Annual Investment Report

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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
CalPERS 2014-2015 Annual Investment Report US Corporate Bonds Security Name Rate Maturity Date Par Value Book Value Market Value DELTA 2 (LUX) S.A.R.L. 1.00 07/31/22 944,824 935,376 942,462 DENBURY RESOURCES INC 5.50 05/01/22 6,216,243 6,194,581 5,547,996 DENBURY RESOURCES INC 6.38 08/15/21 4,551,234 4,435,869 4,369,184 DENVER PARENT CORP 12.25 08/15/18 703,526 695,351 63,317 DEPFA ACS BANK 5.13 03/16/37 1,000,000 1,318,515 1,180,798 DEUTSCHE BANK AG LONDON 3.70 05/30/24 24,127,132 24,045,198 23,651,810 DEUTSCHE TELEKOM INT FIN 9.25 06/01/32 45,758,553 56,969,501 67,630,989 DEUTSCHE TELEKOM INT FIN 8.75 06/15/30 27,504,930 32,696,112 38,153,862 DEUTSCHE TELEKOM INT FIN 4.88 03/06/42 20,243,629 20,788,972 20,247,111 DEVON FINANCING CORP LLC 7.88 09/30/31 21,521,402 26,224,101 27,720,167 DEX MEDIA INC 12.00 01/29/17 193,850 166,301 13,570 DEXIA CREDIT LOCAL SA NY 1.25 10/18/16 6,500,000 6,492,309 6,534,431 DIAMOND FOODS INC 7.00 03/15/19 1,348,979 1,355,060 1,382,703 DIAMOND FOODS INC 1.00 08/20/18 430,622 428,468 429,816 DIAMONDBACK ENERGY INC 7.63 10/01/21 1,502,723 1,577,162 1,607,913 DIRECTBUY HLDGS INC 12.00 10/31/19 659,807 532,761 158,354 DIRECTV HOLDINGS/FING 6.00 08/15/40 37,638,326 38,141,340 38,912,993 DISCOVER BANK 4.20 08/08/23 19,301,705 19,171,430 19,387,763 DISCOVER FINANCIAL SVS 6.45 06/12/17 200,000 199,920 217,278 DISCOVERY COMMUNICATIONS 3.25 04/01/23 24,069,227 23,437,985 22,977,402 DISH DBS CORP 5.00 03/15/23 14,080,243 13,945,386 13,024,224 DISH DBS CORP 5.88 07/15/22 9,338,500 9,737,456 9,151,730 DISH DBS CORP 5.88 11/15/24 993,276 983,277 954,166 DISH DBS CORP 7.88 09/01/19 983,000 1,008,851 1,090,147 DISH DBS CORP 6.75 06/01/21 1,322,168 1,329,954 1,378,360 DISH DBS CORP 5.13 05/01/20 702,561 701,315 710,465 DISH DBS CORP 7.13 02/01/16 160,000 160,581 164,200 DJO FINANCE LLC 0.01 06/08/20 2,501,484 2,488,976 2,499,933 DJO FINCO INC/DJO FINANC 8.13 06/15/21 944,824 944,824 973,168 DOLLAR TREE INC 0.01 07/06/22 10,063,869 10,110,953 10,055,516 DOLLAR TREE INC 5.75 03/01/23 1,966,000 1,966,000 2,054,470 DONCASTERS US FIN LLC 0.01 04/09/20 948,316 938,833 946,543 DOOSAN INFRACORE INTL INC 0.01 05/27/21 8,276,844 8,315,503 8,318,228 DRIVETIME AUTO GP + ACCE 8.00 06/01/21 872,145 877,006 832,898 DTE ELECTRIC CO 3.70 03/15/45 53,079,690 52,956,752 48,076,207 DTZ U S BORROWER LLC 1.00 11/05/22 1,162,860 1,139,603 1,162,860 DTZ U.S. BORROWER LLC 1.00 11/04/21 506,207 501,449 507,792 DUFF + PHELPS CORP 0.01 04/23/20 3,573,208 3,585,689 3,566,526 DUFF AND PHELPS CORP 0.01 04/23/20 495,348 486,679 495,967 DUKE ENERGY CAROLINAS 3.75 06/01/45 38,603,411 38,284,696 35,332,677 DUKE ENERGY CORP 3.75 04/15/24 28,952,558 28,937,588 29,260,239 DUKE ENERGY FLORIDA LLC 6.35 09/15/37 13,511,194 14,435,304 17,125,445 DUKE ENERGY OHIO INC 6.90 06/01/25 35,708,155 37,598,397 45,069,833 DUKE ENERGY PROGRESS INC 4.15 12/01/44 24,127,132 24,046,295 23,243,914 DUPONT FABROS TECH LP 5.88 09/15/21 1,211,313 1,256,614 1,226,454 DYNACAST INTL LLC 0.01 01/30/22 2,979,554 3,009,350 2,973,983 DYNEGY INC 0.01 04/23/20 6,470,229 6,488,381 6,472,558 DYNEGY INC 7.63 11/01/24 4,418,337 4,512,233 4,672,391 DYNEGY INC 7.38 11/01/22 1,720,064 1,713,584 1,801,767 EARTHLINK HOLDINGS CORP 8.88 05/15/19 1,159,953 1,179,892 1,209,251 EASTMAN CHEMICAL CO 4.65 10/15/44 48,254,264 47,499,141 45,511,499 ECO SERVICES OP/ECO FIN 8.50 11/01/22 2,334,465 2,346,362 2,346,138 ECOPETROL SA 4.13 01/16/25 24,127,132 23,904,490 21,955,690 ECOPETROL SA 5.88 05/28/45 24,127,132 24,637,807 21,292,194 EDEN BIDCO LIMITED 0.01 04/28/22 1,991,348 1,971,435 1,971,435
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Annual Investment Report Fiscal Yea
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Chief Investment Officer’s Letter
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CalPERS 2014-2015 Annual Investment
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California Public Employees’ Reti
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