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) $ $ %Utilities (continued)NA A 27,081 QUESTAR CORP. 898,357 841,136 1.60NA NR 28,478 RRI ENERGY INC. 115,470 142,675 0.00NA B 18,600 SCANA CORP. NEW 627,015 603,942 5.80NA B+ 95,284 SEMPRA ENERGY 4,041,607 4,728,945 3.10NA A 3,329 SJW CORP. 89,914 75,568 2.90NA A- 25,748 SOUTH JERSEY INDS INC. 945,621 898,348 3.40NA A- 121,300 SOUTHERN CO. 3,999,987 3,779,708 5.60NA B 72,556 SOUTHERN UN CO. NEW 1,691,009 1,334,305 3.30NA B+ 11,688 SOUTHWEST GAS CORP. 284,317 259,590 4.30NA B+ 6,300 SOUTHWEST WTR CO. 25,812 34,776 1.80NA NR 107,298 SPECTRA ENERGY CORP. 1,775,343 1,815,482 5.90NA B 32,642 TECO ENERGY INC. 418,158 389,419 6.70NA NR 3,500 U S GEOTHERMAL INC. 6,375 4,970 0.00NA A 66,691 UGI CORP. NEW 1,531,382 1,699,954 3.10NA B 7,616 UIL HLDG CORP. 206,781 170,979 7.70NA B 8,900 UNISOURCE ENERGY CORP. 248,684 236,206 4.40NA B+ 2,700 UNITIL CORP. 56,272 55,674 6.70NA B+ 6,600 VECTREN CORP. 159,821 154,638 5.70NA B 8,800 WESTSTAR ENERGY INC. 162,197 165,176 6.40NA B+ 12,800 WGL HLDGS INC. 418,664 409,856 4.60NA B+ 18,037 WISCONSIN ENERGY CORP. 772,956 734,286 3.30NA B 70,192 XCEL ENERGY INC. 1,176,584 1,292,235 5.30NA A 1,800 YORK WTR CO. 28,659 27,594 3.30Total Utilities 95,312,471 96,433,794TOTAL COMMON STOCK & EQUITY FUNDS 2,844,031,226 2,610,218,733COMMINGLED AND OTHER ASSETS82,520 AMALGAMATED BANK NYC 152,488,084 153,534,114 0.00NA A- 800 CITIZENS HLDG CO. MISS 28,329 24,960 2.60NA NR 2,198 DREYFUS INSTL CASH ADVANT FDS 2,198 2,198 0.00NA NR 1,300 FEDERAL MOGUL CORP. 11,702 12,285 0.00NA NR 41,945 ISHARES TR 2,254,673 2,137,517 0.00NA NR 44,260 SPDR SER TR 1,556,111 811,286 0.00NA NR 1,151,842 TBA WESTERN/LEHMAN RECEIVABLE 39,775 0 0.00NA NR 631,402 TEMPORARY INVT FD INC. 13,655,732 14,484,359 0.00NA NR 13,968 ULLICO J FOR JOBS 140,015,518 164,477,465 0.00TOTAL COMMINGLED AND OTHER ASSETS 310,052,122 335,484,184PREFERRED STOCKNA NA 701 GTECH CORP. 0 7 0.00NA C 666 PREFERRED BLOCKER INC. 279,304 286,422 0.00TOTAL PREFERRED STOCK 279,304 286,429FOREIGN EQUITY SECURITIESConsumer DiscretionaryNA NA 37,608 ACCOR 2,147,600 1,490,476 5.80NA NA 15,848 ADIDAS AG 924,576 602,411 1.90NA NA 460,323 AEGIS GROUP 504,947 697,436 2.70NA NA 26,100 AEON CO LTD 371,821 258,335 1.80NA NA 239,700 AGA FOODSERVICE GP 348,490 363,170 0.00NA NA 65,916 AGFA GEVAERT NV 173,862 187,688 0.00NA NA 100,600 AISAN INDUSTRY CO. 541,008 816,393 1.50NA NA 11,358 AISIN SEIKI CO. 386,608 246,619 1.00NA NR 800 ALIMENTATION COUCHE TARD INC. 10,332 9,692 0.00NA NA 9,000 ALPEN CO LTD 147,755 163,051 1.70NA NA 26,500 ALPINE ELECTRONICS 440,470 274,379 0.00NA NA 62,791 ANTENA 3 TV 313,950 473,837 6.70NA NA 39,600 AOYAMA TRADING CO. 1,125,736 683,771 2.40NA NA 43,869 ARISTOCRAT LEISURE 197,937 134,416 12.20NA NA 29,455 ARN MONDADORI EDIT 100,230 113,720 0.00NA NA 2,000 ASICS CORP. 25,375 18,241 1.10NA NA 33,616 AUTOGRILL SPA 186,750 283,145 0.00NA NA 380,600 AUTOMOTIVE HLDG GP 391,161 440,005 0.00NA NA 263 B2W CIA GLOBAL 8,051 4,980 0.00NA NA 140,427 BARRATT DEVEL 324,621 341,112 8.30NA NA 13,852 BAYER MOTOREN WERK 325,334 333,022 1.90NA NA 216,177 BAYERISCHE MOTOREN WERKE AG 10,341,707 8,138,445 1.10NA NA 54,844 BELLE INTERNATIONA 34,491 48,262 0.00NA NA 78,690 BETSSON AB 797,249 886,143 0.00NA NA 12,723 BOSS (HUGO) AG 310,756 312,839 7.90NA NA 36,100 BRIDGESTONE CORP 700,354 566,833 1.10NA NA 702,824 BRITISH SKY BROADCAST 6,951,993 5,266,377 3.80ILLINOIS STATE BOARD OF INVESTMENT70