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

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