Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
International Sovereign Debt Securities
Security Name Rate Maturity Date Par Value Book Value Market Value
NOTA DO TESOURO NACIONAL 6.00 08/15/18 50,000,000 42,907,083 43,044,988
NOTA DO TESOURO NACIONAL 6.00 08/15/20 50,000,000 53,032,348 42,755,328
NOTA DO TESOURO NACIONAL 6.00 05/15/17 63,500,000 58,411,902 54,244,912
NOTA DO TESOURO NACIONAL 6.00 08/15/24 40,000,000 45,340,367 34,326,629
NOTA DO TESOURO NACIONAL 10.00 01/01/23 67,450,000 26,273,474 19,130,795
NOTA DO TESOURO NACIONAL 6.00 05/15/35 26,000,000 28,807,573 22,120,339
NOTA DO TESOURO NACIONAL 6.00 05/15/19 19,000,000 20,370,631 16,041,403
NOTA DO TESOURO NACIONAL 6.00 05/15/45 8,000,000 8,817,546 6,817,633
NZ LOCAL GOVT FUND AGENC 6.00 05/15/21 5,196,000 4,262,566 3,933,502
OBRIGACOES DO TESOURO 2.88 10/15/25 50,000,000 59,172,911 55,200,807
OBRIGACOES DO TESOURO 3.88 02/15/30 18,000,000 21,942,819 21,140,606
OBRIGACOES DO TESOURO 5.65 02/15/24 14,500,000 22,435,776 19,690,486
ONTARIO (PROVINCE OF) 2.85 06/02/23 18,600,000 16,991,317 15,631,628
ONTARIO (PROVINCE OF) 3.45 06/02/45 13,600,000 12,263,444 11,426,745
ONTARIO (PROVINCE OF) 4.00 06/02/21 6,700,000 6,968,948 6,067,969
ONTARIO (PROVINCE OF) 3.15 06/02/22 4,805,000 4,469,041 4,152,902
ONTARIO (PROVINCE OF) 6.20 06/02/31 400,000 506,803 453,029
ONTARIO (PROVINCE OF) 3.50 06/02/24 100,000 96,462 87,541
ONTARIO (PROVINCE OF) 2.10 09/08/18 100,000 101,285 82,811
PERU BONO SOBERANO 7.84 08/12/20 36,500,000 14,635,802 12,781,938
PERU BONO SOBERANO 6.90 08/12/37 7,800,000 2,754,378 2,364,385
PERU BONO SOBERANO 8.20 08/12/26 5,960,000 2,430,497 2,096,513
PERU BONO SOBERANO 6.95 08/12/31 1,725,000 674,183 531,251
PETROLEOS MEXICANOS 7.47 11/12/26 37,000,000 2,543,066 2,235,000
POLAND GOVERNMENT BOND 2.75 08/25/23 128,027,400 44,673,980 37,445,861
POLAND GOVERNMENT BOND 4.00 10/25/23 312,570,000 100,060,350 87,997,319
POLAND GOVERNMENT BOND 4.75 04/25/17 65,000,000 19,217,653 18,138,610
POLAND GOVERNMENT BOND 5.25 10/25/20 66,450,000 23,720,796 19,831,285
POLAND GOVERNMENT BOND 5.75 10/25/21 59,000,000 21,242,316 18,185,222
POLAND GOVERNMENT BOND 5.75 04/25/29 44,675,000 17,706,367 14,814,058
POLAND GOVERNMENT BOND 3.25 07/25/25 8,699,000 2,582,038 2,306,945
PROVINCE OF ALBERTA 1.75 06/15/17 15,300,000 15,038,228 12,492,334
PROVINCE OF QUEBEC 4.25 12/01/21 16,000,000 16,943,567 14,729,945
PROVINCE OF QUEBEC 3.75 09/01/24 9,400,000 8,788,777 8,372,246
PROVINCE OF QUEBEC 6.25 06/01/32 1,500,000 1,799,464 1,713,024
PROVINCE OF QUEBEC 3.00 09/01/23 1,400,000 1,411,946 1,187,216
PROVINCE OF QUEBEC 5.00 12/01/41 300,000 348,330 314,468
QUEENSLAND TREASURY CORP 4.25 07/21/23 18,400,000 17,216,218 15,009,978
QUEENSLAND TREASURY CORP 6.00 06/14/21 7,350,000 7,623,158 6,633,019
QUEENSLAND TREASURY CORP 4.75 07/21/25 2,000,000 1,718,869 1,677,546
QUEENSLAND TREASURY CORP 6.25 06/14/19 1,050,000 837,049 921,459
REPUBLIC OF AUSTRIA 6.25 07/15/27 4,300,000 8,428,992 7,446,217
REPUBLIC OF AUSTRIA 1.65 10/21/24 2,140,000 2,849,654 2,518,286
REPUBLIC OF AUSTRIA 3.40 11/22/22 800,000 1,180,004 1,064,569
REPUBLIC OF AUSTRIA 4.15 03/15/37 500,000 816,994 806,586
REPUBLIC OF AUSTRIA 4.85 03/15/26 300,000 530,029 456,963
REPUBLIC OF AUSTRIA 3.15 06/20/44 100,000 155,294 144,913
REPUBLIC OF CHILE 5.50 08/05/20 495,500,000 957,496 826,904
REPUBLIC OF INDONESIA 2.88 07/08/21 6,200,000 8,418,837 6,959,850
REPUBLIC OF KOREA 2.13 06/10/24 10,000,000 13,577,333 11,636,637
REPUBLIC OF LATVIA 2.88 04/30/24 425,000 593,720 528,583
REPUBLIC OF LATVIA 5.50 03/05/18 85,000 130,521 107,949
REPUBLIC OF LITHUANIA 3.38 01/22/24 520,000 711,328 666,665
REPUBLIC OF LITHUANIA 2.13 10/29/26 150,000 185,854 171,392
REPUBLIC OF PERU 7.84 08/12/20 17,300,000 6,975,686 6,058,288