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 PORTUGAL (REPUBLIC OF)................................. 4.100 4/15/2037 BBB- 102,199 77,278 PORTUGAL (REPUBLIC OF)................................. 4.350 10/16/2017 BBB- 2,383,764 1,413,604 PORTUGAL OBRIGACOES DO............................. 3.850 4/15/2021 BBB- 926,770 793,920 PORTUGAL OBRIGACOES DO TESOURO.......... 4.950 10/25/2023 BBB- 1,171,378 1,096,452 PORTUGAL REP BDS............................................ 5.450 9/23/2013 BBB- 4,328,543 3,750,087 PORTUGAL TELECOM INTERNATIONAL......... 5.000 11/4/2019 BBB- 674,547 637,934 PORTUGAL(REPUBLIC OF).................................. 4.450 6/15/2018 BBB- 6,344,394 4,647,723 PORTUGAL(REPUBLIC OF).................................. 4.750 6/14/2019 BBB- 8,661,139 5,447,495 PPG INDUSTRIES INC........................................... 3.600 11/15/2020 BBB+ 4,771,230 4,822,743 PPG INDUSTRIES INC........................................... 5.500 11/15/2040 BBB+ 1,736,770 1,708,044 PPG INDUSTRIES INC........................................... 5.750 3/15/2013 BBB+ 29,506,179 30,291,810 PQ CORP 2ND LIEN TL......................................... ZERO COUPON 7/30/2015 B- 2,820,000 2,936,940 PRAXAIR INC......................................................... 5.250 11/15/2014 A 4,988,400 5,615,728 PRECISION DRILLING CORP............................... 6.625 11/15/2020 BB+ 2,000,000 2,025,000 PREGIS CORP......................................................... 12.375 10/15/2013 CCC 493,250 495,625 PROCTER & GAMBLE CO/THE........................... 1.375 8/1/2012 AA- 9,992,700 10,100,534 PROCTER & GAMBLE INTERNATIONAL.......... 1.350 8/26/2011 AA- 9,992,600 10,013,800 PRODUCTION RESOURCE GROUP INC............. 8.875 5/1/2019 B- 1,000,000 992,500 PROVIDENT FUNDING ASSOCIATES L.............. 10.125 2/15/2019 B 655,781 659,750 PROVIDENT FUNDING ASSOCIATES L.............. 10.250 4/15/2017 BB 700,000 766,500 PROVINCE OF ONTARIO CANADA.................... 2.625 1/20/2012 AA- 4,997,150 5,060,950 PROVINCE OF ONTARIO CANADA.................... 4.950 6/1/2012 AA- 4,996,000 5,206,775 PROVINCE OF ONTARIO CANADA.................... 5.000 10/18/2011 AA- 9,975,500 10,134,600 PT BUMI (10/06) TL................................................ ZERO COUPON 8/7/2013 NR 1,096,649 1,166,424 PULTE GROUP INC................................................ 6.000 2/15/2035 BB- 1,662,616 1,458,600 PULTE GROUP INC................................................ 6.375 5/15/2033 BB- 1,988,196 1,860,375 QUAD GRAPHICS INC 06-1 TR D......................... 5.980 4/14/2026 NR 2,406,608 2,369,620 QUAD/GRAPHICS 01-1 TRANCHE A................... 7.460 4/10/2016 NR 2,025,000 2,061,045 QUAD/GRAPHICS 01-1 TRANCHE C................... 7.810 4/10/2021 NR 9,500,000 9,534,390 QUAD/GRAPHICS INC QUAD/TECH................... 5.980 1/30/2026 NR 2,411,338 2,380,235 QUEBECOR MEDIA INC....................................... 7.750 3/15/2016 B+ 980,000 1,033,750 QUEENSLAND TREASURY CORP....................... 6.250 2/21/2020 AA+ 1,984,929 2,375,954 QUICKSILVER RESOURCES INC......................... 8.250 8/1/2015 B 468,043 500,531 QUICKSILVER RESOURCES INC......................... 11.750 1/1/2016 B 120,896 143,125 QUIKSILVER INC................................................... 6.875 4/15/2015 CCC+ 896,000 1,094,063 QVC INC.................................................................. 7.125 4/15/2017 BB+ 1,050,000 1,102,500 QVC INC.................................................................. 7.500 10/1/2019 BB+ 1,002,500 1,060,000 QWEST CAP FDG INC NT..................................... 7.750 2/15/2031 BB 5,510,294 5,961,175 QWEST CORP......................................................... 6.875 9/15/2033 BBB- 2,979,631 3,075,657 QWEST CORP......................................................... 7.200 11/10/2026 BBB- 760,500 882,072 QWEST CORP......................................................... 7.500 6/15/2023 BBB- 196,500 198,158 RADIATION THERAPY SERVICES INC.............. 9.875 4/15/2017 CCC+ 1,495,200 1,473,156 RADIO ONE INC..................................................... 15.500 5/24/2016 CCC 1,578,743 1,638,757 RADIOSHACK CORP............................................. 6.750 5/15/2019 BB 1,218,512 1,179,063 RADNOR HLDGS CORP SR NT............................ 11.000 3/15/2010 NR 612,625 68 RALCORP HOLDINGS INC................................... 7.290 8/15/2018 NR 10,000,000 11,499,200 RALCORP HOLDINGS SR SER 09A..................... 7.450 5/28/2019 NR 9,000,000 10,461,600 RAYTHEON CO...................................................... 4.400 2/15/2020 A- 3,181,280 3,250,729 RBS GLOBAL INC / REXNORD LLC.................... 8.500 5/1/2018 B- 3,679,656 3,881,719 REED ELSEVIER CAPITAL INC........................... 7.750 1/15/2014 BBB+ 7,124,103 7,142,633 REGAL CINEMAS CORP....................................... 8.625 7/15/2019 B- 1,245,000 1,260,000 REGAL ENTERTAINMENT GROUP..................... 9.125 8/15/2018 B- 261,250 258,750 REGENCY ENERGY PARTNERS LP / R.............. 6.500 7/15/2021 BB- 2,725,000 2,759,063 REGENCY ENERGY PARTNERS LP / R.............. 6.875 12/1/2018 BB- 775,000 802,125 REGIONS BANK/BIRMINGHAM AL.................... 3.250 12/9/2011 AAA 94,911,650 96,287,250 REICHHOLD INDS INC SR NT 144A.................... 9.000 8/15/2014 CCC+ 1,937,213 1,830,900 REPUBLIC OF ARGENTINA................................. VARIABLE RATE 4/30/2013 B 2,029,132 935,524 REPUBLIC OF AUSTRIA....................................... 3.400 10/20/2014 AAA 12,462,628 13,519,340 REPUBLIC OF CHILE............................................. 3.875 8/5/2020 A+ 1,367,325 1,321,884 REPUBLIC OF EL SALVADOR............................. 7.375 12/1/2019 BB- 2,308,000 2,200,000 - 81 - STATE OF WISCONSIN INVESTMENT BOARD
FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE REPUBLIC OF GHANA.......................................... 8.500 10/4/2017 B 453,136 467,723 REPUBLIC OF INDONESIA................................... 4.875 5/5/2021 BB+ 2,259,842 2,354,625 REPUBLIC OF IRAQ............................................... 5.800 1/15/2028 NR 7,364,813 7,216,390 REPUBLIC OF ITALY............................................. 2.125 9/16/2013 NR 9,974,000 10,085,334 REPUBLIC OF ITALY............................................. 2.125 10/5/2012 NR 9,985,300 10,102,747 REPUBLIC OF ITALY............................................. 3.125 1/26/2015 NR 6,977,040 7,125,861 REPUBLIC OF LITHUANIA................................... 6.750 1/15/2015 BBB 5,990,511 6,389,164 REPUBLIC OF LITHUANIA................................... 7.375 2/11/2020 BBB 4,003,818 4,485,000 REPUBLIC OF PHILIPPINES................................. 5.500 3/30/2026 BB 801,930 825,731 REPUBLIC OF PHILIPPINES................................. 6.375 10/23/2034 BB 9,759,363 10,398,867 REPUBLIC OF POLAND........................................ 6.375 7/15/2019 A- 6,523,771 6,951,205 REPUBLIC OF SOUTH AFRICA............................ 5.500 3/9/2020 BBB+ 1,635,503 1,678,080 REPUBLIC OF URUGUAY BDS............................ 8.000 11/18/2022 BB+ 3,460,727 4,024,340 RESIDENTIAL CAPITAL LLC............................... 9.625 5/15/2015 B- 115,200 119,100 REYNOLDS GROUP ISSUER INC / RE................ 8.250 2/15/2021 B- 2,900,000 2,711,500 REYNOLDS GROUP ISSUER INC / RE................ 8.750 5/15/2018 B- 2,377,719 2,333,438 REYNOLDS GROUP ISSUER INC / RE................ 9.000 4/15/2019 B- 2,523,031 2,394,688 RIO TINTO ALCAN INC......................................... 4.500 5/15/2013 A- 4,275,000 5,293,620 RIO TINTO ALCAN INC......................................... 5.750 6/1/2035 A- 2,874,525 3,238,320 RIO TINTO ALCAN INC......................................... 6.125 12/15/2033 A- 1,815,000 3,285,898 RIO TINTO FINANCE USA LTD............................ 6.500 7/15/2018 A- 4,956,550 5,844,295 RIO TINTO FINANCE USA LTD............................ 8.950 5/1/2014 A- 16,547,019 16,454,351 ROCHE HOLDINGS INC........................................ 5.000 3/1/2014 AA- 2,412,739 2,436,891 ROYAL BANK OF SCOTLAND PLC/THE............ 4.375 3/16/2016 A+ 2,195,710 2,215,545 ROYAL BANK OF SCOTLAND PLC/THE............ 6.125 1/11/2021 A+ 6,500,923 6,698,552 ROYAL BK OF SCOTLAND GROUP PLC............ 5.250 5/15/2013 A 4,852,624 4,771,004 RR DONNELLEY & SONS CO.............................. 7.250 5/15/2018 BB+ 1,535,000 1,535,000 RSC EQUIPMENT RENTAL INC/RSC H.............. 8.250 2/1/2021 B- 4,141,563 3,980,000 RSC EQUIPMENT RENTAL INC/RSC H.............. 10.000 7/15/2017 BB- 457,938 473,875 RUSSIA FOREIGN BOND...................................... 3.625 4/29/2015 BBB 1,247,907 1,322,740 RUSSIA FOREIGN BOND...................................... 5.000 4/29/2020 BBB 894,267 929,673 RUSSIAN FOREIGN BOND - EUROBON............. STEPPED RATE 3/31/2030 BBB 32,580,702 34,242,333 SABINE PASS LNG LP........................................... 7.250 11/30/2013 B+ 587,344 691,875 SABINE PASS LNG LP........................................... 7.500 11/30/2016 B+ 1,078,875 1,230,000 SAFEWAY INC....................................................... 5.000 8/15/2019 BBB 10,161,600 10,434,659 SAFEWAY INC....................................................... 6.250 3/15/2014 BBB 3,717,228 3,956,098 SAN DIEGO CNTY CALIF WTR AUTH................ 6.138 5/1/2049 AA+ 3,894,214 4,112,649 SANDRIDGE ENERGY INC................................... 7.500 3/15/2021 B 800,000 810,000 SANDRIDGE ENERGY INC................................... 8.000 6/1/2018 B 2,960,950 3,476,160 SANDRIDGE ENERGY INC................................... 8.750 1/15/2020 B 1,505,145 1,597,500 SANMINA-SCI CORP............................................. 7.000 5/15/2019 B 984,063 945,000 SANMINA-SCI CORP............................................. 8.125 3/1/2016 B- 997,500 1,038,750 SAPPI PAPIER HOLDING GMBH.......................... 6.625 4/15/2021 BB 1,500,000 1,458,750 SARA LEE CORP.................................................... 2.750 9/15/2015 BBB 4,975,000 4,998,564 SARA LEE CORP.................................................... 3.875 6/15/2013 BBB 9,503,900 10,423,690 SARA LEE CORP.................................................... 4.100 9/15/2020 BBB 9,958,800 9,442,067 SARA LEE CORP.................................................... 6.125 11/1/2032 BBB 4,084,834 3,754,195 SAVIENT PHARMACEUTICALS INC................... 4.750 2/1/2018 NR 25,000 24,906 SAXON ASSET SECURITIES TR 3 M2................. VARIABLE RATE 12/26/2034 A+ 373,094 469,427 SBA TELECOMMUNICATIONS INC.................... 8.250 8/15/2019 B+ 495,760 535,000 SBARRO INC.......................................................... 10.375 2/1/2015 D 720,125 175,000 SCF CAPITAL LTD................................................. 5.375 10/27/2017 NR 402,500 400,520 SCHREIBER FOODS INC SER A........................... 2.970 11/10/2015 NR 2,000,000 1,982,400 SCIENTIFIC GAMES INTERNATIONAL.............. 9.250 6/15/2019 BB- 415,000 431,500 SEAGATE HDD CAYMAN.................................... 7.750 12/15/2018 BB+ 1,350,000 1,417,500 SEALY MATTRESS CO......................................... 8.250 6/15/2014 CCC+ 1,002,000 1,002,500 SEARS HOLDINGS CORP...................................... 6.625 10/15/2018 BB 1,450,000 1,344,875 SECURITY HEALTH PLAN WISCONSIN............. 7.270 4/28/2019 NR 5,552,160 6,029,701 SENSATA TECHNOLOGIES BV........................... 6.500 5/15/2019 B 2,000,000 1,995,000 SEQUOIA MORTGAGE TRUST 2 1A1.................. VARIABLE RATE 6/20/2036 B- 332,291 341,569 - 82 - 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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