Annual Report PDF file 2009 - State of Illinois

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Commissions Paid (Unaudited)AmountEquity Securities $ABN Amro Holding NV 18,640Banco Santander C H S A 18,481Bank of New York 10,073Barclays Capital 22,758Bear Stearns Securities Corp. 10,576Bernstein Sanford & Co 5,203Bloomberg Tradebook 28,594BNY Brokerage 9,412BOE Securities 11,663Brockhouse & Cooper Inc. 8,025Cabrera Asset Management 742,505Cantor Fitzgerald & Co. 83,225Cazenove Investment Bank 13,145CF Global Trading LLC 14,782Chase Manhattan Bank 8,533Cheevers & Company 61,061Cheurex de Virieu Paris 30,355Citigroup Smith Barney Inc. 349,788Cowen & Company 6,930Credit Agricole Indosuez 5,010Credit Lyonnais Securities 25,557Credit Suisse First Boston Corp. 240,725Dain Rauscher 7,504Daiwa Securities 6,397Deutsche Banc Securities Inc. 78,067Direct Access Partners 10,382ESP 34,886First Analysis Securities 7,085Fox Pitt Kelton 6,941Friedman Billings and Ramsey & Co. Inc. 13,367Gardner Rich & Co. 256,183Goldman Sachs & Company 290,097Good body 6,368G Port 8,734HSBC Securities 13,673ICAP Securities 10,671Instinet 146,584International Strategy & Investment 8,939Investment Technology Group 102,351J.P. Morgan Securities, Inc. 90,125Jefferies & Company 46,295Jones Trading 8,179Keefe Bruynette and Woods Inc. 17,969Kepler Equities 14,628Knight Securities 6,195Leerink Swan 6,390Lehman Brothers Inc. 141,507Lifehouse 18,433Liquidnet Inc. 223,566Loop Capital Markets 197,416Amount$Lynch Jones & Ryan 12,181M. Ramsey King Securities 135,893Macquarie Equities Ltd 58,101Magna Securities 98,296Melvin Securities Corp 96,500Merrill Lynch Pierce Fenner & Smith 89,426Mischler Financial Group 7,522Morgan Stanley & Co. 152,197MR Beal 137,298NCB Stockbrokers 8,982Noble Financial 5,098Nomura Securities 65,152Numis 10,858Nutmeg Securities 51,222Oppenheimer 6,229Pacific American 10,127Pacific Crest Securities 5,555Pershing 15,477Portware 8,898Pulse Trading 91,355Ramirez 36,005Raymond James & Assoc. 14,118Robert W. Baird & Co. 42,929Roberts & Ryan Investments 5,478Salomon Smith Barney 23,846Sanford C. Bernstein 38,073SBK Brooks 34,270SG Cowen and Company 14,507Sidoti 7,182Societe Generale 12,051Sogen Securities 246,695Stephen Inc. 6,317Stiffel, Nicolaus & Company Inc. 9,346Svenska Handlesbank 6,587U.S. Bancorp Piper Jaffray Inc. 6,891UBS Securities 196,431Union Bank of Switzerland 19,167Weeden & Co. 21,759William Blair & Co. 5,304Williams Capital Group 91,045Various (Under $5,000) 179,214Viewpoint Securities 18,062$5,605,617ILLINOIS STATE BOARD OF INVESTMENT101
RESTRICTED INVESTMENTSPublic Act 95-0521 imposes investment restrictions on retirement systems governed by Article 1 of theIllinois Pension Code. Specifically, investment in certain forbidden entities with ties to the Government ofSudan are prohibited. Shown below is the List of Forbidden Entities as of August, 2009 which was adoptedby the Board at the meeting held September 25, 2009.Entity Name (Unaudited)ABB Ltd.Abu Dhabi Islamic BankAdvance Synergy BhdAgriterra LtdAir France KLMAlcatel LucentAllianz SE (Formerly Allianz AG)Al-Rajhi BankAlstomAMLAK FINANCEAnimal Resources BankArab Bank PLCArab Banking CorpAREF Investment Group CoArevaAtlas Copco ABAviChina Industry & TechnologyBank of BeirutBank of China Limited, BEIJINGBank of KhartoumBarclays plcBERU AGBharat Electronics LtdBharat Heavy Electricals Ltd.Blue Nile InsuranceBNP ParibasBoewe Systec AGBolloreBritish Airways PLCByblos Bank salChina Petroleum & Chemical Corp.CNPC Hong Kong Ltd.Commerzbank AGCredit agricole SACredit Suisse Group (Formerly Cs Holding)Daihatsu Motor Co. Ltd.Daimler AGDeutsche Lufthansa AGDeutsche Post AGDeutz AG (formerly Kloeckner-Humboldt-Deutz AG)DietswellDongfeng Motor Group Company LtdDubai Islamic Bank LTDEgypt Kuwait Holding CompanyEL Ezz Aldekhela Steel - AlexandriaElectricity Generating Public Co LtdElectrocomponents PLCEmirates Telecommunications Corp (ETISALAT)Ericsson (Telefonaktiebolaget L M Ericsson)Faisal Islamic Bank of EgyptFinmeccanica SPAHarbin Power Equipment Co.HiEnergy Technologies, Inc.Holcim Ltd. (formerly Holderbank Financiere Glarus)HSBC Holdings PLCHyundai Motor Co.I.C.S.A (India) LTDIndian Oil Corporation LtdIngersoll-Rand PLCIvory BankJinan Diesel Engine Co LtdKejuruteraan Samudra Timur BHDKencana Petroleum BhdKenya Airways Ltd. (Kenya)Kia MotorsKomatsu Ltd.Koninklijke Luchtvaart Maatschappij NVLa Mancha Resources Inc.Mangalore Refinery & Petrochemicals Ltd.Mashreq Bank PSCMISC Berhad (Formerly Malaysia International Shipping CorporMitsubishi Motors Corp.MMC Corporation Bhd (frmly Malaysia Mining Corp. Bhd)Mobile Telecommunications CoMTN Group LtdMuhibbah Engineering (M) BhdNam Fatt Corporation BhdNational Reinsurance CoNatixisNippon Yusen K.K.Nokia Corp.Oil & Natural Gas Corporation Ltd.Omdurman National BankPECD BHDPetrochina Company LimitedPetrofac LtdPetronas Dagangan BhdPetronas Gas BhdPrimus Telecommunications Group, Inc.PSL Ltd.PureSafe Water Systems, Inc.Qatar Islamic BankRanhill BhdReliance Industries Ltd.ILLINOIS STATE BOARD OF INVESTMENT102
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2009ANNUALREPORTILLINOISSTATEBOARDO
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BOARD MEMBERSCHAIRMANRonald E. Powe
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International Equity 17%U.S. Equity
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% Investment Returns June 30201510T
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FINANCIAL HIGHLIGHTSFISCAL YEARS EN
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FINANCIALSTATEMENTS2009ILLINOIS STA
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MANAGEMENT’S DISCUSSION AND ANALY
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STATEMENT OF NET ASSETSJUNE 30, 200
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Note 2Deposits, Investments, and In
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Note 2 (continued)Deposits, Investm
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Note 2 (continued)Deposits, Investm
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Note 3 General StateMember Systems
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Note 4PensionsPlan DescriptionAll o
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SUPPLEMENTALFINANCIALINFORMATION200
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Moody’s S&P Shares/Quality Qualit
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Page 51 and 52: PORTFOLIO OF INVESTMENTSJUNE 30, 20
Page 99 and 100: PORTFOLIO DATAFISCAL YEARS ENDED JU
Page 101: INVESTMENT TRANSACTIONS WITH BROKER
Page 105: STAFF AND INVESTMENT MANAGERSEXECUT
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Annual Report PDF file 2009 - State of Illinois

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