Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
International Sovereign Debt Securities
Security Name Rate Maturity Date Par Value Book Value Market Value
SWITZERLAND 3.25 06/27/27 11,100,000 14,891,885 15,978,631
SWITZERLAND 2.00 05/25/22 8,255,000 9,485,868 10,171,347
SWITZERLAND 4.00 02/11/23 10,350,000 14,356,017 14,543,492
SWITZERLAND 1.50 07/24/25 3,000,000 3,695,362 3,634,798
THAILAND GOVERNMENT BOND 1.25 03/12/28 800,189,750 22,741,483 21,381,725
THAILAND GOVERNMENT BOND 3.88 06/13/19 137,000,000 4,357,620 4,318,525
THAILAND GOVERNMENT BOND 3.63 06/16/23 136,500,000 4,319,457 4,246,904
THAILAND GOVERNMENT BOND 4.88 06/22/29 72,500,000 2,546,177 2,487,549
THAILAND GOVERNMENT BOND 3.45 03/08/19 33,500,000 1,055,727 1,036,703
TREASURY CORP VICTORIA 5.50 11/17/26 8,000,000 7,841,199 7,311,925
TREASURY CORP VICTORIA 6.00 10/17/22 3,670,000 3,811,814 3,378,147
TSY 0 1/8 2024 I/L GILT 0.13 03/22/24 69,169,750 118,409,200 117,578,426
TSY 0 1/8 2029 I/L GILT 0.13 03/22/29 67,366,720 117,245,989 118,004,515
TSY 0 1/8 2044 I/L GILT 0.13 03/22/44 54,483,456 106,960,510 107,081,988
TSY 0 1/8 2068 I/L GILT 0.13 03/22/68 53,722,240 109,669,498 137,379,098
TSY 0 3/8 2062 I/L GILT 0.38 03/22/62 43,318,044 81,159,767 113,568,597
TSY 0 5/8 2040 I/L GILT 0.63 03/22/40 11,914,200 20,443,464 25,321,814
TSY 0 5/8 2042 I/L GILT 0.63 11/22/42 128,703,080 248,970,273 282,758,591
TSY 1 1/4 2027 I/L GILT 1.25 11/22/27 39,479,913 75,882,282 77,904,419
TSY 1 1/8 2037 I/L GILT 1.13 11/22/37 57,527,305 117,700,347 130,679,516
TSY 1 7/8 2022 I/L GILT 1.88 11/22/22 62,718,000 122,676,110 119,804,046
TSY 2 2035 I/L STOCK 2.83 01/26/35 26,800,400 83,220,518 96,516,997
TURKEY GOVERNMENT BOND 3.50 02/20/19 91,741,316 44,949,052 35,511,663
TURKEY GOVERNMENT BOND 4.00 04/01/20 67,491,013 30,888,053 26,830,134
TURKEY GOVERNMENT BOND 9.00 07/24/24 89,400,000 40,957,867 33,070,325
TURKEY GOVERNMENT BOND 8.80 09/27/23 63,605,000 28,166,006 23,196,000
TURKEY GOVERNMENT BOND 9.00 03/08/17 38,025,000 14,042,938 14,080,179
TURKEY GOVERNMENT BOND 2.40 05/08/24 29,629,573 13,431,807 10,877,449
TURKEY GOVERNMENT BOND 3.00 02/23/22 21,274,553 10,715,349 8,151,672
TURKEY GOVERNMENT BOND 7.10 03/08/23 10,350,000 3,843,729 3,426,820
TURKEY GOVERNMENT BOND 10.50 01/15/20 6,235,000 2,777,109 2,434,420
TURKEY GOVERNMENT BOND 10.40 03/20/24 3,350,000 1,440,647 1,343,001
UK TSY 1 3/4 2019 1.75 07/22/19 45,410,000 72,875,759 72,656,828
UK TSY 1.25 2018 1.25 07/22/18 10,365,000 15,765,062 16,411,659
UK TSY 1.75 2022 1.75 09/07/22 38,311,258 60,554,735 60,004,496
UK TSY 2 2020 2.00 07/22/20 58,400,000 92,184,052 94,016,387
UK TSY 2 3/4 2024 2.75 09/07/24 42,700,000 71,388,309 71,095,595
UK TSY 3 1/4 2044 3.25 01/22/44 12,500,000 20,826,120 21,683,371
UK TSY 3 3/4 2019 3.75 09/07/19 46,143,683 81,046,467 79,860,592
UK TSY 3 3/4 2020 3.75 09/07/20 20,000,000 34,518,371 35,005,795
UK TSY 3 3/4 2021 3.75 09/07/21 1,700,000 2,943,103 3,005,603
UK TSY 4 1/2 2034 4.50 09/07/34 5,700,000 11,351,001 11,540,795
UK TSY 4 1/2 2042 4.50 12/07/42 3,843,000 7,709,798 8,169,584
UK TSY 4 1/4 2046 4.25 12/07/46 170,000 269,659 355,400
UK TSY 4 1/4 2027 4.25 12/07/27 10,400,000 19,005,173 19,867,998
UK TSY 4 1/4 2040 4.25 12/07/40 5,000,000 9,931,268 10,106,488
UK TSY 4 1/4 2049 4.25 12/07/49 650,000 1,352,459 1,390,398
UK TSY 4 1/4 2055 4.25 12/07/55 400,000 835,332 885,320
UK TSY 4 3/4 2030 4.75 12/07/30 3,340,000 5,466,611 6,817,335
UK TSY 4 3/4 2038 4.75 12/07/38 1,950,000 3,467,507 4,181,474
UK TSY 5 2025 5.00 03/07/25 4,650,000 9,080,140 9,220,375
UNITED KINGDOM GILT 2.25 09/07/23 14,629,000 23,288,720 23,545,399
Total $ 9,722,420,131 $ 8,966,232,664