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 MERITOR INC......................................................... 10.625 3/15/2018 CCC+ 1,862,456 2,132,750 MERRILL CORP HYBRID TL................................ ZERO COUPON 11/15/2013 CCC- 2,037,756 2,101,722 MERRILL LYNCH & CO INC................................ 5.770 7/25/2011 A 4,999,800 4,998,700 MERRILL LYNCH & CO INC................................ 6.050 8/15/2012 A 2,496,500 2,634,321 MERRILL LYNCH & CO INC................................ 6.050 6/1/2034 A 845,514 875,079 MERRILL LYNCH & CO INC................................ 6.875 4/25/2018 A 47,787,015 50,056,917 METINVEST BV..................................................... 8.750 2/14/2018 NR 553,830 580,635 METROPCS WIRELESS INC................................. 6.625 11/15/2020 B 725,000 717,750 METROPCS WIRELESS INC................................. 7.875 9/1/2018 B 794,216 847,000 MEX BONOS DESARR FIX RT............................. 6.000 6/18/2015 A 1,009,107 1,056,627 MEX BONOS DESARR FIX RT............................. 8.500 5/31/2029 A 9,009,745 9,451,602 MEXICAN BONOS................................................. 7.500 6/3/2027 A 1,876,732 1,816,449 MEXICAN BONOS................................................. 8.000 12/7/2023 A 6,188,016 7,641,267 MEXICAN BONOS................................................. 8.000 6/11/2020 A 10,376,259 10,745,972 MEXICAN BONOS................................................. 8.500 12/13/2018 A 21,204,778 21,755,385 MEXICAN BONOS................................................. 8.500 11/18/2038 A 7,845,305 7,701,924 MEXICAN BONOS................................................. 10.000 12/5/2024 A 726,203 714,611 MEXICO (UNITED MEXICAN STATES).............. 5.625 1/15/2017 NR 3,439,513 3,470,871 MEXICO (UNITED MEXICAN STATES).............. 5.950 3/19/2019 NR 11,940,579 13,047,075 MEXICO (UNITED MEXICAN STATES).............. 8.500 5/31/2029 A 2,994,833 3,007,541 MEXICO GOVERNMENT INTERNATIONA........ 5.125 1/15/2020 BBB 5,100,500 5,390,000 MEXICO GOVERNMENT INTERNATIONA........ 5.125 1/15/2020 BBB 1,214,358 1,308,960 MEXICO GOVERNMENT INTERNATIONA........ 5.875 2/17/2014 BBB 7,169,200 7,770,000 MEXICO GOVERNMENT INTERNATIONA........ 8.000 9/24/2022 BBB 1,117,153 1,107,015 MEXICO(UNITED MEXICAN STATES)............... 6.050 1/11/2040 BBB 18,611,406 19,045,600 MGM RESORTS INTERNATIONAL..................... 5.875 2/27/2014 CCC+ 886,750 937,219 MGM RESORTS INTERNATIONAL..................... 6.625 7/15/2015 CCC+ 876,550 881,250 MGM RESORTS INTERNATIONAL..................... 6.875 4/1/2016 CCC+ 1,460,150 1,490,625 MGM RESORTS INTERNATIONAL..................... 7.500 6/1/2016 CCC+ 928,363 935,750 MGM RESORTS INTERNATIONAL..................... 7.625 1/15/2017 CCC+ 2,889,856 2,950,063 MGM RESORTS INTERNATIONAL..................... 9.000 3/15/2020 B 625,000 684,375 MGM RESORTS INTERNATIONAL..................... 10.000 11/1/2016 CCC+ 689,770 742,000 MGM RESORTS INTERNATIONAL..................... 11.125 11/15/2017 B 535,392 628,375 MHP SA................................................................... 10.250 4/29/2015 NR 214,000 214,740 MICHAEL FOODS (2/11) TLB............................... ZERO COUPON 2/25/2018 NR 997,500 996,612 MICHAEL FOODS INC........................................... 9.750 7/15/2018 CCC+ 511,250 535,000 MICHAELS STORES INC....................................... 7.750 11/1/2018 CCC 198,524 200,500 MICHAELS STORES INC....................................... 11.375 11/1/2016 CCC 1,273,863 1,331,250 MIDWEST GENERATION LLC............................. 8.560 1/2/2016 B+ 297,229 333,032 MIE HOLDINGS CORP........................................... 9.750 5/12/2016 B+ 501,000 493,485 MINERVA OVERSEAS II LTD............................... 10.875 11/15/2019 B 193,120 203,269 MINERVA OVERSEAS II LTD............................... 10.875 11/15/2019 B 110,125 109,875 MIRABELA NICKEL LTD...................................... 8.750 4/15/2018 B- 1,574,932 1,543,245 MIRANT AMERICAS ESC GEN INC.................... 7.625 5/1/2006 NR 0 0 MOBIL CORP 1996-A............................................. 6.970 7/2/2017 AAA 5,322,914 5,900,610 MOMENTIVE PERFORMANCE MATERIAL....... 9.000 1/15/2021 CCC 1,502,531 1,504,500 MOMENTIVE PERFORMANCE MATERIAL....... 11.500 12/1/2016 CCC 935,656 931,875 MORGAN STANLEY.............................................. 3.800 4/29/2016 A 4,995,050 4,965,663 MORGAN STANLEY.............................................. 4.100 1/26/2015 A 11,439,678 11,765,605 MORGAN STANLEY.............................................. 4.200 11/20/2014 A 1,499,400 1,550,585 MORGAN STANLEY.............................................. 5.375 10/15/2015 A 5,197,104 5,317,474 MORGAN STANLEY.............................................. 5.450 1/9/2017 A 4,797,450 5,240,697 MORGAN STANLEY.............................................. 5.500 7/24/2020 A 3,011,831 3,045,195 MORGAN STANLEY.............................................. 5.625 9/23/2019 A 9,647,100 10,241,630 MORGAN STANLEY.............................................. 6.000 4/28/2015 A 18,350,150 19,558,810 MORGAN STANLEY.............................................. 6.625 4/1/2018 A 5,215,400 5,487,717 MORGAN STANLEY.............................................. 7.625 3/3/2016 A 2,123,672 2,289,862 MORGAN STANLEY MORTGA 15AR 2A1.......... VARIABLE RATE 11/25/2037 CCC 678,377 795,442 MOTOROLA SOLUTIONS INC.............................. 6.000 11/15/2017 BBB 5,460,414 5,645,241 MRIYA AGRO HOLDING PLC.............................. 10.950 3/30/2016 B 409,890 412,956 - 77 - STATE OF WISCONSIN INVESTMENT BOARD
FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE MUELLER WATER PRODUCTS INC................... 7.375 6/1/2017 CCC+ 985,000 940,000 MULTIPLAN INC.................................................... 9.875 9/1/2018 CCC+ 768,630 796,875 MUNICIPAL ELEC AUTH GA............................... 6.637 4/1/2057 A+ 2,423,992 2,319,957 MUNICIPAL ELEC AUTH GA............................... 6.655 4/1/2057 A+ 1,522,250 1,437,709 MYLAN INC/PA...................................................... 6.000 11/15/2018 BB 2,461,250 2,540,625 MYRIAD INTERNATIONAL HOLD REGS........... 6.375 7/28/2017 NR 214,000 216,000 MYRIAD INTERNATIONAL HOLDING B............ 6.375 7/28/2017 NR 565,000 610,200 NATIONAL GUARDIAN LIFE............................... 9.320 12/15/2020 NR 21,000,000 23,330,160 NATIONAL GUARDIAN LIFE INS CO.................. 8.290 9/15/2023 NR 12,750,000 13,418,738 NATIONAL RURAL UTILITIES COOPE............... 3.050 3/1/2016 A+ 4,990,250 5,123,255 NATIONAL RURAL UTILITIES COOPE............... 5.500 7/1/2013 A+ 9,984,400 10,886,019 NATIONAL RURAL UTILITIES COOPE............... 10.375 11/1/2018 A+ 27,175,383 28,403,711 NATIONAL RURAL UTILS.................................... 6.550 11/1/2018 A+ 5,389,555 5,816,250 NATIONWIDE BLDG SOCIETY............................ 2.500 8/17/2012 AAA 5,496,040 5,612,096 NATIONWIDE BLDG SOCIETY............................ 3.750 1/20/2015 A+ 1,229,164 1,207,651 NBTY INC............................................................... 9.000 10/1/2018 B 1,059,563 1,107,750 NEDER WATERSCHAPSBANK............................ 3.000 3/17/2015 AAA 3,591,540 3,752,248 NEEDLE MERGER SUB CORP............................. 8.125 3/15/2019 CCC+ 2,003,743 2,015,000 NEIMAN MARCUS GROUP INC/THE.................. 10.375 10/15/2015 B- 541,616 577,500 NELL AF SARL F ESCROW................................... 8.375 8/15/2015 NR 0 0 NETHERLANDS GOVERNMENT......................... 3.500 7/15/2020 NR 21,026,922 22,791,383 NETHERLANDS GOVERNMENT......................... 4.500 7/15/2017 NR 12,468,402 12,672,740 NETHERLANDS GOVERNMENT BOND............. 2.750 1/15/2015 NR 15,285,165 16,254,597 NETHERLANDS GOVERNMENT BOND............. 3.750 1/15/2042 NR 692,973 722,093 NETHERLANDS GOVERNMENT BOND............. 4.000 7/15/2019 NR 770,015 769,667 NETHERLANDS GOVERNMENT BOND............. 4.000 1/15/2037 NR 6,760,921 7,387,458 NEW ALBERTSONS INC....................................... 6.625 6/1/2028 B 1,068,018 992,325 NEW ALBERTSONS INC....................................... 7.450 8/1/2029 B 1,693,366 1,588,800 NEW ALBERTSONS INC....................................... 8.000 5/1/2031 B 1,630,472 1,606,963 NEW ALBERTSONS INC....................................... 8.700 5/1/2030 B 149,844 158,375 NEW JERSEY ST TPK AUTH TPK REV............... 7.102 1/1/2041 A+ 13,000,000 15,115,880 NEW S WALES TREASURY CRP......................... 6.000 4/1/2016 AAA 13,394,451 14,842,075 NEW STH WALES TSY BDS................................. 5.500 8/1/2014 AAA 15,690,851 21,712,089 NEW YORK N Y CITY MUN WTR FIN................ 5.440 6/15/2043 AA+ 7,975,673 7,941,732 NEW ZEALAND GOVERNMENT......................... 5.500 4/15/2023 AAA 695,136 699,454 NEW ZEALAND GOVERNMENT......................... 6.000 5/15/2021 AAA 1,730,040 2,093,875 NEW ZEALAND GOVT.......................................... 6.000 4/15/2015 AAA 886,242 1,166,719 NEWMARKET CORP............................................. 7.125 12/15/2016 BB+ 425,000 443,063 NEWPAGE CORP................................................... 11.375 12/31/2014 CCC+ 741,558 755,325 NEXSTAR BROADCASTING INC / MIS............... 8.875 4/15/2017 B 1,254,189 1,315,625 NEXTEL COMMUNICATIONS INC...................... 7.375 8/1/2015 BB- 1,801,725 2,200,000 NFR ENERGY LLC/NFR ENERGY FINA.............. 9.750 2/15/2017 B- 690,640 679,000 NFR ENERGY LLC/NFR ENERGY FINA.............. 9.750 2/15/2017 B- 148,131 145,500 NGC CORP CAPITAL TRUST I.............................. 8.316 6/1/2027 C 1,372,750 565,500 NGC CORP SR DEB................................................ 7.625 10/15/2026 CC 2,292,256 1,636,875 NGC CORP SR DEBS............................................. 7.125 5/15/2018 CC 1,761,645 1,449,000 NIELSEN FINANCE LLC / NIELSEN.................... 7.750 10/15/2018 B+ 3,462,364 3,543,750 NIELSEN FINANCE LLC / NIELSEN.................... 11.500 5/1/2016 B+ 708,500 760,500 NIGERIA CENTRAL BK C/WTS............................ VARIABLE RATE N/A NR 0 0 NII CAPITAL CORP................................................ 7.625 4/1/2021 B+ 1,050,000 1,097,250 NISKA GAS STORAGE US LLC/NISKA............... 8.875 3/15/2018 BB- 1,275,000 1,338,750 NOKIA OYJ............................................................. 5.375 5/15/2019 BBB+ 3,134,520 2,882,190 NORCRAFT COS LP/NORCRAFT FINAN............ 10.500 12/15/2015 B 843,923 837,375 NORCRAFT COS LP/NORCRAFT FINAN............ 10.500 12/15/2015 B 468,000 456,750 NORDIC INVESTMENT BANK............................. 5.150 7/26/2017 AAA 3,790,550 4,200,155 NORDSTROM INC................................................. 6.250 1/15/2018 A- 4,164,600 4,622,040 NORDSTROM INC................................................. 6.750 6/1/2014 A- 4,853,118 5,035,316 NORFOLK SOUTHERN CORP.............................. 5.257 9/17/2014 BBB+ 10,147,100 11,076,453 NORFOLK SOUTHERN CORP.............................. 5.750 4/1/2018 BBB+ 6,253,205 7,004,766 NORFOLK SOUTHERN CORP.............................. 5.750 1/15/2016 BBB+ 1,991,140 2,265,611 - 78 - 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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