Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
US Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value
COTT BEVERAGES INC 5.38 07/01/22 1,502,028 1,502,028 1,456,967
COTT BEVERAGES INC 6.75 01/01/20 1,114,408 1,114,408 1,156,198
COVANTA HOLDING CORP 5.88 03/01/24 6,867,748 6,953,802 6,850,578
COVERIS HOLDING CORP 10.00 06/01/18 1,114,408 1,114,408 1,170,128
COVERIS HOLDINGS SA 7.88 11/01/19 1,598,933 1,613,912 1,590,938
COX COMMUNICATIONS INC 8.38 03/01/39 27,987,473 30,376,684 35,678,542
COX COMMUNICATIONS INC 4.70 12/15/42 6,755,597 6,754,424 5,779,285
CPG MERGER SUB LLC 8.00 10/01/21 1,187,086 1,231,571 1,226,854
CRED SUIS GP FUN LTD 3.75 03/26/25 24,127,132 24,070,764 23,127,286
CREDIT AGRICOLE SA 7.88 01/29/49 193,810 193,810 199,240
CREDIT SUISSE GROUP AG 7.50 12/29/49 550,000 550,000 572,660
CREDIT SUISSE GROUP AG 6.25 12/29/49 387,620 387,620 371,631
CREDIT SUISSE NEW YORK 3.63 09/09/24 14,476,279 14,401,226 14,353,735
CRESTWOOD MIDSTREAM PART 6.00 12/15/20 4,798,424 4,893,187 4,966,369
CRESTWOOD MIDSTREAM PART 6.25 04/01/23 1,354,522 1,354,522 1,408,703
CRESTWOOD MIDSTREAM PART 6.13 03/01/22 242,263 242,263 247,108
CRIMSON MERGER SUB INC 6.63 05/15/22 1,574,706 1,559,485 1,381,805
CROWN AMER/CAP CORP III 6.25 02/01/21 1,970,915 1,993,417 2,054,679
CROWN AMER/CAP CORP IV 4.50 01/15/23 2,949,000 2,851,618 2,784,977
CROWN CASTLE INTL CORP 5.25 01/15/23 13,270,500 13,441,481 13,366,711
CROWNROCK LP/CROWNROCK F 7.75 02/15/23 2,911,708 2,938,334 3,100,969
CSC HOLDINGS LLC 5.25 06/01/24 11,061,901 10,881,333 10,619,425
CSC HOLDINGS LLC 7.63 07/15/18 145,000 148,668 158,775
CSI COMPRESSCO LP/COMPRE 7.25 08/15/22 993,276 986,168 948,579
CSX CORP 6.22 04/30/40 33,858,087 38,087,195 40,719,252
CSX CORP 6.80 12/01/28 21,424,893 22,209,285 26,486,353
CSX CORP 4.10 03/15/44 8,010,208 7,942,534 7,315,968
CSX CORP 6.15 05/01/37 1,930,171 1,559,210 2,297,088
CTP TRANS PROD LLC/ FINA 8.25 12/15/19 169,584 169,584 175,519
CUMULUS MEDIA HLDGS INC 0.01 12/23/20 6,791,050 6,764,994 6,443,009
CVR REF LLC/COFF FIN INC 6.50 11/01/22 290,715 290,715 290,715
CVS HEALTH CORP 4.00 12/05/23 10,995,216 11,445,199 11,301,238
CYRUSONE LP/CYRUSONE FIN 6.38 11/15/22 3,169,582 3,228,350 3,280,517
D.R. HORTON INC 3.75 03/01/19 1,477,801 1,479,550 1,488,885
D.R. HORTON INC 4.38 09/15/22 983,000 978,699 953,510
DAI ICHI LIFE INSURANCE 5.10 10/29/49 584,000 584,000 616,120
DAIMLER FINANCE NA LLC 8.50 01/18/31 46,324,093 56,189,623 67,732,128
DANA HOLDING CORP 5.38 09/15/21 3,194,750 3,231,001 3,274,619
DANA HOLDING CORP 5.50 12/15/24 1,966,000 1,962,469 1,931,595
DANA HOLDING CORP 6.00 09/15/23 1,671,611 1,731,821 1,743,699
DARLING INGREDIENTS INC 5.38 01/15/22 1,474,500 1,476,760 1,474,500
DAVITA HEALTHCARE PARTNE 5.75 08/15/22 1,484,171 1,501,817 1,573,221
DAVITA HEALTHCARE PARTNE 5.13 07/15/24 1,034,037 1,034,037 1,016,588
DAVITA HEALTHCARE PARTNE 5.00 05/01/25 266,489 264,846 256,495
DAVITA HEALTHCARE PARTNERS INC 0.01 06/24/21 4,953,353 4,978,182 4,949,044
DCP MIDSTREAM LLC 6.75 09/15/37 43,428,837 44,659,223 42,092,706
DCP MIDSTREAM LLC 8.13 08/16/30 7,720,682 9,711,355 8,644,516
DEALER TIRE LLC 0.01 12/22/21 4,061,852 4,053,431 4,088,945
DEAN FOODS CO 6.50 03/15/23 4,810,785 4,815,470 4,907,001
DEL MONTE FOODS INC 0.01 08/18/21 5,227,289 4,912,407 4,714,387
DEL MONTE FOODS INC 0.01 02/18/21 4,488,448 4,485,678 4,271,522
DELHAIZE GROUP SA 5.70 10/01/40 12,328,964 12,215,566 12,624,469
DELL INC 6.50 04/15/38 2,457,500 2,491,315 2,334,625
DELL INC. 0.01 04/29/20 11,170,347 11,210,579 11,168,336
DELMARVA PWR + LIGHT CO 4.15 05/15/45 48,254,264 48,212,958 45,999,969