Annual Report PDF file 2009 - State of Illinois

PORTFOLIO OF INVESTMENTSJUNE 30, 2009 (CONTINUED)Moody’s S&P Shares/Quality Quality Par Fair DividendRating Rating Value Cost Value YieldCOMMON STOCK AND EQUITY FUNDS (continued) $ $ %Consumer Discretionary (continued)NA B 76,000 SKECHERS U S A INC. 1,389,611 742,520 0.00NA B- 1,800 SKYLINE CORP. 36,691 39,150 3.30NA B+ 24,940 SNAP ON INC. 1,071,408 716,776 4.20NA B 4,600 SONIC AUTOMOTIVE INC. 10,442 46,736 0.00NA B+ 1,300 SONIC CORP. 13,207 13,039 0.00NA B 8,400 SPARTAN MOTORS INC. 42,521 95,172 0.90NA B+ 3,400 SPEEDWAY MOTORSPORTS INC. 51,918 46,784 2.60NA B 1,700 SPORT SUPPLY GROUP INC. DEL 13,654 14,603 1.20NA NR 9,900 STAGE STORES INC. 62,766 109,890 1.80NA C 1,800 STANDARD MOTOR PRODUCTS INC. 14,619 14,886 0.00NA NR 26,200 STANDARD PACIFIC CORP. NEW 41,366 53,186 0.00NA B 2,700 STANLEY FURNITURE CO INC. 29,731 29,133 0.00NA B+ 12,228 STANLEY WORKS 396,173 413,796 3.80NA B+ 199,367 STAPLES INC. 4,403,701 4,021,232 1.60NA B+ 84,878 STARBUCKS CORP. 1,612,486 1,178,955 0.00NA NR 27,450 STARWOOD HOTELS & RESORTS INC. 640,997 609,390 4.10NA B- 1,700 STEINWAY MUSICAL INSTRUMENTS INC. 21,369 18,190 0.00NA C 3,868 STONERIDGE INC. 11,179 18,566 0.00NA B- 53,042 SUPERIOR INDS INT'L INC. 989,690 747,892 4.50NA NR 1,700 SUSSER HLDGS CORP. 22,014 19,023 0.00NA B- 1,700 SYMS CORP. 11,589 12,767 0.00NA B- 1,800 SYSTEMAX INC. 19,129 21,438 0.00NA C 2,300 TALBOTS INC. 4,477 12,420 0.00NA A+ 86,195 TARGET CORP. 3,559,943 3,402,117 1.70NA C 12,300 TENNECO INC. 29,533 130,380 0.00NA B- 6,300 THE STEAK AND SHAKE COMPANY 37,931 55,062 0.00NA B+ 2,100 THOR INDS INC. 47,827 38,577 1.50NA A- 14,410 TIFFANY & CO. NEW 437,737 365,438 2.70NA B 4,077 TIMBERLAND CO. 47,699 54,102 0.00NA NR 71,537 TIME WARNER CABLE INC. 2,782,139 2,265,577 0.00NA B- 252,699 TIME WARNER INC. 7,257,098 6,365,488 3.00NA A+ 138,990 TJX COS INC. NEW 3,620,972 4,372,625 1.50NA B 11,100 TOLL BROS. INC. 207,943 188,367 0.00NA A 1,400 TORO CO. 72,615 41,860 2.00NA B+ 104,183 TRACTOR SUPPLY CO. 3,863,851 4,304,842 0.00NA NR 3,400 TRW AUTOMOTIVE HLDGS CORP. 17,251 38,420 0.00NA B 7,700 TUESDAY MORNING CORP. 9,385 25,949 0.00NA B+ 45,436 TUPPERWARE BRANDS CORP. 1,358,930 1,182,245 3.40NA B 5,700 TWEEN BRANDS INC. 23,165 38,076 0.00NA C 11,600 UNIFI INC. 21,143 16,472 0.00NA A- 3,000 UNIFIRST CORP. 81,439 111,510 0.40NA C 15,600 UNITED RENTALS INC. 103,139 101,244 0.00NA B 98,484 UNIVERSAL ELECTRS INC. 2,478,925 1,986,422 0.00NA NR 300 UNIVERSAL TRAVEL GROUP 3,450 3,357 0.00NA B+ 5,100 URBAN OUTFITTERS INC. 112,669 106,437 0.00NA NR 2,200 US AUTO PARTS NETWORK INC. 8,759 8,294 0.00NA A 12,937 V F CORP. 677,902 716,063 4.30NA B 21,200 VAIL RESORTS INC. 554,266 568,584 0.00NA NR 89,753 VIACOM INC. NEW 2,492,102 2,037,393 0.00NA NR 100,648 VOLCOM INC. 2,233,397 1,258,100 0.00NA NR 25,622 WABCO HLDGS INC. 493,862 453,509 0.00NA B+ 1,900 WABTEC 62,513 61,123 0.10NA A+ 329,261 WAL MART STORES INC. 16,794,855 15,949,403 2.30NA B- 41,788 WARNACO GROUP INC. 1,093,354 1,353,931 0.00NA NR 3,400 WARNER MUSIC GROUP CORP. 9,395 19,890 0.00NA B+ 931 WASHINGTON POST CO. 446,268 327,880 2.40NA B- 23,700 WENDYS/ARBYS GROUP INC. 86,067 94,800 1.50NA B+ 23,363 WESCO INTL INC. 874,187 585,010 0.00NA C 3,700 WEST MARINE INC. 23,131 20,387 0.00NA B+ 68,197 WHIRLPOOL CORP. 4,427,615 2,902,464 4.00NA A 1,700 WILEY JOHN & SONS INC. 62,704 56,525 1.70NA B+ 6,000 WILLIAMS SONOMA INC. 78,299 71,220 4.00NA B 6,500 WINNEBAGO IND INC. 48,240 48,295 0.00NA B- 365,987 WMS INDUSTRIES INC. 7,454,534 11,532,250 0.00NA A 58,035 WOLVERINE WORLD WIDE INC. 1,338,759 1,280,252 2.00NA B 1,300 WORLD WRESTLING ENTERTAINMENT INC. 16,746 16,328 11.50NA NR 55,919 WYNDHAM WORLDWIDE CORP. 1,733,413 677,738 1.30NA NR 10,300 WYNN RESORTS LTD 354,608 363,590 0.00NA A- 184,227 YUM BRANDS INC. 5,424,253 6,142,128 2.30NA B- 6,100 ZALE CORP. NEW 8,577 20,984 0.00Total Consumer Discretionary 308,591,993 288,525,305ILLINOIS STATE BOARD OF INVESTMENT42