Annual Report PDF file 2009 - State of Illinois

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Moody’s S&P Shares/Quality Quality Par FairRating Rating Value Cost ValuePRIVATE EQUITY (continued) $ $MDCP III GLOBAL INVESTMENT LP 884,316 448,575MDCP IV GLOBAL INVESTMENTS 2,719,725 7,034,014MESIROW CAPITAL VII 8,791,810 252,011OCM OPPORTUNITIES FUND III LP 63,045 386,175OCM OPPORTUNITIES FUND IV LP 1 124,381RELIANT EQUITY PARTNERS 9,990,602 520,351RESOLUTE LTD 17,178,261 22,581,673RESOLUTE FUND II 7,516,460 7,188,816RIVERSIDE CAPITAL APPRECIATION 4,472,273 3,605,521SCP PRIVATE EQUITY PARTNERS II LP 12,118,579 8,581,800SPROUT CAPITAL IX LP 8,428,908 4,639,596STERLING CAPITAL PARTNERS III 11,517,000 8,119,535SUMMIT ACCELERATOR FUND 1,923,521 1,068,875SUMMIT PARTNERS PRIVATE EQUITY 15,154,112 12,493,586SUMMIT VENTURES IV L.P. 2,488,269 136,241SUMMIT VENTURES V 4,525,979 445,735SUMMIT VENTURES VI A 15,175,092 15,777,434TCW SHARED OPPORTUNITY FUND IV 7,610,099 6,894,409TCW SHARED OPPORTUNITY FUND V 11,886,779 7,695,161TL VENTURES V LP 12,281,848 3,627,253THOMAS H LEE EQUITY FUND V 17,236,733 16,482,760VALOR EQUITY PARTNERS II 7,381,175 8,278,607WARBURG PINCUS EQUITY PARTNERS 9,732,026 5,702,377WARBURG PINCUS PRIVATE EQUITY VIII 20,652,630 30,768,819WARBURG PINCUS PRIVATE EQUITY IX 27,630,385 27,665,622WARBURG PINCUS PRVT EQUITY X 13,009,170 9,015,768WARBURG PINCUS VENTURES 7,819,901 179,905WEISS PECK & GREER VENTURE ASSOCIATES IV 0 1,015,121WEISS PECK & GREER VENTURE ASSOCIATES V 25,020,849 7,780,433WELSH CARSON ANDERSON STOWE IX 12,346,650 13,335,959WELSH CARSON ANDERSON STOWE XI 0 (277,880)WIND POINT PARTNERS V 4,158,470 2,090,712TOTAL PRIVATE EQUITY 696,110,716 450,491,810HEDGE FUNDSENTRUST CAPITAL LLC 191,333,225 167,952,613GROSVENOR INSTITUTIONAL US HEDGED EQUITY 180,000,000 171,782,407MESIROW PLAN EQUITY FUND LP 180,000,000 177,866,096ROCK CREEK GROUP 198,288,061 204,782,653ROCK CREEK GROUP FUND II 154,846,445 158,555,421TOTAL HEDGE FUNDS 904,467,731 880,939,190MONEY MARKETNA NA 262,133 LIQUIDITY MGMT CONTROL SYS III 07/01/09 0.01 503,323 503,323NA NA 225,195,679 STATE STREET BANK & TRUST CO. 05/07/10 0.44 226,775,645 226,775,644AAA AAA 7,850,000 UNITED STATES TREASURY BILLS 09/10/09 0.01 7,847,029 7,847,523TOTAL MONEY MARKET 235,125,997 235,126,490FORWARDSFORWARD FOREIGN CURRENCY CONTRACTS 0 (5,594,545)TOTAL FORWARDS 0 (5,594,545)TOTAL INVESTMENTS 9,803,914,187 8,735,057,063OTHER ASSETS LESS LIABILITIESCash 12,699,784 12,662,039ReceivablesForeign Taxes 3,368,678 3,368,678Account Receivables 1,557,303 1,557,303Investments Sold 154,225,236 154,225,236Dividends & Interest 26,948,058 26,948,058Securities Lending Collateral 1,467,350,961 1,395,768,802Prepaid Expenses 16,184 16,184CAPITAL ITEMS 57,635 57,635PAYABLES:Investments Purchased (173,277,766) (173,277,766)Operating Expenses (5,077,999) (5,077,999)Securities Lending Collateral Obligation (1,467,250,961) (1,467,250,961)TOTAL OTHER ASSETS LESS LIABILITIES (20,617,113) (51,002,791)NET ASSETS 9,824,360,239 8,684,054,272ILLINOIS STATE BOARD OF INVESTMENT97
PORTFOLIO DATAFISCAL YEARS ENDED JUNE 30Fixed Income Portfolio* (Unaudited) <strong>2009</strong> 2008Average Duration 3.8 years 4.2 yearsAverage Coupon* 4.9% 6.2%Average Quality* AA AAQuality Analysis% %Government & Agency 48.7 42.1AAA 2.9 6.8AA 4.4 6.4A 15.9 7.2BAA 7.4 8.7BA 6.6 7.0B 10.2 14.4CAA or lower 3.2 3.2Not Rated 0.7 4.2Industry Diversification% %Government & Agency 48.7 42.1Foreign 2.4 5.6Bank & Finance 11.7 7.9Collateralized Mortgage Obligations 1.4 6.7Industrials 31.1 29.3Miscellaneous 4.7 8.4*Data does not include commingled bond funds and short trades.ILLINOIS STATE BOARD OF INVESTMENT98
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2009ANNUALREPORTILLINOISSTATEBOARDO
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BOARD MEMBERSCHAIRMANRonald E. Powe
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International Equity 17%U.S. Equity
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% Investment Returns June 30201510T
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FINANCIAL HIGHLIGHTSFISCAL YEARS EN
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FINANCIALSTATEMENTS2009ILLINOIS STA
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MANAGEMENT’S DISCUSSION AND ANALY
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STATEMENT OF NET ASSETSJUNE 30, 200
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Note 2Deposits, Investments, and In
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Note 2 (continued)Deposits, Investm
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Note 2 (continued)Deposits, Investm
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Note 3 General StateMember Systems
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Note 4PensionsPlan DescriptionAll o
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SUPPLEMENTALFINANCIALINFORMATION200
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Moody’s S&P Shares/Quality Qualit
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Page 51 and 52: PORTFOLIO OF INVESTMENTSJUNE 30, 20
Page 97: PORTFOLIO OF INVESTMENTSJUNE 30, 20
Page 101 and 102: INVESTMENT TRANSACTIONS WITH BROKER
Page 103 and 104: RESTRICTED INVESTMENTSPublic Act 95
Page 105: STAFF AND INVESTMENT MANAGERSEXECUT
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Annual Report PDF file 2009 - State of Illinois

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