Annual Report PDF file 2009 - State of Illinois
Annual Report PDF file 2009 - State of Illinois Annual Report PDF file 2009 - State of Illinois
Moody’s S&P Shares/Quality Quality Par Fair DividendRating Rating Value Cost Value YieldCOMMON STOCK AND EQUITY FUNDS (continued) $ $ %Industrials (continued)NA NR 3,000 GOLAR LNG LIMITED 21,925 25,650 8.80NA B+ 81,644 GOODRICH CORP. 2,612,611 4,079,751 2.00NA A- 1,400 GORMAN RUPP CO. 32,412 28,238 2.00NA B- 1,500 GP STRATEGIES CORP. 10,067 8,835 0.00NA A 37,673 GRACO INC. 1,399,470 829,559 3.50NA B 900 GRAHAM CORP. 13,321 11,970 0.60NA A+ 7,192 GRAINGER (W W) INC. 494,042 588,881 2.30NA A- 7,699 GRANITE CONSTR INC. 292,295 256,223 1.60NA B- 4,300 GREENBRIER COS INC. 25,790 30,917 0.00NA B 11,300 GRIFFON CORP. 104,703 94,016 0.00NA NR 7,020 H & E EQUIP SVCS INC. 53,711 65,637 0.00NA A 4,200 HARSCO CORP. 157,337 118,860 2.80NA B- 1,200 HAWK CORP. 17,990 16,620 0.00NA B- 11,000 HEADWATERS INC. 51,280 36,960 0.00NA B+ 4,900 HEARTLAND EXPRESS INC. 66,762 72,120 0.50NA NR 40,390 HEARTLAND PMT SYS INC. 983,465 386,532 0.40NA B- 4,400 HEIDRICK & STRUGGLES INT'L INC. 68,936 80,300 2.90NA B- 3,500 HERLEY INDUSTRIES INC. 41,326 38,395 0.00NA B+ 34,400 HERMAN MILLER INC. 479,736 527,696 0.60NA NR 3,400 HEWITT ASSOCIATES INC. 118,082 101,252 0.00NA B- 55,609 HEXCEL CORP. NEW 699,868 529,954 0.00NA NR 700 HILL INT'L INC. 2,899 3,010 0.00NA B- 11,900 HMS HLDGS CORP. 332,868 484,568 0.00NA B+ 207,914 HONEYWELL INT'L INC. 6,681,189 6,528,500 3.90NA NR 7,800 HORIZON LINES INC. 31,524 30,108 11.40NA NR 6,000 HORNBECK OFFSHORE SVCS INC. NEW 105,970 128,340 0.00NA NR 2,600 HOUSTON WIRE CABLE CO. 31,854 30,966 2.90NA B 5,050 HUB GROUP INC. 103,014 104,232 0.00NA A- 4,400 HUBBELL INC. 142,133 141,064 4.40NA B+ 208,310 HUNT (J B) TRANS SVCS INC. 6,264,174 6,359,704 1.40NA B- 1,500 HURCO CO INC. 20,912 23,445 0.00NA NR 25,780 HURON CONSULTING GROUP INC. 1,211,085 1,191,809 0.00NA B- 139,830 ICONIX BRAND GROUP INC. 2,280,216 2,150,585 0.00NA C 400 ICT GROUP INC. 3,642 3,492 0.00NA A- 87,838 IDEX CORP. 2,494,254 2,158,180 2.00NA B 2,100 II VI INC. 47,694 46,557 0.00NA A 115,441 ILLINOIS TOOL WORKS INC. 4,950,373 4,310,567 3.30NA B- 62,715 INSITUFORM TECHNOLOGIES INC. 934,906 1,064,274 0.00NA B- 4,500 INSTEEL INDS INC. 36,691 37,080 1.50NA B- 1,400 INTERNATIONAL SHIPHOLDING CORP. 25,761 37,744 7.40NA B 318,450 IRON MOUNTAIN INC. PA 8,085,991 9,155,438 0.00NA A- 27,545 ITT CORP. NEW 1,145,903 1,225,753 1.90NA B+ 1,550 ITT EDL SVCS INC. 106,640 156,023 0.00NA B 26,521 JABIL CIRCUIT INC. 365,279 196,786 3.80NA B+ 14,390 JACOBS ENGR GROUP INC. 729,799 605,675 0.00NA NR 59,800 JETBLUE AIRWAYS CORP. 345,851 255,346 0.00NA NR 7,100 JOHN BEAN TECHNOLOGIES CORP. 96,003 88,892 2.20NA NR 4,600 JOY GLOBAL INC. 278,321 164,312 2.00NA B- 3,219 KADANT INC. 33,514 36,343 0.00NA B 900 KAMAN CORP. 17,705 15,030 3.40NA B- 5,600 KANSAS CITY SOUTHERN 123,515 90,216 0.00NA B+ 50,626 KAYDON CORP. 1,845,402 1,648,383 2.10NA NR 13,100 KBR INC. 237,783 241,564 1.10NA B 6,100 KELLY SVCS INC. 62,111 66,795 0.00NA B+ 5,900 KENNAMETAL INC. 108,010 113,162 2.50NA C 7,400 KFORCE INC. 50,142 61,198 0.00NA B+ 30,550 KIRBY CORP. 959,573 971,185 0.00NA B+ 3,100 KNIGHT TRANSN INC. 52,984 51,305 1.20NA NR 2,000 KOPPERS HLDGS INC. 35,377 52,740 3.30NA B- 10,923 KORN / FERRY INT'L 106,969 116,221 0.00NA A- 48,769 L 3 COMMUNICATIONS HLDG CORP. 3,179,404 3,383,593 2.00NA B- 4,100 LADISH COMPANY INC. 51,499 53,177 0.00NA B+ 1,000 LANDAUER INC. 68,728 61,340 3.40NA B+ 12,500 LANDSTAR SYS INC. 440,860 448,875 0.50NA B 5,100 LAYNE CHRISTENSEN CO. 99,097 104,295 0.00NA B 1,900 LENNOX INT'L INC. 56,963 61,009 1.70NA A- 30,011 LINCOLN ELEC HLDGS INC. 1,524,655 1,081,596 3.00NA B 1,100 LMI AEROSPACE INC. 11,170 11,132 0.00NA B+ 92,871 LOCKHEED MARTIN CORP. 6,632,968 7,490,046 2.80NA B- 2,400 MAC GRAY CORP. 33,388 31,776 0.00NA B 20,004 MANITOWOC INC. 286,055 105,221 1.50NA A- 98,810 MANPOWER INC. WIS 4,338,595 4,183,615 1.80NA B 49,839 MASCO CORP. 596,393 477,458 3.10NA B 68,280 MASTEC INC. 882,136 800,242 0.00NA B- 9,200 MCDERMOTT INT'L INC. 375,245 186,852 0.00ILLINOIS STATE BOARD OF INVESTMENT59
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) $ $ %Industrials (continued)NA A- 5,300 MCGRATH RENT CORP. 107,520 101,018 4.60NA NR 2,300 MEDQUIST INC. 15,068 13,984 0.00NA NR 7,000 METALICO INC. 36,831 32,620 0.00NA B 17,767 MIDDLEBY CORP. 409,704 780,327 0.00NA B- 2,600 MILLER INDS INC. TENN 22,884 22,880 0.00NA B 6,800 MOBILE MINI INC. 96,640 99,756 0.00NA B+ 20,550 MOLEX INC. 358,762 319,553 3.90NA C 3,100 MONEYGRAM INT'L INC. 5,523 5,518 0.00NA NR 5,600 MONOTYPE IMAGING HOLDINGS 39,597 38,136 0.00NA B- 16,044 MONSTER WORLDWIDE INC. 337,338 189,480 0.00NA B+ 53,690 MOOG INC. 1,901,681 1,385,739 0.00NA B+ 113,630 MSC INDL DIRECT INC. 4,017,122 4,031,592 2.30NA B 9,700 MUELLER INDS INC. 211,063 201,760 1.90NA NR 30,000 MUELLER WTR PRODS INC. 211,907 112,200 1.90NA B 200 MULTI COLOR CORP. 2,161 2,452 1.60NA B- 1,458 NACCO INDS INC. 43,653 41,874 7.20NA B- 2,500 NAVISTAR INTL CORP INC. 113,004 109,000 0.00NA B 4,200 NCI BLDG SYS INC. 53,550 11,088 0.00NA A- 5,800 NORDSON CORP. 227,427 224,228 1.90NA A- 127,142 NORFOLK SOUTHN CORP. 4,634,742 4,789,439 3.60NA B+ 122,634 NORTHROP GRUMMAN CORP. 6,358,374 5,601,921 3.80NA B+ 24,200 OLD DOMINION FREIGHT LINE INC. 590,183 812,394 0.00NA B- 8,300 ON ASSIGNMENT INC. 40,347 32,453 0.00NA B- 42,536 ORBITAL SCIENCES CORP. 645,094 645,271 0.00NA A 6,000 OSHKOSH CORP. 53,911 87,240 0.00NA B+ 1,900 OVERSEAS SHIPHOLDING GROUP INC. 69,458 64,676 5.10NA NR 5,400 OWENS CORNING NEW 68,034 69,012 0.00NA B+ 42,825 PACCAR INC. 1,277,866 1,392,241 2.20NA NR 9,000 PACER INT'L INC. TN 55,105 20,070 0.00NA B+ 13,789 PALL CORP. 396,961 366,236 2.20NA A- 83,007 PARKER HANNIFIN CORP. 4,177,597 3,565,981 2.30NA A 6,900 PENTAIR INC. 169,355 176,778 2.80NA NR 14,100 PHH CORP. 153,635 256,338 0.00NA B- 1,595 PHI INC. 23,330 27,338 0.00NA NR 280,542 PHYSICIANS FORMULA HLDGS INC. 2,835,997 527,419 0.00NA B+ 31,848 PITNEY BOWES INC. 782,046 698,427 6.60NA C 18,000 POWER ONE INC. 22,638 26,820 0.00NA B 79,032 PRECISION CASTPARTS CORP. 6,935,158 5,771,707 0.20NA NR 3,980 QUANEX BLDG PRODS CORP. 35,887 44,656 1.10NA B- 16,100 QUANTA SERVICES INC. 362,150 372,393 0.00NA B- 125,887 QUIXOTE CORP. 2,363,613 356,260 0.00NA NR 2,100 RASER TECHNOLOGIES INC. 7,075 5,880 0.00NA A- 19,478 RAVEN INDS INC. 551,967 498,637 2.20NA B 49,277 RAYTHEON CO. 2,079,165 2,189,377 2.80NA A- 59,499 REGAL BELOIT CORP. 2,315,103 2,363,300 1.60NA B+ 5,100 RELIANCE STEEL & ALUM CO. 124,902 195,789 1.00NA NR 7,088 REPUBLIC AWYS HLDGS INC. 65,564 46,285 0.00NA B+ 45,438 REPUBLIC SVCS INC. 1,069,675 1,109,142 3.10NA B- 6,400 ROBBINS & MYERS INC. 114,455 123,200 0.80NA B 183,711 ROBERT HALF INT'L INC. 4,308,346 4,339,254 2.00NA B+ 22,052 ROCKWELL AUTOMATION INC. 636,297 708,310 3.60NA NR 64,913 ROCKWELL COLLINS INC. 3,753,088 2,708,819 2.30NA A 169,855 ROPER INDS 9,803,988 7,696,130 0.70NA B+ 65,668 RYDER SYSTEMS INC. 1,963,183 1,833,451 3.30NA NR 3,500 SAIA INC. 34,969 63,035 0.00NA B- 24,200 SHAW GROUP INC. 704,556 663,322 0.00NA NR 7,300 SHENGDATECH INC. 28,700 27,521 0.00NA B+ 2,300 SIMPSON MFG INC. 49,844 49,726 1.90NA A- 14,400 SKYWEST INC. 242,208 146,880 1.60NA B+ 5,695 SMITH A O CORP. 176,882 185,486 2.30NA B 105,346 SOUTHWEST AIRLINES CO. 1,058,164 708,979 0.30NA C 13,400 SPHERION CORP. 42,707 55,208 0.00NA NR 7,100 SPIRIT AEROSYSTEMS HLDGS INC. 89,639 97,554 0.00NA B 4,000 SPX CORP. 189,366 195,880 2.00NA NR 35,743 STANDARD PKG CORP. 638,563 582,253 0.00NA B- 1,100 STANDARD REGISTER 8,243 3,586 6.10NA B- 3,200 STANDEX INTL CORP. 51,127 37,120 1.70NA C 2,500 STARTEK INC. 19,329 20,050 0.00NA B- 269,600 STEELCASE INC. 4,444,039 1,569,072 2.80NA B+ 176,630 STERICYCLE INC. 8,826,733 9,101,744 0.00NA B 3,119 STERLING CONSTR INC. 48,977 47,596 0.00NA A 26,364 STRAYER ED INC. 3,300,272 5,750,252 0.90NA B+ 1,900 SUN HYDRAULICS INC. 32,189 30,723 2.20NA NR 20,462 SUNPOWER CORP 1,146,260 500,556 0.00NA NR 3,700 TAL INT'L GROUP INC. 41,245 40,330 0.40ILLINOIS STATE BOARD OF INVESTMENT60
- Page 9 and 10: FINANCIAL HIGHLIGHTSFISCAL YEARS EN
- Page 11 and 12: FINANCIALSTATEMENTS2009ILLINOIS STA
- Page 13 and 14: MANAGEMENT’S DISCUSSION AND ANALY
- Page 15 and 16: STATEMENT OF NET ASSETSJUNE 30, 200
- Page 18 and 19: Note 2Deposits, Investments, and In
- Page 20 and 21: Note 2 (continued)Deposits, Investm
- Page 22 and 23: Note 2 (continued)Deposits, Investm
- Page 24 and 25: Note 3 General StateMember Systems
- Page 26 and 27: Note 4PensionsPlan DescriptionAll o
- Page 28 and 29: SUPPLEMENTALFINANCIALINFORMATION200
- Page 30 and 31: Moody’s S&P Shares/Quality Qualit
- Page 32 and 33: Moody’s S&P Shares/Quality Qualit
- Page 34 and 35: Moody’s S&P Shares/Quality Qualit
- Page 36 and 37: Moody’s S&P Shares/Quality Qualit
- Page 38 and 39: Moody’s S&P Shares/Quality Qualit
- Page 40 and 41: Moody’s S&P Shares/Quality Qualit
- Page 42 and 43: Moody’s S&P Shares/Quality Qualit
- Page 44 and 45: Moody’s S&P Shares/Quality Qualit
- Page 46 and 47: Moody’s S&P Shares/Quality Qualit
- Page 48 and 49: Moody’s S&P Shares/Quality Qualit
- Page 51 and 52: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 53 and 54: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 55 and 56: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 57 and 58: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 59: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 63 and 64: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 65 and 66: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 67 and 68: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 69 and 70: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 71 and 72: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 73 and 74: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 75 and 76: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 77 and 78: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 79 and 80: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 81 and 82: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 83 and 84: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 85 and 86: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 87 and 88: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 89 and 90: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 91 and 92: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 93 and 94: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 95 and 96: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 97 and 98: PORTFOLIO OF INVESTMENTSJUNE 30, 20
- Page 99 and 100: PORTFOLIO DATAFISCAL YEARS ENDED JU
- Page 101 and 102: INVESTMENT TRANSACTIONS WITH BROKER
- Page 103 and 104: RESTRICTED INVESTMENTSPublic Act 95
- Page 105: STAFF AND INVESTMENT MANAGERSEXECUT
Moody’s S&P Shares/Quality Quality Par Fair DividendRating Rating Value Cost Value YieldCOMMON STOCK AND EQUITY FUNDS (continued) $ $ %Industrials (continued)NA NR 3,000 GOLAR LNG LIMITED 21,925 25,650 8.80NA B+ 81,644 GOODRICH CORP. 2,612,611 4,079,751 2.00NA A- 1,400 GORMAN RUPP CO. 32,412 28,238 2.00NA B- 1,500 GP STRATEGIES CORP. 10,067 8,835 0.00NA A 37,673 GRACO INC. 1,399,470 829,559 3.50NA B 900 GRAHAM CORP. 13,321 11,970 0.60NA A+ 7,192 GRAINGER (W W) INC. 494,042 588,881 2.30NA A- 7,699 GRANITE CONSTR INC. 292,295 256,223 1.60NA B- 4,300 GREENBRIER COS INC. 25,790 30,917 0.00NA B 11,300 GRIFFON CORP. 104,703 94,016 0.00NA NR 7,020 H & E EQUIP SVCS INC. 53,711 65,637 0.00NA A 4,200 HARSCO CORP. 157,337 118,860 2.80NA B- 1,200 HAWK CORP. 17,990 16,620 0.00NA B- 11,000 HEADWATERS INC. 51,280 36,960 0.00NA B+ 4,900 HEARTLAND EXPRESS INC. 66,762 72,120 0.50NA NR 40,390 HEARTLAND PMT SYS INC. 983,465 386,532 0.40NA B- 4,400 HEIDRICK & STRUGGLES INT'L INC. 68,936 80,300 2.90NA B- 3,500 HERLEY INDUSTRIES INC. 41,326 38,395 0.00NA B+ 34,400 HERMAN MILLER INC. 479,736 527,696 0.60NA NR 3,400 HEWITT ASSOCIATES INC. 118,082 101,252 0.00NA B- 55,609 HEXCEL CORP. NEW 699,868 529,954 0.00NA NR 700 HILL INT'L INC. 2,899 3,010 0.00NA B- 11,900 HMS HLDGS CORP. 332,868 484,568 0.00NA B+ 207,914 HONEYWELL INT'L INC. 6,681,189 6,528,500 3.90NA NR 7,800 HORIZON LINES INC. 31,524 30,108 11.40NA NR 6,000 HORNBECK OFFSHORE SVCS INC. NEW 105,970 128,340 0.00NA NR 2,600 HOUSTON WIRE CABLE CO. 31,854 30,966 2.90NA B 5,050 HUB GROUP INC. 103,014 104,232 0.00NA A- 4,400 HUBBELL INC. 142,133 141,064 4.40NA B+ 208,310 HUNT (J B) TRANS SVCS INC. 6,264,174 6,359,704 1.40NA B- 1,500 HURCO CO INC. 20,912 23,445 0.00NA NR 25,780 HURON CONSULTING GROUP INC. 1,211,085 1,191,809 0.00NA B- 139,830 ICONIX BRAND GROUP INC. 2,280,216 2,150,585 0.00NA C 400 ICT GROUP INC. 3,642 3,492 0.00NA A- 87,838 IDEX CORP. 2,494,254 2,158,180 2.00NA B 2,100 II VI INC. 47,694 46,557 0.00NA A 115,441 ILLINOIS TOOL WORKS INC. 4,950,373 4,310,567 3.30NA B- 62,715 INSITUFORM TECHNOLOGIES INC. 934,906 1,064,274 0.00NA B- 4,500 INSTEEL INDS INC. 36,691 37,080 1.50NA B- 1,400 INTERNATIONAL SHIPHOLDING CORP. 25,761 37,744 7.40NA B 318,450 IRON MOUNTAIN INC. PA 8,085,991 9,155,438 0.00NA A- 27,545 ITT CORP. NEW 1,145,903 1,225,753 1.90NA B+ 1,550 ITT EDL SVCS INC. 106,640 156,023 0.00NA B 26,521 JABIL CIRCUIT INC. 365,279 196,786 3.80NA B+ 14,390 JACOBS ENGR GROUP INC. 729,799 605,675 0.00NA NR 59,800 JETBLUE AIRWAYS CORP. 345,851 255,346 0.00NA NR 7,100 JOHN BEAN TECHNOLOGIES CORP. 96,003 88,892 2.20NA NR 4,600 JOY GLOBAL INC. 278,321 164,312 2.00NA B- 3,219 KADANT INC. 33,514 36,343 0.00NA B 900 KAMAN CORP. 17,705 15,030 3.40NA B- 5,600 KANSAS CITY SOUTHERN 123,515 90,216 0.00NA B+ 50,626 KAYDON CORP. 1,845,402 1,648,383 2.10NA NR 13,100 KBR INC. 237,783 241,564 1.10NA B 6,100 KELLY SVCS INC. 62,111 66,795 0.00NA B+ 5,900 KENNAMETAL INC. 108,010 113,162 2.50NA C 7,400 KFORCE INC. 50,142 61,198 0.00NA B+ 30,550 KIRBY CORP. 959,573 971,185 0.00NA B+ 3,100 KNIGHT TRANSN INC. 52,984 51,305 1.20NA NR 2,000 KOPPERS HLDGS INC. 35,377 52,740 3.30NA B- 10,923 KORN / FERRY INT'L 106,969 116,221 0.00NA A- 48,769 L 3 COMMUNICATIONS HLDG CORP. 3,179,404 3,383,593 2.00NA B- 4,100 LADISH COMPANY INC. 51,499 53,177 0.00NA B+ 1,000 LANDAUER INC. 68,728 61,340 3.40NA B+ 12,500 LANDSTAR SYS INC. 440,860 448,875 0.50NA B 5,100 LAYNE CHRISTENSEN CO. 99,097 104,295 0.00NA B 1,900 LENNOX INT'L INC. 56,963 61,009 1.70NA A- 30,011 LINCOLN ELEC HLDGS INC. 1,524,655 1,081,596 3.00NA B 1,100 LMI AEROSPACE INC. 11,170 11,132 0.00NA B+ 92,871 LOCKHEED MARTIN CORP. 6,632,968 7,490,046 2.80NA B- 2,400 MAC GRAY CORP. 33,388 31,776 0.00NA B 20,004 MANITOWOC INC. 286,055 105,221 1.50NA A- 98,810 MANPOWER INC. WIS 4,338,595 4,183,615 1.80NA B 49,839 MASCO CORP. 596,393 477,458 3.10NA B 68,280 MASTEC INC. 882,136 800,242 0.00NA B- 9,200 MCDERMOTT INT'L INC. 375,245 186,852 0.00ILLINOIS STATE BOARD OF INVESTMENT59