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 INTERGEN NV 7.00 06/30/23 872,145 859,862 776,209 INTERLINE BRANDS INC 10.00 11/15/18 1,049,277 1,065,153 1,096,494 INTERNATIONAL GAME TECH 6.25 02/15/22 12,599,853 12,315,905 12,032,859 INTERNATIONAL PAPER CO 7.30 11/15/39 31,847,814 33,812,981 38,263,181 INTERNATIONAL PAPER CO 4.80 06/15/44 47,289,178 49,327,621 43,735,597 INTERNATIONAL PAPER CO 6.00 11/15/41 32,842,817 38,234,531 35,463,474 INTESA SANPAOLO SPA 5.02 06/26/24 947,000 947,000 920,052 INTL EQUIPMENT SOLUTIONS 0.01 08/16/19 4,472,139 4,469,284 4,466,549 INTL LEASE FINANCE CORP 5.88 08/15/22 26,290,194 27,871,579 28,393,409 INTL LEASE FINANCE CORP 8.63 01/15/22 411,846 411,846 502,452 INTREPID AVIATION GRP HL 6.88 02/15/19 484,525 484,525 450,608 INVENTIV HEALTH INC 10.00 08/15/18 402,660 396,752 417,759 INVENTIV HEALTH INC 11.00 08/15/18 192,841 188,593 185,127 INVENTIV HEALTH INC 11.00 08/15/18 81,400 81,400 78,551 IPAYMENT INC 9.50 12/15/19 792,214 792,214 752,603 IPIC GMTN LTD 6.88 11/01/41 47,289,178 49,832,554 62,894,607 IQOR US INC 0.01 04/01/21 4,339,584 4,188,260 4,014,115 IQOR US INC 0.01 04/01/22 3,215,973 3,118,149 2,950,655 IRON MOUNTAIN INC 6.00 08/15/23 2,949,000 3,106,551 3,081,705 IRON MOUNTAIN INC 5.75 08/15/24 717,675 703,574 718,123 ISLE OF CAPRI CASINOS 5.88 03/15/21 2,935,050 3,022,342 3,015,764 ISTAR INC 5.00 07/01/19 3,554,656 3,499,388 3,505,780 ISTAR INC 4.00 11/01/17 339,168 339,168 333,232 ISTAR INC 3.88 07/01/16 188,965 188,965 189,664 ITAU UNIBANCO HLDG SA/KY 5.50 08/06/22 5,200,000 5,106,486 5,231,200 ITHACA ENERGY INC 8.13 07/01/19 775,240 775,240 674,459 J C PENNEY CORP INC 1.00 06/20/19 456,847 453,420 455,421 J CREW GROUP INC SYNDICATED 0.01 03/05/21 6,078,822 5,954,994 5,231,981 JAC HOLDING CORP 11.50 10/01/19 436,073 436,073 448,064 JACK COOPER HOLDINGS COR 9.25 06/01/20 944,824 954,736 873,962 JAGUAR HOLDING CO I 9.38 10/15/17 1,055,519 1,066,608 1,077,896 JAGUAR LAND ROVER AUTOMO 4.25 11/15/19 387,620 387,620 393,434 JAMES RIVER COAL CO 7.88 04/01/19 799,466 804,637 999 JASON INCORPORATED 0.01 06/30/21 3,710,728 3,699,516 3,706,089 JASON INCORPORATED 0.01 06/30/22 2,489,185 2,367,215 2,273,447 JBS INVESTMENTS GMBH 7.75 10/28/20 3,924,653 3,958,548 4,268,060 JBS INVESTMENTS GMBH 7.25 04/03/24 1,356,670 1,357,265 1,404,153 JBS USA LLC/JBS USA FINA 5.88 07/15/24 5,898,000 5,870,191 5,934,863 JBS USA LLC/JBS USA FINA 7.25 06/01/21 3,506,204 3,609,051 3,694,662 JBS USA LLC/JBS USA FINA 5.75 06/15/25 1,332,444 1,332,444 1,317,054 JBS USA LLC/JBS USA FINA 8.25 02/01/20 1,394,846 1,383,405 1,478,537 JBS USA LLC/JBS USA FINA 7.25 06/01/21 983,000 1,053,592 1,035,836 JC PENNEY CORP INC 5.65 06/01/20 1,430,467 1,283,618 1,290,996 JC PENNEY CORP INC 7.95 04/01/17 274,241 253,161 286,582 JCH PARENT INC 10.50 03/15/19 691,205 681,022 520,132 JEFFERIES FIN LLC / JFIN 7.38 04/01/20 1,025,249 999,145 1,007,308 JEFFERIES FIN LLC / JFIN 6.88 04/15/22 775,240 778,923 755,859 JEFFERIES FIN LLC / JFIN 7.50 04/15/21 460,299 444,807 459,654 JEFFERIES GROUP LLC 5.13 01/20/23 4,825,426 4,815,257 4,943,882 JG WENTWORTH LLC 1.00 02/07/19 492,404 475,170 475,992 JLL / DELTA DUTCH NEWCO B V 1.00 03/11/21 429,047 429,047 425,494 JLL/DELTA DUTCH PLEDGECO 8.75 05/01/20 1,598,933 1,598,933 1,622,916 JMC STEEL GROUP INC 0.01 04/01/17 1,939,876 1,957,884 1,922,902 JMC STEEL GROUP INC 8.25 03/15/18 1,017,503 1,023,658 931,015 JO ANN STORES INC 0.01 03/19/18 6,290,742 6,243,976 6,086,293
CalPERS 2014-2015 Annual Investment Report US Corporate Bonds Security Name Rate Maturity Date Par Value Book Value Market Value JO ANN STORES INC 8.13 03/15/19 571,210 541,426 537,652 JOHNSON CONTROLS INC 6.00 01/15/36 44,393,922 45,547,638 50,533,156 JOHNSON CONTROLS INC 4.63 07/02/44 33,800,181 35,772,867 31,761,347 JPMORGAN CHASE + CO 7.90 04/29/49 88,787,845 90,626,808 93,915,343 JPMORGAN CHASE + CO 3.25 09/23/22 50,184,434 51,161,454 49,658,958 JPMORGAN CHASE + CO 4.85 02/01/44 38,603,411 43,877,223 39,371,677 JPMORGAN CHASE + CO 3.88 02/01/24 21,231,876 21,426,042 21,495,962 JPMORGAN CHASE + CO 3.63 05/13/24 2,500,000 2,596,153 2,481,865 JPMORGAN CHASE + CO 5.00 12/29/49 1,623,159 1,620,823 1,588,667 JPMORGAN CHASE + CO 6.13 12/29/49 1,550,480 1,549,487 1,556,837 JPMORGAN CHASE + CO 6.00 12/31/49 1,114,408 1,105,049 1,106,049 JPMORGAN CHASE + CO 5.15 12/29/49 532,978 526,205 507,181 JPMORGAN CHASE + CO 6.75 01/29/49 460,299 460,299 491,797 JPMORGAN CHASE + CO 6.10 10/29/49 145,358 145,358 145,866 JURASSIC HOLDINGS III 6.88 02/15/21 1,429,349 1,328,301 1,114,892 K HOVNANIAN ENTERPRISES 8.00 11/01/19 898,585 882,427 831,191 K HOVNANIAN ENTERPRISES 7.00 01/15/19 581,430 586,566 526,194 K MART GASTONIA NC 9.80 09/15/18 1,574,614 1,550,826 1,574,614 KANSAS CITY SOUTHERN RY 4.30 05/15/43 11,581,023 11,482,285 10,827,043 KB HOME 4.75 05/15/19 1,405,123 1,409,368 1,394,584 KB HOME 9.10 09/15/17 314,941 315,370 351,159 KB HOME 7.00 12/15/21 193,810 193,810 200,109 KBC BANK NV 8.00 01/25/23 4,600,000 5,147,200 5,025,500 KEHE DISTRIBUTORS LLC/FI 7.63 08/15/21 436,073 439,655 457,876 KENAN ADVANTAGE GROUP 8.38 12/15/18 460,299 469,530 479,286 KENNEDY WILSON INC 5.88 04/01/24 3,018,005 3,025,113 3,002,915 KEY SAFETY SYS INC 0.01 08/29/21 5,586,888 5,612,074 5,600,856 KIK CUSTOM PRODS INC 0.01 04/29/19 6,511,736 6,469,735 6,517,141 KINDER MORGAN ENER PART 7.50 11/15/40 70,451,225 74,515,014 78,932,817 KINDER MORGAN ENER PART 5.50 03/01/44 9,650,853 9,621,406 8,843,298 KINDER MORGAN ENER PART 5.00 03/01/43 4,825,426 4,462,526 4,176,230 KINDER MORGAN INC/DELAWA 5.55 06/01/45 62,730,543 62,662,095 57,909,908 KINDER MORGAN INC/DELAWA 4.30 06/01/25 24,127,132 24,035,622 23,341,962 KINDRED HEALTHCARE INC 6.38 04/15/22 3,415,901 3,412,044 3,411,631 KINDRED HEALTHCARE INC 8.00 01/15/20 581,430 581,430 622,130 KINDRED HEALTHCARE INC 8.75 01/15/23 169,584 169,652 184,210 KINETIC CONCEPTS INC 0.01 05/04/18 5,378,393 5,426,728 5,394,098 KINETIC CONCEPTS INC 0.01 11/04/16 961,234 965,432 961,234 KISSNER MILLING CO LTD 7.25 06/01/19 2,059,231 2,084,455 2,095,268 KLOCKNER PENTAPLAST OF AMERICA 0.01 04/28/20 941,717 939,363 943,129 KLX INC 5.88 12/01/22 4,288,419 4,295,691 4,330,831 KNOWLEDGE UNIVERSE ED LLC 0.01 03/18/21 3,952,775 3,990,553 3,959,377 KOHL S CORPORATION 4.75 12/15/23 9,650,853 9,852,168 10,303,322 KONINKLIJKE KPN NV 8.38 10/01/30 42,463,752 49,080,705 56,619,442 KOSMOS ENERGY LTD 7.88 08/01/21 775,240 715,427 748,107 KP GERMANY ERSTE GMBH 0.01 04/28/20 402,443 401,437 403,047 KRAFT FOODS GROUP INC 5.00 06/04/42 27,987,473 28,479,525 27,610,616 KROGER CO/THE 7.50 04/01/31 41,498,667 46,147,303 52,332,582 KROGER CO/THE 4.00 02/01/24 23,548,081 23,881,760 23,993,037 KROGER CO/THE 6.90 04/15/38 12,546,109 13,082,953 15,524,106 KRONOS INC 0.01 10/30/19 5,443,111 5,451,314 5,437,668 KRONOS WORLDWIDE INC 0.01 02/18/20 0 0 0 KRONOS WORLDWIDE INC. 0.01 02/18/20 2,004,176 2,016,675 2,002,292 L 3 COMMUNICATIONS CORP 3.95 05/28/24 14,476,279 14,576,475 13,974,943 L BRANDS INC 5.63 10/15/23 3,809,125 3,968,398 3,999,581
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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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