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

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FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE ABBEY NATL TREASURY SERV......................... 3.125 6/30/2014 AAA 3,671,520 4,332,591 ABERDEEN EMERGING MKT DEBT LLC.......... N/A N/A NR 7,065,067 7,865,459 ACCO BRANDS CORP........................................... 7.625 8/15/2015 B- 956,250 995,000 ACCO BRANDS CORP........................................... 10.625 3/15/2015 BB- 436,000 446,500 ADJUSTABLE RATE MORTGAG 10 5A1............. VARIABLE RATE 1/25/2036 CCC 518,762 496,423 ADVANCED MICRO DEVICES INC..................... 7.750 8/1/2020 B+ 153,750 154,500 ADVANCED MICRO DEVICES INC..................... 8.125 12/15/2017 B+ 1,493,625 1,567,500 ADVANTAGE SALES 2ND LIEN 12/10................ ZERO COUPON 6/18/2018 NR 1,674,500 1,723,375 AEGON FUNDING CO LLC................................... 5.750 12/15/2020 A- 979,178 1,007,277 AEGON NV.............................................................. 4.625 12/1/2015 A- 7,635,414 8,053,695 AES CORP/THE...................................................... 7.375 7/1/2021 A 4,585,000 4,643,625 AES CORP/THE...................................................... 7.750 10/15/2015 BB- 43,500 53,375 AES CORP/THE...................................................... 8.000 10/15/2017 BB- 2,285,750 2,438,000 AES CORP/THE...................................................... 8.000 6/1/2020 BB- 860,625 958,500 AES CORP/THE...................................................... 9.750 4/15/2016 BB- 1,902,500 1,986,250 AES RED OAK LLC................................................ 8.540 11/30/2019 BB- 127,932 138,342 AFFINION GROUP INC.......................................... 11.500 10/15/2015 B- 522,750 516,250 AINSWORTH LUMBER CO LTD.......................... 11.000 7/29/2015 B- 1,300,538 1,248,917 AIRPORT CORP NT................................................ 7.520 11/18/2013 NR 2,399,136 2,477,756 AK STEEL CORP.................................................... 7.625 5/15/2020 BB 905,000 927,625 ALABAMA PWR CO SR NT.................................. 5.500 10/15/2017 A 5,201,222 5,648,108 ALCATEL-LUCENT USA INC............................... 6.500 1/15/2028 B 220,738 215,400 ALCOA INC............................................................. 5.900 2/1/2027 BBB- 1,495,724 2,443,139 ALCOA INC............................................................. 6.750 7/15/2018 BBB- 2,990,520 3,314,196 ALERE INC.............................................................. 7.875 2/1/2016 B 395,813 414,000 ALERE INC.............................................................. 9.000 5/15/2016 B- 1,165,419 1,223,469 ALGOMA ACQUISITION CORP............................ 9.875 6/15/2015 CCC+ 972,725 967,200 ALLBRITTON COMMUNICATIONS CO.............. 8.000 5/15/2018 B 3,480,473 3,561,250 ALLIANCE OIL CO LTD REGS............................. 9.875 3/11/2015 B+ 225,947 224,315 ALLISON TRANSMISSION INC............................ 7.125 5/15/2019 CCC+ 1,828,438 1,774,813 ALLY FINANCIAL INC.......................................... 2.200 12/19/2012 AAA 15,053,400 15,385,995 ALLY FINANCIAL INC.......................................... 4.500 2/11/2014 B+ 8,750,000 8,750,000 ALLY FINANCIAL INC.......................................... 6.250 12/1/2017 B+ 463,125 471,832 ALLY FINANCIAL INC.......................................... 6.875 9/15/2011 B+ 12,721,329 12,795,250 ALLY FINANCIAL INC.......................................... 7.500 9/15/2020 B+ 619,475 653,125 ALPHA NATURAL RESOURCES INC.................. 6.250 6/1/2021 BB 1,250,000 1,256,250 AMC ENTERTAINMENT INC............................... 8.000 3/1/2014 CCC+ 365,750 375,938 AMC ENTERTAINMENT INC............................... 8.750 6/1/2019 B- 309,750 316,500 AMC ENTERTAINMENT INC............................... 9.750 12/1/2020 CCC+ 2,278,375 2,326,188 AMC NETWORKS INC........................................... 7.750 7/15/2021 NR 2,079,500 2,168,375 AMEREN UN ELEC 1ST MTG BD........................ 5.100 10/1/2019 BBB+ 4,997,850 5,343,760 AMERICA MOVIL SAB DE CV............................. 8.460 12/18/2036 A- 1,468,294 1,252,000 AMERICAN AXLE & MANUFACTURING........... 7.875 3/1/2017 B 583,375 650,000 AMERICAN AXLE & MANUFACTURING........... 9.250 1/15/2017 BB 483,480 516,660 AMERICAN CASINO & ENTERTAINMEN.......... 11.000 6/15/2014 B+ 260,240 273,790 AMERICAN EXPRESS BANK FSB....................... 6.000 9/13/2017 BBB+ 9,558,642 9,560,370 AMERICAN EXPRESS CENTURION BAN.......... 6.000 9/13/2017 BBB+ 5,784,335 5,834,075 AMERICAN HOME MORTGAGE I 2 4A1............ VARIABLE RATE 9/25/2045 A 610,670 609,396 AMERICAN HOME MORTGAGE I 4 1A1............ VARIABLE RATE 11/25/2045 AA 310,988 287,090 AMERICAN INTERNATIONAL GROUP I............ 5.450 5/18/2017 A- 3,790,000 5,188,702 AMERICAN INTERNATIONAL GROUP I............ 5.850 1/16/2018 A- 2,486,225 2,616,115 AMERICAN INTERNATIONAL GROUP I............ 6.250 5/1/2036 A- 2,984,610 3,011,741 AMERICAN INTERNATIONAL GROUP I............ 8.250 8/15/2018 A- 4,425,872 4,343,533 AMERICAN INTERNATIONAL GROUP I............ VARIABLE RATE 5/15/2058 BBB 2,491,638 2,605,100 AMERICAN PRESIDENT COS LTD SR................ 8.000 1/15/2024 NR 1,905,000 1,320,000 AMERICAN RENAL HOLDINGS INC................... 8.375 5/15/2018 B 1,237,678 1,222,500 AMERICAN RESIDENTIAL SERVICES............... 12.000 4/15/2015 B 703,008 756,875 AMERICAN STANDARD AMERICAS.................. 10.750 1/15/2016 B 465,000 446,981 AMERICAN STORES CO....................................... 7.900 5/1/2017 B 519,750 523,031 AMERICAN STORES CO....................................... 8.000 6/1/2026 B 792,730 955,500 - 59 - STATE OF WISCONSIN INVESTMENT BOARD
FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE AMERIQUEST MORTGAGE SECU R7 M2.......... VARIABLE RATE 9/25/2035 AA+ 910,996 878,064 AMERISTAR CASINOS INC.................................. 7.500 4/15/2021 B+ 966,469 1,005,469 ANHEUSER-BUSCH COS INC.............................. 5.500 1/15/2018 A- 4,157,814 5,033,410 ANHEUSER-BUSCH COS INC.............................. 5.750 4/1/2036 A- 2,686,654 4,300,428 ANHEUSER-BUSCH INBEV WORLDWIDE........ 3.000 10/15/2012 A- 4,992,600 5,130,066 ANHEUSER-BUSCH INBEV WORLDWIDE........ 5.000 4/15/2020 A- 4,969,050 5,344,942 APC OPERATING PARTNERSHIP LP................... 8.000 12/31/2031 NR 1 1 APERAM................................................................. 7.375 4/1/2016 BB 550,875 552,750 APERAM................................................................. 7.750 4/1/2018 BB 763,344 755,625 APPLIED MATERIALS........................................... 7.125 10/15/2017 A- 5,611,257 6,032,550 APPLIED MATERIALS INC................................... 2.650 6/15/2016 A- 2,997,750 2,999,033 APPLIED MATERIALS INC................................... 4.300 6/15/2021 A- 4,989,450 4,996,585 APPLIED MATERIALS INC................................... 5.850 6/15/2041 A- 4,979,600 5,043,541 AQUA FINANCE INC............................................. 7.250 5/31/2013 NR 8,239,712 873,238 ARAMARK CORP................................................... 5.000 6/1/2012 B- 243,125 254,063 ARAMARK CORP................................................... 8.500 2/1/2015 B 2,074,900 2,129,438 ARAMARK HOLDINGS CORP.............................. 8.625 5/1/2016 B- 1,728,444 1,770,450 ARCH COAL INC 144A.......................................... 7.000 6/15/2019 B+ 1,425,000 1,421,438 ARCH COAL INC 144A.......................................... 7.250 6/15/2021 B+ 4,026,719 4,030,031 ARD FINANCE SA.................................................. 11.125 6/1/2018 B- 553,375 557,263 ARGENTINA BONOS............................................. 7.000 4/17/2017 NR 12,962,806 13,656,044 ARGENTINA BONOS............................................. VARIABLE RATE 2/4/2018 NR 3,875,884 3,771,540 ARGENTINA(REPUBLIC OF)................................ 8.280 12/31/2033 B 1,373,161 1,366,016 ARGENTINE REPUBLIC GOVERNMENT........... 7.820 12/31/2033 B 4,794,543 5,294,249 ARGENTINE REPUBLIC GOVERNMENT........... 8.280 12/31/2033 NR 889,739 923,369 ARGENTINE REPUBLIC GOVERNMENT........... VARIABLE RATE 12/31/2033 B 2,076,231 2,701,816 ARGENTINE REPUBLIC GOVERNMENT........... VARIABLE RATE 12/15/2035 NR 2,035,056 2,843,921 ARGENTINE REPUBLIC GOVERNMENT........... VARIABLE RATE 12/15/2035 NR 237,224 404,064 ARMORED AUTOGROUP INC............................. 9.250 11/1/2018 CCC+ 708,125 693,000 ARTHUR J GALLAGHER & CO AMEND............. 6.260 8/3/2014 NR 5,000,000 5,463,600 ARTHUR J GALLAGHER SER B........................... 6.440 8/3/2017 NR 5,000,000 5,549,600 ASHTEAD CAPITAL INC....................................... 9.000 8/15/2016 B+ 2,540,625 2,606,250 ASSOCIATED BRITISH FOODS............................ 6.700 3/5/2014 NR 10,000,000 11,103,700 ASSOCIATED MATERIALS LLC.......................... 9.125 11/1/2017 B 100,000 99,750 ASTRAZENECA PLC.............................................. 5.400 9/15/2012 AA- 9,980,900 10,567,671 ASTRAZENECA PLC.............................................. 5.900 9/15/2017 AA- 15,554,110 16,039,607 AT&T CORP............................................................ 7.300 11/15/2011 A- 1,109,842 1,024,220 AT&T CORP............................................................ 8.000 11/15/2031 A- 9,901,730 10,586,320 AT&T INC................................................................ 5.500 2/1/2018 A- 1,995,600 2,217,435 AT&T INC................................................................ 5.600 5/15/2018 A- 4,995,800 5,588,286 AT&T INC................................................................ 5.800 2/15/2019 A- 8,311,492 9,133,364 AT&T INC................................................................ 6.300 1/15/2038 A- 10,175,600 10,439,129 AT&T INC................................................................ 6.550 2/15/2039 A- 661,077 646,929 AT&T INC................................................................ 6.800 5/15/2036 A- 3,171,690 3,312,751 ATKORE INTERNATIONAL INC.......................... 9.875 1/1/2018 B+ 1,973,219 2,005,500 ATLANTIC BROADBAND FIN LLC..................... 9.375 1/15/2014 B- 782,855 787,594 ATLANTIC RICHFIELD CO................................... 8.500 4/1/2012 A 5,200,000 5,282,650 AURORA HEALTH CARE 02 A............................. 6.990 12/15/2022 NR 8,205,217 8,469,324 AUSTRALIA(CMNWLTH) BDS............................. 6.000 2/15/2017 NR 2,439,797 2,960,545 AUSTRIA (REP OF)................................................ 4.650 1/15/2018 AAA 2,619,817 3,329,668 AUSTRIA (REP OF) BDS........................................ 4.300 7/15/2014 AAA 30,765,135 30,794,936 AUSTRIA (REP OF) BDS........................................ 4.300 7/15/2014 AAA 753,238 769,000 AUSTRIA (REP OF) BDS SER 97 6....................... 6.250 7/15/2027 AAA 2,847,785 2,913,505 AUSTRIA (REPUBLIC OF)..................................... 3.800 10/20/2013 AAA 14,095,245 15,129,160 AUSTRIA (REPUBLIC OF)..................................... 3.900 7/15/2020 AAA 9,822,704 10,544,225 AUSTRIA(REPUBLIC OF)...................................... 4.150 3/15/2037 AAA 423,640 429,562 AVAYA 2/11 EXTENDED TLB3............................ ZERO COUPON 10/26/2017 NR 1,341,201 1,428,374 AVIS BUDGET CAR RENTAL LLC / A................. 7.625 5/15/2014 B 515,310 542,010 AVIS BUDGET CAR RENTAL LLC / A................. 7.750 5/15/2016 B 1,589,250 1,729,750 AVIS BUDGET CAR RENTAL LLC / A................. 8.250 1/15/2019 B 604,000 607,500 - 60 - 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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STOCKS CORE RETIREMENT INVESTMENT F
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Page 11 and 12: STOCKS CORE RETIREMENT INVESTMENT F
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Page 65 and 66: FIXED INCOME CORE RETIREMENT INVEST
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STOCKS VARIABLE RETIREMENT INVESTME
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OPTION CONTRACTS VARIABLE RETIREMEN
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STATE INVESTMENT FUND AS OF JUNE 30
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LOCAL GOVERNMENT PROPERTY INSURANCE
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STATE LIFE INSURANCE FUND AS OF JUN
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INJURED PATIENTS AND FAMILIES COMPE
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HISTORICAL SOCIETY TRUST FUND AS OF
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purchase, sell, or hold a security
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State of Wisconsin Investment Board
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schedule of investments fiscal year 2011 - State of Wisconsin ...

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