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 AVIVA BDS PERP EUR......................................... VARIABLE RATE 9/29/2049 BBB+ 1,209,712 1,171,795 AVIVA PLC............................................................. STEPPED RATE 11/14/2021 BBB+ 1,680,361 1,642,426 AVON PRODUCTS INC......................................... 4.800 3/1/2013 BBB+ 8,993,579 9,515,442 AVON PRODUCTS INC......................................... 5.625 3/1/2014 BBB+ 2,983,650 3,293,966 AVON PRODUCTS INC......................................... 6.500 3/1/2019 BBB+ 20,507,409 19,719,286 AXIS BANK/SINGAPORE...................................... VARIABLE RATE 6/28/2022 NR 101,455 100,776 AXTEL SAB DE CV................................................ 7.625 2/1/2017 B+ 62,303 67,450 AXTEL SAB DE CV................................................ 9.000 9/22/2019 B+ 786,103 781,200 AXTEL SAB DE CV REGS..................................... 9.000 9/22/2019 B+ 339,635 367,164 B&G FOODS INC.................................................... 7.625 1/15/2018 B+ 996,017 1,052,500 BA COVERED BD SER 07-3 144A........................ 5.500 6/14/2012 AA 10,134,200 10,376,400 BAC CAPITAL TRUST VI...................................... 5.625 3/8/2035 BB+ 1,029,250 1,023,500 BAC CAPITAL TRUST XI...................................... 6.625 5/23/2036 BB+ 7,736,410 7,818,363 BAKER & TAYLOR ACQ CORP 144A.................. 11.500 7/1/2013 CCC+ 1,400,000 1,183,000 BAKRIE TELECOM PTE LTD............................... 11.500 5/7/2015 B 2,470,500 2,562,500 BAKRIE TELECOM PTE LTD REGS.................... 11.500 5/7/2015 B 887,491 842,550 BANC OF AMERICA MORTGAGE A 2A1........... VARIABLE RATE 2/25/2035 NR 162,451 160,567 BANCO CREDITO DEL PERU 144A..................... 5.375 9/16/2020 NR 366,130 351,105 BANCO CRUZEIRO DO SUL SA/ REGS............... 8.875 9/22/2020 NR 97,375 97,785 BANCO CRUZEIRO DO SUL SA/BRAZI.............. 8.875 9/22/2020 NR 724,374 717,485 BANCO DE CREDITO DEL PERU REGS............. 5.375 9/16/2020 NR 85,551 84,773 BANCO NAC DE DESEN ECONO........................ 6.500 6/10/2019 BBB- 3,968,370 4,059,000 BANK OF AMERICA CORP................................... 3.125 6/15/2012 AAA 110,484,832 109,263,745 BANK OF AMERICA CORP................................... 5.000 5/13/2021 A 6,969,550 6,914,834 BANK OF AMERICA CORP................................... 5.125 9/26/2014 A 1,235,673 1,201,346 BANK OF AMERICA CORP................................... 5.375 9/11/2012 A 4,987,650 5,248,961 BANK OF AMERICA CORP................................... 5.750 12/1/2017 A 6,456,328 6,589,653 BANK OF AMERICA CORP................................... 6.500 8/1/2016 A 13,256,511 14,170,576 BANK OF AMERICA CORP................................... 7.375 5/15/2014 A 5,235,800 5,623,681 BANK OF AMERICA CORP................................... 7.625 6/1/2019 A 12,972,780 13,031,888 BANK OF INDIA/JERSEY...................................... VARIABLE RATE 3/29/2049 BB 108,080 107,786 BANK OF NEW YORK MELLON CORP/T........... 1.500 1/31/2014 AA- 2,995,620 3,019,648 BANK OF NEW YORK MELLON CORP/T........... 2.950 6/18/2015 AA- 19,974,200 20,638,075 BANK OF NEW YORK MELLON CORP/T........... 3.100 1/15/2015 AA- 3,110,059 3,095,906 BANK OF NEW YORK MELLON CORP/T........... 4.500 4/1/2013 AA- 2,497,425 2,655,272 BANK OF NEW YORK MELLON CORP/T........... 4.950 11/1/2012 AA- 2,976,330 3,166,258 BANK OF NEW YORK MELLON CORP/T........... 5.450 5/15/2019 AA- 5,886,300 5,464,733 BANK OF NEW YORK MELLON SA INS............. 9.625 5/2/2021 NR 821,988 845,580 BANQUE POPULAIRE CAISSE D'EPAR.............. 2.375 10/4/2013 A+ 2,198,482 2,235,746 BARCLAYS BANK PLC......................................... 5.125 1/8/2020 AA- 9,399,786 9,547,022 BARCLAYS BANK PLC......................................... VARIABLE RATE 8/20/2015 AA- 8,681,507 9,362,758 BARCLAYS BANK PLC......................................... VARIABLE RATE 9/18/2019 NR 492,120 552,794 BARRICK GOLD CORP......................................... 2.900 5/30/2016 A- 9,991,200 10,005,914 BARRICK GOLD CORP......................................... 6.950 4/1/2019 A- 984,930 1,187,647 BARRICK GOLD FINANCECO LLC..................... 6.125 9/15/2013 A- 9,997,800 11,035,414 BARRICK NORTH AMERICA FINANCE............. 6.800 9/15/2018 A- 4,988,450 5,852,132 BASIC ENERGY SERVICES INC.......................... 7.750 2/15/2019 B- 1,666,500 1,658,250 BAXTER INTERNATIONAL INC.......................... 4.500 8/15/2019 A+ 2,989,980 3,182,484 BBVA US SENIOR SA UNIPER............................. 3.250 5/16/2014 AA 2,004,880 1,976,140 BEAR STEARNS ADJUSTABL 10 12A4............... VARIABLE RATE 1/25/2035 AA+ 223,803 248,641 BEAR STEARNS COS LLC/THE........................... 5.300 10/30/2015 A+ 9,869,400 10,903,030 BEAR STEARNS COS LLC/THE........................... 6.400 10/2/2017 A+ 15,498,250 17,100,565 BEAR STEARNS COS LLC/THE........................... 7.250 2/1/2018 A+ 10,667,840 11,859,171 BECTON DICKINSON AND CO............................ 5.000 5/15/2019 AA- 5,779,290 6,008,035 BELGIUM (KINGDOM OF).................................... 5.000 3/28/2035 NR 1,700,887 1,670,138 BELGIUM (KINGDOM OF).................................... 8.000 3/28/2015 NR 3,444,219 3,566,544 BELGIUM (KINGDOM OF) BDS........................... 5.500 3/28/2028 NR 1,483,831 1,444,094 BELGIUM GOVERNMENT BOND........................ 3.500 3/28/2015 NR 36,601,842 38,335,207 BELGIUM GOVERNMENT BOND........................ 3.750 9/28/2020 NR 4,750,106 4,700,317 BELGIUM GOVERNMENT BOND........................ 4.250 9/28/2021 NR 7,438,475 7,532,060 - 61 - STATE OF WISCONSIN INVESTMENT BOARD
FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE BELGIUM KINGDOM............................................ 3.500 6/28/2017 NR 168,173 172,653 BELGIUM(KINGDOM OF)..................................... 4.000 3/28/2017 NR 32,747,783 37,033,533 BELGIUM(KINGDOM) OLO.................................. 4.250 9/28/2014 NR 860,320 906,385 BELLSOUTH CORP NT.......................................... 6.875 10/15/2031 A- 5,565,438 5,541,373 BELO CORP............................................................ 8.000 11/15/2016 BB- 786,625 848,625 BERKSHIRE HATHAWAY FINANCE COR......... 2.450 12/15/2015 AA+ 4,989,000 5,030,145 BERKSHIRE HATHAWAY FINANCE COR......... 5.000 8/15/2013 AA+ 3,988,160 4,316,314 BERKSHIRE HATHAWAY FINANCE COR......... 5.400 5/15/2018 AA+ 7,954,900 8,865,294 BERKSHIRE HATHAWAY FINANCE COR......... 5.750 1/15/2040 AA+ 4,446,090 4,649,044 BERKSHIRE HATHAWAY INC............................. 2.125 2/11/2013 AA+ 4,998,250 5,108,770 BERKSHIRE HATHAWAY INC............................. 3.200 2/11/2015 AA+ 18,089,750 18,192,650 BHP BILLITON FINANCE USA LTD..................... 5.125 3/29/2012 A+ 7,997,920 8,285,440 BHP BILLITON FINANCE USA LTD..................... 5.500 4/1/2014 A+ 8,494,680 8,915,790 BHP BILLITON FINANCE USA LTD..................... 6.500 4/1/2019 A+ 6,663,112 6,822,448 BHP FIN USA LTD DEB......................................... 6.750 11/1/2013 A+ 4,240,500 5,621,150 BHP FIN USA LTD GTD DEB................................ 8.500 12/1/2012 A+ 4,983,350 5,540,174 BIOMET INC........................................................... 11.625 10/15/2017 B- 1,031,375 1,024,438 BLT FINANCE B V GTD SR NT............................ 7.500 5/15/2014 CCC 162,159 143,920 BM&FBOVESPA SA............................................... 5.500 7/16/2020 BBB+ 1,088,014 1,130,766 BOEING CAPITAL CORP....................................... 3.250 10/27/2014 A 9,978,000 10,584,486 BOEING CO NT...................................................... 5.125 2/15/2013 A 20,468,100 21,369,798 BOEING CO/THE.................................................... 1.875 11/20/2012 A 3,479,035 3,558,393 BOEING CO/THE.................................................... 5.000 3/15/2014 A 1,991,160 2,199,355 BOGOTA DISTRITO CAPITAL 144A.................... VARIABLE RATE 7/26/2028 BBB- 559,476 849,829 BOGOTA DISTRITO CAPITAL 144A.................... VARIABLE RATE 7/26/2028 BBB- 84,319 131,664 BOGOTA DISTRITO CAPITAL REGS................... VARIABLE RATE 7/26/2028 BBB- 1,839,961 3,094,447 BOISE PAPER HOLDINGS LLC / BOI................... 8.000 4/1/2020 BB 1,709,365 1,811,250 BOMBARDIER INC NT 144A................................ 7.450 5/1/2034 BB+ 1,302,538 1,542,150 BONOS Y OBLIG DEL ESTADO........................... 3.300 10/31/2014 AA 4,176,352 4,243,541 BONOS Y OBLIG DEL ESTADO........................... 4.300 10/31/2019 AA 9,990,940 8,862,930 BONOS Y OBLIG DEL ESTADO........................... 4.650 7/30/2025 AA 3,842,980 3,912,338 BON-TON DEPARTMENT STORES INC/............. 10.250 3/15/2014 B- 872,303 870,000 BOSTON PROPERTIES LP..................................... 5.000 6/1/2015 A- 2,866,787 3,089,315 BOSTON PROPERTIES LP..................................... 5.875 10/15/2019 A- 4,547,240 4,937,483 BOSTON SCIENTIFIC CORP................................. 5.450 6/15/2014 BBB- 4,504,178 4,814,125 BOSTON SCIENTIFIC CORP................................. 6.400 6/15/2016 BBB- 6,789,140 7,433,712 BOTTLING GROUP LLC........................................ 6.950 3/15/2014 A 14,258,210 14,968,130 BOYD GAMING CORP........................................... 7.125 2/1/2016 CCC+ 2,842,813 2,767,500 BOYD GAMING CORP........................................... 9.125 12/1/2018 B 1,391,750 1,399,063 BP CAPITAL MARKETS PLC................................ 3.125 10/1/2015 A 8,993,963 9,215,482 BP CAPITAL MARKETS PLC................................ 3.200 3/11/2016 A 14,986,200 15,244,157 BP CAPITAL MARKETS PLC................................ 5.250 11/7/2013 A 15,015,283 16,281,557 BR MALLS INTERNATIONAL FINANCE............ 8.500 1/29/2049 BB- 217,000 229,760 BRAZIL (FED REP OF)........................................... 7.875 3/7/2015 BBB- 4,699,500 4,713,150 BRAZIL (FED REPUBLIC OF)............................... 8.750 2/4/2025 BBB- 750,407 837,743 BRAZIL FEDERATIVE (REP OF).......................... 8.250 1/20/2034 BBB- 2,394,925 2,626,250 BRAZIL NOTAS DO TESOURO NACION............ 10.000 1/1/2021 NR 14,926,080 16,558,046 BRAZIL(FEDERATIVE REPUBLIC OF)................ VARIABLE RATE 1/5/2022 BBB- 2,174,311 2,320,371 BRAZILIAN GOVERNMENT INTERNATI........... 5.875 1/15/2019 BBB- 7,052,750 8,102,500 BRAZILIAN GOVERNMENT INTERNATI........... 7.875 3/7/2015 BBB- 5,838,709 6,484,275 BRAZILIAN GOVERNMENT INTERNATI........... 8.875 4/15/2024 BBB- 1,021,410 1,156,275 BRESNAN BROADBAND HOLDINGS LLC......... 8.000 12/15/2018 B+ 2,592,463 2,629,688 BRICKMAN GROUP HOLDINGS INC.................. 9.125 11/1/2018 CCC+ 1,551,975 1,486,063 BRIDGEWATER PURE ALPHA CL B................... N/A N/A NR 129,196,487 186,675,674 BRISTOW GROUP INC.......................................... 7.500 9/15/2017 BB 1,039,063 1,099,875 BSP FINANCE BV................................................... 10.750 11/1/2011 B- 98,500 98,600 BTA BANK JSC....................................................... STEPPED RATE 7/1/2018 NR 1,424,691 1,243,288 BTC GOVT/CORP BD INDEX A2.......................... N/A N/A NR 393,607,667 400,192,827 BTC INTER CORP BD INDEX A2......................... N/A N/A NR 2,477,809,749 2,603,761,567 BTC INTER GOVT BD INDEX A2......................... N/A N/A NR 3,283,526,820 3,337,819,686 - 62 - 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 13 and 14: STOCKS CORE RETIREMENT INVESTMENT F
Page 63: FIXED INCOME CORE RETIREMENT INVEST
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Page 93 and 94: LIMITED PARTNERSHIPS CORE RETIREMEN
Page 99 and 100: PREFERRED SECURITIES CORE RETIREMEN
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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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