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 FIRST DATA CORP................................................ 8.250 1/15/2021 B- 3,031,581 3,096,800 FIRST DATA CORP................................................ 12.625 1/15/2021 B- 994,113 1,005,800 FMG RESOURCES AUGUST 2006 PTY................ 6.875 2/1/2018 B+ 3,300,000 3,349,500 FNMA POOL #0256492....................................... 6.000 11/1/2036 AGY 6,979,713 7,248,810 FNMA POOL #0465377....................................... 3.390 7/1/2015 AGY 3,748,477 3,802,896 FNMA POOL #0725038....................................... 5.500 11/1/2018 AGY 670,565 680,331 FNMA POOL #0735611....................................... 5.500 3/1/2020 AGY 4,566,886 4,633,397 FNMA POOL #0735798....................................... 5.500 7/1/2020 AGY 1,113,414 1,129,630 FNMA POOL #0735930....................................... 5.500 12/1/2018 AGY 4,400,722 4,464,813 FNMA POOL #0745452....................................... 5.500 7/1/2020 AGY 3,609,434 3,681,196 FNMA POOL #0873223....................................... 5.190 1/1/2013 AGY 6,660,849 6,502,254 FNMA POOL #0888736....................................... 6.000 10/1/2037 AGY 11,759,801 11,978,183 FNMA POOL #0888787....................................... 6.500 10/1/2037 AGY 320,052 336,594 FNMA POOL #0889072....................................... 6.500 12/1/2037 AGY 5,899,807 5,944,178 FNMA POOL #0917956....................................... VARIABLE RATE 5/1/2037 AGY 13,101,715 13,090,974 FNMA POOL #0928483....................................... 6.000 7/1/2037 AGY 1,414,303 1,452,518 FNMA POOL #0952320....................................... 6.500 10/1/2037 AGY 455,022 478,540 FNMA POOL #0AD0477...................................... 5.500 6/1/2020 AGY 7,099,731 7,163,357 FNMA POOL #0AD0833...................................... 6.000 1/1/2039 AGY 1,762,741 1,825,281 FNMA POOL #0AE0379...................................... 5.500 8/1/2024 AGY 28,169,555 28,367,777 FNMA POOL #0AE0467...................................... 5.500 3/1/2024 AGY 10,117,717 10,172,667 FNMA POOL #0AE0620...................................... 5.500 5/1/2024 AGY 6,953,500 6,930,721 FNMA GTD REMIC P/T 04-W15 1A2.................... 6.500 8/25/2044 AGY 8,677 8,954 FNMA GTD REMIC P/T 2002................................. 6.500 6/25/2042 AGY 1,627,424 1,753,443 FNMA GTD REMIC P/T 2002-T19 A1................... 6.500 7/25/2042 AGY 1,219,994 1,216,973 FNMA GTD REMIC P/T 2004-W2 2A1.................. 6.500 2/25/2044 AGY 13,784,343 14,039,083 FNMA GTD REMIC P/T TR 04W9 2A1................. 6.500 2/25/2044 AGY 150,981 150,009 FORD MOTOR CO.................................................. 6.375 2/1/2029 B+ 19,200 23,872 FORD MOTOR CO.................................................. 6.625 2/15/2028 B+ 37,463 44,136 FORD MOTOR CO.................................................. 7.125 11/15/2025 B+ 21,375 24,703 FORD MOTOR CO.................................................. 7.500 8/1/2026 B+ 4,400 5,064 FORD MOTOR CREDIT CO LLC.......................... 5.625 9/15/2015 BB- 5,617,368 5,797,064 FORD MOTOR CREDIT CO LLC.......................... 5.750 2/1/2021 BB- 7,000,000 6,991,390 FORD MOTOR CREDIT CO LLC.......................... 7.250 10/25/2011 BB- 11,175,518 11,165,110 FORD MTR CO DEL DEB...................................... 6.625 10/1/2028 B+ 7,546,644 9,965,461 FORD MTR CO DEL DEBS.................................... 8.900 1/15/2032 B+ 224,063 293,130 FOX ACQUISITION SUB LLC............................... 13.375 7/15/2016 CCC+ 1,075,653 1,160,250 FRAC TECH SERVICES (5/11) TLB...................... ZERO COUPON 5/6/2016 NR 1,742,691 1,756,774 FRANCE (GOVT OF) BDS..................................... 2.500 10/25/2020 NR 27,950,384 29,677,484 FRANCE (GOVT OF) BDS..................................... 3.250 4/25/2016 NR 1,442,727 1,488,996 FRANCE (GOVT OF) BDS..................................... 3.500 4/25/2026 NR 3,945,139 4,167,748 FRANCE (GOVT OF) BDS..................................... 3.500 4/25/2015 NR 18,951,820 22,289,921 FRANCE (GOVT OF) BDS..................................... 3.500 4/25/2020 NR 15,429,351 16,043,053 FRANCE (GOVT OF) BDS..................................... 3.750 4/25/2021 NR 6,068,692 7,454,807 FRANCE (GOVT OF) BDS..................................... 3.750 10/25/2019 NR 7,109,594 7,515,118 FRANCE (GOVT OF) BDS..................................... 4.000 4/25/2014 NR 5,972,227 6,419,292 FRANCE (GOVT OF) BDS..................................... 4.000 10/25/2014 NR 1,844,421 1,839,146 FRANCE (GOVT OF) BDS..................................... 4.000 10/25/2038 NR 2,140,376 2,255,141 FRANCE (GOVT OF) BDS..................................... 4.000 4/25/2018 NR 2,835,082 2,763,574 FRANCE (GOVT OF) BDS..................................... 4.250 4/25/2019 NR 1,033,208 1,088,302 FRANCE (GOVT OF) BDS..................................... 4.250 10/25/2023 NR 763,752 765,883 FRANCE (GOVT OF) BDS..................................... 4.500 4/25/2041 NR 503,762 456,790 FRANCE (GOVT OF) BDS..................................... 4.750 4/25/2035 NR 22,636,461 23,490,947 FRANCE (GOVT OF) BDS..................................... 5.000 10/25/2016 NR 16,638,438 25,755,423 FRANCE (GOVT OF) BDS..................................... 5.500 4/25/2029 NR 21,731,809 24,753,112 FRANCE (GOVT OF) BDS..................................... 5.750 10/25/2032 NR 11,977,473 12,162,668 FREESCALE SEMICONDUCTOR INC.................. 8.050 2/1/2020 CCC+ 808,500 829,125 FRENCH TREASURY NOTE................................. 2.000 7/12/2015 NR 19,497,794 21,400,241 FRENCH TREASURY NOTE................................. 3.000 7/12/2014 NR 2,412,419 2,531,293 FRONTIER COMMUNICATIONS CORP.............. 7.450 7/1/2035 BB 3,850 4,525 - 69 - STATE OF WISCONSIN INVESTMENT BOARD
FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE FRONTIER COMMUNICATIONS CORP.............. 7.875 1/15/2027 BB 4,313,188 4,465,500 FRONTIER COMMUNICATIONS CORP.............. 8.250 5/1/2014 BB 1,032,500 1,098,750 FRONTIER COMMUNICATIONS CORP.............. 8.250 4/15/2017 BB 2,810,508 3,045,000 FRONTIER COMMUNICATIONS CORP.............. 9.000 8/15/2031 BB 3,464,438 3,556,750 GANNETT CO INC................................................. 6.375 9/1/2015 BB 15,006,150 15,328,350 GANNETT CO INC................................................. 7.125 9/1/2018 BB 807,500 803,000 GAYLORD ENTERTAINMENT CO...................... 6.750 11/15/2014 B- 796,250 885,938 GCI INC.................................................................... 8.625 11/15/2019 BB- 1,241,770 1,368,750 GENERAL ELECTRIC CAPITAL CORP................ 2.000 9/28/2012 AAA 15,385,000 15,304,478 GENERAL ELECTRIC CAPITAL CORP................ 2.100 1/7/2014 AA+ 14,992,650 15,187,426 GENERAL ELECTRIC CAPITAL CORP................ 3.750 11/14/2014 AA+ 4,980,200 5,255,012 GENERAL ELECTRIC CAPITAL CORP................ 5.500 6/4/2014 AA+ 10,076,600 10,991,965 GENERAL ELECTRIC CAPITAL CORP................ 5.500 1/8/2020 AA+ 6,102,900 6,395,263 GENERAL ELECTRIC CAPITAL CORP................ 5.625 9/15/2017 AA+ 2,491,575 2,734,538 GENERAL ELECTRIC CAPITAL CORP................ 5.625 5/1/2018 AA+ 30,438,150 32,685,613 GENERAL ELECTRIC CAPITAL CORP................ 5.875 1/14/2038 AA+ 4,753,150 5,024,656 GENERAL ELECTRIC CAPITAL CORP................ 5.900 5/13/2014 AA+ 7,676,680 8,101,469 GENERAL ELECTRIC CAPITAL CORP................ 6.000 8/7/2019 AA+ 1,997,760 2,214,806 GENERAL ELECTRIC CAPITAL CORP................ 6.750 3/15/2032 AA+ 15,208,363 15,429,000 GENERAL ELECTRIC CAPITAL CORP................ 6.875 1/10/2039 AA+ 4,923,900 5,623,877 GENERAL ELECTRIC CAPITAL CORP................ VARIABLE RATE 6/2/2014 AA+ 3,375,000 3,358,598 GENERAL MARITIME CORP................................ 12.000 11/15/2017 CCC- 828,310 668,250 GENERAL MILLS INC............................................ 1.550 5/16/2014 BBB+ 4,999,700 5,036,343 GENERAL MILLS INC............................................ 5.200 3/17/2015 BBB+ 4,956,634 5,539,732 GENERAL MILLS INC............................................ 5.250 8/15/2013 BBB+ 2,993,520 3,252,900 GENERAL SHOPPING FINANCE LTD................. 10.000 11/29/2049 NR 328,250 341,656 GENON AMERICAS GENERATION LLC............. 8.500 10/1/2021 BB- 2,776,250 3,049,375 GENON AMERICAS GENERATION LLC............. 9.125 5/1/2031 BB- 542,250 603,000 GENON ENERGY INC............................................ 7.875 6/15/2017 B 2,518,750 2,512,500 GENON ENERGY INC............................................ 9.500 10/15/2018 B 1,109,509 1,170,000 GENON ENERGY INC............................................ 9.875 10/15/2020 B 1,267,730 1,358,500 GENTIVA HEALTH SERVICES INC..................... 11.500 9/1/2018 B- 705,000 743,775 GEO GROUP INC/THE........................................... 7.750 10/15/2017 B+ 625,754 662,500 GEORGIA GOVERNMENT INTERNATION......... 6.875 4/12/2021 B+ 8,055,106 8,384,500 GEORGIA POWER CO........................................... 1.300 9/15/2013 A 11,986,440 12,061,620 GEORGIA POWER CO........................................... 3.000 4/15/2016 A 2,999,190 3,045,961 GERMANY (FED REP) BDS.................................. 5.500 1/4/2031 NR 31,740,720 36,004,575 GERMANY (FED REP) BDS.................................. 5.625 1/4/2028 NR 16,756,196 32,443,386 GERMANY (FED REP) BDS.................................. 6.250 1/4/2024 NR 13,734,912 22,619,149 GERMANY (FED REP) TSY BDS.......................... 5.000 7/4/2012 NR 22,790,378 28,500,794 GERMANY (FEDERAL REPUBLIC)..................... 4.000 4/13/2012 NR 4,060,934 4,243,292 GERMANY (FEDERAL REPUBLIC)..................... 4.000 1/4/2018 NR 28,520,903 31,410,554 GERMANY(FEDERAL REPUBLIC)...................... 3.750 1/4/2019 NR 778,905 845,412 GLENDALE WIS CMNTY DEV AUTH LE........... 5.500 10/1/2021 NR 4,037,300 4,510,695 GOLD FIELDS OROGEN HOLDING BVI.............. 4.875 10/7/2020 BBB- 577,154 575,496 GOLDEN WEST FINANCIAL CORP..................... 4.750 10/1/2012 AA- 4,860,250 5,218,607 GOLDMAN SACHS GROUP INC/THE.................. 3.625 8/1/2012 A 999,220 1,026,962 GOLDMAN SACHS GROUP INC/THE.................. 5.375 3/15/2020 A 3,992,480 4,107,899 GOLDMAN SACHS GROUP INC/THE.................. 5.450 11/1/2012 A 2,996,010 3,167,532 GOLDMAN SACHS GROUP INC/THE.................. 5.950 1/18/2018 A 10,090,200 12,900,907 GOLDMAN SACHS GROUP INC/THE.................. 6.000 5/1/2014 A 999,290 1,091,063 GOLDMAN SACHS GROUP INC/THE.................. 6.000 6/15/2020 A 3,214,518 3,228,253 GOLDMAN SACHS GROUP INC/THE.................. 6.150 4/1/2018 A 19,371,419 20,624,051 GOLDMAN SACHS GROUP INC/THE.................. 6.250 9/1/2017 A 14,835,450 16,605,661 GOLDMAN SACHS GROUP INC/THE.................. 6.750 10/1/2037 A- 1,310,700 1,312,974 GOODYEAR TIRE & RUBBER CO/THE.............. 7.000 3/15/2028 B+ 1,410,338 1,637,825 GOODYEAR TIRE & RUBBER CO/THE.............. 8.250 8/15/2020 B+ 499,375 540,000 GOVERNMENT OF CANADA............................... 2.000 12/1/2014 AAA 1,113,803 1,244,616 GOVERNMENT OF CANADA............................... 2.000 9/1/2012 AAA 6,198,666 6,603,691 GOVERNMENT OF CANADA............................... 2.000 9/1/2012 AAA 1,378,466 1,383,335 - 70 - 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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