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) $ $ %IndustrialsNA A+ 97,482 3M CO. 6,848,425 5,858,668 3.40NA B- 9,248 AAR CORP. 170,931 148,430 0.00NA A- 9,300 ABM INDS INC. 148,876 168,051 2.90NA B+ 6,400 ACETO CORP. 59,060 42,688 3.00NA B 37,800 ACTUANT CORP. 536,126 461,160 0.30NA NR 29,332 ACUITY BRANDS INC. 811,105 822,763 1.90NA B 30,206 ADMINISTAFF INC. 602,957 702,894 2.20NA NR 1,200 ADVANCE AMER CASH ADVANCE 2,141 5,316 5.60NA NR 3,800 AECOM TECHNOLOGY CORP. 123,249 121,600 0.00NA B- 7,500 AGCO CORP. 192,508 218,025 0.00NA NR 5,500 AIR TRANS SVCS GROUP INC. 13,593 12,760 0.00NA NR 12,100 AIRCASTLE LTD 53,903 88,935 5.40NA NR 2,700 AIRVANA INC. 14,725 17,199 0.00NA B+ 1,624 ALAMO GROUP INC. 21,668 16,402 2.40NA C 8,900 ALASKA AIR GROUP INC. 221,721 162,514 0.00NA B- 7,000 ALBANY INTL CORP. 70,734 79,660 4.20NA A- 60,054 ALEXANDER & BALDWIN INC. 2,432,255 1,407,666 5.40NA B+ 1,327 ALLIANT TECHSYSTEMS INC. 113,565 109,292 0.00NA NR 158,994 ALTRA HLDGS INC. 2,470,329 1,190,865 0.00NA NR 2,400 AMERCO 78,554 89,160 0.00NA NR 85,573 AMERICAN COML LINES INC. 4,578,598 1,324,670 0.00NA C 34,363 AMERICAN SUPERCONDUCTOR CORP. 537,976 902,029 0.00NA B 2,700 AMERICAN WOODMARK CORP. 60,772 64,665 1.50NA A 4,300 AMETEK INC. NEW 147,685 148,694 0.70NA B 1,100 AMPCO PITTSBURGH CORP. 25,180 25,795 3.10NA C 11,400 AMR CORP. DEL 160,427 45,828 0.00NA B 300 AMREP CORP. 8,973 3,309 0.00NA A- 140,825 APOGEE ENTERPRISES INC. 2,666,014 1,732,148 2.70NA B+ 23,418 APOLLO GROUP INC. 1,572,020 1,665,488 0.00NA A- 37,150 APPLIED INDL TECHNOLOGIES INC. 903,078 731,855 3.10NA B 55,420 APPLIED SIGNAL TECHNOLOGY INC. 1,236,451 1,413,764 2.00NA NR 500 ARGON ST INC. 9,839 10,285 0.00NA B 6,570 ARKANSAS BEST CORP. 157,541 173,120 2.30NA NR 1,200 ARMSTRONG WORLD INDS INC. NEW 21,529 19,788 0.00NA B- 59,847 ASTEC INDS INC. 1,875,918 1,776,857 0.00NA NR 4,463 ATLAS AIR WORLDWIDE HLDGS INC. 82,771 103,497 0.00NA B+ 16,737 AVERY DENNISON CORP. 572,742 429,806 6.40NA B- 12,997 AXSYS TECHNOLOGIES INC. 540,190 697,159 0.00NA A 33,400 BALDOR ELEC CO. 679,295 794,586 2.90NA B+ 62,250 BARNES GROUP INC. 1,294,375 740,153 5.40NA B 2,000 BARRET BUSINESS SERVICES INC. 22,143 21,000 3.10NA B- 72,210 BE AEROSPACE INC. 1,905,085 1,036,936 0.00NA B- 12,100 BELDEN INC. 177,978 202,070 1.20NA B+ 38,657 BLOCK (H & R) INC. 798,109 666,060 3.50NA B- 6,720 BLOUNT INT'L INC. NEW 57,456 57,859 0.00NA B+ 161,939 BOEING CO. 8,683,011 6,882,408 4.00NA B- 7,090 BOWNE & CO. INC. 19,402 46,156 0.00NA A- 39,725 BRADY CORP. 1,227,563 997,892 2.70NA B 12,945 BRIGGS & STRATTON CORP. 202,457 172,686 3.30NA B 33,695 BRINKS CO. 806,886 978,166 1.40NA B 7,343 BRISTOW GROUP INC. 194,046 217,573 0.00NA NR 54,750 BUCYRUS INTL INC. NEW 1,926,685 1,563,660 0.40NA NR 1,200 BUILDERS FIRSTSOURCE INC. 2,523 4,992 0.00NA A 80,278 BURLINGTON NORTHN SANTA FE 5,889,306 5,903,644 2.20NA B- 2,800 C D I CORP. 31,677 31,220 4.70NA A+ 91,807 C H ROBINSON WORLDWIDE INC. 4,522,854 4,787,735 1.80NA NR 2,500 CAI INT'L INC. 12,479 12,750 0.00NA B 3,200 CAREER ED CORP. 75,900 79,648 0.00NA A 26,200 CARLISLE COS INC. 1,044,953 629,848 2.60NA B+ 2,400 CASCADE CORP. 56,339 37,752 1.30NA A+ 160,272 CATERPILLAR INC. 7,984,906 5,295,387 5.10NA B- 1,000 CELADON GROUP INC. 7,451 8,390 0.00NA B 6,700 CERADYNE INC. CALIF 149,946 118,322 0.00NA NR 900 CHART INDS INC. 17,569 16,362 0.00NA B+ 1,400 CHASE CORP. 17,432 16,660 2.90NA A+ 19,224 CINTAS CORP. 545,435 439,076 2.10NA B- 4,477 CIRCOR INT'L INC. 108,658 105,702 0.60NA A 8,336 CLARCOR INC. 252,103 243,328 1.20NA NR 4,300 COLFAX CORP. 33,761 33,196 0.00NA NR 4,900 COLUMBUS MCKINNON CORP. NY 65,686 61,985 0.00NA B 10,000 COMFORT SYS USA INC. 101,000 102,500 1.80NA NR 6,200 COMPASS DIVERSIFIED HLDGS 68,330 50,158 16.80NA B- 3,100 CON WAY INC. 75,500 109,461 1.10NA B- 2,600 CONSOLIDATED GRAPHICS INC. 47,123 45,292 0.00NA B- 4,900 CONTINENTAL AIRLINES INC. 43,029 43,414 0.00ILLINOIS STATE BOARD OF INVESTMENT57