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 YieldFOREIGN EQUITY SECURITIES (continued) $ $ %Consumer Discretionary (continued)NA NA 39,943 TUI TRAVEL PLC 193,120 152,445 4.30NA NA 273 TV ASAHI CORP. 409,145 409,988 1.40NA NA 164,200 UNIPRES 1,386,631 1,817,543 0.50NA NA 51,100 UNY CO LTD 436,306 436,933 2.20NA NA 4,860 USS 308,711 250,342 2.90NA NA 10,617 VALEO 199,369 195,233 0.00NA NA 790 VALORA HLDG AG 207,224 142,666 4.60NA NR 23,450 VIRGIN MEDIA INC. 114,952 219,258 1.70NA NA 214,228 VIVENDI SA 6,403,462 5,118,796 8.20NA NA 12,453 VOLKSWAGEN AG 2,917,598 2,468,261 4.80NA NA 80,254 WAL MART DE MEXICO SAB DE CV 261,677 237,406 0.00NA NA 104,692 WETHERSPOON (JD) 623,178 668,527 2.00NA NA 129,200 WH SMITH PLC 757,686 889,923 0.00NA NA 10,263 WHITBREAD 285,465 138,002 4.50NA NA 10,848 WOLTERS KLUWER 303,170 189,439 5.20NA NA 69,080 WPP PLC 855,022 458,755 0.00NA NA 3,800 YAMADA DENKI CO. 345,415 221,734 0.60NA NA 2,000 YAMAHA CORP. 42,027 24,999 2.50NA NA 68,900 YAMAHA MOTOR CO. 753,313 766,230 0.00NA NA 116,000 YAMATO INT'L 895,868 486,915 4.40NA NA 1,088,200 YELL GROUP 206,644 470,427 21.704,698 YELLOW PAGES INCOME FUND 46,682 21,643 0.00NA NA 24,500 YOROZU CORP. 280,761 270,938 0.00NA NA 38,500 YUE YUEN INDL HLDG 86,574 90,710 4.90NA NA 1,536 ZON MULTIMEDIA 23,396 8,172 4.20Total Consumer Discretionary 200,604,993 178,123,383Consumer StaplesNA NA 6,800 AASTRA TECHNOLOGIES LTD 188,349 172,847 0.00NA NA 51,052 AHOLD (KON) NV 745,190 586,041 2.20NA NA 30,000 AJINOMOTO CO INC 297,252 237,550 2.10NA NA 4,144 AMBEV CIA DE BEBID 253,793 269,387 0.00NA NA 25,626 ANHEUSER BUSCH INB 903,633 925,207 1.10NA NA 15,767 ANHEUSER BUSCH INBEV NV 0 66 0.00NA NA 23,550 ARCS CO. LTD 333,972 336,585 2.50NA NA 34,527 ARYZTA AG 1,341,055 1,107,988 0.00NA NA 12,100 ASAHI BREWERIES 180,848 173,941 1.40NA NA 32,153 ASSOCIATED BRITISH FOODS PLC 373,528 403,753 2.70NA NA 20,653 AXFOOD AB 456,739 445,162 4.80NA NA 73,700 BELC CO. 654,901 659,202 3.20NA NA 840 BELL AG BASEL 1,315,037 1,197,186 2.60NA NA 40,480 BING GRAE 1,181,163 1,398,108 2.70NA NA 9,606 BOURBON 242,137 376,392 2.90NA NA 1,359 BRF BRASIL FOODS SA 24,097 26,004 2.60NA NA 865,551 BRIT AMER TOBACCO 31,835,934 23,847,482 5.00NA NA 236,578 BRITVIC 993,013 1,087,006 0.00NA NA 157,202 C & C GROUP 700,947 524,794 3.80NA NA 1,591,284 CADBURY PLC 16,068,451 13,574,736 0.00NA NA 42,116 CAMPARI 258,083 337,017 1.90NA NA 33,889 CAMPOFRIO FOOD GPO 315,123 301,844 0.00NA NA 2,838 CARLSBERG 309,930 182,012 1.00NA NA 36,800 CARREFOUR 2,157,341 1,570,205 3.60NA NA 2,503 CASINO GUICH PERR 220,465 168,696 5.30NA NA 32,900 CAWACHI 504,866 626,050 1.90NA B 3,600 CENTRAL EUROPEAN DISTR CORP 92,129 95,652 0.00NA NA 71,134 CHAODA MODERN AGRICULTURE 41,557 41,762 0.70NA NA 92,000 CHINA AGRI IND HLD 39,146 57,336 0.00NA NA 25,000 CHINA MENGNIU DAIRY 60,001 58,258 0.00NA NA 22,000 CHINA YURUN FOOD 26,948 33,213 0.00NA NA 27,000 CHUBU SHIRYO CO 248,118 195,606 2.30NA NA 550,573 COCA COLA AMATIL 3,826,358 3,832,403 4.50NA NA 7,348 COCA COLA HELL BOT 215,061 151,508 1.90NA NA 4,900 COCOKARA FINE HOLD 47,546 75,162 0.00NA NA 8,874 COLRUYT SA 1,994,929 2,023,902 2.50NA NA 61,400 COMPANHIA DE BEBIDAS DAS AMERS 2,579,126 3,980,562 1.50NA NA 1,981 COSAN SA INDUSTRIA 12,491 14,556 0.00NA NA 43,161 CSM NV CVA 808,288 636,879 4.20NA NA 122,200 DAIRY CREST GROUP 654,753 645,997 6.30NA NA 35,658 DANONE 2,244,123 1,759,553 3.40NA NA 2,268 DELHAIZE GROUP 206,542 159,490 3.00NA NA 644,274 DIAGEO 12,029,293 9,246,810 4.00NA NA 12,600 DUSKIN CO LTD 213,053 213,646 0.00NA NA 22,210 EBRO PULEVA 282,129 336,762 2.70NA B+ 9,500 EMPIRE LTD 319,686 346,020 0.00NA NA 900 FAMILYMART CO. 37,037 28,263 2.30ILLINOIS STATE BOARD OF INVESTMENT74