Annual Report PDF file 2009 - State of Illinois

PORTFOLIO OF INVESTMENTSJUNE 30, 2009 (CONTINUED)Moody’s S&P Shares/Quality Quality Par FairRating Rating Value Cost ValueREAL ESTATE $ $APOLLO REAL ESTATE INVESTMENT FUND III, L.P. 10,869,865 7,602,237APOLLO REAL ESTATE INVESTMENT FUND IV, L.P. 7,617,820 6,671,815BLACKSTONE REAL ESTATE PARTNERS VI 13,491,036 5,968,029CANYON JOHNSON URBAN FUND 1,426,114 510,337CB RICHARD ELLIS INVESTORS 258,091,293 190,429,738CF PRUDENTIAL PRISA I 76,343,384 70,894,802COLONY INVESTORS VIII 22,684,742 5,157,300DLJ REAL ESTATE CAPITAL II LP 9,070,735 5,245,573ING CLARION PARTNERS 178,796,112 164,053,612ING CLARION TAKEOVER ASSETS I.M.A. 31,749,999 8,953,028JPMCB STRATEGIC PROPERTY FUND 139,657,344 125,677,432KOLL BREN FUND VI 19,904,900 18,365,641LF STRATEGIC REALTY INVESTORS 20,426,970 19,154,129MACFARLANE URBAN REAL ESTATE 17,754,117 6,687,363MGA DEVELOPMENT ASSOC. LP 1 1,113,914OLYMPUS REAL ESTATE FUND II 20,191,895 1,655,957PREMIER PARTNERS V LP 31,050,321 38,545,912REALTY ASSOCIATES FUND V 17,302,265 20,407,198REALTY ASSOCIATES FUND VIII 29,059,637 25,125,835RLJ LODGING FUND II 27,155,169 22,799,512RREEF AMERICA REIT II 96,358,667 73,610,226RREEF AMERICA REIT III 30,067,552 8,422,290RREEF GLOBAL OPPORTUNITY FUND II 30,228,991 17,935,987TISHMAN SPEYER REAL ESTATE VII 15,791,171 1,605,816WALTON STREET REAL ESTATE FUND VI 4,500,000 319,325WALTON STREET REAL ESTATE FUND III 3,472,081 7,408,000WALTON STREET REAL ESTATE FUND V 30,000,000 7,984,092WALTON STREET REAL ESTATE FUNDIV 14,509,352 13,624,600TOTAL REAL ESTATE 1,157,571,533 875,929,700INFRASTRUCTUREALINDA INFRASTRUCTURE 75,890,410 74,920,097ALINDA INFRASTRUCTURE FUND II 25,047,499 22,542,191MACQUARIE INFRASTRUCTURE FUND I 171,144,989 144,249,629MACQUARIE INFRASTRUCTURE FUND II 26,417,294 25,614,963MACQUARIE EUROPEAN FUND III 34,709,624 38,643,067TOTAL INFRASTRUCTURE 333,209,816 305,969,947PRIVATE EQUITYABS CAPITAL PARTNERS IV LP 2,903,871 7,702,232ADVENT INTERNATIONAL GPE VI A 5,550,000 4,481,456BCI GROWTH IV 7,316,025 1,404,883BEHRMAN CAPITAL III LP 13,118,159 15,119,899BLACKSTONE CAPITAL PARTNERS V 21,830,972 16,482,571BLACKSTONE MEZZANINE PARTNERS 6,052,438 3,587,850BOSTON MILLENNIA II 8,687,743 5,936,737CASTILE VENTURES III 7,354,549 5,237,780CORNERSTONE EQUITY INVESTORS IV 5,383,614 691,735COURT SQUARE CAPITAL PARTNERS 12,367,907 9,929,780DLJ INVESTMENT PARTNERS II 3,621,780 2,471,966DLJ MERCHANT BANKING PARTNERS III 4,767,647 13,460,943FRANKLIN PARK VENTURE FUND 2,153,283 1,840,064FRONTENAC VII LP 5,203,550 101,384GOLDER THOMA CRESSEY RAUNER IV 2,748,713 40,993GOLDER THOMA CRESSEY RAUNER V 0 225,143GOLDER THOMA CRESSEY RAUNER VI 25,252,417 1,814,617GOLDER THOMA CRESSEY RAUNER VII A 1 77,316GOLDER THOMA CRESSEY RAUNER VII LP 7,943,489 1,136,825GOLDER THOMA CRESSEY RAUNER IX 10,182,083 7,968,088HOPEWELL VENTURES LP 8,000,000 2,604,919INROADS CAPITAL PARTNERS LP 6,372,972 415,843INTERWEST PARTNERS VI 4,811,934 586,001INTERWEST PARTNERS VII 14,797,276 7,659,714INTERWEST PARTNERS VIII 16,791,626 9,835,665INVESCO VENTURE PARTNERSHIP 18,785,164 10,811,904IRVING CAPITAL II 9,677,201 7,122,479JK & B CAPITAL IV LP 8,013,305 3,002,688KOHLBERG, KRAVIS, ROBERTS & CO 59,245,551 4,190,883KPS SPECIAL SITUATIONS FUND III 7,973,470 9,387,275LIGHTSPEED VENTURE 17,016,131 9,003,434MADISON DEARBORN CAPITAL PARTNERS II 3,552,183 534,171MADISON DEARBORN CAPITAL PARTNERS III 12,424,210 1,780,012MADISON DEARBORN CAPITAL PARTNERS IV 24,856,050 27,318,477MADISON DEARBORN CAPITAL PARTNERS V 27,550,564 19,368,291MADISON DEARBORN CAPITAL PARTNRS VI 4,090,170 3,498,447ILLINOIS STATE BOARD OF INVESTMENT96