STATE INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong> BANK DEMAND DEPOSITS RATE or MATURITY BOOK VALUE FAIR SECURITY NAME TYPE YIELD DATE RATING (AMORT COST) VALUE USBANK............................................................................ DEMAND 0.26 DEMAND NR 700,000,000 700,000,000 TOTAL BANK DEMAND DEPOSITS.......................................................................................................... 700,000,000 700,000,000 REPURCHASE AGREEMENTS RATE or MATURITY BOOK VALUE FAIR SECURITY NAME TYPE YIELD DATE RATING (AMORT COST) VALUE JEFFERIES TRI GOVT...................................................... TRIPARTY 0.01 07/01/11 NR 250,000,000 250,000,000 SOC GEN TRI GOVT........................................................ TRIPARTY 0.01 07/01/11 NR 129,000,000 129,000,000 SOC GEN TRI AGCY........................................................ TRIPARTY 0.02 07/01/11 NR 43,000,000 43,000,000 RBS TRI GOVT.................................................................. TRIPARTY 0.01 07/01/11 NR 225,000,000 225,000,000 RBS TRI AGCY................................................................. TRIPARTY 0.02 07/01/11 NR 75,000,000 75,000,000 MIZUHO TRI GOVT.......................................................... TRIPARTY 0.01 07/01/11 NR 237,000,000 237,000,000 MIZUHO TRI AGCY......................................................... TRIPARTY 0.02 07/01/11 NR 79,000,000 79,000,000 MITSUBISHI TRI GOVT................................................... TRIPARTY 0.01 07/01/11 NR 228,000,000 228,000,000 MITSUBISHI TRI AGCY................................................... TRIPARTY 0.01 07/01/11 NR 76,000,000 76,000,000 TOTAL REPURCHASE AGREEMENTS..................................................................................................... 1,342,000,000 1,342,000,000 GOVERNMENTS AND AGENCIES RATE or MATURITY BOOK VALUE FAIR SECURITY NAME TYPE YIELD DATE RATING (AMORT COST) VALUE US T-NOTE 0.875% 01/31/12........................................... NOTE 0.15 01/31/12 UST 25,106,075 25,106,075 FHLB DN 0.200................................................................. DN 0.20 07/20/11 A-1+ 109,988,389 109,988,389 FHLB DN 0.200................................................................. DN 0.20 07/27/11 A-1+ 99,985,556 99,985,556 FHLB DN 0.140................................................................. DN 0.14 10/19/11 A-1+ 119,948,667 119,948,667 FHLB DN 0.100................................................................. DN 0.10 11/04/11 A-1+ 246,152,536 246,152,536 FHLB DN 0.100................................................................. DN 0.10 11/16/11 A-1+ 306,961,711 306,961,711 FHLB DN 0.105................................................................. DN 0.11 11/18/11 A-1+ 214,911,450 214,911,450 FHLB DN 0.114................................................................. DN 0.11 11/23/11 A-1+ 99,954,083 99,954,083 FHLB 0.13% 11/09/11........................................................ NOTE 0.14 11/09/11 AAA 49,997,651 49,997,651 FHLB 0.13% 11/09/11........................................................ NOTE 0.14 11/09/11 AAA 49,997,651 49,997,651 FHLB 0.10% 12/01/11........................................................ NOTE 0.12 12/01/11 AAA 199,981,618 199,981,618 FHLMC DN 0.200.............................................................. DN 0.20 07/05/11 A-1+ 159,696,451 159,696,451 FHLMC DN 0.200.............................................................. DN 0.20 07/06/11 A-1+ 10,091,720 10,091,720 FHLMC DN 0.200.............................................................. DN 0.20 07/11/11 A-1+ 171,990,444 171,990,444 FHLMC DN 0.205.............................................................. DN 0.21 07/27/11 A-1+ 88,986,823 88,986,823 FHLMC DN 0.235.............................................................. DN 0.24 08/02/11 A-1+ 15,496,762 15,496,762 FHLMC DN 0.120.............................................................. DN 0.12 09/19/11 A-1+ 216,942,133 216,942,133 FHLMC DN 0.180.............................................................. DN 0.18 09/26/11 A-1+ 116,433,329 116,433,329 FHLMC DN 0.140.............................................................. DN 0.14 10/03/11 A-1+ 8,097,039 8,097,039 FHLMC DN 0.140.............................................................. DN 0.14 10/04/11 A-1+ 33,987,439 33,987,439 FHLMC DN 0.140.............................................................. DN 0.14 10/12/11 A-1+ 28,920,411 28,920,411 FHLMC DN 0.140.............................................................. DN 0.14 10/17/11 A-1+ 124,947,500 124,947,500 FHLMC DN 0.145.............................................................. DN 0.15 10/17/11 A-1+ 39,925,625 39,925,625 FHLMC DN 0.150.............................................................. DN 0.15 10/28/11 A-1+ 14,992,562 14,992,562 FHLMC DN 0.100.............................................................. DN 0.10 11/01/11 A-1+ 14,994,875 14,994,875 FHLMC DN 0.100.............................................................. DN 0.10 11/14/11 A-1+ 26,989,800 26,989,800 FHLMC DN 0.105.............................................................. DN 0.11 11/14/11 A-1+ 44,982,150 44,982,150 FHLMC DN 0.115.............................................................. DN 0.12 11/21/11 A-1+ 49,977,155 49,977,155 FHLMC DN 0.108.............................................................. DN 0.11 12/01/11 A-1+ 9,995,410 9,995,410 FHLMC DN 0.140.............................................................. DN 0.14 12/01/11 A-1+ 24,985,125 24,985,125 FHLMC DN 0.105.............................................................. DN 0.11 12/02/11 A-1+ 13,493,936 13,493,936 FHLMC DN 0.130.............................................................. DN 0.13 12/05/11 A-1+ 131,277,531 131,277,531 FHLMC DN 0.113.............................................................. DN 0.11 12/27/11 A-1+ 49,971,907 49,971,907 FHLMC DN 0.118.............................................................. DN 0.12 12/27/11 A-1+ 24,985,332 24,985,332 FHLMC DN 0.120.............................................................. DN 0.12 12/27/11 A-1+ 49,970,167 49,970,167 FHLMC DN 0.124.............................................................. DN 0.12 12/31/11 A-1+ 31,331,871 31,331,871 - 159 - STATE OF WISCONSIN INVESTMENT BOARD
STATE INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong> GOVERNMENTS AND AGENCIES RATE or MATURITY BOOK VALUE FAIR SECURITY NAME TYPE YIELD DATE RATING (AMORT COST) VALUE FNMA DN 0.215................................................................ DN 0.22 07/01/11 A-1+ 12,629,000 12,629,000 FNMA DN 0.200................................................................ DN 0.20 07/08/11 A-1+ 5,999,767 5,999,767 FNMA DN 0.200................................................................ DN 0.20 07/13/11 A-1+ 289,014,731 289,014,731 FNMA DN 0.200................................................................ DN 0.20 08/01/11 A-1+ 168,470,981 168,470,981 FNMA DN 0.210................................................................ DN 0.21 08/01/11 A-1+ 30,044,566 30,044,566 FNMA DN 0.220................................................................ DN 0.22 08/01/11 A-1+ 12,397,651 12,397,651 FNMA DN 0.290................................................................ FM 0.29 08/01/11 A-1+ 16,118,974 16,118,974 FNMA DN 0.140................................................................ DN 0.14 10/05/11 A-1+ 149,944,000 149,944,000 FNMA DN 0.150................................................................ DN 0.15 10/12/11 A-1+ 310,595,645 310,595,645 FNMA DN 0.150................................................................ DN 0.15 11/01/11 A-1+ 99,948,750 99,948,750 FNMA DN 0.150................................................................ DN 0.15 11/01/11 A-1+ 99,948,750 99,948,750 FNMA DN 0.123................................................................ DN 0.12 11/30/11 A-1+ 65,201,121 65,201,121 FNMA DN 0.190................................................................ DN 0.19 12/01/11 A-1+ 48,510,796 48,510,796 FNMA DN 0.110................................................................ DN 0.11 12/05/11 A-1+ 10,395,011 10,395,011 FNMA DN 0.120................................................................ DN 0.12 12/05/11 A-1+ 5,497,098 5,497,098 FNMA DN 0.125................................................................ DN 0.13 12/28/11 A-1+ 24,984,375 24,984,375 FNMA DN 0.125................................................................ DN 0.13 12/28/11 A-1+ 77,351,625 77,351,625 FNMA DN 0.120................................................................ DN 0.12 01/03/12 A-1+ 49,969,000 49,969,000 FNMA FLOAT 11/23/12.................................................... NOTE 0.27 11/23/12 AAA 49,985,691 49,985,691 TOTAL GOVERNMENTS AND AGENCIES.............................................................................................. 4,553,456,416 4,553,456,416 CERTIFICATES OF DEPOSIT (CDs) RATE or MATURITY BOOK VALUE FAIR SECURITY NAME TYPE YIELD DATE RATING (AMORT COST) VALUE BANKERS BANK.............................................................. CD 0.20 08/15/11 NR 1,000,000 1,000,000 BANKERS BANK.............................................................. CD 0.20 09/15/11 NR 13,500,000 13,500,000 BANKERS BANK.............................................................. CD 0.40 09/15/11 NR 1,000,000 1,000,000 BANKERS BANK.............................................................. CD 0.40 10/17/11 NR 2,000,000 2,000,000 BANKERS BANK.............................................................. CD 0.30 12/15/11 NR 8,080,000 8,080,000 BANKERS BANK.............................................................. CD 1.00 12/15/11 NR 9,300,000 9,300,000 BANKERS BANK.............................................................. CD 1.00 01/17/12 NR 500,000 500,000 BANKERS BANK.............................................................. CD 1.00 03/15/12 NR 400,000 400,000 BANKERS BANK.............................................................. CD 1.00 06/15/12 NR 4,000,000 4,000,000 BANKERS BANK.............................................................. CD 2.00 12/17/12 NR 250,000 250,000 TOTAL CERTIFICATES OF DEPOSIT...................................................................................................... 40,030,000 40,030,000 - 160 - STATE OF WISCONSIN INVESTMENT BOARD
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