Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
International Sovereign Debt Securities
Security Name Rate Maturity Date Par Value Book Value Market Value
BUNDESREPUB. DEUTSCHLAND 1.50 05/15/23 4,029,000 5,386,292 4,826,325
BUNDESREPUB. DEUTSCHLAND 1.50 09/04/22 2,950,000 3,982,606 3,537,679
BUNDESREPUB. DEUTSCHLAND 4.00 01/04/37 2,500,000 4,637,083 4,063,543
BUNDESREPUB. DEUTSCHLAND 3.25 07/04/42 1,400,000 2,093,540 2,140,888
BUNDESREPUB. DEUTSCHLAND 2.25 09/04/21 1,280,907 1,682,261 1,600,475
BUNDESREPUB. DEUTSCHLAND 5.50 01/04/31 1,060,000 1,983,426 1,884,794
BUNDESREPUB. DEUTSCHLAND 4.75 07/04/34 992,000 1,614,621 1,718,820
BUNDESREPUB. DEUTSCHLAND 2.50 07/04/44 900,000 1,508,499 1,222,830
BUNDESSCHATZANWEISUNGEN 0.01 12/11/15 18,800,000 19,978,372 20,972,304
BUONI POLIENNALI DEL TES 2.35 09/15/24 123,864,690 178,946,423 151,973,054
BUONI POLIENNALI DEL TES 2.60 09/15/23 95,526,505 131,009,974 119,516,563
BUONI POLIENNALI DEL TES 2.50 12/01/24 43,951,000 54,179,579 49,938,831
BUONI POLIENNALI DEL TES 4.25 09/01/19 34,000,000 42,942,383 42,890,373
BUONI POLIENNALI DEL TES 1.50 06/01/25 37,200,000 39,912,717 38,528,375
BUONI POLIENNALI DEL TES 3.75 09/01/24 41,600,000 58,560,091 51,934,495
BUONI POLIENNALI DEL TES 2.55 09/15/41 23,951,840 37,292,829 30,021,963
BUONI POLIENNALI DEL TES 4.75 09/01/21 20,700,000 30,030,559 27,293,772
BUONI POLIENNALI DEL TES 5.50 11/01/22 19,000,000 30,584,542 26,206,559
BUONI POLIENNALI DEL TES 4.75 08/01/23 16,079,000 23,470,430 21,480,421
BUONI POLIENNALI DEL TES 4.50 07/15/15 12,000,000 13,648,020 13,390,054
BUONI POLIENNALI DEL TES 2.75 12/01/15 11,520,000 12,622,350 12,968,727
BUONI POLIENNALI DEL TES 4.75 05/01/17 11,360,000 14,464,809 13,653,872
BUONI POLIENNALI DEL TES 5.00 03/01/25 24,549,000 36,368,965 33,527,702
BUONI POLIENNALI DEL TES 1.35 04/15/22 7,451,000 8,482,751 8,087,715
BUONI POLIENNALI DEL TES 4.75 09/01/28 6,900,000 10,798,030 9,386,715
BUONI POLIENNALI DEL TES 4.50 05/01/23 8,275,000 12,079,825 10,890,743
BUONI POLIENNALI DEL TES 4.75 09/01/44 8,500,000 13,885,402 11,923,554
BUONI POLIENNALI DEL TES 3.25 09/01/46 5,350,000 7,249,158 5,962,341
BUONI POLIENNALI DEL TES 5.00 09/01/40 9,066,000 13,665,515 12,966,661
BUONI POLIENNALI DEL TES 3.50 03/01/30 3,050,000 4,020,924 3,705,279
BUONI POLIENNALI DEL TES 3.75 05/01/21 2,344,000 3,221,266 2,933,371
BUONI POLIENNALI DEL TES 4.50 02/01/20 1,800,000 2,347,672 2,308,628
BUONI POLIENNALI DEL TES 4.50 03/01/24 1,500,000 2,068,425 1,971,231
BUONI POLIENNALI DEL TES 4.00 02/01/37 1,850,000 2,574,440 2,310,939
BUONI POLIENNALI DEL TES 4.75 09/15/16 1,300,000 1,718,829 1,525,825
BUONI POLIENNALI DEL TES 3.75 08/01/16 965,000 1,363,466 1,115,742
BUONI POLIENNALI DEL TES 5.00 03/01/22 211,000 335,213 283,550
CANADA GOV T REAL RETURN 4.25 12/01/21 78,689,898 95,764,286 83,006,828
CANADA GOV T REAL RETURN 3.00 12/01/36 24,507,400 32,509,463 29,861,554
CANADA GOVT REAL RETURN 1.50 12/01/44 24,017,840 28,335,747 24,137,116
CANADA GOVT REAL RETURN 2.00 12/01/41 15,999,693 21,406,155 17,491,178
CANADA HOUSING TRUST 1.75 06/15/18 16,900,000 13,743,632 13,891,856
CANADA HOUSING TRUST 2.90 06/15/24 9,400,000 8,636,296 8,054,056
CANADA HOUSING TRUST 3.15 09/15/23 2,300,000 2,138,827 2,014,133
CANADA T BILL 0.00 07/16/15 4,000,000 3,289,301 3,203,204
CANADA T BILL 0.00 08/13/15 2,000,000 1,644,402 1,600,913
CANADIAN GOVERNMENT 1.50 08/01/15 157,900,000 129,239,652 126,569,159
CANADIAN GOVERNMENT 2.25 06/01/25 29,724,000 25,527,099 25,034,872
CANADIAN GOVERNMENT 2.50 06/01/24 15,900,000 14,253,474 13,685,373
CANADIAN GOVERNMENT 1.50 06/01/23 9,300,000 7,657,596 7,463,465
CANADIAN GOVERNMENT 3.25 06/01/21 3,000,000 3,200,764 2,705,202
CANADIAN GOVERNMENT 5.75 06/01/33 1,850,000 2,540,357 2,265,507
CANADIAN GOVERNMENT 3.75 06/01/19 1,780,000 1,755,420 1,597,430
COUNCIL OF EUROPE 7.50 04/30/18 5,600,000 5,156,440 4,191,393
COUNCIL OF EUROPE 6.00 10/08/20 2,600,000 2,719,974 2,270,189