schedule of investments fiscal year 2011 - State of Wisconsin ...
schedule of investments fiscal year 2011 - State of Wisconsin ...
schedule of investments fiscal year 2011 - State of Wisconsin ...
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FIXED INCOME<br />
CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong><br />
NAME COUPON RATE MATURITY RATING COST FAIR VALUE<br />
REPUBLIC OF GHANA.......................................... 8.500 10/4/2017 B 453,136 467,723<br />
REPUBLIC OF INDONESIA................................... 4.875 5/5/2021 BB+ 2,259,842 2,354,625<br />
REPUBLIC OF IRAQ............................................... 5.800 1/15/2028 NR 7,364,813 7,216,390<br />
REPUBLIC OF ITALY............................................. 2.125 9/16/2013 NR 9,974,000 10,085,334<br />
REPUBLIC OF ITALY............................................. 2.125 10/5/2012 NR 9,985,300 10,102,747<br />
REPUBLIC OF ITALY............................................. 3.125 1/26/2015 NR 6,977,040 7,125,861<br />
REPUBLIC OF LITHUANIA................................... 6.750 1/15/2015 BBB 5,990,511 6,389,164<br />
REPUBLIC OF LITHUANIA................................... 7.375 2/11/2020 BBB 4,003,818 4,485,000<br />
REPUBLIC OF PHILIPPINES................................. 5.500 3/30/2026 BB 801,930 825,731<br />
REPUBLIC OF PHILIPPINES................................. 6.375 10/23/2034 BB 9,759,363 10,398,867<br />
REPUBLIC OF POLAND........................................ 6.375 7/15/2019 A- 6,523,771 6,951,205<br />
REPUBLIC OF SOUTH AFRICA............................ 5.500 3/9/2020 BBB+ 1,635,503 1,678,080<br />
REPUBLIC OF URUGUAY BDS............................ 8.000 11/18/2022 BB+ 3,460,727 4,024,340<br />
RESIDENTIAL CAPITAL LLC............................... 9.625 5/15/2015 B- 115,200 119,100<br />
REYNOLDS GROUP ISSUER INC / RE................ 8.250 2/15/2021 B- 2,900,000 2,711,500<br />
REYNOLDS GROUP ISSUER INC / RE................ 8.750 5/15/2018 B- 2,377,719 2,333,438<br />
REYNOLDS GROUP ISSUER INC / RE................ 9.000 4/15/2019 B- 2,523,031 2,394,688<br />
RIO TINTO ALCAN INC......................................... 4.500 5/15/2013 A- 4,275,000 5,293,620<br />
RIO TINTO ALCAN INC......................................... 5.750 6/1/2035 A- 2,874,525 3,238,320<br />
RIO TINTO ALCAN INC......................................... 6.125 12/15/2033 A- 1,815,000 3,285,898<br />
RIO TINTO FINANCE USA LTD............................ 6.500 7/15/2018 A- 4,956,550 5,844,295<br />
RIO TINTO FINANCE USA LTD............................ 8.950 5/1/2014 A- 16,547,019 16,454,351<br />
ROCHE HOLDINGS INC........................................ 5.000 3/1/2014 AA- 2,412,739 2,436,891<br />
ROYAL BANK OF SCOTLAND PLC/THE............ 4.375 3/16/2016 A+ 2,195,710 2,215,545<br />
ROYAL BANK OF SCOTLAND PLC/THE............ 6.125 1/11/2021 A+ 6,500,923 6,698,552<br />
ROYAL BK OF SCOTLAND GROUP PLC............ 5.250 5/15/2013 A 4,852,624 4,771,004<br />
RR DONNELLEY & SONS CO.............................. 7.250 5/15/2018 BB+ 1,535,000 1,535,000<br />
RSC EQUIPMENT RENTAL INC/RSC H.............. 8.250 2/1/2021 B- 4,141,563 3,980,000<br />
RSC EQUIPMENT RENTAL INC/RSC H.............. 10.000 7/15/2017 BB- 457,938 473,875<br />
RUSSIA FOREIGN BOND...................................... 3.625 4/29/2015 BBB 1,247,907 1,322,740<br />
RUSSIA FOREIGN BOND...................................... 5.000 4/29/2020 BBB 894,267 929,673<br />
RUSSIAN FOREIGN BOND - EUROBON............. STEPPED RATE 3/31/2030 BBB 32,580,702 34,242,333<br />
SABINE PASS LNG LP........................................... 7.250 11/30/2013 B+ 587,344 691,875<br />
SABINE PASS LNG LP........................................... 7.500 11/30/2016 B+ 1,078,875 1,230,000<br />
SAFEWAY INC....................................................... 5.000 8/15/2019 BBB 10,161,600 10,434,659<br />
SAFEWAY INC....................................................... 6.250 3/15/2014 BBB 3,717,228 3,956,098<br />
SAN DIEGO CNTY CALIF WTR AUTH................ 6.138 5/1/2049 AA+ 3,894,214 4,112,649<br />
SANDRIDGE ENERGY INC................................... 7.500 3/15/2021 B 800,000 810,000<br />
SANDRIDGE ENERGY INC................................... 8.000 6/1/2018 B 2,960,950 3,476,160<br />
SANDRIDGE ENERGY INC................................... 8.750 1/15/2020 B 1,505,145 1,597,500<br />
SANMINA-SCI CORP............................................. 7.000 5/15/2019 B 984,063 945,000<br />
SANMINA-SCI CORP............................................. 8.125 3/1/2016 B- 997,500 1,038,750<br />
SAPPI PAPIER HOLDING GMBH.......................... 6.625 4/15/2021 BB 1,500,000 1,458,750<br />
SARA LEE CORP.................................................... 2.750 9/15/2015 BBB 4,975,000 4,998,564<br />
SARA LEE CORP.................................................... 3.875 6/15/2013 BBB 9,503,900 10,423,690<br />
SARA LEE CORP.................................................... 4.100 9/15/2020 BBB 9,958,800 9,442,067<br />
SARA LEE CORP.................................................... 6.125 11/1/2032 BBB 4,084,834 3,754,195<br />
SAVIENT PHARMACEUTICALS INC................... 4.750 2/1/2018 NR 25,000 24,906<br />
SAXON ASSET SECURITIES TR 3 M2................. VARIABLE RATE 12/26/2034 A+ 373,094 469,427<br />
SBA TELECOMMUNICATIONS INC.................... 8.250 8/15/2019 B+ 495,760 535,000<br />
SBARRO INC.......................................................... 10.375 2/1/2015 D 720,125 175,000<br />
SCF CAPITAL LTD................................................. 5.375 10/27/2017 NR 402,500 400,520<br />
SCHREIBER FOODS INC SER A........................... 2.970 11/10/2015 NR 2,000,000 1,982,400<br />
SCIENTIFIC GAMES INTERNATIONAL.............. 9.250 6/15/2019 BB- 415,000 431,500<br />
SEAGATE HDD CAYMAN.................................... 7.750 12/15/2018 BB+ 1,350,000 1,417,500<br />
SEALY MATTRESS CO......................................... 8.250 6/15/2014 CCC+ 1,002,000 1,002,500<br />
SEARS HOLDINGS CORP...................................... 6.625 10/15/2018 BB 1,450,000 1,344,875<br />
SECURITY HEALTH PLAN WISCONSIN............. 7.270 4/28/2019 NR 5,552,160 6,029,701<br />
SENSATA TECHNOLOGIES BV........................... 6.500 5/15/2019 B 2,000,000 1,995,000<br />
SEQUOIA MORTGAGE TRUST 2 1A1.................. VARIABLE RATE 6/20/2036 B- 332,291 341,569<br />
- 82 - STATE OF WISCONSIN INVESTMENT BOARD