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schedule of investments fiscal year 2011 - State of Wisconsin ... 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 TREASURY 4% 2014.............................................. 4.000 1/15/2014 BBB+ 7,618,981 6,431,809 TREASURY GILT.................................................... 3.750 9/7/2021 NR 17,720,360 17,171,141 TREASURY GILT.................................................... 4.250 12/7/2040 NR 4,786,440 4,789,772 TREASURY TSY STK............................................ 5.000 3/7/2012 NR 3,039,732 3,058,790 TRIBUNE CO TL X................................................. ZERO COUPON 12/31/2011 NR 476,738 343,881 TRIUMPH GROUP INC.......................................... 8.625 7/15/2018 B+ 1,043,978 1,151,063 TRW AUTOMOTIVE INC....................................... 3.500 12/1/2015 BB- 174,191 181,675 TURKEY (REP OF)................................................. 7.000 6/5/2020 BB 288,373 280,644 TURKEY (REP OF)................................................. 7.375 2/5/2025 BB 2,610,910 2,931,714 TURKEY (REPUBLIC OF)...................................... 7.500 7/14/2017 BB 5,444,918 5,497,120 TURKEY (REPUBLIC OF)...................................... 7.500 11/7/2019 BB 9,462,560 9,836,094 TURKEY GOVERNMENT INTERNATIONA........ 5.625 3/30/2021 BB 2,149,100 2,085,080 TURKEY GOVERNMENT INTERNATIONA........ 7.000 9/26/2016 BB 5,876,694 6,626,813 TURKEY(REPUBLIC OF)....................................... 7.250 3/5/2038 BB 1,719,659 2,152,600 TXU/TCEH 4/11 EXTENDED TLB........................ ZERO COUPON 10/10/2017 NR 2,860,761 2,735,467 TYCO ELECTRONICS GROUP SA........................ 6.550 10/1/2017 BBB 6,814,950 7,163,760 U S TREASURY BOND.......................................... 3.500 2/15/2039 UST 5,914,688 6,014,050 U S TREASURY BOND.......................................... 4.250 5/15/2039 UST 1,147,359 1,177,608 U S TREASURY BOND.......................................... 4.250 11/15/2040 UST 25,569,716 25,271,219 U S TREASURY BOND.......................................... 4.500 5/15/2038 UST 17,205,178 16,217,990 U S TREASURY BOND.......................................... 4.500 8/15/2039 UST 18,576,170 19,379,598 U S TREASURY BOND.......................................... 4.625 2/15/2040 UST 11,546,578 11,550,781 U S TREASURY BOND.......................................... 5.375 2/15/2031 UST 7,642,278 7,560,044 U S TREASURY BOND.......................................... 6.000 2/15/2026 UST 112,182,190 114,018,183 U S TREASURY BOND.......................................... 6.250 5/15/2030 UST 7,388,105 8,001,162 U S TREASURY BOND.......................................... 6.750 8/15/2026 UST 278,871,875 276,282,902 U S TREASURY BONDS........................................ 3.875 8/15/2040 UST 30,661,665 30,224,699 U S TREASURY BONDS........................................ 4.375 11/15/2039 UST 48,538,149 51,238,398 U S TREASURY BONDS........................................ 5.250 2/15/2029 UST 49,712,528 53,079,400 U S TREASURY BONDS........................................ 6.125 11/15/2027 UST 71,612,222 74,591,342 U S TREASURY BONDS........................................ 6.250 8/15/2023 UST 58,172,368 62,181,004 U S TREASURY BONDS........................................ 6.875 8/15/2025 UST 8,425,730 9,410,380 U S TREASURY BONDS........................................ 7.125 2/15/2023 UST 13,578,383 14,902,140 U S TREASURY BONDS........................................ 8.000 11/15/2021 UST 15,545,808 15,665,540 U S TREASURY NOTE........................................... 0.375 10/31/2012 UST 111,826,242 112,109,760 U S TREASURY NOTE........................................... 0.500 5/31/2013 UST 4,906,508 4,904,606 U S TREASURY NOTE........................................... 0.625 2/28/2013 UST 199,707,031 200,778,016 U S TREASURY NOTE........................................... 0.750 11/30/2011 UST 28,317,867 28,275,575 U S TREASURY NOTE........................................... 0.750 5/31/2012 UST 5,024,431 5,024,001 U S TREASURY NOTE........................................... 0.875 2/29/2012 UST 10,555,371 10,550,401 U S TREASURY NOTE........................................... 1.000 4/30/2012 UST 3,899,890 3,915,713 U S TREASURY NOTE........................................... 1.250 8/31/2015 UST 51,639,699 51,665,410 U S TREASURY NOTE........................................... 1.375 11/30/2015 UST 15,931,200 15,921,280 U S TREASURY NOTE........................................... 1.375 11/15/2012 UST 7,909,078 7,912,633 U S TREASURY NOTE........................................... 1.375 5/15/2013 UST 16,125,456 16,176,817 U S TREASURY NOTE........................................... 1.750 5/31/2016 UST 110,210,915 110,177,103 U S TREASURY NOTE........................................... 1.750 3/31/2014 UST 17,434,148 17,472,091 U S TREASURY NOTE........................................... 1.750 7/31/2015 UST 121,837,500 122,031,601 U S TREASURY NOTE........................................... 1.875 8/31/2017 UST 6,981,406 6,860,000 U S TREASURY NOTE........................................... 1.875 9/30/2017 UST 108,368,750 105,593,763 U S TREASURY NOTE........................................... 2.000 11/30/2013 UST 4,994,743 5,167,000 U S TREASURY NOTE........................................... 2.250 5/31/2014 UST 5,150,586 5,212,100 U S TREASURY NOTE........................................... 2.250 1/31/2015 UST 4,971,875 5,203,000 U S TREASURY NOTE........................................... 2.375 2/28/2015 UST 7,030,352 7,312,830 U S TREASURY NOTE........................................... 2.500 4/30/2015 UST 3,843,509 3,990,532 U S TREASURY NOTE........................................... 2.625 6/30/2014 UST 5,066,406 5,268,900 U S TREASURY NOTE........................................... 2.625 7/31/2014 UST 54,089,556 56,925,719 U S TREASURY NOTE........................................... 2.625 12/31/2014 UST 10,071,484 10,541,399 U S TREASURY NOTE........................................... 2.625 8/15/2020 UST 46,837,093 45,494,119 U S TREASURY NOTE........................................... 2.625 11/15/2020 UST 20,792,510 21,378,155 - 85 - STATE OF WISCONSIN INVESTMENT BOARD

FIXED INCOME CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, 2011 NAME COUPON RATE MATURITY RATING COST FAIR VALUE U S TREASURY NOTE........................................... 3.000 8/31/2016 UST 79,509,583 85,017,625 U S TREASURY NOTE........................................... 3.125 5/15/2021 UST 12,311,955 12,265,437 U S TREASURY NOTE........................................... 3.125 5/15/2019 UST 21,218,281 22,713,238 U S TREASURY NOTE........................................... 3.250 12/31/2016 UST 6,973,750 7,468,580 U S TREASURY NOTE........................................... 3.375 11/15/2019 UST 32,707,266 35,027,328 U S TREASURY NOTE........................................... 3.625 5/15/2013 UST 4,912,695 5,297,350 U S TREASURY NOTE........................................... 3.625 8/15/2019 UST 5,080,469 5,327,700 U S TREASURY NOTE........................................... 3.625 2/15/2020 UST 67,473,000 70,130,814 U S TREASURY NOTE........................................... 4.250 8/15/2013 UST 3,215,625 3,238,290 U S TREASURY NOTE........................................... 4.625 11/15/2016 UST 13,020,444 13,691,880 U.S. TELEPACIFIC (2/11) TLB............................... ZERO COUPON 2/23/2017 NR 1,498,101 1,489,782 UCI INTERNATIONAL INC................................... 8.625 2/15/2019 CCC+ 381,000 386,250 UKRAINE (REPUBLIC OF).................................... 6.385 6/26/2012 B+ 653,250 715,750 UKRAINE GOVERNMENT INTERNATION......... 6.580 11/21/2016 B+ 5,367,181 6,969,132 UKRAINE GOVERNMENT INTERNATION......... 6.875 9/23/2015 B+ 1,233,000 1,272,160 UKRAINE GOVERNMENT INTERNATION......... 7.750 9/23/2020 B+ 484,988 496,963 UKRAINE GOVERNMENT REGS......................... 6.750 11/14/2017 B+ 1,776,743 1,926,713 UNION ELECTRIC CO........................................... 5.400 2/1/2016 BBB+ 4,972,200 5,508,653 UNION ELECTRIC CO........................................... 6.000 4/1/2018 BBB+ 2,990,940 3,331,410 UNION ELECTRIC CO........................................... 6.400 6/15/2017 BBB+ 5,773,914 6,581,667 UNION ELECTRIC CO........................................... 8.450 3/15/2039 BBB+ 3,986,680 5,509,763 UNION PAC CORP NT........................................... 6.125 1/15/2012 BBB+ 4,968,600 5,140,350 UNION PAC RR CO 03 1 03-1................................ 4.698 1/2/2024 A+ 3,374,388 3,640,121 UNION PAC RR CO P/T 08-2................................. 4.400 1/16/2016 NR 1,964,731 2,056,032 UNION PAC RR CO P/T 2008-3............................. 4.200 4/30/2015 NR 983,401 1,022,943 UNION PACIFIC CORP.......................................... 6.125 2/15/2020 BBB+ 4,549,535 4,947,708 UNION PACIFIC CORP 144A................................. 4.163 7/15/2022 BBB+ 6,999,000 6,934,523 UNITED KINGDOM (GOVERNMENT OF)........... 4.250 12/7/2049 NR 1,550,310 1,608,310 UNITED KINGDOM GILT...................................... 2.250 3/7/2014 NR 15,696,691 16,497,943 UNITED KINGDOM GILT...................................... 2.750 1/22/2015 NR 26,181,154 28,813,207 UNITED KINGDOM GILT...................................... 4.000 9/7/2016 NR 1,409,947 1,396,497 UNITED KINGDOM GILT...................................... 4.000 3/7/2022 NR 20,036,924 19,921,466 UNITED KINGDOM GILT...................................... 4.250 6/7/2032 NR 51,053,103 49,482,601 UNITED KINGDOM GILT...................................... 4.250 12/7/2055 NR 639,345 645,262 UNITED KINGDOM GILT...................................... 4.250 12/7/2027 NR 5,019,108 4,749,440 UNITED KINGDOM GILT...................................... 4.250 9/7/2039 NR 11,243,936 11,470,105 UNITED KINGDOM GILT...................................... 4.500 3/7/2013 NR 540,692 579,312 UNITED KINGDOM GILT...................................... 4.500 3/7/2019 NR 42,016,109 42,503,765 UNITED KINGDOM GILT...................................... 4.750 12/7/2038 NR 22,201,691 23,544,277 UNITED KINGDOM GILT...................................... 8.000 9/27/2013 AAA 3,480,934 3,154,130 UNITED RENTALS NORTH AMERICA I............. 8.375 9/15/2020 CCC+ 1,446,438 1,442,813 UNITED RENTALS NORTH AMERICA I............. 9.250 12/15/2019 B 499,375 542,500 UNITED RENTALS NORTH AMERICA I............. 10.875 6/15/2016 B 804,375 839,063 UNITED STATES STEEL CORP............................ 6.650 6/1/2037 BB 114,013 114,075 UNITED STATES STEEL CORP............................ 7.000 2/1/2018 BB 523,625 767,600 UNITED STATES STEEL CORP............................ 7.375 4/1/2020 BB 862,388 893,925 UNITED STATES TREAS NT................................. 2.250 3/31/2016 UST 5,297,516 5,450,149 UNITED STATES TREASURY NOTE................... 3.625 2/15/2021 UST 8,116,250 8,341,680 UNITED SURGICAL PARTNERS INTER.............. 8.875 5/1/2017 CCC+ 581,844 627,000 UNITED SURGICAL PARTNERS INTER.............. 9.250 5/1/2017 CCC+ 673,843 705,375 UNITEDHEALTH GROUP INC.............................. 5.800 3/15/2036 A- 656,037 707,475 UNITEDHEALTH GROUP INC.............................. 6.625 11/15/2037 A- 1,788,323 1,998,995 UNITYMEDIA HESSEN GMBH & CO KG........... 8.125 12/1/2017 BB- 3,025,155 3,187,500 UNIVERSAL HEALTH SERVICES INC................ 7.000 10/1/2018 B+ 1,506,875 1,545,000 UNIVERSAL HOSPITAL SERVI............................ 8.500 6/1/2015 NR 1,533,750 1,545,000 UNIVERSITY CALIF REVS................................... 5.770 5/15/2043 AA 3,313,152 3,179,488 UNIVISION COMMUNICATIONS INC................. 8.500 5/15/2021 CCC+ 803,313 798,000 UPC HOLDING BV................................................. 9.875 4/15/2018 B- 1,410,813 1,470,750 URBI DESARROLLOS URBANOS REGS............ 9.500 1/21/2020 NR 272,563 266,438 URUGUAY BDS...................................................... 7.625 3/21/2036 BB+ 606,013 743,400 - 86 - STATE OF WISCONSIN INVESTMENT BOARD

FIXED INCOME<br />

CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong><br />

NAME COUPON RATE MATURITY RATING COST FAIR VALUE<br />

TREASURY 4% 2014.............................................. 4.000 1/15/2014 BBB+ 7,618,981 6,431,809<br />

TREASURY GILT.................................................... 3.750 9/7/2021 NR 17,720,360 17,171,141<br />

TREASURY GILT.................................................... 4.250 12/7/2040 NR 4,786,440 4,789,772<br />

TREASURY TSY STK............................................ 5.000 3/7/2012 NR 3,039,732 3,058,790<br />

TRIBUNE CO TL X................................................. ZERO COUPON 12/31/<strong>2011</strong> NR 476,738 343,881<br />

TRIUMPH GROUP INC.......................................... 8.625 7/15/2018 B+ 1,043,978 1,151,063<br />

TRW AUTOMOTIVE INC....................................... 3.500 12/1/2015 BB- 174,191 181,675<br />

TURKEY (REP OF)................................................. 7.000 6/5/2020 BB 288,373 280,644<br />

TURKEY (REP OF)................................................. 7.375 2/5/2025 BB 2,610,910 2,931,714<br />

TURKEY (REPUBLIC OF)...................................... 7.500 7/14/2017 BB 5,444,918 5,497,120<br />

TURKEY (REPUBLIC OF)...................................... 7.500 11/7/2019 BB 9,462,560 9,836,094<br />

TURKEY GOVERNMENT INTERNATIONA........ 5.625 3/30/2021 BB 2,149,100 2,085,080<br />

TURKEY GOVERNMENT INTERNATIONA........ 7.000 9/26/2016 BB 5,876,694 6,626,813<br />

TURKEY(REPUBLIC OF)....................................... 7.250 3/5/2038 BB 1,719,659 2,152,600<br />

TXU/TCEH 4/11 EXTENDED TLB........................ ZERO COUPON 10/10/2017 NR 2,860,761 2,735,467<br />

TYCO ELECTRONICS GROUP SA........................ 6.550 10/1/2017 BBB 6,814,950 7,163,760<br />

U S TREASURY BOND.......................................... 3.500 2/15/2039 UST 5,914,688 6,014,050<br />

U S TREASURY BOND.......................................... 4.250 5/15/2039 UST 1,147,359 1,177,608<br />

U S TREASURY BOND.......................................... 4.250 11/15/2040 UST 25,569,716 25,271,219<br />

U S TREASURY BOND.......................................... 4.500 5/15/2038 UST 17,205,178 16,217,990<br />

U S TREASURY BOND.......................................... 4.500 8/15/2039 UST 18,576,170 19,379,598<br />

U S TREASURY BOND.......................................... 4.625 2/15/2040 UST 11,546,578 11,550,781<br />

U S TREASURY BOND.......................................... 5.375 2/15/2031 UST 7,642,278 7,560,044<br />

U S TREASURY BOND.......................................... 6.000 2/15/2026 UST 112,182,190 114,018,183<br />

U S TREASURY BOND.......................................... 6.250 5/15/2030 UST 7,388,105 8,001,162<br />

U S TREASURY BOND.......................................... 6.750 8/15/2026 UST 278,871,875 276,282,902<br />

U S TREASURY BONDS........................................ 3.875 8/15/2040 UST 30,661,665 30,224,699<br />

U S TREASURY BONDS........................................ 4.375 11/15/2039 UST 48,538,149 51,238,398<br />

U S TREASURY BONDS........................................ 5.250 2/15/2029 UST 49,712,528 53,079,400<br />

U S TREASURY BONDS........................................ 6.125 11/15/2027 UST 71,612,222 74,591,342<br />

U S TREASURY BONDS........................................ 6.250 8/15/2023 UST 58,172,368 62,181,004<br />

U S TREASURY BONDS........................................ 6.875 8/15/2025 UST 8,425,730 9,410,380<br />

U S TREASURY BONDS........................................ 7.125 2/15/2023 UST 13,578,383 14,902,140<br />

U S TREASURY BONDS........................................ 8.000 11/15/2021 UST 15,545,808 15,665,540<br />

U S TREASURY NOTE........................................... 0.375 10/31/2012 UST 111,826,242 112,109,760<br />

U S TREASURY NOTE........................................... 0.500 5/31/2013 UST 4,906,508 4,904,606<br />

U S TREASURY NOTE........................................... 0.625 2/28/2013 UST 199,707,031 200,778,016<br />

U S TREASURY NOTE........................................... 0.750 11/30/<strong>2011</strong> UST 28,317,867 28,275,575<br />

U S TREASURY NOTE........................................... 0.750 5/31/2012 UST 5,024,431 5,024,001<br />

U S TREASURY NOTE........................................... 0.875 2/29/2012 UST 10,555,371 10,550,401<br />

U S TREASURY NOTE........................................... 1.000 4/30/2012 UST 3,899,890 3,915,713<br />

U S TREASURY NOTE........................................... 1.250 8/31/2015 UST 51,639,699 51,665,410<br />

U S TREASURY NOTE........................................... 1.375 11/30/2015 UST 15,931,200 15,921,280<br />

U S TREASURY NOTE........................................... 1.375 11/15/2012 UST 7,909,078 7,912,633<br />

U S TREASURY NOTE........................................... 1.375 5/15/2013 UST 16,125,456 16,176,817<br />

U S TREASURY NOTE........................................... 1.750 5/31/2016 UST 110,210,915 110,177,103<br />

U S TREASURY NOTE........................................... 1.750 3/31/2014 UST 17,434,148 17,472,091<br />

U S TREASURY NOTE........................................... 1.750 7/31/2015 UST 121,837,500 122,031,601<br />

U S TREASURY NOTE........................................... 1.875 8/31/2017 UST 6,981,406 6,860,000<br />

U S TREASURY NOTE........................................... 1.875 9/30/2017 UST 108,368,750 105,593,763<br />

U S TREASURY NOTE........................................... 2.000 11/30/2013 UST 4,994,743 5,167,000<br />

U S TREASURY NOTE........................................... 2.250 5/31/2014 UST 5,150,586 5,212,100<br />

U S TREASURY NOTE........................................... 2.250 1/31/2015 UST 4,971,875 5,203,000<br />

U S TREASURY NOTE........................................... 2.375 2/28/2015 UST 7,030,352 7,312,830<br />

U S TREASURY NOTE........................................... 2.500 4/30/2015 UST 3,843,509 3,990,532<br />

U S TREASURY NOTE........................................... 2.625 6/30/2014 UST 5,066,406 5,268,900<br />

U S TREASURY NOTE........................................... 2.625 7/31/2014 UST 54,089,556 56,925,719<br />

U S TREASURY NOTE........................................... 2.625 12/31/2014 UST 10,071,484 10,541,399<br />

U S TREASURY NOTE........................................... 2.625 8/15/2020 UST 46,837,093 45,494,119<br />

U S TREASURY NOTE........................................... 2.625 11/15/2020 UST 20,792,510 21,378,155<br />

- 85 - STATE OF WISCONSIN INVESTMENT BOARD

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