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 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
FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE STATE OF QATAR................................................. 5.250 1/20/2020 AA 1,096,340 1,170,897 STATER BROS HOLDINGS INC........................... 7.375 11/15/2018 B+ 2,655,988 2,754,563 STEEL DYNAMICS INC......................................... 6.750 4/1/2015 BB+ 957,500 1,020,000 STRUCTURED ASSET SECUR 9XS 2A2.............. VARIABLE RATE 6/25/2035 AAA 403,253 379,044 SUNGARD DATA SYSTEMS INC......................... 7.375 11/15/2018 B 4,566,875 4,575,000 SUNGARD DATA SYSTEMS INC......................... 7.625 11/15/2020 B 182,000 176,750 SUNGARD DATA SYSTEMS INC......................... 10.250 8/15/2015 B- 836,000 828,000 SUPERVALU INC................................................... 8.000 5/1/2016 B 1,734,975 1,836,000 SURGICAL CARE AFFILIATES 144A................... 10.000 7/15/2017 CCC+ 1,463,000 1,497,125 SUSSER HOLDINGS LLC / SUSSER F.................. 8.500 5/15/2016 B+ 1,990,910 2,105,000 SVENSK EXPORTKREDIT AB.............................. 1.750 10/20/2015 AA+ 2,996,580 2,984,898 SVENSK EXPORTKREDIT AB.............................. 3.250 9/16/2014 AA+ 4,995,400 5,290,536 SWEDEBANK FORENINGSSPARBANKEN......... 3.000 12/22/2011 AAA 9,967,900 10,118,400 SWEDEN GOVERNMENT BOND......................... 3.750 8/12/2017 AAA 1,758,057 1,992,677 SWEDEN GOVERNMENT BOND......................... 5.000 12/1/2020 AAA 5,287,162 5,424,561 SWEDEN GOVERNMENT BOND......................... 5.500 10/8/2012 AAA 18,126,190 21,463,489 SWEDEN KINGDOM BDS SER 1041.................... 6.750 5/5/2014 AAA 1,610,540 1,810,348 TARGA RESOURCES PARTNERS LP /................ 6.875 2/1/2021 BB 553,438 544,500 TARGA RESOURCES PARTNERS LP /................ 7.875 10/15/2018 BB 600,000 633,000 TARGET CORP....................................................... 6.500 10/15/2037 A+ 6,026,310 6,305,492 TARJETA NARANJA SA........................................ 9.000 1/28/2017 NR 131,000 135,913 TASEKO MINES LTD............................................. 7.750 4/15/2019 B 862,438 856,375 TCI COMMUNICATIONS INC............................... 7.875 2/15/2026 BBB+ 4,437,794 5,873,425 TCI COMMUNICATIONS INC............................... 8.750 8/1/2015 BBB+ 6,058,100 6,127,896 TELECOM ITALIA CAPITAL SA........................... 6.999 6/4/2018 BBB 2,270,826 2,211,659 TELEMAR NORTE LESTE SA............................... 5.500 10/23/2020 BBB- 581,948 574,725 TELESAT CANADA / TELESAT LLC................... 11.000 11/1/2015 B- 720,563 738,281 TENET HEALTHCARE CORP............................... 6.875 11/15/2031 CCC+ 1,879,906 2,083,325 TEREX CORP.......................................................... 8.000 11/15/2017 B 2,714,844 2,793,125 TERRA BOLIGKREDITT AS.................................. 2.125 8/31/2015 NR 252,675 279,588 TEXHONG TEXTILE GROUP LTD....................... 7.625 1/19/2016 BB 202,000 196,950 TEXHONG TEXTILE GROUP LTD REGS............ 7.625 1/19/2016 BB 204,880 202,139 TEXTRON FIN CORP SR SER B........................... 4.590 9/14/2017 NR 6,842,105 6,788,874 TEXTRON FINANCIAL CORP SR NT................... 4.390 12/24/2013 NR 2,907,895 3,403,947 TIME WARNER CABLE INC................................. 6.200 7/1/2013 BBB 5,052,124 5,475,504 TIME WARNER CABLE INC................................. 6.750 7/1/2018 BBB 11,933,100 11,481,747 TIME WARNER CABLE INC................................. 6.750 6/15/2039 BBB 5,512,144 6,039,326 TIME WARNER CABLE INC................................. 7.300 7/1/2038 BBB 3,115,677 3,526,802 TIME WARNER CABLE INC................................. 7.500 4/1/2014 BBB 995,340 1,152,473 TIME WARNER CABLE INC................................. 8.250 4/1/2019 BBB 14,291,704 15,703,030 TIME WARNER CABLE INC................................. 8.750 2/14/2019 BBB 19,349,003 21,504,946 TIME WARNER COS INC...................................... 6.950 1/15/2028 BBB 5,547,400 5,539,397 TIME WARNER COS INC...................................... 7.250 10/15/2017 BBB 5,382,550 5,969,870 TIME WARNER INC............................................... 4.700 1/15/2021 BBB 4,988,100 5,035,058 TIME WARNER INC............................................... 7.625 4/15/2031 BBB 2,567,025 2,699,505 TIME WARNER INC............................................... 7.700 5/1/2032 BBB 11,764,917 12,677,175 TOMKINS LLC / TOMKINS INC........................... 9.000 10/1/2018 B+ 1,417,781 1,454,625 TOPS HOLDING CORP / TOPS MARKE............... 10.125 10/15/2015 B 2,030,000 2,122,500 TOYS R US INC...................................................... 7.375 10/15/2018 CCC+ 1,001,250 1,092,656 TOYS R US PROPERTY CO I LLC........................ 10.750 7/15/2017 B+ 2,510,412 2,614,375 TRANSCANADA PIPELINES LTD........................ 3.400 6/1/2015 A- 6,991,670 7,317,052 TRANSCANADA PIPELINES LTD........................ 6.100 6/1/2040 A- 4,984,300 5,312,482 TRANSCANADA PIPELINES LTD........................ 6.200 10/15/2037 A- 4,711,860 4,805,450 TRANSDIGM INC................................................... 7.750 12/15/2018 B- 1,950,000 2,047,500 TRANSNET LTD..................................................... 4.500 2/10/2016 NR 11,797,678 12,244,990 TRANSUNION LLC/TRANSUNION FINA............ 11.375 6/15/2018 B- 2,800,681 3,051,000 TRAVELERS COS INC/THE.................................. 5.750 12/15/2017 A- 1,537,816 1,567,135 TRAVELERS COS INC/THE.................................. 6.250 6/20/2016 A- 1,320,160 1,355,285 TRAVELERS COS INC/THE.................................. 6.750 6/20/2036 A- 1,283,096 1,241,969 TREASURY............................................................. 5.000 10/18/2020 BBB+ 28,949 22,886 - 84 - 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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