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 CITADEL BROADCASTING CORP....................... 7.750 12/15/2018 BB- 2,282,493 2,417,188 CITIBANK NA......................................................... 1.750 12/28/2012 AAA 89,934,408 91,746,801 CITIGROUP FUNDING INC................................... 1.875 11/15/2012 AAA 61,424,560 62,226,381 CITIGROUP FUNDING INC................................... 2.125 7/12/2012 AAA 25,667,000 25,468,723 CITIGROUP FUNDING INC................................... 2.250 12/10/2012 AAA 20,323,000 20,521,638 CITIGROUP INC...................................................... 2.125 4/30/2012 AAA 24,946,500 25,394,250 CITIGROUP INC...................................................... 2.875 12/9/2011 AAA 4,987,600 5,058,950 CITIGROUP INC...................................................... 5.300 10/17/2012 A 4,990,650 5,254,891 CITIGROUP INC...................................................... 5.500 4/11/2013 A 4,974,600 5,313,612 CITIGROUP INC...................................................... 6.010 1/15/2015 A 1,870,372 1,925,215 CITIGROUP INC...................................................... 6.125 11/21/2017 A 9,982,326 10,994,800 CITIGROUP INC...................................................... 6.125 5/15/2018 A 5,408,058 6,020,203 CITIGROUP INC...................................................... 6.375 8/12/2014 A 1,579,082 1,686,113 CITIGROUP INC...................................................... 6.500 8/19/2013 A 15,531,400 16,328,757 CITIGROUP INC GLOBAL SR NT......................... 5.125 5/5/2014 A 6,962,690 7,522,932 CITIZEN UTILS CO DEL NTS................................ 7.000 11/1/2025 BB 651,125 677,463 CLAIRE'S STORES INC.......................................... 8.875 3/15/2019 CCC 325,000 303,875 CLAIRE'S STORES INC.......................................... 9.250 6/1/2015 CCC 316,750 337,750 CLAIRE'S STORES INC.......................................... 9.625 6/1/2015 CCC 1,262,941 1,384,434 CLEAN HARBORS INC.......................................... 7.625 8/15/2016 BB 920,250 954,000 CLEARWIRE COMMUNICATIONS 144A............ 12.000 12/1/2015 CCC+ 2,930,813 2,887,019 CLEVELAND ELEC ILLUM CO SER D................ 7.880 11/1/2017 BBB 15,526,025 18,638,169 CLOUD PEAK ENERGY RESOURCES LL........... 8.250 12/15/2017 BB- 2,361,613 2,541,250 CLOUD PEAK ENERGY RESOURCES LL........... 8.500 12/15/2019 BB- 947,856 1,027,188 CMA CGM SA......................................................... 8.500 4/15/2017 B- 650,000 546,000 COLGATE-PALMOLIVE CO.................................. 3.150 8/5/2015 AA- 1,997,180 2,093,444 COLGATE-PALMOLIVE CO.................................. 4.200 5/15/2013 AA- 2,999,310 3,182,574 COLLINS & AIKMAN FL TANDUS TLB.............. ZERO COUPON 5/8/2014 B 900,412 849,764 COLOMBIA (REP OF)............................................ VARIABLE RATE 11/16/2015 BBB- 641,875 643,794 COLOMBIA (REP OF) BDS.................................... 8.125 5/21/2024 BBB- 753,300 818,090 COLOMBIA (REP OF) NTS.................................... 7.375 1/27/2017 BBB- 2,365,860 2,699,400 COLOMBIA (REPUBLIC OF)................................. 7.375 9/18/2037 BBB- 5,835,432 6,820,380 COLOMBIA (REPUBLIC OF)................................. VARIABLE RATE 10/22/2015 BBB- 1,245,182 1,688,794 COLOMBIA (REPUBLIC OF)................................. VARIABLE RATE 6/28/2027 BBB- 1,075,490 1,118,585 COLOMBIA GOVERNMENT INTERNATIO........ 11.750 2/25/2020 BBB- 404,250 425,425 COLUMBIA/HCA HEALTH TR 00017.................. 7.750 7/15/2036 B- 3,053,764 3,101,850 COLUMBIA/HCA HEALTHCARE CORP............. 7.690 6/15/2025 B- 1,323,302 1,467,950 COLUMBUS INTERNATIONAL INC.................... 11.500 11/20/2014 B 597,640 609,030 COMCAST CORP.................................................... 5.650 6/15/2035 BBB+ 9,967,460 9,721,100 COMCAST CORP.................................................... 5.700 5/15/2018 BBB+ 4,521,545 4,797,768 COMCAST CORP.................................................... 5.875 2/15/2018 BBB+ 1,170,745 1,231,239 COMCAST CORP.................................................... 5.900 3/15/2016 BBB+ 4,571,470 4,815,503 COMCAST CORP.................................................... 6.450 3/15/2037 BBB+ 412,946 457,493 COMCAST CORP.................................................... 6.500 1/15/2015 BBB+ 5,096,300 5,699,382 COMCAST CORP.................................................... 6.950 8/15/2037 BBB+ 13,134,842 14,336,589 COMMONWEALTH BANK OF AUSTRALIA....... 2.500 12/10/2012 AAA 6,974,870 7,178,220 COMMSCOPE INC................................................. 8.250 1/15/2019 B 4,652,835 4,738,000 COMPLETE PRODUCTION SERVICES I............. 8.000 12/15/2016 B+ 2,347,625 2,481,875 CONAGRA FOODS INC......................................... 5.875 4/15/2014 BBB 11,855,354 11,882,204 CONCHO RESOURCES INC/MIDLAND T........... 6.500 1/15/2022 BB 575,000 576,438 CONCHO RESOURCES INC/MIDLAND T........... 7.000 1/15/2021 BB 941,875 957,375 CONNACHER OIL AND GAS LTD....................... 8.500 8/1/2019 BB- 1,545,000 1,467,750 CONOCOPHILLIPS................................................. 4.600 1/15/2015 A 7,193,474 7,400,485 CONOCOPHILLIPS................................................. 5.200 5/15/2018 A 1,999,820 2,237,336 CONOCOPHILLIPS................................................. 6.000 1/15/2020 A 11,501,500 11,712,119 CONSOL ENERGY INC.......................................... 8.000 4/1/2017 BB 2,775,000 3,024,750 CONSOL ENERGY INC.......................................... 8.250 4/1/2020 BB 1,525,000 1,662,250 CONSOLIDATED NATURAL GAS CO................. 5.000 12/1/2014 A- 9,377,300 11,023,647 CONSTELLATION BRANDS INC......................... 7.250 9/1/2016 BB+ 1,260,313 1,365,625 CONTINENTAL AIRLS 99-2 CL B......................... 7.566 9/15/2021 BBB- 789,694 865,359 - 65 - STATE OF WISCONSIN INVESTMENT BOARD
FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE CONTINENTAL AIRLS PASSTHRU TR............... 5.983 4/19/2022 A- 470,060 537,787 CONVATEC HEALTHCARE E SA........................ 10.500 12/15/2018 B 1,309,938 1,319,625 COOPERATIVE REGIONS OF ORGANIC............ 7.360 9/1/2017 NR 2,412,825 2,507,142 COPANO ENERGY LLC / COPANO ENE............. 7.125 4/1/2021 B+ 725,000 715,938 COPANO ENERGY LLC / COPANO ENE............. 7.750 6/1/2018 B+ 516,250 515,000 CORPORACION NACIONAL NT 144A................. 6.150 10/24/2036 A 505,535 526,414 COTT BEVERAGES INC........................................ 8.375 11/15/2017 B 369,656 392,813 COVIDIEN INTERNATIONAL FINANCE............. 6.000 10/15/2017 A 2,204,498 2,321,568 COX COMMUNICATIONS INC............................. 8.375 3/1/2039 BBB- 3,005,575 3,268,975 COX COMMUNICATIONS INC............................. 9.375 1/15/2019 BBB- 11,991,625 12,626,450 COX COMMUNICATIONS INC NEW NT............. 4.625 6/1/2013 BBB- 9,909,450 10,634,444 CPI INTERNATIONAL ACQUISITION.................. 8.000 2/15/2018 CCC+ 1,412,625 1,323,000 CROATIA................................................................. 6.375 3/24/2021 BBB- 2,479,588 2,544,182 CROATIA................................................................. 6.625 7/14/2020 BBB- 1,226,374 1,300,958 CROATIA................................................................. 6.750 11/5/2019 BBB- 3,143,206 3,102,840 CROATIA GOVERNMENT INTERNATION......... 6.375 3/24/2021 BBB- 5,305,500 5,595,750 CROATIA GOVERNMENT INTERNATION......... 6.625 7/14/2020 BBB- 6,174,507 6,208,510 CROSSTEX ENERGY LP / CROSSTEX................ 8.875 2/15/2018 B+ 1,323,502 1,437,750 CROWN AMERICAS LLC / CROWN AME.......... 7.625 5/15/2017 BB 770,625 803,438 CROWN CASTLE INTERNATIONAL COR.......... 9.000 1/15/2015 B- 1,742,436 1,925,875 CSC HLDGS INC SR DEB NT................................ 7.625 7/15/2018 BB 115,625 135,313 CSC HOLDINGS LLC............................................. 8.625 2/15/2019 BB 1,133,811 1,240,250 CSX CORP............................................................... 6.150 5/1/2037 BBB 1,980,127 2,009,905 CSX CORP............................................................... 7.375 2/1/2019 BBB 11,113,944 11,282,313 CUMULUS MEDIA INC......................................... 7.750 5/1/2019 NR 4,014,923 3,860,000 CUNA MUTUAL INSURANCE SOCIETY............ 8.500 7/31/2030 NR 20,000,000 20,999,800 DAIMLER FINANCE NORTH AMERICA............. 5.750 9/8/2011 BBB+ 12,022,034 11,732,573 DAIMLER FINANCE NORTH AMERICA............. 6.500 11/15/2013 BBB+ 12,377,350 14,472,282 DAIMLER FINANCE NORTH AMERICA............. 8.500 1/18/2031 BBB+ 4,017,792 4,017,770 DANA HOLDING CORP......................................... 6.750 2/15/2021 BB- 2,395,743 2,416,313 DARLING INTERNATIONAL INC......................... 8.500 12/15/2018 BB 1,000,000 1,080,000 DAVITA INC........................................................... 6.625 11/1/2020 B 2,250,000 2,289,375 DEAN FOODS CO................................................... 7.000 6/1/2016 B- 4,036,275 4,227,300 DEAN FOODS CO................................................... 9.750 12/15/2018 B- 1,503,750 1,593,750 DEAN FOODS CO/OLD.......................................... 6.900 10/15/2017 B- 286,413 308,700 DEAN HEALTH SYSTEMS SR SECD NT............. 9.120 12/16/2014 NR 6,153,846 6,712,616 DEL MONTE FOODS CO....................................... 7.625 2/15/2019 B- 7,356,524 7,347,750 DELPHI CORP 144A............................................... 6.125 5/15/2021 BB 2,132,000 2,123,125 DENBURY RESOURCES INC............................... 8.250 2/15/2020 BB- 1,269,000 1,383,210 DENMARK GOVERNMENT BOND..................... 4.000 11/15/2015 AAA 20,562,339 27,374,456 DENMARK GOVERNMENT BOND..................... 4.000 11/15/2019 AAA 1,667,483 1,662,834 DENMARK GOVERNMENT BOND..................... 4.500 11/15/2039 AAA 421,740 461,203 DENMARK GOVERNMENT BOND..................... 5.000 11/15/2013 AAA 3,060,771 3,317,315 DESARROLLADORA HOMEX SAB DE CV........ 7.500 9/28/2015 BB- 150,124 150,308 DEUTSCHE BANK AG/LONDON......................... VARIABLE RATE 7/19/2021 NR 309,304 306,104 DEUTSCHE TELEKOM INTERNATIONAL......... 5.750 3/23/2016 BBB+ 27,530,486 28,235,453 DEUTSCHE TELEKOM INTERNATIONAL......... 5.875 8/20/2013 BBB+ 6,988,590 7,654,706 DEUTSCHE TELEKOM INTERNATIONAL......... 8.750 6/15/2030 BBB+ 6,667,850 6,559,144 DEX MEDIA EAST INC TL.................................... ZERO COUPON 10/24/2014 B 678,140 497,463 DEXIA CREDIT LOCAL......................................... 2.375 9/23/2011 AA+ 1,698,623 1,705,880 DEXIA CREDIT LOCAL......................................... 2.750 1/10/2014 AA+ 3,389,358 3,458,898 DIAGEO CAPITAL PLC.......................................... 5.750 10/23/2017 A- 1,981,480 2,281,075 DIGICEL GROUP LTD............................................ 10.500 4/15/2018 NR 1,082,750 1,092,000 DIGICEL GROUP LTD............................................ 10.500 4/15/2018 NR 684,998 702,240 DIGICEL GROUP LTD SR 144A............................ 9.125 1/15/2015 NR 427,255 433,540 DIGICEL LIMITED.................................................. 8.250 9/1/2017 NR 308,250 312,060 DILLARD DEPT STORES INC NT......................... 6.625 1/15/2018 BB- 6,051,875 6,250,000 DILLARDS INC DEB.............................................. 7.000 12/1/2028 BB- 1,168,750 1,150,000 DINEEQUITY INC.................................................. 9.500 10/30/2018 CCC+ 684,250 732,375 DISH DBS CORP..................................................... 6.375 10/1/2011 BB- 515,000 504,375 - 66 - 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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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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