Annual Report PDF file 2009 - State of Illinois

Moody’s S&P Shares/Quality Quality Par Maturity Interest Fair CurrentRating Rating Value Date Rate Cost Value Yield Duration$ FIXED INCOME (continued) % $ $ %Federal Agency & Other Governments (continued)AAA AAA 295,329 FNMA POOL 254591 01/01/18 5.50 300,901 312,495 3.21 2.08AAA AAA 33,256 FNMA POOL 254761 06/01/18 5.50 33,863 35,179 3.21 2.06AAA AAA 191,988 FNMA POOL 323842 07/01/14 5.50 196,683 201,288 2.14 1.64AAA AAA 400,307 FNMA POOL 357327 01/01/18 5.00 402,465 419,931 3.08 2.03AAA AAA 9,276 FNMA POOL 452341 12/01/13 5.50 9,501 9,725 2.28 0.00AAA AAA 1,079,107 FNMA POOL 545378 12/01/11 5.41 1,121,148 1,150,390 4.48 4.99AAA AAA 275,643 FNMA POOL 545968 10/01/17 5.50 281,212 291,837 3.10 2.02AAA AAA 142,661 FNMA POOL 555471 04/01/18 5.50 145,544 151,043 3.10 2.04AAA AAA 221,788 FNMA POOL 555531 06/01/33 5.50 222,741 230,113 4.25 3.19AAA AAA 70,730 FNMA POOL 555880 11/01/33 5.50 71,011 73,385 4.25 3.10AAA AAA 1,090 FNMA POOL 570778 03/01/16 5.50 1,114 1,152 2.87 2.04AAA AAA 16,234 FNMA POOL 617271 01/01/17 5.50 16,571 17,163 3.10 2.04AAA AAA 34,983 FNMA POOL 660629 10/01/17 5.50 35,690 37,038 3.07 0.00AAA AAA 80,004 FNMA POOL 668339 11/01/17 5.50 81,596 84,679 3.21 2.05AAA AAA 28,298 FNMA POOL 678542 02/01/18 5.50 28,864 29,952 3.24 0.00AAA AAA 140,733 FNMA POOL 696569 04/01/18 5.50 143,389 148,913 3.21 2.01AAA AAA 377,896 FNMA POOL 725162 02/01/34 6.00 384,952 398,223 4.22 2.95AAA AAA 572,698 FNMA POOL 725519 05/01/19 5.50 583,146 605,808 3.21 2.11AAA AAA 187,952 FNMA POOL 727361 08/01/18 5.00 188,965 196,931 3.40 0.00AAA AAA 267,773 FNMA POOL 728803 08/01/18 5.00 269,216 280,732 3.22 0.00AAA AAA 281,402 FNMA POOL 735611 03/01/20 5.50 287,000 297,840 3.21 1.99AAA AAA 103,932 FNMA POOL 738259 10/01/18 5.50 105,763 109,908 3.24 1.91AAA AAA 39,862 FNMA POOL 740987 10/01/18 5.50 40,527 42,154 3.24 1.72AAA AAA 2,289,708 FNMA POOL 745193 06/01/20 5.50 2,331,470 2,422,081 3.21 2.08AAA AAA 4,452,733 FNMA POOL 745275 02/01/36 5.00 4,547,946 4,548,049 4.43 3.52AAA AAA 644,267 FNMA POOL 745813 03/01/20 5.00 646,935 674,643 3.41 0.00AAA AAA 47,811 FNMA POOL 773074 04/01/34 5.50 47,986 49,590 4.27 0.00AAA AAA 1,859,838 FNMA POOL 835760 09/01/35 4.50 1,884,248 1,863,034 4.39 4.04AAA AAA 16,571 FNMA POOL 836464 10/01/35 1.00 16,569 16,813 2.27 0.08AAA AAA 3,587 FNMA POOL 836852 10/01/35 1.00 3,585 3,637 2.25 0.07AAA AAA 1 FNMA POOL 844052 11/01/35 1.00 1 1 2.24 0.08AAA AAA 7,011,817 FNMA POOL 888129 02/01/37 5.50 7,213,522 7,256,410 3.57 1.84AAA AAA 3,773,767 FNMA POOL 888268 03/01/37 6.00 3,903,090 3,956,706 3.13 0.68AAA AAA 307,249 FNMA POOL 888285 03/01/37 6.50 324,531 327,808 2.63 0.71AAA AAA 5,030,129 FNMA POOL 889554 04/01/38 6.00 5,223,475 5,268,471 4.38 0.00AAA AAA 5,457,325 FNMA POOL 889579 05/01/38 6.00 5,638,466 5,714,204 3.27 1.12AAA AAA 5,511,811 FNMA POOL 889658 06/01/38 6.50 5,712,120 5,878,907 2.63 0.97AAA AAA 8,194,022 FNMA POOL 889802 07/01/37 5.00 8,078,094 8,369,425 4.21 3.16AAA AAA 873,754 FNMA POOL 889852 05/01/35 5.50 877,235 906,418 0.00AAA AAA 830,953 FNMA POOL 897936 08/01/21 5.50 833,290 875,357 3.05 1.21AAA AAA 1 FNMA POOL 913990 02/01/37 1.00 1 1 2.69 0.00AAA AAA 1 FNMA POOL 933953 07/01/38 5.00 1 1 4.35 3.69AAA AAA 1 FNMA POOL 934313 06/01/38 5.00 1 1 4.35 3.76AAA AAA 1 FNMA POOL 934329 07/01/38 5.00 1 1 4.53 0.00AAA AAA 1 FNMA POOL 953611 03/01/38 5.00 1 1 4.39 0.00AAA AAA 3,913,505 FNMA POOL 961921 03/01/38 5.00 3,876,205 3,989,941 4.10 3.36AAA AAA 1 FNMA POOL 962767 04/01/38 5.00 1 1 4.51 0.00AAA AAA 1 FNMA POOL 968294 02/01/38 5.00 1 1 4.10 3.39AAA AAA 1 FNMA POOL 969007 02/01/38 5.00 1 1 4.10 3.42AAA AAA 1 FNMA POOL 970022 06/01/38 5.00 1 1 4.35 3.81AAA AAA 1 FNMA POOL 974385 04/01/38 5.00 1 1 4.10 3.42AAA AAA 1 FNMA POOL 975639 07/01/38 5.00 1 1 4.35 3.75AAA AAA 1 FNMA POOL 981525 07/01/38 5.00 1 1 4.35 3.80AAA AAA 1 FNMA POOL 981635 06/01/38 5.00 1 1 4.47 0.00AAA AAA 1 FNMA POOL 984819 07/01/38 5.00 1 1 4.35 3.77AAA AAA 4,000,000 FREDDIE MAC 04/26/11 1.63 3,998,120 4,025,600 1.20 1.79AAA AAA 7,900,000 FREDDIE MAC 01/15/14 4.50 7,931,503 8,488,665 2.73 4.10AAA AAA 38,868 GNMA II POOL 003830 03/20/36 5.50 38,607 40,251 4.13 2.46AAA AAA 2,031,562 GNMA II POOL 003864 06/20/36 5.50 2,016,325 2,103,857 3.86 2.13AAA AAA 252,625 GNMA II POOL 004217 08/20/38 6.50 256,148 266,125 3.43 1.83AAA AAA 22,610 GNMA II POOL 080916 05/20/34 3.75 21,825 22,939 1.81 1.58AAA AAA 509,859 GNMA II POOL 616649 10/20/24 5.50 524,517 529,357 4.14 1.87AAA AAA 502 GNMA POOL 136272 10/15/15 10.00 511 568 5.20 1.32AAA AAA 139 GNMA POOL 140143 02/15/16 10.50 143 158 5.32 1.20AAA AAA 3,709 GNMA POOL 153366 02/15/16 10.00 3,771 4,213 5.45 1.29AAA AAA 932 GNMA POOL 159455 04/15/16 10.00 947 1,059 5.45 1.26AAA AAA 7,371 GNMA POOL 169345 07/15/19 10.00 7,496 8,519 5.09 0.91AAA AAA 296 GNMA POOL 186289 11/15/18 10.00 301 340 5.08 1.07AAA AAA 369 GNMA POOL 224963 11/15/17 10.00 375 423 5.08 1.05AAA AAA 5,018 GNMA POOL 227416 06/15/19 10.50 5,163 5,870 4.01 0.59AAA AAA 4,318 GNMA POOL 248669 09/15/20 10.00 4,391 5,001 5.09 1.21AAA AAA 345 GNMA POOL 257398 09/15/18 10.00 351 393 5.45 1.24AAA AAA 3,099 GNMA POOL 257979 06/15/19 10.50 3,189 3,381 5.14 1.16AAA AAA 6,305 GNMA POOL 260471 08/15/18 10.00 6,411 7,253 5.15 0.98ILLINOIS STATE BOARD OF INVESTMENT29