MULTI ASSET CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong> NAME COST FAIR VALUE AQR GLOBAL RISK PREMIUM FUND............................................................................................ 300,000,000 319,072,999 BRIDGEWATER ALL WEATHER..................................................................................................... 300,000,000 323,875,092 CAPULA GLOBAL RV CLASS F....................................................................................................... 100,046,431 101,849,359 MKP CREDIT LP................................................................................................................................. 100,044,026 91,056,280 UBS MULTI ASSET PORTFOLIO...................................................................................................... 226,534,956 379,336,417 TOTAL MULTI ASSET............................................................................................................... 1,026,625,412 1,215,190,146 REAL ESTATE NAME COST FAIR VALUE 669 NORTH MIGHIGAN AVENUE................................................................................................... 48,573,445 119,939,834 CABOT ADVISORS PORTFOLIO...................................................................................................... 37,516,382 31,510,085 LAKE TERRACE BUILDING............................................................................................................. 7,250,374 10,408,339 OLD POST DISTRIBUTION CTR....................................................................................................... 40,147,017 42,482,328 SOUTHER CAL BUSINESS PARK.................................................................................................... 93,598,125 59,954,466 VANTAGE POINT OFFICE PARK..................................................................................................... 360,865 1,142,238 WILSON INDUSTRY I LLC (LINCOLN............................................................................................. 10,811,047 22,549,844 WILSON MENLO PARK CAMPUS.................................................................................................... 11,047,882 10,694,439 WILSON PARK PLACE I LLC............................................................................................................ 19,759,600 13,289,388 WILSON PLAZA EAST I LLC............................................................................................................ 6,184,307 44,610,489 WILSON RANCHO VIZCAYA/ENCLAVE I LLC............................................................................. 22,417,989 34,196,311 TOTAL REAL ESTATE.............................................................................................................. 297,667,034 390,777,761 - 95 - STATE OF WISCONSIN INVESTMENT BOARD
PREFERRED SECURITIES CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong> NAME COST FAIR VALUE ALLY FINANCIAL INC 144A......................................................................................................... 550,750 2,070,407 BAYERISCHE MOTOREN WERKE AG........................................................................................ 1,038,445 1,156,813 BRADESPAR SA PRF NPV............................................................................................................ 432,848 441,056 BRASIL TELECOM SA NEW PRF SHS......................................................................................... 9,232,346 10,037,446 CENTRAIS ELECTRICAS BRAS PREF......................................................................................... 17,914,363 19,186,403 CENTRAIS ELECTRICAS DE SANTA........................................................................................... 238,771 328,932 CIA DE BEBIDAS DAS AMERICAS.............................................................................................. 6,509,902 8,146,099 CIA DE FERRO LIGAS DA BAHIA................................................................................................ 150,985 337,531 CIA PARANAENSE DE ENERGIA................................................................................................. 7,578,041 11,244,647 CITIGROUP CAPITAL XIII............................................................................................................. 4,275,262 4,503,138 COMPANIA VALE DO RIO DOCE 'A'........................................................................................... 21,035,134 21,296,330 DRAGERWERK AG & CO KGAA NPV......................................................................................... 865,300 1,717,892 ELETROPAULO METROPOLITANA............................................................................................ 6,253,998 7,382,119 EUTHYMICS BIOSCIENCES INC.................................................................................................. 833,333 833,333 HENKEL AG & CO KGAA NON VTG........................................................................................... 3,943,015 4,311,813 HUGO BOSS AG PFD...................................................................................................................... 3,551,256 4,541,593 JUNGHEINRICH NON VTG PFD SHS........................................................................................... 229,629 330,395 KSB (KLEIN SCH & BCKR NON V............................................................................................... 248,680 343,068 MITHRIDION INC SER B CON PFD.............................................................................................. 1,150,000 1,150,000 NEUWAVE MEDICAL SERIES A.................................................................................................. 1,702,946 1,702,946 OPGEN PREFERRED STOCK PA1-3............................................................................................. 988,898 968,563 OPGEN PREFERRED STOCK PA-8............................................................................................... 158,291 158,291 PINSTRIPE B CONVERTIBLE PFD............................................................................................... 290,758 370,456 PINSTRIPE SERIES A PREF STOCK............................................................................................. 653,056 856,519 PORSCHE AUTOMOBIL HOLDING SE........................................................................................ 10,256,300 12,564,100 PROSIEBENSATI MEDIA AG NPV............................................................................................... 725,278 756,602 RWE AG (NEW) NON VTG PRF NPV........................................................................................... 1,372,887 979,830 SANACORP PHARMAHOLDING AG NON.................................................................................. 4,543 3,352 SITTERCITY INC SER B PREFERRED......................................................................................... 499,996 499,996 STO AG NON VTG PRF NPV......................................................................................................... 65,678 64,219 TELE NORTE LESTE PARTICIPACOES....................................................................................... 3,960,369 3,475,039 TELECOMUNICACOES DE SAO.................................................................................................. 2,732,342 3,155,493 TELECOMUNICACOES DE SAO PAULO..................................................................................... 14,606,638 22,525,787 TIM PARTICIPACOES SA.............................................................................................................. 15,870,990 16,651,729 TIM PARTICIPACOES SA PRF NPV.............................................................................................. 218,782 268,219 VIRENT ENERGY SYSTEMS, INC................................................................................................ 2,000,000 2,000,000 VOLKSWAGEN AG NON VTG PREF NPV................................................................................... 24,839,745 35,027,238 TOTAL PREFERRED SECURITIES...................................................................................... 166,979,556 201,387,393 - 96 - STATE OF WISCONSIN INVESTMENT BOARD
Change language