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
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