Annual Report PDF file 2009 - State of Illinois

PORTFOLIO OF INVESTMENTSJUNE 30, 2009 (CONTINUED)Moody’s S&P Shares/Quality Quality Par Maturity Interest FairRating Rating Value Date Rate Cost ValueBANK LOANS (continued) % $ $NA NA 920,420 DEX MEDIA EAST LLC 10/24/14 1.00 918,085 705,107NA NA 1,482,701 DIRECTV HOLDINGS LLC 04/13/13 5.25 1,470,923 1,474,592NA NA 2,992,500 DISCOVERY COMM HOLDINGS LLC 05/14/14 1.00 2,932,935 2,981,857NA NA 1,218,444 DJO FINANCE 05/13/14 1.00 1,203,518 1,093,553NA NA 1,334,929 DOLLARAMA GROUP 11/18/11 1.00 1,276,437 1,284,869NA NA 676,007 DUNE ENTERTAINMENT LLC 11/02/12 1.00 571,099 552,636NA NA 574,818 DURATEK INC. 06/07/13 1.00 556,651 534,581NA NA 10,635 ENERGY SOLUTIONS INC. 06/07/11 1.00 10,189 9,890NA NA 2,696,818 ENERGY SOLUTIONS INC. 06/07/13 1.00 2,606,435 2,507,451NA NA 1,750,000 ENTERPRISE GP HOLDING 10/26/14 1.00 1,736,338 1,697,500NA NA 1,336,500 ENTERPRISE GP HOLDING 10/30/14 1.00 1,326,064 1,286,381NA NA 356,759 FAIRCHILD SEMICONDUCTOR CORP. 06/26/13 1.00 355,375 319,299NA NA 997,871 FAIRPOINT COMMUNICATIONS INC. 02/08/12 1.00 697,534 749,650NA NA 1,372,706 FORD MOTOR COMPANY 12/16/13 1.00 1,341,276 989,721NA NA 895,657 FOXCO ACQUISITION 07/15/15 1.00 872,153 652,334NA NA 1,033,804 FRESENIUS SE 07/06/14 1.00 1,024,061 1,037,164NA NA 1,000,000 FRONTIER DRILLING USA INC. 06/21/13 1.00 739,455 828,750NA NA 472,064 FTD INC. 07/28/13 1.00 463,838 457,312NA NA 1,000,000 GATEHOUSE MEDIA OPERATING INC. 08/28/14 1.00 929,828 253,750NA NA 1,962,437 GEORGIA PACIFIC CORP. 12/20/12 1.00 1,841,194 1,855,318NA NA 1,318,389 GEORGIA PACIFIC TL B 12/23/12 6.75 1,294,169 1,240,035NA NA 2,297,238 GETTY IMAGES T/L B 07/02/15 1.00 2,274,542 2,281,442NA NA 1,497,209 GOLDEN GATE NATIONAL SENIOR CR 03/14/11 1.00 1,317,165 1,349,932NA NA 167,118 GRAHAM PACKAGING 10/07/11 1.00 164,351 158,434NA NA 1,104,316 GRAHAM PACKAGING COMPANY LP 04/05/14 1.00 1,104,316 1,089,132NA NA 1,000,000 GRANT US HOLDING LP 11/01/10 1.00 512,500 475,000NA NA 1,000,000 GRANT US HOLDINGS LLP 11/01/12 1.00 999,086 487,500NA NA 1,161,444 GRAPHIC PACKAGING INTERNATIONAL INC. 05/16/14 1.00 1,099,343 1,088,900NA NA 514,363 HANESBRANDS INC. 09/05/12 1.00 510,904 508,737NA NA 499,352 HARBOR FREIGHT TOLLS USA INC 02/12/13 1.00 492,655 449,417NA NA 1,500,000 HARGRAY COMMUNICATIONS GROUP 06/27/14 1.00 1,380,538 1,338,750NA NA 355,409 HARRAH'S OPERATING COMPANY 01/28/15 1.00 331,164 260,337NA NA 991,230 HARRAH'S TL B2 01/31/15 1.00 911,471 723,598NA NA 659,795 HAWAIIAN TELECOM 05/30/14 7.57 649,771 398,351NA NA 245,725 HCA INC. 11/19/12 1.00 225,953 222,766NA NA 843,202 HCA INC. 11/18/13 1.00 797,701 759,819NA NA 921,949 HEALTH MANAGEMENT ASSOCIATES 02/28/14 1.00 884,091 810,307NA NA 1,000,000 HEALTHSOUTH CORPORATION 03/10/12 1.00 817,500 937,500NA NA 875,817 HEALTHSOUTH CORPORATION 03/15/13 1.00 826,066 817,325NA NA 1,184,636 HELIX ENERGY SOLUTIONS GROUP 07/01/13 1.00 1,166,683 1,087,890NA NA 113,055 HELM HOLDING CORP. 07/08/11 1.00 92,221 100,336NA NA 1,274,358 HUNTSMAN INT'L 04/19/14 1.00 1,267,641 1,137,364NA NA 1,215,914 IDEARC INC. 11/17/14 1.00 1,005,772 519,615NA NA 970,775 IDEARC INC. 11/17/13 1.00 947,597 409,745NA NA 1,268,875 IFM HOLDCO 02/27/12 1.00 1,258,721 1,243,498NA NA 706,073 INEOS TERM B 12/16/13 1.00 700,752 517,786NA NA 706,073 INEOS US FINANCE 12/14/14 1.00 700,505 517,787NA NA 506,250 INSIGHT MIDWEST 04/04/14 1.00 499,570 468,914NA NA 1,500,000 INSIGHT MIDWEST 04/06/14 1.00 1,438,765 1,398,128NA NA 1,281,431 INTELSAT CORPORATION 01/03/14 1.00 1,272,313 1,163,812NA NA 462,857 INTELSAT CORPORATION 07/03/12 1.00 446,921 432,000NA NA 895,460 INVERNESS MEDICAL INNOVATION I 06/26/14 1.00 761,544 838,001NA NA 80,542 INVITROGEN 12/20/13 1.00 79,078 78,193NA NA 762,484 INVITROGEN 12/18/15 1.00 751,165 761,665NA NA 249,372 INVITROGEN 09/15/15 1.00 245,945 250,928NA NA 498,728 ISLE OF CAPRI CASINOS INC. 11/25/13 0.01 374,070 457,493NA NA 947,909 ISP CHEMCO 06/04/14 1.00 895,585 861,650NA NA 1,369,696 ITRON 04/18/14 1.00 1,353,028 1,350,520NA NA 747,194 JARDEN CORPORATION 01/24/12 1.00 734,553 719,757NA NA 724,754 JETRO HOLDINGS INC. 07/02/14 1.00 694,587 693,952NA NA 572,002 KAR HOLDINGS 10/20/13 1.00 550,462 502,790NA NA 507,967 KENAN ADVANTAGE GROUP INC. 12/16/11 1.00 474,611 459,711NA NA 1,056,345 LAMAR MEDIA CORP. 03/31/14 1.00 1,034,578 1,035,218NA NA 198,000 LAS VEGAS SANDS DD TL I 05/04/14 1.00 193,847 140,333NA NA 2,063,154 LAS VEGAS SANDS LLC 05/23/14 1.00 2,014,082 1,453,867NA NA 60,831 LENDER PROCESSING SERVICES 06/30/13 1.00 60,831 59,615NA NA 1,020,671 LENDER PROCESSING SERVICES 06/28/14 1.00 1,010,881 1,001,534NA NA 357,143 LEVEL 3 COMMUNICATIONS 03/13/14 1.00 355,055 366,964NA NA 1,413,161 LIBERTY ELECTRIC POWER LLC 11/02/14 1.00 1,296,791 1,232,983NA NA 359,718 LIFEPOINT HOSPITALS, INC. 04/16/12 1.00 339,074 340,766NA NA 681,446 LN ACQUISITION CORP. 07/11/14 8.05 678,151 608,190NA NA 500,000 LNR PROPERTY CORPORATION 07/12/11 1.00 451,731 250,500NA NA 433,333 LONGVIEW POWER 02/27/14 1.00 429,242 325,000NA NA 66,667 LONGVIEW POWER LLC 02/28/14 1.00 66,037 50,000NA NA 230,427 LYONDELL CHEMICAL COMPANY 12/15/09 1.00 150,826 160,353NA NA 854,173 LYONDELL CHEMICAL COMPANY 12/20/14 1.00 854,173 456,992ILLINOIS STATE BOARD OF INVESTMENT36