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 IRISH LIFE & PERMANENT.................................. 3.600 1/14/2013 BBB+ 3,398,164 2,858,411 IRISH TREASURY.................................................. 4.400 6/18/2019 BBB+ 17,983,811 13,046,703 IRON MOUNTAIN INC........................................... 8.000 6/15/2020 B+ 2,248,125 2,328,750 IRON MOUNTAIN INC........................................... 8.375 8/15/2021 B+ 2,886,906 2,966,250 IRON MOUNTAIN INC........................................... 8.750 7/15/2018 B+ 654,433 649,219 IRSA INVERSIONES Y REPRESENTAC.............. 11.500 7/20/2020 B 520,498 599,165 ISLE OF CAPRI CASINOS INC.............................. 7.000 3/1/2014 CCC+ 1,307,378 1,412,531 ISLE OF CAPRI CASINOS INC.............................. 7.750 3/15/2019 B- 893,619 909,000 ISTAR FINANCIAL (3/11) TLA2............................ ZERO COUPON 6/30/2014 NR 1,305,125 1,320,694 ITALY (REP OF) BTP............................................. 4.500 2/1/2020 NR 13,906,081 14,455,355 ITALY (REPUBLIC OF).......................................... 4.500 8/1/2018 NR 14,942,989 14,560,759 ITALY (REPUBLIC OF).......................................... 4.500 3/1/2019 NR 9,503,518 10,148,721 ITALY (REPUBLIC OF) BTP.................................. 6.000 5/1/2031 NR 3,467,457 3,529,065 ITALY BUONI POLIENNALI DEL TES................. 3.000 6/15/2015 NR 4,357,902 4,268,548 ITALY BUONI POLIENNALI DEL TES................. 3.750 3/1/2021 NR 12,119,693 13,435,061 ITALY BUONI POLIENNALI DEL TES................. 3.750 8/1/2015 NR 5,033,664 5,367,244 ITALY BUONI POLIENNALI DEL TES................. 4.000 2/1/2017 NR 6,538,551 7,222,871 ITALY BUONI POLIENNALI DEL TES................. 4.250 8/1/2014 NR 2,830,748 2,948,125 ITALY BUONI POLIENNALI DEL TES................. 4.250 2/1/2015 NR 37,044,175 38,331,328 ITALY BUONI POLIENNALI DEL TES................. 4.250 9/1/2019 NR 15,576,021 14,951,745 ITALY BUONI POLIENNALI DEL TES................. 4.250 3/1/2020 NR 8,308,091 8,349,903 ITALY BUONI POLIENNALI DEL TES................. 4.500 2/1/2018 NR 16,209,274 16,376,508 ITALY BUONI POLIENNALI DEL TES................. 4.750 9/1/2021 NR 21,308,928 21,663,370 ITALY BUONI POLIENNALI DEL TES................. 5.000 8/1/2039 NR 434,620 399,376 ITALY BUONI POLIENNALI DEL TES................. 5.250 8/1/2017 NR 40,168,044 42,837,874 ITALY REP BDS..................................................... 5.250 11/1/2029 NR 29,302,911 40,244,618 ITALY REPUBLIC OF BDS.................................... 5.250 8/1/2011 NR 28,890,094 42,160,014 ITALY(REPUBLIC OF)........................................... 3.750 12/15/2013 NR 7,162,175 7,320,074 ITALY(REPUBLIC OF)........................................... 4.750 8/1/2023 NR 4,164,917 4,297,480 ITC DELTACOM INC............................................. 10.500 4/1/2016 B- 1,352,972 1,436,875 JACOBS ENTERTAINMENT INC.......................... 9.750 6/15/2014 B- 128,863 131,950 JANESVILLE SCH APARTMENTS LLC............... 8.291 10/15/2017 NR 1,829,643 2,223,840 JAPAN...................................................................... 0.900 12/20/2012 NR 9,156,027 10,516,434 JAPAN...................................................................... 1.000 6/10/2016 NR 25,616,131 38,075,782 JAPAN...................................................................... 1.300 6/20/2015 NR 8,921,835 12,851,784 JAPAN...................................................................... 1.300 12/20/2018 NR 5,150,235 6,436,293 JAPAN...................................................................... 1.500 12/20/2017 NR 43,550,980 60,441,797 JAPAN...................................................................... 1.500 9/20/2018 NR 52,506,400 65,312,038 JAPAN...................................................................... 1.700 12/20/2016 NR 19,118,380 30,344,281 JAPAN...................................................................... 1.700 9/20/2017 NR 46,492,203 66,108,225 JAPAN...................................................................... 1.900 12/20/2028 NR 18,200,708 22,644,429 JAPAN...................................................................... 2.000 12/20/2024 NR 27,031,258 35,766,183 JAPAN...................................................................... 2.000 9/20/2025 NR 12,498,133 19,615,528 JAPAN...................................................................... 2.100 12/20/2024 NR 5,801,146 8,913,506 JAPAN...................................................................... 2.100 9/20/2028 NR 2,014,447 2,076,293 JAPAN...................................................................... 2.300 6/20/2026 NR 11,294,079 17,541,791 JAPAN...................................................................... 2.300 6/20/2027 NR 2,711,406 3,490,761 JAPAN...................................................................... 2.300 3/20/2039 NR 5,901,245 6,807,454 JAPAN...................................................................... 2.400 3/20/2037 NR 22,559,452 33,398,342 JAPAN...................................................................... 2.400 6/20/2028 NR 4,871,280 6,775,075 JAPAN (GOVERNMENT OF) BDS JPY................. 1.500 9/20/2015 NR 12,867,932 19,459,882 JAPAN (GOVT OF)................................................. 1.500 3/20/2014 NR 60,461,200 78,144,357 JAPAN (GOVT OF) BDS......................................... 0.800 12/20/2012 NR 16,984,830 25,000,992 JAPAN (GOVT OF) BDS......................................... 1.100 9/20/2012 NR 29,479,112 43,846,646 JAPAN (GOVT OF) BDS......................................... 1.400 12/20/2022 NR 9,453,633 13,411,969 JAPAN (GOVT OF) BDS......................................... 2.000 12/20/2033 AA 3,992,849 5,241,211 JAPAN (GOVT OF) BDS......................................... 2.000 6/21/2021 NR 4,808,358 6,697,437 JAPAN (GOVT OF) BDS......................................... 2.100 3/20/2026 NR 8,393,183 13,190,070 JAPAN -1(30 YEAR ISSUE)................................... 2.300 3/20/2040 NR 6,247,525 6,553,802 JAPAN 1.7% BDS 20-SEP-2016 JPY...................... 1.700 9/20/2016 NR 35,063,879 44,407,138 - 73 - STATE OF WISCONSIN INVESTMENT BOARD
FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE JAPAN -33(30 YEAR ISSUE)................................. 2.000 9/20/2040 NR 1,189,788 1,228,434 JAPAN -34(30 YEAR ISSUE)................................. 2.200 3/20/2041 NR 2,573,551 2,564,111 JAPAN BDS............................................................. 2.100 9/20/2024 NR 2,378,788 3,329,040 JAPAN FINANCE ORGANIZATION FOR............. 5.000 5/16/2017 AA- 4,963,900 5,668,355 JAPAN GOVERNMENT OF................................... 1.900 3/22/2021 NR 12,849,559 21,267,955 JAPAN GOVERNMENT TEN YEAR BOND......... 1.300 3/20/2021 NR 25,807,594 26,470,766 JAPAN GOVERNMENT TEN YEAR BOND......... 1.300 6/20/2020 NR 2,612,888 2,670,500 JAPAN GOVERNMENT TEN YEAR BOND......... 1.300 3/20/2019 NR 37,270,766 44,575,065 JAPAN GOVERNMENT TEN YEAR BOND......... 1.400 3/20/2020 NR 32,134,080 38,522,290 JAPAN GOVERNMENT TEN YEAR BOND......... 1.900 6/20/2016 NR 16,101,979 21,892,064 JAPAN GOVERNMENT THIRTY YEAR B........... 2.200 9/20/2039 NR 1,118,557 1,283,852 JAPAN GOVERNMENT THIRTY YEAR B........... 2.300 6/20/2035 NR 7,082,085 9,440,238 JAPAN GOVERNMENT THIRTY YEAR B........... 2.500 9/20/2034 NR 8,566,067 13,600,917 JAPAN GOVERNMENT TWENTY YEAR............ 1.800 6/20/2030 NR 18,084,299 18,378,715 JAPAN GOVERNMENT TWENTY YEAR B......... 2.100 9/20/2029 NR 6,627,691 7,735,141 JAPAN GOVERNMENT TWENTY YEAR B......... 2.200 3/20/2030 NR 16,131,420 19,585,811 JAPAN GOVT CNV BDS........................................ 1.500 3/20/2019 NR 2,273,359 3,906,315 JAPAN GOVT OF BDS........................................... 1.400 12/20/2013 NR 18,852,081 19,121,472 JAPAN GOVT OF BDS........................................... 1.800 6/20/2017 NR 14,525,130 16,613,423 JAPAN GOVT OF CNV BDS.................................. 2.500 12/21/2020 NR 6,156,106 9,381,953 JAPAN(GOVT OF).................................................. 0.700 3/20/2013 NR 15,058,350 20,614,969 JAPAN-112 (20 YR ISSUE)..................................... 2.100 6/20/2029 NR 2,301,789 2,374,343 JAPAN-115 (20 YR ISSUE)..................................... 2.200 12/20/2029 NR 11,165,415 13,068,599 JAPAN-117 (20 YR ISSUE)..................................... 2.100 3/20/2030 NR 11,836,818 12,857,232 JAPAN-118(20 YEAR ISSUE)................................ 2.000 6/20/2030 NR 2,081,019 2,149,957 JAPAN-125 (20 YR ISSUE)..................................... 2.200 3/20/2031 NR 20,175,264 20,827,935 JAPAN-20(20 YEAR ISSUE).................................. 1.800 9/20/2030 NR 31,030,445 31,808,149 JAPAN-3 (40 YEAR ISSUE)................................... 2.200 3/20/2050 NR 483,586 513,318 JAPAN-304(10 YR ISSUE)...................................... 1.300 9/20/2019 NR 4,480,323 5,118,128 JAPAN-309 (10 YR ISSUE)..................................... 1.100 6/20/2020 NR 23,713,830 24,988,857 JAPAN-312 (10 YR ISSUE)..................................... 1.200 12/20/2020 NR 13,435,697 13,778,604 JAPAN-315 (10 YR ISSUE)..................................... 1.200 6/20/2021 NR 6,238,299 6,230,003 JAPAN-83 (5 YEAR ISSUE)................................... 0.900 6/20/2014 NR 7,465,770 7,574,064 JAPAN-91(5 YEAR ISSUE).................................... 0.400 9/20/2015 NR 28,647,460 29,773,255 JARDEN CORP....................................................... 7.500 1/15/2020 B 501,157 520,000 JC PENNEY CORP INC.......................................... 6.375 10/15/2036 BB+ 73,455 105,610 JC PENNEY CORP INC.......................................... 7.400 4/1/2037 BB+ 727,125 804,375 JMC STEEL GROUP............................................... 8.250 3/15/2018 B 2,201,875 2,233,000 JOHNSON & JOHNSON......................................... 1.200 5/15/2014 AAA 4,994,150 5,004,004 JOHNSON & JOHNSON......................................... 2.150 5/15/2016 AAA 4,984,750 4,998,443 JOHNSON & JOHNSON......................................... 4.950 5/15/2033 AAA 4,997,750 5,020,998 JOHNSON BANK FOURTH AMENDED............... 13.000 3/1/2021 NR 15,000,000 13,500,000 JOHNSON BANK THIRD AMENDED................... 13.000 3/1/2021 NR 10,000,000 9,000,000 JOHNSON CONTROLS INC................................... 1.750 3/1/2014 BBB+ 1,999,340 2,008,224 JOHNSON CONTROLS INC................................... 4.875 9/15/2013 BBB+ 7,818,641 8,003,240 JOHNSON CONTROLS INC................................... 5.500 1/15/2016 BBB+ 4,877,000 5,581,381 JOHNSON CONTROLS INC................................... 6.000 1/15/2036 BBB+ 5,161,333 5,218,404 JP MORGAN CHASE BANK NA........................... VARIABLE RATE 6/17/2021 NR 581,103 684,328 JP MORGAN CHASE BANK NA........................... VARIABLE RATE 9/17/2025 NR 318,540 314,267 JP MORGAN CHASE CAPITAL XXV................... 6.800 10/1/2037 BBB+ 4,303,517 4,335,592 JPMORGAN CHASE & CO.................................... 2.600 1/15/2016 A+ 4,995,250 4,914,264 JPMORGAN CHASE & CO.................................... 3.125 12/1/2011 AAA 11,867,058 11,539,764 JPMORGAN CHASE & CO.................................... 3.150 7/5/2016 A+ 2,992,800 3,004,585 JPMORGAN CHASE & CO.................................... 3.400 6/24/2015 A+ 2,993,850 3,055,236 JPMORGAN CHASE & CO.................................... 3.450 3/1/2016 A+ 5,118,550 5,056,499 JPMORGAN CHASE & CO.................................... 3.700 1/20/2015 A+ 5,040,500 5,175,685 JPMORGAN CHASE & CO.................................... 4.625 5/10/2021 A+ 2,996,670 3,022,759 JPMORGAN CHASE & CO.................................... 6.000 1/15/2018 A+ 10,834,900 11,166,106 JPMORGAN CHASE & CO.................................... 6.300 4/23/2019 A+ 2,995,830 3,381,970 JPMORGAN CHASE BANK NA............................ 6.000 10/1/2017 A+ 2,061,881 2,571,306 - 74 - 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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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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