State of Illinois Portfolio (Schedule of Investments) for week by JohnAfoa

VIEWS: 4 PAGES: 5

									STATE OF ILLINOIS PORTFOLIO - Unaudited                              9/25/2009


REPURCHASE AGREEMENTS
DESCRIPTION                          MATURITY      POSITION-SIZE      YIELD
NORTHERN TRUST CO.                    9/28/2009       $13,500,000     0.090%
NORTHERN TRUST CO.                    9/28/2009       $13,600,000     0.090%
NORTHERN TRUST CO.                    9/28/2009       $84,600,000     0.090%
NORTHERN TRUST CO.                    9/28/2009        $1,500,000     0.090%
NORTHERN TRUST CO.                    9/28/2009       $16,800,000     0.090%
NORTHERN TRUST CO.                    9/28/2009        $5,260,000     0.090%
NORTHERN TRUST CO.                    9/28/2009          $825,000     0.090%
                                                     $136,085,000

TOLL HIGHWAY REPURCHASE AGREEMENTS   MATURITY       POSITION-SIZE     YIELD
MIZUHO                                9/28/2009       $27,080,000     0.120%
MIZUHO                                9/28/2009      $433,835,000     0.120%
MIZUHO                                9/28/2009       $21,300,000     0.120%
                                                     $482,215,000


COMMERCIAL PAPER
DESCRIPTION                          MATURITY      POSITION-SIZE      YIELD
BANK OF AMERICA                       9/28/2009      $500,000,000     0.110%
JP MORGAN                             9/28/2009      $500,000,000     0.120%
SSB/CITIGROUP GLOBAL                  10/5/2009       $50,000,000     0.300%
SSB/CITIGROUP GLOBAL                  10/9/2009       $50,000,000     0.300%
SSB/CITIGROUP GLOBAL                 10/16/2009      $100,000,000     0.300%
SSB/CITIGROUP GLOBAL                 10/23/2009       $50,000,000     0.300%
SSB/CITIGROUP GLOBAL                 10/23/2009       $50,000,000     0.300%
                                                    $1,300,000,000


CERTIFICATES OF DEPOSIT
DESCRIPTION                                       MONTHLY TOTAL WEIGHTED AVERAGE
CERTIFICATES OF DEPOSIT               Oct-2009       $123,812,487     2.995%
CERTIFICATES OF DEPOSIT               Nov-2009       $128,863,599     2.250%
CERTIFICATES OF DEPOSIT               Dec-2009       $106,063,934     2.007%
CERTIFICATES OF DEPOSIT               Jan-2010        $43,846,901     1.880%
CERTIFICATES OF DEPOSIT               Feb-2010        $45,953,866     1.879%
CERTIFICATES OF DEPOSIT               Mar-2010        $45,066,077     1.902%
CERTIFICATES OF DEPOSIT               Apr-2010        $30,719,279     1.455%
CERTIFICATES OF DEPOSIT               May-2010        $34,201,418     1.185%
CERTIFICATES OF DEPOSIT               Jun-2010        $12,856,020     1.537%
CERTIFICATES OF DEPOSIT                Jul-2010        $6,005,650     2.034%
CERTIFICATES OF DEPOSIT               Aug-2010         $3,021,821     2.327%
CERTIFICATES OF DEPOSIT               Sep-2010         $2,733,610     2.133%
CERTIFICATES OF DEPOSIT               Oct-2010         $2,530,375     2.215%
CERTIFICATES OF DEPOSIT               Nov-2010         $4,245,394     1.997%
CERTIFICATES OF DEPOSIT               Dec-2010         $2,785,851     2.000%
CERTIFICATES OF DEPOSIT               Jan-2011         $1,781,289     2.000%
CERTIFICATES OF DEPOSIT               Feb-2011         $1,410,829     2.000%
CERTIFICATES OF DEPOSIT               Mar-2011         $5,057,190     2.000%
CERTIFICATES OF DEPOSIT               Apr-2011         $1,362,780     2.000%
CERTIFICATES OF DEPOSIT    May-2011        $1,308,687   2.000%
CERTIFICATES OF DEPOSIT    Jun-2011        $6,002,840   2.000%
CERTIFICATES OF DEPOSIT     Jul-2011       $2,216,751   1.995%
CERTIFICATES OF DEPOSIT    Aug-2011        $2,434,830   2.000%
CERTIFICATES OF DEPOSIT    Sep-2011        $1,296,831   1.992%
CERTIFICATES OF DEPOSIT    Oct-2011          $844,524   2.000%
CERTIFICATES OF DEPOSIT    Nov-2011       $14,151,928   2.000%
CERTIFICATES OF DEPOSIT    Dec-2011        $7,429,144   1.999%
CERTIFICATES OF DEPOSIT    Jan-2012         $851,800    2.000%
CERTIFICATES OF DEPOSIT    Feb-2012          $36,100    2.000%
CERTIFICATES OF DEPOSIT    Mar-2012        $1,400,000   2.000%
CERTIFICATES OF DEPOSIT    Apr-2012        $1,463,291   2.000%
CERTIFICATES OF DEPOSIT    May-2012         $662,958    2.000%
CERTIFICATES OF DEPOSIT    Jun-2012         $667,900    2.000%
CERTIFICATES OF DEPOSIT     Jul-2012       $2,003,449   2.000%
CERTIFICATES OF DEPOSIT    Aug-2012         $385,949    2.000%
CERTIFICATES OF DEPOSIT    Sep-2012         $773,545    2.000%
                                         $646,248,897
US TREASURY
DESCRIPTION               MATURITY     POSITION-SIZE    YIELD
RBS/GREENWICH             10/22/2009      $50,000,000   0.180%
RBS/GREENWICH              6/10/2010      $50,000,000   0.485%
JP MORGAN                  6/17/2010     $300,000,000   0.300%
CITIGROUP GLOBAL           9/23/2010      $50,000,000   0.410%
                                         $450,000,000


US AGENCIES
DESCRIPTION               MATURITY     POSITION-SIZE    YIELD
FHLB                      12/11/2009      $25,000,000   5.000%
FHLB                       3/12/2010      $25,000,000   2.750%
FHLB                       7/22/2010      $25,000,000   0.550%
FHLB                       7/28/2010      $25,000,000   0.650%
FHLB                       8/12/2010      $25,000,000   0.610%
FHLB                       8/20/2010      $25,000,000   0.600%
FHLB                       8/25/2010      $25,000,000   0.700%
FHLB                        9/2/2010      $25,000,000   0.725%
FHLB                       1/18/2011      $25,000,000   0.750%
FHLB                       1/18/2011      $25,000,000   0.750%
FHLB                       1/21/2011      $25,000,000   1.625%
FHLB                       3/17/2011      $25,000,000   0.550%
FHLB                       7/27/2011      $25,000,000   0.500%
FHLB                       6/11/2012      $25,000,000   5.450%
FNMA                       4/28/2010      $25,000,000   3.050%
FNMA                       5/19/2011      $25,000,000   3.375%
FNMA                       9/30/2011      $25,000,000   3.800%
FNMA                      12/15/2011      $25,000,000   3.010%
FNMA                       2/17/2012      $25,000,000   2.000%
FNMA                       2/17/2012      $25,000,000   2.500%
FNMA                        3/2/2012      $25,000,000   2.500%
FNMA                       5/18/2012      $25,000,000   4.875%
FNMA                       5/18/2012      $25,000,000   4.875%
FNMA                          10/30/2012    $25,000,000   5.000%
FNMA                           1/28/2013    $25,000,000   4.000%
FNMA                           2/12/2013    $25,000,000   4.000%
FNMA                           3/11/2013    $25,000,000   4.000%
FNMA                           2/12/2014    $25,000,000   2.000%
FNMA                           2/12/2014    $25,000,000   2.000%
FNMA                           2/26/2014    $25,000,000   2.000%
FNMA DISCOUNT NOTES            4/26/2010   $100,000,000   0.320%
FNMA DISCOUNT NOTES            4/26/2010    $50,000,000   0.270%
FNMA DISCOUNT NOTES            4/26/2010    $50,000,000   0.270%
FNMA DISCOUNT NOTES            4/26/2010    $50,000,000   0.250%
FNMA DISCOUNT NOTES            4/26/2010    $50,000,000   0.250%
FNMA DISCOUNT NOTES            5/20/2010    $50,000,000   0.320%
FNMA DISCOUNT NOTES            5/20/2010    $50,000,000   0.320%
FHLMC                           2/9/2010    $10,000,000   4.875%
FHLMC                          8/13/2010    $25,000,000   3.230%
FHLMC                           9/1/2010     $5,000,000   5.000%
FHLMC                          1/14/2011    $18,850,000   1.750%
FHLMC                           2/4/2011    $25,000,000   3.500%
FHLMC                          2/17/2011    $25,000,000   1.875%
FHLMC                          2/25/2011    $25,000,000   2.000%
FHLMC                          6/29/2011    $25,000,000   3.875%
FHLMC                          1/13/2012    $25,000,000   2.150%
FHLMC                          2/24/2012    $25,000,000   2.375%
FHLMC DISCOUNT NOTES           5/20/2010   $100,000,000   0.350%
FHLMC DISCOUNT NOTES           5/20/2010   $100,000,000   0.300%
FFCB                          11/18/2011    $25,000,000   3.375%
FFCB                            2/9/2012    $25,000,000   2.250%
FFCB                           1/21/2014    $25,000,000   3.000%
FFCB PRIVATE PLACEMENT         9/29/2009      $257,000    2.580%
FFCB PRIVATE PLACEMENT        12/29/2009      $250,000    2.000%
FFCB PRIVATE PLACEMENT (LT)   12/24/2009       $84,000    2.000%
FARMER MAC NOTES               7/15/2010    $13,500,000   0.650%
SBA POOLS                     12/25/2019    $101,450.29   9.475%
FNMA ARM MBS                   12/1/2019     $77,543.41   5.462%
FNMA ARM MBS                    6/1/2020      $5,201.09   5.135%
FNMA ARM MBS                   11/1/2020     $16,721.11   5.966%
FNMA ARM MBS                    7/1/2022     $50,377.23   5.630%
FNMA ARM MBS                   10/1/2022      $9,814.12   4.612%
FNMA ARM MBS                   10/1/2022     $32,894.81   4.821%
FNMA ARM MBS                   11/1/2022     $28,880.96   5.385%
FNMA ARM MBS                   12/1/2022     $16,754.81   5.448%
FHLMC ARM MBS                   2/1/2018     $24,805.06   7.500%
FHLMC ARM MBS                   8/1/2018     $52,482.70   7.804%
FHLMC ARM MBS                   8/1/2018     $12,658.40   5.972%
FHLMC ARM MBS                   3/1/2019     $18,901.36   7.651%
FHLMC ARM MBS                   6/1/2019     $20,306.41   6.833%
FHLMC ARM MBS                  12/1/2021     $11,433.34   5.471%
FHLMC ARM MBS                   1/1/2022      $6,146.73   7.351%
FHLMC ARM MBS                   5/1/2022     $66,024.35   5.369%
FHLMC ARM MBS                   6/1/2023     $14,136.21   4.000%
FHLMC ARM MBS                           6/1/2024             $26,673.55    4.930%
                                                       $1,648,534,205.94

TOLL HIGHWAY AGENCIES
FHLMC NOTES                             2/9/2010             $2,500,000    4.875%
FNMA NOTES                            10/30/2012             $2,500,000    5.000%
                                                             $5,000,000
TOTAL AGENCIES                                         $1,653,534,205.94


FDIC GUARANTEED NOTES
DESCRIPTION                           MATURITY          POSITION-SIZE      YIELD
CITIGROUP                              7/30/2010         $25,000,000.00    0.591%
MORGAN STANLEY                         2/10/2012         $25,000,000.00    0.744%
CITIGROUP                              3/12/2012         $10,000,000.00    0.499%
G.E. CAPITAL                           3/12/2012         $25,000,000.00    2.250%
JP MORGAN                              6/15/2012         $15,000,000.00    0.529%
CITIGROUP                             10/22/2012         $20,000,000.00    1.875%
                                                        $120,000,000.00



FOREIGN BONDS
DESCRIPTION                           MATURITY          POSITION-SIZE      YIELD
STATE OF ISRAEL BONDS                   1/1/2010            $10,000,000    3.170%
STATE OF ISRAEL BONDS                   1/1/2012            $10,000,000    2.430%
                                                            $20,000,000


ILLINOIS TECHNOLOGY DEVELOPMENT
DESCRIPTION                                             POSITION-SIZE
ILL EMERGING TECHNOLOGY FD II                               $167,586.00
BAIRD VENTURE PARTNERS                                     $716,766.76
ILLINOIS INNOVATION ACCELERATOR FD.                         $330,916.00
OPEN PRAIRIE VENTURES II, LP                                $617,089.00
SVOBODA, COLLINS LLC                                      $3,247,637.28
PATRIOT CAPITAL II, L.P.                                  $2,252,340.03
JK & B CAPITAL V, LP                                      $1,752,494.14
OCA VENTURE PARTNERS II, LP                                 $557,698.42
CERES VENTURE FUND                                         $283,290.00
APEX VENTURE PARTNERS                                     $2,116,343.22
STERLING VENTURE PARTNERS II                              $3,337,497.00
BEECKEN PETTY O'KEEFE FUND I                              $2,001,105.70
MK CAPITAL, LP                                            $1,529,812.00
ILLINOIS EMERGING TECHNOLOGY                              $1,175,554.37
                                                         $20,086,129.92


ILLINOIS INSURED MORTGAGE PILOT PROGRAM
DESCRIPTION                                             POSITION-SIZE
ILLINOIS INSURED MORTGAGE PILOT PROGRAM            $       8,997,440.00
                                                   $       8,997,440.00


MONEY MARKET FUNDS
DESCRIPTION                                             POSITION-SIZE
IL FUNDS MMF                                             575,454,761.78
IL FUND PRIME FUND                                                 0.00
FEDERATED TREASURY MMF                       200,000,000.00
MILESTONE TREASURY MMF                        15,000,000.00
GOLDMAN SACHS GOVERNMENT MMF                 800,000,000.00
AMERICAL FREEDOM FUND-FINANCIAL INV TRUST      9,000,000.00
NORTHERN GOVERNMENT SELECT                     5,000,000.00
NORTHERN GOVERNMENT MMF                        5,000,000.00
WELLS FARGO-ADVANTAGE TREASURY PLUS                4,863.40
AIM TREASURY CURVE MMF                       825,000,000.00
WILLIAMS CAPITAL TREASURY CURVE MMF           25,000,000.00
WESTERN ASSET TREASURY CURVE MMF             725,000,000.00
JP MORGAN-US TREASURY PLUS                     2,748,226.86
NATIONAL CITY-ALLEGIENT FUNDS                      8,000.00
ILLINOIS NATIONAL BANK-FIDELITY                  178,911.00
US BANK NOW ACCOUNT                          100,000,000.00
ASSOCIATED BANK NOW ACCOUNT                  100,000,000.00
CITIBANK NOW ACCOUNT                         100,000,000.00

TOLL HIGHWAY MMF'S
IL FUNDS MMF - IPASS ESCROW                   127,060,217.57
BANK OF AMERICA PFIC                               43,357.31
BANK OF AMERICA PFIC                                6,952.22
BANK OF AMERICA PFIC                              356,804.57
BANK OF AMERICA PFIC                            1,515,488.37
                                            3,616,377,583.08

Grand Total                                 8,453,544,255.94

								
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