schedule of investments fiscal year 2011 - State of Wisconsin ...
schedule of investments fiscal year 2011 - State of Wisconsin ... 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 DISH DBS CORP..................................................... 6.750 6/1/2021 BB- 202,000 205,000 DISH DBS CORP..................................................... 7.125 2/1/2016 BB- 2,484,375 2,637,500 DISH DBS CORP..................................................... 7.750 5/31/2015 BB- 768,750 811,875 DISH DBS CORP..................................................... 7.875 9/1/2019 BB- 1,816,185 1,914,781 DJO FINANCE LLC / DJO FINANCE..................... 9.750 10/15/2017 CCC+ 415,500 406,000 DOLE FOOD CO INC.............................................. 8.000 10/1/2016 B+ 1,577,750 1,649,813 DOLE FOOD CO INC.............................................. 13.875 3/15/2014 B+ 331,592 427,508 DOMINICAN REPUBLIC....................................... 7.500 5/6/2021 B+ 841,600 832,000 DOMINICAN REPUBLIC BNDS REG S................ 8.625 4/20/2027 B+ 392,978 379,101 DOMINICAN REPUBLIC INTERNATION............ 7.500 5/6/2021 B+ 5,962,525 6,063,200 DOMINION REPUBLIC REGS............................... 8.625 4/20/2027 B+ 1,708,356 1,612,110 DOMINION RESOURCES INC/VA........................ 2.250 9/1/2015 A- 2,995,620 2,987,323 DOMINION RESOURCES INC/VA........................ 5.600 11/15/2016 A- 5,420,194 5,638,629 DOMINION RESOURCES INC/VA........................ 6.400 6/15/2018 A- 2,997,180 3,471,167 DOMINION RESOURCES INC/VA........................ 7.000 6/15/2038 A- 470,339 473,148 DOW CHEMICAL CO/THE.................................... 4.250 11/15/2020 BBB 997,250 978,161 DOW CHEMICAL CO/THE.................................... 5.700 5/15/2018 BBB 4,895,662 5,503,530 DOW CHEMICAL CO/THE.................................... 8.550 5/15/2019 BBB 23,941,336 25,597,037 DRUMMOND CO INC............................................ 7.375 2/15/2016 BB- 824,500 950,438 DRUMMOND CO INC............................................ 9.000 10/15/2014 BB- 796,561 842,000 DUESSELDORFER HYPOTHEKENBANK........... 1.875 12/13/2013 NR 2,103,471 2,299,509 DUNKIN' BRANDS INC......................................... 9.625 12/1/2018 CCC+ 908,578 917,953 DUTCH (GOVT OF) BDS....................................... 3.750 7/15/2014 NR 2,929,076 3,048,745 DUTCH (GOVT OF) BDS....................................... 5.500 1/15/2028 NR 1,637,280 1,673,949 DUTCH (GOVT OF) BDS....................................... 7.500 1/15/2023 NR 1,660,244 2,001,083 DYNEGY HOLDINGS INC..................................... 7.750 6/1/2019 CC 1,307,031 1,018,500 DYNEGY HOLDINGS INC..................................... 8.375 5/1/2016 CC 531,250 400,000 E*TRADE FINANCIAL CORP................................ 12.500 11/30/2017 B- 1,213,312 1,327,950 EACCESS LTD........................................................ 8.250 4/1/2018 BB 1,200,000 1,197,000 EAGLE ROCK ENERGY PARTNERS LP.............. 8.375 6/1/2019 B- 1,119,201 1,122,188 ECOPETROL SA..................................................... 7.625 7/23/2019 BBB- 5,226,555 5,715,984 EDF SA.................................................................... 5.500 1/26/2014 A+ 2,988,090 3,296,550 EDF SA.................................................................... 6.500 1/26/2019 A+ 1,993,760 2,337,700 EDISON MISSION ENERGY.................................. 7.200 5/15/2019 B- 2,118,500 1,768,875 EDISON MISSION ENERGY.................................. 7.625 5/15/2027 B- 2,375,966 2,377,725 EDUCATION MANAGEMENT LLC / EDU........... 8.750 6/1/2014 B 4,436,953 4,478,906 EH HOLDING CORP............................................... 6.500 6/15/2019 B+ 3,300,000 3,357,750 EH HOLDING CORP............................................... 7.625 6/15/2021 B- 1,019,500 1,020,000 EI DU PONT DE NEMOURS & CO....................... 1.750 3/25/2014 A 6,993,910 7,076,447 EI DU PONT DE NEMOURS & CO....................... 1.950 1/15/2016 A 4,952,350 4,934,174 EI DU PONT DE NEMOURS & CO....................... 2.750 4/1/2016 A 4,991,150 5,076,495 EI DU PONT DE NEMOURS & CO....................... 5.000 1/15/2013 A 500,906 534,072 EI DU PONT DE NEMOURS & CO....................... 5.000 7/15/2013 A 6,930,560 7,546,882 EI DU PONT DE NEMOURS & CO....................... 5.875 1/15/2014 A 507,608 567,125 EL PASO CORP....................................................... 6.950 6/1/2028 BB- 5,904,494 7,627,725 EL PASO CORP....................................................... 7.250 6/1/2018 BB- 550,000 617,771 EL PASO CORP....................................................... 7.420 2/15/2037 BB- 272,863 461,219 EL PASO CORP....................................................... 7.800 8/1/2031 BB- 1,234,375 1,458,825 EL SALVADOR GOVERNMENT INTERNA......... 7.625 2/1/2041 BB- 3,260,250 3,382,500 EL SALVADOR GOVERNMENT INTERNA......... 7.650 6/15/2035 BB- 7,946,967 8,442,495 EL SALVADOR GOVERNMENT INTERNA......... 8.250 4/10/2032 BB- 3,723,298 3,911,250 ELI LILLY & CO...................................................... 3.550 3/6/2012 AA- 4,994,900 5,109,300 ELIZABETH ARDEN INC...................................... 7.375 3/15/2021 B 3,305,830 3,436,125 EMERSON ELECTRIC CO..................................... 5.250 10/15/2018 A 3,018,856 2,909,979 EMGESA SA ESP.................................................... VARIABLE RATE 1/25/2021 BBB- 1,055,975 1,179,858 EMPRESA DISTRIBUIDORA Y COMERC........... 9.750 10/25/2022 NR 556,032 554,125 EMPRESAS PUBLICAS DE MEDELLIN............... VARIABLE RATE 2/1/2021 NR 785,260 857,272 ENDO PHARMACEUTICALS HOLDINGS........... 7.000 12/15/2020 BB- 1,486,575 1,541,250 ENDO PHARMACEUTICALS HOLDINGS........... 7.250 1/15/2022 BB- 1,250,000 1,268,750 ENERGY FUTURE HOLDINGS CORP.................. 5.550 11/15/2014 D 3,850,113 3,760,400 - 67 - STATE OF WISCONSIN INVESTMENT BOARD
FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE ENERGY FUTURE HOLDINGS CORP.................. 6.500 11/15/2024 CC 3,056,698 1,767,500 ENERGY FUTURE HOLDINGS CORP.................. 6.550 11/15/2034 CC 385,239 232,750 ENTERPRISE PRODUCTS OPERATING.............. 3.200 2/1/2016 BBB- 2,997,030 3,037,444 ENTERPRISE PRODUCTS OPERATING.............. 6.300 9/15/2017 BBB- 10,292,131 10,348,941 ENTERPRISE PRODUCTS OPERATING.............. 7.550 4/15/2038 BBB- 5,978,550 6,012,168 ENTERPRISE PRODUCTS OPERATING.............. 9.750 1/31/2014 BBB- 12,172,400 11,955,827 ENTRAVISION COMMUNICATIONS COR.......... 8.750 8/1/2017 B 1,423,563 1,371,375 ERP OPERATING LP.............................................. 5.250 9/15/2014 BBB+ 2,042,168 2,175,332 ESKOM HOLDINGS LIMITED............................... 5.750 1/26/2021 BBB+ 4,070,193 4,233,250 EUROPEAN BANK FOR RECONSTRUCTI.......... 7.200 6/8/2016 NR 593,677 586,169 EUROPEAN INVESTMENT BANK....................... 1.250 9/20/2012 AAA 16,614,462 25,089,748 EUROPEAN INVESTMENT BANK....................... 11.250 2/14/2013 AAA 8,279,125 9,260,656 EUROPEAN INVESTMENT BANK....................... ZERO COUPON 4/24/2013 AAA 752,839 949,319 EUROPEAN INVT BK BDS.................................... 6.250 4/15/2014 AAA 4,044,189 3,589,798 EVERGRANDE REAL ESTATE G......................... 13.000 1/27/2015 BB- 103,000 102,542 EVRAZ GROUP SA................................................. 6.750 4/27/2018 B+ 439,000 439,000 EXELON GENERATION CO LLC......................... 4.000 10/1/2020 BBB 9,842,200 9,473,357 EXELON GENERATION CO LLC......................... 5.200 10/1/2019 BBB 5,021,420 5,218,291 EXELON GENERATION CO LLC......................... 6.200 10/1/2017 BBB 29,729,918 29,430,331 EXPORT-IMPORT BANK OF KOREA.................. 4.000 11/26/2015 A 6,919,811 6,499,689 EXPORT-IMPORT BANK OF KOREA.................. 6.600 11/4/2013 A 1,042,601 1,068,649 EXPORT-IMPORT BANK OF KOREA.................. 8.125 1/21/2014 A 926,503 1,061,558 EXPRESS LLC / EXPRESS FINANCE................... 8.750 3/1/2018 B+ 827,813 864,000 EXTERRAN HOLDINGS INC................................. 7.250 12/1/2018 BB 2,750,000 2,777,500 FAIRPOINT COMMUNICATIONS INC/O............. 13.125 4/2/2018 NR 2,493,801 39,857 FED REPUBLIC OF BRAZIL.................................. 10.250 6/17/2013 BBB- 3,645,000 3,540,000 FED REPUBLIC OF BRAZIL BDS......................... 11.000 1/11/2012 BBB- 1,592,980 1,459,069 FEDERAL EXPRESS 98-1 CTF 1A........................ 6.720 1/15/2022 A- 2,066,656 2,217,644 FEDERAL HOME LN BK CONS BD..................... 3.625 10/18/2013 AGY 19,942,400 21,336,520 FEDERAL HOME LN BK CONS BD..................... 4.875 12/13/2013 AGY 9,864,700 10,985,406 FEDERAL HOME LN BK CONS BD..................... 4.875 11/27/2013 AGY 4,878,970 5,479,122 FEDERAL HOME LN BK CONS BD..................... 5.250 12/11/2020 AGY 31,670,700 34,167,222 FEDERAL HOME LN BK CONS BD..................... 5.250 9/13/2013 AGY 10,197,200 10,994,148 FEDERAL HOME LN BK CONS BD..................... 5.375 6/13/2014 AGY 19,804,800 22,508,976 FEDERAL HOME LN BK CONS BD..................... 5.625 3/14/2036 AGY 10,474,400 11,202,920 FEDERAL HOME LN MTG CORP......................... 4.500 4/2/2014 AGY 10,249,000 10,963,829 FEDERAL HOME LN MTG CORP......................... 5.250 4/18/2016 AGY 15,995,402 17,322,726 FEDERAL NATL MTG ASSN................................ 3.000 9/16/2014 AGY 34,905,500 37,087,901 FEDERAL NATL MTG ASSN................................ 4.000 4/8/2013 AGY 5,836,664 6,246,324 FEDERAL NATL MTG ASSN................................ 5.375 6/12/2017 AGY 19,996,875 23,281,236 FEDERATIVE REPUBLIC OF BRAZIL................. 5.875 1/15/2019 BBB- 870,839 981,622 FEDEX CORP.......................................................... 8.000 1/15/2019 BBB 1,992,043 2,043,927 FELCOR LODGING LP........................................... 6.750 6/1/2019 B- 1,848,750 1,776,000 FERRELLGAS LP / FERRELLGAS FIN................. 9.125 10/1/2017 B+ 840,000 859,000 FERRELLGAS PARTNERS LP / FERRE............... 8.625 6/15/2020 B- 1,300,000 1,371,500 FERREXPO FINANCE PLC.................................... 7.875 4/7/2016 B+ 381,000 391,973 FHLMC POOL #1J-1056....................................... VARIABLE RATE 5/1/2038 AGY 2,285,908 2,300,062 FHLMC POOL #1Q-1114...................................... VARIABLE RATE 3/1/2038 AGY 2,086,330 2,090,552 FHLMC POOL #G1-1713...................................... 5.500 6/1/2020 AGY 11,577,920 11,733,986 FHLMC POOL #G1-3700...................................... 5.500 7/1/2022 AGY 11,156,708 11,321,950 FHLMC POOL #G1-8006...................................... 5.500 8/1/2019 AGY 3,164,946 3,215,107 FHLMC POOL #H0-1774...................................... 6.500 9/1/2037 AGY 656,639 688,519 FHLMC POOL #H0-9158...................................... 6.500 10/1/2037 AGY 358,976 376,349 FHLMC POOL #H0-9197...................................... 6.500 10/1/2038 AGY 856,320 897,893 FHLMC MULTICLASS CTFS T-051...................... 6.500 9/25/2043 AGY 402,519 405,822 FIDELITY NATIONAL INFORMATION................ 7.625 7/15/2017 BB- 400,000 424,500 FIFTH THIRD BANCORP....................................... 8.250 3/1/2038 BBB- 2,204,431 2,642,409 FINLAND (REP OF)................................................ 4.250 7/4/2015 AAA 1,368,348 1,367,555 FINLAND (REPUBLIC OF) SNR BDS................... 3.875 9/15/2017 AAA 1,167,283 1,225,715 FINNISH GOVERNMENT...................................... 3.500 4/15/2021 AAA 5,831,126 5,788,384 - 68 - STATE OF WISCONSIN INVESTMENT BOARD
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FIXED INCOME<br />
CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong><br />
NAME COUPON RATE MATURITY RATING COST FAIR VALUE<br />
DISH DBS CORP..................................................... 6.750 6/1/2021 BB- 202,000 205,000<br />
DISH DBS CORP..................................................... 7.125 2/1/2016 BB- 2,484,375 2,637,500<br />
DISH DBS CORP..................................................... 7.750 5/31/2015 BB- 768,750 811,875<br />
DISH DBS CORP..................................................... 7.875 9/1/2019 BB- 1,816,185 1,914,781<br />
DJO FINANCE LLC / DJO FINANCE..................... 9.750 10/15/2017 CCC+ 415,500 406,000<br />
DOLE FOOD CO INC.............................................. 8.000 10/1/2016 B+ 1,577,750 1,649,813<br />
DOLE FOOD CO INC.............................................. 13.875 3/15/2014 B+ 331,592 427,508<br />
DOMINICAN REPUBLIC....................................... 7.500 5/6/2021 B+ 841,600 832,000<br />
DOMINICAN REPUBLIC BNDS REG S................ 8.625 4/20/2027 B+ 392,978 379,101<br />
DOMINICAN REPUBLIC INTERNATION............ 7.500 5/6/2021 B+ 5,962,525 6,063,200<br />
DOMINION REPUBLIC REGS............................... 8.625 4/20/2027 B+ 1,708,356 1,612,110<br />
DOMINION RESOURCES INC/VA........................ 2.250 9/1/2015 A- 2,995,620 2,987,323<br />
DOMINION RESOURCES INC/VA........................ 5.600 11/15/2016 A- 5,420,194 5,638,629<br />
DOMINION RESOURCES INC/VA........................ 6.400 6/15/2018 A- 2,997,180 3,471,167<br />
DOMINION RESOURCES INC/VA........................ 7.000 6/15/2038 A- 470,339 473,148<br />
DOW CHEMICAL CO/THE.................................... 4.250 11/15/2020 BBB 997,250 978,161<br />
DOW CHEMICAL CO/THE.................................... 5.700 5/15/2018 BBB 4,895,662 5,503,530<br />
DOW CHEMICAL CO/THE.................................... 8.550 5/15/2019 BBB 23,941,336 25,597,037<br />
DRUMMOND CO INC............................................ 7.375 2/15/2016 BB- 824,500 950,438<br />
DRUMMOND CO INC............................................ 9.000 10/15/2014 BB- 796,561 842,000<br />
DUESSELDORFER HYPOTHEKENBANK........... 1.875 12/13/2013 NR 2,103,471 2,299,509<br />
DUNKIN' BRANDS INC......................................... 9.625 12/1/2018 CCC+ 908,578 917,953<br />
DUTCH (GOVT OF) BDS....................................... 3.750 7/15/2014 NR 2,929,076 3,048,745<br />
DUTCH (GOVT OF) BDS....................................... 5.500 1/15/2028 NR 1,637,280 1,673,949<br />
DUTCH (GOVT OF) BDS....................................... 7.500 1/15/2023 NR 1,660,244 2,001,083<br />
DYNEGY HOLDINGS INC..................................... 7.750 6/1/2019 CC 1,307,031 1,018,500<br />
DYNEGY HOLDINGS INC..................................... 8.375 5/1/2016 CC 531,250 400,000<br />
E*TRADE FINANCIAL CORP................................ 12.500 11/30/2017 B- 1,213,312 1,327,950<br />
EACCESS LTD........................................................ 8.250 4/1/2018 BB 1,200,000 1,197,000<br />
EAGLE ROCK ENERGY PARTNERS LP.............. 8.375 6/1/2019 B- 1,119,201 1,122,188<br />
ECOPETROL SA..................................................... 7.625 7/23/2019 BBB- 5,226,555 5,715,984<br />
EDF SA.................................................................... 5.500 1/26/2014 A+ 2,988,090 3,296,550<br />
EDF SA.................................................................... 6.500 1/26/2019 A+ 1,993,760 2,337,700<br />
EDISON MISSION ENERGY.................................. 7.200 5/15/2019 B- 2,118,500 1,768,875<br />
EDISON MISSION ENERGY.................................. 7.625 5/15/2027 B- 2,375,966 2,377,725<br />
EDUCATION MANAGEMENT LLC / EDU........... 8.750 6/1/2014 B 4,436,953 4,478,906<br />
EH HOLDING CORP............................................... 6.500 6/15/2019 B+ 3,300,000 3,357,750<br />
EH HOLDING CORP............................................... 7.625 6/15/2021 B- 1,019,500 1,020,000<br />
EI DU PONT DE NEMOURS & CO....................... 1.750 3/25/2014 A 6,993,910 7,076,447<br />
EI DU PONT DE NEMOURS & CO....................... 1.950 1/15/2016 A 4,952,350 4,934,174<br />
EI DU PONT DE NEMOURS & CO....................... 2.750 4/1/2016 A 4,991,150 5,076,495<br />
EI DU PONT DE NEMOURS & CO....................... 5.000 1/15/2013 A 500,906 534,072<br />
EI DU PONT DE NEMOURS & CO....................... 5.000 7/15/2013 A 6,930,560 7,546,882<br />
EI DU PONT DE NEMOURS & CO....................... 5.875 1/15/2014 A 507,608 567,125<br />
EL PASO CORP....................................................... 6.950 6/1/2028 BB- 5,904,494 7,627,725<br />
EL PASO CORP....................................................... 7.250 6/1/2018 BB- 550,000 617,771<br />
EL PASO CORP....................................................... 7.420 2/15/2037 BB- 272,863 461,219<br />
EL PASO CORP....................................................... 7.800 8/1/2031 BB- 1,234,375 1,458,825<br />
EL SALVADOR GOVERNMENT INTERNA......... 7.625 2/1/2041 BB- 3,260,250 3,382,500<br />
EL SALVADOR GOVERNMENT INTERNA......... 7.650 6/15/2035 BB- 7,946,967 8,442,495<br />
EL SALVADOR GOVERNMENT INTERNA......... 8.250 4/10/2032 BB- 3,723,298 3,911,250<br />
ELI LILLY & CO...................................................... 3.550 3/6/2012 AA- 4,994,900 5,109,300<br />
ELIZABETH ARDEN INC...................................... 7.375 3/15/2021 B 3,305,830 3,436,125<br />
EMERSON ELECTRIC CO..................................... 5.250 10/15/2018 A 3,018,856 2,909,979<br />
EMGESA SA ESP.................................................... VARIABLE RATE 1/25/2021 BBB- 1,055,975 1,179,858<br />
EMPRESA DISTRIBUIDORA Y COMERC........... 9.750 10/25/2022 NR 556,032 554,125<br />
EMPRESAS PUBLICAS DE MEDELLIN............... VARIABLE RATE 2/1/2021 NR 785,260 857,272<br />
ENDO PHARMACEUTICALS HOLDINGS........... 7.000 12/15/2020 BB- 1,486,575 1,541,250<br />
ENDO PHARMACEUTICALS HOLDINGS........... 7.250 1/15/2022 BB- 1,250,000 1,268,750<br />
ENERGY FUTURE HOLDINGS CORP.................. 5.550 11/15/2014 D 3,850,113 3,760,400<br />
- 67 - STATE OF WISCONSIN INVESTMENT BOARD