Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
US Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value
CHEVRON CORP 3.19 06/24/23 9,650,853 9,650,853 9,701,638
CHG HEALTHCARE SVCS INC 0.01 11/19/19 4,729,183 4,747,639 4,720,339
CHOCTAW RESORT DEVEL ENT 7.25 11/15/19 1,846,040 1,839,577 1,827,580
CHRYSLER GROUP LLC 0.01 05/24/17 6,933,605 6,941,066 6,915,509
CHRYSLER GROUP LLC 0.01 12/31/18 2,661,437 2,648,129 2,652,201
CHS / COMMUNITY HEALTH SYS INC 0.01 12/31/19 13,379,456 13,450,378 13,375,576
CHS / COMMUNITY HEALTH SYS INC 0.01 01/27/21 1,299,791 1,312,789 1,301,116
CHS/COMMUNITY HEALTH SYS 6.88 02/01/22 6,754,701 6,986,053 7,126,209
CHS/COMMUNITY HEALTH SYS 5.13 08/01/21 3,440,500 3,497,439 3,505,009
CHS/COMMUNITY HEALTH SYS 8.00 11/15/19 1,356,670 1,423,970 1,429,591
CHS/COMMUNITY HEALTH SYS 5.13 08/15/18 1,228,750 1,240,279 1,259,469
CHURCHILL DOWNS INC 5.38 12/15/21 387,620 387,620 397,311
CINEMARK USA INC 5.13 12/15/22 6,597,074 6,601,159 6,539,349
CISCO SYSTEMS INC 3.63 03/04/24 19,301,705 19,289,151 19,912,033
CIT GROUP INC 5.00 08/01/23 13,738,945 13,998,542 13,532,861
CIT GROUP INC 5.00 08/15/22 3,194,750 3,225,580 3,162,803
CIT GROUP INC 3.88 02/19/19 2,474,751 2,475,149 2,456,191
CIT GROUP INC 5.00 05/15/17 1,497,182 1,535,882 1,543,894
CIT GROUP INC 5.50 02/15/19 944,824 999,992 984,979
CITGO HOLDING INC 0.01 05/12/18 5,322,395 5,247,067 5,333,040
CITGO HOLDING INC 10.75 02/15/20 1,938,100 1,875,770 1,981,707
CITGO PETROLEUM CORP 0.01 07/29/21 5,949,090 5,945,409 5,943,498
CITGO PETROLEUM CORP 6.25 08/15/22 775,240 778,238 761,673
CITIGROUP INC 4.40 06/10/25 38,603,411 38,446,814 38,589,616
CITIGROUP INC 8.13 07/15/39 27,987,473 29,753,428 40,131,079
CITIGROUP INC 3.88 10/25/23 26,057,302 26,232,720 26,597,116
CITIGROUP INC 5.35 12/31/49 1,816,969 1,752,508 1,710,676
CITIGROUP INC 5.95 12/31/49 508,751 497,131 501,120
CITIGROUP INC 6.00 08/15/17 168,890 171,470 183,818
CITYCENTER HLDGS LLC 0.01 10/16/20 4,707,342 4,705,304 4,711,249
CLAIRE S STORES INC 8.88 03/15/19 242,263 157,385 107,807
CLARKE AMERN CORP 1.00 05/22/18 1,472,956 1,458,226 1,476,638
CLAYTON WILLIAMS ENERGY 7.75 04/01/19 390,571 362,535 371,043
CLEAN HARBORS INC 5.13 06/01/21 5,160,750 5,191,733 5,109,143
CLEAR CHANNEL COMMUNICATIONS 0.01 07/30/19 7,967,299 7,875,632 7,435,004
CLEAR CHANNEL WORLDWIDE 6.50 11/15/22 10,223,200 10,574,957 10,644,907
CLEAR CHANNEL WORLDWIDE 7.63 03/15/20 3,988,708 4,094,509 4,158,228
CLEAR CHANNEL WORLDWIDE 6.50 11/15/22 1,569,313 1,566,330 1,608,545
CLEARWATER PAPER CORP 4.50 02/01/23 3,932,000 3,801,405 3,725,570
CLIFFS NATURAL RESOURCES 8.25 03/31/20 1,966,000 1,931,890 1,857,870
CLOUD PEAK ENRGY RES/FIN 6.38 03/15/24 920,598 959,278 653,624
CNG HOLDINGS INC 9.38 05/15/20 605,656 539,728 439,101
CNH INDUSTRIAL CAPITAL L 3.38 07/15/19 218,036 217,034 211,495
COEUR MINING INC 7.88 02/01/21 314,941 314,941 266,913
COGENT COMM FINANCE INC 5.63 04/15/21 1,477,801 1,477,801 1,403,911
COGENT COMMUNICATIONS GR 5.38 03/01/22 605,656 605,656 597,328
COLLEGE + UNIVERSITY FACILITY 4.00 06/01/18 1,339,226 1,336,596 1,138,342
COLT DEFENSE/FINANCE 8.75 11/15/17 806,250 718,136 235,828
COLUMBIA FAMILY APARTMENTS 8.12 07/01/17 907,389 907,389 922,603
COLUMBIA PIPELINE GROUP 5.80 06/01/45 48,254,264 48,893,733 47,229,508
COMCAST CORP 3.60 03/01/24 28,952,558 29,128,838 29,243,822
COMCAST CORP 6.45 03/15/37 25,092,217 26,233,820 30,742,444
COMCAST CORP 4.75 03/01/44 14,476,279 16,902,573 14,606,618
COMCAST CORP 4.65 07/15/42 13,993,736 14,549,188 13,988,838
COMCAST CORP 5.65 06/15/35 9,650,853 9,973,777 10,893,793