Comprehensive Annual Financial Report Fiscal Year Ended June 30, 2006 BASIC FINANCIAL STATEMENTS Statement of Fiduciary Net Assets Fiduciary Funds

State of Connecticut

Statement of Fiduciary Net Assets
Fiduciary Funds
June 30, 2006
(Expressed in Thousands)
Private-
Pension & Investment Purpose
Other Employee Trust Fund Trust Fund
Benefit External Escheat Agency
Trust Funds Investment Pool Securities Funds Total
Assets          
Cash and Cash Equivalents $24,243 $- $- $124,863 $149,106
Receivables:          
Accounts, Net of Allowances 13,586 - - 4,183 17,769
From Other Governments 2,274 - - - 2,274
From Other Funds 1,577 - - 3,525 5,102
Interest 783 1,673 - 317 2,773
Investments 22,726,546 914,516 - - 23,641,062
Inventories - - - 607 607
Securities Lending Collateral 2,801,502 - - - 2,801,502
Other Assets 5,474 6 58,801 355,390 419,671
Total Assets 25,575,985 916,195 58,801 $488,885 27,039,866
Liabilities          
Accounts Payable and Accrued Liabilities 36 3,745 - $1,526 5,307
Securities Lending Obligation 2,801,502 - - - 2,801,502
Due to Other Funds 12,820 - - - 12,820
Other Liabilities - 2 - 3,744 3,746
Funds Held for Others - - - 483,615 483,615
Total Liabilities 2,814,358 3,747 - $488,885 3,306,990
Net Assets          
Held in Trust For:          
Employees' Pension Benefits (Note 13) 22,714,728 - -   22,714,728
Other Employee Benefits 46,899 - -   46,899
Individuals, Organizations,          
and Other Governments - 912,448 58,801   971,249
Total Net Assets $22,761,627 $912,448 $58,801   $23,732,876

The accompanying notes are an integral part of the financial statements.