECONOMIC
DEVELOPMENT TRUST |
|
|
45,725,342 |
45,383,128 |
45,995,093 |
|
|
| ZORTMAN TRUST |
31359MEL3 |
FEDERAL NATL MTG ASSN |
0.000 |
06/01/17 |
1,600,000 |
1,205,189 |
1,198,784 |
03/31/10 |
|
######## |
|
| ZORTMAN TRUST |
912833KN9 |
UNITED STATES TRES SC STRP INT |
0.000 |
08/15/17 |
1,590,000 |
1,307,378 |
1,225,747 |
03/31/10 |
|
######## |
|
| ZORTMAN TRUST |
912833KP4 |
UNITED STATES TRES SC STRP INT |
0.000 |
11/15/17 |
6,300,000 |
4,449,126 |
4,790,772 |
03/31/10 |
|
######## |
|
| ZORTMAN TRUST |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
26,756 |
26,756 |
26,756 |
03/31/10 |
26,756 |
|
| ZORTMAN TRUST |
|
|
|
|
9,516,756 |
6,988,449 |
7,242,058 |
|
|
| PUBLIC EMPLOYEES RETIREMENT |
7619959J0 |
RETIREMENT FUNDS BOND POOL |
NA |
NA |
878,206,300 |
893,496,301 |
919,257,588 |
03/31/10 |
|
######## |
|
| PUBLIC EMPLOYEES RETIREMENT |
10399W9G4 |
BOZEMAN PROPERTY |
NA |
NA |
1,036,944 |
1,036,944 |
1,061,827 |
03/31/10 |
|
######## |
|
| PUBLIC EMPLOYEES RETIREMENT |
1309919A2 |
CALIFORNIA STREET PROP |
NA |
NA |
102,796 |
102,796 |
110,695 |
03/31/10 |
|
102,796 |
|
| PUBLIC EMPLOYEES RETIREMENT |
6219919C4 |
MT COLONIAL DRIVE |
NA |
NA |
3,630,496 |
3,630,496 |
3,897,895 |
03/31/10 |
|
######## |
|
| PUBLIC EMPLOYEES RETIREMENT |
6549919B6 |
NINTH AVENUE |
NA |
NA |
514,749 |
514,749 |
579,626 |
03/31/10 |
|
514,749 |
|
| PUBLIC EMPLOYEES RETIREMENT |
6629939B2 |
NORTH PARK AVENUE |
NA |
NA |
3,470,419 |
3,470,419 |
3,294,657 |
03/31/10 |
|
######## |
|
| PUBLIC EMPLOYEES RETIREMENT |
6129909D5 |
MONTANA MORTGAGES |
NA |
NA |
20,274,707 |
20,274,707 |
19,935,126 |
03/31/10 |
|
######## |
|
| PUBLIC EMPLOYEES RETIREMENT |
61299R995 |
MONTANA REAL ESTATE POOL |
NA |
NA |
2,530,181 |
236,425,000 |
159,808,473 |
03/31/10 |
|
######## |
|
| PUBLIC EMPLOYEES RETIREMENT |
61199A9S1 |
MONTANA PRIVATE EQUITY POOL |
NA |
NA |
2,652,194 |
333,597,330 |
414,817,797 |
03/31/10 |
|
######## |
|
| PUBLIC EMPLOYEES RETIREMENT |
612991950 |
MONTANA DOMESTIC EQUITY POOL |
NA |
NA |
9,865,464 |
660,521,116 |
1,305,421,494 |
03/31/10 |
|
######## |
|
| PUBLIC EMPLOYEES RETIREMENT |
612991919 |
MONTANA INTERNATIONAL POOL |
NA |
NA |
4,431,451 |
433,953,000 |
619,364,902 |
03/31/10 |
|
######## |
|
| PUBLIC EMPLOYEES RETIREMENT |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
46,257,790 |
46,257,790 |
46,257,790 |
03/31/10 |
######## |
|
| PUBLIC
EMPLOYEES RETIREMENT |
|
|
972,973,491 |
2,633,280,647 |
3,493,807,871 |
|
|
| POLICE RETIREMENT |
7619959J0 |
RETIREMENT FUNDS BOND POOL |
NA |
NA |
48,369,682 |
49,376,172 |
50,630,697 |
03/31/10 |
|
######## |
|
| POLICE RETIREMENT |
61299R995 |
MONTANA REAL ESTATE POOL |
NA |
NA |
135,690 |
12,551,000 |
8,570,318 |
03/31/10 |
|
######## |
|
| POLICE RETIREMENT |
61199A9S1 |
MONTANA PRIVATE EQUITY POOL |
NA |
NA |
142,802 |
18,326,901 |
22,334,988 |
03/31/10 |
|
######## |
|
| POLICE RETIREMENT |
612991950 |
MONTANA DOMESTIC EQUITY POOL |
NA |
NA |
530,529 |
45,284,664 |
70,200,888 |
03/31/10 |
|
######## |
|
| POLICE RETIREMENT |
612991919 |
MONTANA INTERNATIONAL POOL |
NA |
NA |
237,726 |
24,986,175 |
33,225,958 |
03/31/10 |
|
######## |
|
| POLICE RETIREMENT |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
1,825,013 |
1,825,013 |
1,825,013 |
03/31/10 |
######## |
|
| POLICE RETIREMENT |
|
|
|
|
51,241,442 |
152,349,925 |
186,787,862 |
|
|
| GAME WARDENS RETIREMENT |
7619959J0 |
RETIREMENT FUNDS BOND POOL |
NA |
NA |
19,342,218 |
19,917,321 |
20,246,359 |
03/31/10 |
|
######## |
|
| GAME WARDENS RETIREMENT |
61299R995 |
MONTANA REAL ESTATE POOL |
NA |
NA |
55,086 |
5,056,000 |
3,479,301 |
03/31/10 |
|
######## |
|
| GAME WARDENS RETIREMENT |
61199A9S1 |
MONTANA PRIVATE EQUITY POOL |
NA |
NA |
57,031 |
7,703,885 |
8,919,979 |
03/31/10 |
|
######## |
|
| GAME WARDENS RETIREMENT |
612991950 |
MONTANA DOMESTIC EQUITY POOL |
NA |
NA |
215,728 |
19,099,769 |
28,545,581 |
03/31/10 |
|
######## |
|
| GAME WARDENS RETIREMENT |
612991919 |
MONTANA INTERNATIONAL POOL |
NA |
NA |
95,042 |
10,546,561 |
13,283,603 |
03/31/10 |
|
######## |
|
| GAME WARDENS RETIREMENT |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
2,041,720 |
2,041,720 |
2,041,720 |
03/31/10 |
######## |
|
| GAME
WARDENS RETIREMENT |
|
|
21,806,824 |
64,365,257 |
76,516,543 |
|
|
| SHERIFFS RETIREMENT |
7619959J0 |
RETIREMENT FUNDS BOND POOL |
NA |
NA |
45,967,413 |
46,775,417 |
48,116,135 |
03/31/10 |
|
######## |
|
| SHERIFFS RETIREMENT |
61299R995 |
MONTANA REAL ESTATE POOL |
NA |
NA |
130,603 |
12,099,000 |
8,249,028 |
03/31/10 |
|
######## |
|
| SHERIFFS RETIREMENT |
61199A9S1 |
MONTANA PRIVATE EQUITY POOL |
NA |
NA |
135,690 |
17,433,194 |
21,222,613 |
03/31/10 |
|
######## |
|
| SHERIFFS RETIREMENT |
612991950 |
MONTANA DOMESTIC EQUITY POOL |
NA |
NA |
509,489 |
39,414,908 |
67,416,747 |
03/31/10 |
|
######## |
|
| SHERIFFS RETIREMENT |
612991919 |
MONTANA INTERNATIONAL POOL |
NA |
NA |
226,278 |
23,272,000 |
31,625,967 |
03/31/10 |
|
######## |
|
| SHERIFFS RETIREMENT |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
4,225,105 |
4,225,105 |
4,225,105 |
03/31/10 |
######## |
|
| SHERIFFS RETIREMENT |
|
|
|
|
51,194,577 |
143,219,625 |
180,855,594 |
|
|
| JUDGES RETIREMENT |
7619959J0 |
RETIREMENT FUNDS BOND POOL |
NA |
NA |
14,054,597 |
14,528,523 |
14,711,572 |
03/31/10 |
|
######## |
|
| JUDGES RETIREMENT |
61299R995 |
MONTANA REAL ESTATE POOL |
NA |
NA |
39,878 |
3,703,000 |
2,518,741 |
03/31/10 |
|
######## |
|
| JUDGES RETIREMENT |
61199A9S1 |
MONTANA PRIVATE EQUITY POOL |
NA |
NA |
41,411 |
5,164,161 |
6,476,985 |
03/31/10 |
|
######## |
|
| JUDGES RETIREMENT |
612991950 |
MONTANA DOMESTIC EQUITY POOL |
NA |
NA |
156,218 |
10,959,565 |
20,671,103 |
03/31/10 |
|
######## |
|
| JUDGES RETIREMENT |
612991919 |
MONTANA INTERNATIONAL POOL |
NA |
NA |
68,435 |
6,745,000 |
9,564,818 |
03/31/10 |
|
######## |
|
| JUDGES RETIREMENT |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
1,119,069 |
1,119,069 |
1,119,069 |
03/31/10 |
######## |
|
| JUDGES RETIREMENT |
|
|
|
|
15,479,609 |
42,219,318 |
55,062,288 |
|
|
| HIGHWAY PATROL RETIREMENT |
7619959J0 |
RETIREMENT FUNDS BOND POOL |
NA |
NA |
22,521,063 |
23,083,161 |
23,573,798 |
03/31/10 |
|
######## |
|
| HIGHWAY PATROL RETIREMENT |
61299R995 |
MONTANA REAL ESTATE POOL |
NA |
NA |
63,249 |
5,893,000 |
3,994,894 |
03/31/10 |
|
######## |
|
| HIGHWAY PATROL RETIREMENT |
61199A9S1 |
MONTANA PRIVATE EQUITY POOL |
NA |
NA |
66,199 |
8,109,566 |
10,353,860 |
03/31/10 |
|
######## |
|
| HIGHWAY PATROL RETIREMENT |
612991950 |
MONTANA DOMESTIC EQUITY POOL |
NA |
NA |
247,103 |
17,322,641 |
32,697,226 |
03/31/10 |
|
######## |
|
| HIGHWAY PATROL RETIREMENT |
612991919 |
MONTANA INTERNATIONAL POOL |
NA |
NA |
110,082 |
10,756,629 |
15,385,703 |
03/31/10 |
|
######## |
|
| HIGHWAY PATROL RETIREMENT |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
1,152,946 |
1,152,946 |
1,152,946 |
03/31/10 |
######## |
|
| HIGHWAY
PATROL RETIREMENT |
|
|
24,160,642 |
66,317,943 |
87,158,427 |
|
|
| TEACHERS RETIREMENT |
7619959J0 |
RETIREMENT FUNDS BOND POOL |
NA |
NA |
663,741,355 |
673,872,463 |
694,767,593 |
03/31/10 |
|
######## |
|
| TEACHERS RETIREMENT |
10399W9G4 |
BOZEMAN PROPERTY |
NA |
NA |
1,036,944 |
1,036,944 |
1,061,827 |
03/31/10 |
|
######## |
|
| TEACHERS RETIREMENT |
1309919A2 |
CALIFORNIA STREET PROP |
NA |
NA |
102,796 |
102,796 |
110,695 |
03/31/10 |
|
102,796 |
|
| TEACHERS RETIREMENT |
6219919C4 |
MT COLONIAL DRIVE |
NA |
NA |
3,630,496 |
3,630,496 |
3,897,895 |
03/31/10 |
|
######## |
|
| TEACHERS RETIREMENT |
6629939B2 |
NORTH PARK AVENUE |
NA |
NA |
3,470,419 |
3,470,419 |
3,294,657 |
03/31/10 |
|
######## |
|
| TEACHERS RETIREMENT |
6129909D5 |
MONTANA MORTGAGES |
NA |
NA |
17,271,047 |
17,271,047 |
16,981,774 |
03/31/10 |
|
######## |
|
| TEACHERS RETIREMENT |
61299R995 |
MONTANA REAL ESTATE POOL |
NA |
NA |
1,907,017 |
178,584,000 |
120,448,912 |
03/31/10 |
|
######## |
|
| TEACHERS RETIREMENT |
61199A9S1 |
MONTANA PRIVATE EQUITY POOL |
NA |
NA |
2,010,982 |
251,910,970 |
314,528,709 |
03/31/10 |
|
######## |
|
| TEACHERS RETIREMENT |
612991950 |
MONTANA DOMESTIC EQUITY POOL |
NA |
NA |
7,409,589 |
490,937,385 |
980,454,317 |
03/31/10 |
|
######## |
|
| TEACHERS RETIREMENT |
612991919 |
MONTANA INTERNATIONAL POOL |
NA |
NA |
3,360,357 |
327,943,246 |
469,662,760 |
03/31/10 |
|
######## |
|
| TEACHERS RETIREMENT |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
28,477,292 |
28,477,292 |
28,477,292 |
03/31/10 |
######## |
|
| TEACHERS RETIREMENT |
|
|
|
|
732,418,295 |
1,977,237,058 |
2,633,686,432 |
|
|
| VOLUNTEER FIREFIGHTERS RETIREMENT |
7619959J0 |
RETIREMENT FUNDS BOND POOL |
NA |
NA |
5,963,551 |
6,171,766 |
6,242,314 |
03/31/10 |
|
######## |
|
| VOLUNTEER FIREFIGHTERS RETIREMENT |
61299R995 |
MONTANA REAL ESTATE POOL |
NA |
NA |
16,009 |
1,490,000 |
1,011,156 |
03/31/10 |
|
######## |
|
| VOLUNTEER FIREFIGHTERS RETIREMENT |
61199A9S1 |
MONTANA PRIVATE EQUITY POOL |
NA |
NA |
17,277 |
2,096,048 |
2,702,251 |
03/31/10 |
|
######## |
|
| VOLUNTEER FIREFIGHTERS RETIREMENT |
612991950 |
MONTANA DOMESTIC EQUITY POOL |
NA |
NA |
64,770 |
6,446,891 |
8,570,476 |
03/31/10 |
|
######## |
|
| VOLUNTEER FIREFIGHTERS RETIREMENT |
612991919 |
MONTANA INTERNATIONAL POOL |
NA |
NA |
28,663 |
3,009,408 |
4,006,161 |
03/31/10 |
|
######## |
|
| VOLUNTEER FIREFIGHTERS RETIREMENT |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
135,571 |
135,571 |
135,571 |
03/31/10 |
135,571 |
|
| VOLUNTEER
FIREFIGHTERS RETIREMENT |
|
|
6,225,841 |
19,349,683 |
22,667,929 |
|
|
| FIREFIGHTERS RETIREMENT |
7619959J0 |
RETIREMENT FUNDS BOND POOL |
NA |
NA |
47,355,746 |
48,265,618 |
49,569,365 |
03/31/10 |
|
######## |
|
| FIREFIGHTERS RETIREMENT |
61299R995 |
MONTANA REAL ESTATE POOL |
NA |
NA |
132,910 |
12,284,000 |
8,394,687 |
03/31/10 |
|
######## |
|
| FIREFIGHTERS RETIREMENT |
61199A9S1 |
MONTANA PRIVATE EQUITY POOL |
NA |
NA |
139,790 |
18,183,265 |
21,863,974 |
03/31/10 |
|
######## |
|
| FIREFIGHTERS RETIREMENT |
612991950 |
MONTANA DOMESTIC EQUITY POOL |
NA |
NA |
517,706 |
44,745,617 |
68,504,032 |
03/31/10 |
|
######## |
|
| FIREFIGHTERS RETIREMENT |
612991919 |
MONTANA INTERNATIONAL POOL |
NA |
NA |
234,500 |
24,830,900 |
32,775,008 |
03/31/10 |
|
######## |
|
| FIREFIGHTERS RETIREMENT |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
2,707,153 |
2,707,153 |
2,707,153 |
03/31/10 |
######## |
|
| FIREFIGHTERS RETIREMENT |
|
|
|
|
51,087,804 |
151,016,552 |
183,814,219 |
|
|
| UNIVERSITY OF MONTANA |
31398AB43 |
FANNIE MAE |
0.875 |
01/12/12 |
2,500,000 |
2,493,552 |
2,494,923 |
03/31/10 |
|
######## |
|
| UNIVERSITY OF MONTANA |
31398AE24 |
FANNIE MAE |
1.750 |
02/22/13 |
2,500,000 |
2,501,229 |
2,503,203 |
03/31/10 |
|
######## |
|
| UNIVERSITY OF MONTANA |
31331TVB4 |
FEDERAL FARM CR BKS CONS SYSTE |
4.000 |
09/24/10 |
2,000,000 |
2,001,849 |
2,035,182 |
03/31/10 |
|
######## |
|
| UNIVERSITY OF MONTANA |
3133XRN22 |
FEDERAL HOME LN BKS |
3.500 |
07/16/10 |
5,000,000 |
5,008,397 |
5,047,090 |
03/31/10 |
|
######## |
|
| UNIVERSITY OF MONTANA |
3133XR4S6 |
FEDERAL HOME LOAN BANK |
3.000 |
12/10/10 |
7,000,000 |
6,991,154 |
7,123,869 |
03/31/10 |
|
######## |
|
| UNIVERSITY OF MONTANA |
3133XUUJ0 |
FEDERAL HOME LOAN BANK |
1.625 |
09/26/12 |
1,500,000 |
1,499,544 |
1,506,814 |
03/31/10 |
|
######## |
|
| UNIVERSITY OF MONTANA |
31359MYN7 |
FEDERAL NATL MTG ASSN |
4.250 |
08/15/10 |
5,000,000 |
5,024,638 |
5,072,438 |
03/31/10 |
|
######## |
|
| UNIVERSITY OF MONTANA |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
14,646,381 |
14,552,921 |
14,732,964 |
03/31/10 |
|
######## |
|
| UNIVERSITY OF MONTANA |
612991950 |
MONTANA DOMESTIC EQUITY POOL |
NA |
NA |
7,063 |
531,639 |
934,547 |
03/31/10 |
|
934,547 |
|
| UNIVERSITY OF MONTANA |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
37,796,199 |
37,796,199 |
37,796,199 |
03/31/10 |
######## |
|
| UNIVERSITY OF MONTANA |
|
|
|
|
77,949,643 |
78,401,122 |
79,247,228 |
|
|
| MONTANA TECH UOFMONTANA |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
445,100 |
458,450 |
447,731 |
03/31/10 |
|
447,731 |
|
| MONTANA TECH UOFMONTANA |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
6,737,091 |
6,737,091 |
6,737,091 |
03/31/10 |
######## |
|
| MONTANA
TECH UOFMONTANA |
|
|
7,182,191 |
7,195,541 |
7,184,822 |
|
|
| MONTANA STATE UNIVERSITY |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
14,938,500 |
14,999,130 |
15,026,809 |
03/31/10 |
|
######## |
|
| MONTANA STATE UNIVERSITY |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
103,488,322 |
103,488,322 |
103,488,322 |
03/31/10 |
######## |
|
| MONTANA
STATE UNIVERSITY |
|
|
118,426,822 |
118,487,452 |
118,515,131 |
|
|
| STATE AGENCY OTHER |
8989909G3 |
TRUST FUNDS BOND POOL |
NA |
NA |
684,600 |
694,479 |
688,647 |
03/31/10 |
|
688,647 |
|
| STATE AGENCY OTHER |
612991950 |
MONTANA DOMESTIC EQUITY POOL |
NA |
NA |
7,482 |
213,126 |
990,048 |
03/31/10 |
|
990,048 |
|
| STATE AGENCY OTHER |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
794,743,567 |
794,743,567 |
794,743,567 |
03/31/10 |
######## |
|
| STATE AGENCY OTHER |
|
|
|
|
795,435,650 |
795,651,173 |
796,422,262 |
|
|
| LOCAL GOVERNMENTS |
8259909A4 |
SHORT TERM INVESTMENT POOL |
NA |
NA |
328,968,321 |
328,968,321 |
328,968,321 |
03/31/10 |
######## |
|
| LOCAL GOVERNMENTS |
|
|
|
|
328,968,321 |
328,968,321 |
328,968,321 |
|
|
|
|
|
|
|
|
|
######### |
######### |
######### |
######### |
######### |
######### |
######### |
######### |
######### |
######### |
######### |
######### |
######### |
|
|
|
|
|
|
|
STIP |
TFIP |
RFBP |
MDEP |
MTIP |
MPEP |
MTRP |
In-State |
Mortgages |
Property |
AOF Fixed |
AOF Index |
AOF Book |
| TOTAL BY FUND |
|
|
|
|
7,052,733,953 |
10,392,437,936 |
12,198,548,587 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|