Annual Investment Report

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