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 PECO ENERGY CO 4.15 10/01/44 37,831,343 37,704,998 36,449,410 PENN NATIONAL GAMING INC 5.88 11/01/21 4,864,489 4,774,469 4,900,972 PENN PRODUCTS TERMINALS LLC 0.01 04/13/22 5,214,220 5,247,740 5,224,023 PENN VIRGINIA CORP 8.50 05/01/20 742,085 673,291 666,022 PENN VIRGINIA RESOURCE 6.50 05/15/21 363,394 363,394 384,289 PENSKE AUTO GROUP INC 5.75 10/01/22 1,007,836 1,032,516 1,048,150 PENSKE AUTOMOTIVE GROUP 5.38 12/01/24 789,930 789,930 799,804 PENTON MEDIA INC 0.01 10/03/19 2,713,969 2,735,456 2,719,071 PENTON MEDIA INC 0.01 10/03/20 1,541,012 1,541,245 1,541,012 PEPPERMILL CASINOS, INC 0.01 11/09/18 1,938,922 2,004,361 1,938,922 PERSTORP HOLDING AB 8.75 05/15/17 193,810 193,810 201,562 PETCO ANIMAL SUPPLIES INC 0.01 11/24/17 2,894,812 2,912,904 2,890,788 PETROBRAS GLOBAL FINANCE 4.38 05/20/23 43,428,837 43,027,446 37,742,718 PETROBRAS GLOBAL FINANCE 5.88 03/01/18 40,533,581 41,069,710 41,411,097 PETROBRAS GLOBAL FINANCE 6.88 01/20/40 18,336,620 18,223,328 16,289,452 PETROBRAS GLOBAL FINANCE 6.25 03/17/24 9,650,853 9,788,171 9,339,284 PETROLEOS MEXICANOS 4.88 01/24/22 47,289,178 47,852,323 49,239,857 PETROLEOS MEXICANOS 6.38 01/23/45 28,952,558 29,834,062 29,676,372 PETROLEOS MEXICANOS 6.50 06/02/41 18,336,620 19,238,573 19,070,085 PETROLEOS MEXICANOS 5.50 06/27/44 18,336,620 20,167,059 16,869,691 PETROLEOS MEXICANOS 3.50 01/30/23 650,000 610,195 615,875 PETROLEOS MEXICANOS 3.50 07/18/18 364,000 362,984 374,465 PETSMART INC. 0.01 03/11/22 6,969,718 7,049,870 6,950,551 PFIZER INC 7.20 03/15/39 47,289,178 51,785,718 65,156,501 PHARMACEUTICAL PRODUCT DEVELOP 0.01 12/05/18 5,357,668 5,432,990 5,345,131 PHH CORP 6.38 08/15/21 1,966,000 1,966,000 1,931,595 PHILLIPS MEDISIZE CORP 0.01 06/16/21 6,192,948 6,201,060 6,189,109 PHILLIPS MEDISIZE CORPORATION 0.01 06/16/22 248,919 246,429 247,985 PILGRIM S PRIDE CORP 5.75 03/15/25 609,144 609,144 615,235 PILOT TRAVEL CTRS LLC SYNDIC 0.01 10/03/21 3,947,822 3,980,013 3,982,366 PINNACLE ENTERTAINMENT 7.50 04/15/21 96,905 99,968 102,598 PINNACLE ENTERTAINMENT I 6.38 08/01/21 6,635,064 6,758,094 7,041,461 PIONEER ENERGY SERVICES 6.13 03/15/22 363,394 363,394 290,715 PIONEER NATURAL RESOURCE 3.95 07/15/22 11,581,023 11,813,829 11,626,402 PLAINS ALL AMER PIPELINE 4.70 06/15/44 33,777,984 33,691,676 30,783,989 PLANTRONICS INC 5.50 05/31/23 2,949,000 2,970,966 2,985,863 PLASTIPAK HOLDINGS INC 6.50 10/01/21 2,490,868 2,523,125 2,534,458 PLATFORM SPECIALTY PROD 6.50 02/01/22 1,542,756 1,558,197 1,592,896 PLAYA RESORTS HOLDINGS 8.00 08/15/20 3,143,122 3,279,257 3,253,131 PLY GEM INDS INC 0.01 02/01/21 4,807,289 4,787,525 4,763,207 PNPP II FUNDING CORP 9.12 05/30/16 1,152,312 1,162,514 1,182,166 POLARPAK INC. 0.01 06/07/20 4,127,023 4,146,041 4,085,753 POLYMER GROUP INC 1.00 12/19/19 1,562,870 1,562,082 1,568,074 PORTILLOS HLDGS LLC 0.01 08/02/21 2,972,068 2,980,762 2,972,068 PORTILLOS HLDGS LLC 0.01 08/01/22 622,296 619,185 616,073 POST HOLDINGS INC 6.00 12/15/22 2,742,251 2,737,725 2,639,416 POST HOLDINGS INC 6.75 12/01/21 1,533,229 1,535,182 1,533,229 POST HOLDINGS INC 7.38 02/15/22 985,747 1,025,751 1,002,998 POTOMAC ELECTRIC POWER 4.15 03/15/43 72,381,395 75,397,483 69,809,220 POWDERHOUND 1.00 03/31/28 289,525,581 289,525,581 301,330,110 PPL CAPITAL FUNDING INC 3.40 06/01/23 41,500,597 41,420,031 41,259,890 PPL ELECTRIC UTILITIES 4.13 06/15/44 33,777,984 33,395,893 32,413,673 PQ CORP 8.75 11/01/18 5,426,987 5,534,705 5,481,257 PRA HOLDINGS INC 9.50 10/01/23 334,322 334,322 373,605 PRE PAID LEGAL SVCS INC 0.01 07/01/19 3,125,014 3,129,237 3,132,827
CalPERS 2014-2015 Annual Investment Report US Corporate Bonds Security Name Rate Maturity Date Par Value Book Value Market Value PRE PAID LEGAL SVCS INC 0.01 07/01/20 696,972 686,517 692,616 PRECISION DRILLING CORP 5.25 11/15/24 1,837,894 1,851,166 1,598,968 PREMIER DENTAL SVCS INC 1.00 11/01/18 620,434 614,230 561,493 PRINCIPAL FINANCIAL GROU 8.88 05/15/19 57,905,116 59,935,422 71,016,760 PRINCIPAL FINANCIAL GROU 3.13 05/15/23 11,149,630 10,725,239 10,800,874 PRINCIPAL FINANCIAL GROU 4.63 09/15/42 9,650,853 9,703,345 9,292,769 PRISO ACQUISITION CORPORATION 0.01 05/08/22 1,120,133 1,114,533 1,108,932 PROSPECT HLDG LLC/FINANC 10.25 10/01/18 460,299 451,828 303,797 PROVIDENT FDG/PFG FIN 6.75 06/15/21 2,101,273 2,087,533 2,006,716 PRUDENTIAL FINANCIAL INC 8.88 06/15/68 70,451,225 73,045,251 81,018,908 PRUDENTIAL FINANCIAL INC 5.20 03/15/44 24,127,132 24,124,642 23,403,318 PRUDENTIAL FINANCIAL INC 6.63 12/01/37 4,825,426 4,999,009 5,843,856 PUB SVC ELEC + GAS 9.25 06/01/21 35,708,155 39,902,182 48,072,961 PUBLIC SERVICE ELECTRIC 4.05 05/01/45 48,254,264 48,015,055 46,062,721 PUGET ENERGY INC 5.63 07/15/22 28,412,110 31,676,404 31,716,666 PUGET SOUND ENERGY INC 6.27 03/15/37 15,441,364 16,467,297 19,155,689 PVH CORP 4.50 12/15/22 3,440,500 3,388,269 3,406,095 PVNGS II FUND CORP INC 8.00 12/30/15 2,441,666 2,446,170 2,447,675 QEP RESOURCES INC 5.25 05/01/23 4,669,250 4,560,694 4,470,807 QTS LP/FINANCE 5.88 08/01/22 1,538,851 1,541,497 1,546,545 QUEBECOR MEDIA INC 5.75 01/15/23 631,749 636,042 630,170 QUICKSILVER RESOURCES IN 9.13 08/15/19 339,168 324,045 43,244 QUIKRETE HLDGS INC 0.01 09/28/20 5,525,776 5,544,864 5,523,455 QWEST CAPITAL FUNDING 6.88 07/15/28 3,440,500 3,481,398 3,380,291 QWEST CORP 6.88 09/15/33 20,441,471 18,482,299 20,441,471 QWEST CORP 7.13 11/15/43 11,117,782 9,388,314 11,117,782 RABOBANK CAP FD TRST III 5.25 12/29/49 1,020,000 1,038,335 1,052,640 RADIAN GROUP INC 5.25 06/15/20 1,041,729 1,041,729 1,036,520 RADIO SYSTEMS CORP 8.38 11/01/19 1,090,181 1,166,342 1,155,592 RAIN CII CARBON LLC/CII 8.00 12/01/18 314,941 316,605 307,068 RAIN CII CARBON LLC/CII 8.25 01/15/21 193,810 193,810 188,480 RAIZEN ENERGY FINANCE 7.00 02/01/17 955,000 1,012,918 1,008,003 RANGE RESOURCES CORP 5.00 08/15/22 3,440,500 3,550,685 3,371,690 RANGE RESOURCES CORP 5.00 03/15/23 1,439,039 1,439,039 1,410,258 RANGE RESOURCES CORP 5.75 06/01/21 983,000 983,000 1,010,033 RAYTHEON COMPANY 7.20 08/15/27 4,342,884 4,733,541 5,774,241 RCN TELECM SER/CAPITAL 8.50 08/15/20 1,502,028 1,516,318 1,573,374 REALOGY GROUP/CO ISSUER 5.25 12/01/21 508,751 507,301 515,111 REALOGY GRP / SUN GRP FL 3.38 05/01/16 969,050 973,376 969,050 REGAL CINEMAS CORPORATION 0.01 04/01/22 4,011,248 4,001,219 4,013,133 REGAL ENTERTAINMENT GRP 5.75 03/15/22 872,145 895,631 881,913 REGAL ENTERTAINMENT GRP 5.75 06/15/23 290,715 290,715 292,169 RELIANCE HOLDINGS USA 5.40 02/14/22 1,700,000 1,706,880 1,833,158 RENT A CENTER INC 0.01 03/19/21 4,065,697 4,019,471 4,035,205 RENT A CENTER INC 6.63 11/15/20 1,966,000 1,945,166 1,921,765 RENT A CENTER INC 4.75 05/01/21 1,474,500 1,411,580 1,282,815 REPSOL OIL + GAS CANADA 7.25 10/15/27 66,590,884 69,229,326 74,771,277 RESOLUTE FOREST PRODUCTS 5.88 05/15/23 3,090,684 3,031,228 2,812,522 REVLON CONSUMER PRODS 5.75 02/15/21 3,578,883 3,573,981 3,507,305 REXEL SA 5.25 06/15/20 411,846 411,792 428,320 REYNOLDS GRP ISS/REYNOLD 8.25 02/15/21 2,968,959 3,058,744 3,080,295 REYNOLDS GRP ISS/REYNOLD 9.88 08/15/19 1,800,495 1,943,756 1,890,520 REYNOLDS GRP ISS/REYNOLD 5.75 10/15/20 1,366,999 1,403,863 1,401,174 REYNOLDS GRP ISS/REYNOLD 6.88 02/15/21 387,620 387,620 404,094 RGS (AEGCO) FUNDING CORP 9.81 12/07/22 15,069,384 16,118,555 17,277,441
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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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