schedule of investments fiscal year 2011 - State of Wisconsin ...

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FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong> NAME COUPON RATE MATURITY RATING COST FAIR VALUE JPMORGAN CHASE BANK NA............................ VARIABLE RATE 7/19/2021 NR 317,037 304,267 JPMORGAN CHASE CAPITAL XXVII.................. 7.000 11/1/2039 BBB+ 6,964,230 6,991,320 JSC SEVERSTAL (STEEL CAPI............................. 6.700 10/25/2017 BB 996,875 1,022,500 KAISA GROUP HOLDINGS LTD REGS................ 13.500 4/28/2015 B 517,765 496,947 KAZMUNAIGAZ FINANCE SUB.......................... 7.000 5/5/2020 NR 2,269,778 2,372,416 KB HOME................................................................ 7.250 6/15/2018 B+ 7,178,472 6,507,000 KELLOGG CO......................................................... 4.250 3/6/2013 BBB+ 5,908,786 6,327,853 KELLOGG CO......................................................... 5.125 12/3/2012 BBB+ 4,998,250 5,296,826 KFW......................................................................... 6.250 12/4/2019 AAA 2,582,036 3,173,357 KINDER MORGAN ENERGY PARTNERS........... 3.500 3/1/2016 BBB 1,999,640 2,051,382 KINDER MORGAN ENERGY PARTNERS........... 5.125 11/15/2014 BBB 4,166,117 5,499,841 KINDER MORGAN ENERGY PARTNERS........... 5.950 2/15/2018 BBB 7,839,525 8,895,326 KINDER MORGAN ENERGY PARTNERS........... 6.500 2/1/2037 BBB 5,075,850 5,114,340 KINDER MORGAN ENERGY PARTNERS........... 6.500 9/1/2039 BBB 2,973,540 3,111,471 KINDER MORGAN INC SR NT............................. 6.500 9/1/2012 BB 12,269,814 12,834,150 KINDRED HEALTHCARE INC.............................. 8.250 6/1/2019 B- 835,000 830,825 KINGDOM OF JORDAN......................................... 3.875 11/12/2015 BB 4,017,810 4,185,280 KOHL'S CORP......................................................... 6.250 12/15/2017 BBB+ 5,612,550 5,849,094 KONINKLIJKE PHILIPS ELECTRONIC................ 5.750 3/11/2018 A- 8,881,350 9,316,736 KOPPERS INC......................................................... 7.875 12/1/2019 B+ 226,125 240,188 KOREA TREASURY BOND................................... 3.000 12/10/2013 NR 2,240,637 2,290,552 KOREA TREASURY BOND................................... 5.750 9/10/2018 A+ 6,064,959 6,748,316 KRAFT FOODS INC................................................ 5.375 2/10/2020 BBB- 6,470,280 7,091,753 KREDITANSTALT FUER WIEDERAUFBA.......... 1.875 1/14/2013 AAA 39,955,600 40,825,544 KREDITANSTALT FUER WIEDERAUFBA.......... 3.500 5/16/2013 AAA 9,954,000 10,531,107 KREDITANSTALT FUER WIEDERAUFBA.......... 4.500 7/16/2018 AAA 9,969,700 11,099,895 KREDITANSTALT FUR WIEDERAUFBAU......... 5.500 12/7/2015 AAA 3,337,821 3,115,374 KROGER CO NT..................................................... 6.750 4/15/2012 BBB 5,414,025 5,227,950 KROGER CO/THE................................................... 5.000 4/15/2013 BBB 9,887,830 10,677,066 KROGER CO/THE................................................... 6.400 8/15/2017 BBB 11,235,795 11,671,103 KROGER CO/THE................................................... 6.800 12/15/2018 BBB 4,822,300 5,839,260 KROGER CO/THE................................................... 7.500 1/15/2014 BBB 5,307,340 5,718,725 LAFARGE SA.......................................................... 6.500 7/15/2016 BB+ 5,109,750 5,243,945 LAFARGE SA.......................................................... 7.125 7/15/2036 BB+ 6,138,198 6,097,576 LAKESIDE FOODS INC.......................................... 6.610 2/1/2016 NR 8,500,000 8,724,145 LAKESIDE FOODS INC 6.91% SR........................ 6.910 8/1/2018 NR 12,000,000 12,317,880 LAMAR MEDIA CORP........................................... 6.625 8/15/2015 B+ 1,004,111 1,015,000 LAMAR MEDIA CORP........................................... 6.625 8/15/2015 B+ 1,201,049 1,265,625 LAMAR MEDIA CORP........................................... 6.625 8/15/2015 B+ 47,434 50,563 LAMAR MEDIA CORP........................................... 7.875 4/15/2018 B+ 2,511,955 2,618,750 LAND O'LAKES INC SR SEC SER B..................... 6.670 12/15/2019 NR 5,000,000 5,416,050 LAND O'LAKES INC SR SEC SER C..................... 6.770 12/15/2021 NR 5,000,000 5,380,150 LEAR CORP............................................................ 7.875 3/15/2018 BB 1,494,568 1,612,500 LEAR CORP............................................................ 8.125 3/15/2020 BB 148,746 161,625 LEGG MASON MTG 02 CTL 1 KOHLS................. 7.330 2/1/2023 NR 2,863,961 3,263,312 LEHMAN BROTHERS HOLDINGS INC............... 5.750 5/17/2013 NR 4,856,250 1,306,250 LEHMAN MORTGAGE TRUST 8 2A1.................. 6.500 9/25/2037 CCC 1,004,353 1,093,459 LENNAR CORP....................................................... 5.600 5/31/2015 B+ 1,438,105 1,498,313 LENNAR CORP....................................................... 6.950 6/1/2018 B+ 795,588 887,550 LEVEL 3 ESCROW INC.......................................... 8.125 7/1/2019 CCC 3,399,792 3,442,125 LEVEL 3 FINANCING INC..................................... 9.250 11/1/2014 CCC 1,488,591 1,523,579 LEVEL 3 FINANCING INC..................................... 10.000 2/1/2018 CCC 793,844 859,000 LEVI STRAUSS & CO............................................ 7.625 5/15/2020 B+ 1,734,250 1,725,000 LEVI STRAUSS & CO............................................ 8.875 4/1/2016 B+ 104,375 103,750 LIFEPOINT HOSPITALS INC................................. 6.625 10/1/2020 BB- 600,000 618,000 LILLY ELI & CO...................................................... 7.125 6/1/2025 AA- 5,973,172 6,270,234 LIN TELEVISION CORP......................................... 6.500 5/15/2013 B- 989,375 1,001,250 LINN ENERGY LLC/LINN ENERGY FI................ 6.500 5/15/2019 B 372,120 371,250 LINN ENERGY LLC/LINN ENERGY FI................ 7.750 2/1/2021 B 1,865,383 1,924,000 LITHUANIA GOVERNMENT INTERNATI........... 5.125 9/14/2017 BBB 2,416,786 2,438,138 - 75 - STATE OF WISCONSIN INVESTMENT BOARD
FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong> NAME COUPON RATE MATURITY RATING COST FAIR VALUE LLOYDS TSB BANK PLC...................................... 6.250 4/15/2014 A+ 1,844,391 1,837,180 LOCKHEED MARTIN CORP................................. 4.250 11/15/2019 A- 4,211,453 4,352,751 LONG HAUL HOLDINGS LTD.............................. ZERO COUPON 3/2/2012 NR 388,478 415,015 LONG HAUL HOLDINGS LTD FAC B.................. ZERO COUPON 3/2/2012 NR 310,055 331,235 LOS ANGELES CALIF UNI SCH DIST.................. 5.750 7/1/2034 AA- 9,186,690 9,363,485 LOS ANGELES CALIF UNI SCH DIST.................. 6.758 7/1/2034 AA- 8,503,186 9,280,268 LOWE'S COS INC................................................... 3.750 4/15/2021 A 3,998,400 3,932,816 LOWE'S COS INC................................................... 5.600 9/15/2012 A 4,991,550 5,297,698 LTD BRANDS INC.................................................. 6.625 4/1/2021 BB+ 500,000 511,250 LTD BRANDS INC.................................................. 6.950 3/1/2033 BB+ 657,438 828,000 LTD BRANDS INC.................................................. 7.000 5/1/2020 BB+ 700,000 736,750 LTD BRANDS INC.................................................. 7.600 7/15/2037 BB+ 207,000 220,500 LUCENT TECHNOLOGIES BDS........................... 6.450 3/15/2029 B 9,125,338 9,936,000 LUMINENT MORTGAGE TRUST 6 A1................ VARIABLE RATE 10/25/2046 A- 848,701 830,596 LYONDELL CHEMICAL CO................................. VARIABLE RATE 11/1/2017 BB+ 1,045,000 1,162,563 MACDERMID INC SR SUB NT 144A................... 9.500 4/15/2017 CCC 699,775 754,000 MACQUARIE BANK LTD...................................... 2.600 1/20/2012 AAA 5,000,000 5,062,000 MACQUARIE BANK LTD...................................... 4.100 12/17/2013 AAA 5,623,613 6,030,945 MACY'S RETAIL HOLDINGS INC........................ 5.750 7/15/2014 BBB- 9,590,036 10,385,315 MACY'S RETAIL HOLDINGS INC........................ 5.900 12/1/2016 BBB- 9,824,390 10,734,234 MACY'S RETAIL HOLDINGS INC........................ 6.700 9/15/2028 BBB- 4,030,363 5,541,744 MACY'S RETAIL HOLDINGS INC........................ 6.790 7/15/2027 BBB- 236,819 301,070 MACY'S RETAIL HOLDINGS INC........................ 6.900 4/1/2029 BBB- 1,203,388 1,321,364 MACY'S RETAIL HOLDINGS INC........................ 6.900 1/15/2032 BBB- 4,272,675 5,140,921 MAJAPAHIT HOLD (REGS)................................... 7.750 10/17/2016 BB 5,792,701 6,489,515 MALAYSIA............................................................. 3.702 2/25/2013 A+ 6,771,997 6,776,182 MALAYSIA............................................................. 3.718 6/15/2012 NR 24,634,432 27,779,746 MALAYSIA GOVERNMENT BOND..................... 3.741 2/27/2015 NR 1,941,749 2,181,578 MALAYSIA GOVERNMENT BOND..................... 3.835 8/12/2015 NR 354,438 373,693 MALAYSIA GOVERNMENT BOND..................... 5.094 4/30/2014 NR 2,250,245 2,293,996 MALAYSIAN GOVERNMENT.............................. 4.378 11/29/2019 NR 8,015,674 8,590,534 MANITOWOC CO INC/THE.................................. 8.500 11/1/2020 B+ 371,869 400,313 MANITOWOC CO INC/THE.................................. 9.500 2/15/2018 B+ 2,386,295 2,579,844 MARATHON OIL CORP......................................... 5.900 3/15/2018 BBB+ 8,616,424 10,553,108 MARATHON OIL CORP......................................... 6.000 10/1/2017 BBB+ 4,966,600 5,724,104 MARATHON OIL CORP......................................... 6.600 10/1/2037 BBB+ 4,262,832 6,151,852 MARCUS CORP SER A SR TR A.......................... 5.890 4/17/2018 NR 15,000,000 14,808,000 MARCUS CORPORATION SER D........................ 7.930 4/1/2012 NR 3,000,000 3,054,330 MARFRIG OVERSEAS LTD 144A......................... 9.625 11/16/2016 B+ 1,045,013 1,022,924 MARKWEST ENERGY PARTNERS LP /.............. 8.750 4/15/2018 BB 959,745 1,008,250 MARS INC SER B SR NT....................................... 6.470 10/6/2018 NR 8,000,000 9,378,160 MARS INC SER E SR NT....................................... 6.720 10/6/2023 NR 12,000,000 14,413,560 MASCO CORP......................................................... 5.850 3/15/2017 BBB 36,000 44,774 MASCO CORP......................................................... 6.500 8/15/2032 BBB 619,394 842,625 MASCO CORP......................................................... 7.750 8/1/2029 BBB 80,850 109,262 MASONITE INTERNATIONAL CORP.................. 8.250 4/15/2021 B+ 1,845,000 1,833,469 MASTR ADJUSTABLE RATE MO 2 5A1............. VARIABLE RATE 3/25/2035 BBB- 535,033 557,491 MASTR RESECURITIATION 2008-4..................... VARIABLE RATE 6/27/2036 CCC 3,852,000 3,509,338 MCCLATCHY CO/THE.......................................... 11.500 2/15/2017 B 1,527,936 1,514,063 MCDONNELL DOUGLAS CORP........................... 9.750 4/1/2012 A 5,813,150 5,328,050 MEDASSETS INC................................................... 8.000 11/15/2018 B- 2,535,838 2,475,000 MEDIACOM BROADBAND LLC / MEDIA.......... 8.500 10/15/2015 B- 1,884,176 1,921,875 MEDIACOM LLC / MEDIACOM CAPITA............ 9.125 8/15/2019 B- 1,374,772 1,397,875 MEG ENERGY CORP............................................. 6.500 3/15/2021 BB 1,250,000 1,256,250 MEGA ADVANCE INVESTMENTS LTD.............. 5.000 5/12/2021 A- 203,176 201,888 MELLON FUNDING CORP.................................... 5.200 5/15/2014 AA- 4,988,400 5,460,234 MEMC ELECTRONIC MATERIALS INC.............. 7.750 4/1/2019 BB 1,150,000 1,135,625 MERCER INTERNATIONAL INC.......................... 9.500 12/1/2017 B 1,090,438 1,152,938 MERCK & CO INC.................................................. 5.850 6/30/2039 AA 1,996,040 2,197,514 MERITOR INC......................................................... 8.125 9/15/2015 CCC+ 1,416,750 1,537,688 - 76 - 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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schedule of investments fiscal year 2011 - State of Wisconsin ...

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