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 Staples (continued)NA NR 18,300 SALLY BEAUTY HLDGS INC. 113,811 116,388 0.00NA B 102,655 SARA LEE CORP. 1,226,852 1,001,913 4.50NA B- 2,500 SCHIFF NUTRITION INT'L INC. 11,397 12,725 0.00NA B- 3,634 SCHWEITZER MAUDUIT INT'L INC. 79,456 98,881 2.20NA B+ 87 SEABORD CORP. DEL 96,343 97,614 0.30NA B- 1,700 SENECA FOODS CORP. NEW 54,352 56,814 0.00NA B+ 12,300 SENSIENT TECHNOLOGIES CORP. 279,008 277,611 3.40NA NR 3,600 SMART BALANCE INC. 28,153 24,516 0.00NA B- 9,400 SMITHFIELD FOODS INC. 110,992 131,318 0.00NA A+ 18,337 SMUCKER J M CO. 761,936 892,278 2.90NA NR 82,140 SPARTAN STORES INC. 1,656,550 1,019,357 1.60NA B 16,842 STEINER LEISURE LTD 510,060 514,186 0.00NA B+ 277,191 SUPERVALU INC. 6,016,955 3,589,623 5.30NA A+ 74,267 SYSCO CORP. 2,062,870 1,669,522 4.30NA B- 5,300 TERRA INDS INC. 192,644 128,366 1.70NA NR 79,763 TREEHOUSE FOODS INC. 1,935,456 2,294,782 0.00NA B- 46,181 TYSON FOODS INC. (DEL) 513,214 582,342 1.30NA NR 41,600 ULTA SALON COSMETICS & FRAGRANCE 365,249 462,592 0.00NA A- 52,084 UNIVERSAL CORP. VA 3,024,391 1,724,501 5.60NA A+ 112,973 WALGREEN CO. 3,630,450 3,321,406 1.50NA B+ 1,300 WD 40 CO. 34,391 37,700 3.50NA B 2,100 WEIS MARKETS INC. 68,499 70,392 3.50NA B 15,200 WHOLE FOODS MARKET INC. 666,982 288,496 0.00NA NR 14,200 WINN DIXIE STORES INC. 192,776 178,068 0.00NA C 2,300 ZAPATA CORP. 17,391 15,663 0.00Total Consumer Staples 206,988,642 198,788,386EnergyNA NR 15,300 ALLIS CHALMERS ENERGY INC. 52,741 35,343 0.00NA NR 1,900 ALON USA ENERGY INC. 21,302 19,664 1.60NA B+ 79,665 ANADARKO PETE CORP. 2,961,625 3,615,994 0.80NA A 120,654 APACHE CORP. 9,287,077 8,705,186 0.80NA NR 2,000 APPROACH RES INC. 13,903 13,800 0.00NA NR 4,600 ATLAS AMER INC. 81,429 82,202 0.00NA B- 5,800 ATP OIL & GAS CORPORATION 40,029 40,368 0.00NA B 30,764 ATWOOD OCEANICS INC. 1,100,580 766,331 0.00NA B+ 54,388 BAKER HUGHES INC. 2,002,721 1,981,899 1.70NA NR 10,000 BARRETT BILL CORP. 253,619 274,600 0.00NA NR 5,800 BASIC ENERGY SVCS INC. NEW 40,087 39,614 0.00NA A- 11,100 BERRY PETE CO. 157,419 206,349 1.60NA B+ 61,879 BJ SVCS CO. 847,438 843,411 1.50NA B 1,500 BOLT TECHNOLOGY CORP. 18,077 16,860 0.00NA B- 20,300 BOOTS & COOTS INC. 30,886 28,217 0.00NA NR 4,000 BPZ ENERGY INC. 21,086 19,560 0.00NA C 9,700 BRIGHAM EXPL CO. 27,715 33,853 0.00NA NR 6,100 BRONCO DRILLING CO INC. 35,561 26,108 0.00NA B+ 54,986 CABOT OIL & GAS CORP. 1,517,053 1,684,771 0.40NA NR 77,212 CAL DIVE INTERNATIONAL INC. 656,232 666,340 0.00NA B+ 37,514 CAMERON INT'L CORP. 1,123,108 1,061,646 0.00NA A 400 CARBO CERAMICS INC. 13,201 13,680 2.00NA C 9,900 CHENIERE ENERGY INC. 31,386 29,106 0.00NA B 95,427 CHESAPEAKE ENERGY CORP. 2,068,268 1,892,317 1.50NA A- 558,907 CHEVRON CORP. 33,353,298 37,027,589 3.90NA NR 60,320 CIMAREX ENERGY CO. 1,834,638 1,709,469 0.90NA NR 1,000 CNX GAS CORP. 31,125 26,270 0.00NA NR 15,100 COMPLETE PRODTN SVCS INC. 103,986 96,036 0.00NA B 3,700 COMSTOCK RES INC. 119,997 122,285 0.00NA NR 6,200 CONCHO RES INC. 173,299 177,878 0.00NA B 483,197 CONOCOPHILLIPS. 22,792,103 20,323,266 4.50NA NR 22,999 CONSOL ENERGY INC. 921,185 781,046 1.20NA NR 158,020 CONTINENTAL RES INC. OK 3,690,604 4,385,055 0.00NA B+ 300 CREDO PETE CORP. 3,414 3,204 0.00NA NR 10,500 CROSSTEX ENERGY INC. 44,116 43,680 0.00NA NR 5,500 CVR ENERGY INC. 39,168 40,315 0.00NA B 2,100 DAWSON GEOPHYSICAL CO. 52,062 62,685 0.00NA NR 3,296 DELEK US HLDGS INC. 20,930 27,950 1.80NA C 21,600 DELTA PETE CORP. 47,120 41,688 0.00NA B 240,700 DENBURY RES INC. 3,858,603 3,545,511 0.00NA B+ 109,365 DEVON ENERGY CORPORATION NEW 7,248,785 5,960,393 1.20NA B 10,551 DIAMOND OFFSHORE DRILLING INC. 846,263 876,261 0.60NA NR 6,900 DRESSER RAND GROUP INC. 260,898 180,090 0.00NA B 12,800 DRIL QUIP INC. 447,710 487,680 0.00NA B- 393,927 EL PASO CORP. 5,060,606 3,635,946 2.20NA NR 4,300 ENCORE AQUISITION CO. 120,315 132,655 0.00NA NR 1,600 ENDEAVOUR INTL CORP. 2,946 2,176 0.00ILLINOIS STATE BOARD OF INVESTMENT44