Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
U.S. Treasuries and Agencies
Security Name Rate Maturity Date Par Value Book Value Market Value
TSY INFL IX N/B 1.75 01/15/28 90,343,200 103,395,877 102,469,064
TSY INFL IX N/B 2.13 02/15/41 50,991,576 63,860,831 63,261,679
TSY INFL IX N/B 3.38 04/15/32 47,516,459 68,645,131 67,087,063
TSY INFL IX N/B 2.38 01/15/25 45,873,905 49,445,799 54,030,744
TSY INFL IX N/B 1.38 01/15/20 3,282,150 3,489,017 3,511,375
TSY INFL IX N/B 0.13 07/15/22 3,086,370 3,041,386 3,064,673
TSY INFL IX N/B 3.88 04/15/29 2,590,434 3,600,525 3,675,178
UNITED STATES TREAS NTS 0.06 01/31/16 149,986,247 149,975,264 149,992,232
US TREASURY N/B 2.88 05/15/43 3,288,045,517 2,895,551,866 3,133,375,790
US TREASURY N/B 2.13 05/15/25 1,333,265,301 1,327,713,602 1,308,786,564
US TREASURY N/B 1.75 04/30/22 872,437,085 862,853,605 855,817,167
US TREASURY N/B 5.25 02/15/29 625,857,798 800,303,546 817,589,303
US TREASURY N/B 3.13 08/15/44 581,476,248 578,132,866 582,272,829
US TREASURY N/B 1.50 10/31/19 497,000,000 496,432,506 497,298,190
US TREASURY N/B 2.13 08/15/21 450,000,000 454,404,634 455,062,500
US TREASURY N/B 0.88 11/15/17 386,000,000 385,666,020 386,710,232
US TREASURY N/B 2.50 02/15/45 469,031,442 444,327,985 412,888,373
US TREASURY N/B 3.50 02/15/39 304,001,860 357,988,892 327,704,581
US TREASURY N/B 3.00 11/15/44 291,430,411 323,747,371 285,078,102
US TREASURY N/B 2.00 02/15/25 438,017,054 436,071,000 425,560,725
US TREASURY N/B 3.00 05/15/45 241,271,318 236,571,064 236,390,392
US TREASURY N/B 1.38 11/30/18 202,000,000 202,293,125 203,527,128
US TREASURY N/B 2.13 12/31/21 200,000,000 204,609,855 201,562,400
US TREASURY N/B 2.00 08/31/21 181,000,000 181,592,886 181,602,730
US TREASURY N/B 1.00 09/30/19 169,000,000 164,143,136 165,846,465
US TREASURY N/B 1.00 12/15/17 154,000,000 154,204,851 154,661,738
US TREASURY N/B 1.00 05/31/18 139,000,000 138,784,958 139,037,530
US TREASURY N/B 3.38 05/15/44 107,124,465 105,717,101 112,482,830
US TREASURY N/B 2.75 11/15/42 83,962,419 78,944,034 78,101,839
US TREASURY N/B 1.88 09/30/17 74,000,000 75,485,557 75,883,299
US TREASURY N/B 5.38 02/15/31 48,254,264 69,167,412 64,938,660
US TREASURY N/B 0.25 12/31/15 20,000,000 20,010,680 20,011,000
US TREASURY N/B 1.50 05/31/20 15,000,000 14,911,046 14,917,950
US TREASURY N/B 2.63 11/15/20 802,000 831,315 837,914
Total $ 24,592,495,034 $ 24,710,679,757