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 NORFOLK SOUTHERN CORP.............................. 6.000 3/15/2105 BBB+ 5,110,950 4,903,346 NORFOLK SOUTHERN CORP.............................. 7.050 5/1/2037 BBB+ 125,010 120,634 NORTHERN STATES POWER CO/MN................. 6.250 6/1/2036 A 4,982,450 5,737,568 NORTHERN TELECOM CAP CORP..................... 7.875 6/15/2026 NR 1,328,785 1,106,075 NORTHROP GRUMMAN CORP........................... 1.850 11/15/2015 BBB 6,990,970 6,839,119 NORTHROP GRUMMAN CORP........................... 3.500 3/15/2021 BBB 4,983,400 4,720,057 NORWAY (KINGDOM OF).................................... 6.500 5/15/2013 AAA 8,389,233 8,245,749 NOTA DO TESOURO NACIONAL........................ 6.000 5/15/2013 NR 7,123,285 7,247,245 NOVATEK FINANCE LTD..................................... 6.604 2/3/2021 NR 750,000 783,750 NOVELIS INC/GA................................................... 8.375 12/15/2017 B 1,186,813 1,254,313 NRG ENERGY INC................................................. 7.625 5/15/2019 BB- 501,000 497,500 NRG ENERGY INC................................................. 7.875 5/15/2021 BB- 3,056,083 3,042,375 NRG ENERGY INC................................................. 8.250 9/1/2020 BB- 4,723,094 4,692,000 NRG ENERGY INC................................................. 8.500 6/15/2019 BB- 993,302 1,009,125 NRP OPERATING LLC SR NT............................... 8.380 3/25/2019 NR 10,000,000 11,950,100 NRP OPERATING LLC SR NT SER E................... 5.820 3/28/2024 NR 5,200,000 5,566,808 NRW.BANK............................................................. 2.500 2/19/2014 AA- 3,292,410 3,388,173 NSTAR ELECTRIC CO........................................... 5.625 11/15/2017 A+ 7,965,040 9,131,429 NUVEEN INVESTMENTS 12/10........................... ZERO COUPON 5/13/2017 NR 505,836 538,393 NUVEEN INVESTMENTS INC.............................. 10.500 11/15/2015 CCC 2,760,563 3,067,500 NXP BV / NXP FUNDING LLC.............................. 9.500 10/15/2015 CCC+ 583,188 636,000 NXP BV / NXP FUNDING LLC.............................. 9.750 8/1/2018 B- 968,063 1,036,000 OASIS PETROLEUM INC....................................... 7.250 2/1/2019 B- 2,575,159 2,530,875 OBRIG DO TES MEDIO PRAZO............................ 3.600 10/15/2014 BBB- 9,726,600 7,768,842 OBRIGACOES DO TESOURO............................... 4.800 6/15/2020 BBB- 29,031 21,949 ODEBRECHT DRILLING NORBE REGS............. 6.350 6/30/2021 NR 422,000 422,000 OFFSHORE GROUP INVESTMENTS LTD........... 11.500 8/1/2015 B- 586,942 614,438 OFFSHORE GROUP INVESTMENTS LTD........... 11.500 8/1/2015 B- 85,600 87,000 OGX PETROLEO E GAS PARTICIPACO.............. 8.500 6/1/2018 B 3,752,000 3,858,932 OIL STATES INTERNATIONAL INC.................... 6.500 6/1/2019 BB 1,000,000 1,005,000 OMNICARE INC..................................................... 7.750 6/1/2020 BB 750,000 795,938 ONO FINANCE II PLC............................................ 10.875 7/15/2019 CCC+ 548,325 564,450 ONTARIO (PROVINCE OF)................................... 6.250 6/16/2015 AA- 2,267,618 2,803,196 OPTION ONE MORTGAGE LOAN 1 2A2............. VARIABLE RATE 1/25/2037 B- 593,550 853,715 ORACLE CORP....................................................... 6.500 4/15/2038 A 1,378,791 1,575,842 OSHKOSH CORP.................................................... 8.250 3/1/2017 BB 1,000,000 1,072,500 OSHKOSH CORP.................................................... 8.500 3/1/2020 BB 1,000,000 1,082,500 OVERSEAS SHIPHOLDING GRP INC.................. 7.500 2/15/2024 B 4,000,000 3,360,000 PACIFIC BELL........................................................ 6.625 10/15/2034 A- 10,195,348 10,300,000 PAETEC HOLDING CORP..................................... 8.875 6/30/2017 B 1,512,236 1,575,000 PAKISTAN (REPUBLIC OF) REG S...................... 7.125 3/31/2016 B- 304,500 303,998 PAKISTAN(REPUBLIC OF)................................... 6.875 6/1/2017 B- 3,012,400 2,972,700 PANAMA (REP OF)................................................ 9.375 1/16/2023 BBB- 428,175 447,975 PANAMA (REPUBLIC OF)..................................... 7.125 1/29/2026 BBB- 877,050 961,350 PANAMA GOVERNMENT INTERNATIONA....... 7.250 3/15/2015 BBB- 1,587,600 1,649,200 PANAMA GOVERNMENT INTERNATIONA....... 8.125 4/28/2034 BBB- 727,500 808,674 PANAMA REP BDS................................................ 9.375 4/1/2029 BBB- 5,821,430 6,513,210 PANTRY INC/THE.................................................. 7.750 2/15/2014 B- 961,250 997,500 PARK CREEK VENTURE SENIOR....................... 8.000 5/22/2012 NR 23,700,000 23,752,630 PARKER DRILLING CO......................................... 9.125 4/1/2018 B+ 1,618,750 1,703,825 PARK-OHIO INDUSTRIES INC............................. 8.125 4/1/2021 CCC+ 825,000 825,000 PATTERSON COS SER A- A-1.............................. 4.630 3/25/2013 NR 3,000,000 3,108,180 PEMEX FINANCE LTD.......................................... 9.150 11/15/2018 A- 1,172,150 1,210,949 PEMEX PROJECT FDG.......................................... 6.375 8/5/2016 BBB 85,385 109,862 PEMEX PROJECT FDG MASTER TR................... 5.750 3/1/2018 BBB 1,541,482 1,680,648 PEMEX PROJECT FUNDING MASTER T............ 5.750 3/1/2018 BBB 1,389,875 1,667,700 PEMEX PROJECT FUNDING MASTER T............ 6.625 6/15/2035 BBB 2,605,553 2,525,250 PENERBANGAN MALAYSIA BHD...................... 5.625 3/15/2016 A- 609,719 670,041 PENN VIRGINIA RESOURCE PARTNER............. 8.250 4/15/2018 B 1,359,125 1,368,063 PENSKE AUTOMOTIVE GROUP INC.................. 7.750 12/15/2016 B- 965,000 1,020,000 - 79 - 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 PENTAIR INC SR NT SER D.................................. 5.870 5/17/2017 NR 10,000,000 10,834,200 PEPSIAMERICAS INC............................................ 4.375 2/15/2014 A 1,987,380 2,158,477 PEPSIAMERICAS INC............................................ 4.875 1/15/2015 A 15,506,409 17,784,442 PEPSIAMERICAS INC............................................ 5.750 7/31/2012 A 2,133,783 2,213,049 PERUVIAN GOVERNMENT INTERNATIO......... 5.625 11/18/2050 BBB- 6,058,332 5,937,750 PERUVIAN GOVERNMENT INTERNATIO......... 8.750 11/21/2033 BBB- 2,088,330 2,394,306 PERUVIAN GOVERNMENT INTERNATIO......... VARIABLE RATE 8/12/2037 BBB+ 7,664,222 7,708,334 PETCO ANIMAL SUPPLIES INC........................... 9.250 12/1/2018 CCC+ 575,000 610,938 PETRO CDA SR NT................................................ 4.000 7/15/2013 BBB+ 4,976,900 5,246,585 PETROBRAS INTERNATIONAL FINANC............ 5.375 1/27/2021 BBB- 5,059,911 5,190,527 PETRO-CANADA................................................... 6.050 5/15/2018 BBB+ 4,914,949 5,655,809 PETRO-CANADA................................................... 9.250 10/15/2021 BBB+ 5,797,600 6,785,428 PETROHAWK ENERGY CORP............................. 6.250 6/1/2019 B+ 800,000 782,000 PETROLEOS DE VENEZUELA SA....................... 4.900 10/28/2014 NR 1,103,507 1,383,548 PETROLEOS DE VENEZUELA SA....................... 5.250 4/12/2017 B+ 459,800 476,900 PETROLEOS DE VENEZUELA SA....................... 8.500 11/2/2017 B+ 8,413,812 8,699,078 PETROLEOS MEXICANOS................................... 6.500 6/2/2041 BBB 8,714,116 8,827,429 PETROLEOS MEXICANOS PEMEX..................... 5.500 1/21/2021 BBB 5,148,572 5,447,052 PETROLIAM NASIONAL BHD.............................. 7.625 10/15/2026 A- 278,831 296,589 PETRONAS CAPITAL BDS USD1000................... 7.875 5/22/2022 A- 5,362,678 5,626,208 PETRONAS CAPITAL LTD.................................... 5.250 8/12/2019 A- 1,508,875 1,645,934 PETRONAS CAPITAL LTD.................................... 5.250 8/12/2019 A- 450,412 448,068 PETROPLUS FINANCE LTD.................................. 6.750 5/1/2014 B 469,300 465,500 PETROPLUS FINANCE LTD.................................. 7.000 5/1/2017 B 1,164,375 1,081,000 PFIZER INC............................................................. 4.450 3/15/2012 AA 4,993,150 5,142,450 PFIZER INC............................................................. 4.650 3/1/2018 AA 3,362,550 3,211,149 PFIZER INC............................................................. 6.200 3/15/2019 AA 9,989,900 11,678,177 PHH CORP............................................................... 9.250 3/1/2016 BB+ 325,000 355,469 PHI INC.................................................................... 8.625 10/15/2018 B+ 550,000 574,750 PHILIPPINES (REPUBLIC OF) BDS...................... 4.000 1/15/2021 NR 814,012 799,719 PHILIPPINES (REPUBLIC OF) BDS...................... 7.500 9/25/2024 BB 3,519,348 3,808,525 PHILIPPINES (REPUBLIC OF) BDS...................... 7.750 1/14/2031 BB 7,253,860 8,630,223 PHILIPPINES (REPUBLIC OF) BDS...................... 9.375 1/18/2017 BB 6,508,773 7,192,091 PHILIPPINES (REPUBLIC OF) BDS...................... 9.500 2/2/2030 BB 464,783 462,965 PHILIPPINES (REPUBLIC OF) BDS...................... 9.875 1/15/2019 BB 441,834 547,498 PHILIPPINES (REPUBLIC OF) BDS...................... VARIABLE RATE 1/14/2036 BB 1,870,295 1,900,265 PHILIPPINES (REPUBLIC OF) BDS...................... VARIABLE RATE 1/15/2021 BB 451,640 456,906 PHILIPPINES (REPUBLIC OF) BDS...................... VARIABLE RATE 1/15/2021 BB 661,530 667,532 PINNACLE ENTERTAINMENT INC..................... 7.500 6/15/2015 B 1,676,719 1,745,013 PINNACLE ENTERTAINMENT INC..................... 8.625 8/1/2017 BB 2,557,198 2,764,906 PINNACLE ENTERTAINMENT INC..................... 8.750 5/15/2020 B 641,250 654,688 PINNACLE FOODS FINANCE LLC / P.................. 8.250 9/1/2017 CCC+ 1,996,250 2,075,000 PINNACLE FOODS FINANCE LLC / P.................. 9.250 4/1/2015 CCC+ 7,174,063 7,495,938 PINNACLE FOODS FINANCE LLC / P.................. 10.625 4/1/2017 CCC+ 212,500 266,563 PIONEER NATURAL RESOURCES CO................ 6.650 3/15/2017 BB+ 1,458,738 1,661,000 PIONEER NATURAL RESOURCES CO................ VARIABLE RATE 1/15/2028 BB+ 2,274,905 2,571,711 PLAINS EXPLORATION & PRODUCTIO............. 6.625 5/1/2021 BB- 274,813 275,000 PLAINS EXPLORATION & PRODUCTIO............. 7.000 3/15/2017 BB- 493,750 515,000 PLAINS EXPLORATION & PRODUCTIO............. 7.625 6/1/2018 BB- 504,875 577,500 PLAINS EXPLORATION & PRODUCTIO............. 7.625 4/1/2020 BB- 2,200,000 2,310,000 PLEXUS CORP........................................................ 5.200 6/15/2018 NR 11,000,000 11,262,020 POLAND (REPUBLIC OF)...................................... 4.750 4/25/2012 A 10,174,975 10,929,614 POLAND (REPUBLIC OF)...................................... 5.250 10/25/2017 A 11,032,814 10,614,691 POLAND GOVERNMENT BOND.......................... 5.250 10/25/2020 A 2,865,573 3,478,837 POLAND GOVERNMENT BOND.......................... 5.500 10/25/2019 A 10,817,379 12,949,404 POLAND GOVERNMENT BOND.......................... 5.500 4/25/2015 A 1,739,569 1,907,135 POLAND GOVERNMENT INTERNATIONA........ 5.125 4/21/2021 A- 1,377,406 1,412,103 POLAND GOVERNMENT INTL............................ 3.875 7/16/2015 A- 5,982,180 6,186,540 POLYMER GROUP INC......................................... 7.750 2/1/2019 B 3,022,500 3,007,500 PORTUGAL (REP OF)............................................ 4.375 6/16/2014 BBB- 260,050 224,350 - 80 - 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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