Annual Report PDF file 2009 - State of Illinois

Moody’s S&P Shares/Quality Quality Par Fair DividendRating Rating Value Cost Value YieldFOREIGN EQUITY SECURITIES (continued) $ $ %Materials (continued)NA NA 21,317 UPM KYMMENE OY 456,430 185,681 6.40NA NA 11,159 USIMINAS ISI SD MG 101,296 236,014 5.30NA NA 14,112 USIMINAS USI SD MG 191,401 299,623 5.80NA NA 114,395 VALE SA 1,502,570 1,808,692 1.90NA NA 4,160 VEDANTA RESOURCES 49,073 88,240 2.00NA NA 190 VETROPACK HLDG SA 479,074 276,907 2.20NA NA 3,358 VICAT 171,685 193,114 3.70NA NA 3,932 VOESTALPINE AG 308,380 107,823 5.40NA NA 1,991 VOTORANTIM CELULOS 39,287 21,375 0.00NA NA 1,148 WACKER CHEMIE AG 117,098 131,782 0.00NA NA 98,154 XSTRATA 1,826,329 1,062,492 1.70NA B- 8,521 YAMANA GOLD INC. 63,796 75,866 0.00NA NA 48,400 YAMATO KOGYO CO. 1,038,953 1,432,160 1.40NA NA 52,000 YANZHOU COAL MINING 56,358 71,525 4.30NA NA 5,036 YARA INTERNATIONAL 127,435 140,833 2.50NA NA 69,000 YODOGAWA STEEL WKS 374,761 350,417 2.00NA NA 2,341,800 YONGNAM HOLDINGS 156,048 347,868 0.00NA NA 206,600 YULE CATTO & CO. 399,083 363,205 3.80NA NA 72,000 ZIJIN MINING GROUP CO. LTD 42,121 65,125 1.60Total Materials 100,730,878 91,055,489Private PlacementNA NA 112 B TECH 21 110 0.00NA NA 717,867 BEAZLEY PLC 956,645 1,149,706 0.00NA NA 78,317 D AMICO INT'L SHIP 156,236 143,466 0.00NA NA 181,550 FRIENDS PROVIDENT GROUP 616,211 196,224 0.00NA NA 23,233 HINDALCO INDS 91,770 0 0.00NA NA 1,000 HUTCHISON TELECOMMUNICATIONS 356 137 0.00NA NA 83,168 IBERDROLA SA 615,410 653,272 0.00NA NA 119 IMERYS SA NEW 3,211 4,532 0.00NA NA 140 NAMAA FOR DEVEL AND REAL ESTATE 259 321 0.00NA NA 163 ZARDOYA OTIS 0 0 0.00Total Private Placement 2,440,119 2,147,768Rights/WarrantsNA NA 24 ABERTIS INFRAESTRUCTURAS 32 0 3.50NA NA 20,531 ASCIANO GROUP 5,927 0 17.20NA NA 23,942 BANKINTER SA RTS 0 17,183 0.00NA NA 3,200 CHINA RES PWR HLDG 0 1,363 0.00NA NA 14 DANONE RTS 0 48 0.00NA NA 6,100 DEUTSCHE BANK AG LDN 137,660 190,852 0.00NA NA 79,051 FORTIS 0 0 0.00NA NA 14 GIVAUDAN AG RTS 0 362 0.00NA NA 32,177 GOLDEN AGRI RESOURCESRTS 0 4,446 0.00NA NA 1,923,088 HSBC BANK 8,131,803 9,780,455 0.00NA NA 226,658 ING OFFICE FUND 0 0 0.00NA NA 257,189 JP MORGAN INTERNATIONAL DERIV 8,901,347 12,525,104 0.00NA NA 718,800 JP MORGAN STRUCTURED PRODS B V 3,495,726 3,996,528 0.00NA NA 21,749 NEPTUNE ORIENT LINES 0 2,630 0.00NA NA 100,602 PNE WIND AG 0 0 0.00NA NA 2,003 RENEWABLE ENERGY RTS 0 7,157 0.00NA NA 32,466 RIO TINTO PLC NPR RTS 745,217 409,681 0.00NA NA 29,173 UBI AZXOBCV 0 1,993 0.00NA NA 29,173 UBI BANCA SCPA 34,941 2,251 0.00NA NA 18 ZARDOYA OTIS SA 0 18 0.00Total Rights/Warrants 21,452,653 26,940,071Telecommunications ServicesNA NA 324,349 AMERICA MOVIL SA 871,542 627,752 1.20NA NA 6,178 BCE INC. 214,681 127,672 0.00NA NA 6,263 BELGACOM SA 233,521 199,722 9.60NA NA 3,373 BRASIL TELECOM PAR 40,369 26,352 4.80NA NA 443,865 BT GROUP 2,439,622 741,944 6.40NA NA 116,505 CABLE & WIRELESS 372,825 255,374 6.40NA NA 4,000 CHINA COMM SERVICE 2,037 2,472 0.00NA NA 334,000 CHINA MOBILE LTD 2,559,052 3,344,288 3.50NA NA 12,862,000 CHINA TELECOM CORP. 6,793,315 6,406,064 2.20NA NA 126,000 CHINA UNICOM HONG KONG LTD 174,484 166,807 2.20NA NA 1,795 COMSTAR UNITED TEL 19,709 7,719 0.00NA NA 47,400 DACOM CORP. 685,015 656,706 2.80NA NA 160,639 DEUTSCHE TELEKOM 2,960,025 1,892,691 9.30NA NA 23,793 ELISA CORPORATION 415,309 391,468 5.10NA NA 498,820 FRANCE TELECOM 14,337,248 11,306,669 8.70NA NA 8,187 FREENET AG 79,792 82,107 0.00ILLINOIS STATE BOARD OF INVESTMENT93