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              ILLINOIS STATE BOARD OF INVESTMENT
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AAA AAA 195,417 FNMA POOL 357327 01/01/18 5.00 196,470 211,236 1.37 1.83
AAA AAA 2,248 FNMA POOL 452341 12/01/13 5.50 2,303 2,439 0.49 1.11
AAA AAA 565,449 FNMA POOL 545378 12/01/11 5.42 587,479 565,161 3.91 5.72
AAA AAA 145,401 FNMA POOL 545968 10/01/17 5.50 148,339 157,337 1.20 1.81
AAA AAA 74,431 FNMA POOL 555471 04/01/18 5.50 75,935 80,835 1.20 1.84
AAA AAA 121,437 FNMA POOL 555531 06/01/33 5.50 121,959 132,238 3.60 4.49
AAA AAA 40,013 FNMA POOL 555880 11/01/33 5.50 40,173 43,572 3.60 4.48
AAA AAA 377 FNMA POOL 570778 03/01/16 5.50 386 410 0.49 1.70
AAA AAA 8,032 FNMA POOL 617271 01/01/17 5.50 8,199 8,718 1.20 1.78
AAA AAA 18,769 FNMA POOL 660629 10/01/17 5.50 19,148 20,384 1.60 1.90
AAA AAA 41,651 FNMA POOL 668339 11/01/17 5.50 42,479 45,106 1.60 1.84
AAA AAA 17,056 FNMA POOL 678542 02/01/18 5.50 17,397 18,523 1.60 1.94
AAA AAA 81,858 FNMA POOL 696569 04/01/18 5.50 83,402 88,714 1.60 1.82
AAA AAA 227,745 FNMA POOL 725162 02/01/34 6.00 231,998 252,633 3.67 4.42
AAA AAA 325,468 FNMA POOL 725519 05/01/19 5.50 331,405 353,468 1.60 1.94
AAA AAA 113,936 FNMA POOL 727361 08/01/18 5.00 114,550 123,159 1.53 1.67
AAA AAA 164,901 FNMA POOL 728803 08/01/18 5.00 165,790 178,250 1.37 1.86
AAA AAA 149,471 FNMA POOL 735611 03/01/20 5.50 152,445 162,330 1.60 1.83
AAA AAA 59,013 FNMA POOL 738259 10/01/18 5.50 60,053 64,201 1.77 1.79
AAA AAA 25,088 FNMA POOL 740987 10/01/18 5.50 25,507 27,294 1.77 1.62
AAA AAA 1,294,474 FNMA POOL 745193 06/01/20 5.50 1,318,088 1,405,838 1.60 1.92
AAA AAA 8,168,756 FNMA POOL 745275 02/01/36 5.00 8,446,767 8,721,454 3.46 3.85
AAA AAA 356,794 FNMA POOL 745813 03/01/20 5.00 358,271 385,676 1.53 1.94
AAA AAA 27,186 FNMA POOL 773074 04/01/34 5.50 27,286 29,587 3.67 4.47
AAA AAA 1,013,162 FNMA POOL 835760 09/01/35 4.50 1,026,460 1,055,583 3.62 4.65
AAA AAA 16,571 FNMA POOL 836464 10/01/35 2.28 16,569 17,014 1.76 0.32
AAA AAA 1 FNMA POOL 844052 11/01/35 1.00 1 1 1.65 0.33
AAA AAA 3,431,047 FNMA POOL 888129 02/01/37 5.50 3,529,746 3,720,662 3.23 2.63
AAA AAA 1,740,724 FNMA POOL 888268 03/01/37 6.00 1,800,376 1,918,452 3.37 2.34
AAA AAA 129,661 FNMA POOL 888285 03/01/37 6.50 136,955 146,971 3.27 2.91
AAA AAA 2,198,402 FNMA POOL 889554 04/01/38 6.00 2,282,903 2,418,726 3.37 2.96
AAA AAA 2,328,265 FNMA POOL 889579 05/01/38 6.00 2,405,545 2,561,604 3.37 2.24
AAA AAA 6,748,908 FNMA POOL 889588 06/01/38 5.50 7,242,422 7,304,883 3.20 3.54
AAA AAA 1,452,494 FNMA POOL 889658 06/01/38 6.50 1,505,281 1,645,720 3.27 3.25
AAA AAA 4,815,713 FNMA POOL 889802 07/01/37 5.00 4,747,582 5,141,545 3.54 4.40
AAA AAA 1 FNMA POOL 889901 09/01/20 4.50 1 1 1.54 1.97
AAA AAA 4,548,883 FNMA POOL 889983 10/01/38 6.00 4,866,591 5,004,772 3.37 2.46
AAA AAA 2,948,750 FNMA POOL 890169 03/01/24 5.00 3,118,764 3,167,164 2.11 1.57
AAA AAA 7,871,788 FNMA POOL 899622 07/01/37 5.50 8,486,772 8,527,665 3.20 2.70
AAA AAA 1 FNMA POOL 913990 02/01/37 1.00 1 1 1.13 0.30
AAA AAA 6,940,060 FNMA POOL 929964 09/01/38 6.00 7,601,535 7,635,593 3.37 2.96
AAA AAA 10,554,418 FNMA POOL 930871 04/01/39 5.00 11,138,209 11,232,223 3.50 5.33
AAA AAA 3,959,249 FNMA POOL 931009 04/01/24 4.50 4,185,669 4,206,939 2.12 2.39
AAA AAA 3,718,408 FNMA POOL 931478 07/01/24 4.50 3,893,871 3,951,032 2.38 2.34
AAA AAA 11,982,702 FNMA POOL 931711 08/01/19 4.00 12,712,900 12,668,592 1.70 2.01
AAA AAA 2,198,052 FNMA POOL 961921 03/01/38 5.00 2,177,102 2,339,211 3.23 3.58
AAA AAA 0 FNMA POOL 984819 07/01/38 5.00 0 1 3.50 3.53
AAA AAA 2,776,205 FNMA POOL 990887 09/01/23 5.00 2,974,877 2,981,838 2.11 1.82
AAA AAA 1,447,609 FNMA POOL 995231 01/01/39 6.50 1,565,454 1,640,185 3.23 2.90
AAA AAA 809,015 FNMA POOL 995265 01/01/24 5.50 865,583 877,433 1.71 1.08
AAA AAA 3,065,614 FNMA POOL 995461 12/01/23 5.50 3,320,736 3,324,873 1.71 0.88
AAA AAA 2,137,184 FNMA POOL 995517 01/01/24 5.50 2,317,766 2,317,925 1.71 1.24
AAA AAA 4,072,913 FNMA POOL 995672 04/01/39 4.50 4,218,011 4,221,168 3.71 5.44
AAA AAA 1,120,299 FNMA POOL 995958 06/01/24 5.50 1,218,500 1,215,043 1.71 0.84
AAA AAA 15,508,387 FNMA POOL AB1387 08/01/40 4.50 16,363,771 16,067,929 3.84 5.64
AAA AAA 7,594,767 FNMA POOL AB2497 03/01/21 4.00 8,029,093 8,029,492 1.99 2.89
AAA AAA 1,393,803 FNMA POOL AC5481 11/01/24 4.50 1,451,297 1,480,999 2.38 2.48
AAA AAA 2,697,717 FNMA POOL AC6118 11/01/39 4.50 2,761,999 2,795,914 3.80 5.18
AAA AAA 7,589,969 FNMA POOL AD1593 02/01/40 4.50 7,750,070 7,863,815 3.80 5.35
AAA AAA 5,945,793 FNMA POOL AD6374 05/01/40 5.00 6,293,250 6,329,534 3.76 5.22
AAA AAA 1,742,706 FNMA POOL AD6392 05/01/25 4.50 1,831,475 1,850,632 2.57 2.79
AAA AAA 6,996,682 FNMA POOL AD7151 07/01/25 4.00 7,257,964 7,303,206 2.73 3.37
AAA AAA 14,318,295 FNMA POOL AD8536 08/01/40 5.00 15,316,102 15,242,398 3.76 5.47
AAA AAA 15,739,624 FNMA POOL AE0313 09/01/40 4.50 16,076,550 16,310,185 3.84 6.03
AAA AAA 4,813,772 FNMA POOL AE0411 09/01/40 4.50 4,942,390 4,993,470 3.84 6.04
AAA AAA 12,863,753 FNMA POOL AE5463 10/01/40 4.00 13,331,069 12,881,891 3.96 6.56
AAA AAA 15,334,826 FNMA POOL AE6061 10/01/40 4.50 16,186,628 15,888,107 3.84 5.98
AAA AAA 8,918,995 FNMA POOL AE7723 11/01/40 4.00 8,864,645 8,931,570 3.96 6.64
AAA AAA 4,914,847 FNMA POOL AH6827 03/01/26 4.00 5,098,386 5,127,070 2.89 3.86
AAA AAA 8,948,213 FNMA POOL AH8935 04/01/41 4.50 9,194,289 9,271,780 3.88 5.58
AAA AAA 7,043,689 FNMA POOL MA0150 08/01/19 4.00 7,413,482 7,446,869 1.70 1.94
AAA AAA 17,277,208 FNMA POOL MA0741 05/01/21 4.00 18,263,139 18,266,156 2.39 3.04
Aaa AAA 25,985,000 FREDDIE MAC 01/15/14 4.50 27,836,243 28,413,818 0.78 2.39
Aaa AAA 1,040,000 FREDDIE MAC 08/25/14 2.00 1,041,924 1,042,610 1.91 0.51
Aaa AAA 10,200,000 FREDDIE MAC 01/15/15 4.50 10,472,877 11,325,672 1.30 3.25
Aaa AAA 7,000,000 FREDDIE MAC 02/09/15 2.88 7,074,270 7,371,140 1.36 3.40
Moody’s S&P Shares/
Quality Quality Par Maturity Interest Fair Yield tot Effective
Rating Rating Value Date Rate Cost Value Maturity Duration
$
FIXED INCOME (continued) % $ $ %
Federal Agency & Other Governments (continued)