PREFERRED SECURITIES VARIABLE RETIREMENT INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong> NAME COST FAIR VALUE BAYERISCHE MOTOREN WERKE AG......................................................................................................... 64,126 71,435 BRASIL TELECOM SA NEW PRF SHS.......................................................................................................... 563,903 555,929 CENTRAIS ELECTRICAS BRAS PREF.......................................................................................................... 1,335,655 1,472,180 CIA DE BEBIDAS DAS AMERICAS............................................................................................................... 651,551 804,798 CIA ENERGETICA DO CEARA COELCE...................................................................................................... 236,579 263,825 CIA PARANAENSE DE ENERGIA................................................................................................................. 256,724 340,022 COMGAS CIA GAS SAO PRF'A'NPV............................................................................................................. 292,943 370,082 COMPANHIA DE TECIDOS NORTE DE........................................................................................................ 15,975 15,779 COMPANIA VALE DO RIO DOCE 'A'............................................................................................................ 1,760,808 1,823,032 DRAGERWERK AG & CO KGAA NPV.......................................................................................................... 75,815 134,413 ELETROPAULO METROPOLITANA............................................................................................................. 460,939 520,173 EUROKAI KGAA NON VTG PRF NPV.......................................................................................................... 3,240 3,157 HENKEL AG & CO KGAA NON VTG............................................................................................................ 243,463 266,235 HORNBACH HOLDINGS AG.......................................................................................................................... 3,695 10,909 HUGO BOSS AG PFD...................................................................................................................................... 249,951 319,535 JUNGHEINRICH NON VTG PFD SHS............................................................................................................ 6,789 18,184 KSB (KLEIN SCH & BCKR NON V................................................................................................................ 9,980 12,225 PORSCHE AUTOMOBIL HOLDING SE......................................................................................................... 746,922 913,852 PROSIEBENSATI MEDIA AG NPV................................................................................................................ 44,779 46,712 RWE AG (NEW) NON VTG PRF NPV............................................................................................................ 115,770 78,225 SANACORP PHARMAHOLDING AG NON................................................................................................... 8,653 5,743 TELE NORTE LESTE PARTICIPACOES........................................................................................................ 221,759 191,360 TELECOMUNICACOES DE SAO................................................................................................................... 152,984 223,767 TELECOMUNICACOES DE SAO PAULO..................................................................................................... 1,103,778 1,615,294 TIM PARTICIPACOES SA............................................................................................................................... 1,177,808 1,232,514 TIM PARTICIPACOES SA PRF NPV.............................................................................................................. 44,724 57,027 VOLKSWAGEN AG NON VTG PREF NPV.................................................................................................... 2,110,875 3,125,718 WURTTEMBERGISCHE METALLWARENFA.............................................................................................. 7,368 7,319 TOTAL PREFERRED SECURITIES...................................................................................................... 11,967,556 14,499,441 FOREIGN CURRENCY CONTRACTS NET NET RECEIVABLE/ CURRENCY NAME RECEIVABLE NET PAYABLE (PAYABLE) AUSTRALIAN DOLLAR............................................................... 301,820 (10,298) 291,521 BRITISH POUND STERLING....................................................... (30,010) 165,647 135,637 CANADIAN DOLLAR................................................................... 414,674 (0) 414,674 CZECH KORUNA.......................................................................... 0 (210) (210) DANISH KRONE........................................................................... 19,928 (9,026) 10,902 EURO CURRENCY UNIT............................................................. 145,788 (193,156) (47,368) HONG KONG DOLLAR................................................................ 4,224 (1,857) 2,366 INDIAN RUPEE............................................................................. (323) 1,482 1,159 INDONESIAN RUPIAH................................................................. (726) 0 (726) ISRAELI NEW SHEKEL................................................................ 6,436 (18,120) (11,684) JAPANESE YEN............................................................................ (57,530) 107,244 49,714 MALAYSIAN RINGGIT................................................................ 4 0 4 MEXICAN NEW PESO.................................................................. 0 (274) (274) NEW TURKISH LIRA.................................................................... (422) 0 (422) NEW ZEALAND DOLLAR............................................................ 6,802 0 6,802 NORWEGIAN KRONE.................................................................. 17,726 (90) 17,637 PHILLIPPINE PESO....................................................................... 0 (23) (23) SINGAPORE DOLLAR.................................................................. 13,267 (1,625) 11,642 SOUTH KOREAN WON................................................................ 119 0 119 SWEDISH KRONA........................................................................ 162,856 (4,272) 158,584 SWISS FRANC............................................................................... (11,438) 85,971 74,534 THAI BAHT.................................................................................... 0 (223) (223) TOTAL FOREIGN CURRENCY CONTRACTS................. 993,195 121,171 1,114,366 - 157 - STATE OF WISCONSIN INVESTMENT BOARD
OPTION CONTRACTS VARIABLE RETIREMENT INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong> CONTRACT COST/ NAME TYPE MATURITY (PROCEEDS) FAIR VALUE ALERE INC................................................................................................ PUT JUL 11 (1,716) (975) CEPHALON INC........................................................................................ PUT AUG 11 (1,612) (260) CLIFFS NATURAL RESOURCES INC..................................................... CALL JUL 11 (601) (126) FREEPORT-MCMORAN COPPER & GOLD........................................... PUT JUL 11 (1,045) (132) INTUITIVE SURGICAL INC...................................................................... CALL OCT 11 (5,172) (8,519) ITT CORP................................................................................................... PUT OCT 11 (5,730) (2,940) ITT CORP................................................................................................... PUT JUL 11 (21,366) (1,690) MONSANTO CO........................................................................................ CALL AUG 11 (1,398) (1,776) NEWMONT MINING CORP...................................................................... PUT JUL 11 (539) (105) RALCORP HOLDING INC........................................................................ PUT JUL 11 (3,714) (1,920) RIO TINTO PLC......................................................................................... PUT JUL 11 (792) (80) THORATEC CORP..................................................................................... PUT JUL 11 (2,291) (363) TOTAL OPTION CONTRACTS.................................................................................................................... FINANCIAL FUTURES CONTRACTS Note: Values may not add due to rounding N/A = Not Applicable (45,976) (18,886) NAME MATURITY FAIR VALUE DOW JONES EURO STOXX 50 INDEX..................................................................................... SEP 11 520,917 DOW JONES E-MINI GLOBEX.................................................................................................. SEP 11 11,802 FTSE 100 INDEX.......................................................................................................................... SEP 11 282,181 MSCI EAFE INDEX..................................................................................................................... SEP 11 8,235 RUSSELL 2000 E-MINI INDEX ................................................................................................. SEP 11 2,778,130 S&P 500 E-MINI INDEX ............................................................................................................. SEP 11 3,539,208 S&P MID 400 E-MINI INDEX..................................................................................................... SEP 11 414,115 S&P/TSE 60 INDEX .................................................................................................................... SEP 11 57,354 SPI 200 INDEX ............................................................................................................................ SEP 11 62,550 TOPIX INDEX ............................................................................................................................. SEP 11 467,311 TOTAL FINANCIAL FUTURES CONTRACTS....................................................................................................................... GRAND TOTAL VARIABLE RETIREMENT INVESTMENT TRUST FUND.......... 8,141,803 4,482,496,132 5,493,260,176 - 158 - STATE OF WISCONSIN INVESTMENT BOARD
Change language