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 RGS I+M FUNDING CORP 9.81 12/07/22 20,771,314 22,218,791 23,814,852 RHP HOTEL PPTY/RHP FINAN 5.00 04/15/23 629,883 629,883 617,285 RHP HOTEL PPTYS LP SYNDICATE 1.00 01/15/21 1,250,317 1,247,191 1,249,279 RIO OIL FINANCE TRUST 6.25 07/06/24 3,100,000 3,099,944 3,045,750 RITE AID CORP 6.75 06/15/21 2,604,592 2,747,263 2,734,822 RITE AID CORP 6.13 04/01/23 2,732,295 2,755,465 2,814,263 RITE AID CORP 6.88 12/15/28 1,259,765 1,226,590 1,410,937 RITE AID CORP 7.70 02/15/27 1,471,118 1,477,877 1,728,564 RITE AID CORP 9.25 03/15/20 786,025 799,412 851,854 RITE AID CORP 1.00 08/21/20 490,167 497,519 494,765 RIVERBED TECHNOLOGY INC 8.88 03/01/23 4,504,262 4,557,673 4,369,134 RIVERBED TECHNOLOGY INC. 0.01 04/24/22 7,599,736 7,628,895 7,671,933 RKI EXP + PROD/RKI FIN C 8.50 08/01/21 278,282 265,142 275,499 ROSE ROCK MIDSTREAM/FIN 5.63 07/15/22 1,041,729 1,041,729 1,018,290 ROSE ROCK MIDSTREAM/FIN 5.63 11/15/23 856,327 842,884 828,497 ROUNDY S SUPERMARKETS 10.25 12/15/20 508,751 496,822 432,439 ROUNDYS SUPERMARKETS INC 0.01 03/03/21 721,918 707,479 696,651 ROVI CORP SYNDICATED LNS 0.01 07/02/21 5,213,825 5,179,637 5,168,204 ROYAL BK SCOTLND GRP PLC 7.64 12/31/49 1,768,516 1,483,519 1,889,660 ROYAL CARIBBEAN CRUISES 5.25 11/15/22 3,686,250 3,800,000 3,812,714 ROYAL HOLDINGS, INC. 0.01 06/19/22 1,841,997 1,832,787 1,841,223 RP CROWN PARENT LLC 0.01 12/21/18 7,362,675 7,372,353 7,063,603 RP CROWN PARENT LLC 0.01 12/21/19 2,489,185 2,282,583 2,280,716 RR DONNELLEY + SONS CO 6.00 04/01/24 5,717,954 5,688,373 5,746,544 RR DONNELLEY + SONS CO 7.88 03/15/21 2,627,084 2,817,281 2,965,321 RR DONNELLEY + SONS CO 7.00 02/15/22 751,014 818,952 807,340 RR DONNELLEY + SONS CO 6.50 11/15/23 290,715 290,715 300,163 RSI HOME PRODUCTS INC 6.50 03/15/23 1,959,180 1,962,156 1,973,874 RSP PERMIAN INC 6.63 10/01/22 1,032,084 1,047,401 1,055,306 RUE21 INC 0.01 10/09/20 6,444,217 5,845,843 5,884,923 RUE21 INC 9.00 10/15/21 1,065,955 884,515 930,046 SABINE OIL + GAS CORP 9.75 02/15/17 1,808,247 1,227,092 280,278 SABINE PASS LIQUEFACTION 5.63 04/15/23 12,183,620 12,461,821 12,141,708 SABINE PASS LIQUEFACTION 5.63 02/01/21 7,486,656 7,543,404 7,636,389 SABINE PASS LIQUEFACTION 5.63 03/01/25 5,323,410 5,310,284 5,270,176 SABINE PASS LIQUEFACTION 5.75 05/15/24 1,966,000 1,978,149 1,958,628 SABINE PASS LIQUEFACTION 6.25 03/15/22 484,525 484,525 501,483 SABINE PASS LNG LP 7.50 11/30/16 678,335 719,541 713,954 SABINE PASS LNG LP 7.50 11/30/16 581,430 560,333 611,961 SABLE INTL FINANCE LTD 8.75 02/01/20 193,810 193,810 207,377 SABRA HEALTH/CAPTL CORP 5.50 02/01/21 1,041,729 1,038,511 1,078,189 SABRE GLBL INC 5.38 04/15/23 2,949,000 2,949,000 2,904,765 SABRE INC 1.00 02/19/19 309,430 309,430 308,947 SAGITTARIUS RESTAURANTS LLC 0.01 10/01/18 1,847,395 1,847,597 1,842,776 SALEM COMMUNICATIONS CORP DEL 0.01 03/16/20 4,676,438 4,670,154 4,629,673 SALLY HOLDINGS/SALLY CAP 5.50 11/01/23 1,966,000 2,000,150 2,044,640 SAMARCO MINERACAO SA 4.13 11/01/22 64,660,713 63,703,115 59,487,856 SAMARCO MINERACAO SA 5.75 10/24/23 17,371,535 17,275,990 17,197,820 SAMS CLUB GASTONIA NC 9.18 07/15/18 2,222,532 2,339,438 2,451,008 SANCHEZ ENERGY CORP 7.75 06/15/21 2,543,756 2,509,286 2,531,037 SANCHEZ ENERGY CORP 6.13 01/15/23 2,195,303 2,057,213 1,964,796 SANDRIDGE ENERGY INC 8.13 10/15/22 3,488,580 3,295,348 1,491,368 SANDRIDGE ENERGY INC 7.50 03/15/21 3,100,960 2,540,453 1,356,670 SANDRIDGE ENERGY INC 8.75 06/01/20 1,744,193 1,721,844 1,582,855 SANJEL CORP 7.50 06/19/19 969,050 881,056 709,829
CalPERS 2014-2015 Annual Investment Report US Corporate Bonds Security Name Rate Maturity Date Par Value Book Value Market Value SANMINA CORP 4.38 06/01/19 290,715 290,715 289,988 SBA COMMUNICATIONS CORP 4.88 07/15/22 4,915,000 4,829,994 4,785,981 SBA COMMUNICATIONS CORP 5.63 10/01/19 3,577,722 3,652,557 3,720,831 SBA SR FIN II LLC 0.01 03/24/21 2,470,494 2,457,506 2,444,678 SBA TELECOMMUNICATIONS 5.75 07/15/20 1,005,721 1,043,006 1,043,435 SCHAEFFLER FINANCE BV 4.25 05/15/21 314,941 312,968 307,068 SCHAEFFLER FINANCE BV 4.75 05/15/21 290,715 290,715 292,169 SCHAEFFLER HLDG FIN BV 6.25 11/15/19 3,295,834 3,321,113 3,472,985 SCHAEFFLER HLDG FIN BV 6.88 08/15/18 387,620 386,347 401,187 SCIENTIFIC GAMES INTERNA 10.00 12/01/22 6,799,627 6,262,480 6,510,643 SCIENTIFIC GAMES INTERNA 7.00 01/01/22 5,627,079 5,638,425 5,809,959 SCIENTIFIC GAMES INTL INC 0.01 10/01/21 4,458,130 4,456,739 4,453,137 SCOTTS MIRACLE GRO CO/TH 6.63 12/15/20 983,000 983,000 1,027,235 SEALED AIR CORP 5.25 04/01/23 5,697,215 5,756,358 5,732,823 SEALED AIR CORP 4.88 12/01/22 1,966,000 1,949,202 1,936,510 SEALED AIR CORP 5.13 12/01/24 823,693 823,693 812,367 SECURUS TECHNOLOGIES, INC. 0.01 04/30/20 3,118,479 3,091,046 3,027,513 SECURUS TECHNOLOGIES, INC. 0.01 04/30/21 895,614 896,112 855,759 SEDGWICK CLAIMS MGMT SVCS INC 0.01 02/28/22 2,738,104 2,628,828 2,682,493 SEDGWICK CLAIMS MGMT SVCS INC 0.01 02/28/22 2,489,185 2,426,955 2,438,630 SEITEL INC 9.50 04/15/19 242,263 242,263 221,065 SELECT MEDICAL CORP 6.38 06/01/21 436,073 439,263 440,433 SEMINOLE HARD ROCK ENT I 5.88 05/15/21 290,715 291,715 293,622 SENSUS USA INC 0.01 05/09/17 2,492,062 2,500,927 2,473,371 SERTA SIMMONS BEDDING LL 8.13 10/01/20 2,116,896 2,169,434 2,233,325 SERTA SIMMONS HLDGS LLC 0.01 10/01/19 7,235,265 7,251,499 7,231,358 SERVICE CORP INTL 5.38 01/15/22 6,624,788 6,729,697 6,956,027 SERVICE CORP INTL 5.38 05/15/24 2,689,114 2,705,865 2,810,124 SERVICE CORP INTL 8.00 11/15/21 279,086 276,294 325,136 SERVICE CORP INTL 7.50 04/01/27 140,000 132,891 161,000 SERVICE CORP INTL 6.75 04/01/16 60,000 60,586 61,800 SERVICEMASTER CO LLC 0.01 07/01/21 3,957,779 3,917,238 3,954,692 SEVENTY SEVEN ENERGY INC 6.50 07/15/22 1,187,086 1,070,037 759,735 SEVENTY SEVEN OPERATING 6.63 11/15/19 1,176,810 1,147,490 929,680 SHEA HOMES LP/FNDG CP 5.88 04/01/23 484,525 484,525 490,582 SHEA HOMES LP/FNDG CP 6.13 04/01/25 484,525 484,525 488,159 SHEARERS FOODS / CHIP FI 9.00 11/01/19 944,824 974,839 1,015,686 SHEARERS FOODS LLC 1.00 06/30/22 484,525 479,680 478,468 SHEARERS FOODS LLC 1.00 06/30/21 480,891 479,689 479,088 SHELF DRILL HOLD LTD 8.63 11/01/18 823,693 840,708 733,086 SIDEWINDER DRILLING INC 9.75 11/15/19 242,263 242,263 152,625 SIGNODE INDL GROUP US INC 1.00 05/01/21 707,137 705,369 698,298 SIGNODE INDUSTRIAL GROUP 6.38 05/01/22 2,648,268 2,663,115 2,568,820 SINCLAIR TELEVISION GROU 5.38 04/01/21 3,893,824 3,863,419 3,923,027 SINCLAIR TELEVISION GROU 5.63 08/01/24 2,170,086 2,146,062 2,121,259 SINCLAIR TELEVISION GROU 6.38 11/01/21 314,941 314,941 325,177 SIRIUS XM RADIO INC 5.88 10/01/20 5,406,500 5,515,821 5,541,663 SIRIUS XM RADIO INC 6.00 07/15/24 5,766,220 5,917,566 5,823,882 SIRIUS XM RADIO INC 5.75 08/01/21 1,966,000 2,015,861 2,020,065 SIX FLAGS ENTERTAINMENT 5.25 01/15/21 3,932,000 3,924,738 4,020,470 SM ENERGY CO 6.13 11/15/22 2,949,000 2,926,155 3,030,687 SM ENERGY CO 6.50 01/01/23 2,651,310 2,723,100 2,717,593 SMITHFIELD FOODS INC 5.25 08/01/18 290,715 297,599 295,076 SOCIETE GENERALE 5.92 12/31/49 1,070,000 1,090,728 1,095,413 SOCIETE GENERALE 6.00 10/27/49 193,810 193,810 180,825
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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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