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) $ $ %Financials (continued)NA NR 2,300 HOME BANCORP INC. 28,270 27,462 0.00NA NR 3,597 HOME BANCSHARES INC. 77,411 68,487 1.30NA NR 4,300 HOME FED BANCORP INC. MD 45,796 43,817 2.20NA NR 8,300 HOME PROPERTIES INC. 291,575 283,030 7.90NA B 10,133 HORACE MANN EDUCATORS CORP. NEW 94,215 101,026 2.10NA NR 7,600 HOSPITALITY PPTYS TR 102,335 90,364 0.00NA B- 93,586 HOST HOTELS & RESORTS INC. 942,718 785,187 0.00NA NR 18,200 HRPT PPTYS TR 63,296 73,892 11.80NA A 65,216 HUDSON CITY BANCORP INC. 960,124 866,721 4.50NA B 390,977 HUNTINGTON BANCSHARES INC. 5,488,491 1,634,284 1.00NA A 17,583 IBERIABANK CORP. 749,462 692,946 3.50NA B+ 1,600 INDEPENDENCE HLDG CO. NEW 10,734 10,176 0.80NA A- 42,915 INDEPENDENT BK CORP. MASS 809,272 845,426 3.70NA NR 3,600 INFINITY PPTY & CAS CORP. 142,199 131,256 1.30NA NR 6,100 INFORMATION SVCS GROUP INC. 21,603 18,361 0.00NA NR 18,216 INLAND REAL ESTATE CORP. 160,208 127,512 8.10NA NR 3,300 INTERACTIVE BROKERS GROUP INC. 50,297 51,249 0.00NA NR 10,115 INTERCONTINENTALEXCHANGE INC. 1,073,097 1,155,538 0.00NA A 13,500 INTERNATIONAL BANCSHARES CORP. 216,792 139,185 3.30NA NA 200,343 INVESCO LTD 4,507,207 3,570,112 2.30NA B 72,700 INVESTMENT TECHNOLOGY GROUP 2,625,991 1,482,353 0.00NA NR 11,200 INVESTORS BANCORP INC. 125,952 102,592 0.00NA NR 14,400 INVESTORS REAL ESTATE TR 148,861 128,016 7.70NA B- 14,200 IPC HOLDINGS LTD BERMUDA 385,623 388,228 3.20NA B- 25,800 ISTAR FIN'L INC. 75,633 73,272 0.00NA NR 7,400 JACKSON HEWITT TAX SVC INC. 103,528 46,324 0.00NA B- 95,509 JANUS CAPITAL GROUP INC. 693,522 1,088,803 0.40NA B+ 65,140 JEFFRIES GROUP INC. NEW 1,552,377 1,389,436 0.00NA NR 3,400 JMP GROUP INC. 26,423 26,146 0.50NA B 19,800 JONES LANG LASALLE INC. 656,732 648,054 0.60NA B 1,027,610 JP MORGAN CHASE & CO. 33,161,698 35,051,777 0.60NA NR 1,000 K FED BANCORP 9,692 9,180 4.80NA B- 1,100 KANSAS CITY LIFE INS CO. 40,390 29,601 4.00NA NR 2,600 KAYNE ANDERSON ENERGY DEV CO. 31,834 34,476 1.60NA NR 4,823 KBW INC. 97,975 138,709 0.00NA NR 3,801 KEARNY FIN'L CORP. 43,242 43,483 1.80NA B- 262,483 KEYCORP NEW 6,251,555 1,375,411 0.80NA NR 9,400 KILROY REALTY CORP. 190,646 193,076 6.80NA NR 53,819 KIMCO REALTY CORP. 929,570 540,881 2.40NA NR 12,000 KITE REALTY GROUP TR 47,610 35,040 8.20NA B- 100,022 KNIGHT CAP GROUP INC. 1,534,795 1,705,375 0.00NA NR 4,200 KOHLBERG CAP CORP. 15,198 26,544 15.20NA C 14,379 LABRANCHE & CO INC. 68,829 61,830 0.00NA B+ 5,300 LAKELAND BANCORP INC. 42,823 47,647 4.50NA A+ 3,199 LAKELAND FINANCIAL CORP. 62,860 60,781 3.30NA NR 13,833 LASALLE HOTEL PPTYS 145,653 170,699 0.30NA NR 3,100 LAZARD LTD 128,299 83,452 1.50NA NR 1,900 LEGACY BANCORP INC. 22,499 21,090 1.80NA A 21,674 LEGG MASON INC. 740,669 528,412 0.50NA C 25,162 LEUCADIA NATL CORP. 671,197 530,667 0.00NA NR 21,901 LEXINGTON REALTY TRUST 85,723 74,463 21.20NA NR 8,600 LIBERTY PROPERTY 176,253 198,144 8.30NA B+ 129,551 LINCOLN NATL CORP. IN 4,931,558 2,229,573 0.20NA B 123,630 LOEWS CORP. 2,496,599 3,387,462 0.90NA NR 5,356 LTC PROPERTIES 114,840 109,530 7.60NA A- 11,504 M & T BK CORP. 716,034 585,899 5.50NA NR 6,401 MACERICH CO. 112,783 112,722 13.60NA NR 6,400 MACK CA REALTY CORP. 134,484 145,920 7.90NA NA 12,907 MAIDEN HOLDINGS LTD 61,211 84,670 3.70NA NR 700 MAIN STREET CAP CORP. 9,969 9,583 0.00NA A- 5,184 MAINSOURCE FINL GROUP INC. 54,639 38,465 2.70NA B- 2,716 MARKEL CORP. 876,711 765,097 0.00NA B 78,949 MARSH & MCLENNAN COS INC. 2,109,082 1,589,243 4.00NA A- 47,730 MARSHALL & ILSLEY CORP. NEW 556,727 229,104 0.80NA NR 12,012 MAX CAPITAL GROUP LTD 215,948 221,742 2.00NA B 9,200 MB FINL INC. 164,233 93,748 0.40NA B 99,450 MBIA INC. 4,690,395 430,619 0.00NA NR 16,900 MCG CAP CORP. 15,050 41,067 0.00NA B- 14,875 MEADOWBROOK INS GROUP INC. 95,412 97,134 1.20NA B- 3,794 MEDALLION FINL CORP. 26,092 29,024 9.90NA NR 20,800 MEDICAL PPTYS TR INC. 104,977 126,256 13.20NA NR 1,500 MERCER INS GROUP INC. 26,447 23,850 1.90NA B+ 1,300 MERCHANTS BANCSHARES INC. 29,304 28,847 5.10NA B 2,200 MERCURY GEN CORP. 80,330 73,546 6.90ILLINOIS STATE BOARD OF INVESTMENT50