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 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
CalPERS 2014-2015 Annual Investment Report US Corporate Bonds Security Name Rate Maturity Date Par Value Book Value Market Value GIM CHANNELVIEW COGENERATION L 0.01 05/08/20 1,089,746 1,099,100 1,087,022 GLENCORE FINANCE CANADA 5.55 10/25/42 27,987,473 27,969,162 26,398,680 GLENCORE FINANCE CANADA 6.00 11/15/41 14,476,279 14,629,909 14,058,581 GLOBAL AVIATION HLDGS INC 1.00 07/13/17 176,357 176,357 1,764 GLOBAL BRASS AND COPPER 9.50 06/01/19 1,114,408 1,117,018 1,220,276 GLOBAL CASH ACCESS LLC 0.01 12/18/20 3,616,039 3,569,229 3,640,158 GLOBAL PART/GLP FINANCE 6.25 07/15/22 387,620 387,620 372,115 GLOBAL TEL LINK CORP 0.01 05/23/20 4,606,790 4,577,286 4,491,620 GLOBAL TEL LINK CORP 0.01 11/23/20 4,231,615 4,143,248 4,020,034 GLP CAPITAL LP / FIN II 4.88 11/01/20 145,358 145,912 147,901 GO DADDY OPER CO LLC 0.01 05/13/21 6,857,649 6,882,133 6,858,746 GOLDEN NUGGET ESCROW INC 8.50 12/01/21 256,798 259,179 265,786 GOLDEN NUGGET INC 0.01 11/21/19 4,066,429 4,104,706 4,096,928 GOLDEN NUGGET INC 0.01 11/21/19 1,765,330 1,781,947 1,778,570 GOLDMAN SACHS GROUP INC 3.63 01/22/23 64,660,713 65,497,382 64,620,744 GOLDMAN SACHS GROUP INC 4.00 03/03/24 69,486,139 69,339,230 70,326,508 GOLDMAN SACHS GROUP INC 6.25 02/01/41 22,196,961 23,622,482 26,168,588 GOLDMAN SACHS GROUP INC 5.95 01/15/27 13,511,194 13,662,706 15,086,038 GOLDMAN SACHS GROUP INC 5.38 12/29/49 508,751 510,438 501,629 GOLDMAN SACHS GROUP INC 5.70 12/31/49 169,584 169,584 170,194 GOODMAN NETWORKS INC 12.13 07/01/18 492,120 506,561 408,459 GRAFTECH INTERNATIONAL 6.38 11/15/20 2,184,036 2,226,305 1,987,473 GRAPHIC PACKAGING INTL 4.88 11/15/22 290,715 290,715 292,169 GRATON ECONOMIC DEV AUTH 9.63 09/01/19 193,810 193,810 209,005 GRAY TELEVISION INC 7.50 10/01/20 896,371 912,689 950,154 GREAT LAKES DREDGE+DOCK 7.38 02/01/19 24,226 24,226 24,711 GREYSTAR REAL ESTATE PAR 8.25 12/01/22 1,041,729 1,041,729 1,099,024 GRIFFON CORPORATION 5.25 03/01/22 3,772,693 3,708,905 3,753,829 GROUP 1 AUTOMOTIVE INC 5.00 06/01/22 1,090,181 1,084,324 1,084,730 GTL TRADE FINANCE INC 5.89 04/29/24 22,293,470 22,026,803 21,747,280 GUGGENHEIM PARTNERS INVT MGMT 0.01 07/22/20 3,220,535 3,240,775 3,232,548 GULFMARK OFFSHORE INC 6.38 03/15/22 3,440,500 3,443,571 2,571,774 GYMBOREE CORP 9.13 12/01/18 1,671,611 879,040 635,212 H J HEINZ CO 0.01 06/07/19 8,279,957 8,311,006 8,276,479 H+E EQUIPMENT SERVICES 7.00 09/01/22 1,508,744 1,571,419 1,555,892 HALCON RESOURCES CORP 9.75 07/15/20 6,370,714 4,967,960 4,284,305 HALCON RESOURCES CORP 8.63 02/01/20 1,239,087 1,254,933 1,223,599 HALCON RESOURCES CORP 8.88 05/15/21 387,620 309,945 254,860 HALYARD HEALTH INC 6.25 10/15/22 823,693 823,693 862,818 HAPAG LLOYD AG 9.75 10/15/17 145,358 137,446 147,538 HARBOR FREIGHT TOOLS USA INC 0.01 07/26/19 6,398,723 6,457,417 6,416,256 HARDWOODS ACQUISITION IN 7.50 08/01/21 1,065,955 1,065,955 1,028,647 HARLAND CLARKE HOLDINGS 9.25 03/01/21 2,907,150 2,924,773 2,543,756 HARLAND CLARKE HOLDINGS 6.88 03/01/20 775,240 776,648 744,230 HARLAND CLARKE HOLDINGS 9.75 08/01/18 411,846 436,210 430,379 HARRON COMM/HARRON FIN 9.13 04/01/20 1,211,313 1,326,829 1,309,732 HARTFORD FINL SVCS GRP 5.13 04/15/22 25,767,777 28,669,400 28,303,018 HARTFORD FINL SVCS GRP 4.30 04/15/43 14,476,279 14,157,322 13,534,982 HARTFORD FINL SVCS GRP 6.63 04/15/42 9,650,853 10,161,259 11,994,649 HAWAIIAN TELCOM COMMUNICATIONS 0.01 06/06/19 2,447,931 2,467,492 2,451,603 HAWKER BEECHCRAFT ACQ CO 9.75 04/01/17 339,168 - 34 HCA HOLDINGS INC 6.25 02/15/21 532,978 557,253 574,283 HCA INC 4.75 05/01/23 15,923,907 16,642,850 16,122,956 HCA INC 5.38 02/01/25 3,779,295 3,858,081 3,840,898 HCA INC 6.50 02/15/20 2,834,471 3,119,955 3,167,522
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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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