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

FIXED INCOME
CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011
NAME COUPON RATE MATURITY RATING COST FAIR VALUE
SERVICE CORP INTERNATIONAL/US................ 7.000 6/15/2017 BB- 962,500 1,077,500
SERVICE LITHO-PRINT INC SR........................... 12.000 2/12/2015 NR 3,672,258 3,672,258
SERVICEMASTER CO/THE.................................. 7.450 8/15/2027 B- 2,427,438 2,599,400
SERVICEMASTER CO/THE 144A......................... 10.750 7/15/2015 B- 1,119,625 1,160,500
SINCLAIR TELEVISION GROUP INC................... 8.375 10/15/2018 B 1,267,097 1,312,500
SINOCHEM OVERSEAS CAPITAL CO L............. 4.500 11/12/2020 BBB+ 761,866 746,890
SIRIUS XM RADIO INC......................................... 8.750 4/1/2015 BB- 2,543,973 2,756,250
SLM CORP.............................................................. 5.000 6/15/2018 BBB- 669,847 785,695
SLM CORP.............................................................. 5.625 8/1/2033 BBB- 510,350 567,600
SLM CORP.............................................................. 6.250 1/25/2016 BBB- 1,419,775 1,492,400
SLM CORP.............................................................. 8.450 6/15/2018 BBB- 5,691,475 7,079,585
SLM STUDENT LN TST......................................... VARIABLE RATE 12/15/2027 AAA 1,177,687 1,134,299
SLM STUDENT LN TST REG S BDS.................... VARIABLE RATE 12/15/2033 AAA 551,304 530,613
SMUCKER J M CO SR NT..................................... 5.550 4/1/2022 NR 8,000,000 8,818,560
SOCIETE DE FINANCEMENT REGS.................... 3.375 5/5/2014 AAA 3,984,520 4,226,420
SOCIETE FINANCEMENT DE L'ECONO............. 2.250 6/11/2012 AAA 9,969,500 10,165,100
SOFTBRANDS INC/ATLANTIS............................. 11.500 7/15/2018 NR 1,032,002 1,031,968
SOLO CUP CO......................................................... 8.500 2/15/2014 CCC 517,488 545,513
SOLUTIA INC.......................................................... 8.750 11/1/2017 BB- 465,750 488,250
SOUTH AFRICA (REP OF) NTS............................. 7.375 4/25/2012 BBB+ 2,762,510 2,665,958
SOUTH AFRICA GOVERNMENT......................... 6.250 3/8/2041 BBB+ 7,187,480 7,685,535
SOUTH AFRICA GOVERNMENT BOND............. 6.750 3/31/2021 NR 8,086,698 8,316,003
SOUTH AFRICA GOVERNMENT BOND............. 8.250 9/15/2017 NR 5,129,408 5,198,984
SOUTH AFRICA GOVERNMENT BOND............. 10.500 12/21/2026 A 13,220,673 13,681,763
SOUTH AFRICA GOVERNMENT INTERN.......... 5.875 5/30/2022 BBB+ 1,606,432 1,609,268
SOUTH AFRICA GOVERNMENT INTERN.......... 6.875 5/27/2019 BBB+ 379,870 377,835
SOUTH CAROLINA ELEC & GAS CO.................. 5.300 5/15/2033 A 4,990,350 4,924,582
SOUTHERN COPPER CORP.................................. 6.750 4/16/2040 BBB- 82,025 83,215
SOUTHWEST AIRLINES CO................................. 5.125 3/1/2017 BBB- 4,606,350 5,346,024
SOUTHWEST AIRLS CO 95-A CL A-3.................. 7.220 7/1/2013 A+ 3,520,229 3,725,679
SOUTHWEST AIRLS CO 96-A CL A1................... 7.670 1/2/2014 BBB 1,963,405 2,039,173
SOUTHWEST AIRLS CO P/T CTF......................... 6.260 9/24/2012 BBB 1,358,792 1,417,725
SPAIN (GOVT OF) BDS.......................................... 5.750 7/30/2032 AA 20,233,612 19,084,989
SPAIN (GOVT OF) BDS.......................................... 6.000 1/31/2029 AA 1,925,597 1,906,669
SPAIN (KINGDOM OF).......................................... 4.200 1/31/2037 AA 2,461,708 2,504,051
SPAIN (KINGDOM OF).......................................... 4.800 1/31/2024 AA 4,176,442 4,198,394
SPAIN (KINGDOM OF) BDS.................................. 4.900 7/30/2040 AA 489,005 496,023
SPAIN GOVERNMENT BOND.............................. 4.100 7/30/2018 AA 32,352,162 35,621,284
SPAIN GOVERNMENT BOND.............................. 4.700 7/30/2041 AA 1,120,786 1,152,119
SPAIN GOVERNMENT BOND.............................. 4.850 10/31/2020 NR 14,834,982 15,383,416
SPAIN GOVERNMENT BOND.............................. 5.500 4/30/2021 AA 6,939,845 7,163,620
SPAIN GOVERNMENT INTERNATIONAL.......... 2.000 9/17/2012 AA 9,964,900 10,068,700
SPAIN KINGDOM BDS.......................................... 6.150 1/31/2013 AA 6,147,596 6,036,711
SPECTRUM BRANDS (1/11) TLB......................... ZERO COUPON 6/17/2016 NR 866,712 879,984
SPECTRUM BRANDS HOLDINGS INC................ 9.500 6/15/2018 B 986,340 1,095,000
SPIRIT AEROSYSTEMS INC................................. 6.750 12/15/2020 BB- 2,200,000 2,233,000
SPRINGLEAF FINANCE CORP............................. 3.250 1/16/2013 B 1,237,410 1,506,079
SPRINGLEAF FINANCE CORP............................. 5.375 10/1/2012 B 1,949,875 2,089,500
SPRINGLEAF FINANCE CORP............................. 5.400 12/1/2015 B 1,252,919 1,230,675
SPRINGLEAF FINANCE CORP............................. 5.750 9/15/2016 B 571,200 606,900
SPRINGLEAF FINANCE CORP............................. 5.850 6/1/2013 B 2,068,536 2,251,500
SPRINGLEAF FINANCE CORP............................. 5.900 9/15/2012 B 662,250 700,000
SPRINGLEAF FINANCE CORP............................. 6.500 9/15/2017 B 771,750 806,625
SPRINGLEAF FINANCE CORP............................. 6.900 12/15/2017 B 404,750 458,750
SPRINT CAPITAL CORP........................................ 6.875 11/15/2028 BB- 1,778,608 2,112,925
SPRINT CAPITAL CORP........................................ 8.750 3/15/2032 BB- 2,204,406 2,814,500
SPRINT NEXTEL CORP......................................... 6.000 12/1/2016 BB- 5,243,750 5,992,500
SRI LANKA GOVERNMENT INTERNATI........... 6.250 10/4/2020 B+ 8,760,250 8,700,000
SSI INVESTMENTS II/SSI CO-ISSU...................... 11.125 6/1/2018 B- 1,285,279 1,408,875
STATE OF NORTH RHINE-WESTPHALI............. 1.625 9/17/2014 AA- 3,577,896 3,611,196
- 83 - STATE OF WISCONSIN INVESTMENT BOARD