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) $ $ %Industrials (continued)NA B- 16,203 CONVERGYS CORP. 167,279 150,364 0.00NA B+ 24,787 COOPER INDUSTRIES LTD 692,496 769,636 3.20NA B- 2,900 CORNELL COMPANIES INC. 43,801 47,009 0.00NA B- 10,500 COVANTA HLDG CORP. 176,311 178,080 0.00NA B 400 CRA INT'L INC. 9,000 11,104 0.00NA B- 40,400 CRANE CO. 1,394,854 901,324 3.60NA B 3,679 CSG SYS INT'L INC. 51,690 48,710 0.00NA B+ 176,648 CSX CORP. 6,454,975 6,117,320 2.50NA B+ 28,905 CUMMINS INC. 1,099,806 1,017,745 2.00NA A 11,500 CURTISS WRIGHT CORP. 354,625 341,895 1.10NA A+ 87,890 DANAHER CORP. 5,863,583 5,426,329 0.20NA A- 62,349 DEERE & CO. 2,476,718 2,490,843 2.80NA NR 31,000 DELTA AIR LINES INC. DE 252,593 179,490 0.00NA B 6,100 DELUXE CORP. 72,205 78,141 7.80NA B 197,210 DEVRY INC. DEL 9,434,921 9,868,388 0.30NA NA 12,800 DHT MARITIME INC. 75,492 66,688 19.20NA B- 300 DIAMOND MGMT TECHNOLOGY 1,386 1,260 6.70NA B+ 10,580 DIONEX CORP. 506,159 645,697 0.00NA NR 900 DOLLAR FINL CORP. 12,727 12,411 0.00NA C 5,600 DOLLAR THRIFTY AUTOMOTIVE GRP 7,175 78,120 0.00NA A+ 3,100 DONALDSON CO INC. 104,041 107,384 1.30NA B- 29,699 DONNELLEY (R. R.) & SONS 436,799 345,102 9.00NA A- 23,314 DOVER CORP. 784,311 771,460 3.00NA B 1,880 DREW INDS INC. 16,526 22,880 0.00NA B 2,700 DUCOMMUN INC. DEL 51,258 50,733 1.60NA B+ 91,120 DUN & BRADSTREET CORP. DEL NEW 8,031,008 7,399,855 1.70NA B 10,169 DYCOM INDS INC. 67,827 112,571 0.00NA B 750 DYNAMEX INC. 8,366 11,543 0.00NA NR 5,500 DYNCORP INT'L INC. 86,010 92,345 0.00NA NR 12,200 EAGLE BULK SHIPPING INC. 62,848 57,218 0.00NA A- 25,749 EATON CORP. 1,129,303 1,148,663 4.50NA B- 4,600 ELECTRO RENT 51,649 43,654 6.30NA B+ 71,736 EMCOR GROUP INC. 1,806,017 1,443,328 0.00NA A 92,622 EMERSON ELECTRIC CO. 3,283,310 3,000,953 4.10NA B 4,700 ENCORE WIRE CORP. 80,476 100,345 0.40NA B+ 3,300 ENERGIZER HLDGS INC. 185,778 172,392 0.00NA C 1,800 ENERGY CONVERSION DEVICES INC. 26,625 25,470 0.00NA NR 17,800 ENERGY SOLUTIONS INC. 159,871 163,760 1.10NA NR 76,019 ENERSYS 1,158,841 1,382,786 0.00NA B 118,620 ENGLOBAL CORP. 1,093,947 583,610 0.00NA B+ 6,734 ENNIS INC. 79,035 83,906 5.00NA NR 5,165 ENPRO INDS INC. 95,621 93,022 0.00NA B+ 15,457 EQUIFAX INC. 426,239 403,428 0.60NA B 99,032 ESTERLINE TECHNOLOGIES CORP. 3,783,785 2,680,796 0.00NA C 22,800 EVERGREEN SOLAR INC. 53,614 49,476 0.00NA A+ 238,761 EXPEDITORS INTL WA INC. 8,964,970 7,960,292 1.10NA A 1,700 FACTSET RESH SYS INC. 83,646 84,779 1.60NA A 340,244 FASTENAL CO. 12,293,534 11,285,893 2.10NA B+ 48,422 FEDEX CORP. 2,757,103 2,693,232 0.80NA NR 2,800 FIRST ADVANTAGE CORP. 39,151 42,588 0.00NA NR 2,066 FIRST SOLAR INC. 283,603 334,940 0.00NA C 260,515 FLANDERS CORP. 2,061,957 1,591,747 0.00NA B- 1,300 FLOW IN'TL CORP. 3,239 3,055 0.00NA B 6,626 FLOWSERVE CORP. 429,082 462,561 1.60NA B+ 20,988 FLUOR CORP. NEW 906,556 1,076,475 1.00NA B+ 3,900 FORWARD AIR CORP. 83,037 83,148 1.30NA B- 2,646 FOSTER( LB) CO. 68,725 79,565 0.00NA B- 500 FRANKLIN COVEY CO. 3,506 3,115 0.00NA A- 6,000 FRANKLIN ELECTRIC INC. 159,284 155,520 1.90NA NR 3,100 FREIGHTCAR AMER INC. 57,388 52,111 1.40NA B+ 2,050 FTI CONSULTING INC. 141,546 103,976 0.00NA C 3,000 FUELCELL ENERGY INC. 12,455 12,540 0.00NA B- 3,100 FURMANITE CORP. 13,396 13,826 0.00NA A- 4,800 G & K SERVICES 88,814 101,520 1.30NA B+ 4,200 GARDNER DENVER INC. 96,769 105,714 0.00NA B+ 15,762 GATX CORPORATION 539,874 405,399 4.40NA NR 58,750 GENCO SHIPPING & TRADING LTD 1,789,404 1,276,050 0.00NA A+ 102,496 GENERAL DYNAMICS CORP. 6,362,431 5,677,253 2.70NA A 1,822,912 GENERAL ELECTRIC CO. 31,841,544 21,364,529 3.40NA NA 12,700 GENERAL MARITIME CORP. NEW 123,844 125,603 2.20NA B- 4,200 GENERALE CABLE CORP. 155,994 157,836 0.00NA NA 2,500 GENPACT LTD 37,758 29,375 0.00NA B 2,600 GEO GROUP INC. 48,260 48,308 0.00NA NR 54,798 GLOBAL CASH ACCESS HLDGS INC. 380,102 436,192 0.00NA NR 3,200 GLOBAL PMTS INC. 142,770 119,872 0.20ILLINOIS STATE BOARD OF INVESTMENT58