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

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

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INJURED PATIENTS AND FAMILIES COMPENSATION FUND AS OF JUNE 30, 2011 FIXED INCOME COUPON MATURITY BOOK VALUE FAIR NAME RATE DATE RATING (AMORT COST) VALUE U S TREASURY BOND....................................................................... 7.500 11/15/16 AAA 11,534,463 13,676,544 U S TREASURY BOND....................................................................... 3.500 02/15/39 AAA 13,499,231 12,887,250 U S TREASURY BOND....................................................................... 5.250 11/15/28 AAA 4,803,777 5,771,250 U S TREASURY BOND....................................................................... 6.125 11/15/27 AAA 9,588,227 12,642,600 U S TREASURY BOND....................................................................... 6.250 08/15/23 AAA 9,701,884 12,690,001 U S TREASURY BOND....................................................................... 8.125 08/15/19 AAA 8,214,415 11,197,679 U S TREASURY NOTE........................................................................ 5.000 08/15/11 AAA 14,011,941 14,085,260 U S TREASURY NOTE........................................................................ 4.750 05/15/14 AAA 11,344,683 12,578,256 U S TREASURY NOTE........................................................................ 4.250 08/15/13 AAA 3,494,216 3,778,005 U S TREASURY NOTE........................................................................ 3.125 05/15/21 AAA 7,573,405 7,478,925 U S TREASURY NOTE........................................................................ 2.625 08/15/20 AAA 5,651,049 5,468,974 U S TREASURY NOTE........................................................................ 4.875 08/15/16 AAA 10,114,600 11,525,800 U S TREASURY NOTE........................................................................ 4.000 02/15/15 AAA 10,104,525 11,242,745 U S TREASURY NOTE........................................................................ 4.250 08/15/14 AAA 10,002,336 11,052,500 FEDERAL HOME LN BK CONS BD.................................................. 4.875 09/08/17 AAA 4,929,767 5,666,550 FEDERAL HOME LN BK CONS BD.................................................. 5.375 06/13/14 AAA 4,983,484 5,627,244 FEDERAL HOME LN BK CONS BD.................................................. 5.125 08/14/13 AAA 10,000,000 10,948,591 FEDERAL HOME LN BK CONS BD.................................................. 4.500 11/15/12 AAA 12,071,409 12,678,329 FEDERAL HOME LN MTG CORP...................................................... 5.500 08/23/17 AAA 9,994,678 11,712,115 FEDERAL HOME LN MTG CORP...................................................... 4.500 01/15/13 AAA 4,991,357 5,310,337 ALCATEL-LUCENT USA INC............................................................ 6.500 01/15/28 B 4,734,404 4,487,500 ALCOA INC.......................................................................................... 5.870 02/23/22 BBB 1,288,952 1,270,002 ALCOA INC.......................................................................................... 5.720 02/23/19 BBB 3,816,992 3,892,669 AMERICAN EXPRESS CREDIT CORP.............................................. 2.750 09/15/15 BBB 5,062,691 4,998,564 ANHEUSER-BUSCH COS INC........................................................... 4.375 01/15/13 BBB 5,007,321 5,237,895 APPLIED MATERIALS INC................................................................ 4.300 06/15/21 A 4,989,504 4,996,585 AT&T INC............................................................................................. 5.800 02/15/19 A 4,652,818 4,516,995 AVON PRODUCTS INC...................................................................... 4.200 07/15/18 BBB 4,986,271 5,088,995 BANK OF AMERICA CORP............................................................... 6.250 04/15/12 A 5,014,629 5,198,750 BAXTER INTERNATIONAL INC....................................................... 5.375 06/01/18 A 5,697,909 5,591,511 BHP FIN USA LTD GTD DEB............................................................. 8.500 12/01/12 A 5,005,821 5,540,174 BOEING CO/THE................................................................................. 4.875 02/15/20 A 5,350,409 5,400,196 BOTTLING GROUP LLC..................................................................... 4.625 11/15/12 A 4,993,890 5,273,618 BP CAPITAL MARKETS PLC............................................................. 4.500 10/01/20 A 5,003,254 5,102,905 BURLINGTON NORTHERN SANTA FE L........................................ 5.900 07/01/12 BBB 4,996,287 5,257,937 CAMPBELL SOUP CO........................................................................ 5.000 12/03/12 A 5,014,487 5,308,590 CANADIAN NATIONAL RAILWAY CO............................................ 5.850 11/15/17 A 1,496,786 1,717,386 CATERPILLAR INC............................................................................. 3.900 05/27/21 A 5,022,840 4,996,565 CISCO SYSTEMS INC......................................................................... 4.450 01/15/20 A 5,446,965 5,195,046 CITIGROUP INC.................................................................................. 4.700 05/29/15 A 5,001,081 5,294,922 COMCAST CORP................................................................................ 5.300 01/15/14 BBB 4,945,187 5,466,113 COUNTRYWIDE FINANCIAL CORP................................................. 5.800 06/07/12 A 4,998,083 5,209,743 ELI LILLY & CO.................................................................................. 5.200 03/15/17 A 4,997,808 5,588,318 EMERSON ELECTRIC CO.................................................................. 5.250 10/15/18 A 5,717,944 5,521,782 EXELON GENERATION CO LLC...................................................... 6.200 10/01/17 BBB 2,994,963 3,395,807 GENERAL ELECTRIC CAPITAL CORP............................................ 6.750 03/15/32 AA 4,955,456 5,550,000 GENERAL ELECTRIC CO.................................................................. 5.000 02/01/13 AA 4,996,608 5,304,087 GENERAL MILLS INC........................................................................ 5.700 02/15/17 BBB 3,950,724 4,509,192 GEORGIA POWER CO........................................................................ 5.700 06/01/17 A 4,992,991 5,681,274 GOLDMAN SACHS GROUP INC/THE............................................... 5.350 01/15/16 A 4,925,066 5,372,698 HOME DEPOT INC.............................................................................. 5.400 03/01/16 BBB 4,897,478 5,563,249 INTERNATIONAL BUSINESS MACHINE......................................... 6.500 01/15/28 A 5,100,441 5,982,972 JOHNSON & JOHNSON...................................................................... 2.950 09/01/20 AAA 4,839,217 4,794,128 JOHNSON CONTROLS INC................................................................ 5.500 01/15/16 BBB 4,928,033 5,581,381 JPMORGAN CHASE & CO................................................................. 4.750 03/01/15 A 4,985,469 5,336,133 KELLOGG CO...................................................................................... 7.450 04/01/31 BBB 5,724,374 6,292,964 KIMBERLY-CLARK CORP................................................................. 6.250 07/15/18 A 4,979,780 5,899,679 KINDER MORGAN INC...................................................................... 6.500 09/01/12 BB 4,091,503 4,278,750 KREDITANSTALT FUER WIEDERAUFBAU.................................... 4.875 01/17/17 AAA 4,980,235 5,673,146 KROGER CO/THE............................................................................... 6.200 06/15/12 BBB 6,037,778 6,306,969 - 165 - STATE OF WISCONSIN INVESTMENT BOARD

INJURED PATIENTS AND FAMILIES COMPENSATION FUND AS OF JUNE 30, 2011 FIXED INCOME COUPON MATURITY BOOK VALUE FAIR NAME RATE DATE RATING (AMORT COST) VALUE LOWE'S COS INC................................................................................ 6.100 09/15/17 A 4,997,222 5,884,835 MACY'S RETAIL HOLDINGS INC..................................................... 6.700 09/15/28 BB 5,055,098 5,417,150 MERCK & CO INC............................................................................... 6.400 03/01/28 A 5,532,896 5,917,882 MOBIL CORP 1996-A.......................................................................... 6.970 07/02/17 AAA 2,661,457 2,950,305 MORGAN STANLEY........................................................................... 5.450 01/09/17 A 4,990,181 5,240,697 NORTHERN STATES POWER CO/MN............................................. 7.125 07/01/25 A 9,809,949 11,157,660 PEPSIAMERICAS INC......................................................................... 4.875 01/15/15 A 4,813,697 5,514,556 PHARMACIA CORP............................................................................ 6.750 12/15/27 A 2,990,687 3,535,680 PRAXAIR INC...................................................................................... 3.950 06/01/13 A 4,951,238 5,297,609 PROCTER & GAMBLE CO/THE........................................................ 4.850 12/15/15 AA 4,976,726 5,625,721 RIO TINTO ALCAN INC...................................................................... 5.200 01/15/14 A 4,964,200 5,431,522 SOUTH CAROLINA ELECTRIC & GAS............................................ 7.125 06/15/13 A 3,117,715 3,321,990 SOUTH CAROLINA ELECTRIC & GAS............................................ 5.300 05/15/33 A 2,731,273 2,954,749 SOUTHWEST AIRLINES CO.............................................................. 5.750 12/15/16 BBB 4,940,567 5,497,756 TARGET CORP.................................................................................... 4.000 06/15/13 A 4,907,587 5,306,441 TRANSCANADA PIPELINES LTD..................................................... 7.625 01/15/39 A 6,224,825 6,208,472 UNION ELECTRIC CO........................................................................ 6.400 06/15/17 BBB 4,997,076 5,771,367 VERIZON GLOBAL FUNDING CORP............................................... 7.750 12/01/30 A 9,492,269 11,102,995 VODAFONE GROUP PLC................................................................... 5.000 09/15/15 BBB 4,824,133 5,494,474 WACHOVIA CORP.............................................................................. 5.750 02/01/18 A 5,273,235 5,529,865 WAL-MART STORES INC.................................................................. 5.000 10/25/40 AA 4,652,872 4,701,305 WASHINGTON MUTUAL BANK / DEBT.......................................... 6.875 06/15/11 NR 5,000,000 6,250 WEYERHAEUSER CO........................................................................ 7.125 07/15/23 BB 4,613,649 5,297,300 ZENECA WILMINGTON INC............................................................. 7.000 11/15/23 A 4,380,862 6,144,550 TOTAL FIXED INCOME........................................................................................................................................ EQUITY FUNDS 488,131,308 529,005,277 NO. OF FAIR NAME SHARES COST VALUE BLACKROCK EQ INDEX FD B LENDABLE 2,083,149 75,311,995 81,734,020 BLACKROCK MID CAP EQ INDEX FUND B LENDABLE 111,231 4,577,065 8,192,452 BLACKROCK RUSSELL 2000 INDEX FUND B 378,351 5,080,719 9,811,913 BLACKROCK MSCI WORLD EX - US INDEX FUND B 1,033,678 10,419,230 17,346,003 TOTAL EQUITY FUNDS...................................................................................................... 95,389,009 117,084,388 - 166 - STATE OF WISCONSIN INVESTMENT BOARD

INJURED PATIENTS AND FAMILIES COMPENSATION FUND AS OF JUNE 30, <strong>2011</strong><br />

FIXED INCOME<br />

COUPON MATURITY BOOK VALUE FAIR<br />

NAME RATE DATE RATING (AMORT COST) VALUE<br />

U S TREASURY BOND....................................................................... 7.500 11/15/16 AAA 11,534,463 13,676,544<br />

U S TREASURY BOND....................................................................... 3.500 02/15/39 AAA 13,499,231 12,887,250<br />

U S TREASURY BOND....................................................................... 5.250 11/15/28 AAA 4,803,777 5,771,250<br />

U S TREASURY BOND....................................................................... 6.125 11/15/27 AAA 9,588,227 12,642,600<br />

U S TREASURY BOND....................................................................... 6.250 08/15/23 AAA 9,701,884 12,690,001<br />

U S TREASURY BOND....................................................................... 8.125 08/15/19 AAA 8,214,415 11,197,679<br />

U S TREASURY NOTE........................................................................ 5.000 08/15/11 AAA 14,011,941 14,085,260<br />

U S TREASURY NOTE........................................................................ 4.750 05/15/14 AAA 11,344,683 12,578,256<br />

U S TREASURY NOTE........................................................................ 4.250 08/15/13 AAA 3,494,216 3,778,005<br />

U S TREASURY NOTE........................................................................ 3.125 05/15/21 AAA 7,573,405 7,478,925<br />

U S TREASURY NOTE........................................................................ 2.625 08/15/20 AAA 5,651,049 5,468,974<br />

U S TREASURY NOTE........................................................................ 4.875 08/15/16 AAA 10,114,600 11,525,800<br />

U S TREASURY NOTE........................................................................ 4.000 02/15/15 AAA 10,104,525 11,242,745<br />

U S TREASURY NOTE........................................................................ 4.250 08/15/14 AAA 10,002,336 11,052,500<br />

FEDERAL HOME LN BK CONS BD.................................................. 4.875 09/08/17 AAA 4,929,767 5,666,550<br />

FEDERAL HOME LN BK CONS BD.................................................. 5.375 06/13/14 AAA 4,983,484 5,627,244<br />

FEDERAL HOME LN BK CONS BD.................................................. 5.125 08/14/13 AAA 10,000,000 10,948,591<br />

FEDERAL HOME LN BK CONS BD.................................................. 4.500 11/15/12 AAA 12,071,409 12,678,329<br />

FEDERAL HOME LN MTG CORP...................................................... 5.500 08/23/17 AAA 9,994,678 11,712,115<br />

FEDERAL HOME LN MTG CORP...................................................... 4.500 01/15/13 AAA 4,991,357 5,310,337<br />

ALCATEL-LUCENT USA INC............................................................ 6.500 01/15/28 B 4,734,404 4,487,500<br />

ALCOA INC.......................................................................................... 5.870 02/23/22 BBB 1,288,952 1,270,002<br />

ALCOA INC.......................................................................................... 5.720 02/23/19 BBB 3,816,992 3,892,669<br />

AMERICAN EXPRESS CREDIT CORP.............................................. 2.750 09/15/15 BBB 5,062,691 4,998,564<br />

ANHEUSER-BUSCH COS INC........................................................... 4.375 01/15/13 BBB 5,007,321 5,237,895<br />

APPLIED MATERIALS INC................................................................ 4.300 06/15/21 A 4,989,504 4,996,585<br />

AT&T INC............................................................................................. 5.800 02/15/19 A 4,652,818 4,516,995<br />

AVON PRODUCTS INC...................................................................... 4.200 07/15/18 BBB 4,986,271 5,088,995<br />

BANK OF AMERICA CORP............................................................... 6.250 04/15/12 A 5,014,629 5,198,750<br />

BAXTER INTERNATIONAL INC....................................................... 5.375 06/01/18 A 5,697,909 5,591,511<br />

BHP FIN USA LTD GTD DEB............................................................. 8.500 12/01/12 A 5,005,821 5,540,174<br />

BOEING CO/THE................................................................................. 4.875 02/15/20 A 5,350,409 5,400,196<br />

BOTTLING GROUP LLC..................................................................... 4.625 11/15/12 A 4,993,890 5,273,618<br />

BP CAPITAL MARKETS PLC............................................................. 4.500 10/01/20 A 5,003,254 5,102,905<br />

BURLINGTON NORTHERN SANTA FE L........................................ 5.900 07/01/12 BBB 4,996,287 5,257,937<br />

CAMPBELL SOUP CO........................................................................ 5.000 12/03/12 A 5,014,487 5,308,590<br />

CANADIAN NATIONAL RAILWAY CO............................................ 5.850 11/15/17 A 1,496,786 1,717,386<br />

CATERPILLAR INC............................................................................. 3.900 05/27/21 A 5,022,840 4,996,565<br />

CISCO SYSTEMS INC......................................................................... 4.450 01/15/20 A 5,446,965 5,195,046<br />

CITIGROUP INC.................................................................................. 4.700 05/29/15 A 5,001,081 5,294,922<br />

COMCAST CORP................................................................................ 5.300 01/15/14 BBB 4,945,187 5,466,113<br />

COUNTRYWIDE FINANCIAL CORP................................................. 5.800 06/07/12 A 4,998,083 5,209,743<br />

ELI LILLY & CO.................................................................................. 5.200 03/15/17 A 4,997,808 5,588,318<br />

EMERSON ELECTRIC CO.................................................................. 5.250 10/15/18 A 5,717,944 5,521,782<br />

EXELON GENERATION CO LLC...................................................... 6.200 10/01/17 BBB 2,994,963 3,395,807<br />

GENERAL ELECTRIC CAPITAL CORP............................................ 6.750 03/15/32 AA 4,955,456 5,550,000<br />

GENERAL ELECTRIC CO.................................................................. 5.000 02/01/13 AA 4,996,608 5,304,087<br />

GENERAL MILLS INC........................................................................ 5.700 02/15/17 BBB 3,950,724 4,509,192<br />

GEORGIA POWER CO........................................................................ 5.700 06/01/17 A 4,992,991 5,681,274<br />

GOLDMAN SACHS GROUP INC/THE............................................... 5.350 01/15/16 A 4,925,066 5,372,698<br />

HOME DEPOT INC.............................................................................. 5.400 03/01/16 BBB 4,897,478 5,563,249<br />

INTERNATIONAL BUSINESS MACHINE......................................... 6.500 01/15/28 A 5,100,441 5,982,972<br />

JOHNSON & JOHNSON...................................................................... 2.950 09/01/20 AAA 4,839,217 4,794,128<br />

JOHNSON CONTROLS INC................................................................ 5.500 01/15/16 BBB 4,928,033 5,581,381<br />

JPMORGAN CHASE & CO................................................................. 4.750 03/01/15 A 4,985,469 5,336,133<br />

KELLOGG CO...................................................................................... 7.450 04/01/31 BBB 5,724,374 6,292,964<br />

KIMBERLY-CLARK CORP................................................................. 6.250 07/15/18 A 4,979,780 5,899,679<br />

KINDER MORGAN INC...................................................................... 6.500 09/01/12 BB 4,091,503 4,278,750<br />

KREDITANSTALT FUER WIEDERAUFBAU.................................... 4.875 01/17/17 AAA 4,980,235 5,673,146<br />

KROGER CO/THE............................................................................... 6.200 06/15/12 BBB 6,037,778 6,306,969<br />

- 165 - STATE OF WISCONSIN INVESTMENT BOARD

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