Converting seperations to composite PDF

Okay, but how then do I convert what I import into Illustrator to show as a CMYK composite PDF? The color mode is set to CMYK, the the info color info seems to be lost.
I was under the impression that when I placed all pages on top of each other individualy and saved as a composite PDF that Illustrator would know to fill in the color info from the postcript plates.
 
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