March, 2010 - Vermont State Treasurer
March, 2010 - Vermont State Treasurer
March, 2010 - Vermont State Treasurer
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
NQ2D FIXED INCOME J P MORGAN MTG TR '46631NAA7 833015.79 78.37821 652902.87 5.5 7/25/2037<br />
NQ2D FIXED INCOME UNITED STATES TREAS BDS '912810PX0 7080000 97.016 6868732.8 4.5 5/15/2038<br />
NQ2D FIXED INCOME DELL INC '24702RAF8 500000 105.756 528780 6.5 4/15/2038<br />
NQ2D FIXED INCOME SHELL INTL FIN B V '822582AD4 1005000 110.121 1106716.05 6.375 12/15/2038<br />
NQ2D FIXED INCOME ANHEUSER BUSCH INVEV WORLDWIDE '03523TAB4 870000 118.938 1034760.6 7.75 1/15/2019<br />
NQ2D FIXED INCOME KOREA DEV BK '500630BQ0 830000 115.324 957189.2 8 1/23/2014<br />
NQ2D FIXED INCOME CONOCOPHILLIPS '20825CAQ7 635000 111.706 709333.1 6.5 2/1/2039<br />
NQ2D FIXED INCOME NOVARTIS SECS INVT LTD '66989GAA8 413000 105.988 437730.44 5.125 2/10/2019<br />
NQ2D FIXED INCOME CISCO SYS INC '17275RAD4 1260000 101.525 1279215 5.9 2/15/2039<br />
NQ2D FIXED INCOME COMCAST CORP '20030NAY7 1110000 103.486 1148694.6 6.55 7/1/2039<br />
NQ2D FIXED INCOME NEW ZEALAND GOVERNMENT 'B503GRII7 964000 70.892557 683404.25 6 5/15/2021<br />
NQ2D FIXED INCOME BANK OF AMERICA CORP '06051GEA3 1330000 108.1 1437730 6.5 8/1/2016<br />
NQ2D FIXED INCOME CITIGROUP INC '172967EY3 1165000 106.83 1244569.5 6.375 8/12/2014<br />
NQ2D FIXED INCOME AMER EXPRESS CREDIT CO '0258M0CZ0 2085000 106.173 2213707.05 5.125 8/25/2014<br />
NQ2D CASH INDONESIAN RUPIAH 'IDR 0.12 0.00011 0 0<br />
NQ2D CASH NEW ZEALAND DOLLAR 'NZD -0.01 0.70955 -0.01 0<br />
NQ2D CASH SINGAPORE DOLLAR 'SGD 0.01 0.715282 0.01 0<br />
NQ2D CASH US DOLLAR 'USD 0.3 1 0.3 0<br />
NQ2D FIXED INCOME GEN ELEC CAP CORP 'B1W6W3II9 1155000 75.052649 866858.09 7.625 12/10/2014<br />
NQ2D FIXED INCOME MEX BONOS DE DESAR 'B1QGYRII9 37000000 7.650636 2830735.28 7.5 6/3/2027<br />
NQ2D FIXED INCOME INDONESIA (REP OF) 'B1W6P3II7 7880000000 0.011181 881067.05 10 9/15/2024<br />
NQ2D FIXED INCOME CMALT CITIMORTGAGE ALT LN TR '12566VAE2 380992.05 76.83367 292730.17 5.75 4/25/2037<br />
NQ2D FIXED INCOME KRAFT FOODS INC '50075NAR5 310000 109.759 340252.9 7 8/11/2037<br />
NQ2D FIXED INCOME WELLS FARGO MTG BACKED SECS '94985WDZ1 356663.71 88.21875 314644.27 6 8/25/2037<br />
NQ2D FIXED INCOME 8 COMCAST CORP NEW '20030NAV3 510000 108.182 551728.2 6.95 8/15/2037<br />
NQ2D FIXED INCOME WELLS FARGO MORTGAGE BACKED '94985WBM2 2445000 81.61023 1995370.12 6 8/25/2037<br />
NQ2D FIXED INCOME SWEDISH EXP CREDIT 'B1Z99GII7 1030000 76.39015 786818.55 7.625 6/30/2014<br />
NQ2D FIXED INCOME GOLDMAN SACHS GROUP INC '38141GFD1 836000 99.874 834946.64 6.75 10/1/2037<br />
NQ2D FIXED INCOME TARGET CORP '87612EAR7 415000 108.824 451619.6 6.5 10/15/2037<br />
NQ2D FIXED INCOME UNITEDHEALTH GROUP INC '91324PBK7 865000 106.128 918007.2 6.875 2/15/2038<br />
NQ2D FIXED INCOME CWALT INC '12667GTS2 600000 81.6866 490119.6 5.5 7/25/2035<br />
NQ2D FIXED INCOME CMC MORTGAGE BACKED TR '126384AQ9 800000 89.65354 717228.32 5.5 3/25/2037<br />
NQ2D FIXED INCOME UNITEDHEALTH GROUP INC '91324PBE1 780000 103.951 810817.8 6.625 11/15/2037<br />
NQ2D FIXED INCOME CHL '12543RAM1 555000 83.00629 460684.91 6 4/25/2037<br />
NQ2D FIXED INCOME FIFTH THIRD BANCORP '316773CH1 1150000 105.075 1208362.5 8.25 3/1/2038<br />
NQ2D FIXED INCOME PRIME MORTGAGE TRUST '74161YAP0 282767.31 80.23396 226875.41 6.25 11/25/2036<br />
NQ2D FIXED INCOME CWALT INC '12668ABN4 435000 66.45353 289072.86 5.5 10/25/2035<br />
NQ2D FIXED INCOME CHL MTG PASS THROUGH TR 2007 5 '12544VAB5 540000 76.08503 410859.16 5.75 5/25/2037<br />
NQ2D FIXED INCOME BIOGEN IDEC INC '09062XAB9 815000 109.595 893199.25 6.875 3/1/2018<br />
NQ2D FIXED INCOME CWALT INC '12668ABD6 325527.92 68.92481 224369.5 5.5 10/25/2035<br />
NQ2D FIXED INCOME WELLS FARGO MTG BACKED SECS '94985WDR9 1049165.9 90.4045 948493.19 6 8/25/2037<br />
NQ2D FIXED INCOME WAMU MTG PASS THROUGH CTFS '92922FX94 317000 87.6425 277826.73 5.5 8/25/2035<br />
NQ2D FIXED INCOME DEUTSCHE MTG SECS INC '25156WAG3 501948.8 64.98392 326186.01 5.65 9/28/2036<br />
NQ2D FIXED INCOME MEXICO(UTD MEX ST) 'B2PGD7II5 21020000 8.238454 1731722.94 7.75 12/14/2017<br />
NQ2D FIXED INCOME DEUTSCHE MTG SECS INC REMIC TR '25156BAG9 849188.07 66.67437 566190.8 5.65 8/28/2036<br />
NQ2D FIXED INCOME CHL MTG PASS THRU TR 2007 9 '12544XAX3 950000 81.39468 773249.46 5.75 7/25/2037<br />
NQ2D FIXED INCOME ORACLE CORP '68389XAE5 961000 110.378 1060732.58 6.5 4/15/2038<br />
NQ2D FIXED INCOME E ON UNTL FIN B V '268789AB0 870000 112.201 976148.7 6.65 4/30/2038<br />
NQ2D FIXED INCOME 3 BRISTOL MYERS SQUIBB CO '110122AQ1 780000 106.349 829522.2 6.125 5/1/2038<br />
NQ2D FIXED INCOME THORNBURG MTG SECS TR '885220JJ3 386718.99 24.61232 95180.52 5.082018 10/25/2035<br />
NQ2D FIXED INCOME THORNBURG MTG SECS TR '885220JW4 148309.64 24.04284 35657.85 5.214307 12/25/2035<br />
NQ2D FIXED INCOME GLAXOSMITHKLINE CAP INC '377372AE7 895000 110.295 987140.25 6.375 5/15/2038<br />
NQ2D FIXED INCOME TYCO ELECTRONICS GROUP '902133AG2 795000 109.501 870532.95 7.125 10/1/2037<br />
NQ2D FIXED INCOME TYCO ELECTRONICS GROUP S A '902133AF4 791000 110.019 870250.29 6.55 10/1/2017<br />
NQ2D FIXED INCOME CREDIT SUISSE FIRST BOSTON MTG '225492AA5 564283.02 73.21875 413160.97 6 7/25/2037<br />
NQ2D FIXED INCOME MUNICIPAL ELEC AUTH GA '626207YF5 1480000 99.187 1467967.6 6.637 4/1/2057<br />
NQ2D FIXED INCOME MUNICIPAL ELEC AUTH GA '626207YM0 605000 99.42 601491 6.655 4/1/2057<br />
NQ2D FIXED INCOME BANK OF AMERICA CORP '06051GEB1 275000 100.834 277293.5 4.5 4/1/2015<br />
NQ2D FIXED INCOME CANADA GOVT '135087XB5 3720000 104.085555 3871982.65 6 6/1/2011<br />
NQ2F EQUITY AIN ALBANY INTL CORP CL A '012348108 75700 21.53 1629821 0<br />
NQ2F EQUITY AMSG AMSURG CORP '03232P405 44600 21.59 962914 0<br />
NQ2F EQUITY CATO CATO CORP CLASS A '149205106 93200 21.44 1998208 0<br />
NQ2F EQUITY COHR COHERENT INC '192479103 22800 31.96 728688 0<br />
NQ2F EQUITY CACC CREDIT ACCEPTANCE CORP '225310101 5920 41.24 244140.8 0<br />
NQ2F EQUITY DFG DELPHI FINANCIAL GROUP CL A '247131105 78300 25.16 1970028 0<br />
NQ2F EQUITY DEL DELTIC TIMBER CORP '247850100 23800 44.05 1048390 0<br />
NQ2F EQUITY DBRN DRESS BARN INC '261570105 45700 26.16 1195512 0<br />
NQ2F EQUITY ESE ESCO TECHNOLOGIES INC '296315104 16600 31.81 528046 0<br />
NQ2F EQUITY GWR GENESEE + WYOMING INC CL A '371559105 42000 34.12 1433040 0<br />
NQ2F EQUITY ICUI ICU MEDICAL INC '44930G107 35500 34.45 1222975 0<br />
NQ2F EQUITY MTSC MTS SYSTEMS CORP '553777103 26700 29.03 775101 0<br />
NQ2F EQUITY PVA PENN VIRGINIA CORP '707882106 51400 24.5 1259300 0<br />
NQ2F EQUITY SM ST MARY LAND + EXPLORATION '792228108 19300 34.81 671833 0<br />
NQ2F EQUITY CKH SEACOR HOLDINGS INC '811904101 18500 80.66 1492210 0<br />
NQ2F EQUITY UNF UNIFIRST CORP/MA '904708104 11000 51.5 566500 0<br />
NQ2F EQUITY UNS UNISOURCE ENERGY CORP CO '909205106 44600 31.44 1402224 0<br />
NQ2F EQUITY TPX TEMPUR PEDIC INTERNATIONAL '88023U101 24621 30.16 742569.36 0<br />
NQ2F EQUITY STRL STERLING CONSTRUCTION CO '859241101 26200 15.72 411864 0<br />
NQ2F EQUITY NAL NEWALLIANCE BANCSHARES INC '650203102 72200 12.62 911164 0<br />
NQ2F EQUITY AGO ASSURED GUARANTY LTD 'G0585R106 34200 21.97 751374 0<br />
NQ2F EQUITY STAN STANDARD PARKING CORP '853790103 47041 16.42 772413.22 0<br />
NQ2F EQUITY XRTX XYRATEX LTD 'G98268108 35100 16.93 594243 0<br />
NQ2F EQUITY BDC BELDEN INC '077454106 101100 27.46 2776206 0
Change language