INJURED PATIENTS AND FAMILIES COMPENSATION 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 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, <strong>2011</strong> 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
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