Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
International Sovereign Debt Securities
Security Name Rate Maturity Date Par Value Book Value Market Value
MALAYSIA GOVERNMENT 3.31 10/31/17 1,050,000 315,628 278,704
MALAYSIA GOVERNMENT 3.84 04/15/33 850,000 248,009 212,303
MALAYSIA GOVERNMENT 3.89 07/31/20 400,000 122,283 106,814
MEX BONOS DESARR FIX RT 4.75 06/14/18 832,100,000 55,745,466 53,247,156
MEX BONOS DESARR FIX RT 8.00 06/11/20 505,000,000 42,747,132 35,975,141
MEX BONOS DESARR FIX RT 6.50 06/10/21 526,500,000 41,577,351 34,940,636
MEX BONOS DESARR FIX RT 6.50 06/09/22 347,700,000 27,971,183 22,957,110
MEX BONOS DESARR FIX RT 10.00 12/05/24 365,583,000 33,546,474 29,833,739
MEX BONOS DESARR FIX RT 7.75 11/13/42 140,825,000 11,725,184 10,002,388
MEX BONOS DESARR FIX RT 8.50 11/18/38 120,250,000 10,142,435 9,167,046
MEX BONOS DESARR FIX RT 7.75 12/14/17 75,000,000 6,376,296 5,161,244
MEX BONOS DESARR FIX RT 7.75 05/29/31 87,932,100 7,631,859 6,250,032
MEX BONOS DESARR FIX RT 10.00 11/20/36 17,825,000 1,786,698 1,553,748
MEX BONOS DESARR FIX RT 7.75 11/23/34 9,000,000 715,382 638,363
MEXICAN CETES 0.01 08/27/15 22,000,000,000 141,606,952 139,509,836
MEXICAN CETES 0.00 07/23/15 1,700,000,000 10,975,054 10,813,892
MEXICAN UDIBONOS 2.00 06/09/22 2,326,528,775 177,960,936 142,937,549
MEXICAN UDIBONOS 2.50 12/10/20 625,297,482 48,812,078 40,419,723
MEXICAN UDIBONOS 4.50 11/22/35 499,710,308 44,242,928 36,814,417
MEXICAN UDIBONOS 4.00 11/15/40 244,842,221 20,471,430 16,771,575
MEXICAN UDIBONOS 4.00 06/13/19 187,853,083 14,067,719 12,970,760
MEXICAN UDIBONOS 4.75 12/04/25 54,878,429 5,037,304 3,997,576
MEXICO CETES 0.00 07/02/15 320,000,000 2,056,859 2,039,084
NETHERLANDS GOVERNMENT 3.75 01/15/23 29,100,000 40,100,230 39,799,500
NETHERLANDS GOVERNMENT 0.25 07/15/25 9,805,000 10,262,260 10,103,365
NETHERLANDS GOVERNMENT 2.00 07/15/24 6,150,000 8,202,446 7,508,365
NETHERLANDS GOVERNMENT 5.50 01/15/28 8,916,000 14,750,506 14,844,327
NETHERLANDS GOVERNMENT 3.25 07/15/21 3,160,000 4,857,360 4,116,575
NETHERLANDS GOVERNMENT 2.75 01/15/47 1,190,000 2,075,128 1,655,873
NETHERLANDS GOVERNMENT 3.75 01/15/42 300,000 520,263 488,260
NEW S WALES TREASURY CRP 4.00 04/20/23 10,500,000 9,234,574 8,571,586
NEW S WALES TREASURY CRP 5.00 08/20/24 7,500,000 6,956,392 6,565,188
NEW S WALES TREASURY CRP 2.75 11/20/25 1,600,000 1,873,149 1,771,137
NEW S WALES TREASURY CRP 3.75 11/20/20 300,000 344,363 313,054
NEW ZEALAND GOVERNMENT 5.00 03/15/19 22,600,000 20,219,028 16,380,252
NEW ZEALAND GOVERNMENT 6.00 12/15/17 7,000,000 5,930,349 5,084,025
NEW ZEALAND GOVERNMENT 5.50 04/15/23 9,500,000 8,295,492 7,392,611
NEW ZEALAND GOVERNMENT 4.50 04/15/27 3,000,000 2,201,093 2,195,805
NEW ZEALAND INDEX LINKED 3.00 09/20/30 44,100,000 39,666,529 33,593,997
NEW ZEALAND INDEX LINKED 2.00 09/20/25 40,500,000 32,652,077 28,031,102
NEW ZEALAND INDEX LINKED 2.50 09/20/35 10,000,000 8,110,358 6,980,909
NORWEGIAN GOVERNMENT 3.00 03/14/24 139,300,000 21,752,591 19,454,761
NORWEGIAN GOVERNMENT 2.00 05/24/23 111,000,000 17,271,128 14,472,679
NORWEGIAN GOVERNMENT 1.75 03/13/25 45,000,000 5,849,128 5,665,968
NORWEGIAN GOVERNMENT 4.50 05/22/19 55,300,000 10,071,672 7,962,357
NORWEGIAN GOVERNMENT 3.75 05/25/21 24,900,000 4,365,081 3,584,144
NORWEGIAN GOVERNMENT 4.25 05/19/17 5,200,000 934,324 703,479
NOTA DO TESOURO NACIONAL 10.00 01/01/17 622,345,000 252,518,106 190,347,135
NOTA DO TESOURO NACIONAL 6.00 08/15/16 372,500,000 347,207,974 322,291,763
NOTA DO TESOURO NACIONAL 10.00 01/01/18 267,150,000 86,903,369 80,502,931
NOTA DO TESOURO NACIONAL 10.00 01/01/25 336,385,000 114,357,771 93,711,117
NOTA DO TESOURO NACIONAL 6.00 08/15/50 148,450,000 164,549,298 129,301,269
NOTA DO TESOURO NACIONAL 6.00 08/15/22 134,500,000 144,290,222 115,408,092
NOTA DO TESOURO NACIONAL 10.00 01/01/19 111,000,000 42,454,442 33,012,674
NOTA DO TESOURO NACIONAL 10.00 01/01/21 167,800,000 57,881,217 48,592,371