schedule of investments fiscal year 2011 - State of Wisconsin ...
schedule of investments fiscal year 2011 - State of Wisconsin ...
schedule of investments fiscal year 2011 - State of Wisconsin ...
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COMMERCIAL MORTGAGES<br />
CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong><br />
NAME COUPON RATE MATURITY COST FAIR VALUE<br />
DALLAS SWIB PROMISSORY NOTE........................................ 7.130 7/1/<strong>2011</strong> 8,721,279 8,677,890<br />
ENGLEWOOD SWIB PROMISSORY NOTE.............................. 7.130 7/1/<strong>2011</strong> 13,932,741 13,863,424<br />
TOTAL COMMERCIAL MORTGAGES.................................................................................................<br />
FOREIGN CURRENCY CONTRACTS<br />
22,654,020 22,541,314<br />
CURRENCY NAME NET RECEIVABLE NET PAYABLE<br />
NET RECEIVABLE/<br />
(PAYABLE)<br />
AUSTRALIAN DOLLAR.............................................................. 2,770,823 (827,419) 1,943,404<br />
BRAZILIAN REAL....................................................................... 81,649 (843,885) (762,236)<br />
BRITISH POUND STERLING...................................................... (1,948,911) 2,149,181 200,270<br />
CANADIAN DOLLAR.................................................................. 4,047,632 (100,203) 3,947,429<br />
COLOMBIAN PESO..................................................................... 0 (9,416) (9,416)<br />
DANISH KRONE.......................................................................... 160,275 (102,967) 57,309<br />
EURO CURRENCY UNIT............................................................ 1,866,529 (1,395,241) 471,288<br />
HONG KONG DOLLAR............................................................... 34,483 (12,497) 21,986<br />
HUNGARIAN FORINT................................................................. 0 (854) (854)<br />
INDIAN RUPEE............................................................................ (1,008) 16,044 15,037<br />
INDONESIAN RUPIAH................................................................ (2,200) 0 (2,200)<br />
ISRAELI NEW SHEKEL............................................................... 52,076 (146,608) (94,531)<br />
JAPANESE YEN........................................................................... 810,178 1,507,010 2,317,187<br />
MALAYSIAN RINGGIT............................................................... 8,012 0 8,012<br />
MEXICAN NEW PESO................................................................ 173,627 (14,525) 159,102<br />
NEW TURKISH LIRA................................................................... 0 0 0<br />
NEW ZEALAND DOLLAR.......................................................... 55,038 (84,017) (28,979)<br />
NORWEGIAN KRONE................................................................. 165,236 (1,130) 164,106<br />
PERUVIAN NUEVO SOL............................................................ 0 (66,867) (66,867)<br />
PHILLIPPINE PESO...................................................................... (5,075) 0 (5,075)<br />
POLISH ZLOTY............................................................................ (21,997) 0 (21,997)<br />
SINGAPORE DOLLAR................................................................. 219,034 (13,142) 205,891<br />
SOUTH AFRICAN RAND............................................................ 5,548 (460,147) (454,599)<br />
SOUTH KOREAN WON............................................................... (525) 0 (525)<br />
SWEDISH KRONA....................................................................... 1,369,452 (55,337) 1,314,114<br />
SWISS FRANC.............................................................................. (167,127) 668,839 501,713<br />
THAI BAHT.................................................................................. 0 (424) (424)<br />
TOTAL FOREIGN CURRENCY CONTRACTS ............... 9,672,750 206,393 9,879,143<br />
OPTION CONTRACTS<br />
NAME CONTRACT TYPE MATURITY<br />
COST/<br />
(PROCEEDS) FAIR VALUE<br />
ALERE INC................................................................................... PUT JUL 11 (13,684) (7,775)<br />
CEPHALON INC........................................................................... PUT AUG 11 (8,619) (1,390)<br />
CLIFFS NATURAL RESOURCES INC........................................ CALL JUL 11 (4,407) (924)<br />
FREEPORT-MCMORAN COPPER & GOLD.............................. PUT JUL 11 (7,662) (968)<br />
INTUITIVE SURGICAL INC........................................................ CALL OCT 11 (37,927) (62,479)<br />
ITT CORP...................................................................................... PUT OCT 11 (29,791) (15,300)<br />
ITT CORP...................................................................................... PUT JUL 11 (111,670) (8,840)<br />
MONSANTO CO........................................................................... CALL AUG 11 (10,252) (13,024)<br />
NEWMONT MINING CORP........................................................ PUT JUL 11 (4,362) (846)<br />
RALCORP HOLDING INC........................................................... PUT JUL 11 (19,500) (10,080)<br />
RIO TINTO PLC............................................................................ PUT JUL 11 (6,633) (670)<br />
S&P 500 EOM INDEX FUTURE SEP 11..................................... PUT JUL 11 (138,646) (17,888)<br />
THORATEC CORP....................................................................... PUT JUL 11 (18,249) (2,888)<br />
TOTAL OPTION CONTRACTS.......................................... (411,402) (143,072)<br />
- 99 - STATE OF WISCONSIN INVESTMENT BOARD