Annual Report PDF file 2009 - State of Illinois

INVESTMENT TRANSACTIONS WITH BROKERS AND DEALERSFISCAL YEAR ENDED JUNE 30, 2009Transactions Executed on a Net Basis* (Unaudited)Transaction ValueFixed Income Securities $ABN Amro Securities Inc. 500,000Andes Capital Group 7,914,603Arbor Research & Trading 294,910,966Bank of America Securities Inc. 626,397,822Barclays Bank PLC 40,334,847Bear, Stearns Securities Corp. 10,286,521BNP Paribas Securities 45,497,240Broadpoint Capital 5,498,000Cabrera Capital Markets 25,447,267Cantor Fitzgerald 42,776,551Castle Oak Securities LP 38,869,265Chase 3,527,128Citigroup 132,842,502Corporate Actions 3,101,595Credit Research & Trading Corp. (CRT) 2,580,026Credit Suisse First Boston Corp. 136,910,910Deutsche Banc Securities Inc. 119,718,615First Tennessee 154,794,932Goldman Sachs & Co. 216,604,660Greenwich Capital Markets Inc. 7,545,853Guggenheim Capital 109,467,497HSBC 333,746ING Barings 289,625J. P. Morgan Securities Inc. 197,886,337Jefferies Securities 87,106,923KBC Financial Products 648,000Lehman Brothers 119,776,088Libertas Partners LLC 848,663Transaction Value$LLC Transactions 54,106,007Loop Capital Markets 715,090,078Merrill Lynch, Pierce, Fenner & Smith Inc. 48,342,729Mesirow & Co 2,100,000Miller Tabak Roberts 5,372,000Mishcler 38,566,998Montrose Securities 192,957,165Morgan Dean Witter 188,798,734Morgan Stanley & Co. Inc. 52,292,666Oppenheimer 3,418,317Pali Capital INC 810,000RBC Dain Rauscher 37,384,280RBC Dominion 449,758Royal Bank of Scotland 49,650Salomon Smith Barney 750,000SAMCO Capital 222,000State Street Bank and Trust 5,437,671Sterne Agge Leach 5,262,000Stifel Nicolaus & Co. 56,225,714Toronto Dominion Bank 3,095,668UBS Warburg LLC 25,867,168United States Bancorp Piper 7,120,686Wachovia Securities 18,394,589Wall Street Access 1,900,000Williams Capital 10,988,171* Commissions, if any, on these transactions are not separately reflectedin the net sales price quoted by brokers and dealers.ILLINOIS STATE BOARD OF INVESTMENT100