Annual Report PDF file 2009 - State of Illinois

PORTFOLIO OF INVESTMENTSJUNE 30, 2009 (CONTINUED)Moody’s S&P Shares/Quality Quality Par Fair DividendRating Rating Value Cost Value YieldCOMMON STOCK AND EQUITY FUNDS (continued) $ $ %Energy (continued)NA B- 3,300 T 3 ENERGY SVCS INC. 43,268 39,303 0.00NA B 21,268 TESORO CORP. 489,479 270,742 3.10NA B- 9,000 TETRA TECHNOLOGIES INC. DEL 70,574 71,640 0.00NA B+ 112,344 TIDEWATER INC. 5,546,868 4,816,187 2.30NA NR 300 TOREADOR RES CORP. 906 2,010 0.00NA NR 2,500 UNION DRILLING INC. 12,580 16,550 0.00NA B 42,380 UNIT CORP. 1,808,134 1,168,417 0.00NA NR 600 URANIUM ENERGY COORP. 2,023 1,740 0.00NA B- 14,177 VAALCO ENERGY INC. 95,121 59,969 0.00NA B+ 314,798 VALERO ENERGY CORP. 7,381,507 5,316,938 3.60NA NA 7,700 VANTAGE DRILLING COMPANY 14,719 13,475 0.00NA NR 3,100 VENOCO INC. 26,076 23,777 0.00NA NR 400 W&T OFFSHORE INC. 3,869 3,896 1.20NA NR 6,900 WARREN RES INC. 18,088 16,905 0.00NA NR 8,100 WESTERN REFINING INC. 90,971 57,186 0.00NA NR 4,200 WHITING PETE CORP. NEW 144,990 147,672 0.00NA B- 1,500 WILLIAMS CLAYTON ENERGY INC. 27,947 28,305 0.00NA B 95,477 WILLIAMS COS INC. 1,411,524 1,490,396 2.80NA B+ 218,584 XTO ENERGY INC. 8,860,845 8,336,794 1.30Total Energy 281,529,107 277,081,008FinancialsNA A- 3,884 1ST SOURCE CORP. 65,532 67,077 3.20NA NR 5,600 ABINGTON BANCORP INC. PENN 42,194 44,576 2.50NA NR 7,900 ACADIA REALTY TR 99,967 103,095 5.50NA B 318,536 AFFILIATED MANAGERS GROUP INC. 19,538,896 18,535,610 0.00NA A 129,159 AFLAC INC. 5,854,457 4,015,553 3.60NA NR 1,848 AGREE REALTY CORP. 24,486 33,874 1.90NA NR 205 ALEXANDERS INC. 42,439 55,268 0.00NA NR 19,060 ALEXANDRIA REAL ESTATE EQUITY 1,081,378 682,157 3.90NA B 7,840 ALLEGHANY CORP. DEL 2,797,193 2,124,640 0.00NA B+ 1,100 ALLIANCE FIN'L CORP. 31,902 31,196 3.70NA B 46,400 ALLIED CAP CORP. NEW 154,118 161,472 0.00NA B 221,963 ALLSTATE CORP. 8,401,998 5,415,897 3.30NA NR 11,900 AMB PPTY CORP. 215,944 223,835 6.00NA B+ 74,700 AMBAC FIN'L GROUP INC. 79,059 68,724 0.00NA NR 13,184 AMERICAN CAMPUS COMMUNITYS INC. 288,756 292,421 6.10NA B- 56,000 AMERICAN CAP LTD 177,604 179,760 0.00NA NR 2,600 AMERICAN CAPITAL AGENCY CORP. 52,973 59,722 26.10NA NR 13,800 AMERICAN EQUITY INVT LIFE 89,181 77,004 1.30NA A- 162,724 AMERICAN EXPRESS CO. 4,239,018 3,781,706 3.10NA B 234,857 AMERICAN FIN'L GROUP INC. OHIO 5,137,435 5,068,214 2.40NA B 609,662 AMERICAN INT'L GROUP INC. 20,691,028 707,208 0.00NA A- 1,600 AMERICAN NAT'L BANKSHARES INC. 34,274 30,848 4.80NA B 1,300 AMERICAN NATL INS CO. 73,597 98,254 4.10NA B- 1,900 AMERICAN PHYSICIANS CAP INC. 80,085 74,404 1.10NA B 1,700 AMERICAN PHYSICIANS SVC GROUP 38,338 38,573 0.00NA NR 600 AMERICAN REALTY INVS INC. 6,901 6,120 0.00NA B- 2,000 AMERICAN SAFETY INSURANCE HLD 27,151 27,220 0.00NA B- 6,100 AMERICREDIT CORP. 44,590 82,655 0.00NA NR 99,527 AMERIPRISE FIN'L INC. 1,967,206 2,415,520 2.80NA B+ 3,500 AMERIS BANCORP 33,194 22,120 3.20NA NR 4,900 AMERISAFE INC. 93,871 76,244 0.00NA NR 909 AMES NAT'L CORP. 17,927 22,189 1.60NA NR 5,400 AMPAL AMERN ISRAEL CORP. 12,436 13,176 0.00NA NR 5,032 AMTRUST FINANCIAL SERVICES 51,442 57,365 2.10NA NR 44,300 ANNALY CAPITAL MANAGEMENT INC. 653,829 670,702 15.90NA NR 20,400 ANTHRACITE CAP INC. 28,378 12,648 0.00NA NR 26,381 ANWORTH MTG ASSET CORP. 1 161,722 190,207 16.60NA B+ 42,842 AON CORP. 1,530,220 1,622,427 1.60NA NR 19,073 APARTMENT INVT & MGMT CO. 271,258 168,796 4.50NA NR 36,900 APOLLO INVT CORP. 288,535 221,400 17.30NA B- 4,300 ARCH CAP GROUP LTD 258,544 251,894 0.00NA NR 25,200 ARES CAP CORP. 149,074 203,112 17.40NA C 70,109 ARGO GROUP INTERNATIONAL HOLD 3,250,928 1,978,476 0.00NA A- 900 ARROW FINL CORP. 21,828 24,300 3.70NA NR 16,000 ASHFORD HOSPITALITY TR INC. 24,696 44,960 0.00NA NR 70,500 ASPEN INSURANCE HOLDINGS LTD 1,869,334 1,574,970 2.70NA NR 2,369 ASSET ACCEP CAP CORP. 10,146 18,218 0.00NA A- 40,300 ASSOCIATED BANC CORP. 668,755 503,750 1.60NA NR 3,333 ASSOCIATED ESTATES RLTY CORP. 20,984 19,865 11.40NA NR 61,846 ASSURANT INC. 1,464,108 1,489,870 2.50NA NA 13,800 ASSURED GUARANTY LTD 104,069 170,844 1.50NA B 22,200 ASTORIA FINL CORP. 191,841 190,476 6.10ILLINOIS STATE BOARD OF INVESTMENT46