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) $ $ %Materials (continued)NA NR 5,100 WESTLAKE CHEMICAL CORP. 73,691 103,989 1.00NA C 1,900 WESTMORELAND COAL CO. 15,718 15,390 0.00NA B- 32,951 WEYERHAEUSER CO. 1,169,542 1,002,699 3.30NA B 1,300 WORTHINGTON INDS INC. 13,695 16,627 3.10NA C 7,200 ZOLTEK COMPANIES INC. 72,227 69,984 0.00Total Materials 122,605,383 111,517,856Private PlacementNA NR 12,444 ARENA BRANDS HOLDING CORP. 124,440 128,796 0.00NA NR 400 GLI HOLDING CO. 0 4 0.00NA NR 101,610 INVESTCO LTD 1,302,454 1,810,690 0.00NA NR 182,519 MOSSIMO, INC. 0 0 0.00NA NR 11,486 PFD SIRF TECH HLDGS 16,768 16,768 0.00NA NR 1,500 VIRTUS INVT PARTNERS INC. 9,068 22,035 0.00NA NR 4,600 WALTER INV MGMT CORP. 62,107 61,088 0.00Total Private Placement 1,514,837 2,039,381Rights/WarrantsNA NR 51,500 CITIGRP CW12 NESTLE INDIA 1,495,217 2,150,034 0.00NA NR 1,213,183 CLSA FINANCIAL PRODUCTS LTD 9,554,851 10,030,741 0.00NA NR 54,610 J P MORGAN IN'TL DERIVATIVES 1,507,743 2,512,875 0.00NA NR 6,207 RAYTHEON CO. 0 58,160 0.00NA NR 9,600 SEALY CORPORATION 10,873 20,352 0.00Total Rights/Warrants 12,568,684 14,772,162TelecommunicationsNA B 45,274 AMERICAN TOWER CORP. 1,626,842 1,427,488 0.00NA B+ 1,540,634 AT&T INC. 42,648,220 38,269,349 6.60NA A 2,377 ATLANTIC TELE NETWORK INC. 52,722 93,392 1.80NA NR 11,214 CBEYOND INC. 217,081 160,921 0.00NA A- 97,305 CENTURYTEL INC. 3,309,089 2,987,264 9.10NA B 45,600 CINCINNATI BELL INC. NEW 69,768 129,504 0.00NA NR 5,200 CLEARWIRE CORP. NEW 26,008 28,756 0.00NA NR 2,900 CONSOLIDATED COMM HOLDINGS INC. 34,332 33,959 13.20NA C 19,331 CROWN CASTLE INTL CORP. 445,544 464,331 0.00NA B 3,700 D & E COMMUNICATIONS INC. 38,782 37,851 4.90NA NR 3,100 ECHOSTAR CORP. 45,700 49,414 0.00NA NR 22,286 EMBARQ CORP. 768,143 937,349 6.50NA B- 700 EMS TECHNOLOGIES INC. 16,711 14,630 0.00NA NR 1,339 FAIRPOINT COMMUNICATIONS INC. 12,805 803 0.00NA B- 42,591 FRONTIER COMMUNICATIONS CORP. 367,977 304,100 14.00NA B 4,625 GENERAL COMMUNICATION INC. 31,953 32,051 0.00NA NR 1,046 GLOBAL CROSSING LTD 7,191 9,602 0.00NA NR 15,300 HARRIS STRATEX NETWORKS 89,321 99,144 0.00NA NR 7,100 IBASIS INC. 7,657 9,301 0.00NA NR 7,200 IOWA TELECOMMUNICATION SVCS 94,802 90,072 13.00NA NR 54,720 IPCS INC. DEL 839,727 818,611 0.00NA C 28,234 JDS UNIPHASE CORP. 311,959 161,498 0.00NA NR 2,900 LEAP WIRELESS INT'L INC. 86,206 95,497 0.00NA C 132,600 LEVEL 3 COMMUNICATIONS INC. 185,839 200,226 0.00NA NR 21,700 LIBERTY GLOBAL INC. 338,379 344,813 0.00NA NR 10,100 METROPCS COMMUNICATIONS INC. 202,704 134,431 0.00NA NR 44,400 NEUSTAR INC. 730,382 983,904 0.00NA NR 72,582 NII HLDGS INC. 1,205,559 1,384,139 0.00NA B- 3,600 PREMIERE GLOBAL SVCS INC. 33,043 39,024 0.00NA B- 228,877 QWEST COMMUNICATIONS INT'L INC. 822,210 949,840 7.70NA C 4,700 SBA COMMUNCATIONS CORP. 127,099 115,338 0.00NA B 439,905 SPRINT NEXTEL CORP. 2,010,496 2,115,943 0.00NA B 3,700 SUREWEST COMMUNICATIONS. 40,891 38,739 0.00NA NR 3,000 SYNIVERSE HLDGS INC. 38,850 48,090 0.00NA B 7,400 TELEPHONE & DATA SYS INC. 223,014 209,420 1.50NA B 5,900 TW TELECOM INC. 58,242 60,593 0.00NA B- 1,300 UNITED STATES CELLULAR CORP. 52,862 49,985 0.00NA B 527 USA MOBILITY INC. 4,806 6,725 7.80NA B 773,635 VERIZON COMMUNICATIONS 27,288,245 23,773,804 6.00NA NR 6,200 VIRGIN MOBILE USA INC. 27,165 24,924 0.00NA NR 147,521 WINDSTREAM CORP. 1,448,049 1,233,276 12.00Total Telecommunications 85,986,375 77,968,101UtilitiesNA B 206,477 AES CORP. 1,686,268 2,397,198 0.00NA A 41,278 AGL RES INC. 1,485,525 1,312,640 5.40NA B 22,293 ALLEGHENY ENERGY INC. 557,681 571,815 2.30NA B 6,900 ALLETE INC. 214,766 198,375 6.10NA B 9,000 ALLIANT ENERGY CORP. 246,930 235,170 5.70ILLINOIS STATE BOARD OF INVESTMENT68