Annual Report PDF file 2009 - State of Illinois

Moody’s S&P Shares/Quality Quality Par Maturity Interest Fair CurrentRating Rating Value Date Rate Cost Value Yield DurationBANK LOANS (continued) % $ $ %NA NA 1,662,757 MANITOWOC CO INC. 08/25/14 1.00 1,516,153 1,507,119NA NA 1,387,783 MARSICO CAPITAL MANAGEMENT 12/14/14 1.00 1,309,872 1,235,126NA NA 2,027,387 MCC IOWA LLC 01/03/16 1.00 1,955,972 2,021,557NA NA 1,496,164 MEDIACOM LLC 01/31/15 1.00 1,407,491 1,378,341NA NA 467,898 METAVANTE CORPORATION 10/31/14 1.00 427,596 450,352NA NA 1,486,238 METAVANTE CORPORATION 11/01/14 1.00 1,444,094 1,447,841NA NA 994,885 METROPCS 11/03/13 1.00 876,530 947,966NA NA 1,496,134 MGM HOLDINGS 11 04/08/12 1.00 1,458,455 852,796NA NA 1,176,471 MICHAEL FOODS 04/30/14 1.00 1,129,878 1,181,618NA NA 747,596 MIRANT NORTH AMERICA LLC 01/03/13 1.00 683,582 706,213NA NA 517,333 MSCI INC 10/21/14 0.01 517,143 494,053NA NA 2,845,450 MYLAN LABORATORIES, INC. 10/02/14 1.00 2,733,423 2,749,265NA NA 141,169 NALCO COMPANY 11/04/10 1.00 140,447 139,669NA NA 1,057,500 NALCO COMPANY 05/08/13 1.00 1,031,187 1,061,466NA NA 492,821 NATIONAL MENTOR INC. 06/29/13 1.00 466,870 411,506NA NA 500,000 NAVISTAR INTERNATIONAL CORP. 01/19/12 1.00 466,478 430,313NA NA 490,933 NEBRASKA BOOK CO INC. 03/04/11 1.00 484,974 473,750NA NA 1,743,347 NIELSEN FINANCE LLC 08/09/13 7.18 1,579,405 1,572,127NA NA 1,247,256 NIGHTHAWK RADIOLOGY 07/10/14 1.00 1,206,720 1,166,173NA NA 239,899 NORTHWEST AIRLINES, INC. 12/22/18 1.00 194,461 190,720NA NA 3,646,082 NRG ENERGY INC. 02/01/13 6.58 3,584,955 3,434,312NA NA 1,367,790 NSG HOLDINGS 06/15/14 1.00 1,271,260 1,265,206NA NA 982,090 NTELOS INC TERM LOAN B1 08/24/11 1.00 981,379 960,303NA NA 997,475 NUVEEN 11/15/14 1.00 987,500 794,239NA NA 643,525 OSHKOSH 12/08/13 1.00 629,360 587,216NA NA 270,000 OSHKOSH TRUCK CORP. 12/06/11 1.00 248,400 247,050NA NA 2,898,432 OXFORD ACQUISITION III LIMITED 05/11/14 1.00 1,532,725 1,536,169NA NA 812,479 PANAVISION INC. 03/30/11 1.00 798,111 660,813NA NA 485,111 PENN NATIONAL GAMING INC. 10/03/11 1.00 457,458 469,345NA NA 498,705 PENN NATIONAL GAMING INC. 10/03/12 1.00 454,039 478,914NA NA 1,475,536 PINNACLE FOODS GROUP INC. 04/02/14 1.00 1,406,428 1,310,153NA NA 567,329 PRESTIGE BRANDS INC. 04/06/11 1.00 564,319 549,363NA NA 737,544 PROQUEST 02/10/14 1.00 639,292 649,038NA NA 984,733 QUEBECOR MEDIA INC. 01/17/13 1.00 972,275 905,954NA NA 1,000,000 QUEBECOR WORLD INC. 07/10/12 1.00 900,000 950,000NA NA 685,846 QUINTILES TRANSNATIONAL CORP. 03/31/13 1.00 675,804 640,123NA NA 1,000,000 REDDY ICE GROUP INC. 08/09/12 1.00 898,614 792,500NA NA 2,827,807 REGAL CINEMAS INC. 10/28/13 1.00 2,509,034 2,752,404NA NA 500,000 REVOLUTION STUDIOS DISTR CO. 06/21/15 1.00 83,846 225,000NA NA 993,365 REVOLUTION STUDIOS DISTR CO. 12/21/14 2.75 811,181 869,194NA NA 1,250,000 REXNORD CORPORATION 06/30/13 1.00 1,231,659 1,062,500NA NA 474,186 RJO HOLDINGS CORP. 07/12/14 1.00 445,454 362,752NA NA 219,462 ROCK TENN CO. 03/08/13 1.00 218,914 217,268NA NA 329,686 ROCK TENN CO. 03/07/14 1.00 326,512 319,795NA NA 2,626,960 ROYALTY PHARMA FINANCE 04/16/13 1.00 2,568,018 2,515,447NA NA 494,678 SALLY HOLDINGS LLC 11/16/13 1.00 428,742 465,245NA NA 2,000,000 SCORPION HOLDING LTD 05/08/14 1.00 1,667,073 1,640,000NA NA 438,523 SEMINOLE TRIBE OF FLORIDA 03/05/14 1.00 436,856 411,116NA NA 591,674 SEQUA TL B 11/21/14 1.00 573,952 460,519NA NA 460,870 SERENA SOFTWARE INC. 03/11/13 1.00 454,868 405,373NA NA 337,403 SMURFIT STONE CONTAINER CORP. 11/01/11 1.00 334,144 306,112NA NA 972,113 SMURFIT STONE CONTAINER CORP. 01/28/10 1.00 831,635 774,760NA NA 1,246,411 SORENSON COMMUNICATIONS 08/16/13 1.00 1,195,058 1,142,024NA NA 776,757 SPIRIT AEROSYSTEMS INC. 09/30/13 10.00 771,476 734,035NA NA 2,225,318 SUNGARD 02/28/14 1.00 2,153,448 2,084,869NA NA 184,552 SUPERVALU, INC. 06/02/12 1.00 161,062 174,556NA NA 945,033 SUPERVALU, INC. 06/02/11 1.00 865,729 900,144NA NA 2,487,245 TALECRIS BIOTHERAPEUTICS 1ST 12/06/13 1.00 2,334,156 2,271,688NA NA 964,932 TARGA RESOURCES INC. 10/28/12 1.00 918,098 921,510NA NA 994,951 TELESAT CANADA 10/31/14 1.00 843,719 929,454NA NA 1,202,846 TEMBEC 02/28/12 1.00 1,062,158 799,893NA NA 994,937 TEXAS COMP ELEC HOLD CO. 10/10/14 1.00 950,350 713,807NA NA 1,598,307 TEXAS COMPETITIVE ENERGY (TXU) 10/10/14 1.00 1,577,490 1,139,257NA NA 520,838 TEXTRON FASTENING SYSTEMS 08/11/13 1.00 481,821 221,356NA NA 445,590 THE NASDAQ OMX GROUP INC. 02/26/13 1.00 445,457 414,399NA NA 500,000 TICKETMASTER 07/31/14 1.00 493,553 475,000NA NA 372,906 TPF GENERATION 12/15/13 1.00 366,079 353,329NA NA 500,000 TPF GENERATION HOLDINGS 12/08/13 1.00 460,144 412,500NA NA 41,060 TPF GENERATION HOLDINGS LLC 12/15/11 1.00 40,439 38,904NA NA 130,980 TPF GENERATION HOLDINGS LLC 12/15/13 1.00 128,582 124,104NA NA 500,000 TRIBUNE COMPANY 05/17/14 1.00 461,094 171,408NA NA 583,183 TZ MERGER SUB INC. 08/04/15 1.00 574,179 561,313NA NA 1,000,000 UNITED COMPONENTS INC. 06/30/12 1.00 953,568 855,000NA NA 500,000 UNIVERSAL CITY DEVELOPMENT 06/09/11 1.00 498,587 487,500ILLINOIS STATE BOARD OF INVESTMENT37