Annual Report PDF file 2009 - State of Illinois
Annual Report PDF file 2009 - State of Illinois 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
PORTFOLIO OF INVESTMENTSJUNE 30, 2009 (CONTINUED)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 1,065 GNMA POOL 260751 10/15/18 10.00 1,083 1,225 5.15 0.99AAA AAA 1,356 GNMA POOL 261915 11/15/18 10.00 1,379 1,545 5.45 1.23AAA AAA 3,545 GNMA POOL 263171 11/15/18 10.00 3,604 4,083 5.15 0.99AAA AAA 1,206 GNMA POOL 273972 08/15/20 10.00 1,226 1,398 6.03 1.47AAA AAA 305 GNMA POOL 274337 05/15/19 10.00 310 351 5.15 1.02AAA AAA 128 GNMA POOL 278737 09/15/19 10.00 130 133 5.50 0.50AAA AAA 2,761 GNMA POOL 278790 06/15/19 10.00 2,807 3,191 5.09 0.85AAA AAA 1,464 GNMA POOL 283915 06/15/20 10.00 1,488 1,680 5.08 1.32AAA AAA 424 GNMA POOL 291443 08/15/20 10.00 431 491 6.03 1.42AAA AAA 823 GNMA POOL 298521 10/15/20 10.00 837 942 5.08 1.45AAA AAA 1,262,338 GNMA POOL 605107 03/15/34 5.50 1,287,585 1,311,796 4.22 2.68AAA AAA 1 GNMA POOL 637313 12/15/34 5.00 1 1 4.15 2.86AAA AAA 1 GNMA POOL 650080 11/15/35 5.00 1 1 4.52 0.00AAA AAA 1,560,989 GNMA POOL 651861 06/15/36 6.00 1,572,892 1,633,063 3.57 1.75AAA AAA 1,640,240 GNMA POOL 676390 01/15/38 6.00 1,657,411 1,713,923 3.54 1.84AAA AAA 1 GNMA POOL 781885 03/15/35 5.00 1 1 4.15 2.68A2 A- 12,000,000 ISRAEL ST 02/01/13 5.00 12,000,000 11,999,760Total Federal Agency & Other Governments 583,596,522 589,489,195Total Government & Agency Obligations 656,499,039 665,018,889Foreign ObligationsYankee BondsB2 B 614,000 ASHTEAD HLDGS PLC 08/01/15 8.63 343,840 523,435 12.12 4.38AA1 AA 1,800,000 BP CAPITAL MARKETS PLC 11/07/13 5.25 1,798,830 1,892,990 3.42 3.92A3 A- 1,140,000 CANADIAN NATL RY CO 01/15/14 4.95 1,146,167 1,193,431 3.89 4.03AA1 A+ 1,500,000 DEUTSCHE BK AG 05/20/13 4.88 1,502,610 1,540,778 4.13 3.54BAA1 BBB+ 1,900,000 DEUTSCHE TELEKOM INT FIN 07/08/19 6.00 1,888,049 1,899,728 5.88 7.72A3 A- 3,630,000 DIAGEO CAP PLC 01/15/14 7.38 3,671,503 4,116,459 4.17 3.79BA3 BB- 2,500,000 INTERGEN NV 06/30/17 9.00 2,479,725 2,368,750 9.97 5.60B3 B 3,110,000 NOVELIS INC 02/15/15 7.25 2,989,550 2,363,600 13.47 4.21B2 B 328,000 NTL CABLE PLC 04/15/14 8.75 346,040 319,800 9.40 3.72C CC 1,328,000 NXP B V/NXP FDG LLC 10/15/14 7.88 1,032,520 604,240 28.34 3.38B2 B 2,092,000 QUEBECOR MEDIA INC 03/15/16 7.75 2,099,213 1,895,876 9.68 5.13CAA3 CCC- 3,276,000 SENSATA TECHNOLOGIES B V 05/01/14 8.00 3,305,250 1,609,335 27.70 3.24BA2 BB+ 5,000,000 STENA AB 11/01/13 7.50 5,043,750 4,212,500 12.29 3.51BA2 BB+ 758,000 TECK RESOURCES LIMITED 05/15/16 10.25 717,477 794,005 9.29 4.81BA2 BB+ 2,124,000 TECK RESOURCES LIMITED 144A 05/15/19 10.75 2,015,527 2,283,300 9.55 5.79A3 A- 1,500,000 TRANSCANADA PIPELINES LTD 01/15/19 7.13 1,590,270 1,699,885 5.42 7.01BA2 BB- 385,000 VIDEOTRON LTEE 01/15/14 6.88 397,051 356,125 8.92 3.71BA2 BB- 886,000 VIDEOTRON LTEE 04/15/18 9.13 872,108 900,398 8.86 5.79B2 B 2,703,000 VIRGIN MEDIA FINANCE PLC 08/15/16 9.50 2,714,469 2,662,455 9.78 5.15Total Yankee Bonds 35,953,949 33,237,090Total Foreign Obligations 35,953,949 33,237,090Corporate ObligationsFinanceA3 A- 2,875,000 ALLSTATE CORP 12/01/09 7.20 3,143,946 2,925,640 3.38 0.42A2 BBB+ 2,900,000 AMERICAN EXPRESS CEN BANK NEW 06/12/17 5.95 2,938,048 2,690,068 7.43 6.28A2 BBB+ 1,725,000 AMERICAN EXPRESS CREDIT CORP. 08/20/13 7.30 1,768,227 1,805,264 6.19 3.50B3 B 1,962,000 ARAMARK CORP. 02/01/15 8.50 2,017,181 1,903,140 9.20 4.19BA2 BB+ 2,500,000 AXCAN INTERMEDIATE HOLD 03/01/15 9.25 2,468,425 2,512,500 9.13 4.20A2 A 7,300,000 BANK AMER. CORP. 01/15/13 4.88 7,359,160 7,129,295 5.25 3.17A2 A 2,210,000 BANK AMER. CORP. 10/14/16 5.63 2,252,687 2,020,227 7.36 5.86A2 A 1,210,000 BANK AMER. CORP. 12/01/17 5.75 1,136,146 1,089,314 7.53 6.59AA2 AA- 500,000 BANK NEW YORK INC MED TERM SR 04/01/13 4.50 499,485 516,976 3.99 3.43A2 A 400,000 BANK OF AMERICA CORP. 06/01/19 7.63 396,976 399,124 7.55 7.05AAA AAA 6,000,000 BANK OF AMERICA CORP. 06/15/12 3.13 5,996,940 6,187,055 2.03 2.84AA3 A+ 2,700,000 BEAR STEARNS & CO INC. 11/15/14 5.70 2,810,462 2,776,348 5.29 4.64CAA2 CCC- 5,200,000 BEAZER HOMES USA INC. 07/15/15 6.88 5,119,300 2,444,000 23.89 3.84AA2 AAA 3,900,000 BERKSHIRE HATHAWAY FIN. CORP. 01/15/15 4.85 4,036,953 4,083,880 4.02 4.84A2 A+ 975,000 CHUBB CORP. 05/15/38 6.50 994,810 1,053,222 5.89 13.56BA2 BB- 4,000,000 CIT GROUP INC. NEW 11/03/09 4.13 3,893,430 3,791,680 20.29 0.31A3 A 8,190,000 CITIGROUP INC. 01/18/11 6.50 8,417,250 8,366,910 5.44 1.42AAA AAA 2,900,000 CITIGROUP INC. 04/30/12 2.13 2,925,520 2,909,093 1.96 2.75A3 A 3,865,000 CITIGROUP INC. 04/11/13 5.50 3,746,963 3,651,053 7.43 3.32A3 A 600,000 CITIGROUP INC. 05/22/19 8.50 619,740 609,016 8.24 6.76AAA AAA 3,300,000 CITIGROUP INC. 12/09/10 1.18 3,300,000 3,325,713 0.52 0.20CAA1 CCC+ 2,698,000 FORD MOTOR CREDIT CO. 12/15/16 8.00 2,596,825 2,062,702 13.03 5.22B3 B 3,026,000 GCI INC 02/15/14 7.25 2,964,541 2,761,225 9.64 3.74AA2 AA+ 2,535,000 GENERAL ELECTRIC CAPITAL CORP. 01/19/10 7.38 2,795,288 2,600,045 1.86 0.53A2 AA+ 2,665,000 GENERAL ELECTRIC CAPITAL CORP. 10/19/12 5.25 2,788,896 2,730,766 4.33 3.01AA2 AA+ 1,195,000 GENERAL ELECTRIC CAPITAL CORP. 03/15/32 6.75 1,246,286 1,061,295 7.71 10.77ILLINOIS STATE BOARD OF INVESTMENT30
- Page 1 and 2: 2009ANNUALREPORTILLINOISSTATEBOARDO
- Page 3 and 4: BOARD MEMBERSCHAIRMANRonald E. Powe
- Page 5 and 6: International Equity 17%U.S. Equity
- Page 7 and 8: % Investment Returns June 30201510T
- Page 9 and 10: FINANCIAL HIGHLIGHTSFISCAL YEARS EN
- Page 11 and 12: FINANCIALSTATEMENTS2009ILLINOIS STA
- Page 13 and 14: MANAGEMENT’S DISCUSSION AND ANALY
- Page 15 and 16: STATEMENT OF NET ASSETSJUNE 30, 200
- Page 18 and 19: Note 2Deposits, Investments, and In
- Page 20 and 21: Note 2 (continued)Deposits, Investm
- Page 22 and 23: Note 2 (continued)Deposits, Investm
- Page 24 and 25: Note 3 General StateMember Systems
- Page 26 and 27: Note 4PensionsPlan DescriptionAll o
- Page 28 and 29: SUPPLEMENTALFINANCIALINFORMATION200
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PORTFOLIO OF INVESTMENTSJUNE 30, <strong>2009</strong> (CONTINUED)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 1,065 GNMA POOL 260751 10/15/18 10.00 1,083 1,225 5.15 0.99AAA AAA 1,356 GNMA POOL 261915 11/15/18 10.00 1,379 1,545 5.45 1.23AAA AAA 3,545 GNMA POOL 263171 11/15/18 10.00 3,604 4,083 5.15 0.99AAA AAA 1,206 GNMA POOL 273972 08/15/20 10.00 1,226 1,398 6.03 1.47AAA AAA 305 GNMA POOL 274337 05/15/19 10.00 310 351 5.15 1.02AAA AAA 128 GNMA POOL 278737 09/15/19 10.00 130 133 5.50 0.50AAA AAA 2,761 GNMA POOL 278790 06/15/19 10.00 2,807 3,191 5.09 0.85AAA AAA 1,464 GNMA POOL 283915 06/15/20 10.00 1,488 1,680 5.08 1.32AAA AAA 424 GNMA POOL 291443 08/15/20 10.00 431 491 6.03 1.42AAA AAA 823 GNMA POOL 298521 10/15/20 10.00 837 942 5.08 1.45AAA AAA 1,262,338 GNMA POOL 605107 03/15/34 5.50 1,287,585 1,311,796 4.22 2.68AAA AAA 1 GNMA POOL 637313 12/15/34 5.00 1 1 4.15 2.86AAA AAA 1 GNMA POOL 650080 11/15/35 5.00 1 1 4.52 0.00AAA AAA 1,560,989 GNMA POOL 651861 06/15/36 6.00 1,572,892 1,633,063 3.57 1.75AAA AAA 1,640,240 GNMA POOL 676390 01/15/38 6.00 1,657,411 1,713,923 3.54 1.84AAA AAA 1 GNMA POOL 781885 03/15/35 5.00 1 1 4.15 2.68A2 A- 12,000,000 ISRAEL ST 02/01/13 5.00 12,000,000 11,999,760Total Federal Agency & Other Governments 583,596,522 589,489,195Total Government & Agency Obligations 656,499,039 665,018,889Foreign ObligationsYankee BondsB2 B 614,000 ASHTEAD HLDGS PLC 08/01/15 8.63 343,840 523,435 12.12 4.38AA1 AA 1,800,000 BP CAPITAL MARKETS PLC 11/07/13 5.25 1,798,830 1,892,990 3.42 3.92A3 A- 1,140,000 CANADIAN NATL RY CO 01/15/14 4.95 1,146,167 1,193,431 3.89 4.03AA1 A+ 1,500,000 DEUTSCHE BK AG 05/20/13 4.88 1,502,610 1,540,778 4.13 3.54BAA1 BBB+ 1,900,000 DEUTSCHE TELEKOM INT FIN 07/08/19 6.00 1,888,049 1,899,728 5.88 7.72A3 A- 3,630,000 DIAGEO CAP PLC 01/15/14 7.38 3,671,503 4,116,459 4.17 3.79BA3 BB- 2,500,000 INTERGEN NV 06/30/17 9.00 2,479,725 2,368,750 9.97 5.60B3 B 3,110,000 NOVELIS INC 02/15/15 7.25 2,989,550 2,363,600 13.47 4.21B2 B 328,000 NTL CABLE PLC 04/15/14 8.75 346,040 319,800 9.40 3.72C CC 1,328,000 NXP B V/NXP FDG LLC 10/15/14 7.88 1,032,520 604,240 28.34 3.38B2 B 2,092,000 QUEBECOR MEDIA INC 03/15/16 7.75 2,099,213 1,895,876 9.68 5.13CAA3 CCC- 3,276,000 SENSATA TECHNOLOGIES B V 05/01/14 8.00 3,305,250 1,609,335 27.70 3.24BA2 BB+ 5,000,000 STENA AB 11/01/13 7.50 5,043,750 4,212,500 12.29 3.51BA2 BB+ 758,000 TECK RESOURCES LIMITED 05/15/16 10.25 717,477 794,005 9.29 4.81BA2 BB+ 2,124,000 TECK RESOURCES LIMITED 144A 05/15/19 10.75 2,015,527 2,283,300 9.55 5.79A3 A- 1,500,000 TRANSCANADA PIPELINES LTD 01/15/19 7.13 1,590,270 1,699,885 5.42 7.01BA2 BB- 385,000 VIDEOTRON LTEE 01/15/14 6.88 397,051 356,125 8.92 3.71BA2 BB- 886,000 VIDEOTRON LTEE 04/15/18 9.13 872,108 900,398 8.86 5.79B2 B 2,703,000 VIRGIN MEDIA FINANCE PLC 08/15/16 9.50 2,714,469 2,662,455 9.78 5.15Total Yankee Bonds 35,953,949 33,237,090Total Foreign Obligations 35,953,949 33,237,090Corporate ObligationsFinanceA3 A- 2,875,000 ALLSTATE CORP 12/01/09 7.20 3,143,946 2,925,640 3.38 0.42A2 BBB+ 2,900,000 AMERICAN EXPRESS CEN BANK NEW 06/12/17 5.95 2,938,048 2,690,068 7.43 6.28A2 BBB+ 1,725,000 AMERICAN EXPRESS CREDIT CORP. 08/20/13 7.30 1,768,227 1,805,264 6.19 3.50B3 B 1,962,000 ARAMARK CORP. 02/01/15 8.50 2,017,181 1,903,140 9.20 4.19BA2 BB+ 2,500,000 AXCAN INTERMEDIATE HOLD 03/01/15 9.25 2,468,425 2,512,500 9.13 4.20A2 A 7,300,000 BANK AMER. CORP. 01/15/13 4.88 7,359,160 7,129,295 5.25 3.17A2 A 2,210,000 BANK AMER. CORP. 10/14/16 5.63 2,252,687 2,020,227 7.36 5.86A2 A 1,210,000 BANK AMER. CORP. 12/01/17 5.75 1,136,146 1,089,314 7.53 6.59AA2 AA- 500,000 BANK NEW YORK INC MED TERM SR 04/01/13 4.50 499,485 516,976 3.99 3.43A2 A 400,000 BANK OF AMERICA CORP. 06/01/19 7.63 396,976 399,124 7.55 7.05AAA AAA 6,000,000 BANK OF AMERICA CORP. 06/15/12 3.13 5,996,940 6,187,055 2.03 2.84AA3 A+ 2,700,000 BEAR STEARNS & CO INC. 11/15/14 5.70 2,810,462 2,776,348 5.29 4.64CAA2 CCC- 5,200,000 BEAZER HOMES USA INC. 07/15/15 6.88 5,119,300 2,444,000 23.89 3.84AA2 AAA 3,900,000 BERKSHIRE HATHAWAY FIN. CORP. 01/15/15 4.85 4,036,953 4,083,880 4.02 4.84A2 A+ 975,000 CHUBB CORP. 05/15/38 6.50 994,810 1,053,222 5.89 13.56BA2 BB- 4,000,000 CIT GROUP INC. NEW 11/03/09 4.13 3,893,430 3,791,680 20.29 0.31A3 A 8,190,000 CITIGROUP INC. 01/18/11 6.50 8,417,250 8,366,910 5.44 1.42AAA AAA 2,900,000 CITIGROUP INC. 04/30/12 2.13 2,925,520 2,909,093 1.96 2.75A3 A 3,865,000 CITIGROUP INC. 04/11/13 5.50 3,746,963 3,651,053 7.43 3.32A3 A 600,000 CITIGROUP INC. 05/22/19 8.50 619,740 609,016 8.24 6.76AAA AAA 3,300,000 CITIGROUP INC. 12/09/10 1.18 3,300,000 3,325,713 0.52 0.20CAA1 CCC+ 2,698,000 FORD MOTOR CREDIT CO. 12/15/16 8.00 2,596,825 2,062,702 13.03 5.22B3 B 3,026,000 GCI INC 02/15/14 7.25 2,964,541 2,761,225 9.64 3.74AA2 AA+ 2,535,000 GENERAL ELECTRIC CAPITAL CORP. 01/19/10 7.38 2,795,288 2,600,045 1.86 0.53A2 AA+ 2,665,000 GENERAL ELECTRIC CAPITAL CORP. 10/19/12 5.25 2,788,896 2,730,766 4.33 3.01AA2 AA+ 1,195,000 GENERAL ELECTRIC CAPITAL CORP. 03/15/32 6.75 1,246,286 1,061,295 7.71 10.77ILLINOIS STATE BOARD OF INVESTMENT30
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