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 36,411 MCGRAW HILL COS INC. 1,174,304 1,096,335 3.00NA NR 6,543 MEDIACOM COMMUNICATIONS CORP. 37,556 33,435 0.00NA B+ 12,850 MENS WEARHOUSE INC. 163,567 246,463 1.50NA A- 5,402 MEREDITH CORP. 122,736 138,021 3.50NA B- 7,700 MERITAGE HOME CORP. 90,535 145,222 0.00NA B 12,100 MGM MIRAGE INC. 211,385 77,319 0.00NA B+ 8,479 MODINE MFG CO. 28,240 40,699 0.00NA B 4,500 MOHAWK INDS INC. 156,996 160,560 0.00NA B 500 MONARCH CASINO & RESORT INC. 5,184 3,650 0.00NA B+ 4,200 MOVADO GROUP INC. 32,904 44,268 0.00NA B- 5,000 MULTIMEDIA GAMES INC. 24,708 24,800 0.00NA NR 10,300 NATIONAL CINEMEDIA INC. 149,159 141,728 4.70NA NR 16,040 NETFLIX COM INC. 495,262 663,094 0.00NA NR 6,500 NEW YORK & CO INC. 13,754 20,085 0.00NA B- 16,456 NEW YORK TIMES CO. D965 302,435 90,673 0.00NA B- 40,703 NEWELL RUBBERMAID INC. 582,191 423,718 1.90NA A- 356,887 NEWS CORP. 3,589,220 3,251,241 1.30NA A+ 114,543 NIKE INC. 5,676,307 5,931,037 1.90NA A- 18,805 NORDSTROM INC. 430,032 374,031 3.20NA B 431 NVR INC. 202,384 216,530 0.00NA C 4,500 O CHARLEYS INC. 17,024 41,625 0.00NA B+ 330,740 O REILLY AUTOMOTIVE INC. 9,624,556 12,594,579 0.00NA B- 40,218 OFFICE DEPOT INC. 198,550 183,394 0.00NA C 5,400 OFFICEMAX INC. DEL 35,432 33,912 0.00NA A+ 35,809 OMNICOM GROUP 1,219,945 1,130,848 1.90NA NR 19,900 ORIENT EXPRESS HOTELS LTD 173,359 168,951 0.00NA NR 3,300 OUTDOOR CHANNEL HLDGS INC. 22,081 19,470 0.00NA B 1,000 OXFORD INDS INC. 6,686 11,650 3.10NA B+ 8,979 P F CHANGS CHINA BISTRO INC. 256,511 287,867 0.00NA B- 17,000 PACIFIC SUNWEAR OF CALIF 18,218 57,290 0.00NA B+ 8,800 PANERA BREAD CO. 405,745 438,768 0.00NA B 1,100 PAPA JOHNS INTL INC. 18,876 27,269 0.00NA B- 2,400 PC CONNECTION INC. 12,480 12,600 0.00NA B- 1,900 PC MALL INC. 12,866 12,844 0.00NA B 5,500 PENN NATL GAMING INC. 160,938 160,105 0.00NA B+ 2,500 PENSKE AUTOMOTIVE GROUP INC. 23,927 41,600 0.00NA C 12,600 PEP BOYS MANNY MOE & JACK 50,423 127,764 1.20NA B 5,000 PETSMART INC. 131,957 107,300 1.90NA B+ 2,800 PHILLIPS VAN HEUSEN CORP. 106,693 80,332 0.50NA C 23,500 PIER 1 IMPORTS INC. 18,214 46,765 0.00NA NR 7,233 PINNACLE ENTMT INC. 55,776 67,195 0.00NA NR 6,532 POLO RALPH LAUREN CORP. 399,219 349,723 0.40NA B+ 5,825 POOL CORP. 94,149 96,462 3.10NA B- 1,676 PRICELINE COM INC. 202,095 186,958 0.00NA A- 31,402 PULTE HOMES INC. 361,959 277,280 0.00NA B- 33,300 QUIKSILVER INC. 66,094 61,605 0.00NA B 18,941 RADIOSHACK CORP. 260,773 264,416 1.80NA B- 4,500 RC2 CORP. 27,935 59,535 0.00NA C 3,600 READING INTL INC. 17,285 16,380 0.00NA C 3,400 RED LION HOTELS CORP. 16,359 16,320 0.00NA NR 3,100 RED ROBIN GOURMET BURGERS INC. 52,309 58,125 0.00NA NR 4,700 REGAL ENTERTAINMENT GROUP 56,379 62,463 5.40NA A 11,400 REGIS CORP. MINNESOTA 116,549 198,474 0.90NA B 16,700 RENT A CENTER INC. NEW 251,604 297,761 0.00NA C 6,400 RETAIL VENTURES INC. 16,296 13,952 0.00NA B 1,900 REX STORES CORP. 13,559 19,114 0.00NA A+ 5,100 ROSS STORES INC. 155,479 196,860 1.10NA A- 8,900 ROYAL CARIBBEAN CRUISES LTD 94,547 120,506 2.20NA B+ 13,645 RUBY TUESDAY INC. 21,872 90,876 0.00NA B 6,400 RUSH ENTERPRISES INC. 58,066 74,560 0.00NA NR 800 RUTHS HOSPITALITY GROUP INC. 3,001 2,936 0.00NA B 11,200 RYLAND GROUP INC. 186,672 187,712 0.70NA C 30,800 SAKS INC. 132,794 136,444 0.00NA B 2,500 SAUER DANFOSS INC. 16,528 15,325 0.00NA B 5,897 SCHOLASTIC CORP. 68,705 116,702 1.50NA B 3,220 SCHOOL SPECIALTY INC. 52,776 65,076 0.00NA B- 2,500 SCIENTIFIC GAMES CORP. 95,546 39,425 0.00NA B 7,400 SCRIPPS E W CO. OH 18,511 15,466 0.00NA NR 11,461 SCRIPPS NETWORKS INTERACTIVE I 356,471 318,960 1.10NA NR 9,800 SEALY CORP. 10,842 19,208 0.00NA NR 8,232 SEARS HLDGS CORP. 588,405 547,593 0.00NA A 14,302 SHERWIN WILLIAMS CO. 708,294 768,733 2.60NA B 2,300 SHOE CARNIVAL INC. 20,070 27,439 0.00NA NR 7,975 SIGNET JEWELERS LTD 108,685 166,040 0.90NA C 11,100 SINCLAIR BROADCAST GROUP INC. 24,591 21,534 0.00ILLINOIS STATE BOARD OF INVESTMENT41