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 YieldFOREIGN EQUITY SECURITIES (continued) $ $ %EnergyNA NA 800 ADDAX PETE CORP. 13,754 33,981 0.00NA NA 36,500 ADVANTAGE ENERGY INCOME FD 169,733 154,002 0.00NA NA 54,548 AMEC 688,488 586,605 2.40NA NA 727,953 AUST WORLDWIDE EXP 1,240,629 1,512,480 0.00NA NA 10,900 BAYTEX ENERGY TRUST 302,974 183,864 0.00NA NA 587,323 BG GROUP 12,194,018 9,846,428 1.10NA NA 1,094,632 BP PLC 11,316,064 8,613,273 7.40NA NA 8,538 CAIRN ENERGY PLC 218,161 329,304 0.00NA NA 48,449 CALTEX AUSTRALIA 380,311 542,485 2.60NA NA 185,987 CANADIAN NATURAL RES LTD 10,301,603 9,799,410 0.70NA NA 13,400 CELTIC EXPL LTD 187,063 175,959 0.00NA NA 10,830 CGG VERITAS 208,288 194,593 0.00NA NA 86,000 CHINA OILFIELD SER 55,554 93,323 1.90NA NR 164,884 CORE LABORATORIES NV 16,465,379 14,369,641 0.50NA NA 84,000 COSMO OIL COMPANY 174,203 285,557 2.40NA NA 862,900 EASTERN STAR GAS 567,555 558,089 0.00NA NA 15,799 ENCANA CORP. 898,745 784,542 2.80NA NA 12,307 ENIA 97,060 87,434 0.00NA NA 353 ENSIGN ENERGY SVCS INC. 6,173 5,167 0.00NA NA 6,852 FUCHS PETRO AG OEL 268,891 371,464 4.10NA NA 12,032 FUGRO NV 651,546 498,200 5.10NA NA 1,370 GALP ENERGIA 15,341 19,216 0.00NA NA 18,126 HELLENIC PETROLEUM 245,892 175,174 6.50NA NA 75,300 HIGHPINE OIL & GAS LTD 375,475 284,640 0.00NA NA 7,272 HUSKY ENERGY INC 265,168 203,692 3.70NA NA 2,400 IDEMITSU KOSAN CO. 216,708 205,959 0.00NA NA 7,351 IMPERIAL OIL LTD 320,319 285,596 0.90NA NA 53,400 ITOHCHU ENEX CO. LTD 385,106 330,412 2.70NA NA 4,700 JAPAN PETROLEUM EX 267,871 260,610 0.80NA NA 28,752 MAUREL ET PROM 606,294 486,973 2.90NA NA 197,000 MONGOLIA ENERGY CORPORATION LI 108,499 72,699 0.00NA NA 31,244 NESTE OIL OYJ 636,996 433,862 8.10NA NA 9,041 NEXEN INC. 255,068 196,725 0.80NA NA 1,033 NIKO RES LTD 78,890 71,159 0.20NA NA 221,500 NIPPON MINING HLDG 901,651 1,152,438 2.80NA NA 148,000 NIPPON OIL CORP. 956,921 874,333 3.50NA NA 5,500 NOBLE CORPORATION BAAR 124,808 166,376 0.40NA NA 80,000 NORWEGIAN ENERGY 247,338 229,937 0.00NA NA 7,651 NOVATEK OAO 343,909 364,953 0.00NA NA 200 OGX PETROLEO E GAS 31,771 101,968 0.00NA NA 91,084 OIL SEARCH LTD 335,281 402,057 1.80NA NR 50,400 OILSANDS QUEST INC. 52,089 48,384 0.00NA NA 70,813 ORIGIN ENERGY 579,329 838,122 2.60NA NA 11,825 PENN WEST ENERGY TR 307,824 150,797 0.00NA NA 90,900 PETRO ANDINA RES INC. 506,921 704,439 0.00NA NR 11,326 PETRO CDA 519,996 438,080 1.80NA NA 20,100 PETROPLUS HOLDINGS 528,059 331,750 3.30NA C 11,100 PETROQUEST ENERGY INC. 57,291 40,959 0.00NA NA 1,105 PRECISION DRILLING TR 18,833 5,319 0.00NA NA 10,153 PREMIER OIL 196,205 182,587 0.0020,612 PROVIDENT ENERGY TR 182,351 103,295 12.40NA NA 5,810 RENEWABLE ENERGY 215,581 45,043 0.00NA NA 62,000 SAN AI OIL CO. 319,625 289,807 2.40NA NA 76,945 SANTOS LTD 752,028 910,698 2.90NA NA 368,472 SBM OFFSHORE NV 8,373,096 6,289,911 2.70NA NA 9,175 SEADRILL LTD 148,194 130,857 0.00NA NA 34,700 SHINKO PLANTECH 345,574 275,485 3.30NA NA 45,100 SHOWA SHELL SEKIYU 506,227 477,714 3.50NA NA 424,000 SINGAPORE PETROL 726,744 1,819,214 4.50NA B 18,950 SUNCOR ENERGY INC. 779,807 577,140 0.60NA NA 115,878 SURGUTNEFTEGAZ JSC 804,622 595,755 0.00NA B- 23,661 TALISMAN ENERGY INC 399,587 340,445 1.40NA NA 80,000 TONEN GEN SEKIYU 766,279 815,049 3.9018,831 TRANSCANADA CORP 625,215 507,846 4.90NA NA 664 TRICAN WELL SERVICE LTD 11,800 5,729 1.00NA NA 52,853 TULLOW OIL 462,720 816,009 0.60NA NA 33,121 WOODSIDE PETROLEUM 1,109,653 1,157,020 3.10NA NA 15,372 WORLEYPARSONS LIMITED 234,948 295,899 4.70Total Energy 82,656,096 73,537,933FinancialsNA NA 82,505 3I GROUP 800,377 328,813 2.60NA NA 680,478 ABACUS PROPERTY GROUP 202,275 203,549 0.00NA NA 19,800 ABC ARBITRAGE 168,709 165,524 0.00NA NR 148,360 ACE LIMITED 7,170,948 6,561,963 2.50ILLINOIS STATE BOARD OF INVESTMENT76