Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
Foreign Issued - USD Denominated
Security Name Rate Maturity Date Par Value Book Value Market Value
REPUBLIC OF KOREA 4.13 06/10/44 13,550,853 13,510,586 14,895,097
REPUBLIC OF KOREA 3.88 09/11/23 9,650,853 9,555,197 10,409,798
REPUBLIC OF KOREA 5.63 11/03/25 7,720,682 7,666,026 9,522,707
REPUBLIC OF PANAMA 6.70 01/26/36 30,882,729 35,951,786 37,985,756
REPUBLIC OF PANAMA 7.13 01/29/26 19,701,705 24,339,336 24,774,896
REPUBLIC OF PANAMA 4.00 09/22/24 16,406,450 16,354,571 16,529,499
REPUBLIC OF PANAMA 3.75 03/16/25 9,650,853 9,543,775 9,506,090
REPUBLIC OF PANAMA 9.38 04/01/29 4,825,426 7,391,815 7,129,567
REPUBLIC OF PERU 7.35 07/21/25 36,673,240 43,052,764 47,950,262
REPUBLIC OF PERU 5.63 11/18/50 28,470,015 30,644,062 31,744,067
REPUBLIC OF PERU 6.95 08/12/31 5,640,000 1,848,179 1,736,961
REPUBLIC OF PERU 8.75 11/21/33 4,825,426 6,831,365 7,286,394
REPUBLIC OF PHILIPPINES 6.38 10/23/34 43,428,837 55,549,242 57,651,781
REPUBLIC OF PHILIPPINES 5.00 01/13/37 43,428,837 50,710,599 50,214,593
REPUBLIC OF PHILIPPINES 5.50 03/30/26 13,511,194 15,864,167 15,926,320
REPUBLIC OF PHILIPPINES 3.95 01/20/40 10,579,265 10,579,265 10,685,057
REPUBLIC OF PHILIPPINES 4.20 01/21/24 8,010,208 8,145,287 8,741,139
REPUBLIC OF PHILIPPINES 6.38 01/15/32 7,720,682 10,230,100 10,007,934
REPUBLIC OF POLAND 4.00 01/22/24 28,952,558 29,351,233 30,291,614
REPUBLIC OF POLAND 5.00 03/23/22 12,449,600 13,042,283 13,825,280
REPUBLIC OF POLAND 3.00 03/17/23 11,581,023 10,951,152 11,378,355
REPUBLIC OF PORTUGAL 5.13 10/15/24 23,301,705 25,036,984 23,769,604
REPUBLIC OF SLOVENIA 5.85 05/10/23 9,650,853 9,680,105 10,919,457
REPUBLIC OF SLOVENIA 5.25 02/18/24 9,650,853 9,504,743 10,519,429
REPUBLIC OF SLOVENIA 5.50 10/26/22 5,000,000 4,944,755 5,544,750
REPUBLIC OF SOUTH AFRICA 5.88 09/16/25 42,946,295 47,942,477 47,563,018
REPUBLIC OF SOUTH AFRICA 5.38 07/24/44 14,186,753 14,348,369 14,200,939
REPUBLIC OF TURKEY 3.25 03/23/23 59,352,744 56,250,094 55,122,675
REPUBLIC OF TURKEY 5.75 03/22/24 45,359,008 47,121,344 49,101,126
REPUBLIC OF TURKEY 6.00 01/14/41 39,568,496 46,167,762 41,843,685
REPUBLIC OF TURKEY 6.63 02/17/45 29,338,592 31,978,473 33,812,728
REPUBLIC OF TURKEY 4.88 04/16/43 26,539,845 25,441,913 24,217,609
REPUBLIC OF TURKEY 7.38 02/05/25 23,162,046 29,804,484 27,823,407
REPUBLIC OF TURKEY 6.88 03/17/36 19,301,705 25,998,570 22,438,233
REPUBLIC OF TURKEY 5.13 03/25/22 19,301,705 20,950,523 20,218,536
REPUBLIC OF TURKEY 6.75 05/30/40 14,476,279 18,130,728 16,683,912
REPUBLIC OF TURKEY 4.25 04/14/26 14,476,279 14,287,340 13,806,751
REPUBLICA ORIENT URUGUAY 5.10 06/18/50 36,673,240 37,076,699 34,839,578
REPUBLICA ORIENT URUGUAY 7.63 03/21/36 15,441,364 19,792,615 20,745,474
REPUBLICA ORIENT URUGUAY 4.13 11/20/45 7,238,140 7,238,140 6,224,800
REPUBLICA ORIENT URUGUAY 4.50 08/14/24 500,000 499,308 525,000
ROMANIA 6.13 01/22/44 5,790,512 5,691,773 6,496,954
ROMANIA 4.38 08/22/23 3,860,341 3,810,821 3,956,464
RUSSIAN FEDERATION 5.63 04/04/42 11,581,023 12,040,597 10,886,162
STATE OF ISRAEL 3.15 06/30/23 14,476,279 14,036,816 14,602,947
STATE OF ISRAEL 4.50 01/30/43 6,176,546 5,921,704 6,099,339
UNITED MEXICAN STATES 4.75 03/08/44 96,508,527 93,797,710 92,310,408
UNITED MEXICAN STATES 4.00 10/02/23 40,533,581 41,351,427 41,546,921
UNITED MEXICAN STATES 5.75 10/12/49 37,155,783 38,863,113 36,505,557
UNITED MEXICAN STATES 5.55 01/21/45 27,987,473 29,807,620 29,876,627