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$faf uf r11iCHRIS CI-IRISTIF
Governor
KIM GUADAGNOLi. Gr,irror
DEPARTMENT OF THE TREASURYDIVISION OF INVESTMENT
P.O. BOX 290TRENTON. NJ 08625-0290 ANDREW P. SIDAMON-ERISTOFF
State Treasurer
July 13, 2010
MEMORANDUM TO: The State Investment Council
FROM: Ray A. JosephActing Director
SUBJECT: Investment Reports
Attached please find the Investment Reporting Package for the month of June 2010.
RJ:rjAttachments
Key Points and IssuesFor June 2010
Acting Director’s Note
ThepubIic equity markets lost ground in June as illustrated by the loss of 5.41% in theS&P 1500 Index and the 1.16% drop in the Custom International Equity Index.Treasuries. TIPS, Corporate Bonds, High Yield and Cash Management generated positivereturns as the financial markets continued to experience volatility during the month. TheInternational Equity, TIPS, Hedge Fund and Cash Management portfolios outperformedtheir benchmarks.
A number of economic and financial issues could present further challenges to globalgrowth, including weaker than expected consumer sentiment, the Gulf of Mexico oilspill. European banking and sovereign debt issues, the slowdown of Chinese economy,and financial and healthcare reforms. Although the dynamic nature of these situationsillustrate the market’s ability to react to uncertainty, we still believe that domestic andglobal economic growth will continue but may be lower than previously expected.
The recent downturn in the equity markets has created a debate between investors whobelieve the global economy is in a soft patch versus investors that believe the globaleconomy is posed for a longer term correction. This debate has motivated some investorsto reduce their equity exposure and to increase their cash positions. We believe improvedproductivity, positive corporate earnings and the low interest rate environment will allowthe financial markets to rebound and we believe that the pension fund is well-positionedto participate in the market recovery. However, we continue to monitor the longer termissues and their correlation to leading economic indicators should the economy start toillustrate a more protracted downturn.
The pension fund returned -0.5 7% versus the Council benchmark return of -0.03%. Ourperformance for June is primarily attributable to the downturn in the domestic andinternational equity markets and our underweighted position in U.S. Treasuries.
The market value of the fund is $66.9 billion as of June 30, 2010, down from $67.6billion as of May 28, 2010. For FY20 10, the fund was up 14.36% versus the Councilbenchmark return of 14.13%. We estimate that net benefit payments (i.e., net cashoutflows) from the fund since June 30, 2009 are $7.0 billion. Estimated net benefitpayments made in June were $595 million.
In June we were net seil.ers of $48 million i.n dom.estic equities and $527 mu lion inintem.ationai equities. We were net sellers of $24 n.iilion in dom.estic fixed income andwe funded approximately S182 million in commitments to alternative investments.
Domestic Equity
• US Equities in Common Pension Fund A fell 5.97% in June, more than the 5.41%decline in the S&P 1500. Although all S&P sectors were down for the month,losses were smaller in the underweighted communications sector. Ouroverweight positions in Cliffs Natural Resources, BlackRock, AnadarkoPetroleum and Affyrnax also hurt relative returns.
• For the fiscal year, common stocks in Common Pension Fund A gained 15.71%,ahead of the 15.56% gain in the S&P 1500. Strong results from Apple, KansasCity Southern, UAL, Crown Castle and Entertainment Properties Trust led therelative gains.
• Common Pension FundA was an overall net seller of $48 million of domesticequities in June, despite net purchases in the consumer discretionary, industrialsand technology sectors.
Domestic Fixed Income
• Performance for Common Pension Fund B for June was up 2.75%. Excluding theTIPS and high-yield positions contained within Common Pension Fund B,performance was 3.14% versus 3.98% for the Barclays Long Government/CreditIndex. For the fiscal year-to-date period, Common Pension Fund B (excludingTIPS and High Yield) returned 17.67% versus 16.48% for the Barclays LongGovernment/Credit Index. The duration of Common Pension Fund B (excludingTIPS and high yield) was 10.97 years as of June 30, 2010.
• The high yield portfolio was up 0.81% for June versus 1.24% for the BarclaysHigh Yield Index. The high yield portfolio was up 28.6% for the fiscal year-to-date period versus 26.76% for the Barclays High Yield Index. The TIPS portfolioreturned 1.88% in June versus 1.43% for the Barclays TIPS Index, and was up12.34% for the fiscal year-to-date versus 9.52% for the Barclays TIPS Index.
• Within domestic fixed income, we were net sellers of $24.0 million in domesticfixed income in June, consisting of sales of SI 17.5 million partially offset bypurchases of $93.5 million.
International Equity/Fixed Income
• Performance for Cornuon Pension Fund D for June was O64% versus i .16%for the Custom international Equity Index, the henchmarlc for the internationalport/b I in
• AsiaiPacitic exJapan region was the best perfonning area on an absolute basiswith a portfolio return of 1.86 % adding 18 basis points of positive contribution toreturn for the month. Relative to our benchmark, Europe was the best performingregion for June with a 31 basis point positive contribution to the portfolio return.
At the national level, the United Kingdom, Australia and Germany were thestrongest positive contributors.
• Energy, Materials and Telecommunications Services made the largest positivecontribution to return while Industrials and Healthcare negatively impacted ourrelative returns.
added another $100 million in Emerging Markets exposure through ETF, closingfurther our underweighted stance in this asset.
Alternatives
The eommoditoortfoiicwasdown 0.17% as compared to 032% for theEowJones UBS Total Return benchmark. For the fiscal year to date, the commodityportfolio returned 5.71% versus 2.74% for the benchmark. Performance for thefirst six months of calendar year 2010, the commodity portfolio declined 7.72%versus -9.60% for the Dow Jones UBS Total Return benchmark.
• At the March Council meeting, we presented our intention to purchase up to $350million of additional commodity linked notes, the terms of which had not beenfinalized at that time. We purchased $100 million in commodity-linked noteswith Barclays Capital during June. The note has a maturity of one year and wewill receive our principal plus/minus the return on customized commodityindices.
• We funded approximately $182 million of commitments to private equity and realestate investments in June. Additionally, we received distributions ofapproximately $27.3 million during the month, The major investment for themonth was $25 million into TA Realty Associates IX, a real estate fund thatinvests in a geographically diverse portfolio of smaller sized traditional propertytype assets with an overweighting to office and industrial.
• The Hedge Fund portfolio returned -0.68% for June versus its benchmark returnof -1.08%. Fiscal year to date, the hedge fund portfolio returned 13.9 1% versus4.25% for the HFRI Fund of Funds Composite Index. We received approximately$1.6 million in distributions from prior redemptions within this portfolio duringthe month of June.
Cash Manaement Fund
• Tcta.l assets in the Cash Managerne.n.t Fund were $ I 3.1 billion as of June 30.2010.. The current yield is 035% for state participants and 035% for “nonState”participants.
EX
HIB
ITI
PEN
SION
FUN
DA
SS
ET
AL
LO
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TIO
NS
AS
OF
Fig
ures
areunau
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ents
thro
ug
hth
ep
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rovid
edby
Credd
Suisse
CFIG
Curren
tA
llocatio
ns
(6130110)
Midpoint
Benchm
ark%
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rA
llocatio
ns
CO
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S
Actual
{Milsi
LMll.
15,65623.4
12,70219.00
15,45423.1
12,70219.00
430.1
1590.2
23,78035.6
25,90538.75
21.85032.7
23,56535.25
1,7722.7
2,3403.50
1580.2
12,91319.3
13,37020.00
10,33215.5
10,02815.00
2,3513.5
3,3435.00
0.0230
0.3
10,81516.2
12,86919.25
3,5465.3
4,5126.75
1,0001.5
2,6744.00
4,2276.3
3,6775.50
1,8242.7
2,0063.00
0.0218
0.3
1190.2
1,2941.9
2,2743.4
2,0063.00
0.0
66,851100.0
66,851100.00
23
246
(2(,5
371
30.005
3/31/201012/31/09
9/30/09630
09
331
9(M
ils.)f,M
.M
jjs.
18,53827.2
19,00227.9
18,25226
P1
7t$14
b7
17,97826.4
18,43727.1
17,5712
58
1327
142
545
0.144
0.168
01
40515
0.8521
0.8613
08
84
22,38532.9
22,50633.1
23,35334
2410
3’20,536
30.220,152
29.621,317
313
00722
1,7602.6
1,7272.5
1,72625
1737
28489
0.1627
0.9310
v5
14,29421.0
14,86321.8
14,92421
27012,377
18.213,201
19,412,842
188
11314
1,5042.2
1,3762.0
1,2381
P1
01529
0.032
0.032
511
3840.6
2540.4
8121
2lit
9,98414.7
9,36713.8
8,4151
-(7
53,022
4.42,916
4.32,824
41
..743
746
1.1761
1.1712
1341
3,7485.5
3,6185.3
3,1134
9821,736
2.61,719
2.51,625
24
1589
2910.4
3030.4
00.0
0441
0.650
0.1141
02
120
1260.2
1310.2
1300
14
1,3221.9
1,3432.0
1,3762
1448
1,3962.1
8661.3
1,74815
‘>01
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209
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35.631
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8
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47
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11
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-
68,045100.0
68,078100.0
15
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68,198100
5.
>35100
0111
Exhibit
1AC
UR
RE
NT
POR
TFO
LIO
VS
FY2010
INV
EST
ME
NT
PLAN
M1
2(1
June
30,2010
Jun
10Ju
n10
FY2010
Estim
ated/
FY2010
Actual
%P
lan%
Difference
Un
aud
ited$
Plan
$D
ifference
No
tesU
SE
quityT
otal23.11%
18.00%5.11%
15,44912,033
4U
SSm
allC
apE
quity0.00%
1.00%-1.00%
669Intl
EquityD
evelopedM
arkets15,44%
15.00%0.44%
10,32110,028
IntlEquity
Em
ergingM
arkets3.50%
5.00%-1.50%
2,3393,343
4
Total
Public
Equity
4205%
3900%
3O
5%
28,1
09
26,0
72
2,037
US
FixedIncom
e29.34%
30.25%-0.91%
19,61520,222
US
High
Yield
2.65%3.50%
-0.85%1,772
2,340Intl
FixedIncom
e0.00%
0.00%0.00%
-
Total
Public
Fixed
Inco
me
31.9
9%
33
.75
%-1
.76%
21
,38
722
,56
2(1
,175
)
Com
modities
andO
therR
ealA
ssets1.50%
4.00%-2.50%
1,0002,674
14
TIPS
5.47%5.00%
0.47%3,654
3,343
Total
Inflatio
nS
ensitiv
eA
ssetS6
,96
%9.0
0%-2.O
4%
4,6
54
6,0
17
(1,3
63)
PrivateEquity
6.32%5.50%
0.82%4,227
3,677D
irectR
ealE
state2.73%
3.00%-0.27%
1,8242,006
Absolute
Return
5.3O%
6.75%-1.45%
3,5464,512
Total
Altern
atives
14
36
%15.2
5%
-089%
9,5
97
10,1
95
(59
8)
Cash
andC
ashreceiv
ables
46
4%
3.0
0%
1.6
4%
3,1
04
2,0
06
1,0
98
Total
lQO
.00%100.0
0%
000%
66,8
51
66
,85
1
Common Fund 0Custom International Equity Index
Developed Equity MarketsEmerging Equity Markets
Common Fund EHedge FundsHFRI Fund of Funds CompositePrivate EquityCambridge AssociatesReal EstateNCREIF(NPI)CommoditiesDJUBS TR IndexInfrastructureGlobal Infrastructure
Mortgages-Backed SecuritiesBarclays MBS
Cash Mgt. Fund
Exhibit 2Preliminary Report on Performance
Unaudited and Estimated
8.69% -10.76%8.77% 11.05%:
7.29% -11.69%26.40% -5.48%
NA NA13.91% 0.67%4.25% -1.62%
NA NANA NANA NANA NA
5.71% -7.72%2.74%
-2.70% -4.64%-13.34% -14.61%
8.09% 4.99%7.58% 4.56%:
0,45%: 0.19%
NA NA NA 5.63%-0.68% 3.30% 3.84% 8.97%-1.08% 1.44% 1.47% 4.43%
NA NA -0.26% 7.37%NA NA 5.86% 6.14%NA NA -0.32% -5.27%NA -0.32% -2.11% -3.32%
-0.17% -2.73% 9.15% 4.95%0.32% -5.03% 9.03% 4.24%
NA -3.47%-1.04% -3.87%
0.90% 262%1.22% 1.54%:
0.03% 0.10%
598%1.08%5.52%
-13.52%-14.37%-15.23%-0.70%
Est Fiscal Est Calendar Est Est Est Est Est EstYTD YTD I month (EOM) Quarter Ended Quarter Ended Quarter Ended Quarter Ended Quarter Ended
6/3012010 613012010 6/30/2010 313112010 12131/2009 9/30/2009 6/3012009 313112009
Total Pension Fund 14.36% -0.39% -0 57% 2.62% 256% 1195% 11.41% -601%Total Fund Benchmark 14.13% 0.10% -0 03% 247% 1 80% 1201% 12.71% -7.25%
Common Fund A 1571% -584% -588% 5.58% 669% 15 19% 16 38% -7 00%S&P 1500 ComposIte 1556% -6.03% -541% 580% 596% 1605% 16.32% -11 05%
Equity Only-including hedges 15.65% -5,83°/a -597% 5 75% 6 94% 14 84% 16 34% -762%Domestic hedges -0.10% 0.01% 000% 001% 0.01% -0 10% -0.32% -003%Equity Only-ex hedg S 15.76% 583% -5.97% 576% 6 93% 14 95% 1668% -7.62%
Common Fund B 1768% 8.64’/ 2 75% I 85% 0 42°vo 8 78°! 420% 3 47/0
Barclays Long Govt/Credit 16.48% 10 24/s 398% 1.55/a 2 64% 8 52/o- 4.87% 62 %
rporat Tea urtes, A es 17.67 955% 3 14% 190 o 1.76% 9.34/o 458% -4.7 /0
High Yield 28.60°! 4.30% 081% 595% 640% 15.89°! 27.65% 567kBarclays High Yield Index 26 76% 4 1°! 1 24/0 4.62% 6 19/0 14.21% 2304%TIPS 1234% 6.79°! 1.88% -0.26% -007%Barclays rips Index 9 52/o 441 / 1.43%
2.34% 2.79%0.56% 176% 3.08% 068%
-0.64% 1.09% 2.36% 18.99%: 23.14%1.11%: 1.88% 20,03%: 26.23%O.87% 1.78% 19.36% 24.37%
-0.49% 3.25% 861% 23.13% 36.64%
4.25%9.19%
4.80%5,59%4.41%
-10.11%-5.20%12.59%11.65%
-3.67%3.08%0.37%
-5.74%-3.23%
-12.39%-7.33%-3,57%-6.31%
2.03%1.500/0
1.31% 1.62% 2,65°,o 3.05%0.57% 2.31%, 0.70% 2.20%
0.11% 0.14% 0.21% 0.30%0.02%’ 0.03%: 0.04%. 0.05%’ 0.05%US Treasury Bills 3mos 0 12% 005% 001%
Note:Pension Fund Benchmark/ Prior to 4/1/2010, benchmark was based on FY2009 investment allocation weights. On 4/1/2010, the benchmark is modified for FY2010The returns on Private Equity and Real Estate for Quarter ended 12/31/2009 are based on two month available data (October and November)
Common Fund D benchmark: Prior to 4/1/2010, the benchmark was Custom International Developed Markets Index, Started on 4/1/2010, the benchmark was changed to Custom International Equity rid
Exhibit 2Preliminary Report on Performance
Annualized Returns as of 613012010
___________________________________________
1-Yr 3-Yrs 5-Yrs lO-YrsTotal Pension Fund 1436 -1.55 4.18
_____
2,5614.13 -3.50 2.43 2.25
CommonFundA 1571 703 137 187S&P 1500 15.56, -9.42 -0.49 -0.85
Common Fund B 17.68 10.45 7.01 7.44Barclays Long Coy/Credit Index 16.48 10.13 6.64 7.32
Common Fund D 8 69 — 8 76- 3 74 1 47
Custom International Equity Index 8.77 -12.76 1.36 0.38
Common Fund E - Private Equity* -8.41 -1.55
Common Fund E - Real Estate* -38.70 -12.64
Common Fund E Hedge Funds 13 91 2 51
Common Fund E - Commodity 5.71 -4.00
*Annuallzed returns end date as of November, 2009
Exhibit 3Domestic Equity Holdings by Sector and Industry
Common Fund Avs SP 1500 Supercomposite 6130110Common Fund A Transactions From 711I09 - 6/30110
Portfolio Benchmark Net PurISaIe Net PurISaleEconomic Sector Weight Weight Difference $US (MTD) $US (FYTD)
ConzttmerDiscretionary--- .99 10.63 -0.65 54;S93;0M’-’(72,409,444)Auto Components 0.97 0.27 0.70 3,581,102 75,119,865Automobiles 0.05 0.39 -0.33 5,937,270Distributors 0.05 009 -0.04 (2,071035) (5,599,004)Diversified Consumer Services 0.13 0.30 -0.18 2,082,113 (11,896,163)Hotels Restaurants & Leisure 1,17 1.77 -0.59 836,118 (64,281,619)Household Durables 0.47 0.53 -0.06 (1,581,549) (5,671,300)Internet & Catalog Retail 0.51 0.54 -0.03 59,584,377 50,209,926Leisure Equ4pment.& Products 0.23 0.19 0.04 139,228 (19.482,265)Media 3.06 2.84 0.23 (7,768,911) (63,972,864)Multiline Retail 0.84 0.82 0.02 (61,327,975)Specialty Retail 1.86 2,24 -0.39 724,393 36,652.323Textiles Apparel & Luxury Goods 0.64 0.66 -0.02 (632,782) (8,097,638)
Consumer Staples 9.85 10.59 -0.74 (7,352,807) (648,235,189)Beverages 2.00 2.37 -0.37 (94,816,742)Food & Staples Retailing 1.81 2.30 -0.49 (7,734,684) (199,253,513)Food Products 1.83 1.91 -0.08 (9,154,054) (177,006,429)Household Products 2.30 2.40 -0.10 9,535,931 (91,885,119)Personal Products 0.21 0.22 -0.00 (21,525,176)Tobacco 1.69 1.39 0.30 (63,748,211)
Energy 9.79 10.08 -0.29 (29,677,708) (476,504,694)Energy Equipment & Services 1,18 1.78 -0.59 (3,784,107) (173,512,581)Oil Gas & Consumable Fuels 8.60 8.30 0.31 (25,893,602> (302,992,113)
Financials 14.40 16.79 -2.39 (20,794,365) 208,013,971Capital Markets 2,90 2.33 0.57 (10,062,766) 130,626,546Commercial Banks 2.14 3.28 -1.14 (2,478,392) (27,350,592)Consumer Finance 0.59 0.79 -0,20 37,311,725Diversified Financial Services 3.87 4.00 -0.13 3,269,590 142,775,402Insurance 1.96 3.98 -2.02 (3,789,428) 18,009,401Real Estate Investment Trusts (REITs) 2.82 2.11 0,71 (7,733,369> (89,483,353)Real Estate Management & Development 0.01 0.07 -0.06 (2,112.583)Thrifts & Mortgage Finance 0.11 0.24 -0.14 (1,762,575)
Health Care 12.25 12.17 0.08 (4,303,244) (798,050,306)Biotechnology 1.26 1.40 -0.15 9,195,533 (6,150,608)Health Care Equipment & Supplies 196 2.11 -0.15 1,773,011 (79,437,368)Health Care Providers & Services 2.36 2.41 -0.05 (14,292,319> (149,871,296)Health Care Technology 018 008 010 (546,080) (22,104,444)Life Sciences Tools & Services 0.32 060 -0.27 (51,096,105)Pharmaceuflcals 617 5.57 0.61 (433389) (489,390,486)
Industrials 13.19 10.96 2.23 9,890,042 140,315,558Aerospace & Defense 249 267 -0,18 (986,056) (142.653,586)Air Freight& Logistics 1.38 0,91 0.47 27,365,865 240,581,439Airhnes 7 312 155 ‘164963O, 58694879Bu)iding Products -006 (5,210,921)Commerciai Services & Suophes• 0.67 0.69 -0,01 (3,550,027) (8,699,368)Construcdon 3 Engneerina 1.09 0.31. 0,79 3,671,021 20,096,131B” P -‘o-’ -.6 -“
ir’.custrvs Conortomerares 08 206 -097 (91,174,100)Macunery 1.99 2.14 -0.15 (4,469.675) 18,695.983Macne 0 03 0.03 0.05 (25,697,784)Professional Services 0.15 0.22 -0,07 12,701,375Road & Rail 2..32 0.86 1.46 65,580,212Trading rtompanies & DIstributors 0.11 0.19 -0.08 (3,558,4.5C)Transportation infrastructure 0’ .02 - 0.02 (11,303,0171
Exhibit 3Domestic Equity Holdings by Sector and Industry
Common Fund Avs SP 1500 Supercomposite 6/30110Common Fund A Transactions From 7/1109 -6/30/10
Portfolio Benchmark Net PurISale Net PurISaleEconomic Sector Weight Weight Difference $US (MTD) $US (FYTD)
—1nmrrmmunwunhruruc3y — I1.O( IO.J I’+O
Communications Equipment 175 223 -048 16,643,071 (53,435,985)Computers & Peripherals 4.93 4.10 0.83 4,808,726 (38,708,737)Electronic Equipment Instruments & Components 1.22 0.80 0.42 (2,857,850) 48,505,931Internet Software & Services 2.04 1.61 0.43 3,573,739 15,790,171IT Services 1.95 3.08 -1.14 (9,366,071) 83,922,274Office Electronics -- 0.12 -0.12Semiconductors & Semiconductor Equipment 3.19 2.64 0.55 2,145,102 (79,498,683)Software 4.79 3.80 0.99 43,780.584 (212,660,336)
Materials 4.46 3.71 0.75 (32,142,290> (373,275,188)Chemicals 2.12 1.99 0.13 7,687,871 (192,977,773)Construction Materials 0.13 0.11 0.02 27,512,827Containers & Packaging 0.14 0.33 -0.19 (2,068,503) (61,781,680)Metals & Mining 1.48 1.05 0.43 (37,761,658) (154,042,027)Paper & Forest Products 0.59 0.24 0.35 8,013,465
Telecommunication Services 1.18 2.73 -1.56 (3,992,896> (298,028,546)Diversified Telecommunication Services 0.02 2.37 -2,35 (98,667,963)Wireless Telecommunication Services 1.15 0.36 0.80 (3,992,896) (199,360,583)
Utilities 4.33 3.95 0.38 (9,141,779) (198,720,893)Electric Utilities 2.08 1.91 0.16 (1,326,208) (29,245,958)Gas Utilities 0.31 0,42 -0.11 (29,896,353)Independent Power Producers & Energy Traders 0.54 0.17 0.36 (687,050) (39,525,635)Multi-Utilities 1.29 1.42 -0.13 (2,999,885) (95,084,596)Water Utilities 0.12 0.03 0.09 (4,128,636) (4,968,353)
[Unassigned] 0.70 — 0.70 (64,267,045) (514,305,532)[Unassigned] 0.70 0.70 (64.267,045) (514,305,532)
Total 100.00 100.00 (48,161,736) (3,267,285,627)
Exhib
it5
Dom
esticE
quityP
erform
ance
Attribution
AF
undvs
SP
1500S
up
ercom
po
site6/30/09
-6/30/10
AFU
ND
S&
P1500
Superco
mposite
Variatio
nA
ttributio
nA
naly
sis
Eco
nom
icS
ector
Averag
eT
otalC
on
tribu
tion
Averag
eT
otalC
ontrib
utio
nA
verag
eT
otalC
ontrib
utio
nA
llo.atto
nS
election
Interactio
nT
otalw
iLt
Retu
rnT
oR
eturn
WfM
Lt
Retu
rnT
oR
eturn
Weig
ht
Retu
rnT
oR
eturn
Effect
Effect
Effect
Effect
Co
nsu
mer
Discretio
nary
9.2626.64
2.0610.27
28.182.47
-1.01-1.53
-0.41-0
12-0.12
00
2-0.22
Auto
Co
mp
on
ents
07
02227
00
5027
1943
0.050.44
284
000
(301.
‘1A
utomobiles
003
42.73-0.01
0.366082
015
-034
-180
9-0
1504
Distributors
007
22.680.01
00
821
080.02
-0.011
60-0
0/
00/
Diversified
Co
nsu
mer
Serv
ices0
25
3248
0.040.35
-649
-002
-0.103896
00/
ItH
otelsR
estauran
ts&
Leisure
118
18.360.18
1.6427.06
0.36-0
46
-8.70-0
15-
IH
ouseholdD
urables0
45
36.690.10
0.5434.74
0.16-0
09
195
-00’.
.S
35Internet
&C
atalogR
etail0
20
30.920.01
0.5240.82
0.16-0
32-9
90
-015
..,;
Leisure
Equipm
ent&
Products
023
43.070.09
016
52
31
006’
0.06-9
240
020
01M
edia2.91
37.590.88
2.5933.46
071
0.314
130
180
0?1
Multiline
Retail
101
30.310.31
0.842344
0.190
176.87
012
1)05
Specialty
Retail
165
17.690.22
2.2920.54
0.45-0.64
-285
-023
..5
Textiles
Apparel
&L
uxuryG
oo
ds
0.5836.18
0.160.62
37.350.19
-00
4-1
17-0
i3.
.,0
-.1
Co
nsu
mer
Stap
les11.04
13.791.78
10,6113.73
1.540.43
0.060.24
-(05
0.00001
-005
Bev
erages
209
11.570.27
233
14.000
33
-0.24-2
43
-011/(
(5F
ood&
Stap
lesR
etailing2
47
1.910.20
2.532
580.12
-006
-066
008
(02
Food
Products
22
016.65
0.401.74
19.130.31
046
-2.480
054
Household
Products
23
518.51
0.472.36
19.050.46
-00
1-0
540
00
-I
Personal
Products
027
27.520
090
2320.79
0.050
046.73
()03
1)T
obacco1.66
20.720.35
142
17.290
26
0.2434
300
03
041’
36
En
ergy
11.106.80
1.1410.93
3.620.67
0.173.18
0.473
0.38001
04
0E
nergyE
quipment
&S
ervices1
6121
15050
1.9611
31027
-03
498
3023
1$2
Oil
Gas
&C
on
sum
able
Fuels
94
94
08
0.638.98
2.070
39
0.512.01
02
4‘
AF
inan
cials11.68
17.171.42
15.5618.20
2.52-3.88
-1.02-1.10
-t17
-0.141)03
-028
Capital
Markets
239
-501
-0.242.70
-8.93-0
10-0
30392
-014
00
9C
omm
ercialB
anks2
02
16.610.29
3.1021.35
0.52-1
07-4
74
-u23
.11
-C
onsumer
Finance
03
567.91
0.130.72
63.540.34
-0.374
37
-02
102
11
Diversified
Financial
Services
3.117.21
0.073.86
7.37029
-07
5-0.16
-023
‘1‘
0’-
Insurance1
7322.22
0.343.06
29.290.71
-1.33-7.07
-037
1-0
20
.-
-.
Real
Estate
Investment
Trusts
(FE
lTs)
197
64.260.80
1.8353.18
071
014
1109
00
90
It2
1R
ealE
stateM
anagement
&D
evlo
pm
ent
0.0114.80
0.000.06
64.830
02-0
05-50
03-0
0?
1300
2T
hrifts&
Mortgage
Finance
0.1022.72
0.020.24
11.16003
-01
4II
56-0
01
11)
1)3
IH
ealthC
are12.86
12.731.86
12.6810.63
1.560.18
2.100.30
-O01
0.210
000.20
Biotechnology
122
1.040.02
1.59-5.64
-0.02-0.37
66
8004
015
Health
Care
Equipm
ent&
SuppIis
.2.08
-3.51-0.03
218
6.950.17,
-0.10-10.46
-02
1‘
-022
.H
ealthC
areP
roviders&
Service4
2.4330.01
067
2.3822.59
0.510.05
742
016
1)1
3I
IH
ealthC
areT
echnology0.23
32.450.09
0.1026.86
0.030.13
5.590
011
1101Life
Scien
cesT
ools&
Services
04
322.88
0.100.57
20.190
10-0
142
69-0
00I
I)0
-P
harm
aceuticals
64
713.48
1.035.86
10.95077
061
2.530
25‘
11In
dustrials
10.8428.15
2.3310.92
26.472.56
-0.081.68
-0.230
070.13
006
0.13A
erosp
ace&
Defense
270
17.590.46
2.6422.65
0.520.06
-506
-1)06-0
11I
1?A
irF
reight&
Logistics
02
653.66
-0.170.93
17.650
15-0.67
3601
-033
12?
21A
irlines0
65
156.830.46
0.1155.66
0.05054
10117
041
‘-
01.1
11
Building
Products
003
27.770.00
0.1122.30
0.02-0
08
547
002
‘‘
I.01
-.
Com
mercial
Serv
ices&
Supplies
0.6512.32
0.070.68
15.060
10-0.03
-275
-003
-ufl2
—1—
Exhib
it5
Dom
esticE
quityP
erformance
Attribution
AFund
vsS
P1500
Supercom
posite6/30/09
-6/30/10
AFU
ND
S&
P1500
Superco
mposlte
Variatio
nA
ttributio
nA
naly
sis
Averag
eT
otalC
ontrib
utio
nA
verag
eT
otalC
on
tribu
tion
Av
erage
Total
Contrib
utio
nA
llocatio
nS
election
Interactio
nT
otalE
conom
icS
ector
Weig
ht
Retu
rnT
oR
eturn
Weig
ht
Retu
rnT
oR
eturn
Weig
ht
Retu
rnT
oR
eturn
Effect
Effect
Effect
Effect
Construction
&E
ngineering1
10
-843
-0.10,0.32
-10.18-0
04
077
175
-001
001
Electrical
Equipm
ent0
5025.81
0.080.62
32.630.18
-012
-682
-009
.-
031
IndustrialC
on
glo
merates
110
30.310.36:
2.1029.40
052
-1.010.90
-010
0(ii)
Machinery
179
22.310.31
2.0340.10
0.66-0.24
-1779
-035
‘t
28M
arine0
133
260.02
0.0324.75
0.010
10-21
500
017
002
Professional
Serv
ices0.10
-5.52-0.01
0.242.70
001
-014
-822
-002
C02
1R
oad&
Rail
1,6858.58
0.7
70.93
39.530
330.75
19.04044
C14
Trading
Co
mp
anies
&D
istributors0.12
42.930.04
0.1734.70
005
-0.058
23-0
01
702
Transportation
Infrastructure.
0.03211.19
0.04.--
--
0.03211.19
004
‘$--
1In
form
ation
Tech
nolo
gy
19.3716.88
2.99.18.58
16.443.02.
0.790.45
-0.03-0
020.04
003
005
Com
munications
Equipm
ent1.81
4.300.16
2.510.49
0.13-0
71
3.800
03
I7
08:i
217
Com
puters&
Peripherals
4.2538.72
1.273.70
43.731
260
55
-501
001
C13
1-
Electronic
Equipm
entln
strum
ent
&C
om
po
nen
ts0.95
31.250.191
0.8116.33
0.130
141
492
00
6‘
.7
100
11Internet
Softw
are&
Serv
ices2.03
4.390.10
1.777.09
019
027
-27
0-0
09
‘‘
-(1)5
ITS
ervices
1.6316.31
020:
2.9917.64
050
-1.35-1
33-0
30
‘.-l
021
.4
Office
Electronics
--
--
--
0.1022.51
001
-0.10-22
51-0
0’
‘--
Sem
iconductors&
Sem
iconductorE
quipment
33
120.17
0.662.64
21.260
57067
-109
00
01
77
01S
oftware
5.385.32
0.4
24.06
4.670.23
132
065
01
91
032
Materials
5.9513.95
1.18:3.82
17.680.72
2.13-3.72
0.460
08-0
07
001
00
1C
hemicals
26
413.55
0.552.11
15.780.38
053
-222
018
:,-C
01C
onstructionM
aterials0
23
2.35-0.08.
0.114.40
0.010.11
-20
4-0
09
Ci
.1,(ii)
IC
ontainers&
Packaging
0.363536
0.130.31
19.110.06
0.0416
24
007
11,
04M
etals&M
ining2.07
13.830
45
:1.04
18.570.20
1.02474
02
57
C(0
3‘
Pap
er&
Fo
restP
roducts0.66
30.770.12j
0.2438.86
0.080.42
-809
00
51
01-
Teleco
mm
unicatio
nS
ervices
1.7012.12
0.172.74
4.060.12
-1.0480
60.05
008
0.21-0
150
14D
iversifiedT
elecomm
unicationS
ervices
018
16.130.04
2.433.41
0.11-2.25
1271
-007
C28
Wireless
Telecom
munication
Serv
ices1
5211.41
0.130.31
8.060.01
121
33
50
I?:
i.1?
‘
Utilities
4.836.78
0.393.89
7.430.30
0.94-0.64
0.08-0
12-0
01
00
0-0
13E
lectricU
tilities2.19
1.150.04
1.950.74
0.04024
041
000
013
Gas
Utilities
0.3922.96
0.090.40
21.610.08
-00
11
350
02
C03
Ind
epen
den
tP
ower
Pro
du
cers&
Energy
Traders
05
8-10.52
-0.030.17
-5.80-0
01
041
-4.72-0
02
7C
0111
Multi-U
tilities1.50
17.480.26
1.3516.13
0.200.15
136
000
‘.,
i9
)W
aterU
tilities0.18
7.650.02
0.031.40
-0.000.15
62
400
2‘.0
i00
.
[Unassig
ned
]1.36
23.930.45.
--
--
--
1.3623.93
0.450
02--
-00
2[U
nassigned]1.36
23.930.45
--
--
—1
3623.93
045
—0
Total
100.0015.77
15.77j100.00
15.4915.49
--
0.270.27
-036
0,620
020.27
-2-
Exhibit
6T
op20
Underw
eightsD
omestic
Equities
inthe
Dom
esticE
quityPortfolio/SP
1500by
Market
Cap
ithz
itn
Com
mon
FundA
vsS
P1500
Over/U
nderO
ver/Under
6/30/2010A
MV
AW
TS
P1500
vs.S
P1500
vs.S
PI
500P
er.ent
Pe
nL
ossvs.
theS
Symbol
Com
panyN
ame
($M
ils.)%
Weight
(%)
Basis
Pts.
(L
rnonttm
onth1’H
)
TA
T&T
Inc.0.00
0.001.36
-1.36-228.76
341
58
31
GE
General
Electric
Co.
60.560.36
1.54-1.17
-196.78-9.31
-10.54-4.39
VZ
Verizon
Com
munications
0.000.00
0.75-0.75
-125.403
11
861’
42SLB
Sch
lum
trger
Ltd0.00
0.000.63
-0,63-106.08
139-0.35
14
)8C
VX
Chevronexaco
Corp.
128.890.77
1.35-0.58
-98.011
2.3111
tOC
SC
OC
iscoS
ystems
Inc.109.75
0.651.19
-0.54-90.51
57-9,22
ittO
BR
K.B
Berkshire
Hathaw
ayInc
-Cl
B0.00
0.000.47
-0.47-78.80
15i
10.8721
29IBM
InternationalB
usinessM
achinesC
orp.175.34
1.051.51
-0.46-77.77
4‘19
8.87-5
9?
BA
Boeing
Co.
0.000.00
0.46-0.46
-76.803
93
-3111592
HG
Hom
eDpotIn
c.11.96
0.070.47
-0.40-66.56
122
-2.52C
AT
Caterp
illrInc.
0,000.00
0.37-0.37
-61.484
0)798
10X
OM
Exxon
MbiI
Corp
382.252.28
2.64-0.36
-60.440
3,37II
KO
Coca-C
o’aC
o.124.55
0.741.10
-0.36-60.21
325
3.7012
1W
MT
Wal-M
artS
tores102.20
0.610.96
-0.35-58.52
00
-2.391007
JNJ
Johnson&
Johnson190.68
1.141.49
-0.35-58.40
737
3.31-3
31A
MG
NA
mgen
Inc.23.83
0.140.49
-0.35-58.24
1‘7
-0,62-7
2F
FordM
or
Co.
5.540.03
0.34-0.31
-51.56300
13.83t
90W
FCW
ellsF
go
Co
168.451.01
1.30-0.30
-49.9651
576
‘19
BA
CB
ankO
f.m
ericaC
orp.192.47
1.151.42
-0.28-46.15
‘1‘13
-8.14-4
58
GILD
Gilead
Sciences
Inc.5.14
0.030.29
-0.26-43.64
10
-14.673(7
3
6/30/2010C
ompany
Nam
e
Exhibit
750
Largest
Dom
esticE
quityH
oldingsin
Com
mon
A
Over/U
nderA
MV
AW
TS
F1500
vs.S
P1
50
0(S
Milsi
%W
eight(%
jB
asisP
ts.
Over/U
ndervs.
SP
I500
1$M
ils,)P
ercentF’n.c
aa
Lass
vs.(ha
P1
60lm
ontt
month
YTt’)
AA
PLA
ppleC
omputer
Inc.472.88
2.822.27
0.5592.48
308
21.0819
16X
OM
Exxon
Mobil
Corp
382.252.28
2.64-0.36
-60.44-O
06-3.37
1(31
MSFT
Microsoft
Corp.
338.252.02
1.790.23
38.31-12.25
24.61JPM
J.PM
orq
nC
hase&
Co.
309,651.85
1.390.46
76.8530
-6.7712
14M
RK
Merck
&C
o.Inc.
287.831,72
1.000.72
120.613
ii54
24
30PG
Procter4
Gam
bleC
o235.72
1.411.59
-0.19-31.22
.316.97
131
BA
CB
ankO
fA
merica
Corp.
192.471.15
1.42-0.28
-46.15-
3-8.14
-468
JNJ
Johnson&
Johnson190.68
1.141.49
-0.35-58.40
1.273
31-33
31G
OO
GG
oogleInc
183.321.09
0.830.27
44.772
98-10,86
.20
23IBM
lnternatiQnal
busin
essM
achinesC
orp.175.34
1.051.51
-0.46-77.77
430
887
67W
FCW
ellsF
go
Co
168,451.01
1.30-0.30
-49.96t
-5.761
CO
PC
onocohilIipsC
o.162.10
0.970.74
0.2338.37
238.72
$O
RC
LO
racleS
ystems
Corp
152.370.91
0.820.09
15.5768
-461
16?
UPS
United
Parcel
Service
151.610.90
0.400.51
85.19-301
0,09.u
64LLY
Lilly(E
Ii)&C
o.150.00
0.890.32
0.5896.63
125,94
-
PE
PP
epsicoInc
147.470.88
0.93-0.05
-8.361.
..‘3
63PFE
Pfizerln4.
146,610.87
1,10-0.23
-37.72tO
-6.20211.1
INTC
IntelC
orp.135.18
0,811.06
-0.26-43.02
36-1
16-41.1.’
PMPhilip
Morris
Intl133.67
0.800.76
0,046.48
102
-085
-483
HPQ
Hew
lett-Packard
Co.
132.000.79
0.99-0.21
-34.670
.39-7,74
1098U
NP
Union
PacificC
orp129.08
0.770.34
0.4372.06
1.047.21
CV
XC
hevrontexacoC
orp.128.89
0.771.35
-0.58-98.01
112
23111
3%C
LF
ClevelanJ-C
liffsInc
125.820.75
0,070.68
114.271
60-2
48
62
32K
OC
oca-Co’a
Co.
124.550.74
1,10-0.36
-60.2126
370
III
DO
WD
owC
hdmicalC
o.113.38
0.680.28
0.4067.12
1.66
-9.51-14
1’G
SG
oldman
Sachs
Group
Inc.113.09
0.670.63
0.047.16
-3334
-1304
2220
UTX
United
Technologies
Corp
110.350.66
0.580.08
13.502
01-0
59-
48C
SC
OC
iscoS
ystems
Inc.109.75
0.651.19
-0.54-90.51
2-9,22
139
WM
TW
al-MarS
tores
102.200.61
0.96-0.35
-58.521.33
2.391
01D
ISD
isney(V
alt)C
ompany
94.500.56
0.61-0.05
-8.2013
1.8933
MO
Altna
Gr4up
Inc.92.71
0.550.38
0.1829.60
469
10,183
CC
itigroupInc.
90.500.54
0.72-0.18
-29.770
644.37
1M
CD
Mcdonald’S
Corp.
88.260.53
0.67-0.15
-24.464.01
11.2204
9C
VS
Cvs
Corp.
84.290.50
0.390.11
19.06-1
030
-10.11-3397
EPR
Lntertnn’ent
Properties
Trust
80.330.48
0.020.46,
77.46163
3.327
34
—1—
Exhibit
750
Largest
Dom
esticE
quityH
oldingsin
Com
mon
A
Over/U
nderO
ver/Under
6/30/2010A
MV
AW
TS
P1500
vs.SP1
500vs.
SP1500
Pert’ent
In
Loss
vs.the
Sf1
StC
ompany
Nam
e(S
Milsi
%W
eiiht(%
)B
asisP
ts.f$_M
IJs.)1tnontf
month,,
Ylt)
AB
TA
bbottLaboratories
77.230.46
0.67-0.21
-35.85415
114
1235U
SBU
SB
ancorp75.92
0.450.41
0.047.00
122
-1.88fl
71N
SCN
orfolkS
outhernC
orp.74.27
0.440.19
0.2541.80
05
17.17
20C
SXC
sxC
or.
74.100.44
0.190.25
42.3258
977
35A
XP
Am
ericaE
xpressC
o.73.05
0.440.46
-0.02-3,86
449.16
..02
OX
YO
cciden
tlP
etroleumC
orp69.82
0.420.62
-0.20-33.90
293,94
!16
BLK
Blackrock
Inc.68.12
0.410.00
0.4168.12
-j
55-25.71
MM
MM
innesotaM
ining&
Mfg
Co.
67.140.40
0.52-0.12
-19.975
4r6,40
.445
QC
OM
Qualcornm
Inc66.34
0.400.53
-0.14-22.73
221
-11,50•2
01D
VN
Devon
Epergy
Corp.
66.220.40
0.270.12
20.401
037.38
1/12
CL
Colgate-palm
oliveC
o.66.16
0.390,36
0.035,56
(80
463
413
SP
GSim
onP
operty
Group
Inc.65.61
0.390.23
0.1627.36
050
7.651
1)
MC
KM
ckesso
Corp.
62.880.38
0.160.21
35.721
5014.28
745
CE
Celanese
Corp
62.280.37
0.000.37
62.28-8
00-12.80
2240
GE
General
Electric
Co.
60.560.36
1.54-1.17
-196.78591
-10.54-3
69
-2-
Exhibit
820
Best
Performing
Large
Cap
Stocks
inthe
Dom
esticE
quityPortfolio/SP
1500Index
Over
theP
ast30
Days
6/30/2010C
ompany
Nam
e
Over/U
nderO
ver/Under
vs.SP1
500P
ercentf
rm
iL
ossvs
the3
1 6(lm
on
th3
month
Ylt)
Symbol
AM
VA
WT
SP
1500vs.
SP
1500($
Mils.)
%W
eight(%
)B
asisP
ts.
NEM
New
mont
Mining
Corp.
18.520.11
0.26-0.15
-25.402
14
738.14
36B
RK
.AB
erkshireH
athaway
Inc-C
IA
11.400.07
0.000.07
11.401998
11.2526
BR
K.B
Berkshire
Hathaw
ayInc
-CI
B0.00
0.000.47
-0,47-78.80
1961
1087
126
HSP
Hosp
irInc
15,000.09
0.080.01
0.971
68
514,71
12A
MT
Am
eriqpnT
ower
Corp.
29.820.18
0.160.01
2.49162
61809
99BH
IB
akerH
ughesInc.
9.590.06
0.16-0.11
-18.0215.41
2.712t
BM
YB
ristol-Myers
Squibb
Co.
29.980.18
0.40-0.22
-36.8113.78
5.811
23M
TBM
&T
Bank
Corp.
0.000.00
0.07-0.07
-11.9013
5220.92
2760
FRX
Forest..aboratories
Inc.8.21
0.050,07
-0.03-4.31
12,23-1
7314
51A
LTRA
ltera4orp.
0.000.00
0,07-0.07
-11.7111
46149
7963
GE
NZ
Gen
zyne
General
17.810.11
0.13-0.02
-3.9410
509.75
50PM
PhilipM
orrisIntl
133.670.80
0.760.04
6.4810.02
-0.854
88M
RK
Merck
&C
o.Inc.
287.831.72
1.000.72
120.619.91
5.42-4
30M
MC
Marsh
Mclennan
Cos.
3.610.02
0.11-0.09
-15.349
48
4.28,
13SW
NS
outhvesternE
nergyC
o16,42
0.100,13
-0.03-5.81
879
9.0719
83L
Loew
sorp
.0.00
0.000.11
-0,11-18.12
850
1.58-3
36PE
GPublic
serviceE
ntrp18.61
0.110.15
-0.04-6.25
83120.78
577
AD
MA
rcher-Daniels-M
idlandC
o.12.85
0.080.16
-0.08-13.31
8.191.33
-1753
LLYLilly
(Eli)&
Co.
150,000.89
0.320.58
96.638
185,94
019
AK
AM
Akam
aT
echnologiesInc.
3.250,02
0.07-0.05
-8.418
1645.71
6313)
—1—
Exhibit9
20W
orstPerform
ingL
argeC
apS
tocksin
theD
omestic
Equity
Portfolio/SP1500
IndexO
verthe
Past
30D
ays
Over/U
nderO
ver/Under
6/30/2010A
MV
AW
TS
P1500
vs.S
PI
500vs.
SP1500
Percent
Pc
nI cm
svs
thoS
PI
0Sym
bolC
ompany
Nam
e($
Mils.)
%W
eight(%
)B
asisP
ts.($
Mils.)
Im
onth3
month
YTE
APC
Anadarko
Petroleum
Corp.
55.960.33
0.190.15
24.46-26.97
-43.37-42,13
BB
YB
estB
uyC
oInc.
1.760.01
0.12-0.10
-17.58-15.14
-98
0-14
10M
Macys
Inc14.14
0.080.08
0.011.22
-14,66-8
13
080
AD
BE
Ad
oe
System
sInc.
5.290.03
0.16-0.13
-21.04-12,76
-15.902
14LO
WL
ow+
5C
os.49.38
0.290.28
0.011.90
-12.644
751
70B
BB
YB
edpath
&B
eyondInc.
14,830.09
0.10-0.01
-1.41-1
249
46
7S
Sprir,tC
orp.42.40
0.250.12
0.1422.97
1248
26.01i
83W
YW
eyrh
aeuserC
o54.38
0.320.07
0.2542.10
-124
611
69
141
HD
Hom
eD
epotInc.
11.960.07
0.47-0.40
-66.56-12.22
-2.522
07W
AG
Walgreen
Co
21.250.13
0.25-0.12
-20.83-11.76
-18.992’
20C
CL
Carnival
Corp.
4.820.03
0.13-0.10
-17.11-11.62
-12.40-4
58FD
XFdx
Corp.
53.980.32
0.220.10
17.55-11.08
-14.251’)
90F
reeport-Mcm
oranC
opper&
Gold
FCX
-CI11.83
0.070.26
-0.19-31.12
-10,62197
62(
35C
LF
CIevIand-C
liffsInc
125.820.75
0.070,68
114.27-1
060
24
86
$$
MO
SM
osjcC
o.
19,490.12
0.000.12
19.49-10,60
26.3034
7C
VS
Cv
sorp
.84.29
0.500.39
0.1119.06
-103
510.11
07B
LKB
lackrockInc.
68.120.41
0.000.41
68.12-9.55
-25.7133.24
MS
Morgan
Stanley
40.620.24
0.32-0.08
-13.11-9.34
-9.792
1.5
JNP
RJuniper
Netw
orksInc..
9.700.06
0.12-0.06
-9.92-9.23
-16.08-14
44LLL
L-3C
omm
unicationH
oldingInc.
8.150.05
0.08-0.03
-5.78-9.22
-1347
-185
PURCHASES:
EXHIBIT 10COMMON PENSION FUND A
20 Largest Total Purchases and Sales for Domestic Equities611110 through 6130110
Cusip Company Name Shares Purchased $ Amount Purchased
31428X10 FEDEX CORP30212P10 EXPEDIA INC CL42809H10 HESS CORP26153C10 DREAMWORKS ANIMATION74150340 PRICELtNEXOM02313510 AMAZON.COM INC03251110 ANADARKO PETROLEUM CORP59491810 MICROSOFT CORP.05276910 AUTODESK INC19416210 COLGATE-PALMOLIVE CO67000810 NOVELLUS SYSTEMS INC28551210 ELECTRONIC ART66680710 NORTHROP GRUMMAN CORP.65011110 NEWYORKTIMES56845T30 MARINER ENERGY INC77441510 ROCKWOOD HOLDINGS INC42823610 HEWLETT-PACKARD CO23326R10 DG FASTCHANNEL5251 7PW5 LEHMAN BROTHERS HOLDINGS52517PC4 LEHMAN BROTHERS HOLDINGS
SALES:
350000.00i,ioqooo.oo
400000,00700,000.00100,000.00140,000.00360,000.00600,000.00500,000.00180,000.00500,000.00800,000.00200,000.00
1200,000.00500,000.00380,000.00200,000.00230,000.00
50,000,000.0050,000,000.00
27,365,865.0023,024,500.0020,566,409.0020,238,900.0019,483,686.0017,076,191.0015,170,161.0015,099,630.0014,107,360.0713,954,330.0012,988,220.0012,871,808.0412,059,240.0011,724,010.0010,979,870.009,771,170.009,149,735.008,960,855.987,375,010.007,375,010.00
Cusip Company Name Shares Sold $ Amount Sold
6516391078462F1 098385X1 026875P1 0887317300846701065248E1 0037411105024241052490110464287775251 7PW552517PC49314221058155Q1050540R4021935010p321 lOlfl4592001001165910
NEWMONT MINING CORP.SPDR TRUST SERIES 1XTO ENERGY INC.EOG RESOURCES, INC.TIME WARNER INCBERKSHIRE HATHAWAY INC-CL ANEWSCORP-CLAAPACHE CORPL3 COMMUNICATIONS HOLDINGS INC.LEGG MASON INCISHARES DJ FINANCIALLEHMAN BROTHERS HOLDINGSLEHMAN BROTHERS HOLDINGSWALGREEN CO.MCKESSON CORP.LABORATORY CORP OF AMERICA HLDGSCORNING INCSMITH INTERNATIONAL INCINTL BUSINESS MACHINES CORP.ALASKA AIR GROUP INC
600,000.00300,000.00680,000.00230000.00700000.00
1801,300,000.00
19500000i6000000400000. 0020000000
50000000 0050000000 00
335.00000120000.00100,000.00425000001810000055.000.00
130.00000
35,659,659.2033,267,007.7129,422,424.4424,975,901.8422.191,872.7921.307640.6217873387.4717202126.20130450755012.693.100.341058212107100750000010035.0000010.030,911.89
8 360.744667.724.532.417 643773 227.214.719917 141 436 79
6 758.04075
PURCHASES:
EXHIBIT 10COMMON PENSION FUND A
20 Largest Total Purchases and Sales for Domestic Equities711109 through 6130110
18683KW4282361046625H1092343V101264081000817Y1071708110037833109497461068389X1 0617446440605051031428X104592001085206110
Cusip Company Name
2,026,000.002,370,000.002,480,000.003,200,000.002,100,000.003,000,000.005,155,000.00
417,500.002,964,000.003,400,000.002,550,000.004,450,000.00
770,000.00490,000.00
14,600,000.00
Shares Sold
119,348,568.75111,099,381.50104,287,125.0094,668,670.0089,294,437.0087,506,060.0085,636,027.5085,053,325.7583,400,088.0074,789,035.0072,256,835.0070,950,520.0061,966,853.0059,839,877,5059,157,868.22
$ Amount Sold
17296745 CITIGROUP INC59491810 MICROSOFT CORP.98302410 WYETH80660510 SCHERING-PLOUGH CORP.65584410 NORFOLK SOUTHERN CORP93114210 WAL-MART STORES, INC.65163910 NEWMONT MINING CORP.30231G10 EXXON MOBIL CORP.92343V10 VERIZON. COMMUNICATIONS INC126•40810 CSX CORP03783310 APPLE INC42823610 HEWLE.TTPACKARD CO88579Y10 3M CO45814010 INTEL CORP22822710 CROWN CASTLE INTERNATIONAL CORP.02991220 AMERICAN TOWER CORP. CL A35671 D85 FREEPORT-MCMORAN COPPERB61 166W10 McNSANTO CO17275R10 CISC0 SYSTEMS INc.5.8933Y10 MERCK & C0. INC.
1018,700,000.005540,000.00
11,383,200.003,210,000.002,965,000.002,950000.002,145000.004,600,000.002,9.57,000.00
487,500.002,420,000.001.497,000.005,450,000.002,678,760.002,940,000.001,240,000.001,254,870.003,550 ., 000.002,295,000.00
343,083,223.50239,644,407.41235,838,305.30216,875,548.56178,885,896.46159,840,001.86149,616,829.02149,083,991.48141,426,940.91134,0•40.487.90116,362,007.98113,857,530.62109,943,117.34105,490,688.45102,685,781.4797,782,519.9997.351.229.2393,751. ,022.0.584,304,522.0983.,9.31 ,778.04
Cusip Company Name Shares Purchased $ Amount Purchased
91131210 UNITED PARCEL SERVICE-CL B 2,765,000.00 184,876,826.4765584410 NORFOLK SOUTHERN CORP 3,360,000.00 158,305,029.3090781810 UNION PACIFIC CORP 1,857,000.00 139,019,766.2038141G10 GOLDMAN SACHS GROUP INC 895,000.00 137,533,645.00
26054310
DOWCi-{EMIOACLIFFS NATURAL RESOURCESHEWLETT-PACKARD COJP MORGAN CHASE & COVERIZON COMMUNICATIONS INCCSX CORPAETNA INCPFIZER INCAPPLE INCWELLS FARGO & COORACLE CORPMORGAN STANLEYBANK OF AMERICA CORPFEDEX CORPINTL BUSINESS MACHINES CORP.SPRINT NEXTEL CORP
SALES:
Exhib
it11
Po
rtfo
lio
:C
om
mon
Fu
dB
Benchm
ark:
Barclays
IS
Lo
ng
GovlC
reditP
erio
d5/3
1/2
010413012010
Base
Currency:
US
O
••••
__________mtIII!
______________________
____
____
_
Num
berof
Issues561
1,281-720
Market
Value
18,311,267,8501,570,340,079
16,740,927,771Price
103.4114.2
-10.9T
otalR
eturn3,14
3.98-0,84
PriceR
eturn2.73
3.52-0.79
Coupon
Return
0.420.46
-0.04Q
ualityR
atingA
A3/A
1A
A3/A
1n/a
Coupon
5.2486.128
-0.880C
urrentY
ield5.121
5.367-0.246
Duration
10.9712.83
-1.86Y
ieldto
Mat
4.7874.874
-0.088Y
ieldto
Worst
4.7804.835
-0.055M
odD
urto
Mat
10.7812.61
-1.84M
odO
urto
Worst
10.6312.53
-1.90O
AS
134.3115.6
18.8O
AS
Duration
10.5412.26
-1.73C
onvexity1.78
2.46-0.68
Maturity
18.6823.17
-4.48
Exhibit
12
By
Secto
rP
ortfo
lio:
Com
mon
FundB
As
Of
:6130/2010B
enchmark:
Barclays
US
LongG
ov/Cdit
Base
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rrency
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overnm
ent
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rt
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rasary
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local
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orporate
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orporate
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){N
tI
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ck
e4
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er
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inan
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rg
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or
ri
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tion
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thers
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lu
pran
tion
IS
on
rIg
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gn
pT
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alue
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10000
1857
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299
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Exhibit
13B
yM
oody’sR
atingP
ortfolio:C
om
mon
Fund
BA
sO
f:6130/2010
Ben
chm
ark:
Barclay
sU
SL
ongG
ov/C
redit
Base
Curren
cy:
USD
Iqotat
VI
IM
arket
Value
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PURCHASES:
EXHIBIT 15COMMON PENSION FUND B
Total Purchases and Sales for Domestic Fixed Income6/1110 through 6130110
Cusip Company Name Par Value $ Amount Purchased
6832348Y PROVINCE OF ONTARIO BONDS64966HYX NEW YORK NY BUILD AMERICA BONDS30251BAC FIDELITY FMR LLC NOTES642866DP NEW BRUNSWICK PROV CDA64972FT4NY CITY WATER FIN AUTH REV BDS46625HHR JP MORGAN CHASE & CO NOTES213185DV COOK CNTY ILL BABS115O2RAC BROWARD CNTY FLA HALF-CENT REV040484DY ARIZONA BRD REGENTS UNIV BABS134429AV CAMPBELL SOUP CO SR NOTES26442CAJ DUKE ENERGY CAROLINAS 1ST MTG4212902E HAYWARD CALIF UNI SCH DIST BAB91411 9RE UNIVERSITY CINCINNATI BAB74432QBM PRUDENTIAL FIN INC NOTES898735PQ TUCSON ARIZONA BAB REV796237VZ SAN ANTON lAO TX BABS584556E8 MEDICAL CTR EDL BLDG CORP REV BD595620AE MIDAMERICAN ENERGY CO NOTES57582PUS MASSACHUSETTS ST BABS721799YU PIMA CNTY ARIZONA BAB REV
SALES:
50000,000.0030,000,000.0025,000,000.0016,000,000.00
“20,000;000.OO20,000,000.0015,000,000.0015,000,000.0014,000,000.0012,000,000.0010,000,000.0010,000,000.008,000,000.007,000,000.005,000,000.005,000,000.005,000,000.004,635,000.005,000,000.003,500,000.00
49,977,000.0030,000,000.0024,857,000.0022,613,280.002&,000,000.O019,959,000.0015,000,000.0015,000,000.0014,000,000.0011,965,320.009,976,500.009,876,700.008,000,000.006,957,300.005,000,000.005,000,000.005,000,000.004,893,633.004,809,200.003,500,000.00
Cusip Company Name Par Value $ Amount Sold
893830AT05565QBJ046353AD377372AE771 196AS931 142CK25243YAH406216AW032479AD04882PBP90476.4AH41 5864AJ26442CAJ04882PCA031 162BB04882PCC893830AF88579EAC
TRANSOCEAN INC SENIOR NOTESBP CAPITAL MARKETS PLC GUAR NTSASTRAZENECA PLC SR NOTESGLAXOSMITHKLINE CAP INC NTSROCHE HOLDINGS INC NOTESWAL-MART STORES INC. NOTESDIAGEO CAPITAL PLC NOTESHALLIBURTON CO SR NOTESANADARKO FINANCE CO NTS SER BATLANTIC RICHFIELD CO MTNUNILEVER CAP CORP NOTESHARSCO CORP NOTESDUKE ENERGY CAROLINAS 1ST MTGATLANTIC RICHFIELD CO MTNAMGEN INC NOTESATLANTIC RICHFIELD CO MTNTRANSOCEAN INC NOTES3M COMPANY MTN
41,000,000.0032,500,000.0025,000,000.0025,000,000,0024,000,000.0022,000,000.0015,000,000.0015,000,000.0016,500,000..0012,000,000.0010,000,000.00i0,000000.0010,000.000.008.700,000,005,000.000.005.000.000.005.000.000.002.500 000 00
35,189,375.0029,826,360.0028,627,250.0028,071,500,0027,285,130.0025,733,260.0016,336,350.0015,853,600.0014.830.000.0012.420.000.0011.065.600.0011.023.700.0010.204.900.008.734.800.005.338.550.005.030 000.004.575.000.002. 795,550.00
EXHIBIT 15COMMON PENSION FUND B
20 Largest Total Purchases and Sales for Domestic FIxed Income711109 through 6130110
PURCHASES:
Cusip Company Name Par Value $ Amount Sold
912810FR912810FF912810FE912810FG05565QBJ912810PZ166751AJ369604AY912810EQ49436.6E3E303040WAB313•95PU5210371AF92344UAA893830AT05565QBHOO2O9AAF67c346AH9128bPS40621 6AW
UNITED STATES TREAS TIPSUNITED STATES TREAS BDSUNITED STATES TREAS SDSUNITED STATES TREAS BDSBP CAPITAL MARKETS PLC GUAR NTSUS TREASURY TIPSCHEVRON CORP NOTESGENERAL ELECTRIC CO. NOTESUNITED STATES TREAS BDSKIMBERLY CLAR K CORP NOTESAME: RICAN WATER CAP CORP BCNDSFHLMC RE..:MC SERIES 294 1WBCONSTELLATION ENERGY GROUP NOTESVERIZON NEW JERSEY INC. NOTESTRANSOCEAN INC SENIOR NOTESBP CAPITAL MKTS PLC NOTESAT&T WIRELESS SERVICES INC.NUCOR CORP NOTESUNITED STATES TREAS TIPSHALLIBURTON CO SR NOTES
195,000,000.00140,000,000.00115,000,000.00102,000,000.0084,500,000.0075,000,000.0075,000,000.0065,000,000.0048,200,000.9652,000., 000.0055,000,000.0053,460,000.0049,500,000.0050,000,000.0058,000,000.0050,000,000.0039,965,000.0043,000,000.0040,000,000.0039,000,000.00
238,466,768,43158,677,955.63129,834,696.25113,760,217.0083,545,680.0081,999,712.5479,742,600.0069,265,200.0059,308,400.955.8,396,040.. 0058,313,400.0055,147,331,2553,816,080.0053,221,500.0053,084,275.0052.081,600.0049,623,341.5546,338,890.0045,144,817.1843,213,360.00
Cusip Company Name Par Value $ Amount Purchased
912810FR UNITED STATES TREAS TIPS 140,000,000.00 162,307,451.42912810PS UNITED STATES TREAS TIPS 100,000,000.00 111,432,032.32912810FF UNITED STATES TREAS BDS 90,000,000.00 103,566,180.33912810PZ US TREASURY TIPS 75,000,000.00 82,669,682.58
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ED STATESTREA TIPS 75O(3Q {)()Q 00 7:42t713 3717081CY PFIZER INC NOTES 52,000,000.00 65,194,490.00947075AG WEATHERFORD INT’L LTD 50,000,000.00 64,062,040.00563469CN MANITOBA PROV CDA 46,000,000.00 62,176,320.00912833LU US TREASURY STRIPS 120,000,000.00 58,194,800.00626207YF GA MUNICIPAL ELEC AUTH REV BDS 56,000,000.00 56,259,700.00581 557AX MCKESSON CORP NOTES 45,000,000.00 51,998,694.7505565QBH BP CAPITAL MKTS PLC NOTES 50,000,000.00 51,084,500.00650014TF NY ST TWY AUTH REV BDS 50,000,000.00 50,591,000.00882722KF TEXAS ST BUILD AMERICA BONDS 50,000,000.00 50,263,750.006832348Y PROVINCE OF ONTARIO BONDS 50,000,000.00 49,977,000.00912833LT US TREASURY STRIPS 100,000,000.00 48,654,000.00655044AD NOBLE ENERGY INC NOTES 39,000,000.00 46,958,540.00947075AF WEATHERFORD INT’L LTD SENIOR NTS 38,000,000.00 46,952,980.0026442CAH DUKE ENERGY CORP 1ST MTG BDS 45,000,000.00 44,807,850.0064972FL2 NYC MUN FIN AUTH WTR&SWR REV BAB 43,000,000.00 44,069,680.00
SALES:
EXHIBIT 15aCOMMON PENSION FUND B
Total Purchases and Sales for High Yield Fixed Income611110 through 6!30I10
PURCHASES:
Cusip Company Name Par Value $ Amount Purchased
84762LAF SPECTRUM BRANDS HLDGS 1,285000.00 1,268,781.65893342AA TRANS UNION LLCITRANSUNI 1200,000.00 1,201,312.50594073AA MICHAEL FOODS INC 1,115,000.00 1,131,536,2513959RAA CAPELLA HEALTHCARE 800,000.00 794,945.0012429TAA BWAY HOLDING CO 735,000.00 725,135.80OO5O6TAJ ACTIVANT SOLUTIONS 700,000.00 662,375.00896818AE TRIUMPH GROUP INC 640,000.00 635,454.00874227AA TALECRIS BIOTHER 575,000.00 595,125.00950590AJ WENDYS INTERNATIONAL 500,000.00 535,312.5065409QAU NIELSEN FINANCE 500,000.00 535,000.0067000XAB NOVELIS INC 500,000.00 468,750.00428303AH HEXION US FIN/NOVA SCOTI 500,000.00 468,187.5074837NAC QUICKSILVER INC 480,000.00 418,800.00147446AQ CASE NEW HOLLAND INC 400,000.00 397,280.00479269AE JOHNSONDIVERSEY HOLD INC 350,000.00 360,500.0097314XAE WIND ACQUISITION FIN 300,000.00 307,500.001 2629YAA COOPER-STAN DARD AUTOMOTIVE 300,000.00 297,000.00090613AE BIOMET INC 250,000.00 265,625.0002406PAF AMERICAN AXLE 250,000.00 223,343.75O166ONAA ALGOMA ACQUISITION CORP 250,000.00 216,250.00810186AH SCOTTS MIRACLE-GRO CO/TH 200,000.00 201,000.00858119AQ STEEL DYNAMICS INC 200,000.00 198,500.00345370CA FORD MTR CO 225,000.00 198,250.001 45749AC CARROLS CORPORATION 175,000.00 173,406.2572347QAD PINNACLE FOODS FINANCE 150,000.00 156,375.00750829A8 RAINBOW NATIONAL SERVICES 120,000.00 125,400.00125581FW CIT GROUP INC 125,000.00 113,750.005260578B LENNAR CORP 125,000.00 108,125.0055377WAA MTS INTL FUNDING LTD 100,000.00 100000.00538034AC LIVE NATION ENT 100,000.00 98,500.0081I8OWAA SEAGATE HDDCAYMAN 100,000.00 95,250.00726505AH PLAINS EXPLORATION 75,000.00 76,562.5090338WAK US ONCOLOGY INC 75,000,00 74,437,50OO2O8JAC ATP OIL & GAS CORPORATION 1OO,0O000 69,75O00767754BT RITE AID CORP 75,000.00 59.812,5009747F. BOISE PAPER HOLDINGS 50,000.00 52,000.00695459AD PAETEC HOLDING CORP 50000.00 49 812.50413622AC HARRAHS OPER CO 50,000.00 46,000.0031 9963AP FIRST DATA CORP 5000000 40.75000852061AF SPRINT NEXTEL 25,000.00 24,625.0029276KAL ENERGY XXI GULF COAST IN 15,240.00 15,240.0035687MAK FREESCALE SEMICONDUCTOR 2 468 00 2.46800
EXHIBIT 15aCOMMON PENSION FUND B
Total Purchases and Sales for High Yield Fixed Income611110 through 6130110
Cusip Company Name Par Value $ Amount Sold
92276MAK VENTAS REALTY LP 160000000 1,657,00800852060AS SPRINT CAPITAL CORP 1,515000.00 1,586,225.0015135BAB CENTENE CORP DEL 750,000.00 750,843.75OO2O8JAC ATP OIL & GAS CORPORATION 975,000.00 697,468.75
12429TAA BWAY HOLDING CO 560,000,00 564,881.25629377AU NRG ENERGY INC 500,000.00 481,250.00390064AL GREAT ATLANTIC & PACIFIC TEA CO 525,000.00 459,875.0035906AAE NEW COMMUNICATIONS HLDGS 455,000.00 459,550.0036186CBY GMAC INC 400,000.00 362,000.00428040BZ HERTZ CORP 350,000.00 351,750.0087922RAJ TELCORDIA TECHNOLOGIES 350,000.00 336,000.00345397VM FORD MOTOR CREDIT CO LLC 325,000.00 325,000.00874227AA TALECRIS BIOTHER 300,000.00 310,875.00629377BG NRG ENERGY INC 300,000.00 294,000.00552741AA M FOODS HOLDINGS 250,000.00 258,750.00121579AB BURLINGTON COAT 230,000.00 235,175.00729416AJ PLY GEM INDUSTRIES 200,000.00 207,875.0022234XAD COUNTRY GARDEN 190,000.00 184,300.0068383KAB OPTI CANADA INCORPORATED 175,000.00 153,312.50893342AA TRANS UNION LLCITRANSUNI 150,000.00 152,625.00OO1O4CAA AES CORPORATION 75,000.00 75,843.7565332VBG NEXTEL COMMUNICATIONS INC 35,000.00 32,637.5065332VBH NEXTEL COMMUNICATIONS INC 10,000.00 9,525.00
SALES:
EXHIBIT 15aCOMMON PENSION FUND B
20 Largest Total Purchases and Sales for High Yield Fixed Income711109 through 6130110
PURCHASES:
Cusip Company Name Par Value $ Amount Sold
397624AF25459HAG12543DAF27876GBH4041 I9BE45822EAJ2841 38AC029171AC35671 DAS7481 9RAK90931 7BE527298AF482434AF767201 AH345397VC460146C01 26304AP552953AD471 i09C92658TAM
6,000,000.005,125,000.004,610,000004,000,000.003,890,000.004,000,000004,000,000.003970000003,381,000.003,250,000.003,000,000.003., 000,000.003,000,000.002,485,000.003,000,000.002200,000.002,650,000.002,725.0:00,002,520,000.002,350,000.00
5,912,500005,411,875.004,777,001.254,176,250004,175,160754,123,125.004,077,520.004,053131803,764,582.5.03,279,375,003..70,000.003.,240.000.002.994.875.002,901,367.552,875,375.002,703,373.752,626,812.502,603,78T502,563,500.002,549,000.00
Cusip Company Name Par Value $ Amount Purchased
397624AF GREIF INC 6,100,000.00 5,894,857.00909317BE UNITED AIRLINES INC 5,000,000.00 5,068,750.00451102AF ICAHN ENTER FIN 4,650,000.00 4,535,942.5097314XAE WIND ACQUISITION FIN 4,400,000.00 4,460,045.5015ØOBf FIWOORPiN tNC 3,850000:00 3:639:694:’OO125581 FW CIT GROUP INC 3,803,000.00 3,479,520.00125581FX CIT GROUP INC 3,275,000.00 2,875,187.50390064AL GREAT ATLANTIC & PACIFIC TEA CO 2,875,000,00 2,839,097.00458207AC INTELSAT JACKSON HLDG 2,600,000.00 2,797,687.50579489AC MCCLATCHY CO 2,700,000.00 2,686,829.2520854PAC CONSOL ENERGY INC 2,635,000.00 2,639,493.75345397VL FORD MOTOR CRED L P 2,550,000.00 2,566,572.5023918KAH DAVITA INC 2,625,000.00 2,538,062.5037932JAB GLOBAL CROSSING 2,390,000.00 2,535,144.3578442FAE SLM CORP 3,000,000.00 2,392,500.00536022AB LINN ENERGY LLC 2,400,000.00 2,341,248.00OO2O8JAC ATP OIL & GAS CORPORATION 2,375,000.00 2,340,089.00832248A5 SMITHFIELD FOODS INC 2,265,000.00 2,338,993.75284138AD ELAN FIN PLC/ELAN FIN CP 2,425,000.00 2,291,632.5051508LAJ LANDRYS RESTAURANT INC 2,275,000.00 2,289,918.25
SALES:
GREIF INCDIRECTTV HOLDINGSCOMMUNITY HEALTH SYSTEMSDISH DBS CORPHCA INCINTELSAT SUBSIDIARY HLDGELAN FIN PLC I ELANAMR REAL ESTATE PTRFREEPORT MCMORANQUEBECOR MEDIAUNITED AIRLINES INCLEVE.L 3 FINANCINGKCS ENERGY INCRIO TINTO FIN USA LTFORD MOTOR CREDITINTL PAPER COCSC HOLDINGS INCM G M MIRAGE INCJARDE N CORPVIDEOTRON LTEE
ExhIbit 16International Equity Holdings by County
Common Fund D vs Custom International Index6130110
Portfolio BenchmarkCOUNTRY Weight Weight
Aggadlas fliw’ 000Auatralla 5.44 6.14 4.10
-•_____ cm tieBelgium — 0.12 4.12BmalI 2.01 3.19 -1.18Ceada 1.02 8.59 -1.51Chile 0.04 0.40 4.35China 1.83 4.14 -2.30:_:___.Li —.—
— -.0_Ia——....—.-——
Republic 0.05 0.10 4.05Denmark 1.48 0.16 0.12Egypt 0.25 0.12 0.13FinIend 0.33 0.49 4.16Fiance 8.62 5.99 2.62Geimany 1.09 5.19 1.30Greece 0.11 021 4.04Hong Kong 2.44 2.31 0.01Hungary 0.09 0.10 4.01belle 0.84 1.11 4.94bidoneala 0.51 0.62 4.12beland — 022 422brad 0.20 0.65 4.45Italy 0.80 1.81 4.81Japan 23.78 16.90 8.87Jordan 0.03 — 0.03Knaithetan — 0.03 4.03Korea IA? 3.42 -1.95Lebanon 0.08 — 0.08Malayala 0.18 0.72 4.55MexIco 0.65 1.12 4.41Morocco — 0.04 4.04Netherlands 0.55 2.01 -1.46New Zealand — 0.08 4.08Norway 0.67 0.42 025PakIstan 0.04 — 0.04Peru 0.07 0.16 4.09PhilIppines 0.13 0.12 0.00Poland 0.13 0.34 421Portugal 120 021 0.99Ruee’a 0.55 0.97 4.42Singapore 1.81 129 0.52South AMca 1.03 1.47 445South Korea 0.01 - 0.01Spain 1.49 2.18 4.68Sweden 228 1.88 0.40Swtteerland 8.14 428 1.88TaIwan 1.00 2.77 -1.77ThaIland 025 0.39 4.14Turkey 0.42 0.42 4.00United Kingdom 944 14.37 .4.93United Stas 8.68 - 6.88pinaealgnedj 0.19 — 0.19
Total 100.00 100.00
Exibit 17International Equity Holdings by Sector and IndustryComon Fund D vs Custom International Index 6/30/10
Common Fund D transactions from 711109 - 6/30/10
Economic Sector Weight Weight Difference $US (MTD) $US (FYTD)
Consumer Discretionary 9.2 9.5 -0.3 (72,711,589) (258,484,419)Auto Components 0.6 0.7 -0.2 (21110,526) (60,958,236)Automobiles 3.5 3.0 0.5 (20,507,103) 27,562,130Distributors 0.2 0.1 0.0 t2,07,550) (3,700,957)Diversified Consumer Service -- 0.0 -0.0 (600,468)Hotels Restaurants & Leisure 0.4 0.8 -0.4 (14,460,484) (34,335,802)Household Durables 1.1 0.7 0.3 (9,191,720) 30,002,118Internet & Catalog Retail 0.0 0.1 -0.1Leisure Equipment & Products 0.0 0.2 -0.1Media 1.2 1.6 -0.4 3,490,398 (171,845,290)Multiline Retail 0.9 0.5 0.4 4,053,887 (58,915,452)Specialty Retail 1.0 0.8 0.2 (11,171,393) 64,349,092Textiles Apparel & Luxury Goc 0.5 0.9 -0.5 (1,807,097) (50,041 554)
Consumer Staples 8.0 8.6 -0.5 17,554,276 51,943,114Beverages 1.5 1.9 -0.4 1,601,756 (265,303)Food & Staples Retailing 2.3 2.5 -0.2 544,729 (151,133,324)Food Products 1.6 2.0 -0.4 792,077 (43,611,377)Household Products 0.1 0.5 -0.4 10,168,264Personal Products 1.7 0.6 1.1 147,875 190,510,278Tobacco 0.9 1.1 -0.2 14,467,839 46,274,577
Energy 3.2 6.0 -2.8 50,887,572 (317,250,588)Energy Equipment & Services 0.0 0.3 -0.3 (40,250,461)Oil & Gas 0.1 -- 0.1 3,825,313Oil Gas & Consumable Fuels 3.0 5.7 -2,7 50,887,572 (280,825,440)
Financials 21.8 27.5 -5.7 22,240,652 219,168,014Capital Markets 1.0 1.9 -0.9 (2,774,252) 125,174,394Commercial Banks 12.6 16.3 -3.7 94,944,166 56,506,662Consumer Finance 0.2 0.1 0.1 (1,162,973) 17,585,679Diversified Financial Services 0.9 1.3 -0.4 869,033 41,000,822Insurance 5.0 4.7 0.3 (73,475.247) (107,932,522)Real Estate 0.0 -- 0.0 (55,537)Real Estate Investment Trusts 0.3 1. .0 -0.7 6,560.431 34,393,493Reai Estate Management& D 1.8 2.0 0.i (2,720.506) 52495.023Thrifts & Mortgage Finance — 0.1 0.i
Funds 11.0 11,0 (14,428,104) 120,414,481ETF 3.4 3,4 43,900,087 459,223,957ishares 7.6 7.6 (58,328,191) (338,809.477)Other Funds 0.1 0.1
Health Care 8.2 7.0 1.2 (18,607,160) 26,308,720Biotechnology 0.4 0.2 0.2 42,835,752Health Care Equment & Sup 1 .7 0 6 1.0 (22.934.585) (23.435.802)Hean Care Providers & Ser’ 0.0 0.2 •0.2 1.624,760 1.219,758Life Sciences Tools & Service 0.0 0.1 0.1Pharmaceuticals 6.1 6.0 0.1 5,689,012
Industrials 13.2 10.4 2.8 7,625,187 220,379,506Aerospace & Defense 0.1 0.5 -0.4 1,467,793Air Freight & Logistics 0.1 0.2 -0,0 (832,661) (7,068,495)Airlines 0.3 0.2 0.1 14,131,776Building Products 0.4 0.5 -0.1 (2,102,973) 9,900,040Commercial Services & Suppl 0.5 0.4 0.1 (2,398,671) (22,264,165)Construction & Engineering 1.9 0.9 1.0 9,765,434 (12,021,276)E4eotr4calEu4pmert 1.4 3,4O4,i56 T7;168;tf5Industrial Conglomerates 1.2 1.8 -0.7 441,327 20,911,568Machinery 2.8 2.0 0.8 1,049,880 41,663,590Marine 0.4 0.4 -0.0 (1,211,561) (1,432,992)Professional Services 0.8 0.2 0.5 107,210,931Road & Rail 1.4 1.1 0.3 1,803,405 105,387,112Trading Companies & Distribu 0.6 0.5 0.0 (2,385,720) 8,045,292TrarisportationInfrastructure 1.4 0.4 tO 92,573 (122,719,784)
Information Technology 7.6 6.9 0.6 (23,034,049) 176,595,768Communications Equipment 0.1 0.3 -0.2 1,778,281 5,273,536Computers & Peripherals 0.7 0.7 0.1 (25,846,650) 3,649,509Electronic Equipment lnstrum 1.4 1.6 -0.2 (6,002,051) 53,691,665Internet Software & Services 0.2 0.3 -0.1 6,234,175IT Services 0.9 0.7 0.2 1,239,848 10,719,510Office Electronics 0.6 0.5 0.0 (3,573,074) 15,391,940Semiconductors & SemicondL 1.1 2.0 -0.9 12,665,896 60,206,362Software 2.5 0.8 1.7 (3,296,299) 21,429,071
Materials 7.2 12.6 -5.4 23,130,824 (211,969,308)Chemicals 2.3 3.1 -0.8 (13,942,557) (90,667,948)Construction Materials 0.1 0.6 -0.5 170,580 (483,761)Containers & Packaging -- 0.1 -0.1 (33,131,426)Metals & Mining 4.7 8.4 -3.7 36,902,801 (28,993,633)Paper & Forest Products 0.1 0.4 -0.3 (58,692,541)
Telecommunication Services 6.7 6.5 0.3 11,201,450 63,898,014Diversified Telecommunicatior 2.5 3.4 -0.9 2,137,513 (114,965,159)Wireless Telecommunication 4.2 3.1 1.2 9,063,937 178,863,173
Utilities 3.5 4.9 -1.4 (4,386,113) (155,585,826)Electric Utilities 2.2 3.0 -0.8 (5,336,182) (140,254,208)Gas Utilities 0.9 0.5 0.4 (2,324,879) 102,447,658Independent Power Producers 0.2 0.4 -0.2 1,581,533 (62,200,046)Multi-Utilities 0.3 0.9 -0.6 1,693,415 (53,861,633)Water Utilities -- 0.1 -0.1 (1,717,597)
[Unassigned] 0.2 -- 0.2[Unassigned] 0.2 0.2
Total 100.0 100,0 (527,054) (64,582,525)
Exhibit 18Common Pension Fund D
613012010
Portfolio Composition
5kw Percentage Hedge Ralio (A)Equity 125790 981%Bonds 00 00%Cash 2493 19%Tpj 12J2L3 10Q.0% IOA%.
Developed Markets.AustraliaAustriaBelgiumCanadaDenmarkFtnI8ndFranceGermanyGreeceHong KongIrelandIsraelItalyJapanNetherlandsNew ZealandNorwayPortugalSingaporeSpainSwedenSwitzerlandUnited Kingdom
Euro Currency
Net ForeignCurrency
Hesee Exposure
686 965 300
876 7186.641.8
1033.2894.5
21.5460.3
0,0
100.71947.4
129500
84 6151.5230.5189.6288.6776 1
1192 8
2515 251.5
Emerging MarketsEM - GlobalEM Europe/Middle East/Africa
Czech RepublicEgyptHungaryJordanLebanonMoroccoPolandRussiaSouth AfncaTurkey
EM - LatamArgentinaBrazilChileColombiaMexicoPeru
EM - Asia ex JapanChinaIndiaIndonesiaKazakhstanKoreaMalaysiaPakistanPhilippinesTaiwanThailand
Custom Net ForeignInternational Currency
gy % Equity jflç cjg9 Exoure
8431 67% 8431
6.5 01% 0.1% 65315 03% 01% 31511.6 01% 01% 11.63.6 0,0% 207
10.2 01% 360.0% 102
162 01% 0.3% 0.0647 05% 1.0% 162
1299 10% 1.5% 64.752.2 04% 0.4% 129.8
52.20.1 00%
2520 20% 3.2% 252052 0.0% 04% 5224 0.0% 0.2% 24
82.3 0.7% 11% 82393 01% 0.2% 93
988 08% 4.1% 98.880.8 0.6% 1.8% 80864.0 05% 06% 640
00% 001859 15% 34% 185922.6 02% 07% 22654 00% 54
161 01% 01% 16.11265 1.0% 28% 126.5239 02% 04% 23.9
Subtotal 10434 2 82 9°United States (cash) 249 3Total 10683.5 82.9%
77.5% 13069 91066
775% 13069 9106.6
21448 17.1% 225% 00 2l654
21448 171% 22.5% 0.0 21654
(US Dollar Amounts in Millions)(A) Excludes $ denominated securities
F
Equity Portfolio Sector Weightings
I
CustomInternational
qy %Equlty Index
686.9 55% 61%653 05% 02%
0.0% 07%8767 70% 86%1866 1.5% 0.8%
41 8 03% 05%1033.2 82% 60%894.5 7 l% 5.8%
21.5 02% 0.2%460.3 3.7% 2.4%
00% 0.2%20.7 02% 0.6%
100.7 08% 1.7%30028 239% 16.9% 10554
1295 10% 20%0.0% 01%
84.6 07% 04%151.5 12% 02%2305 18% 1.3%1896 1.5% 2.2%2886 23% 1.9%776 1 62% 4.3%
11928 9.5% 144%
Exhibit 19Common Pension Fund D Equities
Top 30 Overweights vs. Custom International Index6/30/10
Company Portfolio Benchmark % $ MMName Weight Weight Difference Difference
Vodafone Group PLC 2.4 0.9 1.5 190.0
Roche Holding 1.9 0.8 1.1 1372Allianz SE IA 0.4 1.0 128.4Merck KGaA 1.0 0.0 1.0 123.5HSBC Holdings PLC 2.3 1.4 1.0 123.4Givaudan S.A. 1.0 0.1 1.0 123.1Telstra Corp. Ltd. 0.9 0.1 0.8 100.1UnlleVerPtC 1.1 0.3 0.8 99.0BayerAG 1.1 0.4 0.7 92.0L’Oreal S.A. 0.9 0.2 0.7 89.8Foster’s Group Ltd. 0.8 0.1 0.7 86.9Bouygues S.A. 0.7 0.1 0.7 85.5PPR S.A. 0.7 0.1 0.7 85.3Newcrest Mining Ltd. 0.7 0.1 0.6 74.6SandvikAB 0.7 0.1 0.6 74.2Wesfarmers Ltd. 0.8 0.2 0.6 71.7JCDecaux S.A. 0.6 0.0 0.5 70.1Danske Bank A/S 0.6 0.1 0.5 69.3Baloise Holding AG 0.6 0.0 0.5 67.3Banco Espirito Santo S/A 0.5 0.0 0.5 66.9Adecco S.A. 0.6 0,1 0.5 66.7AXA S.A. 0.7 0.2 0.5 65.8Atos Origin 0.5 0.0 0.5 64.0Nobel Biocare Holding AG 0.5 0.0 0.5 59.3Fast Retailing Co. Ltd. 0.5 0.1 0.4 56.4Societe Generate S.A. (France) 0.7 0.2 0.4 56.4Santos Ltd. 0.5 0.1 0.4 55.2Skandinaviska Enski{da Banken AB 0.5 0.1 0.4 51.7Honda Motor Co. Ltd. 0.8 0.4 0.4 50.5
Exhibit 20Common Pension Fund D Equities
Top 30 Underweights vs. Custom International Index6/30/10
Company Portfolio Benchmark % $ MMName Weight Weight Difference Difference
BNP Paribas S.A.BASF SEStandard Chartered PLCTeva Pharmaceutical Industries Ltd.British American Tobacco PLC 0.1EON AGUBS AGAnglo American PLCAmerica Movil SA.B. de C.V.Royal Bank of Canada 0.2Unilever NV.Taiwan Semiconductor Manufacturing Co. Ltd. 0.0Credit Suisse Group AGNational Australia Bank Ltd.ABB Ltd.Toronto-Dominion Bank 0.1ltau Unibanco Banco Multiplo SA 0.0Deutsche Bank AGNovo Nordisk A/SCia Vale do Rio Doce Pfd Sh -A- 0.1Anheuser-Busch lnBev
0.4 -0.4 -57.00.4 -0.4 -55.70.4 -0.4 -54.50.4 -0.4 -54.00.5 -0.4 -53.80.4 -0.4 -53.70.4 -0.4 -53.50.4 -0.4 -50.80.4 -0.4 -49.70.6 -0.4 -49.50.4 -0.4 -49.30.4 -0.4 -47.70.4 -0.4 -46.80.4 -0.4 -45.70.3 -0.3 -42,60.5 -0.3 -42.20.3 -0.3 -39.70.3 -0.3 -38.90.3 -0.3 -38.80.4 -0.3 -38.70.3 -0.3 -38.5
Novartis AG -- 0.9 -0.9 -112.91W1’tC —
GlaxoSmithKline PLC -- 0.8 -0.8 -97.4BHP Billiton 0.7 1.4 -0.7 -94,9Telefonica S.A. -- 0.7 -0.7 -84.2Banco Santander S.A. 0.1 0.8 -0.6 -83.0AstraZeneca PLC -- 0.6 -0.6 -75.5Rio Tinto PLC -- 0.5 -0.5 -70.6
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EXHIBIT 22COMMON PENSION FUND D
20 Largest Total Purchases and Sales for International Equity611110 through 6130110
PURCHASES:
Cusip Company Name Shares Sold $ Amount Sold
ISHARES S+PITSX 60 INDEX FUNPRUDENTIAL PLCBT GROUP PLCFAST RETAILING CO LTDNEC CORP JPY 50.0QPAP(ORG OF FOOTB)MICHELIN EUR 2.0 REGDTEVA PHARMACEUTICAL SP ADRESSILOR INTL SA CIE GEN DOPTIQUTOYOTA MOTOR CORPVESTAS WIND SYSTEMSSYNTHES-STRATEC INC CHF 0.001ISRAEL CHEMICALS LIMITEDLG ELECTRONICS INCHONDA MOTOR CO LTDPACIFIC RUBIALES ENERGY CORP NPVVALE SA PREFAVANGUARD I SHS VANGUARD EERGiNGMI:TSUBISHI UFJ FINANCIAL GROUPYANZHOU COAL MININ H CNY 1 0
Cusip Company Name Shares Purchased $ Amount Purchased
92204285 VANGUARD I SHS VANGUARD EMERGING 1,274,600.00 48,572,834.1046428723 ISHARES TR MSCI EMERGING MARKETS 1,275,00000 48,025,822.505978384 TELIASONERA AB 6,750,000.00 44,521,400. 165966516 SOCIETE GENERALE EUR 1.25 750,000.00 33,523,557.29
777
3 SAW OS±TD 3...flflft.flflfl
4813345 SKANDINAVISKA ENSKILDA SEK 10.0 3,500,000.00 18,850,422.21B1HDJL2 NATIXIS EUR 1.6 3,500,000.00 16,371,708.026474535 JAPAN TOBACCO INC JPY 50000.0 5,000.00 16,013,218.6188162420 TEVA PHARMACEUTICAL IND USD 0.1 286,096.00 14,888,180.445964651 VESTAS WIND SYSTEMS 300,000.00 14,663,720.776332439 FAST RETAILING CO LTD 100,000.00 14,076,000.535705946 BANCO SANTANDER SA EUR 0.5 1,250,000.00 13,757,262.485949368 ASML HOLDING NV 450,000.00 13,731,491.315671735 SANOFI-AVENTIS SA EUR 2.0 200,000.00 11,993,681.504727662 RAUTARUUKKI OYJ NPV 750,000.00 11,859,767.916073556 CHINA MOBILE LTD HKD 0.1 963,500.00 9,698,242.675738298 SQL MELIA SA EUR 0.2 1,384,000.00 9,529,810.552879327 TECK RESOURCES LTD. 240,000.00 8,405,699.54B1FN8X9 OUTOTEC OYJ NPV 250,000.00 7,945,361.34B3NB1P2 SUNCOR ENERGY INC 241,512.00 7,909,892.29
SALES:
2501222070995430913576332439664040071072504588364881624207212477690064359646.51BOl 4635645553065207396435145252363522571279220428563351716109893
6,250,000.0010,000,000.0022,000,000.00
186,900.007,527,070,001,500,000.00
250000.00286,096.00250,000.00246,900.00200,000.00
75,000.00618,849.00
60,619.00153,500.00174,700.00179,500.00101,100.00847,000.00
1,686,000.00
105,210,766.0978,931,838.1143,761,993.8329,207,844.5221,476,996.1920,775,033.0416,713,445.0514,888,180.4414,159,278.638,784,335.778,342,386.517,772,373.086,897,548.634,885,284.984,562,749.904,094,983.444,042,934.454,004,571,003,908,170.493,711,715.50
EXHIBIT 22COMMON PENSION FUND D
20 Largest Total Purchases and Sales for International Equity711109 through 6130110
PURCHASES:
Cusip
464286840798059614469080385165983816584235945883640709954406566356415674712798B2BODG.925012225579550574852106320164103596553397$5.9560784263304
Company Name Shares Sold
120,000,000.0051,936,472.004,000,000.00
12,390,625.00500,000.00
9,000,000.001750,00000
15,001,484.005,991,875,002,5002,250,000.00
14,343,421.006,250,000.004,000,000.006,000,00000
20,700,000.0025,214,570.00
250,000.005,800,0•00.o08,222,222.00
$ Amount Sold
1224,402,389.42465,472,583.78147,892,295.31132,594,914.53124,218,741.90123,760,040.82120,514,53654120,509,776.17119,953,706.71112 966,720.48112,370,689.25109,196,095.65105,210,766.09103,997,680.5997,740,241.6595,840,7514294,861,522.2194.,012,522.7392,253,906.1$91,143,151M9
Cusip Company Name Shares Purchased $ Amount Purchased
2501222 ISHARES S+PITSX 60 INDEX FUN 33,000,000.00 588,041,708.7292204285 VANGUARD I SHS VANGUARD EMERGING 10,838,600.00 439,750,033.2946428723 ISHARES TR MSCI EMERGING MARKETS 10,815,240.00 438,721,448.115956078 KONINKLIJKE KPN NV 6,800,000.00 118,583,623.56
63
FASTRETAILIt4GC TfY 798 2WOO 116,220834:834057808 L’OREAL SA EUR 0.2 1,150,000.00 115,496,237.055842359 DEUTSCHE TELEKOM AG NPV 7,000,000.00 100,514,980.356900643 TOYOTA MOTOR CORP 2,351,500.00 98,151,292.60B033F22 CENTRICA ORD GBP 0.061 728395 23,250,000.00 94,915,405.117124594 BALOISE HOLDING AG 1,000,000.00 90,639,128.310876289 BG GROUP PLC 5,000,000.00 90,061,704.915529027 DAIMLER AG 1,750,000.00 89,331,779.71B1XHO26 VINCI SA 1,500,000.00 86,824,698.98BI6GWD5 VODAFONE GR PLC US 36,403,090.00 83,147,413.963091357 BT GROUP PLC 43,500,000.00 82,709,148.117110720 ADECCO SA-REG 1,500,000.00 82,134,057.686642860 NISSAN MOTOR CO LTD NPV 9,758,140.00 72,855,370,516776703 SANTOS LTD NPV 6,000,000.00 71,895,884.835671735 SANOFIAVENTIS SA EUR 2.0 1,000,000.00 71,473,542.674813345 SKANDINAVISKA ENSKILDA SEK 10.0 11,000,000.00 67,411,221.71
SALES:
ISHARES MSCI JAPAN INDEX FDBP PLCBHP BILLITON LTDFERROVIAL SAZURICH FINCL SVCS AG (REG)DEUTSCHE TELEKOM AG NPVMICHELIN EUR 2.0 REGDPRUDENTIAL PLCABERTIS INFRAESTRUCAR REFOUR EUR2.50RENAULT SA EUR 3.81REED ELSEVtER PLC 14.4397PISHARES S+P!TSX 60 INDEX FUNFORTUM OYJ EUR 340FIAT SPA EUR 5.0INTERNATIONAL POWER PLCENERGIAS DE PORTUGAL SASWISSCOM AG..REGKOMNKLIJKE KPN NVDNB NOR ASA
EXHIBIT 23COMMON PENSION FUND E
20 Largest Total Purchases and Sales for Alternative Investments611110 through 6130110
PURCHASES:
Cusip Company Name Shares Purchased $ Amount Purchased
S8661975 BARCLAYS CAPITAL MULTI S&P INDEX 100,000,000.00 100,000,000.00S8659399 TA REALTY ASSOCIATES IX 25,000,000.00 25,000,000.00S8639412 JLL PARTNERS FUND VI 20,440,553.00 20,440,553.00S8667856 WARBURG PINCUS PRIVATE EQUITY X 16,000,000.00 16,000,000.00
S8672027 GTCR FUND IX 8,611,308.00 8,611,308.00S8672896 NJHL EUROPEAN BUYOUT SERIES C 7,749,261.38 7,749,261.38S8668418 MACFARLANE URBAN RE FUND II 7,478,094.05 7,478,094.05S8669172 NJDOI/GMAM CT HIGH GRADE PARTNER 7,279,407.79 7,279,407.79S8676048 PRUDENTIAL PROP INV SEP ACCT II 6,780,000.00 6,780,000.00S8680420 MADISON DEARBORN CAP PTRNS V 6,598,873.00 6,598,873.00S8668028 OAK HILL CAPITAL PARTNERS III 5,843,751.37 5,843,751.37S8677328 CSFB-SERIES 2006 5,500,000.00 5,500,000.00S8668741 NEWSTONE CAPITAL PARTNERS LP 4,335,260.00 4,335,260.00S8695591 TPG PARTNERS STAR 4,117,300.00 4,117,300.00S8635382 PARTNERS GROUP SECONDARY 2008 3,770,000.00 4,671,262.10S8625710 TPF II 3,277,365.00 3,277,365.00S8685532 CSFB/NJDI INVESTMENT FUND 3,000,000.00 3,000,000.00S8674486 CSFB/NJDI INVESTMENT FD (2008-1) 3,000,000.00 3,000,000.00S8680132 AVENUE ASIA SPEC SIT FUND IV 2,850,000.00 2,850,000.00
SALES:
Cusip Company Name Shares Sold $ Amount Sold
EXHIBIT 23COMMON PENSION FUND E
20 Largest Total Purchases and Sales for Alternative Investments711109 through 6130110
PURCHASES:
S8661 975S8658409S8668028S8667856S8685119S8688999S8659399S8686200S8695591S8676434S8643593S8677328S8672027S8672896S8674486
Cusip Company Name
100,000,000.00100,000,000.0073,413,874.4360,000,000.0052,248,754.0050,000,000.0040,000,000.0034,931,426.0032,970,826.0032,943,605.0023,727,536.9029,500,000.0025,252,500.0025,229,095.0325,229,052.20
Shares Sold
100,000,000.00100,000,000.0073,413,874.4360,000,000.0052,248,754.0050,000,000.0040,000,000.0034,931,426.0032,970,826.0032,943,605.0032,377,059.5229500,000.0025,252,500.0025,229,095.0325,229,052.20
$ Amount Sold
78463V1049429044768962BONJJ17B288C9284258710266518458628107BO.33F2225746U1 02644W71445695579.550BO8SNH3246614930161N105869637369331 Ci 0403187:9
74326310
1,015,000.00276,000.00119,000.00178,000.00
1,188,000.00263,000.00251,000.00
41,013,804.761,744,000.00
192,000.00463,000.00
1,377,000.00290,000.00713,000.00132,000.00145.000,00
19,895,133.50134,000.00182,000.00143,000.00
116,989,006.9110,218,594.329,637,013.609,352,428.029,341,669.899,116,846.108,999,700.008,466,017.857,942,424.957,937,760.237,68.5,484.887,203,607.277,192,817.366,858,567.036,467,973.716,296,605.575,977,503.705.855.272.235,741,640.625,647,475.04
Cusip Company Name Shares Purchased $ Amount Purchased
58681706 RC WOODLEY PARK LP 256,688,162.03 256,688,162.03S8681707 GOLD SACHS MULTI STRT PORT LLC 250,000,000.00 250,000,000.00S8658599 CARGILL PROALPHA INDEX NOTE 150,000,000.00 150,000,000.0048124ASP JP MORGAN CONTAG BETA ER INDEX 150,000,000.00 150,000,000.00
S869172
KMAMeT R jt7995 828:88BARCLAYS CAPITAL MULTI S&P INDEXPERSHING SQUARE CAPITAL MGMTOAK HILL CAPITAL PARTNERS IIIWARBURG PINCUS PRIVATE EQUITY XTPG PARTNERS VISCHROEDERS COMMODITY PORTFOLIOTA REALTY ASSOCIATES IXAVE SPECIAL SITUATION FUND VTPG PARTNERS STARTPG PARTNERS VGOLDMAN SACHS PE PRTNRS(NJ) IICSFB-SERIES 2006GTCR FUND IXNJHL EUROPEAN BUYOUT SERIES CCSFB/NJDI INVESTMENT FD (2008-1>
SALES:
SPIDER GOLD TRUSTE ON AG NPVRWEAG NPVEDF EUR 0.50IBERDROLA SA EUR 0.75SOUTHERN COTRANSCANADA CORP NPVBLACK RIVER GBL MULTI STR LEVRCENTRICA ORD GBP 0.061728395DOMINION RES INC VA NEWDUKE ENERGY CORpENEL SPA EUR i..0FORTUM OYJNATIONAL GRID 11 .395PENBRIDGE INC NPVEXELON CORPPENDRAGON (LANCELOT II) FUNDPG&E CORPVEcLIAPROGRESS ENERGY INC
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Pag
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Schedule
24
As
of
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30,
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vid
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Sch
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24A
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June
30,
2010
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EXHIBIT 26OTHER FUNDS
Total Purchases for Fixed Income Required to be Reported by State Investment Council Regulations611110 through 6130110
PURCHASES: CASH MANAGEMENT FUND
Cusip Company Name Par Value $ Amount Purchased
912828JL UNITED STATES TREAS NTS 50000,00000 50,285,323.75912828JS UNITED STATES TREAS NTS 50,000,000.00 50,248,214.38912828JY UNITED STATES TREAS NTS 50000,000,00 50,191,573.75912828JJ UNITED STATES TREAS NTS 31,803,000.00 31,949,698.49
PURCHASES: DCP FIXED INCOME
912828ND UNITED STATES TREAS NTS 43,750000.00 44816,581.25
Exhibit 27State Investment Council
June 30, 2010
Newly Reported Violations
Date of Regulation . Date. Description of ViolationViolation Violated Corrected
Nothing to report
Status of Outstanding Violations Previously Reported
Date of Regulation DateDescription of ViolationViolation Violated CorrectedInvestment in International Government and Agency Commercial
Obligations of any one issuer cannot exceed 1 % of the market Paper will5/18/2010 17:1620.4(a)1 value of any fund. Purchases of Government of Canada mature in
commerial paper in the Cash Management Fund totalling $375 Octobermillion exceed the limit of $158 million. 2010.
![Accounts Payable r11i Student Guide[1]](https://img.pdfslide.us/doc/110x75/54e890144a7959b17a8b483c/accounts-payable-r11i-student-guide1.jpg)
