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              ILLINOIS STATE BOARD OF INVESTMENT
82
Portfolio of Investments
JUNE 30, 2011 (continued)
Moody’s S&P Shares/
Quality Quality Par Fair Dividend Rating Rating Value Cost Value Yield
FOREIGN EQUITY SECURITIES AND FOREIGN PREFERRED STOCK (continued) $ $ %
Financials (continued)
NA NA 49,108 LANCASHIRE HOLDINGS LTD 349,727 514,434 14.80
NA NA 32,884 LAND SECURITIES GROUP PLC 499,143 450,066 0.30
NA NA 45,400 LAURENTIAN BANK OF CANADA 1,642,449 2,096,181 3.80
NA NA 460,626 LEGAL & GENERAL GROUP PLC 810,164 874,104 3.40
NA NA 1,883 LEND LEASE GROUP 21,335 18,083 3.60
NA NA 6,199 LIBERTY HOLDINGS LTD 60,914 65,748 6.30
NA NA 28,090 LIG INSURANCE CO LTD 711,333 718,266 1.90
NA NA 121,341 LINK REIT 295,525 414,021 0.00
NA NA 1,547,012 LLOYDS BANKING GROUP PLC 2,056,073 1,216,989 0.00
NA NA 9,098 LONDON STOCK EXCHANGE GROUP 122,919 154,974 2.50
NA NA 11,261 MACQUARIE GROUP LTD 505,755 376,751 15.70
NA NA 824,000 MACQUARIE INTERNATIONAL INFRAS 392,937 382,600 0.00
NA NA 79,428 MAN GROUP PLC 458,215 302,215 5.80
NA NA 78,452 MANULIFE FINANCIAL CORP 1,949,137 1,388,416 3.00
NA NA 1,087 MAPFRE SA 4,205 4,035 5.80
NA NA 3,600 MATSUI SECURITIES CO LTD 27,220 17,207 3.80
NA NA 53,258 MEDIOBANCA SPA 650,497 539,354 2.40
NA NA 4,760 MERCIALYS 184,215 201,759 4.30
NA NA 38,663 MERITZ FIRE & MARINE INSURAN 308,221 476,203 3.40
NA NA 252,200 MILANO ASSICURAZIONI 514,495 140,374 22.20
NA NA 27,491 MIRVAC GROUP 28,290 36,790 6.50
NA NA 47,820 MITSUBISHI ESTATE CO LTD 910,743 832,527 0.90
NA NA 1,308,094 MITSUBISHI UFJ FINANCIAL GRO 7,305,281 6,316,947 3.00
NA NA 1,542 MITSUBISHI UFJ LEASE & FINAN 55,204 59,190 1.60
NA NA 33,043 MITSUI FUDOSAN CO LTD 655,189 563,809 1.60
NA NA 38,000 MIYAZAKI BANK LTD/THE 120,539 86,578 3.30
NA NA 258,490 MIZRAHI TEFAHOT BANK LTD 2,703,346 2,735,702 2.50
NA NA 617,278 MIZUHO FINANCIAL GROUP INC 1,529,020 1,008,924 4.50
NA NA 18,000 MIZUHO SECURITIES CO LTD 65,355 43,016 0.00
NA NA 58,017 MIZUHO TRUST & BANKING CO 58,006 51,006 1.40
NA NA 509 MONEX GROUP INC 225,625 100,779 3.10
NA NA 144,857 MRV ENGENHARIA 730,353 1,201,694 2.60
NA NA 20,847 MS&AD INSURANCE GROUP HOLDIN 589,580 484,262 2.90
NA NA 114,145 MUENCHENER RUECKVER AG REG 18,247,249 17,451,238 6.00
NA NA 4,200 MUSASHINO BANK LTD/THE 199,851 141,820 2.20
NA NA 95,041 NATIONAL AUSTRALIA BANK LTD 2,384,730 2,606,857 6.40
NA NA 4,337 NATIONAL BANK OF CANADA 241,755 351,508 3.60
NA NA 35,599 NATIONAL BANK OF GREECE 821,390 254,453 0.00
NA NA 3,000 NATIONAL SOCIETE GENERAL 18,344 18,020 3.50
NA NA 14,651 NEDBANK GROUP LTD 245,852 316,621 3.30
NA NA 80,250 NEW WORLD DEVELOPMENT 153,834 121,284 0.00
NA B+ 1,300 NICHOLAS FINANCIAL INC 15,251 15,444 0.00
NA NA 13 NIPPON BUILDING FUND INC 108,774 126,523 4.10
NA NA 716,276 NISHI NIPPON CITY BANK LTD 1,938,375 2,101,999 2.10
NA NA 44,530 NKSJ HOLDINGS INC 333,712 291,684 3.80
NA NA 161,533 NOMURA HOLDINGS INC 1,394,587 792,064 2.00
NA NA 1,000 NOMURA REAL ESTATE HOLDINGS 15,611 16,530 1.90
NA NA 163,181 NORDEA BANK AB 1,740,730 1,758,513 3.90
NA NA 26 NTT URBAN DEVELOPMENT CORP 22,537 22,150 1.70
NA NA 291,511 OLD MUTUAL PLC 620,959 624,321 2.00
NA NA 4,837 ORIX CORP 497,922 466,570 1.00
NA NA 1,027,108 OVERSEA CHINESE BANKING CORP 7,315,417 7,831,322 0.00
NA NA 555,911 PARAGON GROUP COMPANIES PLC 1,333,037 1,770,696 1.80
NA NA 12,184 PARGESA HOLDING SA BR 1,131,626 1,127,237 3.50
NA NA 84,000 PICC PROPERTY & CASUALTY H 90,065 142,928 0.00
NA NA 70,000 PING AN INSURANCE GROUP CO H 627,118 722,827 0.80
NA NA 8,008 PIRAEUS BANK S.A. 75,364 12,423 0.00
NA A- 4,130 POWER CORP OF CANADA 157,665 115,072 0.00
NA NA 10,634 POWER CORP OF CANADA 285,678 296,289 4.30
NA NA 8,359 POWER FINANCIAL CORP 269,483 257,586 4.70
NA NA 121,000 PROMISE CO LTD 799,163 1,020,319 0.00
NA NA 3,513,000 PROSPERITY REIT 790,991 826,190 6.00
NA NA 137,792 PRUDENTIAL PLC 1,488,107 1,592,772 3.30
NA NA 7,264 PSP SWISS PROPERTY AG REG 522,250 688,872 0.00
NA NA 400,000 PUBLIC FINANCIAL HOLDINGS LT 320,505 246,747 5.40
NA NA 432,069 QBE INSURANCE GROUP LTD 7,236,096 7,979,383 7.50
NA NA 2,938 RAIFFEISEN BANK INTERNATIONA 189,301 151,367 2.80
NA NA 221,392 RESOLUTION LTD 1,005,610 1,044,976 6.10
NA NA 29,285 RESONA HOLDINGS INC 356,094 137,069 3.20
NA NA 104,700 RICOH LEASING CO LTD 2,115,497 2,324,506 2.10
NA NA 59,528 ROYAL BANK OF CANADA 3,136,902 3,400,455 3.90
NA NA 913,385 ROYAL BANK OF SCOTLAND GROUP 1,755,629 563,975 0.00
NA NA 209,207 RSA INSURANCE GROUP PLC 457,915 453,091 6.30
NA NA 23,936 SAMPO OYJ A SHS 640,218 772,849 5.10
NA NA 75,000 SAN IN GODO BANK LTD/THE 631,609 534,918 1.60