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 A- 5,300 MCGRATH RENT CORP. 107,520 101,018 4.60NA NR 2,300 MEDQUIST INC. 15,068 13,984 0.00NA NR 7,000 METALICO INC. 36,831 32,620 0.00NA B 17,767 MIDDLEBY CORP. 409,704 780,327 0.00NA B- 2,600 MILLER INDS INC. TENN 22,884 22,880 0.00NA B 6,800 MOBILE MINI INC. 96,640 99,756 0.00NA B+ 20,550 MOLEX INC. 358,762 319,553 3.90NA C 3,100 MONEYGRAM INT'L INC. 5,523 5,518 0.00NA NR 5,600 MONOTYPE IMAGING HOLDINGS 39,597 38,136 0.00NA B- 16,044 MONSTER WORLDWIDE INC. 337,338 189,480 0.00NA B+ 53,690 MOOG INC. 1,901,681 1,385,739 0.00NA B+ 113,630 MSC INDL DIRECT INC. 4,017,122 4,031,592 2.30NA B 9,700 MUELLER INDS INC. 211,063 201,760 1.90NA NR 30,000 MUELLER WTR PRODS INC. 211,907 112,200 1.90NA B 200 MULTI COLOR CORP. 2,161 2,452 1.60NA B- 1,458 NACCO INDS INC. 43,653 41,874 7.20NA B- 2,500 NAVISTAR INTL CORP INC. 113,004 109,000 0.00NA B 4,200 NCI BLDG SYS INC. 53,550 11,088 0.00NA A- 5,800 NORDSON CORP. 227,427 224,228 1.90NA A- 127,142 NORFOLK SOUTHN CORP. 4,634,742 4,789,439 3.60NA B+ 122,634 NORTHROP GRUMMAN CORP. 6,358,374 5,601,921 3.80NA B+ 24,200 OLD DOMINION FREIGHT LINE INC. 590,183 812,394 0.00NA B- 8,300 ON ASSIGNMENT INC. 40,347 32,453 0.00NA B- 42,536 ORBITAL SCIENCES CORP. 645,094 645,271 0.00NA A 6,000 OSHKOSH CORP. 53,911 87,240 0.00NA B+ 1,900 OVERSEAS SHIPHOLDING GROUP INC. 69,458 64,676 5.10NA NR 5,400 OWENS CORNING NEW 68,034 69,012 0.00NA B+ 42,825 PACCAR INC. 1,277,866 1,392,241 2.20NA NR 9,000 PACER INT'L INC. TN 55,105 20,070 0.00NA B+ 13,789 PALL CORP. 396,961 366,236 2.20NA A- 83,007 PARKER HANNIFIN CORP. 4,177,597 3,565,981 2.30NA A 6,900 PENTAIR INC. 169,355 176,778 2.80NA NR 14,100 PHH CORP. 153,635 256,338 0.00NA B- 1,595 PHI INC. 23,330 27,338 0.00NA NR 280,542 PHYSICIANS FORMULA HLDGS INC. 2,835,997 527,419 0.00NA B+ 31,848 PITNEY BOWES INC. 782,046 698,427 6.60NA C 18,000 POWER ONE INC. 22,638 26,820 0.00NA B 79,032 PRECISION CASTPARTS CORP. 6,935,158 5,771,707 0.20NA NR 3,980 QUANEX BLDG PRODS CORP. 35,887 44,656 1.10NA B- 16,100 QUANTA SERVICES INC. 362,150 372,393 0.00NA B- 125,887 QUIXOTE CORP. 2,363,613 356,260 0.00NA NR 2,100 RASER TECHNOLOGIES INC. 7,075 5,880 0.00NA A- 19,478 RAVEN INDS INC. 551,967 498,637 2.20NA B 49,277 RAYTHEON CO. 2,079,165 2,189,377 2.80NA A- 59,499 REGAL BELOIT CORP. 2,315,103 2,363,300 1.60NA B+ 5,100 RELIANCE STEEL & ALUM CO. 124,902 195,789 1.00NA NR 7,088 REPUBLIC AWYS HLDGS INC. 65,564 46,285 0.00NA B+ 45,438 REPUBLIC SVCS INC. 1,069,675 1,109,142 3.10NA B- 6,400 ROBBINS & MYERS INC. 114,455 123,200 0.80NA B 183,711 ROBERT HALF INT'L INC. 4,308,346 4,339,254 2.00NA B+ 22,052 ROCKWELL AUTOMATION INC. 636,297 708,310 3.60NA NR 64,913 ROCKWELL COLLINS INC. 3,753,088 2,708,819 2.30NA A 169,855 ROPER INDS 9,803,988 7,696,130 0.70NA B+ 65,668 RYDER SYSTEMS INC. 1,963,183 1,833,451 3.30NA NR 3,500 SAIA INC. 34,969 63,035 0.00NA B- 24,200 SHAW GROUP INC. 704,556 663,322 0.00NA NR 7,300 SHENGDATECH INC. 28,700 27,521 0.00NA B+ 2,300 SIMPSON MFG INC. 49,844 49,726 1.90NA A- 14,400 SKYWEST INC. 242,208 146,880 1.60NA B+ 5,695 SMITH A O CORP. 176,882 185,486 2.30NA B 105,346 SOUTHWEST AIRLINES CO. 1,058,164 708,979 0.30NA C 13,400 SPHERION CORP. 42,707 55,208 0.00NA NR 7,100 SPIRIT AEROSYSTEMS HLDGS INC. 89,639 97,554 0.00NA B 4,000 SPX CORP. 189,366 195,880 2.00NA NR 35,743 STANDARD PKG CORP. 638,563 582,253 0.00NA B- 1,100 STANDARD REGISTER 8,243 3,586 6.10NA B- 3,200 STANDEX INTL CORP. 51,127 37,120 1.70NA C 2,500 STARTEK INC. 19,329 20,050 0.00NA B- 269,600 STEELCASE INC. 4,444,039 1,569,072 2.80NA B+ 176,630 STERICYCLE INC. 8,826,733 9,101,744 0.00NA B 3,119 STERLING CONSTR INC. 48,977 47,596 0.00NA A 26,364 STRAYER ED INC. 3,300,272 5,750,252 0.90NA B+ 1,900 SUN HYDRAULICS INC. 32,189 30,723 2.20NA NR 20,462 SUNPOWER CORP 1,146,260 500,556 0.00NA NR 3,700 TAL INT'L GROUP INC. 41,245 40,330 0.40ILLINOIS STATE BOARD OF INVESTMENT60