Annual Report PDF file 2009 - State of Illinois

Moody’s S&P Shares/Quality Quality Par Fair DividendRating Rating Value Cost Value YieldCOMMON STOCK AND EQUITY FUNDS (continued) $ $ %Consumer Discretionary (continued)NA NR 3,200 CARTER INC. 52,960 78,752 0.00NA NR 1,700 CAVCO INDS INC. DE 43,712 43,061 0.00NA B- 356,667 CBS CORP. NE 7,810,605 2,468,136 2.90NA NR 19,019 CENTEX CORP 219,509 160,901 0.00NA B- 2,800 CENTRAL EUROPEAN MEDIA ENTERPR 53,876 55,132 0.00NA B 58,340 CHARLOTTE RUSSE HLDG INC. 1,431,417 751,419 0.00NA B- 27,900 CHARMING SHOPPES INC. 34,016 103,788 0.00NA B 7,400 CHICOS FAS INC. 67,351 72,002 0.00NA NR 9,700 CHINA BAK BATTERY INC. 31,055 28,615 0.00NA NR 187,860 CHIPOTLE MEXICAN GRILL INC 12,800,682 13,124,022 0.00NA B+ 2,000 CHOICE HOTELS INC 55,942 53,220 2.80NA B 8,200 CHRISTOPHER & BANKS CORP 47,713 55,022 3.60NA A- 2,500 CHURCHILL DOWNS INC. 93,164 84,150 1.50NA NR 59,000 CINEMARK HLDGS INC. 566,515 667,880 6.40NA NR 3,300 CLEAR CHANNEL OUTDOOR HLDGS 13,915 17,490 0.00NA NR 37,152 COACH INC. 895,950 998,646 1.10NA B- 2,800 COLDWATER CREEK INC. 14,956 16,968 0.00NA B- 1,900 COLE KENNETH PRODTNS INC. 12,828 13,357 0.00NA B- 9,352 COLLECTIVE BRANDS INC. 111,345 136,259 0.00NA B+ 3,000 COLUMBIA SPORTSWEAR CO. 93,936 92,760 2.10NA B 439,040 COMCAST CORP NEW 6,917,201 6,361,690 1.90NA NR 2,625 CONNS INC. 31,699 32,813 0.00NA B+ 2,700 COPART INC. 81,777 93,609 0.00NA NR 1,900 CORE MARK HLDG CO INC. 36,601 49,514 0.00NA A- 49,484 COSTCO WHSL CORP NEW 2,550,969 2,261,419 1.60NA A- 2,600 COURIER CORP. 41,814 39,676 5.50NA B+ 1,600 CRACKER BARREL OLD CTRY STORE 28,930 44,640 2.90NA NR 13,900 CROCS INC. 43,852 47,260 0.00NA C 1,839 CROWN MEDIA HLDGS INC. 3,281 3,071 0.00NA B 2,000 CSS INDS INC. 30,160 40,760 2.90NA C 38 CUMULUS MEDIA INC. 0 35 0.00NA A- 42,557 D R HORTON INC. 597,439 398,334 1.60NA NR 26,000 DANA HLDG CORP. 21,677 33,280 0.00NA A 15,620 DARDEN RESTAURANTS INC. 413,301 515,148 3.00NA NR 698,870 DICKS SPORTING GOODS INC. 8,827,770 12,020,564 0.00NA B- 13,300 DILLARDS INC. 58,606 122,360 1.70NA B- 64,749 DIRECTV GROUP INC. 1,362,358 1,599,948 0.00NA NR 12,072 DISCOVERY COMMUNICATIONS INC. 246,835 247,838 0.00NA B- 16,400 DISH NETWORK CORP. 259,309 265,844 0.00NA A 379,638 DISNEY (WALT) CO. 8,919,061 8,856,955 1.50NA NR 208,120 DOLBY LABORATORIES INC. 7,790,144 7,758,714 0.00NA B+ 3,600 DOLLAR TREE INC. 152,589 151,560 0.00NA NR 8,600 DOMINOS PIZZA INC. 62,304 64,414 0.00NA B 2,500 DORMAN PRODUCTS INC. 26,299 34,575 0.00NA NR 5,900 DREAMWORKS ANIMATION SKG 160,725 162,781 0.00NA B 34,200 DRESS BARN INC. 452,676 489,060 0.00NA NR 2,900 DSW INC. 29,370 28,565 0.00NA B 2,000 DXP ENTERPRISES INC. 26,623 22,940 0.00NA B- 210,739 EASTMAN KODAK CO. 5,103,330 623,787 0.00NA B- 100 EINSTEIN NOAH REST GROUP INC. 555 865 0.00NA B 2,336 ELLIS (PERRY) INTL INC. 11,228 17,006 0.00NA B+ 6,400 ETHAN ALLEN INTERIORS INC. 80,617 66,304 1.90NA NR 13,000 EXIDE TECHNOLOGIES FORMERLY 41,100 48,490 0.00NA NR 23,119 EXPEDIA INC. DEL 427,516 349,328 0.00NA A+ 15,724 FAMILY DLR STORES INC. 442,180 444,989 1.90NA B- 12,638 FEDERAL SIGNAL CORP. 89,405 96,681 3.10NA B- 4,900 FINISH LINE INC. 24,010 36,358 1.60NA NR 1,500 FISHER COMMUNICATIONS INC. 25,546 19,185 0.00NA B- 5,600 FLOWERS COM INC. 11,264 10,752 0.00NA B 9,700 FOOT LOCKER INC. 99,099 101,559 5.70NA C 490,448 FORD MTR CO. DEL 1,879,523 2,977,019 0.00NA B 23,115 FORTUNE BRANDS INC. 886,938 803,015 2.20NA B+ 68,970 FOSSIL INC. 1,300,583 1,660,798 0.00NA B+ 93,272 FREDS INC. 1,151,897 1,175,227 1.00NA B+ 500 FRISCHS RESTAURANTS INC. 14,861 14,770 1.60NA C 10,700 FURNITURE BRANDS INTL INC. 21,784 32,421 0.00NA B- 2,200 G III APPAREL GROUP LTD 25,765 25,278 0.00NA C 4,100 GAIAM INC. 24,196 22,427 0.00NA NR 19,613 GAMESTOP CORP. NEW 702,546 431,682 0.00NA B+ 109,187 GANNETT INC. 4,914,284 389,798 4.50NA A- 187,699 GAP INC. 2,613,016 3,078,264 2.10NA NR 5,400 GARMIN LTD 289,616 128,628 3.20NA C 9,000 GAYLORD ENTERTAINMENT CO. NEW 102,130 114,390 0.00NA B 5,047 GENESCO INC. 69,251 94,732 0.00NA B+ 786,839 GENTEX CORP. 7,568,531 9,127,332 3.80ILLINOIS STATE BOARD OF INVESTMENT39