Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
US Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value
FOAM INVESTMENTS II S.AR.L. 0.01 07/02/20 838,532 825,954 836,435
FORBES ENERGY SERVICES 9.00 06/15/19 678,335 678,433 542,668
FORD HOLDINGS LLC 9.30 03/01/30 23,905,162 30,547,347 34,865,166
FORD MOTOR COMPANY 4.75 01/15/43 23,644,589 23,115,998 22,757,892
FOREST LABORATORIES LLC 5.00 12/15/21 507,782 520,883 551,011
FORUM ENERGY TECHNOLOGIE 6.25 10/01/21 983,000 983,000 973,170
FRAM GROUP HLDGS INC 0.01 07/29/17 3,802,849 3,808,551 3,634,116
FRAM GROUP HLDGS INC 0.01 01/29/18 1,179,131 1,151,962 1,055,322
FREEPORT MCMORAN INC 3.88 03/15/23 43,428,837 43,661,712 39,464,750
FREESCALE ACQUISITION CORP 0.01 01/15/21 7,401,246 7,442,704 7,421,304
FREESCALE SEMICONDUCTOR 5.00 05/15/21 72,679 72,679 74,496
FREESCALE SEMICONDUCTOR INC. 0.01 03/01/20 2,506,158 2,506,650 2,506,859
FRESENIUS MED CARE II 5.88 01/31/22 552,359 558,338 585,500
FRESENIUS MED CARE II 5.63 07/31/19 484,525 508,904 524,498
FRESENIUS MED CARE US 6.88 07/15/17 220,000 223,038 238,150
FRONTIER COMMUNICATIONS 8.40 10/15/29 22,196,961 20,875,261 19,811,809
FRONTIER COMMUNICATIONS 7.13 01/15/23 9,483,858 9,771,714 8,416,924
FRONTIER COMMUNICATIONS 6.25 09/15/21 8,718,894 8,649,763 7,934,193
FRONTIER COMMUNICATIONS 6.88 01/15/25 4,045,595 4,060,249 3,383,129
FRONTIER COMMUNICATIONS 7.63 04/15/24 2,595,883 2,626,966 2,290,866
FRONTIER COMMUNICATIONS 9.25 07/01/21 1,022,320 1,135,223 1,070,880
FRONTIER COMMUNICATIONS 8.75 04/15/22 236,296 240,396 233,933
FRONTIER COMMUNICATIONS 7.88 01/15/27 110,000 101,761 101,750
FRONTIER COMMUNICATIONS 7.13 03/15/19 5,000 4,954 5,163
FTI CONSULTING INC 6.75 10/01/20 1,322,168 1,322,168 1,371,749
FTS INTL INC 0.01 04/16/21 3,234,276 3,218,540 2,587,421
GARDA WORLD SECURITY COR 7.25 11/15/21 1,235,539 1,290,335 1,186,117
GARDA WORLD SECURITY COR 7.25 11/15/21 920,598 928,857 883,774
GATES GLOBAL LLC 0.01 07/05/21 5,632,777 5,602,389 5,541,244
GATES GLOBAL LLC 6.00 07/15/22 1,954,809 1,911,092 1,769,102
GAZPROM (GAZ CAPITAL SA) 6.51 03/07/22 484,525 498,892 485,252
GCB 144A SEMGROUP L.P 8.75 11/15/49 2,300,000 - -
GCB JEFFERSON SMURFIT 8.25 10/01/49 3,017,503 1,982,162 1,509
GCB144A CENGAGE LEARNI 11.50 04/15/20 338,276 - -
GCB144A3C7 GLITNIR F 6.69 06/15/16 130,000 - -
GENERAL ELEC CAP CORP 6.25 12/29/49 23,162,046 23,549,234 25,333,488
GENERAL ELECTRIC CO 5.88 01/14/38 82,032,248 84,741,344 98,003,665
GENERAL ELECTRIC CO 6.15 08/07/37 70,982,022 71,093,439 87,817,951
GENERAL ELECTRIC CO 6.38 11/15/67 49,219,349 49,741,742 52,787,752
GENERAL ELECTRIC CO 4.50 03/11/44 33,777,984 33,483,662 34,036,342
GENERAL MOTORS CO 5.20 04/01/45 28,952,558 28,744,470 28,675,772
GENERAL MOTORS CO 4.88 10/02/23 6,031,783 6,349,814 6,359,146
GENERAL MOTORS CO 5.00 04/01/35 314,941 311,154 309,167
GENERAL MOTORS FINL CO 4.25 05/15/23 4,584,155 4,599,855 4,638,528
GENERIC DRUG HLDGS INC 0.01 08/16/20 4,424,725 4,436,989 4,424,725
GENESYS TELECOM LABS 0.01 02/08/20 6,152,365 6,193,481 6,106,222
GENON AMERICAS GENR LLC 8.50 10/01/21 1,090,181 1,115,523 1,035,672
GENON ENERGY INC 9.88 10/15/20 3,780,229 4,028,239 3,846,383
GENON ENERGY INC 9.50 10/15/18 1,090,181 1,120,636 1,111,985
GENON ENERGY INC 7.88 06/15/17 436,073 443,086 441,523
GENWORTH HOLDINGS INC 4.80 02/15/24 28,359,637 25,039,917 24,743,783
GENWORTH HOLDINGS INC 7.63 09/24/21 9,650,853 10,040,887 10,157,522
GEO GROUP INC/THE 5.88 01/15/22 266,489 266,489 277,148
GEORGIA PACIFIC LLC 3.73 07/15/23 4,159,518 4,261,671 4,187,503
GIBRALTAR INDUSTRIES INC 6.25 02/01/21 2,578,631 2,642,035 2,636,650