Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
International Sovereign Debt Securities
Security Name Rate Maturity Date Par Value Book Value Market Value
CZECH REPUBLIC 4.60 08/18/18 55,280,000 3,155,936 2,566,146
CZECH REPUBLIC 5.70 05/25/24 45,000,000 2,924,685 2,575,423
CZECH REPUBLIC 2.50 08/25/28 21,500,000 1,055,571 968,425
CZECH REPUBLIC 3.85 09/29/21 14,100,000 812,523 690,249
CZECH REPUBLIC 2.40 09/17/25 12,700,000 662,532 575,773
DEUTSCHE TELEKOM INT FIN 8.88 11/27/28 650,000 1,552,260 1,553,305
DEUTSCHLAND I/L BOND 0.50 04/15/30 19,238,260 25,622,288 24,129,681
DEUTSCHLAND I/L BOND 0.10 04/15/23 12,450,840 17,218,471 14,787,631
DEUTSCHLAND I/L BOND 1.75 04/15/20 4,391,120 6,556,129 5,508,562
EUROPEAN INVESTMENT BANK 1.25 05/12/25 38,000,000 4,464,781 4,392,566
EUROPEAN INVESTMENT BANK 0.50 06/21/23 8,000,000 5,537,538 4,730,468
EUROPEAN INVESTMENT BANK 6.25 06/08/21 1,800,000 2,049,717 1,607,641
EUROPEAN INVESTMENT BANK 0.50 10/26/23 1,800,000 1,269,421 1,040,575
FINNISH GOVERNMENT 2.75 07/04/28 7,300,000 10,664,181 9,527,085
FINNISH GOVERNMENT 3.50 04/15/21 2,450,000 3,782,832 3,213,727
FINNISH GOVERNMENT 2.00 04/15/24 1,200,000 1,649,216 1,460,259
FRANCE (GOVT OF) 3.15 07/25/32 46,335,234 88,108,443 78,407,556
FRANCE (GOVT OF) 0.25 07/25/24 45,806,850 63,396,592 54,111,394
FRANCE (GOVT OF) 2.10 07/25/23 40,100,788 55,933,954 54,141,794
FRANCE (GOVT OF) 1.10 07/25/22 30,653,400 44,128,287 38,255,777
FRANCE (GOVT OF) 0.70 07/25/30 29,140,650 41,585,354 35,851,729
FRANCE (GOVT OF) 2.25 05/25/24 25,650,000 34,782,528 31,582,333
FRANCE (GOVT OF) 0.50 05/25/25 32,155,000 34,694,627 33,528,718
FRANCE (GOVT OF) 3.25 05/25/45 37,760,000 56,281,514 51,757,459
FRANCE (GOVT OF) 4.25 10/25/17 21,100,000 24,848,609 25,892,929
FRANCE (GOVT OF) 1.80 07/25/40 18,361,920 29,022,313 27,789,256
FRANCE (GOVT OF) 4.75 04/25/35 19,450,000 33,267,885 31,840,350
FRANCE (GOVT OF) 6.00 10/25/25 13,300,000 22,557,177 21,752,988
FRANCE (GOVT OF) 5.75 10/25/32 7,250,000 14,367,681 12,877,011
FRANCE (GOVT OF) 2.75 10/25/27 6,000,000 8,693,657 7,626,288
FRANCE (GOVT OF) 2.25 10/25/22 5,900,000 8,540,688 7,280,566
FRANCE (GOVT OF) 4.50 04/25/41 10,036,000 15,716,950 16,579,536
FRANCE (GOVT OF) 3.25 10/25/21 4,735,000 6,402,610 6,157,682
FRANCE (GOVT OF) 2.50 05/25/30 3,000,000 4,158,885 3,694,736
FRANCE (GOVT OF) 1.00 05/25/18 2,600,000 3,347,558 2,984,442
FRANCE (GOVT OF) 5.50 04/25/29 1,790,000 3,194,060 2,963,470
FRANCE (GOVT OF) 3.00 04/25/22 475,000 727,195 612,447
FRENCH DISCOUNT T BILL 0.00 07/01/15 22,000,000 23,527,521 24,512,398
FRENCH DISCOUNT T BILL 0.00 09/30/15 15,000,000 16,661,742 16,719,249
FRENCH DISCOUNT T BILL 0.00 09/09/15 5,000,000 5,666,578 5,572,977
FRENCH DISCOUNT T BILL 0.00 10/14/15 3,300,000 4,096,435 3,678,838
GERMAN POSTAL PENSIONS 3.38 01/18/16 23,200,000 26,330,945 26,312,660
INDONESIA GOVERNMENT 8.38 03/15/24 82,149,000,000 6,895,086 6,164,086
IRISH TSY 2 2045 2.00 02/18/45 10,000,000 12,063,571 9,732,224
IRISH TSY 2.4 2030 2.40 05/15/30 1,030,000 1,200,682 1,187,657
IRISH TSY 3.4 2024 3.40 03/18/24 15,425,000 21,143,567 19,831,541
IRISH TSY 3.9 2023 3.90 03/20/23 5,300,000 7,360,541 7,035,644
IRISH TSY 4 1/2 2020 4.50 04/18/20 850,000 1,188,459 1,118,158
IRISH TSY 4.4 2019 4.40 06/18/19 7,950,000 10,541,805 10,247,409
IRISH TSY 5.4 2025 5.40 03/13/25 8,082,149 13,014,460 11,993,212
ISRAEL CPI LINKED 1.75 09/29/23 285,000,000 86,205,385 84,478,581
ISRAEL CPI LINKED 4.00 05/30/36 38,000,000 17,425,128 17,703,584
ISRAEL FIXED BOND 3.75 03/31/24 18,000,000 5,310,543 5,335,966
ISRAEL FIXED BOND 5.00 01/31/20 16,500,000 5,109,412 5,205,347
ISRAEL FIXED BOND 4.25 03/31/23 11,650,000 3,608,542 3,582,335