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 GOVERNMENT OF CANADA............................... 2.250 8/1/2014 AAA 1,570,811 1,571,017 GOVERNMENT OF CANADA............................... 3.250 6/1/2021 AAA 1,166,418 1,205,885 GOVERNMENT OF CANADA............................... 3.250 6/1/2021 AAA 2,940,210 3,145,788 GOVERNMENT OF CANADA............................... 3.500 6/1/2013 AAA 2,297,213 2,297,589 GOVERNMENT OF CANADA............................... 3.750 6/1/2012 AAA 36,792,174 41,336,525 GOVERNMENT OF CANADA............................... 3.750 6/1/2019 AAA 1,907,724 2,200,414 GOVERNMENT OF CANADA............................... 4.000 6/1/2016 AAA 5,061,185 6,698,104 GOVERNMENT OF CANADA............................... 4.000 6/1/2017 AAA 6,172,911 7,051,287 GOVERNMENT OF CANADA............................... 4.000 6/1/2041 AAA 321,096 336,804 GOVERNMENT OF CANADA............................... 5.000 6/1/2014 AAA 3,083,580 3,791,567 GOVERNMENT OF CANADA............................... 5.750 6/1/2029 AAA 7,368,045 10,650,069 GRAHAM PACKAGING CO LP/GPC CAP............ 8.250 1/1/2017 B- 787,067 892,000 GRAHAM PACKAGING CO LP/GPC CAP............ 8.250 10/1/2018 B- 491,625 528,438 GRAPHIC PACKAGING INTERNATIONA........... 9.500 6/15/2017 BB- 1,246,866 1,341,375 GRAY TELEVISION INC........................................ 10.500 6/29/2015 CCC 2,007,486 2,080,000 GREENWICH CAPITAL COMM GG11 AM.......... VARIABLE RATE 12/10/2049 BB+ 183,672 182,872 GREIF INC............................................................... 7.750 8/1/2019 BB+ 656,500 702,000 GRIFFON CORP...................................................... 7.125 4/1/2018 BB- 2,410,156 2,409,000 GROWMARK INC SER C....................................... 5.290 12/20/2022 NR 10,000,000 9,650,600 GRUPO BIMBO SAB DE CV................................. 4.875 6/30/2020 NR 103,001 102,345 GRUPOSURA FINANCE........................................ 5.700 5/18/2021 BBB- 254,346 255,360 GS MORTGAGE SECURITIES GG10 AM............. VARIABLE RATE 8/10/2045 BB 3,071,755 2,985,495 GTE CORP............................................................... 6.840 4/15/2018 A- 5,112,950 5,833,929 GXS WORLDWIDE INC......................................... 9.750 6/15/2015 B 1,245,037 1,290,938 HARRAHS OPERATING CO INC TLB2................ ZERO COUPON 1/28/2015 B 1,248,594 1,373,934 HARVEST OPERATIONS CORP........................... 6.875 10/1/2017 BB- 1,489,785 1,548,750 HCA HOLDINGS INC............................................. 7.750 5/15/2021 B- 1,905,688 1,971,250 HCA INC.................................................................. 5.750 3/15/2014 B- 11,909,745 11,665,221 HCA INC.................................................................. 6.375 1/15/2015 B- 1,856,563 2,014,500 HCA INC.................................................................. 7.050 12/1/2027 B- 1,244,355 1,236,188 HCA INC.................................................................. 7.500 12/15/2023 B- 278,938 334,588 HCA INC.................................................................. 7.580 9/15/2025 B- 541,734 590,550 HCA INC.................................................................. 8.360 4/15/2024 B- 285,088 323,375 HCA INC.................................................................. 9.250 11/15/2016 BB- 2,569,438 2,573,531 HCA INC.................................................................. 9.875 2/15/2017 BB- 425,100 433,875 HCA INC NT............................................................ 7.500 11/6/2033 B- 3,822,603 4,285,175 HEALTH NET INC.................................................. 6.375 6/1/2017 BB 2,214,250 2,523,500 HEALTHSOUTH CORP.......................................... 8.125 2/15/2020 B+ 857,400 939,531 HEITMAN DEBT SEPARATE ACCOUNT............ ZERO COUPON 12/1/2049 NR 68,242,595 68,351,860 HELIX ENERGY SOLUTIONS GROUP I.............. 9.500 1/15/2016 CCC+ 772,500 772,500 HELLENIC REPUBLIC........................................... 4.500 9/20/2037 CCC 5,093,743 3,070,057 HELLENIC REPUBLIC GOVERNMENT B........... 4.600 7/20/2018 CCC 124,493 92,285 HELLENIC REPUBLIC GOVERNMENT B........... 4.700 3/20/2024 CCC 2,419,032 2,122,741 HERCULES INC...................................................... 6.500 6/30/2029 BB- 2,739,250 2,818,075 HERCULES OFFSHORE INC................................. 10.500 10/15/2017 B- 1,424,109 1,567,500 HERTZ CORP/THE................................................. 8.875 1/1/2014 B- 803,880 811,800 HERTZ CORP/THE 144A....................................... 6.750 4/15/2019 B- 1,405,250 1,386,000 HEXION US FINANCE CORP / HEXIO................. 8.875 2/1/2018 CCC+ 496,894 520,000 HEXION US FINANCE CORP / HEXIO................. 9.000 11/15/2020 CCC+ 2,010,208 2,050,000 HIDILI INDUSTRY INTL DEV............................... 8.625 11/4/2015 BB- 125,402 122,813 HIPOTECARIA SU CASITA SA............................. 8.500 10/4/2016 NR 22,000 16,000 HIPOTECARIA SU CASITA SA DE CV................ 8.500 10/4/2016 NR 7,770 6,496 HISTORIC TW INC................................................. 6.875 6/15/2018 BBB 8,087,274 9,109,468 HOME DEPOT INC................................................. 5.400 3/1/2016 BBB+ 7,287,723 7,846,406 HOME DEPOT INC................................................. 5.875 12/16/2036 BBB+ 5,183,655 5,104,439 HORNBECK OFFSHORE SERVICES INC............ 8.000 9/1/2017 B+ 656,425 680,063 HOST HOTELS & RESORTS LP............................ 9.000 5/15/2017 BB+ 637,500 675,000 HOUSING HORIZONS LE CLAIRE....................... 6.893 11/15/2016 NR 2,394,140 2,722,401 HOUSING HORIZONS MAIN LAKE..................... 6.893 11/15/2016 NR 2,182,234 2,481,462 HOUSING HORIZONS NEW GLARUS................. 6.893 11/15/2016 NR 503,777 572,850 - 71 - STATE OF WISCONSIN INVESTMENT BOARD
FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE HSBC BANK PLC................................................... 8.250 7/15/2021 NR 593,123 587,719 HSBC BANK PLC................................................... VARIABLE RATE 11/16/2020 NR 977,215 1,264,763 HSBC BANK USA NA/NEW YORK NY............... 0.010 1/1/2017 NR 423,788 462,675 HSBC BANK USA NA/NEW YORK NY............... 4.625 4/1/2014 AA- 11,695,521 12,017,634 HSBC BANK USA NA/NEW YORK NY............... 10.000 1/1/2017 NR 833,068 983,185 HSBC BANK USA NA/NEW YORK NY............... VARIABLE RATE 11/28/2011 NR 2,392,291 3,566,284 HSBC HOLDINGS PLC........................................... 5.100 4/5/2021 AA- 6,525,970 6,676,559 HSBC HOLDINGS PLC........................................... 6.500 5/2/2036 A 4,400,950 4,320,834 HSBC HOLDINGS PLC........................................... 6.500 9/15/2037 A 1,726,888 1,651,248 HSBC HOLDINGS PLC........................................... 6.800 6/1/2038 A 665,246 637,149 HSBC USA INC....................................................... 3.125 12/16/2011 AAA 4,997,150 5,067,250 HUNGARY (REPUBLIC OF).................................. 5.500 2/12/2016 BBB- 1,286,967 1,258,184 HUNGARY GOVERNMENT BOND...................... 7.500 11/12/2020 BBB- 3,194,166 3,834,145 HUNTSMAN INTERNATIONAL LLC................... 5.500 6/30/2016 B 2,632,188 2,951,250 HYPERMARCAS SA.............................................. 6.500 4/20/2021 BB- 588,681 598,251 IASIS HEALTHCARE LLC / IASIS C..................... 8.375 5/15/2019 CCC+ 1,386,576 1,382,500 ICICI BANK LTD.................................................... 5.750 11/16/2020 BBB- 271,870 270,339 ICICI BANK LTD REGS......................................... 5.750 11/16/2020 BBB- 96,900 98,305 IGATE CORP........................................................... 9.000 5/1/2016 B+ 1,125,000 1,136,250 IL ST DEV WST RV IL ESCROW.......................... 8.000 11/15/2016 NR 0 0 ILLINOIS ST............................................................ 5.365 3/1/2017 A+ 5,100,000 5,271,462 ILLINOIS ST............................................................ 5.665 3/1/2018 A+ 1,475,000 1,530,047 INDONESIA (REP OF) BDS................................... 6.875 3/9/2017 BB+ 2,976,789 3,748,673 INDONESIA (REPUBLIC OF)................................ 10.250 7/15/2022 NR 3,963,859 5,006,543 INDONESIA (REPUBLIC OF)................................ 12.900 6/15/2022 BB+ 1,041,037 1,484,664 INDONESIA (REPUBLIC OF) REG S.................... 8.500 10/12/2035 BB+ 737,530 939,750 INDONESIA GOVERNMENT INTERNATI........... 5.875 3/13/2020 BB+ 168,929 165,390 INDONESIA GOVERNMENT INTERNATI........... 6.625 2/17/2037 BB+ 3,772,700 3,416,495 INDONESIA GOVERNMENT INTERNATI........... 6.875 1/17/2018 BB+ 3,708,954 4,164,030 INDONESIA GOVERNMENT INTERNATI........... 10.375 5/4/2014 BB+ 2,644,905 3,117,375 INDONESIA GOVERNMENT INTERNATI........... 11.625 3/4/2019 BB+ 840,945 826,774 INDOSAT PALAPA CO BV.................................... 7.375 7/29/2020 BB 250,685 279,720 INDYMAC INDEX MORTGAGE AR7 A2............. VARIABLE RATE 9/25/2034 BBB+ 219,396 210,237 INEOS FINANCE PLC............................................ 9.000 5/15/2015 B 741,250 787,500 INEOS GROUP HOLDINGS PLC 144A.................. 8.500 2/15/2016 CCC 4,907,443 4,972,063 INERGY LP/INERGY FINANCE CORP................. 6.875 8/1/2021 B+ 1,500,000 1,500,000 INKIA ENERGY LTD.............................................. 8.375 4/4/2021 NR 285,607 295,200 INSIGHT COMMUNICATIONS CO INC............... 9.375 7/15/2018 B- 450,000 493,875 INSTITUTO CRED OFICIAL GTD MTN................ 4.500 3/7/2013 AA 3,480,123 3,500,884 INT BK RECON & DEVELOP................................ 2.250 11/8/2013 AAA 5,159,832 5,458,370 INTELSAT JACKSON HOLDINGS SA.................. 7.250 10/15/2020 B 1,090,813 1,069,625 INTELSAT JACKSON HOLDINGS SA.................. 7.250 4/1/2019 B 50,000 49,625 INTELSAT LUXEMBOURG SA............................. 11.250 2/4/2017 CCC+ 2,507,813 2,684,375 INTELSAT LUXEMBOURG SA............................. VARIABLE RATE 2/4/2017 CCC+ 811,875 806,250 INTERACTIVE DATA CORP................................. 10.250 8/1/2018 B- 1,321,875 1,368,750 INTER-AMERICAN DEVEL BK............................ ZERO COUPON 8/20/2015 AAA 5,767,140 5,809,379 INTER-AMERICAN DEVELOPMENT BAN......... VARIABLE RATE 1/10/2014 AAA 3,817,250 3,829,941 INTEREP NATL RADIO SALES............................ 10.000 7/1/2010 NR 36,450 5 INTERFACE INC..................................................... 7.625 12/1/2018 B+ 825,000 858,000 INTERGRYS ENRGY GRP SR NT......................... 7.270 6/1/2014 NR 10,000,000 11,000,000 INTERLINE BRANDS INC..................................... 7.000 11/15/2018 BB- 375,000 379,688 INTERNATIONAL BUSINESS MACHINE............ 1.000 8/5/2013 A+ 4,979,550 5,008,930 INTERNATIONAL BUSINESS MACHINE............ 5.600 11/30/2039 A+ 4,986,550 5,273,412 INTERNATIONAL BUSINESS MACHINE............ 6.500 1/15/2028 A+ 5,654,950 5,982,972 INTERNATIONAL BUSINESS MACHINE............ 7.625 10/15/2018 A+ 1,596,984 1,636,723 INTERNATIONAL LEASE FINANCE CO............. 8.250 12/15/2020 BBB- 654,306 702,000 INTL BK RECON & DEVELOP.............................. 3.375 4/30/2015 AAA 8,469,725 9,276,575 IRELAND GOVERNMENT BOND........................ 4.500 4/18/2020 BBB+ 6,141,332 4,204,348 IRELAND GOVERNMENT BOND........................ 4.500 10/18/2018 BBB+ 4,027,551 3,173,600 IRELAND GOVERNMENT BOND........................ 5.400 3/13/2025 BBB+ 1,253,811 1,065,275 - 72 - 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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