Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
US Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value
BERLIN PACKAGING LLC 0.01 10/01/22 398,270 395,283 403,248
BERRY PLASTICS CORP 5.50 05/15/22 1,501,746 1,505,791 1,507,378
BERRY PLASTICS CORP 5.13 07/15/23 595,621 595,621 580,731
BERRY PLASTICS GROUP INC 0.01 01/06/21 1,991,348 1,996,326 1,984,299
BEV PACK HLDS LU/ISSUER 5.63 12/15/16 1,647,385 1,664,737 1,644,296
BEV PACK HLDS LU/ISSUER 6.00 06/15/17 1,397,756 1,404,806 1,397,756
BIOSCRIP INC 8.88 02/15/21 460,299 460,299 391,254
BJS WHOLESALE CLUB INC 0.01 09/26/19 10,320,946 10,377,731 10,300,923
BJS WHOLESALE CLUB INC 0.01 03/26/20 3,484,859 3,501,661 3,510,508
BLACKBOARD INC 0.01 10/04/18 7,405,674 7,432,950 7,368,645
BLUE COAT HOLDINGS INC 8.38 06/01/23 823,693 824,708 838,107
BLUE COAT SYSTEMS INC. 0.01 05/20/22 2,812,779 2,805,747 2,804,875
BLUE RACER MID LLC/FINAN 6.13 11/15/22 1,413,477 1,406,628 1,455,881
BLUELINE RENTAL FINANCE 7.00 02/01/19 96,905 96,905 99,570
BMC SOFTWARE FIN INC 0.01 09/10/20 7,087,763 7,047,715 6,659,166
BMC SOFTWARE FINANCE INC 8.13 07/15/21 3,410,182 3,207,521 2,762,248
BMC STOCK HOLDINGS INC 9.00 09/15/18 1,283,991 1,279,950 1,370,661
BOEING CO 8.75 09/15/31 28,759,541 34,587,575 43,077,881
BOEING CO 5.88 02/15/40 11,108,131 15,186,910 13,609,328
BOISE CASCADE COMPANY 6.38 11/01/20 218,036 219,291 229,756
BOMBARDIER INC 7.50 03/15/25 5,485,691 5,475,926 4,978,265
BOMBARDIER INC 6.13 01/15/23 3,440,500 3,480,700 3,053,444
BONANZA CREEK ENERGY INC 6.75 04/15/21 429,628 416,521 407,073
BONANZA CREEK ENERGY INC 5.75 02/01/23 244,107 222,024 219,086
BOSTON GENERATING LLC 1.00 06/20/16 430,575 430,575 4,306
BOSTON SCIENTIFIC CORP 7.38 01/15/40 11,581,023 12,330,932 14,265,072
BOXER PARENT CO INC 9.00 10/15/19 861,925 755,858 611,967
BOYD GAMING CORP 0.01 08/14/20 5,257,595 5,254,962 5,265,586
BOYD GAMING CORP 6.88 05/15/23 6,681,542 6,733,182 6,848,581
BOYD GAMING CORP 9.00 07/01/20 649,325 696,881 704,517
BP CAPITAL MARKETS PLC 2.75 05/10/23 65,625,798 64,776,420 62,642,201
BPCE SA 5.70 10/22/23 288,000 287,603 303,585
BRIGHT HORIZONS FAMILY 0.01 01/30/20 1,946,430 1,973,194 1,939,735
BRITISH TELECOM PLC 9.63 12/15/30 54,093,029 60,859,923 79,642,353
BROADSPECTRUM LTD 8.38 05/15/20 460,299 460,299 490,218
BRONCO MIDSTREAM FDG LLC 0.01 08/15/20 1,261,272 1,248,659 1,239,200
BROOKFIELD RESIDENTIAL 6.38 05/15/25 3,530,430 3,530,430 3,459,821
BROOKFIELD RESIDENTIAL 6.50 12/15/20 290,715 290,715 289,384
BUFFALO THUNDER DEV AUTH 11.00 12/09/22 813,764 689,624 634,736
BUFFALO THUNDER DEV AUTH 0.00 11/15/29 361,679 13,526 3,617
BUILDERS FIRSTSOURCE INC 7.63 06/01/21 339,168 345,580 351,038
BUILDING MATERIALS CORP 5.38 11/15/24 1,477,801 1,477,801 1,450,979
BURLINGTN NORTH SANTA FE 4.15 04/01/45 38,603,411 38,478,488 35,604,119
BURLINGTN NORTH SANTA FE 4.90 04/01/44 14,476,279 16,848,709 14,966,575
BURLINGTN NORTH SANTA FE 4.55 09/01/44 4,825,426 5,377,146 4,746,888
BURLINGTON COAT FACTORY WAREHO 0.01 08/13/21 6,393,949 6,427,629 6,388,897
BURLINGTON RESOURCES FIN 7.20 08/15/31 31,847,814 34,359,617 40,892,892
BVPS II FUNDING CORP 8.89 06/01/17 7,936,861 8,102,192 8,384,845
BVPS II FUNDING CORP 8.68 06/01/17 537,552 544,562 540,843
BWAY HOLDING CO 9.13 08/15/21 1,962,326 1,951,412 2,021,196
CABLE ONE INC 5.75 06/15/22 2,357,548 2,357,548 2,387,017
CABLEVISION SYSTEMS CORP 8.63 09/15/17 281,025 280,894 306,317
CAESARS ENTERTAINMENT OP 8.50 02/15/20 193,810 155,018 156,017
CALATLANTIC GROUP INC 6.25 12/15/21 1,127,774 1,199,240 1,195,441
CALATLANTIC GROUP INC 5.38 10/01/22 1,176,810 1,174,664 1,188,578