All items reported in this report are based upon unaudited preliminary information. Final performance for the preceding month is not due to be released until the 13th business day of the current month.
As of January 31, 2012
Amount of Funds Held by the ISBI
$10,646,167,765
Monthly rate of Change
2.34%
%Wgt
Target Allocation
Asset Allocation Domestic Equity
3,290,993,154
30.91%
30.0%
Asset Allocation International Equity
2,529,863,739
23.76%
20.0%
Asset Allocation Fixed Income + Cash
2,259,891,845
21.23%
20.0%
Asset Allocation Private Equity
531,466,230
4.99%
5.0%
Asset Allocation Real Estate
764,051,360
7.18%
10.0%
Asset Allocation Infrastructure
322,288,117
3.03%
5.0%
Asset Allocation Hedge Funds
947,613,320
8.90%
10.0%
100.0%
100.0%
Illinois State Board of Investment Comprehensive Annual Financial Report
