Annual Report PDF file 2010 - State of Illinois

More documents

Recommendations

Info

Moody’s S&P Shares/Quality Quality Par Maturity Interest FairRating Rating Value Date Rate Cost Value$ BANK LOANS (continued) % $ $NA NA 790,106 PQ CORPORATION 07/30/14 1.00 732,977 717,898NA NA 314,549 PRESTIGE BRANDS INC 03/19/16 1.00 311,404 312,977NA NA 713,287 PROQUEST 02/10/14 1.00 618,266 675,839NA NA 550,447 PROTECTION ONE TL B 06/04/16 1.00 543,066 540,814NA NA 1,000,000 QUAD/GRAPHICS, INC 04/14/16 1.00 985,000 962,500NA NA 3,231,946 QUEBECOR WORLD INC 07/10/12 1.00 3,097,671 3,248,106NA NA 1,911,669 R.H. DONNELLEY INC. 10/24/14 1.00 1,876,885 1,719,546NA NA 2,132,721 REGAL CINEMAS CORP 11/18/16 1.00 1,892,304 2,083,896NA NA 500,000 REVOLUTION STUDIOS DIST 06/21/15 1.00 83,846 305,000NA NA 950,095 REVOLUTION STUDIOS DISTR CO 12/21/14 2.75 775,847 817,081NA NA 1,250,000 REXNORD CORPORATION 06/30/13 1.00 1,231,659 1,187,891NA NA 851,376 REYNOLDS GROUP HOLDINGS INC 11/05/15 1.00 846,145 843,714NA NA 214,378 REYNOLDS GROUPS HOLDINGS, INC 05/05/16 1.00 213,842 212,413NA NA 733,327 RJO HOLDINGS CORP 07/12/14 1.00 595,454 502,329NA NA 613,874 ROYALTY PHARMA FINANCE 04/16/13 1.00 611,452 599,671NA NA 460,220 RURAL/METRO OPERATING COMPANY 11/06/14 1.00 458,023 459,070NA NA 1,145,805 SARNOVA HC 04/06/15 1.00 1,128,618 1,128,618NA NA 420,789 SAVERS, INC 03/11/16 - 416,581 420,789NA NA 2,500,000 SCORPION HOLDING LTD 05/08/14 1.00 2,131,500 2,506,250NA NA 407,349 SEMINOLE TRIBE OF FLORIDA 03/05/14 1.00 405,801 377,476NA NA 591,674 SEQUA TL B 11/21/14 1.00 573,952 533,616NA NA 457,971 SERENA SOFTWARE INC 03/11/13 1.00 452,007 430,493NA NA 1,144,611 SIX FLAGS THEME PARKS, INC 02/17/16 1.00 1,133,165 1,132,440NA NA 596,861 SKILLSOFT CORPORATION 05/19/17 1.00 591,725 594,623NA NA 1,975,000 SKYPE TECHNOLOGIES S.A 02/02/15 1.00 1,958,027 1,956,484NA NA 1,146,477 SMURFIT STONE CONTAINER 02/22/16 1.00 1,135,013 1,141,154NA NA 748,125 SPANSION LLC 01/08/15 1.00 741,579 727,787NA NA 668,638 SPANSION LLC 02/02/15 1.00 666,250 659,444NA NA 1,357,217 SPECTRUM BRANDS INC 06/16/16 1.00 1,332,047 1,362,901NA NA 768,769 SPIRIT AEROSYSTEMS INC 09/30/13 10.00 763,543 755,316NA NA 297,548 SUNGARD DATA SYSTEMS INC 02/28/14 1.00 293,270 293,393NA NA 1,903,726 SUNGARD DATA SYSTEMS INC 02/28/16 1.00 1,835,860 1,813,299NA NA 4,111 SUPERMEDIA INC N/A 0 0 75,190NA NA 59,932 SUPERVALU INC 06/02/12 1.00 52,303 56,808NA NA 106,182 SUPERVALU INC 04/05/15 1.00 106,182 101,426NA NA 708,775 SUPERVALU, INC 06/02/11 1.00 649,297 684,656NA NA 824,155 SW ACQUISITION CO., INC 05/10/16 1.00 811,793 821,323NA NA 424,919 TARGA RESOURCES, INC 06/17/16 1.00 420,670 423,007NA NA 143,574 TASC INC. 12/31/14 1.00 142,138 143,454NA NA 288,218 TASC INC. 12/31/15 1.00 285,336 288,338NA NA 2,500,000 TEMBEC 02/28/12 1.00 2,069,467 2,422,913NA NA 2,580,537 TEXAS COMP ELEC HOLD CO 10/10/14 1.00 2,322,554 1,904,340NA NA 539,733 TEXTRON FASTENING SYSTEMS 08/11/13 1.00 476,955 524,890NA NA 1,243,750 TOWER CO. 11/24/2014 11/24/14 1.00 1,243,128 1,245,311NA NA 500,000 TPF GENERATION HOLDINGS 12/08/13 1.00 460,144 446,875NA NA 1,500,853 TRANS UNION, LLC 06/15/17 1.00 1,478,340 1,508,920NA NA 284,994 TRAVELPORT LLC LX111790 08/23/13 1.00 286,419 285,469NA NA 750,000 TRIDENT EXPLORATION CORP. 06/11/14 1.00 727,500 736,875NA NA 36,169 TROPICANA ENTERTAINMENT INC NA 0 0 632,958NA NA 563,410 TZ MERGER SUB INC 08/04/15 1.00 554,711 561,532NA NA 907,058 UNITED COMPONENTS INC 06/30/12 1.00 864,941 857,170NA NA 1,347,396 UNIVERSAL CITY DEVELOPMENT 11/06/14 1.00 1,347,396 1,339,524NA NA 3,477,919 UNIVISION COMMUNICATIONS 09/29/14 1.00 3,136,997 2,910,000NA NA 500,000 UPC BROADBAND HOLDING 09/02/13 - 457,432 482,500NA NA 684,932 UPC BROADBAND HOLDINGS BV 12/31/16 1.00 657,534 638,356NA NA 486,216 UPC BROADBAND TERM N1 12/31/14 1.00 471,707 449,344NA NA 352,715 URS CORP TLB 05/01/13 1.00 353,078 349,294NA NA 118,859 URS CORPORATION 11/15/12 1.00 114,176 117,016NA NA 1,494,242 VEYANCE TECHNOLOGIES INC 07/31/14 1.00 1,329,890 1,254,536NA NA 660,178 WARNER CHILCOTT PLC 10/30/14 1.00 657,866 659,889NA NA 191,172 WARNER CHILCOTT PLC 04/30/15 - 189,658 190,580NA NA 2,184,669 WARNER CHILCOTT PLC 04/30/15 1.00 2,179,136 2,181,586NA NA 492,148 WEATHER CHANNEL 09/14/15 1.00 489,682 491,181NA NA 1,000,000 WENDYS / ARBYS REST LLC 05/19/17 1.00 995,000 1,000,250NA NA 1,139,853 WM. BOLTHOUSE FARMS 02/11/16 1.00 1,136,638 1,129,866TOTAL BANK LOANS 222,376,267 222,623,999ILLINOIS STATE BOARD OF INVESTMENT 41
Portfolio <strong>of</strong> InvestmentsJUNE 30, <strong>2010</strong> (continued)Moody’s S&P Shares/Quality Quality Par Fair Yield toRating Rating Value Cost Value MaturityCOMMON STOCK AND EQUITY FUNDS $ $ %Consumer DiscretionaryNA C 5,880 1 800 FLOWERS.COM INC CL A 11,872 12,113 0.00NA NR 26,240 99 CENTS ONLY STORES 363,506 388,352 0.00NA A 5,370 AARON’S INC 105,146 91,666 0.30NA B+ 11,210 ABERCROMBIE & FITCH CO CL A 513,364 344,035 2.30NA NR 13,140 ACCO BRANDS CORP 26,735 65,569 0.00NA B+ 5,090 ADVANCE AUTO PARTS INC 209,680 255,416 0.50NA NR 5,650 AEROPOSTALE INC 135,835 161,816 0.00NA B- 1,120 AFC ENTERPRISES 6,778 10,192 0.00NA NR 4,310 AH BELO CORP A 31,684 28,618 0.00NA B- 41,091 AMAZON.COM INC 2,764,006 4,489,603 0.00NA B 1,180 AMERICA S CAR MART INC 12,924 26,703 0.00NA NR 6,890 AMERICAN APPAREL INC 13,444 12,609 0.00NA B 17,830 AMERICAN EAGLE OUTFITTERS 239,352 209,503 3.70NA B- 8,593 AMERICAN GREETINGS CORP CL A 45,871 161,205 3.00NA A- 4,413 ANDERSONS INC 75,290 143,820 1.10NA B+ 2,900 ARCTIC CAT INC 27,408 26,419 0.00NA C 1,520 ARGAN INC 15,825 15,854 0.00NA NR 3,430 ASCENT MEDIA CORP A 93,462 86,642 0.00NA B- 76,730 ATC TECHNOLOGY CORP 1,518,030 1,236,888 0.00NA B 101,790 AUTOLIV INC 2,708,884 4,870,652 2.50NA B- 12,351 AUTONATION INC 145,905 240,845 0.00NA B+ 4,229 AUTOZONE INC 466,292 817,127 0.00NA C 41,700 AVIS BUDGET GROUP INC 587,072 409,494 0.00NA B 9,250 BARNES & NOBLE INC 151,989 119,325 7.80NA NR 30,600 BEACON ROOFING SUPPLY INC 504,846 551,412 0.00NA C 270 BEASLEY BROADCAST GRP INC A 1,742 1,315 0.00NA B- 17,910 BEAZER HOMES USA INC 45,014 65,013 0.00NA B 316,080 BEBE STORES INC 2,097,799 2,022,912 1.60NA B+ 245,468 BED BATH & BEYOND INC 6,542,582 9,101,953 0.00NA B+ 65,670 BEST BUY CO INC 2,438,682 2,223,586 1.80NA NR 310 BIG 5 SPORTING GOODS CORP 4,331 4,073 1.50NA B- 106,162 BIG LOTS INC 2,394,662 3,406,739 0.00NA NR 6,410 BIGBAND NETWORKS INC 18,853 19,358 0.00NA NA 312 BIGLARI HOLDINGS INC 44,483 89,513 0.00NA B 110,820 BJ S WHOLESALE CLUB INC 4,041,038 4,101,448 0.00NA NR 5,410 BMP SUNSTONE CORP 27,091 27,862 0.00NA B+ 7,307 BOB EVANS FARMS 127,723 179,898 2.90NA C 1,830 BON TON STORES INC/THE 18,723 17,843 0.00NA B 1,680 BOOKS A MILLION INC 11,778 10,114 3.30NA C 11,930 BORDERS GROUP INC 21,404 15,867 0.00NA B+ 20,930 BORGWARNER INC 794,416 781,526 0.00NA B 12,930 BOYD GAMING CORP 129,057 109,776 0.00NA C 90,600 BRIGHTPOINT INC 676,575 634,200 0.00NA B+ 76,900 BRINKER INTERNATIONAL INC 1,893,080 1,111,974 3.90NA B- 41,729 BROCADE COMMUNICATIONS SYS 210,537 215,322 0.00NA B 3,300 BROWN SHOE COMPANY INC 18,234 50,094 1.80NA B+ 35,817 BUCKLE INC/THE 1,123,355 1,161,187 2.50NA NR 11,900 BUFFALO WILD WINGS INC 469,652 435,302 0.00NA NR 4,130 BUILD A BEAR WORKSHOP INC 17,836 28,001 0.00NA NR 5,080 BURGER KING HOLDINGS INC 100,876 85,547 1.50NA NR 9,640 CABELA S INC 65,287 136,310 0.00NA B- 22,130 CABLEVISION SYSTEMS NY GRP A 330,910 531,341 2.10NA C 139,010 CACHE INC 2,198,032 789,577 0.00NA B- 92,159 CALLAWAY GOLF COMPANY 1,163,996 556,640 0.70NA B 498,920 CARMAX INC 9,545,449 9,928,508 0.00NA C 1,080 CARMIKE CINEMAS INC 8,373 6,545 0.00NA NR 61,351 CARNIVAL CORP 1,673,323 1,855,254 1.30NA NR 1,260 CAVCO INDUSTRIES INC 32,398 44,327 0.00NA B- 114,377 CBS CORP CLASS B NON VOTING 1,478,950 1,478,895 1.60NA B- 3,540 CENTRAL EUROPEAN MEDIA ENT A 69,780 70,446 0.00NA B- 27,780 CHARMING SHOPPES 43,257 104,175 0.00NA B 10,400 CHICO S FAS INC 110,495 102,752 1.60NA B 650 CHILDREN S PLACE 29,920 28,613 0.00NA NR 49,451 CHIPOTLE MEXICAN GRILL INC 3,977,365 6,765,391 0.00NA B+ 2,430 CHOICE HOTELS INTL INC 74,821 73,410 2.50NA B 3,760 CHRISTOPHER & BANKS CORP 21,878 23,274 3.90NA A- 2,300 CHURCHILL DOWNS INC 85,386 75,440 1.50NA NR 55,750 CINEMARK HOLDINGS INC 711,668 733,113 5.50NA B- 83,300 CKE RESTAURANTS INC 702,219 1,043,749 1.90NA C 11,040 CKX INC 58,415 55,090 0.00NA NR 3,760 CLEAR CHANNEL OUTDOOR CL A 16,244 32,637 0.00NA B+ 94,034 COACH INC 2,988,265 3,436,943 1.60NA B- 53,462 COLLECTIVE BRANDS INC 844,723 844,700 0.00NA B+ 2,740 COLUMBIA SPORTSWEAR CO 86,496 127,876 1.50NA B+ 437,050 COMCAST CORP CLASS A 6,851,998 7,591,559 2.2042ILLINOIS STATE BOARD OF INVESTMENT
Page 1: 2010Annual ReportIllinois State Boa
Page 5: Figure 1Net Asset Allocation June 3
Page 10 and 11: Ten Year Summary FISCAL YEARS ENDED
Page 12 and 13: Financial Statements 2010ILLINOIS S
Page 14 and 15: Management’s Discussion and Analy
Page 16 and 17: Statement of Changes in Net Assets
Page 18 and 19: Note 1 (continued)Summary of Signif
Page 20 and 21: Note 2 (continued)Deposits, Investm
Page 26 and 27: Note 3Member Systems’ Participati
Page 28 and 29: Note 4PensionsPlan DescriptionAll o
Page 30 and 31: Supplemental Financial Information
Page 32 and 33: Moody’s S&P Shares/Quality Qualit
Page 52: Moody’s S&P Shares/Quality Qualit
Page 55 and 56: Portfolio of InvestmentsJUNE 30, 20
Page 93 and 94:
Portfolio of InvestmentsJUNE 30, 20
Page 95 and 96:
Page 97 and 98:
Page 99 and 100:
Page 101 and 102:
Page 103 and 104:
Portfolio Data JUNE 30, 2010Fixed I
Page 105 and 106:
Investment Transactions with Broker
Page 107 and 108:
Restricted InvestmentsPublic Act 95
Page 109:
Staff and Investment ManagersEXECUT
show all

Annual Report PDF file 2010 - State of Illinois

Create successful ePaper yourself

Delete template?

Save as template?