schedule of investments fiscal year 2011 - State of Wisconsin ...

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STATE LIFE INSURANCE FUND AS OF JUNE 30, <strong>2011</strong> FIXED INCOME COUPON MATURITY BOOK VALUE FAIR NAME RATE DATE RATING (AMORT COST) VALUE U S TREASURY BOND...................................................................... 6.125 11/15/27 AAA 7,785,267 9,481,950 U S TREASURY BOND...................................................................... 6.000 02/15/26 AAA 11,219,244 13,692,140 U S TREASURY BOND...................................................................... 6.250 08/15/23 AAA 5,621,376 6,979,501 U S TREASURY BOND...................................................................... 4.250 05/15/39 AAA 560,177 588,804 U S TREASURY BOND...................................................................... 5.250 11/15/28 AAA 2,026,948 2,308,500 U S TREASURY BONDS................................................................... 3.875 08/15/40 AAA 888,748 915,900 US TREAS-CPI INFLATION INDEX................................................. 2.125 02/15/40 AAA 1,067,386 1,135,437 US TREAS-CPI INFLATION INDEX................................................. 1.750 01/15/28 AAA 1,020,344 1,124,646 FEDERAL HOME LN MTG CORP.................................................... 4.750 11/17/15 AAA 997,299 1,128,853 FEDERAL HOME LN MTG CORP.................................................... 4.500 01/15/13 AAA 1,002,029 1,062,067 GNMA POOL #0222010.................................................................. 8.000 06/15/17 AAA 1,537 1,790 ALABAMA POWER CO..................................................................... 5.875 12/01/22 A 607,829 672,474 ALCATEL-LUCENT USA INC........................................................... 6.450 03/15/29 B 996,819 900,000 ALCOA INC........................................................................................ 6.500 06/15/18 BBB 533,972 543,650 ANHEUSER-BUSCH COS INC.......................................................... 6.500 05/01/42 BBB 546,353 564,226 APPLIED MATERIALS INC............................................................... 5.850 02/15/41 A 497,964 504,354 BANK OF AMERICA CORP.............................................................. 5.125 11/15/14 A 1,000,248 1,083,633 BANK OF NEW YORK MELLON CORP/T....................................... 4.600 01/15/20 AA 499,180 521,215 BARRICK NORTH AMERICA FINANCE......................................... 7.500 09/15/38 BBB 498,382 593,211 BEAR STEARNS COS LLC/THE....................................................... 4.650 07/02/18 AA 958,556 1,032,689 BELLSOUTH CORP........................................................................... 6.875 10/15/31 A 571,441 554,137 BERKSHIRE HATHAWAY FINANCE CORP................................... 5.750 01/15/40 A 494,302 516,560 BHP BILLITON FIN USA LTD GTD.................................................. 4.800 04/15/13 A 500,647 534,117 BOEING CO/THE................................................................................ 5.875 02/15/40 A 540,583 536,819 BP CAPITAL MARKETS AMERICA INC......................................... 4.200 06/15/18 A 471,236 518,305 BURLINGTON NORTHERN SANTA FE L....................................... 7.000 12/15/25 BBB 508,310 608,531 CANADIAN NATIONAL RAILWAY CO.......................................... 6.375 11/15/37 A 508,939 574,441 CATERPILLAR INC............................................................................ 6.625 07/15/28 A 598,913 691,068 CHEVRON CORP............................................................................... 4.950 03/03/19 AA 499,881 557,716 CIGNA CORP...................................................................................... 8.300 01/15/33 BBB 494,756 598,435 CISCO SYSTEMS INC........................................................................ 5.500 02/22/16 A 500,040 567,526 CITIGROUP INC................................................................................. 6.625 01/15/28 A 1,127,054 1,057,602 COMCAST CORP............................................................................... 6.400 03/01/40 BBB 510,369 533,019 CONOCOPHILLIPS............................................................................. 5.900 10/15/32 A 974,954 1,080,218 DAIMLER FINANCE NORTH AMERICA......................................... 6.500 11/15/13 BBB 505,220 556,626 DEUTSCHE TELEKOM INTERNATIONAL..................................... 5.750 03/23/16 BBB 489,730 564,709 DOW CHEMICAL CO/THE................................................................ 7.375 11/01/29 BBB 492,170 554,689 DUKE ENERGY CAROLINAS LLC.................................................. 6.050 04/15/38 A 498,772 551,904 DUKE ENERGY CAROLINAS LLC.................................................. 6.100 06/01/37 A 499,944 543,483 EI DU PONT DE NEMOURS & CO................................................... 6.500 01/15/28 A 487,595 570,424 ELI LILLY & CO................................................................................. 6.770 01/01/36 A 553,653 598,782 EMERSON ELECTRIC CO................................................................. 6.000 08/15/32 A 524,083 542,923 EXELON GENERATION CO LLC..................................................... 6.200 10/01/17 BBB 467,801 565,968 GENERAL ELECTRIC CAPITAL CORP........................................... 6.750 03/15/32 AA 1,036,933 1,110,000 GENERAL MILLS INC....................................................................... 5.400 06/15/40 BBB 491,271 495,070 GOLDMAN SACHS GROUP INC/THE............................................. 5.125 01/15/15 A 494,756 534,432 HISTORIC TW INC............................................................................. 6.625 05/15/29 BBB 347,314 379,059 HOME DEPOT INC............................................................................. 5.875 12/16/36 BBB 529,432 510,444 HSBC HOLDINGS PLC...................................................................... 7.350 11/27/32 A 837,084 749,679 INTERNATIONAL BUSINESS MACHINE........................................ 5.875 11/29/32 A 975,793 1,100,487 JOHNSON & JOHNSON..................................................................... 4.950 05/15/33 AAA 968,799 1,004,200 KELLOGG CO..................................................................................... 7.450 04/01/31 BBB 571,307 629,296 KIMBERLY-CLARK CORP............................................................... 6.625 08/01/37 A 495,419 607,793 KINDER MORGAN ENERGY PARTNERS....................................... 6.950 01/15/38 BBB 500,412 540,398 KOHL'S CORP..................................................................................... 6.000 01/15/33 BBB 537,788 518,583 KROGER CO/THE.............................................................................. 8.000 09/15/29 BBB 545,905 621,441 LOCKHEED MARTIN CORP............................................................. 5.500 11/15/39 BBB 497,311 498,681 LOWE'S COS INC............................................................................... 5.500 10/15/35 A 750,570 805,697 MACY'S RETAIL HOLDINGS INC.................................................... 6.650 07/15/24 BB 553,847 622,764 MARATHON OIL CORP.................................................................... 6.800 03/15/32 BBB 1,057,306 1,117,188 - 163 - STATE OF WISCONSIN INVESTMENT BOARD
STATE LIFE INSURANCE FUND AS OF JUNE 30, <strong>2011</strong> FIXED INCOME COUPON MATURITY BOOK VALUE FAIR NAME RATE DATE RATING (AMORT COST) VALUE MERCK & CO INC............................................................................. 6.400 03/01/28 A 968,214 1,183,576 MORGAN STANLEY......................................................................... 6.625 04/01/18 A 470,625 548,772 NATIONAL RURAL UTILITIES COOP............................................. 10.375 11/01/18 A 497,202 692,773 NORFOLK SOUTHERN CORP.......................................................... 5.640 05/17/29 BBB 449,380 530,301 NORTHERN STATES POWER CO/MN............................................ 7.125 07/01/25 A 1,066,809 1,239,740 NORTHROP GRUMMAN SYSTEMS CORP.................................... 7.750 02/15/31 BBB 570,602 639,774 PACIFIC BELL TELEPHONE CO...................................................... 6.625 10/15/34 A 1,023,130 1,030,000 PARKER HANNIFIN CORP............................................................... 6.550 07/15/18 A 1,000,000 1,208,420 PEPSICO INC/DE................................................................................ 7.000 03/01/29 A 556,596 615,162 PETRO-CANADA............................................................................... 7.000 11/15/28 BBB 498,136 566,980 PETRO-CANADA............................................................................... 7.875 06/15/26 BBB 496,075 610,271 PHARMACIA CORP........................................................................... 6.600 12/01/28 A 1,060,686 1,184,806 PPG INDUSTRIES INC....................................................................... 5.500 11/15/40 BBB 248,150 244,006 PPG INDUSTRIES INC....................................................................... 6.875 02/15/12 BBB 343,990 356,460 PRAXAIR INC..................................................................................... 3.950 06/01/13 A 499,670 529,761 PROCTER & GAMBLE ESOP DEB SR-A......................................... 9.360 01/01/21 AA 605,782 785,808 RIO TINTO ALCAN INC.................................................................... 6.125 12/15/33 A 860,878 931,005 SAFEWAY INC................................................................................... 7.450 09/15/27 BBB 516,845 570,965 SARA LEE CORP................................................................................ 6.125 11/01/32 BBB 893,880 750,839 SOUTH CAROLINA ELECTRIC & GAS........................................... 5.800 01/15/33 A 993,952 1,061,200 SOUTHWEST AIRLINES CO............................................................. 5.750 12/15/16 BBB 491,694 549,776 TARGET CORP................................................................................... 7.000 07/15/31 A 586,655 593,909 TIME WARNER CABLE INC............................................................. 8.750 02/14/19 BBB 542,028 632,498 TRANSCANADA PIPELINES LTD.................................................... 6.200 10/15/37 A 521,996 533,939 UNILEVER CAPITAL CORP.............................................................. 5.900 11/15/32 A 1,001,627 1,128,914 UNION ELECTRIC CO....................................................................... 5.300 08/01/37 BBB 436,814 488,374 UNION PACIFIC CORP...................................................................... 6.250 05/01/34 BBB 576,505 550,595 VERIZON GLOBAL FUNDING CORP.............................................. 7.750 12/01/30 A 1,042,273 1,233,666 VIRGINIA ELECTRIC AND POWER CO.......................................... 6.350 11/30/37 A 499,009 572,742 VODAFONE GROUP PLC.................................................................. 4.625 07/15/18 BBB 487,237 523,747 WAL-MART STORES INC................................................................. 5.625 04/15/41 AA 522,975 514,423 WAL-MART STORES INC................................................................. 5.875 04/05/27 AA 499,263 557,852 WELLS FARGO & CO........................................................................ 5.625 12/11/17 A 520,864 553,016 WELLS FARGO & CO........................................................................ 5.375 02/07/35 A 477,788 503,777 WEYERHAEUSER CO....................................................................... 7.375 03/15/32 BB 534,837 520,315 WISCONSIN ELECTRIC POWER CO............................................... 5.625 05/15/33 A 832,843 829,366 WYETH............................................................................................... 6.500 02/01/34 A 420,643 459,975 ZENECA WILMINGTON INC............................................................ 7.000 11/15/23 A 520,398 614,455 TOTAL FIXED INCOME.................................................................................................... 86,477,349 97,300,212 - 164 - STATE OF WISCONSIN INVESTMENT BOARD
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SCHEDULE OF INVESTMENTS FISCAL YEAR
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Schedule of Investments Table of Co
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CONVERTIBLE SECURITIES CORE RETIREM
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Page 176: State of Wisconsin Investment Board
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