Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
US Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value
ALPHA NATURAL RESOURCES 9.75 04/15/18 508,751 513,306 36,249
ALTA MESA HLDGS/FINANC S 9.63 10/15/18 1,308,218 1,183,247 1,033,492
ALTICE FINANCING SA 7.88 12/15/19 193,810 193,810 203,985
ALTICE FINCO SA 9.88 12/15/20 193,810 193,810 213,191
ALTICE LUXEMBOURG SA 7.75 05/15/22 1,235,539 1,271,798 1,195,384
ALTICE LUXEMBOURG SA 7.63 02/15/25 387,620 383,777 364,363
ALTICE US FINANCE I CORP 5.38 07/15/23 1,556,163 1,556,163 1,517,259
ALTICE US FINANCING SA 7.75 07/15/25 775,240 761,936 744,230
AMAYA HLDGS B V 0.01 08/01/21 6,932,343 6,898,401 6,920,211
AMAYA HLDGS B V 0.01 08/01/22 3,584,426 3,538,625 3,611,310
AMC ENTERTAINMENT INC 5.75 06/15/25 844,664 844,664 827,771
AMC ENTERTAINMENT INC 5.88 02/15/22 411,846 411,721 418,024
AMC NETWORKS INC 4.75 12/15/22 8,220,040 8,202,092 8,220,040
AMERICAN ACHIEVEMENT COR 10.88 04/15/16 484,525 476,105 460,299
AMERICAN AIRLINES 2013 2 4.95 07/15/24 10,606,358 10,606,358 11,269,255
AMERICAN AIRLINES GROUP 4.63 03/01/20 1,187,086 1,187,086 1,148,506
AMERICAN AIRLINES GROUP 6.13 06/01/18 314,941 314,941 326,909
AMERICAN AIRLINES GROUP 5.50 10/01/19 242,263 242,263 244,079
AMERICAN AIRLINES INC. 0.01 06/26/20 7,467,555 7,467,555 7,388,250
AMERICAN AIRLS INC 0.01 10/10/21 5,476,207 5,483,799 5,450,524
AMERICAN BLDRS + CONTRACTORS 0.01 04/16/20 2,971,898 2,971,898 2,956,295
AMERICAN CAPITAL LTD 6.50 09/15/18 411,846 411,846 427,290
AMERICAN CASINO + ENTMT PPTYS 0.01 07/03/19 1,410,248 1,414,103 1,413,774
AMERICAN INTL GROUP 6.25 03/15/87 75,276,651 67,341,268 80,546,023
AMERICAN INTL GROUP 4.13 02/15/24 33,295,442 33,761,076 34,370,121
AMERICAN MUNI PWR OHIO INC OH 7.83 02/15/41 2,405,000 2,648,115 3,343,407
AMERICAN MUNI PWR OHIO INC OH 7.73 02/15/33 2,000,000 2,045,961 2,682,500
AMERICAN RENAL HLDGS INC 1.00 03/20/20 930,536 916,578 927,046
AMERICAN TOWER CORP 5.00 02/15/24 68,922,530 70,375,572 71,438,276
AMERICAN TOWER CORP 3.50 01/31/23 15,196,233 14,886,901 14,526,417
AMERICAN TOWER CORP 4.70 03/15/22 14,476,279 14,793,307 14,908,132
AMERICAN TOWER CORP 5.90 11/01/21 1,869,370 1,987,761 2,090,807
AMERICAN WATER CAP CORP 6.59 10/15/37 50,184,434 52,797,811 63,198,066
AMERIGAS FINANCE LLC/COR 7.00 05/20/22 3,440,500 3,556,535 3,646,930
AMERIGAS PART/FIN CORP 6.50 05/20/21 983,000 1,018,000 1,022,320
AMERIPRISE FINANCIAL INC 3.70 10/15/24 48,254,264 48,101,170 49,072,825
AMKOR TECHNOLOGY INC 6.38 10/01/22 8,525,084 8,705,927 8,631,647
AMKOR TECHNOLOGY INC 6.63 06/01/21 96,905 94,066 98,359
AMSURG CORP 5.63 07/15/22 1,508,060 1,521,343 1,521,256
AMSURG CORP 1.00 07/16/21 479,680 478,481 479,876
AMSURG CORP 5.63 11/30/20 121,131 123,033 123,251
AMWINS GROUP LLC 0.01 09/06/19 5,856,490 5,920,305 5,903,342
AMWINS GROUP LLC 0.10 09/04/20 2,887,455 2,845,138 2,901,892
ANADARKO PETROLEUM CORP 6.45 09/15/36 36,673,240 39,965,025 42,247,594
ANADARKO PETROLEUM CORP 8.70 03/15/19 14,476,279 16,183,604 17,445,617
ANCESTRY COM INC 1.00 12/28/18 293,501 281,761 293,686
ANCESTRY.COM HOLDINGS 9.63 10/15/18 1,744,290 1,764,185 1,779,176
ANCESTRY.COM INC 11.00 12/15/20 1,798,276 1,886,514 2,041,043
ANCHOR HOCKING LLC 0.01 05/21/20 3,240,042 1,672,444 1,228,559
ANCHOR HOCKING LLC 0.01 06/04/18 80,826 80,421 80,017
ANDRADE GUTIER INT SA 4.00 04/30/18 790,000 787,495 607,313
ANGLOGOLD HOLDINGS PLC 8.50 07/30/20 8,782,276 9,246,472 9,660,504
ANHEUSER BUSCH COS LLC 5.75 04/01/36 13,511,194 14,273,123 15,334,386
ANHEUSER BUSCH INBEV FIN 2.63 01/17/23 46,324,093 45,895,948 44,297,803
ANIXTER INC 5.13 10/01/21 702,561 702,561 714,856