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

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STATE INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong> BANKER'S ACCEPTANCES (BAs) RATE or MATURITY BOOK VALUE FAIR SECURITY NAME TYPE YIELD DATE RATING (AMORT COST) VALUE US BANK NA.................................................................... BA 0.21 07/06/11 A-1+ 1,742,338 1,742,338 US BANK NA.................................................................... BA 0.24 07/07/11 A-1+ 4,775,878 4,775,878 US BANK NA.................................................................... BA 0.22 07/11/11 A-1+ 2,177,636 2,177,636 US BANK NA.................................................................... BA 0.21 07/18/11 A-1+ 1,633,793 1,633,793 US BANK NA.................................................................... BA 0.20 07/18/11 A-1+ 2,059,199 2,059,199 US BANK NA.................................................................... BA 0.13 08/02/11 A-1+ 1,407,702 1,407,702 US BANK NA.................................................................... BA 0.18 08/17/11 A-1+ 2,899,319 2,899,319 US BANK NA.................................................................... BA 0.18 08/22/11 A-1+ 2,863,441 2,863,441 US BANK NA.................................................................... BA 0.23 08/29/11 A-1+ 9,996,389 9,996,389 US BANK NA.................................................................... BA 0.18 08/29/11 A-1+ 2,399,133 2,399,133 US BANK NA.................................................................... BA 0.16 09/13/11 A-1+ 2,209,461 2,209,461 US BANK NA.................................................................... BA 0.33 09/15/11 A-1+ 1,528,934 1,528,934 US BANK NA.................................................................... BA 0.33 10/25/11 A-1+ 1,198,724 1,198,724 US BANK NA.................................................................... BA 0.26 10/27/11 A-1+ 1,833,434 1,833,434 US BANK NA.................................................................... BA 0.36 11/07/11 A-1+ 2,920,488 2,920,488 US BANK NA.................................................................... BA 0.25 11/21/11 A-1+ 3,144,560 3,144,560 US BANK NA.................................................................... BA 0.26 12/06/11 A-1+ 1,087,860 1,087,860 US BANK NA.................................................................... BA 0.28 12/12/11 A-1+ 1,036,887 1,036,887 TOTAL BANKER'S ACCEPTANCES.......................................................................................................... GRAND TOTAL STATE INVESTMENT FUND........................................................ 46,915,176 46,915,176 6,682,401,592 6,682,401,592 - 161 - STATE OF WISCONSIN INVESTMENT BOARD
LOCAL GOVERNMENT PROPERTY INSURANCE FUND AS OF JUNE 30, <strong>2011</strong> FIXED INCOME COUPON MATURITY BOOK VALUE FAIR NAME RATE DATE RATING (AMORT COST) VALUE U S TREASURY NOTE.................................................................................... 2.500 03/31/13 AAA 1,006,349 1,036,640 U S TREASURY NOTE.................................................................................... 4.250 09/30/12 AAA 1,029,464 1,049,410 FEDERAL HOME LN MTG CORP.................................................................. 4.500 01/15/13 AAA 530,460 531,034 FEDERAL HOME LN MTG CORP.................................................................. 0.625 12/28/12 AAA 1,001,896 1,003,377 FEDERAL NATL MTG ASSN......................................................................... 4.750 11/19/12 AAA 1,059,174 1,060,391 FEDERAL NATL MTG ASSN......................................................................... 0.500 10/30/12 AAA 1,000,979 1,001,872 BANK OF AMERICA CORP........................................................................... 2.100 04/30/12 AAA 1,504,178 1,523,520 CITIBANK NA.................................................................................................. 1.875 05/07/12 AAA 1,501,296 1,521,000 GENERAL ELECTRIC CAPITAL CORP........................................................ 2.200 06/08/12 AAA 1,505,047 1,526,799 GOLDMAN SACHS GROUP INC/THE........................................................... 1.625 07/15/11 AAA 1,500,188 1,500,585 JPMORGAN CHASE & CO............................................................................. 3.125 12/01/11 AAA 1,509,419 1,518,390 MORGAN STANLEY....................................................................................... 2.000 09/22/11 AAA 1,501,960 1,506,495 WELLS FARGO & CO..................................................................................... 2.125 06/15/12 AAA 1,505,208 1,526,274 TOTAL FIXED INCOME......................................................................................................... 16,155,618 16,305,787 - 162 - 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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FIXED INCOME CORE RETIREMENT INVEST
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LIMITED PARTNERSHIPS CORE RETIREMEN
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PREFERRED SECURITIES CORE RETIREMEN
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CONVERTIBLE SECURITIES CORE RETIREM
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FINANCIAL FUTURES CONTRACTS CORE RE
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STOCKS VARIABLE RETIREMENT INVESTME
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Page 163: STATE INVESTMENT FUND AS OF JUNE 30
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Page 171 and 172: HISTORICAL SOCIETY TRUST FUND AS OF
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Page 176: State of Wisconsin Investment Board
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