333 Bush Street
San Francisco, CA 94104
(415) 263-5400
www.statefundca.com
Date: August 7, 2015
INFORMATIONAL ONLY FOR BOARD OF DIRECTORS
TO:
MEMBERS, INVESTMENT COMMITTEE
I.
AGENDA ITEM # AND TITLE :
Open Agenda Item 7ci – Bond Transactions
and Compliance Report
II.
NAME AND PROGRAM:
Stephanie Chan, Treasury and Investments
III.
ACTIVITY:
Informational
Request for Direction
Action Proposed
Exploratory
IV.
JUSTIFICATION:
Standard/Required Item
Board Request – New Item
New Topic from Staff
V.
EXECUTIVE SUMMARY:
In accordance with Sections 1200 and 1201 of the California Insurance Code, all
investments made during the second quarter of 2015 (including securities purchased or
sold) are presented to the Investment Committee for approval.
VI.
ANALYSIS:
The investment transactions for the period of April 1, 2015 to June 30, 2015 are attached
as Item 3b(i). In the fixed income portfolio, State Fund purchased 65 bonds totaling
$783.7 million and sold 18 bonds for a total of $134.9 million. In the equity portfolio,
$89.8 million were purchased and $75.4 million were sold for rebalancing. Year-to-date
through June 30, the total net gain from the entire portfolio was $42.8 million. The
aggregate book adjusted carrying value of all investments was approximately $19.1
billion.
The current investments no longer in compliance with State Fund’s Investment Policy
are listed in the Compliance Report, Attachment 3b(ii). There are two out-of-compliance
bonds. These bonds complied with the Investment Policy and met certain minimum
credit rating standards at the time of purchase.
We request the Investment Committee’s approval and ratification of these investment
transactions. These reports are also attached as Item 7ci on the agenda of the full
Board meeting.
VII.
RECOMMENDATION:
We recommend that the Investment Committee approve and ratify the investment
transactions from April 1, 2015 to June 30, 2015.
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report
Attachment 3b(i) page 1
INVESTMENTS TRANSACTIONS
Eight hundred twenty-six transactions were consummated during the period from April 01 to June
30, 2015.
BOND PURCHASES
Trade
SCIF-Deutsche
04/24/2015
05/14/2015
06/11/2015
06/22/2015
Settle
04/29/2015
05/20/2015
06/16/2015
06/29/2015
Subtotal
Par/Shares
Description
Financial
7,000,000.00
10,000,000.00
12,500,000.00
15,000,000.00
CREDIT SUISSE NEW YORK
HCP INC
MORGAN STANLEY
BB&T CORPORATION
44,500,000.00
4 item(s)
Coupon
Maturity
Yield
Ratings
1.700
4.000
2.800
2.625
04/27/2018
06/01/2025
06/16/2020
06/29/2020
1.738
4.107
2.806
2.637
A1
Baa1
A3
A2
A
BBB+
AA-
A
BBB+
A
A+
2.500
01/24/2019
2.350
A3
A-
A
2.871
2.971
2.017
2.245
4.750
1.250
1.750
2.500
3.600
4.375
2.450
4.000
07/01/2024
07/01/2025
07/01/2020
07/01/2021
05/15/2046
04/30/2018
05/01/2020
05/15/2022
05/14/2025
05/13/2045
06/15/2020
06/23/2025
2.870
2.970
2.016
2.244
4.772
1.254
1.824
2.555
3.621
4.397
2.479
4.083
Aa3
Aa3
Aa3
Aa3
Baa1
A1
A1
A1
Baa1
Aa1
A1
Baa2
AAAAAAAABBB+
AA+
AAA
AA+
AABBB
NA
NA
NA
NA
AA
A+
A+
NA
NA
NA
BBB+
4.142
2.000
3.500
2.250
3.125
1.850
2.000
2.750
3.600
2.250
3.150
3.375
2.250
07/01/2048
03/15/2020
07/15/2020
09/30/2019
10/15/2020
04/30/2020
03/15/2020
04/30/2025
05/14/2025
05/20/2020
06/01/2025
08/15/2025
06/19/2020
4.141
1.760
1.850
1.870
2.060
1.862
1.750
2.798
3.621
2.267
3.187
3.390
2.267
Aa3
A2
A2
A1
A3
A1
A2
A1
Baa1
A1
A2
A3
A3
AAA+
A
AA
A
AA+
AA
A+
A
AA
NA
NA
A
NA
AA
NA
A
NA
NA
NA
ANA
Financial
SCIF-GR-NEAM FHLB
06/25/2015 06/30/2015
Subtotal
25,000,000.00
MORGAN STANLEY *
25,000,000.00
1 item(s)
Industrial
SCIF-Deutsche
04/10/2015
04/10/2015
04/10/2015
04/10/2015
04/23/2015
04/27/2015
04/27/2015
04/28/2015
05/05/2015
05/06/2015
06/10/2015
06/18/2015
04/16/2015
04/16/2015
04/16/2015
04/16/2015
05/04/2015
04/30/2015
05/06/2015
05/05/2015
05/14/2015
05/13/2015
06/17/2015
06/23/2015
Subtotal
3,500,000.00
2,650,000.00
2,200,000.00
8,635,000.00
3,000,000.00
3,500,000.00
9,495,000.00
15,000,000.00
5,385,000.00
2,500,000.00
13,330,000.00
8,860,000.00
NEW YORK UNIVERSITY
NEW YORK UNIVERSITY
NEW YORK UNIVERSITY
NEW YORK UNIVERSITY
AT&T INC
PEPSICO INC
TEXAS INSTRUMENTS INC
ORACLE CORP
ABBVIE INC
APPLE INC
CISCO SYSTEMS INC
BAXALTA INC
78,055,000.00
12 item(s)
Industrial
SCIF-NEAM
04/10/2015
04/16/2015
04/17/2015
04/22/2015
04/22/2015
04/27/2015
04/27/2015
04/27/2015
05/05/2015
05/13/2015
05/18/2015
05/19/2015
06/16/2015
Subtotal
04/16/2015
04/21/2015
04/22/2015
04/27/2015
04/27/2015
04/30/2015
04/30/2015
04/30/2015
05/14/2015
05/20/2015
05/21/2015
05/27/2015
06/19/2015
2,500,000.00
3,500,000.00
13,650,000.00
9,000,000.00
2,750,000.00
10,350,000.00
18,000,000.00
28,000,000.00
2,500,000.00
4,250,000.00
31,750,000.00
18,000,000.00
22,000,000.00
166,250,000.00
NEW YORK UNIVERSITY
ABBOTT LABORATORIES
MCDONALD'S CORP
ROCHE HOLDING INC
RAYTHEON COMPANY
PEPSICO INC
ABBOTT LABORATORIES
PEPSICO INC
ABBVIE INC
QUALCOMM INC
EMERSON ELECTRIC CO
COMCAST CORP
UNION PACIFIC CORP
13 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 2
Trade
SCIF-Deutsche
04/07/2015
04/07/2015
04/09/2015
04/21/2015
04/23/2015
05/07/2015
05/13/2015
05/27/2015
05/27/2015
Settle
04/14/2015
04/14/2015
04/21/2015
05/13/2015
05/13/2015
05/20/2015
05/27/2015
06/11/2015
06/11/2015
Subtotal
Par/Shares
16,043,170.00
10,254,314.25
9,000,000.00
29,340,538.68
35,000,000.00
17,000,000.00
7,000,000.00
7,925,658.86
14,977,849.95
146,541,531.74
Description
Mortgage Backed
FN AI4891
FN AI4891
FH K044 A2
FN AS2730
FG Q33595
G2 MA2826
FHMS K718 A2
FN AS5123
FG Q33805
Coupon
Maturity
Yield
Ratings
4.500
4.500
2.811
4.500
3.500
3.500
2.791
3.500
3.500
06/01/2041
06/01/2041
01/25/2025
06/01/2044
05/01/2045
05/20/2045
01/25/2022
06/01/2045
06/01/2045
2.282
2.282
2.493
2.296
3.082
2.631
2.278
2.816
2.787
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
3.500
3.500
3.500
4.000
3.500
3.500
3.500
3.500
3.500
03/01/2045
03/01/2045
04/01/2045
02/01/2045
03/01/2045
06/01/2045
09/01/2044
06/01/2045
04/01/2045
2.545
2.376
2.430
2.376
2.631
2.658
3.064
3.115
3.043
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
2.750
2.780
3.220
3.320
02/01/2025
02/01/2023
02/15/2024
02/15/2025
2.820
2.720
3.240
3.330
Aa1
Aaa
Aa1
Aa1
AAA
AAA
AAA
AAA
AAA
AAA
NA
NA
2.814
5.939
5.939
3.300
4.349
5.000
07/01/2024
02/15/2047
02/15/2047
02/01/2029
10/01/2030
04/01/2045
2.740
4.933
4.943
4.071
3.616
4.942
Aa1
A1
A1
Aa1
Aaa
Aa2
AAA
A
AAA
AAA
NA
AA
A
A
AAA
AAA
NA
9 item(s)
Mortgage Backed
SCIF-NEAM
04/21/2015
04/22/2015
04/24/2015
04/29/2015
04/29/2015
05/29/2015
06/10/2015
06/10/2015
06/29/2015
05/13/2015
05/13/2015
05/13/2015
05/13/2015
05/13/2015
06/11/2015
07/14/2015
06/15/2015
07/14/2015
Subtotal
24,922,716.50
24,805,152.50
24,899,742.00
30,162,969.68
24,617,575.72
6,991,612.88
12,955,443.78
7,000,000.00
6,452,666.94
162,807,879.99
FG Q32236
FN AL6522
FN AS4783
FN AL6602
FG Q32236
FN AS5129
FN AS3377
FG Q34069
FG V81612
9 item(s)
Municipal
SCIF-Deutsche
04/16/2015
06/11/2015
06/12/2015
06/12/2015
04/23/2015
07/09/2015
06/19/2015
06/19/2015
Subtotal
10,000,000.00
15,000,000.00
3,015,000.00
11,985,000.00
NEW YORK CITY NY TRAN
GEORGIA ST-B-TXBL
NY ST DORM AUTH-D-REF
NY ST DORM AUTH-D-REF
40,000,000.00
4 item(s)
Municipal
SCIF-NEAM
04/24/2015
06/03/2015
06/05/2015
06/05/2015
06/17/2015
06/25/2015
Subtotal
05/06/2015
06/08/2015
06/10/2015
06/10/2015
06/22/2015
06/29/2015
13,750,000.00
5,250,000.00
3,000,000.00
2,010,000.00
3,500,000.00
3,500,000.00
ENERGY NW ELEC-B-REF
AMERN MUN PWR-BABS
AMERN MUN PWR-BABS
NEW YORK CITY NY TRAN
MECKLENBURG CNTY-QSCB
UNION HGR EDU-C-TXBL
31,010,000.00
6 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 3
Trade
SCIF-NEAM
04/15/2015
04/15/2015
04/15/2015
04/27/2015
05/14/2015
05/14/2015
06/04/2015
Subtotal
Settle
04/20/2015
04/20/2015
04/20/2015
04/30/2015
05/20/2015
05/19/2015
06/10/2015
Par/Shares
Description
Utility
Coupon
Maturity
Yield
1,750,000.00
2,250,000.00
5,000,000.00
9,000,000.00
17,800,000.00
35,000,000.00
18,750,000.00
PUBLIC SERVICE ELECTRIC
PUBLIC SERVICE ELECTRIC
PUBLIC SERVICE ELECTRIC
ARIZONA PUBLIC SERVICE
WISCONSIN ELECTRIC POWER
ARIZONA PUBLIC SERVICE
WISCONSIN ENERGY CORP
1.800
1.800
1.800
2.200
3.100
3.150
2.450
06/01/2019
06/01/2019
06/01/2019
01/15/2020
06/01/2025
05/15/2025
06/15/2020
1.620
1.620
1.620
1.940
3.112
3.212
2.489
89,550,000.00
7 item(s)
Total Purchases:
DEUTSCHE
309,096,531.74
29 item(s)
Total Purchases:
NEAM
474,617,879.99
36 item(s)
Grand Total
Bond Purchases
783,714,411.73
65 item(s)
Ratings
Aa3
Aa3
Aa3
A3
A1
A3
A3
A
A
A
AAABBB+
A+
A+
A+
AA+
ABBB+
* The purchase of the Morgan Stanley bond was funded by advances from the Federal Home Loan Bank below:
FEDERAL HOME LOAN BANK
Trade
Funding
Maturity
06/26/2015 06/30/2015
01/24/2019
Principal
25,200,000.00
Description
Interest Rate/Year
Security Backed Fixed Rate Credit Advance
1.578
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 4
BOND SALES
Trade
Settle
SCIF-Deutsche
04/28/2015 05/01/2015
Subtotal
Par/Shares
Description
Financial
(9,015,000.00)
AMERICAN EXPRESS CREDIT
(9,015,000.00)
1 item(s)
Coupon
Maturity
Yield
Ratings
2.125
03/18/2019
1.740
A2
A-
A+
4.500
1.700
05/23/2043
06/01/2017
4.420
1.350
Baa2
Baa1
BBB+
BBB+
BBB+
A-
5.200
03/15/2017
0.960
A2
AA-
A
5.501
5.197
4.600
5.371
5.450
5.981
6.758
5.088
5.000
5.000
05/01/2034
06/01/2026
05/01/2023
05/01/2026
02/15/2030
05/01/2027
07/01/2034
09/15/2029
09/15/2027
09/15/2027
4.618
4.396
2.670
3.995
4.117
3.747
4.337
4.410
4.313
4.313
WR
A2
Aa3
WR
Aa3
Aa2
Aa2
A1
A1
A1
AA
AA
AAAA
AAAAAANA
NA
NA
WR
A+
AAWR
AANA
NA
A+
A+
A+
5.197
6.300
06/01/2026
12/01/2021
4.154
5.118
A2
A1
AA
AA
A+
NA
3.900
3.600
02/01/2025
12/01/2024
3.910
3.481
Baa1
A3
BBB+
A-
NA
NA
Industrial
SCIF-Deutsche
04/27/2015 04/30/2015
05/27/2015 06/01/2015
Subtotal
(3,000,000.00)
(2,000,000.00)
THOMSON REUTERS CORP
AT&T INC
(5,000,000.00)
2 item(s)
Industrial
SCIF-NEAM
06/05/2015 06/05/2015 (25,000,000.00)
Subtotal
(25,000,000.00)
ELI LILLY & CO
1 item(s)
Municipal
SCIF-Deutsche
06/10/2015 06/15/2015 (2,800,000.00)
06/10/2015 06/15/2015 (8,770,000.00)
06/10/2015 06/15/2015 (4,250,000.00)
06/10/2015 06/15/2015 (17,000,000.00)
06/15/2015 06/18/2015 (8,700,000.00)
06/15/2015 06/18/2015 (1,500,000.00)
06/15/2015 06/18/2015 (8,325,000.00)
06/18/2015 06/23/2015 (15,000,000.00)
06/24/2015 06/29/2015 (1,761,000.00)
06/24/2015 06/29/2015 (1,000,000.00)
Subtotal
(69,106,000.00)
KS ST DEV EMPLOYEES-C
CMWLTH FING TXB-SER C
PA ST-TXB-B-2ND SER
KS ST DEV EMPLOYEES-C
PA TXB-B-BAB
LOS ANGELES USD-J-05
LOS ANGELES USD
STATE PUB SCH-C-QSCB
STATE PUB SCH-A-QSCB
STATE PUB SCH-A-QSCB
10 item(s)
Municipal
SCIF-NEAM
05/28/2015 06/02/2015 (5,000,000.00)
05/28/2015 06/02/2015 (10,800,000.00)
Subtotal
(15,800,000.00)
CMWLTH FING TXB-SER C
CHICAGO TRANSIT SER A
2 item(s)
Utility
SCIF-Deutsche
05/14/2015 05/19/2015
05/14/2015 05/19/2015
(6,250,000.00)
(4,760,000.00)
CANADIAN NATL RESOURCES
SUNCOR ENERGY INC
Subtotal
(11,010,000.00)
Total Bond Sales:
DEUTSCHE
(94,131,000.00)
15 item(s)
Total Bond Sales:
NEAM
(40,800,000.00)
3 item(s)
(134,931,000.00)
18 item(s)
Grand Total:
Bond Sales
2 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 5
EQUITY PURCHASES
Trade
SCIF-REIT
04/01/2015
04/16/2015
Settle
04/01/2015
04/16/2015
Principal
12,500,000.00
34,671.54
12,534,671.54
Description
SCIF-REIT
Yield
Ratings
RREEF America REIT II, Inc.
RREEF America REIT II, Inc.
0.900
0.900
NA
NA
NA
NA
NA
NA
2.094
A2
A
A
1.913
2.876
1.834
3.065
1.847
2.206
3.142
1.827
NA
Baa1
NA
Baa1
NA
A2
Baa1
N/A
A
AA
AA
A
ABBB+
A
AA
AA
A
ABBB+
1.040
1.003
NA
NA
AAAA-
NA
NA
0.077
0.077
0.077
0.077
0.077
0.146
2.407
0.146
0.146
2.400
2.400
0.146
0.146
2.407
2.407
0.148
0.148
0.148
2.434
NA
NA
NA
NA
NA
NA
A3
NA
NA
A3
A3
NA
NA
A3
A3
NA
NA
NA
A3
AAAAAAA
AAA
A
AAA
A
AAAA
A
A
A
A
A
A
A+
A
A
A+
A+
A
A
A+
A+
A
A
A
A+
2 item(s)
Aerospace/Defense
SCIF-Blackrock
06/10/2015
06/15/2015
305,894.94
305,894.94
UNITED TECHNOLOGIES CORP
1 item(s)
Aerospace/Defense
SCIF-Wellington
04/20/2015
04/20/2015
06/04/2015
06/04/2015
06/29/2015
06/29/2015
06/29/2015
06/29/2015
04/23/2015
04/23/2015
06/09/2015
06/09/2015
07/02/2015
07/02/2015
07/02/2015
07/02/2015
38,318.72
262,117.73
29,671.18
60,989.22
217,172.35
375,332.10
385,531.34
276,437.98
1,645,570.62
GENERAL DYNAMICS CORP
LOCKHEED MARTIN CORP
GENERAL DYNAMICS CORP
LOCKHEED MARTIN CORP
GENERAL DYNAMICS CORP
UNITED TECHNOLOGIES CORP
LOCKHEED MARTIN CORP
NORTHROP GRUMMAN CORP
8 item(s)
Apparel
SCIF-Wellington
04/20/2015
04/23/2015
06/29/2015
07/02/2015
20,288.84
410,583.84
430,872.68
NIKE INC -CL B
NIKE INC -CL B
2 item(s)
Banks
SCIF-Blackrock
04/01/2015
04/01/2015
04/01/2015
04/01/2015
04/01/2015
05/20/2015
05/20/2015
05/21/2015
05/21/2015
05/21/2015
05/21/2015
05/22/2015
05/22/2015
05/22/2015
05/22/2015
05/26/2015
05/26/2015
05/26/2015
05/26/2015
04/07/2015
04/07/2015
04/07/2015
04/07/2015
04/07/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
05/28/2015
05/28/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
29,228.64
9,655.75
26,180.64
1,238.64
26,720.84
22,869.02
23,960.99
4,656.07
16,819.05
5,561.46
22,177.50
22,734.12
4,234.55
24,784.91
4,392.81
97,432.83
17,802.43
20,186.32
179,037.00
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 6
Trade
05/26/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
05/28/2015
05/28/2015
05/28/2015
05/28/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
06/01/2015
06/01/2015
06/02/2015
06/02/2015
06/02/2015
06/02/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/04/2015
06/04/2015
06/04/2015
06/04/2015
06/05/2015
06/05/2015
06/05/2015
06/05/2015
06/11/2015
06/11/2015
06/12/2015
06/12/2015
Settle
05/29/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
06/01/2015
06/01/2015
06/02/2015
06/02/2015
06/02/2015
06/02/2015
06/02/2015
06/02/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/04/2015
06/04/2015
06/04/2015
06/04/2015
06/05/2015
06/05/2015
06/05/2015
06/05/2015
06/08/2015
06/08/2015
06/08/2015
06/08/2015
06/09/2015
06/09/2015
06/09/2015
06/09/2015
06/10/2015
06/10/2015
06/10/2015
06/10/2015
06/16/2015
06/16/2015
06/17/2015
06/17/2015
Principal
24,174.40
10,058.23
19,148.19
3,754.54
138,853.61
4,557.68
88,498.48
73,670.31
76,786.48
45,132.85
108,282.83
53,204.22
28,526.17
11,901.40
259,089.16
441,457.42
1,349.86
53,358.46
366,370.27
15,516.51
38,240.68
243,284.18
160,175.86
93,665.99
158,999.25
323,008.03
149,143.13
82,539.23
185,324.44
30,569.95
319,255.05
208,381.41
17,510.60
161,937.48
223,127.54
119,195.00
133,731.60
291,888.50
127,693.87
186,113.49
87,244.14
962,903.13
28,187.42
65,741.18
75,873.66
Description
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
JPMORGAN CHASE & CO
JPMORGAN CHASE & CO
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
CITIGROUP INC
6,857,099.45
64 item(s)
Yield
2.434
2.434
2.434
0.146
0.146
2.407
2.407
0.147
0.147
2.417
2.417
2.417
2.417
0.148
0.148
0.148
0.148
2.432
2.432
2.432
2.432
0.147
0.147
2.422
2.422
0.146
0.146
2.424
2.424
0.144
0.144
2.398
2.398
0.145
0.145
2.411
2.411
0.142
0.142
2.373
2.373
0.140
0.140
0.140
0.140
A3
A3
A3
NA
NA
A3
A3
NA
NA
A3
A3
A3
A3
NA
NA
NA
NA
A3
A3
A3
A3
NA
NA
A3
A3
NA
NA
A3
A3
NA
NA
A3
A3
NA
NA
A3
A3
NA
NA
A3
A3
NA
NA
NA
NA
Ratings
A
A
A
AAA
A
AAA
A
A
A
AAAAA
A
A
A
AAA
A
AAA
A
AAA
A
AAA
A
AAA
A
AAAA-
A+
A+
A+
A
A
A+
A+
A
A
A+
A+
A+
A+
A
A
A
A
A+
A+
A+
A+
A
A
A+
A+
A
A
A+
A+
A
A
A+
A+
A
A
A+
A+
A
A
A+
A+
A
A
A
A
2.575
2.133
2.576
2.138
2.537
2.039
2.543
A2
A3
A2
A3
A2
A3
A2
A+
AA+
AA+
AA+
AAA+
AAA+
AAA+
AA-
Banks
SCIF-Wellington
04/02/2015
04/20/2015
04/20/2015
04/21/2015
06/04/2015
06/29/2015
06/29/2015
04/08/2015
04/23/2015
04/23/2015
04/24/2015
06/09/2015
07/02/2015
07/02/2015
1,293,070.18
292,959.04
326,754.35
24,352.19
796,186.83
317,911.41
314,328.42
3,365,562.42
WELLS FARGO & CO
PNC FINANCIAL SERVICES GROUP
WELLS FARGO & CO
PNC FINANCIAL SERVICES GROUP
WELLS FARGO & CO
PNC FINANCIAL SERVICES GROUP
WELLS FARGO & CO
7 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 7
Trade
SCIF-Blackrock
04/17/2015
05/20/2015
05/20/2015
05/21/2015
05/21/2015
05/22/2015
05/22/2015
05/22/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
05/28/2015
05/28/2015
05/29/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
06/01/2015
Settle
04/22/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
05/28/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
06/02/2015
06/02/2015
06/02/2015
06/02/2015
06/03/2015
06/03/2015
06/03/2015
06/04/2015
06/04/2015
06/04/2015
Principal
2,186,534.35
17,028.94
1,699.46
4,203.70
4,255.25
4,242.18
3,542.34
740.52
3,524.53
9,135.98
2,836.37
8,506.86
7,120.79
4,240.52
5,657.60
10,653.81
3,603.37
2,288.93
11,538.76
4,242.99
5,627.29
535.74
2,301,760.28
Description
Beverages
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
COCA-COLA CO/THE
Yield
Ratings
3.089
3.011
3.011
3.020
3.020
3.021
3.021
3.021
3.037
3.037
3.028
3.028
3.026
3.026
3.026
3.026
3.042
3.042
3.042
3.042
3.042
3.042
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
3.223
NA
AA
A+
1.579
1.771
1.781
1.847
NA
NA
NA
NA
A
A
A
A
BBB
BBB
BBB
BBB
2.220
NA
A
NA
1.120
2.288
NA
NA
BBB+
A
NA
NA
22 item(s)
Beverages
SCIF-Wellington
06/29/2015
07/02/2015
399,932.68
399,932.68
COCA-COLA CO/THE
1 item(s)
Biotechnology
SCIF-Wellington
04/20/2015
06/04/2015
06/05/2015
06/29/2015
04/23/2015
06/09/2015
06/10/2015
07/02/2015
45,419.80
251,741.60
35,142.69
269,410.97
601,715.06
AMGEN INC
AMGEN INC
AMGEN INC
AMGEN INC
4 item(s)
Chemicals
SCIF-Blackrock
06/10/2015
06/15/2015
1,274,734.24
1,274,734.24
PRAXAIR INC
1 item(s)
Chemicals
SCIF-Wellington
06/29/2015
07/02/2015
06/29/2015
07/02/2015
272,185.40
387,399.57
659,584.97
ECOLAB INC
PRAXAIR INC
2 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 8
Trade
Settle
SCIF-Wellington
04/20/2015
04/23/2015
04/21/2015
04/24/2015
06/29/2015
07/02/2015
Principal
127,137.15
123,299.42
362,521.60
612,958.17
Description
Commercial Services
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
Yield
Ratings
2.288
2.280
2.410
Aa1
Aa1
Aa1
AA
AA
AA
NA
NA
NA
3.318
2.214
3.351
2.230
2.230
3.312
2.232
Aa3
NA
Aa3
NA
NA
Aa3
NA
AAAAAAAAAAAAAA-
NA
AANA
AAAANA
AA-
2.157
2.385
A1
A1
AAAA-
NA
NA
1.911
A2
A
A
1.930
1.930
1.931
1.939
1.934
1.966
A2
A2
A2
A2
A2
A2
A
A
A
A
A
A
A
A
A
A
A
A
0.976
0.976
0.972
0.972
0.967
0.967
0.967
0.967
0.970
0.970
0.970
0.970
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
BBB
3 item(s)
Cosmetics/Personal Care
SCIF-Wellington
06/04/2015
06/04/2015
06/05/2015
06/05/2015
06/05/2015
06/29/2015
06/29/2015
06/09/2015
06/09/2015
06/10/2015
06/10/2015
06/10/2015
07/02/2015
07/02/2015
289,491.33
163,512.19
109,101.58
251,611.40
1,134,905.48
283,319.61
311,417.01
2,543,358.60
PROCTER & GAMBLE CO/THE
COLGATE-PALMOLIVE CO
PROCTER & GAMBLE CO/THE
COLGATE-PALMOLIVE CO
COLGATE-PALMOLIVE CO
PROCTER & GAMBLE CO/THE
COLGATE-PALMOLIVE CO
7 item(s)
Diversified Financial Services
SCIF-Wellington
04/20/2015
04/23/2015
06/29/2015
07/02/2015
101,733.64
263,580.75
365,314.39
BLACKROCK INC
BLACKROCK INC
2 item(s)
Electronics
SCIF-Blackrock
06/10/2015
06/15/2015
304,126.48
304,126.48
HONEYWELL INTERNATIONAL INC
1 item(s)
Electronics
SCIF-Wellington
06/04/2015
06/04/2015
06/05/2015
06/08/2015
06/09/2015
06/29/2015
06/09/2015
06/09/2015
06/10/2015
06/11/2015
06/12/2015
07/02/2015
103,615.00
508,681.74
145,157.60
31,091.88
65,389.91
425,672.94
1,279,609.07
HONEYWELL INTERNATIONAL INC
HONEYWELL INTERNATIONAL INC
HONEYWELL INTERNATIONAL INC
HONEYWELL INTERNATIONAL INC
HONEYWELL INTERNATIONAL INC
HONEYWELL INTERNATIONAL INC
6 item(s)
Food
SCIF-Blackrock
05/20/2015
05/20/2015
05/21/2015
05/21/2015
05/22/2015
05/22/2015
05/22/2015
05/22/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
05/28/2015
05/28/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
238,858.76
57,241.51
87,542.53
75,422.86
178,155.43
66,257.18
86,410.16
25,477.29
152,429.10
103,118.39
100,321.84
51,336.57
1,222,571.62
KROGER CO
KROGER CO
KROGER CO
KROGER CO
KROGER CO
KROGER CO
KROGER CO
KROGER CO
KROGER CO
KROGER CO
KROGER CO
KROGER CO
12 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 9
Trade
SCIF-Blackrock
06/11/2015
06/11/2015
06/11/2015
06/12/2015
06/12/2015
06/15/2015
06/15/2015
Settle
06/16/2015
06/16/2015
06/16/2015
06/17/2015
06/17/2015
06/18/2015
06/18/2015
Principal
67,815.53
761,078.90
25,216.34
260,733.22
71,419.01
75,008.73
30,204.84
1,291,476.57
Description
Healthcare-Services
Yield
Ratings
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
1.362
1.362
1.362
1.382
1.382
1.366
1.366
A3
A3
A3
A3
A3
A3
A3
A+
A+
A+
A+
A+
A+
A+
A
A
A
A
A
A
A
1.341
A3
A+
A
2.675
2.652
2.659
2.651
2.677
2.667
2.716
2.703
2.700
2.664
2.694
2.668
2.727
2.683
2.726
2.692
2.697
2.655
2.639
2.609
2.647
2.621
2.616
2.572
2.542
2.542
2.525
2.525
2.555
2.543
NA
Baa1
NA
Baa1
NA
Baa1
NA
Baa1
NA
Baa1
NA
Baa1
NA
Baa1
NA
Baa1
NA
Baa1
NA
Baa1
NA
Baa1
NA
Baa1
NA
NA
Baa1
Baa1
NA
Baa1
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AAA
A
AA
A
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
A
AAA
A-
1.978
2.050
2.150
2.150
2.150
2.150
1.972
2.260
NA
NA
NA
NA
NA
NA
NA
NA
AA+
A+
A+
A+
A+
AA+
BBB+
AAAAAAAAAABBB+
AA-
7 item(s)
Healthcare-Services
SCIF-Wellington
06/29/2015
07/02/2015
449,288.40
449,288.40
UNITEDHEALTH GROUP INC
1 item(s)
Insurance
SCIF-Blackrock
05/20/2015
05/20/2015
05/21/2015
05/21/2015
05/22/2015
05/22/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
06/02/2015
06/02/2015
06/03/2015
06/03/2015
06/04/2015
06/04/2015
06/05/2015
06/05/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/12/2015
06/12/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
06/02/2015
06/02/2015
06/03/2015
06/03/2015
06/04/2015
06/04/2015
06/05/2015
06/05/2015
06/08/2015
06/08/2015
06/09/2015
06/09/2015
06/10/2015
06/10/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/17/2015
06/17/2015
40,807.01
41,972.09
91,539.90
67,113.75
92,333.02
74,019.09
81,624.63
73,016.58
51,650.18
54,091.86
51,650.57
54,015.03
243,498.13
268,701.16
135,352.11
146,362.09
164,488.72
178,087.40
117,966.24
130,873.73
148,940.62
160,443.64
135,688.91
148,115.16
166,349.66
101,146.44
188,656.65
99,444.71
258,872.74
233,149.74
3,799,971.56
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
PRUDENTIAL FINANCIAL INC
METLIFE INC
PRUDENTIAL FINANCIAL INC
30 item(s)
Insurance
SCIF-Wellington
04/20/2015
04/20/2015
06/04/2015
06/04/2015
06/04/2015
06/04/2015
06/29/2015
06/29/2015
04/23/2015
04/23/2015
06/09/2015
06/09/2015
06/09/2015
06/09/2015
07/02/2015
07/02/2015
68,969.56
16,867.27
48,344.75
48,182.50
56,659.68
86,851.80
347,961.25
271,731.60
945,568.41
MARSH & MCLENNAN COS
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
MARSH & MCLENNAN COS
CHUBB CORP
8 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 10
Trade
Settle
SCIF-Blackrock
06/10/2015
06/15/2015
Principal
303,792.24
303,792.24
Description
Machinery-Diversified
ROCKWELL AUTOMATION INC
Yield
Ratings
1.997
NA
A
A
1.017
NA
A
A
3.259
Aa3
AA+
NA
4.219
3.324
4.213
4.427
3.380
Aa1
Aaa
Aa1
Aa1
Aaa
AA
AAA
AA
AA
AAA
WD
WD
WD
WD
WD
2.794
1.564
3.125
1.689
3.214
2.918
Aaa
NA
WR
NA
A1
Aaa
AAA
AAA
AAA
AAA
AAA
BBB+
A+
BBB+
A+
AAA
2.922
2.922
3.224
NA
NA
NA
A
A
A
A+
A+
A+
1 item(s)
Media
SCIF-Wellington
06/29/2015
07/02/2015
243,305.12
243,305.12
WALT DISNEY CO/THE
1 item(s)
Miscellaneous Manufacturing
SCIF-Blackrock
06/10/2015
06/15/2015
309,235.36
309,235.36
GENERAL ELECTRIC CO
1 item(s)
Oil&Gas
SCIF-Wellington
06/04/2015
06/04/2015
06/05/2015
06/29/2015
06/29/2015
06/09/2015
06/09/2015
06/10/2015
07/02/2015
07/02/2015
487,025.76
247,944.26
473,464.34
362,334.90
365,528.79
1,936,298.05
CHEVRON CORP
EXXON MOBIL CORP
CHEVRON CORP
CHEVRON CORP
EXXON MOBIL CORP
5 item(s)
Pharmaceuticals
SCIF-Wellington
04/20/2015
06/04/2015
06/29/2015
06/29/2015
06/29/2015
06/29/2015
04/23/2015
06/09/2015
07/02/2015
07/02/2015
07/02/2015
07/02/2015
14,378.58
187,839.15
378,409.20
379,471.25
194,712.00
389,196.96
1,544,007.14
JOHNSON & JOHNSON
CARDINAL HEALTH INC
MERCK & CO. INC.
CARDINAL HEALTH INC
PFIZER INC
JOHNSON & JOHNSON
6 item(s)
REITS
SCIF-Wellington
04/20/2015
04/23/2015
04/21/2015
04/24/2015
06/29/2015
07/02/2015
191,430.90
51,424.43
204,216.84
447,072.17
PUBLIC STORAGE
PUBLIC STORAGE
PUBLIC STORAGE
3 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 11
Trade
SCIF-Blackrock
04/17/2015
04/17/2015
04/17/2015
04/20/2015
04/20/2015
04/20/2015
04/20/2015
04/21/2015
04/21/2015
04/22/2015
04/22/2015
04/22/2015
04/23/2015
04/23/2015
04/23/2015
04/23/2015
04/24/2015
04/24/2015
04/24/2015
04/24/2015
04/27/2015
04/27/2015
04/27/2015
04/27/2015
04/27/2015
04/27/2015
04/28/2015
04/28/2015
04/28/2015
04/28/2015
04/28/2015
04/28/2015
04/29/2015
04/29/2015
04/29/2015
04/29/2015
04/30/2015
04/30/2015
04/30/2015
05/20/2015
05/20/2015
05/20/2015
05/21/2015
05/21/2015
05/21/2015
05/21/2015
05/21/2015
05/21/2015
05/21/2015
05/21/2015
05/22/2015
05/22/2015
05/22/2015
05/22/2015
05/22/2015
05/22/2015
05/26/2015
05/26/2015
05/26/2015
05/26/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
Settle
04/22/2015
04/22/2015
04/22/2015
04/23/2015
04/23/2015
04/23/2015
04/23/2015
04/24/2015
04/24/2015
04/27/2015
04/27/2015
04/27/2015
04/28/2015
04/28/2015
04/28/2015
04/28/2015
04/29/2015
04/29/2015
04/29/2015
04/29/2015
04/30/2015
04/30/2015
04/30/2015
04/30/2015
04/30/2015
04/30/2015
05/01/2015
05/01/2015
05/01/2015
05/01/2015
05/01/2015
05/01/2015
05/04/2015
05/04/2015
05/04/2015
05/04/2015
05/05/2015
05/05/2015
05/05/2015
05/26/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
05/28/2015
05/28/2015
05/28/2015
05/28/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
06/01/2015
06/01/2015
06/01/2015
06/02/2015
06/02/2015
Principal
252,757.67
103,895.41
41,566.56
65,846.47
57,133.98
5,161.25
25,998.98
105,623.05
69,142.83
18,796.94
158,126.41
21,036.26
116,637.87
53,216.91
5,333.65
6,532.07
20,257.93
15,972.45
10,608.08
133,545.67
20,251.67
15,426.74
148,652.80
170,124.16
172,832.37
58,690.85
57,388.21
195,551.10
38,131.10
179,113.85
114,998.68
79,794.75
185,092.74
214,377.81
205,496.72
36,655.45
64,006.26
22,409.21
15,272.68
237,571.17
87,537.07
231,503.69
65,916.14
32,766.72
202,992.77
163,014.67
24,631.69
153,806.44
44,728.07
87,805.30
65,339.48
20,362.64
75,515.86
70,629.50
24,073.75
109,397.70
54,638.55
103,970.98
9,461.76
84,519.13
38,062.57
32,923.52
117,242.46
26,485.41
20,446.92
35,340.97
42,929.88
34,445.82
92,869.09
Description
Retail
Yield
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
GAP INC/THE
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
GAP INC/THE
GAP INC/THE
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
GAP INC/THE
GAP INC/THE
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
GAP INC/THE
GAP INC/THE
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
GAP INC/THE
GAP INC/THE
0.296
0.296
0.296
0.292
0.292
0.292
0.292
0.289
0.289
0.290
0.290
0.290
0.289
0.289
0.289
0.289
0.287
0.287
0.287
0.287
0.289
0.289
0.289
0.289
0.289
0.289
0.292
0.292
0.292
0.292
0.292
0.292
0.298
0.298
0.298
0.298
0.303
0.303
0.303
2.302
0.302
0.302
2.312
2.312
2.312
2.312
0.300
0.300
0.300
0.300
2.342
2.342
0.299
0.299
0.299
0.299
2.350
2.350
0.302
0.302
0.302
0.302
2.346
2.346
0.302
0.302
0.302
2.312
2.312
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Ratings
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
BBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBB-
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
BBBNA
NA
BBBBBBBBBBBBNA
NA
NA
NA
BBBBBBNA
NA
NA
NA
BBBBBBNA
NA
NA
NA
BBBBBBNA
NA
NA
BBBBBB-
Attachment 3b(i) page 12
Trade
05/28/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
06/01/2015
06/02/2015
06/02/2015
06/02/2015
06/03/2015
06/03/2015
06/04/2015
06/04/2015
06/05/2015
06/05/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/15/2015
06/15/2015
06/15/2015
06/15/2015
06/15/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/17/2015
06/17/2015
06/18/2015
06/18/2015
06/19/2015
06/19/2015
06/19/2015
06/22/2015
06/22/2015
06/22/2015
06/23/2015
06/23/2015
06/23/2015
06/24/2015
06/24/2015
06/24/2015
06/25/2015
06/25/2015
06/26/2015
Settle
06/02/2015
06/03/2015
06/03/2015
06/04/2015
06/04/2015
06/04/2015
06/05/2015
06/05/2015
06/05/2015
06/08/2015
06/08/2015
06/09/2015
06/09/2015
06/10/2015
06/10/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/19/2015
06/19/2015
06/18/2015
06/18/2015
06/18/2015
06/19/2015
06/19/2015
06/19/2015
06/19/2015
06/19/2015
06/19/2015
06/19/2015
06/19/2015
06/22/2015
06/22/2015
06/23/2015
06/23/2015
06/24/2015
06/24/2015
06/24/2015
06/25/2015
06/25/2015
06/25/2015
06/26/2015
06/26/2015
06/26/2015
06/29/2015
06/29/2015
06/29/2015
06/30/2015
06/30/2015
07/01/2015
Principal
30,685.09
212,027.90
13,522.45
78,618.38
114,941.30
26,056.61
39,444.81
144,810.01
34,413.20
26,635.97
10,532.36
87,005.84
39,062.60
97,428.36
27,451.94
11,005.75
39,792.23
16,272.61
7,985.90
802.73
5,722.05
4,676.19
26,845.76
26,838.88
176,426.05
187,427.20
42,752.69
79,338.13
16,151.18
60,962.77
49,367.80
48,355.54
9,657.86
18,175.17
4,191.15
40,645.97
13,284.69
9,753.76
187,349.80
25,370.11
4,609.01
27,027.09
11,275.14
22,719.08
49,179.97
35,511.03
107,642.72
81,186.56
19,424.74
109,002.57
59,636.41
96,643.53
40,824.84
1,807.21
183,683.57
137,844.18
61,571.29
17,551.62
40,323.64
190,287.40
26,492.44
187,893.09
17,559.92
3,687.61
5,954.51
137,946.49
510,251.55
Description
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
GAP INC/THE
GAP INC/THE
GAP INC/THE
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
GAP INC/THE
GAP INC/THE
GAP INC/THE
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
GAP INC/THE
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
DOLLAR GENERAL CORP
GAP INC/THE
9,951,713.31
136 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Yield
2.312
2.323
2.323
2.350
2.350
2.350
2.366
2.366
2.366
2.325
2.325
2.306
2.306
2.329
2.329
2.315
2.315
2.315
2.315
2.315
2.315
2.315
0.282
0.282
0.282
2.325
2.325
2.325
0.565
0.565
0.565
0.565
0.565
0.565
0.565
2.324
2.324
2.324
0.569
0.569
2.296
2.296
2.296
2.296
2.296
0.566
0.566
0.566
0.566
0.566
0.562
0.562
0.561
0.561
0.561
0.560
0.560
0.560
0.561
0.561
0.561
0.561
0.561
0.561
0.559
0.559
2.289
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
WR
Ratings
BBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBB-
BBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBBNA
NA
NA
BBBBBBBBBNA
NA
NA
NA
NA
NA
NA
BBBBBBBBBNA
NA
BBBBBBBBBBBBBBBNA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
BBB-
Attachment 3b(i) page 13
Trade
SCIF-Wellington
04/20/2015
04/20/2015
04/20/2015
04/20/2015
04/20/2015
04/20/2015
04/20/2015
04/20/2015
04/21/2015
06/04/2015
06/04/2015
06/04/2015
06/04/2015
06/04/2015
06/04/2015
06/05/2015
06/08/2015
06/09/2015
06/29/2015
06/29/2015
06/29/2015
06/29/2015
06/29/2015
06/29/2015
06/29/2015
Settle
04/23/2015
04/23/2015
04/23/2015
04/23/2015
04/23/2015
04/23/2015
04/23/2015
04/23/2015
04/24/2015
06/09/2015
06/09/2015
06/09/2015
06/09/2015
06/09/2015
06/09/2015
06/10/2015
06/11/2015
06/12/2015
07/02/2015
07/02/2015
07/02/2015
07/02/2015
07/02/2015
07/02/2015
07/02/2015
Principal
302,338.68
195,374.85
594,761.44
216,597.94
17,165.40
102,468.80
571,049.70
204,260.00
843,627.08
352,747.69
129,943.90
935,488.62
382,617.00
267,978.64
1,016,978.76
312,772.84
41,957.95
163,047.07
304,291.80
305,010.64
439,168.05
287,101.98
354,978.55
266,514.80
274,195.37
8,882,437.55
Description
Retail
LOWE'S COS INC
TJX COMPANIES INC
TJX COMPANIES INC
CVS HEALTH CORP
MCDONALD'S CORP
COSTCO WHOLESALE CORP
COSTCO WHOLESALE CORP
COSTCO WHOLESALE CORP
COSTCO WHOLESALE CORP
WAL-MART STORES INC
LOWE'S COS INC
COSTCO WHOLESALE CORP
COSTCO WHOLESALE CORP
COSTCO WHOLESALE CORP
WALGREENS BOOTS ALLIANCE INC
WALGREENS BOOTS ALLIANCE INC
WALGREENS BOOTS ALLIANCE INC
WALGREENS BOOTS ALLIANCE INC
WAL-MART STORES INC
LOWE'S COS INC
TJX COMPANIES INC
CVS HEALTH CORP
MCDONALD'S CORP
COSTCO WHOLESALE CORP
WALGREENS BOOTS ALLIANCE INC
Yield
Ratings
1.267
1.061
1.061
1.160
3.453
4.388
4.388
4.388
4.357
2.616
1.311
4.597
4.597
4.597
1.584
1.609
1.621
1.604
2.716
1.362
1.112
1.193
3.521
4.765
1.602
NA
NA
NA
NA
WR
NA
NA
NA
NA
Aa2
NA
NA
NA
NA
WR
WR
WR
WR
Aa2
NA
NA
NA
WR
NA
WR
AA+
A+
BBB+
A
A+
A+
A+
A+
AA
AA+
A+
A+
BBB
BBB
BBB
BBB
AA
AA+
BBB+
A
A+
BBB
WD
NA
NA
WD
A
A+
A+
A+
A+
AA
WD
A+
A+
A+
NA
NA
NA
NA
AA
WD
NA
WD
A
A+
NA
2.420
2.420
2.420
2.472
2.472
2.472
2.472
2.472
2.472
2.472
2.472
2.472
2.472
2.472
2.425
2.425
2.397
2.397
2.397
2.397
2.416
2.416
2.923
2.585
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
A1
NA
A1
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
A+
NA
25 item(s)
Semiconductors
SCIF-Blackrock
04/01/2015
04/01/2015
04/01/2015
04/02/2015
04/02/2015
04/02/2015
04/02/2015
04/02/2015
04/02/2015
04/02/2015
04/02/2015
04/02/2015
04/02/2015
04/02/2015
05/20/2015
05/20/2015
05/21/2015
05/21/2015
05/21/2015
05/21/2015
05/22/2015
05/22/2015
06/10/2015
06/10/2015
04/07/2015
04/07/2015
04/07/2015
04/08/2015
04/08/2015
04/08/2015
04/08/2015
04/08/2015
04/08/2015
04/08/2015
04/08/2015
04/08/2015
04/08/2015
04/08/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
06/15/2015
06/15/2015
2,844.63
11,441.74
1,109.03
6,415.89
1,725.51
828.24
3,734.69
1,168.83
2,814.16
10,024.05
1,426.54
1,972.64
15,705.21
553.62
62,237.64
89,952.80
63,147.45
198,992.79
22,955.41
22,958.68
90,551.34
44,349.55
891,315.72
884,908.93
2,433,135.09
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
QUALCOMM INC
INTEL CORP
QUALCOMM INC
24 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 14
Trade
SCIF-Blackrock
06/10/2015
06/10/2015
06/10/2015
06/10/2015
06/10/2015
06/10/2015
06/10/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/12/2015
06/26/2015
Settle
06/15/2015
06/15/2015
06/15/2015
06/15/2015
06/15/2015
06/15/2015
06/15/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
06/17/2015
07/01/2015
Principal
100,242.50
13,345.69
16,005.77
16,024.19
31,451.57
98,636.82
893,177.12
239,397.72
179,377.59
17,021.30
5,908.16
2,961.24
509,776.69
20,851.18
100,078.19
6,639.00
569,176.92
4,061.11
211,791.28
24,244.55
39,236.18
15,408.07
8,880.66
558,490.80
3,682,184.30
Description
Software
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
MICROSOFT CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
Yield
Ratings
1.161
1.161
1.161
1.161
1.161
1.161
2.597
1.152
1.152
1.152
1.152
1.152
1.152
1.150
1.150
1.150
1.150
1.150
1.150
1.150
1.150
1.150
1.150
1.244
NA
NA
NA
NA
NA
NA
Aaa
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
AAAAAAAAAAAAAAA
AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA-
A+
A+
A+
A+
A+
A+
AA+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
2.841
2.841
2.841
2.841
2.750
1.165
1.164
1.262
2.727
Aaa
Aaa
Aaa
Aaa
Aaa
NA
NA
NA
Aaa
AAA
AAA
AAA
AAA
AAA
AAAAAAAAA
AA+
AA+
AA+
AA+
AA+
A+
A+
A+
AA+
2.325
Baa2
BBB
BBB
2.107
2.788
A3
NA
A
A+
NA
NA
24 item(s)
Software
SCIF-Wellington
04/07/2015
04/07/2015
04/07/2015
04/07/2015
04/20/2015
06/04/2015
06/05/2015
06/29/2015
06/29/2015
04/10/2015
04/10/2015
04/10/2015
04/10/2015
04/23/2015
06/09/2015
06/10/2015
07/02/2015
07/02/2015
266,645.91
397,097.15
171,443.96
472,319.66
149,056.72
877,214.00
330,850.75
330,030.09
453,341.70
3,447,999.94
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
ORACLE CORP
ORACLE CORP
ORACLE CORP
MICROSOFT CORP
9 item(s)
Telecommunications
SCIF-Blackrock
06/10/2015
06/15/2015
883,597.64
883,597.64
MOTOROLA SOLUTIONS INC
1 item(s)
Transportation
SCIF-Blackrock
06/10/2015
06/15/2015
06/10/2015
06/15/2015
309,065.97
311,799.86
620,865.83
UNION PACIFIC CORP
UNITED PARCEL SERVICE-CL B
2 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 15
Trade
SCIF-Wellington
04/20/2015
06/04/2015
06/04/2015
06/04/2015
06/04/2015
06/04/2015
06/05/2015
06/05/2015
06/05/2015
06/08/2015
06/08/2015
06/08/2015
06/09/2015
06/09/2015
06/09/2015
06/10/2015
06/10/2015
06/11/2015
06/11/2015
06/12/2015
06/15/2015
06/16/2015
06/17/2015
06/18/2015
06/19/2015
06/29/2015
06/29/2015
06/29/2015
Settle
04/23/2015
06/09/2015
06/09/2015
06/09/2015
06/09/2015
06/09/2015
06/10/2015
06/10/2015
06/10/2015
06/11/2015
06/11/2015
06/11/2015
06/12/2015
06/12/2015
06/12/2015
06/15/2015
06/15/2015
06/16/2015
06/16/2015
06/17/2015
06/18/2015
06/19/2015
06/22/2015
06/23/2015
06/24/2015
07/02/2015
07/02/2015
07/02/2015
Principal
203,478.86
1,915,462.08
540,398.07
91,639.80
1,262,967.28
340,286.28
796,740.21
1,177,470.05
140,435.40
271,852.20
889,093.92
19,987.32
400,106.80
130,303.55
51,832.84
656,883.48
39,894.00
312,019.96
272,798.28
291,889.93
241,294.80
311,920.76
140,866.18
102,388.40
239,151.67
350,490.59
186,780.70
501,587.28
Description
Transportation
UNITED PARCEL SERVICE-CL B
CANADIAN NATL RAILWAY CO
UNION PACIFIC CORP
UNION PACIFIC CORP
UNION PACIFIC CORP
UNITED PARCEL SERVICE-CL B
CANADIAN NATL RAILWAY CO
UNION PACIFIC CORP
UNITED PARCEL SERVICE-CL B
UNION PACIFIC CORP
UNION PACIFIC CORP
UNITED PARCEL SERVICE-CL B
UNION PACIFIC CORP
UNION PACIFIC CORP
UNITED PARCEL SERVICE-CL B
UNION PACIFIC CORP
UNION PACIFIC CORP
UNION PACIFIC CORP
UNION PACIFIC CORP
UNION PACIFIC CORP
UNION PACIFIC CORP
UNION PACIFIC CORP
UNION PACIFIC CORP
UNION PACIFIC CORP
UNION PACIFIC CORP
CANADIAN NATL RAILWAY CO
UNION PACIFIC CORP
UNITED PARCEL SERVICE-CL B
11,880,020.69
28 item(s)
Total Purchases
SCIF REIT
12,534,671.54
2 item(s)
Total Purchases
BlackRock Investment Mgt
35,542,158.91
327 item(s)
Total Purchases
Wellington Management
41,680,476.13
128 item(s)
Grand Total
EQUITY PURCHASES
89,757,306.58
457 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Yield
2.811
1.600
2.064
2.064
2.064
2.796
1.600
2.053
2.786
2.084
2.084
2.820
2.108
2.108
2.811
2.107
2.107
2.081
2.081
2.090
2.089
2.089
2.076
2.053
2.077
1.637
2.198
2.877
Ratings
NA
A2
A3
A3
A3
NA
A2
A3
NA
A3
A3
NA
A3
A3
NA
A3
A3
A3
A3
A3
A3
A3
A3
A3
A3
A2
A3
NA
A+
A
A
A
A
A+
A
A
A+
A
A
A+
A
A
A+
A
A
A
A
A
A
A
A
A
A
A
A
A+
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
Attachment 3b(i) page 16
EQUITY SALES
Trade
SCIF-Blackrock
04/17/2015
04/17/2015
04/20/2015
04/20/2015
04/21/2015
04/21/2015
04/22/2015
06/26/2015
06/26/2015
06/30/2015
06/30/2015
Settle
04/22/2015
04/22/2015
04/23/2015
04/23/2015
04/24/2015
04/24/2015
04/27/2015
07/01/2015
07/01/2015
07/06/2015
07/06/2015
Principal
(198,753.77)
(125,491.68)
(217,269.50)
(54,052.12)
(94,326.51)
(230,509.77)
(211,708.73)
(415,476.43)
(436,871.67)
(151,516.77)
(15,531.46)
(2,151,508.41)
Description
Aerospace/Defense
Yield
Ratings
NORTHROP GRUMMAN CORP
NORTHROP GRUMMAN CORP
NORTHROP GRUMMAN CORP
NORTHROP GRUMMAN CORP
NORTHROP GRUMMAN CORP
NORTHROP GRUMMAN CORP
NORTHROP GRUMMAN CORP
LOCKHEED MARTIN CORP
NORTHROP GRUMMAN CORP
RAYTHEON COMPANY
RAYTHEON COMPANY
1.748
1.748
1.721
1.721
1.723
1.723
1.728
3.091
1.792
2.665
2.665
NA
NA
NA
NA
NA
NA
NA
Baa1
NA
NA
NA
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
ABBB+
A
A
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
ABBB+
AA-
2.068
1.721
2.099
2.099
1.834
A2
NA
A2
A2
NA
A
BBB+
A
A
BBB+
A
BBB+
A
A
BBB+
1.746
1.757
1.757
1.767
1.776
1.776
1.762
1.762
1.760
1.760
1.740
1.740
1.744
1.743
1.715
1.715
1.740
1.734
1.734
1.727
1.727
1.727
1.776
1.753
1.753
1.753
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
A3
A3
A3
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
A
A
A
1.059
NA
AA-
NA
11 item(s)
Aerospace/Defense
SCIF-Wellington
04/20/2015
04/20/2015
06/04/2015
06/04/2015
06/04/2015
04/23/2015
04/23/2015
06/09/2015
06/09/2015
06/09/2015
(1,867.00)
(142,903.21)
(1,336,457.01)
(128,774.63)
(42,156.43)
(1,652,158.28)
UNITED TECHNOLOGIES CORP
NORTHROP GRUMMAN CORP
UNITED TECHNOLOGIES CORP
UNITED TECHNOLOGIES CORP
NORTHROP GRUMMAN CORP
5 item(s)
Apparel
SCIF-Blackrock
06/10/2015
06/11/2015
06/11/2015
06/12/2015
06/15/2015
06/15/2015
06/16/2015
06/16/2015
06/17/2015
06/17/2015
06/18/2015
06/18/2015
06/19/2015
06/22/2015
06/23/2015
06/23/2015
06/24/2015
06/25/2015
06/25/2015
06/26/2015
06/26/2015
06/26/2015
06/29/2015
06/30/2015
06/30/2015
06/30/2015
06/15/2015
06/16/2015
06/16/2015
06/17/2015
06/18/2015
06/18/2015
06/19/2015
06/19/2015
06/22/2015
06/22/2015
06/23/2015
06/23/2015
06/24/2015
06/25/2015
06/26/2015
06/26/2015
06/29/2015
06/30/2015
06/30/2015
07/01/2015
07/01/2015
07/01/2015
07/02/2015
07/06/2015
07/06/2015
07/06/2015
(843,556.87)
(71,901.23)
(69,041.32)
(77,391.22)
(118,144.69)
(40,818.86)
(119,045.76)
(4,757.80)
(47,578.86)
(35,815.21)
(97,699.77)
(79,188.41)
(120,673.80)
(72,366.30)
(372,729.47)
(150,298.86)
(96,999.09)
(77,364.54)
(53,204.43)
(15,568.56)
(37,019.55)
(108,369.79)
(136,482.83)
(9,644.64)
(110,561.35)
(18,461.52)
(2,984,684.73)
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
VF CORP
26 item(s)
Apparel
SCIF-Wellington
06/04/2015
06/09/2015
(605,345.97)
(605,345.97)
NIKE INC -CL B
1 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 17
Trade
SCIF-Blackrock
05/20/2015
05/20/2015
05/20/2015
05/20/2015
05/21/2015
05/21/2015
05/21/2015
05/22/2015
05/26/2015
05/26/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
06/01/2015
06/01/2015
06/02/2015
06/02/2015
06/02/2015
06/03/2015
06/04/2015
06/04/2015
06/04/2015
06/05/2015
Settle
05/26/2015
05/26/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/27/2015
05/28/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
06/01/2015
06/01/2015
06/02/2015
06/02/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/04/2015
06/04/2015
06/04/2015
06/04/2015
06/05/2015
06/05/2015
06/05/2015
06/08/2015
06/09/2015
06/09/2015
06/09/2015
06/10/2015
Principal
(112,512.58)
(12,077.29)
(59,721.18)
(155,976.76)
(98,828.97)
(14,151.13)
(65,092.18)
(79,444.13)
(8,951.04)
(225,759.70)
(93,112.85)
(27,595.54)
(6,424.47)
(7,108.81)
(14,807.61)
(198,377.89)
(82,233.31)
(141,849.93)
(37,907.20)
(34,682.34)
(85,815.53)
(28,060.08)
(42,172.70)
(64,933.61)
(289,531.02)
(251,720.49)
(13,832.82)
(13,843.20)
(41,459.68)
(276,908.89)
(27,887.08)
(405,754.16)
(42,295.40)
(171,973.27)
(3,524.21)
(137,533.43)
(113,035.76)
(148,720.98)
(3,635,617.22)
Description
Banks
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
FIFTH THIRD BANCORP
Yield
Ratings
2.540
2.540
2.540
2.540
2.541
2.541
2.541
2.535
2.547
2.547
2.547
2.547
2.523
2.523
2.523
2.523
2.526
2.526
2.569
2.569
2.569
2.569
2.569
2.569
2.569
2.569
2.592
2.592
2.592
2.592
2.560
2.560
2.560
2.528
2.555
2.555
2.555
2.495
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
A
2.053
A3
A-
A+
1.272
NA
A-
A+
3.062
3.067
NA
NA
AA
AA
A+
A+
38 item(s)
Banks
SCIF-Wellington
06/04/2015
06/09/2015
(783,614.84)
(783,614.84)
PNC FINANCIAL SERVICES GROUP
1 item(s)
Beverages
SCIF-Blackrock
05/20/2015
05/26/2015
(1,027,584.89)
(1,027,584.89)
BROWN-FORMAN CORP-CLASS B
1 item(s)
Beverages
SCIF-Wellington
04/20/2015
06/04/2015
04/23/2015
06/09/2015
(315,287.51)
(324,373.82)
(639,661.33)
COCA-COLA CO/THE
COCA-COLA CO/THE
2 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 18
Trade
SCIF-Blackrock
05/20/2015
05/20/2015
05/21/2015
05/21/2015
05/21/2015
05/21/2015
Settle
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
Principal
(267,790.64)
(417,338.54)
(225,674.99)
(31,463.14)
(94,429.01)
(18,947.30)
(1,055,643.62)
Description
Chemicals
DU PONT (E.I.) DE NEMOURS
DU PONT (E.I.) DE NEMOURS
DU PONT (E.I.) DE NEMOURS
DU PONT (E.I.) DE NEMOURS
DU PONT (E.I.) DE NEMOURS
DU PONT (E.I.) DE NEMOURS
Yield
Ratings
2.689
2.689
2.677
2.677
2.677
2.677
A2
A2
A2
A2
A2
A2
A
A
A
A
A
A
A
A
A
A
A
A
1.042
2.186
1.061
2.249
NA
NA
NA
NA
BBB+
A
BBB+
A
NA
NA
NA
NA
2.219
2.219
2.219
2.223
2.223
2.223
2.223
2.235
2.235
2.271
2.258
2.258
2.257
2.257
2.269
2.269
2.274
2.274
2.271
2.271
2.271
2.270
2.270
2.307
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
Aa1
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
2.307
Aa1
AA
NA
2.724
2.724
2.755
2.766
Aa3
Aa3
Aa3
Aa3
AAAAAAAA-
A+
A+
A+
A+
6 item(s)
Chemicals
SCIF-Wellington
04/20/2015
04/20/2015
06/04/2015
06/04/2015
04/23/2015
04/23/2015
06/09/2015
06/09/2015
(293,042.98)
(205,113.46)
(166,179.65)
(468,393.33)
(1,132,729.42)
ECOLAB INC
PRAXAIR INC
ECOLAB INC
PRAXAIR INC
4 item(s)
Commercial Services
SCIF-Blackrock
05/20/2015
05/20/2015
05/20/2015
05/21/2015
05/21/2015
05/21/2015
05/21/2015
05/22/2015
05/22/2015
05/26/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
05/29/2015
05/29/2015
06/01/2015
06/01/2015
06/02/2015
06/02/2015
06/02/2015
06/03/2015
06/03/2015
06/04/2015
05/26/2015
05/26/2015
05/26/2015
05/27/2015
05/27/2015
05/27/2015
05/27/2015
05/28/2015
05/28/2015
05/29/2015
06/01/2015
06/01/2015
06/02/2015
06/02/2015
06/03/2015
06/03/2015
06/04/2015
06/04/2015
06/05/2015
06/05/2015
06/05/2015
06/08/2015
06/08/2015
06/09/2015
(11,047.57)
(53,185.03)
(124,857.69)
(25,469.27)
(18,597.15)
(154,932.87)
(7,089.38)
(61,735.17)
(22,976.92)
(71,398.00)
(12,161.03)
(160,412.10)
(66,817.51)
(30,474.79)
(8,512.35)
(48,520.24)
(30,379.87)
(123,408.46)
(36,058.45)
(1,880.01)
(108,939.11)
(11,576.24)
(108,945.17)
(125,412.47)
(1,424,786.85)
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
AUTOMATIC DATA PROCESSING
24 item(s)
Commercial Services
SCIF-Wellington
06/04/2015
06/09/2015
(394,638.01)
(394,638.01)
AUTOMATIC DATA PROCESSING
1 item(s)
Computers
SCIF-Blackrock
06/11/2015
06/11/2015
06/12/2015
06/15/2015
06/16/2015
06/16/2015
06/17/2015
06/18/2015
(241,033.66)
(165,483.64)
(391,454.58)
(291,063.65)
(1,089,035.53)
INTL BUSINESS MACHINES CORP
INTL BUSINESS MACHINES CORP
INTL BUSINESS MACHINES CORP
INTL BUSINESS MACHINES CORP
4 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 19
Trade
SCIF-Wellington
04/20/2015
04/20/2015
06/05/2015
06/05/2015
06/05/2015
06/08/2015
Settle
04/23/2015
04/23/2015
06/10/2015
06/10/2015
06/10/2015
06/11/2015
Principal
(40,614.56)
(30,103.69)
(62,058.93)
(225,108.35)
(30,977.42)
(853,799.04)
(1,242,661.99)
Description
Cosmetics/Personal Care
PROCTER & GAMBLE CO/THE
COLGATE-PALMOLIVE CO
PROCTER & GAMBLE CO/THE
PROCTER & GAMBLE CO/THE
PROCTER & GAMBLE CO/THE
PROCTER & GAMBLE CO/THE
Yield
Ratings
3.107
2.133
3.351
3.351
3.351
3.337
Aa3
NA
Aa3
Aa3
Aa3
Aa3
AAAAAAAAAAAA-
NA
AANA
NA
NA
NA
1.295
1.295
1.308
1.308
1.308
1.313
1.313
1.313
A3
A3
A3
A3
A3
A3
A3
A3
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
A+
A+
A+
A+
A+
A+
A+
A+
2.296
A1
AA-
NA
3.364
3.674
3.716
3.729
3.729
3.734
3.733
3.710
3.735
3.669
3.624
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
AAAAAAAAAAA-
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
1.886
A2
A
A
1.604
1.767
NA
NA
A
A
NA
NA
1.265
1.285
A3
A3
A+
A+
A
A
6 item(s)
Diversified Financial Services
SCIF-Blackrock
06/11/2015
06/11/2015
06/12/2015
06/12/2015
06/12/2015
06/15/2015
06/15/2015
06/15/2015
06/16/2015
06/16/2015
06/17/2015
06/17/2015
06/17/2015
06/18/2015
06/18/2015
06/18/2015
(238,033.86)
(12,050.77)
(41,206.80)
(10,333.50)
(398,614.87)
(230,371.70)
(100,263.35)
(50,149.61)
(1,081,024.46)
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
AMERICAN EXPRESS CO
8 item(s)
Diversified Finan Serv
SCIF-Wellington
06/04/2015
06/09/2015
(77,478.23)
(77,478.23)
BLACKROCK INC
1 item(s)
Electric
SCIF-Wellington
04/20/2015
06/04/2015
06/05/2015
06/08/2015
06/08/2015
06/09/2015
06/10/2015
06/11/2015
06/12/2015
06/17/2015
06/18/2015
04/23/2015
06/09/2015
06/10/2015
06/11/2015
06/11/2015
06/12/2015
06/15/2015
06/16/2015
06/17/2015
06/22/2015
06/23/2015
(191,139.43)
(476,594.62)
(409,045.04)
(248,214.37)
(227,799.54)
(488,506.27)
(803,678.00)
(228,387.39)
(1,559,197.97)
(230,787.75)
(887,077.48)
(5,750,427.86)
DOMINION RESOURCES INC/VA
DOMINION RESOURCES INC/VA
DOMINION RESOURCES INC/VA
DOMINION RESOURCES INC/VA
DOMINION RESOURCES INC/VA
DOMINION RESOURCES INC/VA
DOMINION RESOURCES INC/VA
DOMINION RESOURCES INC/VA
DOMINION RESOURCES INC/VA
DOMINION RESOURCES INC/VA
DOMINION RESOURCES INC/VA
11 item(s)
Electronics
SCIF-Wellington
04/20/2015
04/23/2015
(60,882.92)
(60,882.92)
HONEYWELL INTERNATIONAL INC
1 item(s)
Healthcare-Products
SCIF-Wellington
06/04/2015
06/29/2015
06/09/2015
07/02/2015
(1,345,554.95)
(12,740,766.70)
(14,086,321.65)
MEDTRONIC PLC
MEDTRONIC PLC
2 item(s)
Healthcare-Services
SCIF-Wellington
04/20/2015
06/04/2015
04/23/2015
06/09/2015
(314,638.94)
(51,581.69)
(366,220.63)
UNITEDHEALTH GROUP INC
UNITEDHEALTH GROUP INC
2 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 20
Trade
SCIF-Blackrock
05/20/2015
05/20/2015
05/21/2015
05/22/2015
05/26/2015
05/26/2015
05/27/2015
05/28/2015
05/29/2015
05/29/2015
05/29/2015
05/29/2015
06/01/2015
06/02/2015
06/03/2015
06/04/2015
06/04/2015
06/04/2015
06/04/2015
06/05/2015
Settle
05/26/2015
05/26/2015
05/27/2015
05/28/2015
05/29/2015
05/29/2015
06/01/2015
06/02/2015
06/03/2015
06/03/2015
06/03/2015
06/03/2015
06/04/2015
06/05/2015
06/08/2015
06/09/2015
06/09/2015
06/09/2015
06/09/2015
06/10/2015
Principal
(796.96)
(68,651.11)
(78,073.68)
(87,431.17)
(134,186.89)
(39,109.86)
(96,351.30)
(106,027.42)
(192,683.33)
(385,750.00)
(274,052.51)
(25,417.78)
(402,069.57)
(496,507.48)
(344,381.41)
(95,114.14)
(303,851.80)
(94,791.89)
(94,796.81)
(227,388.30)
(3,547,433.41)
Des cription
Ins urance
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
CHUBB CORP
Yield
Ratings
2.078
2.078
2.088
2.105
2.126
2.126
2.109
2.106
2.123
2.123
2.123
2.123
2.134
2.131
2.128
2.150
2.150
2.150
2.150
2.170
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
A+
AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA-
1.934
NA
A-
BBB+
1.602
1.602
1.602
1.602
1.602
1.602
1.587
1.587
1.587
1.587
1.600
1.600
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
AAAAAAAAAAAA-
AAAAAAAAAAAA-
1.063
1.042
NA
NA
A
A
A
A
2.543
2.543
2.545
2.596
2.601
2.589
2.604
2.596
2.605
2.631
A3
A3
A3
A3
A3
A3
A3
A3
A3
A3
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
3.881
3.163
3.899
Aa1
Aaa
Aa1
AA
AAA
AA
WD
WD
WD
20 item(s)
Ins urance
SCIF-Wellington
06/04/2015
06/09/2015
(706,039.03)
(706,039.03)
MARSH & MCLENNAN COS
1 item(s)
Media
SCIF-Blackrock
06/10/2015
06/10/2015
06/10/2015
06/10/2015
06/10/2015
06/10/2015
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/12/2015
06/12/2015
06/15/2015
06/15/2015
06/15/2015
06/15/2015
06/15/2015
06/15/2015
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/17/2015
06/17/2015
(5,262.20)
(9,382.86)
(6,489.19)
(237,511.26)
(1,271,856.63)
(23,842.00)
(359,107.02)
(1,746.48)
(2,112,930.13)
(239,061.80)
(171,701.91)
(19,615.45)
(4,458,506.93)
COMCAST
COMCAST
COMCAST
COMCAST
COMCAST
COMCAST
COMCAST
COMCAST
COMCAST
COMCAST
COMCAST
COMCAST
CORP-SPECIAL CL A
CORP-SPECIAL CL A
CORP-SPECIAL CL A
CORP-SPECIAL CL A
CORP-SPECIAL CL A
CORP-SPECIAL CL A
CORP-SPECIAL CL A
CORP-SPECIAL CL A
CORP-SPECIAL CL A
CORP-SPECIAL CL A
CORP-SPECIAL CL A
CORP-SPECIAL CL A
12 item(s)
Media
SCIF-Wellington
04/20/2015
06/04/2015
04/23/2015
06/09/2015
(122,814.59)
(415,246.80)
(538,061.39)
WALT DISNEY CO/THE
WALT DISNEY CO/THE
2 item(s)
Oil&Gas
SCIF-Blackrock
05/21/2015
05/21/2015
05/22/2015
05/26/2015
05/27/2015
05/28/2015
05/29/2015
06/01/2015
06/02/2015
06/03/2015
05/27/2015
05/27/2015
05/28/2015
05/29/2015
06/01/2015
06/02/2015
06/03/2015
06/04/2015
06/05/2015
06/08/2015
(13,507.54)
(156,119.45)
(108,088.43)
(169,642.16)
(231,987.21)
(161,987.99)
(235,133.71)
(229,044.77)
(264,480.51)
(176,902.07)
(1,746,893.84)
PHILLIPS 66
PHILLIPS 66
PHILLIPS 66
PHILLIPS 66
PHILLIPS 66
PHILLIPS 66
PHILLIPS 66
PHILLIPS 66
PHILLIPS 66
PHILLIPS 66
10 item(s)
Oil&Gas
SCIF-Wellington
04/20/2015
04/20/2015
04/21/2015
04/23/2015
04/23/2015
04/24/2015
(664,478.77)
(701,585.58)
(209,623.30)
(1,575,687.65)
CHEVRON CORP
EXXON MOBIL CORP
CHEVRON CORP
3 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 21
Trade
SCIF-Blackrock
06/11/2015
06/11/2015
06/11/2015
06/11/2015
06/12/2015
06/12/2015
Settle
06/16/2015
06/16/2015
06/16/2015
06/16/2015
06/17/2015
06/17/2015
Principal
(386,768.36)
(360,138.72)
(259,240.48)
(85,605.91)
(291,418.45)
(9,194.95)
(1,392,366.87)
Description
Pharmaceuticals
Yield
Ratings
BRISTOL-MYERS SQUIBB CO
BRISTOL-MYERS SQUIBB CO
BRISTOL-MYERS SQUIBB CO
BRISTOL-MYERS SQUIBB CO
BRISTOL-MYERS SQUIBB CO
BRISTOL-MYERS SQUIBB CO
2.216
2.216
2.216
2.216
2.237
2.237
NA
NA
NA
NA
NA
NA
A+
A+
A+
A+
A+
A+
AAAAAA-
3.090
1.520
3.029
2.991
3.152
2.871
WR
NA
A1
WR
A1
Aaa
AA
AAA
AA
AA
AAA
A+
BBB+
A+
A+
A+
AAA
2.661
2.671
2.639
2.473
2.494
2.932
2.955
3.056
3.020
2.994
3.015
3.065
3.062
3.074
3.058
3.053
3.053
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
AAAAAAAAAAAAAAAAA-
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
NA
2.920
NA
A
A+
2.478
2.471
2.473
3.514
3.514
3.514
3.535
3.535
3.535
3.562
3.562
3.550
Aa2
Aa2
Aa2
WR
WR
WR
WR
WR
WR
WR
WR
WR
AA
AA
AA
A
A
A
A
A
A
A
A
A
AA
AA
AA
A
A
A
A
A
A
A
A
A
6 item(s)
Pharmaceuticals
SCIF-Wellington
04/20/2015
04/20/2015
04/20/2015
06/04/2015
06/04/2015
06/04/2015
04/23/2015
04/23/2015
04/23/2015
06/09/2015
06/09/2015
06/09/2015
(203,759.80)
(203,591.33)
(102,803.11)
(880,414.48)
(29,241.63)
(162,455.10)
(1,582,265.45)
MERCK & CO. INC.
CARDINAL HEALTH INC
PFIZER INC
MERCK & CO. INC.
PFIZER INC
JOHNSON & JOHNSON
6 item(s)
Pipelines
SCIF-Wellington
04/07/2015
04/08/2015
04/09/2015
04/20/2015
04/21/2015
06/04/2015
06/05/2015
06/08/2015
06/09/2015
06/10/2015
06/11/2015
06/12/2015
06/15/2015
06/16/2015
06/17/2015
06/18/2015
06/18/2015
04/10/2015
04/13/2015
04/14/2015
04/23/2015
04/24/2015
06/09/2015
06/10/2015
06/11/2015
06/12/2015
06/15/2015
06/16/2015
06/17/2015
06/18/2015
06/19/2015
06/22/2015
06/23/2015
06/23/2015
(713,089.25)
(572,890.93)
(779,569.40)
(101,045.65)
(787,444.68)
(643,544.22)
(211,695.45)
(600,555.94)
(1,221,164.89)
(826,344.68)
(119,782.65)
(239,550.81)
(443,007.70)
(396,470.53)
(131,318.28)
(81,925.49)
(241,072.97)
(8,110,473.52)
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
ENBRIDGE INC
17 item(s)
REITS
SCIF-Wellington
06/04/2015
06/09/2015
(237,941.59)
(237,941.59)
PUBLIC STORAGE
1 item(s)
Retail
SCIF-Blackrock
04/17/2015
04/20/2015
04/21/2015
06/11/2015
06/11/2015
06/11/2015
06/12/2015
06/12/2015
06/12/2015
06/15/2015
06/15/2015
06/16/2015
04/22/2015
04/23/2015
04/24/2015
06/16/2015
06/16/2015
06/16/2015
06/17/2015
06/17/2015
06/17/2015
06/18/2015
06/18/2015
06/19/2015
(1,235,717.22)
(638,479.22)
(571,398.89)
(254,445.65)
(16,833.81)
(112,776.79)
(31,595.78)
(36,335.05)
(94,935.38)
(322,121.50)
(18,727.54)
(194,995.60)
(3,528,362.43)
WAL-MART STORES INC
WAL-MART STORES INC
WAL-MART STORES INC
MCDONALD'S CORP
MCDONALD'S CORP
MCDONALD'S CORP
MCDONALD'S CORP
MCDONALD'S CORP
MCDONALD'S CORP
MCDONALD'S CORP
MCDONALD'S CORP
MCDONALD'S CORP
12 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(i) page 22
Trade
SCIF-Wellington
04/20/2015
04/20/2015
04/21/2015
06/04/2015
06/04/2015
06/04/2015
Settle
04/23/2015
04/23/2015
04/24/2015
06/09/2015
06/09/2015
06/09/2015
Principal
(289,622.90)
(121,873.41)
(644,723.66)
(425,610.96)
(287,874.14)
(293,924.88)
(2,063,629.95)
Description
Retail
WAL-MART STORES INC
WALGREENS BOOTS ALLIANCE INC
WAL-MART STORES INC
TJX COMPANIES INC
CVS HEALTH CORP
MCDONALD'S CORP
Yield
Ratings
2.471
1.524
2.473
1.120
1.239
3.487
Aa2
WR
Aa2
NA
NA
WR
AA
BBB
AA
A+
BBB+
A
AA
NA
AA
NA
WD
A
2.425
2.425
2.425
2.425
2.425
2.425
2.425
2.425
2.425
2.425
2.425
2.425
2.446
2.446
2.446
2.446
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
AA+
1.177
2.609
NA
Aaa
AAAAA
A+
AA+
1.709
1.709
1.709
1.808
1.808
1.808
1.795
1.795
1.795
1.795
1.795
1.782
1.782
1.782
1.782
1.782
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
Baa1
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
BBB+
WD
WD
WD
WD
WD
WD
WD
WD
WD
WD
WD
WD
WD
WD
WD
WD
1.357
A2
A
NA
6 item(s)
Software
SCIF-Blackrock
04/30/2015
04/30/2015
04/30/2015
04/30/2015
05/01/2015
05/01/2015
05/01/2015
05/01/2015
05/01/2015
05/01/2015
05/01/2015
05/01/2015
05/04/2015
05/04/2015
05/04/2015
05/04/2015
05/05/2015
05/05/2015
05/05/2015
05/05/2015
05/06/2015
05/06/2015
05/06/2015
05/06/2015
05/06/2015
05/06/2015
05/06/2015
05/06/2015
05/07/2015
05/07/2015
05/07/2015
05/07/2015
(62,768.04)
(112,327.45)
(16,040.20)
(240,825.15)
(16,437.32)
(67,474.01)
(287,091.65)
(92,271.69)
(23,130.64)
(30,071.08)
(334,442.91)
(67,794.35)
(86,199.73)
(547,290.95)
(102,893.11)
(52,215.54)
(2,139,273.82)
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
MICROSOFT CORP
16 item(s)
Software
SCIF-Wellington
04/20/2015
06/04/2015
04/23/2015
06/09/2015
(18,392.53)
(555,716.74)
(574,109.27)
ORACLE CORP
MICROSOFT CORP
2 item(s)
Transportation
SCIF-Blackrock
05/01/2015
05/01/2015
05/01/2015
05/05/2015
05/05/2015
05/05/2015
05/06/2015
05/06/2015
05/06/2015
05/06/2015
05/06/2015
05/07/2015
05/07/2015
05/07/2015
05/07/2015
05/07/2015
05/06/2015
05/06/2015
05/06/2015
05/08/2015
05/08/2015
05/08/2015
05/11/2015
05/11/2015
05/11/2015
05/11/2015
05/11/2015
05/12/2015
05/12/2015
05/12/2015
05/12/2015
05/12/2015
(51,622.42)
(192,118.07)
(283,422.11)
(188,075.52)
(49,054.41)
(63,539.53)
(295,456.22)
(211,662.63)
(50,079.15)
(50,100.20)
(50,457.96)
(38,346.06)
(128,114.23)
(9,480.65)
(106,227.88)
(35,387.43)
(1,803,144.47)
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
CSX CORP
16 item(s)
Transportation
SCIF-Wellington
04/20/2015
04/23/2015
(130,737.34)
(130,737.34)
CANADIAN NATL RAILWAY CO
1 item(s)
Total Equity Sales
BlackRock Investment Mgt
(33,065,867.48)
210 item(s)
Total Equity Sales
Wellington Management
(42,311,086.32)
76 item(s)
Grand Total
EQUITY SALES
(75,376,953.80)
286 item(s)
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Investments)
Attachment 3b(ii) page 1
COMPLIANCE REPORT
As of June 30, 2015
The following is a list of securities currently not in compliance with State Fund’s Investment Policy.
State Fund’s Investment Policy is reviewed annually by the Investment Committee and approved by
the Board of Directors.
Footnotes
Description
Current
Face
Maturity Coupon Book
Date
Rate
Yield
Rating
Port.
Mngr.
Long-term Investments
Canadian Issuer Rated Below
AA1
1, 2
Province of New Brunswick
85,000,000 02/21/17 5.20%
Total: Canadian Rated Below AA- 85,000,000 1 item(s)
Bonds Not Rated
Oregon State
Total: Bonds Not Rated
Grand Total:
9,746,552
9,746,552
94,746,552
06/01/16 5.31%
1 item(s)
Deutsche
/NEAM
4.58%
Aa2/A+/NA
4.60%
NA/NR/WR Deutsche
2 item(s)
(1) This bond rated below AA- was in compliance with our investment guidelines at the time of purchase.
(2) Oregon State bond was initially rated AAA based on the financial strength of insurance enhancement, but
subsequently the ratings were withdrawn. We own other Oregon State bonds in the portfolio and the
underlying ratings for all the State of Oregon bonds are Aa1/AA+. State Fund filed and received an NAIC
1 designation from SVO for this bond on 02/27/2015.
MOTION: To approve and ratify the transactions described on this list.
State Compensation Insurance Fund
Board of Directors – August 18, 2015
Open Agenda Item 7ci – Bond Transactions and Compliance Report (Compliance)