Annual Investment Report

CalPERS 2014-2015 Annual Investment Report
International Sovereign Debt Securities
Security Name Rate Maturity Date Par Value Book Value Market Value
AFRICAN DEVELOPMENT BANK 5.25 03/23/22 2,000,000 $ 2,091,869 $ 1,718,391
ANZ NEW ZEALAND INTL/LDN 1.50 12/17/15 150,000 242,386 236,504
AUSTRALIAN GOVERNMENT 5.50 01/21/18 36,830,000 32,745,289 30,738,218
AUSTRALIAN GOVERNMENT 2.75 04/21/24 26,000,000 20,856,465 19,713,420
AUSTRALIAN GOVERNMENT 5.25 03/15/19 18,065,000 15,685,718 15,425,758
AUSTRALIAN GOVERNMENT 5.50 04/21/23 14,300,000 14,255,754 13,070,802
AUSTRALIAN GOVERNMENT 3.75 04/21/37 18,205,000 16,163,148 14,228,819
AUSTRALIAN GOVERNMENT 3.25 04/21/29 3,291,000 2,744,205 2,512,462
AUSTRALIAN GOVERNMENT 3.25 04/21/25 2,905,000 2,300,407 2,276,503
AUSTRALIAN GOVERNMENT 4.25 07/21/17 2,105,000 2,279,606 1,689,946
AUSTRALIAN GOVERNMENT 2.75 06/21/35 450,000 346,779 303,949
AUSTRALIAN INDEX LINKED 3.00 09/20/25 76,500,000 95,189,704 82,949,129
AUSTRALIAN INDEX LINKED 1.00 11/21/18 50,000,000 40,480,618 40,799,206
AUSTRALIAN INDEX LINKED 1.25 02/21/22 12,000,000 11,085,910 10,404,414
BELGIUM KINGDOM 5.50 03/28/28 15,043,000 26,621,953 24,496,002
BELGIUM KINGDOM 5.00 03/28/35 5,000,000 9,607,368 8,429,624
BELGIUM KINGDOM 4.25 09/28/22 4,000,000 6,264,598 5,562,398
BELGIUM KINGDOM 2.60 06/22/24 2,000,000 2,588,864 2,522,170
BELGIUM KINGDOM 2.25 06/22/23 1,750,000 2,539,756 2,152,712
BELGIUM KINGDOM 4.00 03/28/19 960,000 1,380,240 1,225,580
BONO BCO CENT CHILE PES 6.00 02/01/21 3,600,000,000 7,081,190 6,281,551
BONO BCO CENT CHILE PES 6.00 03/01/23 1,355,000,000 2,511,623 2,377,230
BONO BCO CENT CHILE UF 3.00 01/01/18 32,477,848,000 60,475,995 54,460,689
BONOS DE TESORERIA 6.85 02/12/42 3,995,000 1,399,443 1,184,807
BONOS DE TESORERIA 5.20 09/12/23 665,000 230,786 193,627
BONOS Y OBLIG DEL ESTADO 4.80 01/31/24 40,450,000 62,398,115 54,460,946
BONOS Y OBLIG DEL ESTADO 2.75 10/31/24 33,050,000 43,558,655 38,288,074
BONOS Y OBLIG DEL ESTADO 4.25 10/31/16 20,614,000 25,440,403 24,201,046
BONOS Y OBLIG DEL ESTADO 1.60 04/30/25 19,200,000 21,385,177 20,128,334
BONOS Y OBLIG DEL ESTADO 4.40 10/31/23 18,130,000 26,720,441 23,735,926
BONOS Y OBLIG DEL ESTADO 3.75 10/31/15 15,000,000 16,863,151 16,917,165
BONOS Y OBLIG DEL ESTADO 5.15 10/31/28 11,550,000 18,566,809 16,275,951
BONOS Y OBLIG DEL ESTADO 4.65 07/30/25 5,875,000 8,537,154 7,896,611
BONOS Y OBLIG DEL ESTADO 1.95 07/30/30 5,240,000 5,947,818 5,234,132
BONOS Y OBLIG DEL ESTADO 5.50 07/30/17 4,615,000 6,136,166 5,679,241
BONOS Y OBLIG DEL ESTADO 5.15 10/31/44 8,150,000 14,142,657 12,126,678
BONOS Y OBLIG DEL ESTADO 2.10 04/30/17 3,100,000 3,675,171 3,561,378
BONOS Y OBLIG DEL ESTADO 5.90 07/30/26 1,750,000 2,624,093 2,586,328
BONOS Y OBLIG DEL ESTADO 4.20 01/31/37 1,730,000 2,471,777 2,232,700
BONOS Y OBLIG DEL ESTADO 5.85 01/31/22 2,700,000 3,669,128 3,777,873
BONOS Y OBLIG DEL ESTADO 5.50 04/30/21 900,000 1,252,710 1,225,197
BONOS Y OBLIG DEL ESTADO 4.90 07/30/40 600,000 937,210 856,633
BONOS Y OBLIG DEL ESTADO 3.80 04/30/24 600,000 863,298 754,144
BRITISH COLUMBIA PROV OF 3.30 12/18/23 8,400,000 7,904,571 7,319,899
BRITISH COLUMBIA PROV OF 3.20 06/18/44 6,000,000 5,241,854 4,883,864
BRITISH COLUMBIA PROV OF 2.70 12/18/22 800,000 808,693 673,879
BUNDESOBLIGATION 2.00 02/26/16 5,400,000 6,145,923 6,105,726
BUNDESOBLIGATION 0.50 04/07/17 2,000,000 2,710,165 2,257,592
BUNDESOBLIGATION I/L 0.75 04/15/18 7,454,650 10,440,373 8,647,346
BUNDESREPUB. DEUTSCHLAND 0.50 02/15/25 39,725,000 43,758,935 43,148,855
BUNDESREPUB. DEUTSCHLAND 4.75 07/04/28 14,400,000 25,383,868 23,177,533
BUNDESREPUB. DEUTSCHLAND 4.25 07/04/39 13,400,000 26,242,976 23,123,717
BUNDESREPUB. DEUTSCHLAND 6.25 01/04/30 7,950,000 15,787,275 14,855,141
BUNDESREPUB. DEUTSCHLAND 1.75 02/15/24 5,000,000 6,043,749 6,097,515
BUNDESREPUB. DEUTSCHLAND 3.75 01/04/19 4,455,000 5,773,293 5,635,903