Annual Report PDF file 2009 - State of Illinois

PORTFOLIO DATAJUNE 30, 2009Domestic Equity Portfolio* (Unaudited)Percent ofFive Largest Industry Positions Equities Held S&P 500% %Information Technology 16.9 18.1Financials 15.5 13.9Industrials 13.6 10.1Healthcare 13.0 14.0Consumer Discretionary 11.1 10.3Percent of ($ in thousands)Fifteen Largest Holdings Equities Held Fair Value% $EXXON MOBIL CORP 2.6 67,328AT&T INC 1.5 38,269CHEVRON CORP 1.4 37,028JPMORGAN CHASE & CO 1.3 35,052PHILIP MORRIS INTL ORD SHR 1.2 31,750MICROSOFT CORP 1.1 28,801PFIZER INC 1.1 28,016WELLS FARGO & CO 1.0 26,007PROCTER AND GAMBLE CO 0.9 23,866VERIZON COMMUNICATIONS 0.9 23,774BANK OF AMERICA CORP 0.9 23,548JOHNSON + JOHNSON 0.9 23,074GENERAL ELEC CO 0.8 21,365APPLE INC 0.8 21,066GOLDMAN SACHS GROUP INC 0.8 20,693($ in thousands)Major PurchasesAmount$EXXON MOBIL CORP 108,889WELLS FARGO & CO 54,041GENERAL ELEC CO 53,422PROCTER AND GAMBLE 52,166MICROSOFT CORP 50,117AT&T INC 47,797CHEVRON CORP 47,331JOHNSON & JOHNSON 47,060($ in thousands)Major SalesAmount$EXXON MOBIL CORP 109,870MICROSOFT CORP 61,694JOHNSON & JOHNSON 54,623AT&T INC 53,477GENERAL ELEC CO 53,143CHEVRON CORP 52,724PROCTER AND GAMBLE 52,215INTERNATIONAL BUSINESS MACHS 47,556* Data does not include commingled equity funds.ILLINOIS STATE BOARD OF INVESTMENT99