Glendale City Council
July 16, 2024

127 of 566

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL BE1566 3.50 4/1/2047 1,698,378 1,804,885 1,572,155 FNMA POOL BE2378 3.00 4/1/2047 146,204 144,806 130,850
FNMA POOL BE2848 3.00 12/1/2046 34,442 36,239 30,825
FNMA POOL BE3188 3.50 2/1/2047 164,690 180,649 153,250
FNMA POOL BE3319 3.00 1/1/2047 217,449 228,856 194,613
FNMA POOL BE3321 3.50 1/1/2047 360,852 396,030 335,727
FNMA POOL BE3695 3.50 6/1/2047 2,834,910 2,981,185 2,616,217 FNMA POOL BE4057 3.00 1/1/2047 120,275 126,472 107,644
FNMA POOL BE4247 3.00 12/1/2046 143,609 151,147 128,527 FNMA POOL BE4479 3.50 12/1/2046 405,290 410,887 374,200 FNMA POOL BE4595 3.00 4/1/2047 436,959 432,781 391,017
FNMA POOL BE5008 4.00 2/1/2045 4,237,872 4,611,242 4,061,490 FNMA POOL BE6826 3.50 3/1/2047 379,911 416,979 354,051
FNMA POOL BE7083 3.50 1/1/2047 156,809 165,651 144,780
FNMA POOL BE7961 3.50 2/1/2047 217,180 211,433 200,520
FNMA POOL BE8340 4.50 9/1/2047 230,159 236,477 225,185
FNMA POOL BE8348 4.50 12/1/2047 99,529 104,082 97,555
FNMA POOL BE8781 4.00 6/1/2047 7,622,339 8,236,316 7,280,242 FNMA POOL BE8824 3.50 7/1/2047 2,798,221 2,994,414 2,590,257 FNMA POOL BE9210 3.00 3/1/2047 334,094 350,863 298,967
FNMA POOL BE9407 4.00 7/1/2047 1,003,707 1,084,769 958,660 FNMA POOL BE9447 3.50 11/1/2047 678,624 744,606 631,125 FNMA POOL BH0975 3.00 4/1/2047 289,987 304,188 259,497
FNMA POOL BH1224 3.50 4/1/2047 151,986 162,556 140,849
FNMA POOL BH1374 3.00 7/1/2047 104,342 109,400 93,372
FNMA POOL BH1421 3.00 4/1/2047 54,211 53,692 48,511
FNMA POOL BH1731 3.50 6/1/2047 517,403 572,105 482,184
FNMA POOL BH2557 3.00 5/1/2047 442,081 448,013 395,601
FNMA POOL BH2558 3.00 5/1/2047 218,798 216,704 195,793
FNMA POOL BH2606 3.50 8/1/2047 59,683,043 62,249,010 55,247,389 FNMA POOL BH2759 3.00 6/1/2047 380,830 400,829 340,789
FNMA POOL BH2829 3.00 9/1/2047 790,389 829,563 707,287
FNMA POOL BH3889 3.50 7/1/2047 175,719 184,544 162,660
FNMA POOL BH3897 3.50 8/1/2047 1,210,609 1,296,150 1,120,637 FNMA POOL BH4152 3.50 11/1/2047 67,986 74,597 63,228
FNMA POOL BH4158 3.50 12/1/2047 405,993 440,275 377,576 FNMA POOL BH4226 3.00 6/1/2047 165,900 174,096 148,457
FNMA POOL BH4271 4.00 6/1/2047 10,310,412 11,043,496 9,847,672 FNMA POOL BH4333 3.50 6/1/2047 301,020 322,393 278,648
FNMA POOL BH4410 4.00 6/1/2047 8,632,705 9,185,881 8,218,369 FNMA POOL BH4466 3.00 11/1/2047 112,937 118,419 101,063 FNMA POOL BH5113 3.50 8/1/2047 2,047,598 2,176,025 1,895,420 FNMA POOL BH5642 3.00 7/1/2047 280,345 280,025 250,870
FNMA POOL BH5750 3.50 11/1/2047 1,381,105 1,499,741 1,274,563 FNMA POOL BH5801 3.50 7/1/2047 480,780 527,759 448,053
FNMA POOL BH5810 3.50 7/1/2047 1,479,954 1,582,814 1,369,963 FNMA POOL BH5955 3.50 8/1/2047 492,915 545,067 459,362
FNMA POOL BH6452 3.50 7/1/2047 3,489,455 3,735,790 3,230,119 FNMA POOL BH7342 3.50 7/1/2047 1,750,615 1,873,549 1,620,509

128 of 566

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL BH7348 3.50 8/1/2047 3,544,021 3,794,751 3,280,628 FNMA POOL BH7494 3.50 9/1/2047 503,498 556,790 469,225
FNMA POOL BH7671 3.50 11/1/2047 564,350 619,220 524,849 FNMA POOL BH8113 3.00 10/1/2047 60,157 63,141 53,832
FNMA POOL BH8224 4.00 8/1/2047 5,096,821 5,465,334 4,852,194 FNMA POOL BH8657 3.50 9/1/2047 312,900 339,897 291,601
FNMA POOL BH8794 3.00 10/1/2047 304,243 319,006 272,255 FNMA POOL BH9215 3.50 1/1/2048 49,748 48,423 45,910
FNMA POOL BH9285 3.50 2/1/2048 12,969,997 14,229,135 12,062,187 FNMA POOL BH9843 3.00 10/1/2047 348,508 365,689 311,866 FNMA POOL BH9854 3.50 11/1/2047 738,001 809,759 686,346 FNMA POOL BJ0056 3.50 10/1/2047 2,148,423 2,301,430 1,988,752 FNMA POOL BJ0175 3.50 1/1/2048 519,098 569,471 482,765
FNMA POOL BJ0186 3.50 2/1/2048 131,463 144,225 122,262
FNMA POOL BJ0641 3.50 3/1/2048 9,552,962 10,480,677 8,879,274 FNMA POOL BJ0650 3.50 3/1/2048 1,035,786 1,008,183 955,796 FNMA POOL BJ0812 3.00 10/1/2047 1,129,080 1,176,644 1,010,368 FNMA POOL BJ0813 3.00 10/1/2047 961,307 1,009,060 860,235 FNMA POOL BJ0957 3.50 11/1/2047 30,179 29,917 27,851
FNMA POOL BJ1003 3.50 12/1/2047 2,502,953 2,481,194 2,309,869 FNMA POOL BJ1163 3.50 1/1/2048 740,833 812,727 688,980
FNMA POOL BJ2015 3.50 12/1/2047 588,308 650,641 548,262 FNMA POOL BJ2070 3.50 12/1/2047 139,063 153,797 129,597 FNMA POOL BJ2193 3.50 1/1/2048 49,298 54,095 45,848
FNMA POOL BJ2508 3.50 10/1/2047 3,992,908 4,213,648 3,684,884 FNMA POOL BJ2554 3.00 11/1/2047 177,458 186,203 158,800 FNMA POOL BJ2965 3.00 11/1/2047 78,053 77,964 69,846
FNMA POOL BJ3139 3.50 11/1/2047 511,823 566,031 476,983 FNMA POOL BJ3420 3.50 2/1/2048 579,961 641,293 540,483
FNMA POOL BJ3611 3.50 1/1/2048 12,044,004 12,287,919 11,148,892 FNMA POOL BJ3619 3.50 1/1/2048 210,283 208,454 194,061
FNMA POOL BJ3653 3.50 2/1/2048 5,897,439 6,315,443 5,459,140 FNMA POOL BJ3655 3.50 2/1/2048 6,261,599 6,666,643 5,778,563 FNMA POOL BJ3667 3.50 2/1/2048 3,835,075 4,207,385 3,566,647 FNMA POOL BJ3671 3.50 2/1/2048 2,595,235 2,869,705 2,418,578 FNMA POOL BJ3728 3.50 12/1/2047 554,434 549,614 511,664 FNMA POOL BJ3793 3.50 12/1/2047 973,022 994,481 900,707 FNMA POOL BJ3828 3.50 1/1/2048 7,056,525 7,212,247 6,532,083 FNMA POOL BJ3844 3.50 1/1/2048 1,695,554 1,875,289 1,580,138 FNMA POOL BJ3937 3.50 1/1/2048 1,789,192 1,773,630 1,651,169 FNMA POOL BJ3960 3.50 1/1/2048 128,151 127,036 118,265
FNMA POOL BJ3995 3.50 2/1/2048 1,256,741 1,245,804 1,159,792 FNMA POOL BJ3997 3.50 2/1/2048 135,450 134,271 124,990
FNMA POOL BJ4289 3.50 1/1/2048 610,439 674,977 568,886
FNMA POOL BJ4290 3.50 1/1/2048 110,806 119,713 103,050
FNMA POOL BJ4343 3.50 1/1/2048 762,840 843,487 710,914
FNMA POOL BJ4746 3.50 2/1/2048 2,211,878 2,426,610 2,057,062 FNMA POOL BJ4768 3.50 2/1/2048 1,500,550 1,659,242 1,398,408 FNMA POOL BJ4769 3.50 1/1/2048 1,058,134 1,160,820 984,072

129 of 566

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL BJ4816 3.50 2/1/2048 700,634 750,331 648,562
FNMA POOL BJ4830 3.50 2/1/2048 3,318,252 3,553,946 3,071,639 FNMA POOL BJ4882 3.50 3/1/2048 194,586 192,892 179,575
FNMA POOL BJ4916 3.50 3/1/2048 6,167 6,002 5,691
FNMA POOL BJ5001 3.00 12/1/2047 1,145,379 1,189,896 1,024,954 FNMA POOL BJ5244 3.50 12/1/2047 892,687 987,279 831,921 FNMA POOL BJ5251 3.50 12/1/2047 476,477 472,335 439,720 FNMA POOL BJ5460 3.50 3/1/2048 6,015,731 6,333,310 5,551,159 FNMA POOL BJ5879 3.50 1/1/2048 45,900 50,355 42,688
FNMA POOL BJ5917 3.50 3/1/2048 751,975 825,009 698,945
FNMA POOL BJ5950 3.50 4/1/2048 797,012 874,451 740,806
FNMA POOL BJ5955 3.50 4/1/2048 279,668 272,211 258,070
FNMA POOL BJ6416 3.50 3/1/2048 756,257 829,706 702,925
FNMA POOL BJ6691 3.50 3/1/2048 814,341 860,661 753,486
FNMA POOL BJ7038 3.50 8/1/2048 616,052 674,480 572,607
FNMA POOL BJ7216 4.00 10/1/2048 8,753,227 8,787,812 8,356,210 FNMA POOL BJ7398 3.50 11/1/2048 1,177,741 1,149,679 1,086,788 FNMA POOL BJ8120 3.50 1/1/2048 29,339 32,441 27,342
FNMA POOL BJ8558 3.50 3/1/2048 35,253 34,946 32,531
FNMA POOL BJ8650 3.50 1/1/2048 9,523 10,448 8,857
FNMA POOL BJ8878 3.50 3/1/2048 33,352 32,463 30,777
FNMA POOL BJ8879 3.50 3/1/2048 1,079,477 1,184,315 1,003,351 FNMA POOL BJ9379 3.50 1/1/2048 2,801,244 3,001,229 2,593,055 FNMA POOL BJ9380 3.50 1/1/2048 641,225 703,450 596,343
FNMA POOL BJ9906 3.50 3/1/2048 888,971 983,017 827,941
FNMA POOL BK0161 3.50 2/1/2048 41,798 41,434 38,574
FNMA POOL BK0766 3.50 3/1/2048 179,883 175,089 165,991
FNMA POOL BK1193 3.50 2/1/2048 54,142 53,671 49,961
FNMA POOL BK1791 3.50 3/1/2048 51,930 50,546 47,920
FNMA POOL BK1793 3.50 3/1/2048 144,936 143,674 133,743
FNMA POOL BK2780 2.50 7/1/2050 8,431,410 8,853,198 7,183,790 FNMA POOL BK4810 4.00 9/1/2048 52,786,256 53,700,714 50,392,049 FNMA POOL BK7146 3.50 6/1/2048 605,358 656,128 558,608
FNMA POOL BK7274 4.00 12/1/2048 2,217,691 2,351,806 2,109,814 FNMA POOL BK8439 2.00 1/1/2041 15,889,829 16,448,767 13,488,581 FNMA POOL BM1096 1.00 4/1/2044 17,825,278 19,432,244 17,110,939 FNMA POOL BM1456 1.00 6/1/2047 4,241,244 4,514,367 3,926,034 FNMA POOL BM1617 1.00 7/1/2047 3,149,816 3,375,796 2,915,721 FNMA POOL BM1630 1.00 4/1/2046 20,436,317 22,295,314 19,617,343 FNMA POOL BM1822 1.00 9/1/2047 646,117 708,895 600,893
FNMA POOL BM1937 1.00 5/1/2047 10,563 11,679 9,850
FNMA POOL BM1938 1.00 11/1/2046 663,737 727,975 617,631 FNMA POOL BM1952 1.00 10/1/2047 997,764 1,094,737 927,928 FNMA POOL BM1957 1.00 11/1/2047 39,427 39,085 36,386
FNMA POOL BM3122 1.00 10/1/2047 18,623,908 19,428,746 17,278,578 FNMA POOL BM3282 1.00 12/1/2047 166,969 184,660 155,604 FNMA POOL BM3326 1.00 12/1/2047 153,827 170,126 143,356 FNMA POOL BM3327 1.00 12/1/2047 7,671 8,417 7,134
FNMA POOL BM3548 1.00 4/1/2046 7,846,070 8,370,094 7,531,643

130 of 566

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL BM3663 1.00 4/1/2047 28,769,272 30,231,119 25,747,962 FNMA POOL BM3788 1.00 3/1/2048 11,791,025 12,820,973 10,939,280 FNMA POOL BM4029 1.00 5/1/2048 11,639,475 11,660,348 10,781,464 FNMA POOL BM4596 1.00 3/1/2048 9,094,835 9,892,953 8,437,854 FNMA POOL BM4737 1.00 6/1/2048 16,184,364 17,599,569 15,015,258 FNMA POOL BM4752 1.00 6/1/2045 22,387,068 24,601,057 21,489,918 FNMA POOL BM4858 1.00 8/1/2048 20,227,363 20,820,914 19,464,789 FNMA POOL BM5024 1.00 11/1/2048 58,343,879 59,391,038 52,209,586 FNMA POOL BM5126 1.00 1/1/2048 22,065,657 23,120,641 20,471,705 FNMA POOL BM5221 1.00 9/1/2046 1,061,278 1,075,913 984,380 FNMA POOL BM5312 1.00 6/1/2045 3,008,320 3,305,830 2,887,763 FNMA POOL BM5388 1.00 1/1/2047 20,156,176 21,567,394 18,609,995 FNMA POOL BM5457 1.00 11/1/2045 2,674,266 2,939,213 2,567,097 FNMA POOL BM5575 1.00 3/1/2046 11,333,662 12,221,044 10,587,756 FNMA POOL BM5742 1.00 7/1/2047 12,337,189 13,307,938 11,525,237 FNMA POOL BM5843 1.00 1/1/2048 2,367,913 2,543,248 2,196,339 FNMA POOL BM5915 1.00 11/1/2046 55,558,868 56,505,824 49,714,160 FNMA POOL BN2530 3.50 2/1/2049 98,422 100,447 90,996
FNMA POOL BN2844 3.50 11/1/2048 236,687 230,353 218,409 FNMA POOL BN6890 2.00 2/1/2041 15,667,057 16,207,143 13,299,474 FNMA POOL BN7748 3.50 9/1/2049 26,343,156 28,081,180 24,254,714 FNMA POOL BO0556 3.00 7/1/2049 4,423,843 4,509,378 3,928,458 FNMA POOL BO2650 3.50 6/1/2049 4,570,606 4,817,405 4,208,256 FNMA POOL BO5253 3.50 9/1/2049 2,914,479 3,106,767 2,683,424 FNMA POOL BO5626 3.50 8/1/2049 4,727,485 4,982,875 4,352,697 FNMA POOL BO6767 2.00 4/1/2041 24,537,751 25,011,686 20,848,384 FNMA POOL BP3356 2.00 5/1/2041 83,901,668 85,514,629 71,286,653 FNMA POOL BP3419 2.00 6/1/2041 45,604,587 46,462,697 38,737,127 FNMA POOL BP3489 2.00 6/1/2041 23,667,583 24,117,058 20,098,054 FNMA POOL BP6716 2.50 9/1/2050 139,461,742 146,115,984 118,792,812 FNMA POOL BP6719 2.50 9/1/2050 29,241,209 30,832,380 25,070,908 FNMA POOL BP7229 2.00 7/1/2050 32,644,509 31,249,629 26,751,046 FNMA POOL BP7646 2.00 11/1/2040 30,846,897 31,957,090 26,194,905 FNMA POOL BP7661 2.00 12/1/2040 33,942,262 35,164,574 28,818,209 FNMA POOL BQ0989 2.00 7/1/2041 131,892,736 134,842,612 112,000,762 FNMA POOL BQ4342 2.50 12/1/2050 24,003,792 25,218,806 20,440,735 FNMA POOL BQ4428 2.50 1/1/2051 17,544,737 18,373,900 14,939,087 FNMA POOL BQ4793 2.50 10/1/2050 47,673,087 50,057,638 40,607,696 FNMA POOL BQ6621 2.50 9/1/2041 5,662,171 5,896,343 4,947,115 FNMA POOL BQ6747 2.50 11/1/2041 8,571,411 8,847,214 7,487,099 FNMA POOL BQ6910 2.50 12/1/2041 12,380,646 12,775,044 10,811,769 FNMA POOL BQ6993 2.50 1/1/2042 14,047,042 14,459,633 12,260,908 FNMA POOL BR3181 2.50 2/1/2051 12,875,395 13,520,318 10,963,210 FNMA POOL BR7191 2.00 4/1/2051 875,774 765,706 713,765
FNMA POOL BR8410 2.50 4/1/2051 1,178,951 1,223,031 1,008,950 FNMA POOL BR9026 2.50 4/1/2051 733,519 760,811 623,305
FNMA POOL BT0906 2.00 6/1/2051 24,198,636 24,410,527 19,776,993 FNMA POOL BT0915 2.50 6/1/2051 18,456,863 19,074,481 15,665,530 FNMA POOL BT1541 2.50 8/1/2051 5,867,256 6,080,967 4,982,040

131 of 566

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL BT1904 2.00 2/1/2052 21,720,571 21,173,412 17,791,987 FNMA POOL BT1905 2.50 2/1/2052 19,655,849 19,672,671 16,731,728 FNMA POOL BT1906 2.00 2/1/2052 16,283,533 15,907,267 13,333,292 FNMA POOL BT1916 3.00 2/1/2052 5,356,566 5,479,943 4,730,204 FNMA POOL BT1917 2.50 1/1/2052 6,138,362 6,139,047 5,208,122 FNMA POOL BT2005 2.00 2/1/2042 63,012,161 56,860,482 53,676,553 FNMA POOL BT2006 2.50 2/1/2042 28,771,229 29,018,204 25,088,552 FNMA POOL BT4303 2.50 8/1/2051 8,168,826 8,463,970 6,932,777 FNMA POOL BT4305 2.50 8/1/2051 5,399,340 5,594,421 4,582,350 FNMA POOL BT6159 2.50 9/1/2051 5,144,011 5,330,278 4,365,258 FNMA POOL BT6598 2.00 2/1/2052 17,504,189 15,288,049 14,266,089 FNMA POOL BT6727 2.50 9/1/2051 18,069,595 18,757,083 15,334,731 FNMA POOL BU1200 3.00 3/1/2042 22,773,870 23,244,657 20,531,787 FNMA POOL BU1238 2.00 3/1/2052 18,300,008 17,611,683 14,911,764 FNMA POOL BU3395 2.00 12/1/2051 563,646 492,746 461,700 FNMA POOL BU8346 2.00 1/1/2052 298,623 260,921 244,664
FNMA POOL BU8723 3.50 6/1/2052 1,694,576 1,578,335 1,544,300 FNMA POOL BV0778 3.00 2/1/2052 1,645,631 1,677,525 1,453,202 FNMA POOL BV2971 2.00 3/1/2052 26,257 23,452 21,396
FNMA POOL BV4179 2.00 3/1/2052 18,299,723 16,067,459 14,911,532 FNMA POOL BV4246 2.00 3/1/2052 228,468 219,879 186,167
FNMA POOL BV4940 2.00 3/1/2052 3,270,602 3,140,555 2,665,051 FNMA POOL BV7558 6.00 11/1/2052 535,797 548,512 540,400 FNMA POOL BV8608 3.50 5/1/2052 396,571 369,369 361,403
FNMA POOL BW0007 3.50 7/1/2052 474,666 442,104 432,377
FNMA POOL BW9976 3.50 9/1/2052 298,098 277,648 271,570
FNMA POOL BX8430 6.00 4/1/2053 3,374,394 3,443,357 3,404,928 FNMA POOL BX9103 6.00 3/1/2053 175,319 178,902 176,905
FNMA POOL BY0545 5.00 5/1/2053 57,850,020 56,983,701 56,663,446 FNMA POOL CA0105 3.50 8/1/2047 35,676,275 38,078,879 33,024,809 FNMA POOL CA0532 3.50 10/1/2047 2,446,576 2,482,055 2,257,840 FNMA POOL CA0681 3.50 11/1/2047 17,531 19,235 16,304
FNMA POOL CA0689 3.50 11/1/2047 103,578 114,549 96,528
FNMA POOL CA0833 3.50 12/1/2047 151,413 150,097 139,732 FNMA POOL CA0905 3.50 12/1/2047 2,356,483 2,585,683 2,191,545 FNMA POOL CA0907 3.50 12/1/2047 3,725,583 3,871,352 3,452,578 FNMA POOL CA0917 3.50 12/1/2047 5,501,501 5,586,852 5,092,628 FNMA POOL CA0996 3.50 1/1/2048 50,814,502 50,784,189 47,090,894 FNMA POOL CA0998 3.50 1/1/2048 52,134,792 55,852,073 48,260,125 FNMA POOL CA1058 3.50 1/1/2048 299,443 331,100 279,060
FNMA POOL CA1176 3.50 2/1/2048 36,383,896 39,916,140 33,837,275 FNMA POOL CA1178 3.50 2/1/2048 9,750,861 10,602,337 9,046,490 FNMA POOL CA1184 3.50 2/1/2048 66,386,651 67,279,724 61,452,784 FNMA POOL CA1524 3.50 4/1/2048 4,831,641 5,253,852 4,480,367 FNMA POOL CA1694 4.00 5/1/2048 24,520,938 26,225,530 23,408,751 FNMA POOL CA1867 3.50 6/1/2048 2,044,284 2,243,027 1,900,118 FNMA POOL CA2189 4.00 8/1/2048 24,321,597 27,369,276 23,404,670 FNMA POOL CA2430 4.00 10/1/2048 29,194,702 30,483,167 27,904,545 FNMA POOL CA2623 4.00 11/1/2048 4,474,081 4,923,413 4,292,003

132 of 566

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL CA2781 3.00 9/1/2048 2,178,546 2,167,038 1,936,597 FNMA POOL CA2785 4.00 12/1/2048 17,026,834 18,987,588 16,333,908 FNMA POOL CA2922 3.00 12/1/2048 3,533,187 3,516,184 3,140,793 FNMA POOL CA3064 3.00 2/1/2049 5,832,390 5,784,551 5,184,648 FNMA POOL CA3198 4.00 3/1/2049 26,306,113 27,444,853 25,220,259 FNMA POOL CA3317 3.00 1/1/2049 1,805,630 1,793,441 1,605,098 FNMA POOL CA3332 4.00 4/1/2049 12,607,878 14,193,503 12,124,372 FNMA POOL CA3635 3.50 6/1/2049 5,871,312 6,055,295 5,405,844 FNMA POOL CA3865 3.50 7/1/2049 78,171,191 81,832,758 71,973,906 FNMA POOL CA3971 3.50 8/1/2049 139,799,388 146,264,221 129,251,626 FNMA POOL CA4027 4.00 8/1/2049 25,244,488 26,410,193 23,939,586 FNMA POOL CA4314 3.00 10/1/2049 36,430,073 37,184,146 32,568,709 FNMA POOL CA6729 3.00 8/1/2050 156,192,091 169,577,088 139,771,615 FNMA POOL CA7230 2.50 10/1/2050 127,197,246 133,777,166 108,985,751 FNMA POOL CA7293 2.50 10/1/2050 128,269,846 135,351,867 109,976,352 FNMA POOL CA7294 2.50 10/1/2050 117,708,189 123,839,061 100,855,292 FNMA POOL CA8487 2.50 12/1/2050 71,687,161 75,295,234 61,051,666 FNMA POOL CB0435 2.00 5/1/2051 168,955,744 170,892,855 138,816,058 FNMA POOL CB0581 2.00 5/1/2051 217,528,648 219,825,346 178,724,137 FNMA POOL CB1107 2.00 7/1/2046 114,426,670 116,230,488 93,504,110 FNMA POOL CB1620 2.00 9/1/2051 2,728,858 2,620,434 2,225,768 FNMA POOL CB1626 2.50 9/1/2051 346,326,323 359,019,582 293,909,259 FNMA POOL CB1787 2.00 10/1/2051 23,410 22,480 19,121
FNMA POOL CB2282 2.00 12/1/2051 137,318,156 136,814,534 112,524,111 FNMA POOL CB2318 2.00 12/1/2051 228,429,766 228,852,887 187,184,689 FNMA POOL CB2352 2.00 12/1/2051 251,434,385 251,900,117 206,035,614 FNMA POOL CB2364 2.00 12/1/2051 117,775,694 117,745,153 96,167,720 FNMA POOL CB2399 2.50 12/1/2051 140,047,389 143,948,915 118,834,711 FNMA POOL CB2400 2.50 12/1/2051 87,664,177 90,106,379 74,382,476 FNMA POOL CB2408 2.50 12/1/2051 164,667,712 168,767,103 139,725,846 FNMA POOL CB2562 2.00 1/1/2042 24,863,403 24,357,118 21,181,064 FNMA POOL CB2629 2.50 1/1/2052 224,420,341 223,901,825 191,095,085 FNMA POOL CB2764 2.00 2/1/2052 1,924,575 1,681,565 1,571,240 FNMA POOL CB2773 2.00 2/1/2052 225,670,291 220,388,251 184,239,200 FNMA POOL CB2789 2.00 2/1/2052 173,427,675 169,361,962 141,587,871 FNMA POOL CB2795 3.00 2/1/2052 92,344,714 94,395,998 81,546,522 FNMA POOL CB2805 2.50 2/1/2052 229,615,179 230,077,307 195,564,754 FNMA POOL CB2806 2.50 2/1/2052 227,854,178 228,024,023 193,957,237 FNMA POOL CB2860 2.50 2/1/2052 228,908,765 229,062,334 194,854,938 FNMA POOL CB3040 2.00 3/1/2052 82,920,175 78,925,831 67,686,470 FNMA POOL CB3049 2.50 3/1/2052 189,968,550 185,701,885 161,179,706 FNMA POOL CB3050 2.50 3/1/2052 123,286,638 120,526,853 104,503,719 FNMA POOL CB3066 2.00 2/1/2052 24,721,047 21,606,196 20,179,412 FNMA POOL CB3091 2.00 3/1/2052 132,429,094 128,197,714 108,169,151 FNMA POOL CB3155 2.00 3/1/2052 42,363,889 37,196,195 34,520,221 FNMA POOL CB3519 2.00 4/1/2052 22,584,103 19,731,897 18,404,443 FNMA POOL CB3533 2.00 3/1/2042 10,294,577 9,211,984 8,729,999 FNMA POOL CB3994 2.00 6/1/2052 302,016 264,003 246,569
FNMA POOL CB4069 4.50 7/1/2052 14,343,329 14,308,135 14,040,742

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CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL CB5262 4.50 11/1/2052 3,169,918 3,153,751 3,103,045 FNMA POOL CB5280 5.00 12/1/2052 25,176,171 25,253,409 24,746,778 FNMA POOL CB5766 5.50 2/1/2053 49,668,141 49,971,598 49,498,374 FNMA POOL CB5988 5.50 4/1/2053 73,792,790 75,152,110 73,540,571 FNMA POOL CB5990 5.50 3/1/2053 48,158,829 48,728,037 47,924,523 FNMA POOL CB6167 6.00 2/1/2053 693,572 710,032 699,531
FNMA POOL CB6431 5.50 6/1/2053 110,700,516 110,717,784 110,356,617 FNMA POOL CB6433 6.00 6/1/2053 27,837,704 28,242,641 28,164,630 FNMA POOL CB6623 5.50 6/1/2053 100,691,118 101,017,577 100,507,149 FNMA POOL FM1000 1.00 4/1/2047 118,021,884 119,867,874 105,627,384 FNMA POOL FM1199 1.00 11/1/2048 14,768,434 14,904,132 13,215,676 FNMA POOL FM1382 1.00 8/1/2049 22,349,433 23,753,607 20,577,606 FNMA POOL FM1445 1.00 8/1/2049 2,912,772 2,978,693 2,606,409 FNMA POOL FM1477 1.00 6/1/2045 11,311,200 12,318,381 10,864,320 FNMA POOL FM1510 1.00 11/1/2048 8,913,887 9,089,327 7,977,762 FNMA POOL FM1552 1.00 12/1/2047 14,793,768 15,070,653 13,240,146 FNMA POOL FM1602 1.00 10/1/2049 8,948,608 9,151,287 8,007,401 FNMA POOL FM1730 1.00 10/1/2049 61,119,687 65,306,097 53,949,448 FNMA POOL FM1911 1.00 7/1/2048 5,111,187 5,471,026 4,740,839 FNMA POOL FM2048 1.00 1/1/2045 2,333,653 2,564,020 2,241,455 FNMA POOL FM2213 1.00 11/1/2048 15,179,823 15,581,604 13,583,812 FNMA POOL FM2440 1.00 2/1/2050 44,783,483 46,273,384 38,353,220 FNMA POOL FM2457 1.00 2/1/2050 29,434,155 31,410,143 28,687,319 FNMA POOL FM2725 1.00 2/1/2050 94,606,703 101,027,829 83,507,944 FNMA POOL FM2749 1.00 6/1/2048 4,226,186 4,648,983 4,056,824 FNMA POOL FM2821 1.00 5/1/2048 6,189,433 6,494,160 5,539,427 FNMA POOL FM2834 1.00 11/1/2046 67,261,669 71,704,530 60,801,355 FNMA POOL FM2836 1.00 9/1/2046 50,588,352 55,617,173 48,561,050 FNMA POOL FM2843 1.00 9/1/2046 4,833,748 5,314,255 4,642,777 FNMA POOL FM3127 1.00 10/1/2047 26,714,730 28,023,476 23,909,185 FNMA POOL FM3812 1.00 7/1/2047 10,802,380 11,652,363 10,091,439 FNMA POOL FM3824 1.00 4/1/2044 6,992,871 7,680,758 6,712,636 FNMA POOL FM3874 1.00 2/1/2046 14,770,702 16,235,602 14,178,773 FNMA POOL FM3879 1.00 7/1/2050 21,830,897 22,996,457 18,737,710 FNMA POOL FM3880 1.00 7/1/2050 36,786,112 38,614,327 31,553,418 FNMA POOL FM3991 1.00 8/1/2050 27,781,078 29,060,824 23,665,933 FNMA POOL FM4070 1.00 8/1/2050 41,468,681 43,594,993 35,557,070 FNMA POOL FM4071 1.00 5/1/2050 6,922,837 7,277,503 5,940,231 FNMA POOL FM4150 1.00 9/1/2050 31,766,126 33,314,162 27,067,674 FNMA POOL FM4231 1.00 9/1/2050 50,431,681 52,681,543 42,961,356 FNMA POOL FM4257 1.00 9/1/2050 75,288,292 79,064,231 64,532,182 FNMA POOL FM4344 1.00 9/1/2050 18,207,156 19,055,630 15,511,582 FNMA POOL FM4915 1.00 11/1/2050 41,091,991 43,115,492 35,001,952 FNMA POOL FM4929 1.00 3/1/2048 34,678,639 37,262,990 32,018,439 FNMA POOL FM5108 1.00 11/1/2048 11,087,327 11,904,432 10,236,817 FNMA POOL FM5311 1.00 12/1/2050 122,639,176 128,653,436 104,444,450 FNMA POOL FM6732 1.00 4/1/2051 16,608,842 16,704,983 13,538,952 FNMA POOL FM6928 1.00 4/1/2051 34,663,431 35,060,771 28,490,641 FNMA POOL FM7095 1.00 4/1/2051 25,840,082 26,731,492 21,961,503

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CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL FM7699 1.00 11/1/2048 45,457,596 47,698,894 40,683,700 FNMA POOL FM7959 1.00 12/1/2048 19,117,226 20,073,890 17,109,561 FNMA POOL FM8095 1.00 2/1/2049 17,025,433 17,877,810 15,237,445 FNMA POOL FM9540 1.00 11/1/2051 127,243,272 126,847,368 104,307,804 FNMA POOL FM9668 1.00 11/1/2051 129,664,901 129,165,405 106,252,721 FNMA POOL FM9805 1.00 11/1/2041 11,309,127 11,696,154 9,876,033 FNMA POOL FS0331 1.00 1/1/2052 90,268 84,415 79,806
FNMA POOL FS1069 1.00 12/1/2051 65,126,299 56,939,077 53,078,586 FNMA POOL FS1374 1.00 3/1/2052 169,628 158,626 149,652
FNMA POOL FS1402 1.00 3/1/2052 3,396,307 2,968,959 2,772,774 FNMA POOL FS1598 1.00 4/1/2052 32,758,380 28,628,358 26,693,171 FNMA POOL FS2609 1.00 8/1/2052 72,311,637 69,032,261 70,436,615 FNMA POOL FS2897 1.00 9/1/2052 10,787,709 10,255,135 10,560,132 FNMA POOL FS3126 1.00 10/1/2052 24,332,331 23,232,434 23,701,400 FNMA POOL FS3539 1.00 7/1/2052 711,431 662,628 648,560
FNMA POOL FS4599 1.00 3/1/2053 17,615,021 17,843,766 17,554,813 FNMA POOL MA0052 6.00 3/1/2029 1,849 1,916 1,856
FNMA POOL MA0115 4.50 7/1/2029 8,072 8,557 7,897
FNMA POOL MA0171 4.50 9/1/2029 1,568 1,666 1,534
FNMA POOL MA0562 4.50 11/1/2040 20,308 22,385 20,036
FNMA POOL MA0583 4.00 12/1/2040 173,959 189,117 167,087 FNMA POOL MA0614 4.00 1/1/2041 51,395 55,955 49,364
FNMA POOL MA0640 4.50 2/1/2041 431,080 475,270 425,307
FNMA POOL MA0706 4.50 4/1/2031 1,862,346 2,000,739 1,836,007 FNMA POOL MA0790 4.50 7/1/2041 1,498,656 1,648,643 1,477,644 FNMA POOL MA0816 4.50 8/1/2031 6,655,938 7,159,071 6,561,803 FNMA POOL MA1260 4.00 10/1/2042 1,197,177 1,306,399 1,148,814 FNMA POOL MA1430 3.00 5/1/2043 2,288,545 2,428,211 2,068,736 FNMA POOL MA1472 3.50 6/1/2033 345,142 366,907 329,258
FNMA POOL MA1512 3.50 7/1/2033 558,047 593,221 532,364
FNMA POOL MA1524 3.00 8/1/2043 1,785,194 1,894,293 1,613,731 FNMA POOL MA1614 4.50 10/1/2043 1,513,766 1,669,552 1,491,614 FNMA POOL MA2190 4.00 2/1/2045 7,591,044 8,051,826 7,275,100 FNMA POOL MA2487 3.00 12/1/2045 17,878 17,822 15,998
FNMA POOL MA2670 3.00 7/1/2046 70,743 74,268 63,314
FNMA POOL MA2806 3.00 11/1/2046 36,533,083 38,361,622 32,696,427 FNMA POOL MA2833 3.00 12/1/2046 76,324,183 80,281,403 68,308,720 FNMA POOL MA2896 3.50 2/1/2047 1,238,865 1,304,498 1,143,831 FNMA POOL MA3071 4.00 7/1/2037 18,368,589 19,590,290 17,772,522 FNMA POOL MA3147 3.00 10/1/2047 48,851 50,962 43,715
FNMA POOL MA3209 3.00 12/1/2047 35,945 37,690 32,165
FNMA POOL MA3210 3.50 12/1/2047 27,934,333 28,773,509 25,779,403 FNMA POOL MA3237 3.00 1/1/2048 2,088,410 2,162,026 1,868,834 FNMA POOL MA3238 3.50 1/1/2048 63,402,504 65,813,074 58,570,009 FNMA POOL MA3281 4.00 2/1/2038 51,713,629 53,263,238 50,035,505 FNMA POOL MA3331 3.00 4/1/2048 4,787,779 4,962,031 4,256,050 FNMA POOL MA3530 3.00 10/1/2048 795,896 790,021 707,504 FNMA POOL MA3568 3.00 11/1/2048 1,055,603 1,048,600 938,369 FNMA POOL MA3577 3.00 1/1/2049 2,163,184 2,151,092 1,922,941

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CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL MA4119 2.00 9/1/2050 29,195,513 27,906,774 23,917,475 FNMA POOL MA4182 2.00 11/1/2050 32,625,196 31,165,198 26,719,043 FNMA POOL MA4208 2.00 12/1/2050 14,139,315 13,506,486 11,577,916 FNMA POOL MA4305 2.00 4/1/2051 205,806,792 195,725,929 168,252,262 FNMA POOL MA4398 2.00 8/1/2051 141,458 123,560 115,575
FNMA POOL MA4464 1.50 11/1/2051 116,256,211 114,002,278 90,174,700 FNMA POOL MA4465 2.00 11/1/2051 3,775,358 3,298,804 3,079,916 FNMA POOL MA4491 1.50 12/1/2051 19,937,994 19,551,383 15,462,962 FNMA POOL MA4494 3.00 12/1/2051 30,825 28,826 27,224
FNMA POOL MA4511 2.00 1/1/2052 770,243 673,345 627,953
FNMA POOL MA4513 3.00 1/1/2052 33,029 30,888 29,167
FNMA POOL MA4547 2.00 2/1/2052 14,776,530 12,913,706 12,042,878 FNMA POOL MA4562 2.00 3/1/2052 5,797,222 5,258,701 4,723,868 FNMA POOL MA4577 2.00 4/1/2052 2,174,005 1,905,572 1,771,489 FNMA POOL MA4586 2.00 4/1/2042 23,977,157 21,666,972 20,424,805 FNMA POOL MA4597 2.00 5/1/2052 21,158,669 18,571,832 17,241,144 FNMA POOL MA4600 3.50 5/1/2052 245,024 228,217 223,333
FNMA POOL MA4606 2.00 5/1/2042 17,366,451 15,689,495 14,785,442 FNMA POOL MA4622 2.00 6/1/2052 39,323,136 34,488,739 32,042,463 FNMA POOL MA4894 6.00 1/1/2053 138,988,988 142,166,913 140,183,135 FNMA POOL MA4917 4.50 2/1/2053 14,850,952 14,599,996 14,273,501 FNMA POOL MA4942 6.00 3/1/2053 12,792,427 13,053,865 12,902,335 FNMA POOL MA4963 3.50 3/1/2053 486,303 452,933 442,929
FNMA POOL MA4988 5.00 4/1/2043 37,001,426 36,609,920 36,482,623 FNMA POOL MC0444 4.50 3/1/2041 7,050 7,769 6,952
FNMA POOL MC0473 4.50 5/1/2041 101,327 107,411 99,907
FNMA TBA 30 YR 2.5 2.50 7/13/2053 -295,000,000 -251,996,094 -249,834,148 FNMA TBA 30 YR 3 3.00 7/13/2053 -411,500,000 -364,404,727 -362,018,541 FNMA TBA 30 YR 6 6.00 7/13/2053 47,500,000 47,969,609 47,904,700 FREDDIE MAC 6.25 6/15/2028 758,156 764,305 768,248
FREDDIE MAC 6.50 4/15/2028 544,826 551,275 554,118
FREDDIE MAC 0.01 10/17/2027 129,912 116,313 120,992
GCCFC COMMERCIAL MORTGAGE TRUS 1.00 3/10/2039 584,342 728 23 GNMA II POOL 003248 5.50 6/20/2032 746 817 755
GNMA II POOL 003284 5.50 9/20/2032 440 503 451
GNMA II POOL 003320 5.50 12/20/2032 552 631 565
GNMA II POOL 003652 5.50 12/20/2034 1,126 1,293 1,154
GNMA II POOL 003702 5.50 4/20/2035 978 1,123 1,003
GNMA II POOL 003807 5.50 1/20/2036 870 1,002 892
GNMA II POOL 003965 5.50 3/20/2037 964 1,113 990
GNMA II POOL 003997 5.50 6/20/2037 9,440 10,901 9,694
GNMA II POOL 004048 5.50 11/20/2037 1,137 1,314 1,168
GNMA II POOL 004072 5.50 1/20/2038 995 1,150 1,022
GNMA II POOL 004098 5.50 3/20/2038 463 535 477
GNMA II POOL 004194 5.50 7/20/2038 40,118 46,405 41,351 GNMA II POOL 004221 5.50 8/20/2038 450 520 464
GNMA II POOL 004244 5.50 9/20/2038 47,248 54,666 48,701 GNMA II POOL 004315 5.50 12/20/2038 33,937 39,279 34,981 GNMA II POOL 004462 5.00 6/20/2039 31,649 32,898 31,446

G
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CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value GNMA II POOL 004521 5.50 8/20/2039 105,417 120,996 108,851 GNMA II POOL 004559 5.00 10/20/2039 346,667 387,962 350,877 GNMA II POOL 004600 5.50 12/20/2039 16,371 18,740 16,904 GNMA II POOL 004635 4.00 2/20/2040 53,101 57,978 51,603 GNMA II POOL 004715 5.00 6/20/2040 3,072,992 3,442,955 3,108,994 GNMA II POOL 004748 5.50 7/20/2040 10,018 11,431 10,345 GNMA II POOL 004770 4.00 8/20/2040 416,913 455,031 405,858 GNMA II POOL 004772 5.00 8/20/2040 1,043,774 1,169,612 1,056,003 GNMA II POOL 004800 4.00 9/20/2040 147,546 160,528 143,633 GNMA II POOL 004803 5.50 9/20/2040 1,041,379 1,209,662 1,073,396 GNMA II POOL 004833 4.00 10/20/2040 663,388 721,843 645,797 GNMA II POOL 004834 4.50 10/20/2040 9,742,851 10,680,461 9,647,488 GNMA II POOL 004836 5.50 10/20/2040 117,076 135,797 120,119 GNMA II POOL 004853 4.00 11/20/2040 5,437,840 5,916,822 5,293,645 GNMA II POOL 004882 4.00 12/20/2040 1,707,436 1,858,005 1,662,160 GNMA II POOL 004885 5.50 12/20/2040 37,138 43,142 38,138 GNMA II POOL 004925 5.50 1/20/2041 60,121 69,786 61,683 GNMA II POOL 004945 4.00 2/20/2041 1,171,982 1,275,218 1,140,904 GNMA II POOL 004949 4.00 2/20/2041 83,033 86,745 79,054 GNMA II POOL 004950 5.50 2/20/2041 105,317 122,201 108,555 GNMA II POOL 005081 4.00 6/20/2041 515,923 561,676 500,687 GNMA II POOL 005117 5.50 7/20/2041 526,257 590,270 540,424 GNMA II POOL 005140 4.50 8/20/2041 2,286,361 2,507,868 2,270,570 GNMA II POOL 005177 5.50 9/20/2041 27,646 31,996 28,496 GNMA II POOL 005206 5.50 10/20/2041 897,552 1,042,204 920,882 GNMA II POOL 080152 1.00 1/20/2028 702 710 684
GNMA II POOL 080169 1.00 2/20/2028 531 537 516
GNMA II POOL 080174 1.00 3/20/2028 1,242 1,256 1,202
GNMA II POOL 080178 1.00 3/20/2028 1,997 2,020 1,933
GNMA II POOL 080180 1.00 3/20/2028 438 443 424
GNMA II POOL 080186 1.00 4/20/2028 973 985 946
GNMA II POOL 080197 1.00 5/20/2028 815 825 793
GNMA II POOL 080198 1.00 5/20/2028 2,971 3,008 2,889
GNMA II POOL 080204 1.00 6/20/2028 1,627 1,647 1,579
GNMA II POOL 080205 1.00 6/20/2028 1,727 1,749 1,677
GNMA II POOL 080207 1.00 6/20/2028 2,929 2,966 2,844
GNMA II POOL 080221 1.00 8/20/2028 2,309 2,336 2,218
GNMA II POOL 080311 1.00 8/20/2029 1,050 1,064 1,015
GNMA II POOL 080317 1.00 9/20/2029 1,314 1,331 1,261
GNMA II POOL 783038 5.50 7/20/2040 30,520 34,754 31,458 GNMA II POOL 783377 4.50 5/20/2041 3,029,097 3,324,446 3,008,176 GNMA II POOL MA0393 4.00 9/20/2042 74,609 81,241 72,093 GNMA II POOL MA2892 3.50 6/20/2045 1,980 2,097 1,858
GNMA II POOL MA3105 3.50 9/20/2045 2,599 2,756 2,439
GNMA II POOL MA3106 4.00 9/20/2045 96 103 93
GNMA II POOL MA3172 3.00 10/20/2045 15,366 16,148 13,987 GNMA II POOL MA3662 3.00 5/20/2046 15,604,166 14,995,429 14,185,706 GNMA II POOL MA3735 3.00 6/20/2046 179,991,164 182,469,157 163,775,110 GNMA II POOL MA3802 3.00 7/20/2046 130,602,581 137,110,596 118,860,139

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CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value GNMA II POOL MA3873 3.00 8/20/2046 7,382,715 7,749,659 6,711,606 GNMA II POOL MA4003 3.00 10/20/2046 22,987,845 23,890,506 20,898,189 GNMA II POOL MA4068 3.00 11/20/2046 20,851,954 21,889,328 18,956,456 GNMA II POOL MA4195 3.00 1/20/2047 33,099,883 34,748,588 30,091,016 GNMA II POOL MA4320 3.00 3/20/2047 7,415,108 7,792,581 6,741,055 GNMA II POOL MA4963 4.00 1/20/2048 8,129,484 8,673,136 7,798,006 GNMA II POOL MA5530 5.00 10/20/2048 3,029,759 3,143,011 3,018,195 GNMA II POOL MA5652 4.50 12/20/2048 27,569,605 29,536,016 26,960,674 GNMA II POOL MA5653 5.00 12/20/2048 5,598,167 6,031,909 5,576,798 GNMA II POOL MA5712 5.00 1/20/2049 2,028,982 2,186,962 2,021,237 GNMA II POOL MA5819 5.00 3/20/2049 9,427,351 10,112,578 9,391,366 GNMA II POOL MA6089 3.00 8/20/2049 56,305,178 58,972,253 50,826,137 GNMA II POOL MA6474 3.00 2/20/2050 12,357,080 12,902,434 11,143,572 GNMA II POOL MA6710 3.00 6/20/2050 30,664,411 32,037,788 27,629,360 GNMA II POOL MA6766 3.00 7/20/2050 16,002,266 16,610,924 14,414,939 GNMA II POOL MA6932 3.00 10/20/2050 8,694,928 9,137,816 7,822,405 GNMA II POOL MA7054 3.50 12/20/2050 73,844,672 77,385,958 68,502,949 GNMA II POOL MA7137 3.00 1/20/2051 78,584,385 83,246,161 70,667,792 GNMA II POOL MA7193 2.50 2/20/2051 29,414 36,475 25,547 GNMA II POOL MA7419 3.00 6/20/2051 389,849,841 407,548,689 349,906,189 GNMA II POOL MA7472 2.50 7/20/2051 205,200,758 212,904,757 177,937,042 GNMA II POOL MA7473 3.00 7/20/2051 147,005,783 153,907,064 131,902,856 GNMA II POOL MA7534 2.50 8/20/2051 286,046,407 296,764,566 247,961,713 GNMA II POOL MA7535 3.00 8/20/2051 158,103,981 164,258,432 141,816,923 GNMA II POOL MA7589 2.50 9/20/2051 794,026,551 822,261,109 688,087,767 GNMA II POOL MA7590 3.00 9/20/2051 160,727,259 167,192,879 144,125,300 GNMA II POOL MA7650 3.00 10/20/2051 166,338,783 173,175,551 149,110,969 GNMA II POOL MA7883 3.50 2/20/2052 31,695,635 28,606,042 29,315,522 GNMA II POOL MA7986 2.00 4/20/2052 47,529,215 43,906,576 39,917,013 GNMA II POOL MA8041 2.00 5/20/2052 19,434,066 17,591,647 16,321,538 GNMA II POOL MA8096 2.00 6/20/2052 42,757,953 38,703,940 35,909,909 GNMA II POOL MA8268 4.50 9/20/2052 75,924,628 75,733,435 73,245,321 GNMA II POOL MA8346 4.00 10/20/2052 90,304,917 88,602,707 85,323,175 GNMA II POOL MA8347 4.50 10/20/2052 192,538,675 192,081,891 185,744,170 GNMA II TBA 30 YR 4.5 4.50 7/20/2053 95,350,000 92,396,373 92,000,736 GNMA II TBA 30 YR 5 5.00 7/20/2053 825,075,000 813,998,268 810,344,111 GNMA II TBA 30 YR 5.5 5.50 7/20/2053 540,250,000 539,516,729 537,670,847 GNMA POOL 375958 6.50 12/15/2023 56 56 56
GNMA POOL 393403 6.50 4/15/2026 74 75 74
GNMA POOL 412570 6.50 3/15/2026 121 122 122
GNMA POOL 415053 6.50 2/15/2026 46 46 46
GNMA POOL 417374 6.50 4/15/2026 56 56 56
GNMA POOL 444136 5.00 8/15/2040 206,605 224,407 207,818 GNMA POOL 562291 5.50 12/15/2033 1,547 1,743 1,577
GNMA POOL 603567 5.50 4/15/2033 25,877 26,615 26,347
GNMA POOL 603829 5.50 12/15/2032 7,033 7,717 7,134
GNMA POOL 604183 5.50 4/15/2033 815 821 829
GNMA POOL 604370 5.50 6/15/2033 30,771 34,593 31,311
GNMA POOL 604382 5.50 6/15/2033 6,763 7,649 6,896

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CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value GNMA POOL 604872 5.50 12/15/2033 14,629 16,448 14,922
GNMA POOL 604949 5.50 1/15/2034 2,022 2,299 2,063
GNMA POOL 606739 5.00 7/15/2040 210,414 237,466 212,245 GNMA POOL 609460 5.50 8/15/2033 2,228 2,246 2,255
GNMA POOL 611879 5.50 5/15/2033 963 1,074 982
GNMA POOL 619120 5.50 10/15/2034 213 215 216
GNMA POOL 622145 5.50 10/15/2033 2,363 2,621 2,414
GNMA POOL 622611 5.50 10/15/2033 11,968 12,985 12,183
GNMA POOL 636834 5.50 11/15/2034 2,016 2,198 2,053
GNMA POOL 696976 5.00 6/15/2040 132,988 146,098 134,266 GNMA POOL 696990 5.00 8/15/2040 302,303 334,140 304,843 GNMA POOL 706805 5.00 6/15/2040 295,844 329,699 300,526 GNMA POOL 711520 5.00 6/15/2040 456,512 514,942 462,940 GNMA POOL 716861 4.50 4/15/2039 335 364 332
GNMA POOL 718536 5.00 6/15/2040 381,560 428,116 386,095 GNMA POOL 719226 5.00 7/15/2040 900,297 1,008,011 908,907 GNMA POOL 723807 5.00 6/15/2040 163,481 178,782 164,652 GNMA POOL 726872 5.00 6/15/2040 37,989 41,293 38,129
GNMA POOL 730927 5.00 7/15/2040 221,423 243,468 223,397 GNMA POOL 732153 5.00 6/15/2040 111,398 121,255 112,240 GNMA POOL 732516 5.00 7/15/2040 305,479 335,299 306,633 GNMA POOL 733352 5.00 7/15/2040 292,150 325,842 293,119 GNMA POOL 736055 5.00 6/15/2040 295,994 333,813 298,619 GNMA POOL 736107 5.00 7/15/2040 320,322 358,291 323,473 GNMA POOL 739192 5.00 7/15/2040 315,456 346,586 317,855 GNMA POOL 739669 5.00 8/15/2040 207,242 230,334 208,777 GNMA POOL 740478 5.00 7/15/2040 514,196 571,278 518,759 GNMA POOL 740494 5.00 7/15/2040 392,345 435,570 394,896 GNMA POOL 741230 5.00 8/15/2040 26,905 29,294 27,153
GNMA POOL 741313 5.00 6/15/2040 4,633 5,039 4,652
GNMA POOL 743691 5.00 6/15/2040 165,428 184,357 167,145 GNMA POOL 743742 5.00 6/15/2040 650,711 734,060 656,876 GNMA POOL 743744 5.00 7/15/2040 318,593 357,405 320,799 GNMA POOL 743802 5.00 6/15/2040 225,611 250,354 229,670 GNMA POOL 743817 5.00 7/15/2040 217,034 236,509 218,980 GNMA POOL 744484 5.00 7/15/2040 531,791 599,845 536,819 GNMA POOL 745790 5.00 7/15/2040 33,063 35,967 33,214
GS MORTGAGE SECURITIES TRUST 1.00 12/15/2054 109,535,177 9,861,463 7,327,313 GS MORTGAGE SECURITIES TRUST 1.00 12/12/2053 51,958,213 5,930,865 4,658,916 GS MORTGAGE SECURITIES TRUST 2.01 12/12/2053 3,000,000 3,083,049 2,335,342 GS MORTGAGE SECURITIES TRUST 1.00 11/10/2052 123,235,923 8,439,566 4,889,699 GS MORTGAGE SECURITIES TRUST 1.00 9/10/2052 152,302,736 9,594,312 5,364,399 GS MORTGAGE SECURITIES TRUST 1.00 5/10/2052 92,906,595 7,798,394 3,828,079 GS MORTGAGE SECURITIES TRUST 1.00 11/10/2050 112,499,108 8,531,989 3,565,920 GS MORTGAGE SECURITIES TRUST 1.00 5/10/2050 70,377,444 4,354,309 732,085 GS MORTGAGE SECURITIES TRUST 1.00 3/10/2050 91,258,055 6,077,951 2,269,863 GS MORTGAGE SECURITIES TRUST 1.00 11/10/2046 34,872,124 3,101,290 28,178 JP MORGAN CHASE COMMERCIAL MOR 1.00 3/10/2052 129,327,819 11,275,278 5,888,371 JP MORGAN CHASE COMMERCIAL MOR 1.00 7/15/2050 69,719,203 4,948,153 1,934,403

J
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CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value JP MORGAN CHASE COMMERCIAL MOR 1.00 3/15/2050 135,365,035 9,132,805 2,672,852 JP MORGAN CHASE COMMERCIAL MOR 1.00 8/15/2049 76,818,437 6,208,922 2,520,801 JP MORGAN CHASE COMMERCIAL MOR 1.00 1/15/2049 50,512,179 3,508,677 897,406 JP MORGAN CHASE COMMERCIAL MOR 3.91 1/15/2049 1,384,000 1,553,173 1,310,264 JP MORGAN CHASE COMMERCIAL MOR 1.00 7/15/2047 33,788,794 2,267,545 68,768 JP MORGAN CHASE COMMERCIAL MOR 1.00 12/15/2046 45,169,227 3,455,220 29,469 JP MORGAN MORTGAGE TRUST 1.00 12/25/2052 94,777,477 83,147,799 79,032,758 JP MORGAN MORTGAGE TRUST 1.00 11/25/2052 92,806,875 87,240,681 79,771,775 JPMBB COMMERCIAL MORTGAGE SECU 1.00 3/17/2049 150,315,086 13,901,139 3,645,387 JPMBB COMMERCIAL MORTGAGE SECU 1.00 12/15/2048 62,529,344 4,620,981 1,080,895 JPMBB COMMERCIAL MORTGAGE SECU 1.00 10/15/2048 52,099,780 4,002,371 567,188 JPMBB COMMERCIAL MORTGAGE SECU 1.00 8/15/2048 119,398,132 8,103,432 1,728,372 JPMBB COMMERCIAL MORTGAGE SECU 3.80 8/15/2048 39,065,827 39,957,946 36,815,454 JPMBB COMMERCIAL MORTGAGE SECU 1.00 11/15/2047 92,183,481 6,526,590 570,014 JPMBB COMMERCIAL MORTGAGE SECU 1.00 8/15/2047 191,353,904 7,572,644 914,896 JPMBB COMMERCIAL MORTGAGE SECU 1.00 4/15/2047 29,016,265 1,839,985 89,613 JPMBB COMMERCIAL MORTGAGE SECU 1.00 2/15/2047 52,844,813 3,827,761 67,375 JPMBB COMMERCIAL MORTGAGE SECU 1.00 11/15/2045 16,238,993 1,372,211 11,246 MASTR ALTERNATIVE LOANS TRUST 6.50 5/25/2033 71,071 74,277 71,034 ML CFC COMMERCIAL MORTGAGE TRU 1.00 8/12/2048 2,264,568 13,218 88 MORGAN STANLEY BAML TRUST 1.00 5/15/2050 65,937,049 6,382,739 2,294,021 MORGAN STANLEY BAML TRUST 2.86 9/15/2049 4,580,000 4,972,122 4,157,987 MORGAN STANLEY BAML TRUST 1.00 5/15/2049 52,318,540 6,029,890 1,610,435 MORGAN STANLEY BAML TRUST 3.33 5/15/2049 10,000,000 10,234,596 9,300,268 MORGAN STANLEY BAML TRUST 1.00 10/15/2048 167,268,867 13,450,870 2,220,621 MORGAN STANLEY BAML TRUST 1.00 2/15/2048 83,604,182 8,341,741 1,007,243 MORGAN STANLEY BAML TRUST 1.00 12/15/2047 64,631,731 4,626,598 842,656 MORGAN STANLEY BAML TRUST 1.00 10/15/2047 56,864,851 3,279,100 229,649 MORGAN STANLEY BAML TRUST 1.00 8/15/2047 44,863,571 3,675,802 200,097 MORGAN STANLEY BAML TRUST 1.00 6/15/2047 69,696,348 5,676,809 230,597 MORGAN STANLEY BAML TRUST 1.00 2/15/2047 63,651,399 4,745,169 80,464 MORGAN STANLEY BAML TRUST 1.00 5/15/2046 4,706,551 349,689 184 MORGAN STANLEY CAPITAL I TRUST 1.00 5/15/2054 73,105,252 7,230,453 4,522,967 MORGAN STANLEY CAPITAL I TRUST 1.52 5/15/2054 3,000,000 2,999,904 2,613,385 MORGAN STANLEY CAPITAL I TRUST 1.00 2/15/2053 110,320,966 10,148,161 6,106,077 MORGAN STANLEY CAPITAL I TRUST 1.00 7/15/2051 78,872,254 4,965,458 2,420,210 MORGAN STANLEY CAPITAL I TRUST 1.00 12/15/2050 58,344,916 3,735,685 1,826,999 MORGAN STANLEY CAPITAL I TRUST 2.78 8/15/2049 1,290,000 1,388,976 1,168,129 MORGAN STANLEY CAPITAL I TRUST 1.00 3/15/2049 66,176,663 5,602,688 1,443,715 SG COMMERCIAL MORTGAGE SECURIT 1.00 10/10/2048 57,070,592 6,220,289 2,159,403 STRUCTURED ASSET SECURITIES CO 1.00 11/25/2032 19,339 19,483 19,283 UBS COMMERCIAL MORTGAGE TRUST 3.04 12/15/2052 68,185,000 70,131,696 58,572,262 UBS COMMERCIAL MORTGAGE TRUST 1.00 10/15/2052 99,933,584 11,556,120 6,632,000 UBS COMMERCIAL MORTGAGE TRUST 1.00 11/15/2050 108,975,431 6,491,689 3,418,433 UBS COMMERCIAL MORTGAGE TRUST 1.00 10/15/2050 53,859,390 4,452,658 1,862,379 VENDEE MORTGAGE TRUST 6.50 10/15/2029 1,607,439 1,614,672 1,651,335 WAMU COMMERCIAL MORTGAGE SECUR 1.00 12/27/2049 3,316,025 922 10 WELLS FARGO COMMERCIAL MORTGAG 1.00 9/15/2061 186,789,442 9,067,411 4,611,228 WELLS FARGO COMMERCIAL MORTGAG 1.00 1/15/2060 38,259,159 4,196,877 1,543,979

M, S, U, V & W
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CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value WELLS FARGO COMMERCIAL MORTGAG 3.64 12/15/2059 14,956,430 16,894,027 13,904,797 WELLS FARGO COMMERCIAL MORTGAG 1.00 11/15/2059 67,271,048 6,409,047 1,986,550 WELLS FARGO COMMERCIAL MORTGAG 1.00 1/15/2059 48,754,885 4,914,054 1,414,439 WELLS FARGO COMMERCIAL MORTGAG 3.56 1/15/2059 5,909,463 6,453,300 5,557,589 WELLS FARGO COMMERCIAL MORTGAG 1.00 9/15/2058 57,710,357 3,710,199 745,705 WELLS FARGO COMMERCIAL MORTGAG 1.00 7/15/2058 9,000,000 9,994,540 8,523,282 WELLS FARGO COMMERCIAL MORTGAG 3.50 7/15/2058 20,000,000 20,162,291 19,106,264 WELLS FARGO COMMERCIAL MORTGAG 1.00 11/15/2054 38,127,787 3,723,636 2,626,175 WELLS FARGO COMMERCIAL MORTGAG 1.00 2/15/2053 77,859,113 8,177,075 4,680,973 WELLS FARGO COMMERCIAL MORTGAG 1.00 10/15/2052 109,954,986 8,755,716 5,044,602 WELLS FARGO COMMERCIAL MORTGAG 1.00 8/15/2052 45,693,482 5,567,157 3,025,348 WELLS FARGO COMMERCIAL MORTGAG 1.00 3/15/2052 120,687,248 11,642,457 5,927,621 WELLS FARGO COMMERCIAL MORTGAG 1.00 8/15/2051 39,227,472 2,551,119 1,006,913 WELLS FARGO COMMERCIAL MORTGAG 1.00 12/15/2050 52,907,684 3,827,395 1,635,717 WELLS FARGO COMMERCIAL MORTGAG 1.00 6/15/2049 80,878,192 11,632,468 2,872,815 WELLS FARGO COMMERCIAL MORTGAG 3.81 12/15/2048 18,500,000 18,927,979 17,459,329 WELLS FARGO COMMERCIAL MORTGAG 1.00 11/15/2048 60,911,530 4,897,896 1,061,753 WELLS FARGO COMMERCIAL MORTGAG 3.70 11/15/2048 1,160,000 1,288,043 1,094,324 WELLS FARGO COMMERCIAL MORTGAG 2.67 7/15/2048 11,318,222 11,964,668 10,429,886 WELLS FARGO COMMERCIAL MORTGAG 3.54 5/15/2048 8,875,000 9,740,169 8,431,031 WELLS FARGO COMMERCIAL MORTGAG 1.00 12/15/2047 77,391,685 1,465,321 891,236 WELLS FARGO COMMERCIAL MORTGAG 3.41 12/15/2047 10,000,000 10,875,745 9,537,073 WF RBS COMMERCIAL MORTGAGE TRU 1.00 9/15/2057 64,533,377 4,224,807 375,788 WF RBS COMMERCIAL MORTGAGE TRU 1.00 11/15/2047 74,302,609 5,230,904 566,582 WF RBS COMMERCIAL MORTGAGE TRU 1.00 9/15/2046 56,895,543 3,610,933 2,222 WF RBS COMMERCIAL MORTGAGE TRU 1.00 6/15/2046 5,142,071 338,482 201 Total 26,376,229,152 22,561,731,507

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CalPERS 2022-2023 Annual Investment Report
Mortgage Loans
Security Name Rate Maturity Date Par Value Book Value Market Value DEFAULT MHLP 8.00 1/31/2050 2,060,331 1,989,331 2,060,331 JUMBO MHLP 885 1.00 12/14/2036 481,045 471,979 439,219
JUMBO MHLP 30 YEAR 890 6.09 6/15/2037 394,931 427,126 415,011 JUMBO MHLP 30 YEAR 892 6.23 9/20/2037 396,788 416,703 392,904 JUMBO MHLP 30 YEAR 895 6.15 12/20/2037 865,878 865,682 807,627 JUMBO MHLP 30 YEAR 897 6.02 3/20/2038 533,412 554,064 530,324 JUMBO MHLP 30 YEAR 898 6.21 6/20/2038 833,464 817,711 765,065 JUMBO MHLP 30 YEAR 901 5.90 8/19/2038 550,047 561,610 531,213 JUMBO MHLP 30 YEAR 904 6.28 12/12/2038 609,596 561,771 525,068 JUMBO MHLP 30 YEAR 913 1.00 12/10/2039 270,786 271,584 247,519 JUMBO MHLP 30 YEAR 915 4.27 3/12/2040 90,570 86,124 76,699 JUMBO MHLP 30 YR 888 1.00 3/15/2037 510,904 520,693 466,889 JUMBO MHLP 854 6.21 2/1/2033 183,782 192,795 183,217
JUMBO MHLP 856 1.00 6/1/2033 587,955 595,676 563,632
JUMBO MHLP 858 1.00 9/1/2033 1,050,139 1,048,884 991,334 JUMBO MHLP 860 1.00 12/15/2033 245,023 241,097 227,690
JUMBO MHLP 866 1.00 9/24/2034 45,966 46,294 44,046
JUMBO MHLP 868 1.00 12/30/2030 583,488 545,067 513,746
JUMBO MHLP 870 1.00 3/25/2035 221,899 222,694 210,141
JUMBO MHLP 872 1.00 7/25/2034 384,990 391,493 367,705
JUMBO MHLP 874 1.00 7/25/2034 228,178 228,949 215,883
JUMBO MHLP 876 1.00 12/19/2035 177,246 196,151 169,891
JUMBO MHLP 879 1.00 3/24/2036 168,809 171,015 160,304
JUMBO MHLP 882 1.00 9/19/2036 114,501 116,002 109,738
PERSONAL LOAN MHLP 6.75 1/31/2050 290,950 300,821 272,716 Total 11,841,316 11,287,912

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CalPERS 2022-2023 Annual Investment Report
Asset-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value AAMES MORTGAGE INVESTMENT TRUS 1.00 10/25/2035 580,000 0 23 AIG CLO LTD 1.00 4/18/2035 312,100,000 312,100,000 305,916,987 AIG CLO LTD 1.00 1/25/2035 236,250,000 236,250,000 232,644,825 AIG CLO LTD 1.00 7/20/2034 8,000,000 7,909,505 7,852,288 AIMCO 1.00 7/20/2035 230,600,000 230,600,000 227,943,199 ANTARES CLO 1.00 7/20/2031 290,000,000 290,000,000 286,453,010 ANTARES CLO 1.00 4/20/2031 399,000,000 399,000,000 393,573,600 APIDOS CLO LTD 1.00 1/20/2031 432,724,907 432,724,907 429,349,652 ARES CLO LTD 1.00 4/20/2035 174,950,000 174,513,076 171,472,169 ARES CLO LTD 1.00 7/20/2033 284,000,000 284,000,000 282,763,494 ASSET BACKED FUNDING CORPORATI 6.00 7/26/2035 314,228 0 3 AUBURN CLO, LTD. 1.00 10/20/2030 213,236,061 213,236,061 211,892,674 BAIN CAPITAL CREDIT CLO, LIMIT 1.00 4/23/2035 390,500,000 390,500,000 381,746,915 BAIN CAPITAL CREDIT CLO, LIMIT 1.00 7/24/2034 304,000,000 304,000,000 302,648,696 BALBOA BAY LOAN FUNDING LTD 1.00 4/20/2034 173,000,000 172,530,389 169,716,287 BCRED MML CLO 2021 1 LLC 1.00 4/20/2035 412,500,000 412,500,000 401,482,538 BEAR STEARNS ASSET BACKED SECU 5.50 12/25/2035 87,300 0 1 BLUEMOUNTAIN CLO LTD 1.00 7/22/2035 201,000,000 201,000,000 197,207,288 BURNHAM PARK CLO LTD. 1.00 10/20/2029 16,000,000 16,000,000 15,643,200 CARLYLE GLOBAL MARKET STRATEGI 1.00 10/15/2030 49,614,151 49,614,151 49,157,701 CBAM CLO MANAGEMENT 1.00 1/15/2031 229,359,583 229,359,583 226,084,973 CHURCHILL MIDDLE MARKET CLO LT 1.00 10/20/2030 100,882,803 100,882,803 99,399,826 CITIBANK CREDIT CARD ISSUANCE 6.15 6/15/2039 187,179,000 219,378,653 204,771,614 COUNTRYWIDE ASSET BACKED CERTI 1.00 3/25/2034 80,000,000 0 1 COVENANT CREDIT PARTNERS CLO L 1.00 10/15/2029 156,211,249 156,211,249 155,399,919 DRYDEN SENIOR LOAN FUND 1.00 4/20/2035 271,000,000 271,000,000 262,072,200 DRYDEN SENIOR LOAN FUND 1.00 11/15/2028 12,600,000 12,600,000 12,273,660 ELMWOOD CLO 16 LTD 1.00 4/20/2034 115,000,000 115,000,000 113,407,950 ELMWOOD CLO 17 LTD 1.00 7/17/2035 370,000,000 370,000,000 366,965,340 ELMWOOD CLO 18 LTD 1.00 7/17/2033 330,500,000 330,500,000 329,985,781 FBR SECURITIZATION TRUST 1.00 11/25/2035 570,753 0 22
FBR SECURITIZATION TRUST 1.00 9/25/2035 300,000 0 12
FIRST FRANKLIN MORTGAGE LOAN N 5.68 12/25/2035 42,874 0 0 FIRST FRANKLIN MORTGAGE LOAN N 6.50 9/25/2035 198,940 0 0 GALAXY CLO LTD 1.00 1/15/2031 210,104,449 210,104,449 208,192,498 GE WMCMSN 5.50 1/25/2036 103,549 0 1
GILBERT PARK CLO LTD 1.00 10/15/2030 435,000,000 435,000,000 431,520,000 GOLDENTREE LOAN MANAGEMENT US 1.00 7/20/2033 300,000,000 298,822,310 300,010,036 GOLUB CAPITAL BDC LLC 1.00 1/20/2031 214,786,971 214,786,971 211,856,633 GOLUB CAPITAL PARTNERS CLO LTD 1.00 7/25/2035 300,000,000 300,000,000 287,517,600 GOLUB CAPITAL PARTNERS CLO LTD 1.00 10/20/2031 236,000,000 236,000,000 233,309,600 GOLUB CAPITAL PARTNERS CLO LTD 1.00 7/20/2029 32,700,000 32,700,000 32,493,990 GSAMP NIM TRUST 5.50 11/25/2035 539,975 0 5
HEAT EQUITY ASSET TRUST NIM 6.50 5/27/2036 131,313 0 0
HEAT EQUITY ASSET TRUST NIM 6.00 1/27/2036 419,282 175,453 4 HPS LOAN MANAGEMENT LTD 1.00 7/18/2031 287,500,000 287,500,000 284,481,250 JAMESTOWN CLO LTD 1.00 7/25/2035 18,000,000 18,000,000 17,862,498 LCM LTD PARTNERSHIP 1.00 4/15/2034 125,000,000 124,830,090 123,487,500 LCM LTD PARTNERSHIP 1.00 7/15/2027 28,253,198 28,253,198 28,171,264 MADISON PARK FUNDING LTD 1.00 4/21/2035 397,000,000 397,000,000 386,370,325 MAGNETITE CLO LTD 1.00 4/20/2031 391,875,000 391,875,000 386,150,490 MAGNETITE CLO LTD 1.00 4/15/2031 8,500,000 8,500,000 8,312,150 OAK HILL CREDIT PARTNERS 1.00 7/20/2033 365,750,000 365,682,304 365,785,984

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CalPERS 2022-2023 Annual Investment Report
Asset-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value OAK HILL CREDIT PARTNERS 1.00 7/19/2033 347,600,000 347,568,274 342,918,732 OCP CLO LTD 1.00 11/20/2030 209,518,871 209,518,871 207,947,479 OCTAGON 59 LTD 1.00 5/15/2035 282,000,000 281,615,083 275,439,552 OCTAGON INVESTMENT PARTNERS 40 1.00 1/20/2035 313,000,000 313,000,000 306,677,713 OCTAGON INVESTMENT PARTNERS XV 1.00 1/25/2031 73,398,954 73,398,954 72,686,984 OPTION ONE MORTGAGE SECURITIES 5.44 8/26/2035 213,614 0 2 OWL ROCK CLO LTD 1.00 4/20/2034 240,000,000 235,926,322 236,255,520 OWNIT MORTGAGE LOAN NIM 5.00 8/25/2036 939,567 0 0
OZLM LTD 1.00 1/20/2031 242,248,360 242,248,360 240,213,474 PALMER SQUARE CLO LTD 1.00 7/20/2034 285,000,000 285,000,000 281,033,010 PALMER SQUARE CLO LTD 1.00 4/18/2031 225,000,000 225,000,000 222,997,500 PARALLEL LTD 1.00 4/20/2031 260,000,000 260,000,000 257,088,000 REGATTA X FUNDING LTD. 1.00 1/17/2031 221,893,107 221,893,107 219,984,826 RR LTD 1.00 10/15/2035 321,075,000 321,075,000 321,191,757 RRAM 1.00 1/15/2030 449,995,307 449,995,307 446,350,345 SAIL NET INTEREST MARGIN NOTES 7.35 11/27/2033 89,124 1 237,448 SB FINANCE NIM TRUST 7.50 6/25/2036 111,419 0 1
SHARPS SP I LLC NET INTEREST M 5.00 5/25/2035 428,624 0 4 SOUND POINT CLO LTD 1.00 10/20/2031 260,000,000 260,000,000 256,750,000 SOUND POINT CLO LTD 1.00 4/18/2031 40,000,000 40,000,000 39,472,000 SYMPHONY CLO LTD 1.00 4/23/2035 47,000,000 46,984,176 46,010,950 SYMPHONY CLO LTD 1.00 7/24/2034 304,000,000 304,000,000 302,662,504 TEACHERS INSURANCE AND ANNUITY 1.00 1/16/2031 83,848,564 83,848,564 82,951,384 TIAA CLO LTD 1.00 1/20/2032 175,000,000 175,000,000 173,005,000 VALLEY STREAM PARK CLO, LTD 1.00 10/20/2034 300,000,000 299,467,058 300,054,166 VOYA CLO 2017 4, LTD. 1.00 10/15/2030 67,756,179 67,718,116 67,248,007 VOYA CLO LTD 1.00 4/19/2031 32,000,000 31,595,618 31,616,000 Total 14,055,492,963 13,874,140,034

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value 1011778 BC / NEW RED FIN 4.00 10/15/2030 78,834,000 69,353,274 67,842,964 1011778 BC / NEW RED FIN 3.50 2/15/2029 19,950,000 18,023,458 17,586,524 1011778 BC / NEW RED FIN 3.88 1/15/2028 47,985,000 45,082,825 43,873,165 1011778 BC / NEW RED FIN 4.38 1/15/2028 27,344,000 25,784,111 25,266,129 1011778 BC / NEW RED FIN 5.75 4/15/2025 12,757,000 12,723,530 12,734,548 1375209 BC LTD 9.00 1/30/2028 18,655,000 18,011,447 18,701,451 ABBOTT LABORATORIES 4.90 11/30/2046 85,066,000 91,327,670 85,750,781 ABBOTT LABORATORIES 4.75 11/30/2036 3,500,000 3,511,548 3,511,548 ABBVIE INC 4.25 11/21/2049 100,098,000 98,739,124 86,251,444 ABBVIE INC 4.88 11/14/2048 9,130,000 9,097,352 8,612,603 ABBVIE INC 4.45 5/14/2046 46,690,000 47,080,055 41,129,688 ABBVIE INC 4.70 5/14/2045 9,100,000 9,145,101 8,296,197 ABBVIE INC 4.75 3/15/2045 27,724,000 31,281,636 25,390,471 ABBVIE INC 4.85 6/15/2044 2,000,000 2,416,232 1,863,080 ABBVIE INC 4.40 11/6/2042 12,566,000 13,320,057 11,250,340 ABBVIE INC 4.05 11/21/2039 87,800,000 87,755,629 76,418,486 ABBVIE INC 4.30 5/14/2036 28,600,000 29,143,679 26,297,700 ABBVIE INC 4.50 5/14/2035 49,199,000 51,201,146 46,693,295 ABBVIE INC 4.55 3/15/2035 38,300,000 43,498,597 36,460,068 ABC SUPPLY CO INC 4.00 1/15/2028 29,913,000 28,030,553 27,271,084 ABN AMRO BANK NV 1.00 3/13/2037 15,800,000 14,270,330 11,992,990 ABU DHABI CRUDE OIL 4.60 11/2/2047 95,100,000 88,648,158 88,061,649 ABU DHABI CRUDE OIL 3.65 11/2/2029 47,200,000 44,136,283 44,410,008 ACCELERATE360 INT HOLDCO 13.00 10/31/2027 108,087,848 116,846,323 132,296,283 ACCO BRANDS CORP 4.25 3/15/2029 15,240,000 13,060,600 12,862,408 ACE CAPITAL TRUST II 9.70 4/1/2030 23,995,000 27,134,243 28,668,506 ACRISURE LLC / FIN INC 4.25 2/15/2029 18,500,000 16,106,658 15,969,755 ACUITY BRANDS LIGHTING 2.15 12/15/2030 10,601,000 10,431,205 8,512,073 ACURIS FIN US/ACURIS FIN 5.00 5/1/2028 700,000 700,000 547,876 ADAPTHEALTH LLC 5.13 3/1/2030 19,922,000 17,249,010 16,195,391 ADAPTHEALTH LLC 4.63 8/1/2029 14,752,000 12,094,619 11,781,095 ADIENT GLOBAL HOLDINGS 8.25 4/15/2031 13,134,000 13,326,780 13,368,311 ADIENT GLOBAL HOLDINGS 7.00 4/15/2028 12,825,000 12,981,268 13,005,833 ADIENT GLOBAL HOLDINGS 4.88 8/15/2026 23,170,000 22,207,532 22,035,597 ADT SEC CORP 4.88 7/15/2032 19,685,000 17,276,460 16,912,565 ADT SEC CORP 4.13 8/1/2029 25,559,000 22,516,164 22,128,471 ADVANCE AUTO PARTS 3.50 3/15/2032 7,350,000 7,274,979 5,869,049 ADVANCED DRAINAGE SYSTEM 6.38 6/15/2030 13,260,000 13,098,899 13,106,051 ADVANCED DRAINAGE SYSTEM 5.00 9/30/2027 500,000 500,000 475,850 ADVANTAGE SALES + MARKET 6.50 11/15/2028 20,150,000 17,377,318 17,025,138 ADVOCATE HEALTH CORP 3.01 6/15/2050 18,850,000 18,919,981 13,001,599 AECOM 5.13 3/15/2027 26,390,000 25,484,523 25,510,685
AEP TEXAS INC 5.25 5/15/2052 12,000,000 11,981,055 11,404,080 AEP TEXAS INC 4.70 5/15/2032 12,000,000 11,969,739 11,493,000 AEP TRANSMISSION CO LLC 5.40 3/15/2053 43,000,000 44,111,309 44,228,510 AEP TRANSMISSION CO LLC 4.50 6/15/2052 49,693,000 48,324,291 44,525,922 AEP TRANSMISSION CO LLC 2.75 8/15/2051 33,700,000 32,470,753 21,760,764 AEP TRANSMISSION CO LLC 3.65 4/1/2050 33,276,000 33,162,299 25,790,564 AEP TRANSMISSION CO LLC 3.15 9/15/2049 22,200,000 21,918,820 15,750,678 AEP TRANSMISSION CO LLC 3.80 6/15/2049 1,500,000 1,597,672 1,190,025 AEP TRANSMISSION CO LLC 3.75 12/1/2047 2,000,000 2,125,165 1,593,280 AERCAP IRELAND CAP/GLOBA 3.85 10/29/2041 7,500,000 7,498,578 5,708,175 AERCAP IRELAND CAP/GLOBA 3.40 10/29/2033 31,500,000 30,443,929 25,360,020

A
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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value AERCAP IRELAND CAP/GLOBA 3.30 1/30/2032 49,000,000 44,782,751 40,056,520 AERCAP IRELAND CAP/GLOBA 3.00 10/29/2028 8,000,000 7,999,410 6,938,560 AEROPUERTO INTL TOCUMEN 5.13 8/11/2061 73,800,000 60,125,355 56,740,392 AEROPUERTO INTL TOCUMEN 4.00 8/11/2041 9,500,000 7,884,030 7,663,935 AETHON UN/AETHIN UN FIN 8.25 2/15/2026 19,700,000 19,414,954 19,391,301 AETNA INC 3.88 8/15/2047 34,281,000 31,488,674 26,753,235 AETNA INC 4.50 5/15/2042 12,325,000 12,773,715 10,570,783 AETNA INC 6.75 12/15/2037 13,446,000 16,203,977 14,850,031 AETNA INC 6.63 6/15/2036 26,278,000 31,119,237 28,929,450 AFFILIATED MANAGERS GROU 3.30 6/15/2030 26,150,000 26,315,844 22,058,310 AFFINITY INTERACTIVE 6.88 12/15/2027 13,275,000 12,050,727 11,756,871 AG ISSUER LLC 6.25 3/1/2028 16,057,000 15,566,089 15,299,752 AG TTMT ESCROW ISSUER 8.63 9/30/2027 14,533,000 14,790,608 14,916,671 AGREE LP 2.60 6/15/2033 27,500,000 26,973,964 21,176,100 AGREE LP 4.80 10/1/2032 2,250,000 2,130,997 2,091,735
AGREE LP 2.90 10/1/2030 20,100,000 20,239,798 16,760,988 AIR CANADA 3.88 8/15/2026 36,766,000 34,606,897 34,085,023 AIR LEASE CORP 2.88 1/15/2032 14,000,000 12,226,778 11,258,940 AIR LEASE CORP 3.13 12/1/2030 61,427,000 61,262,804 51,217,833 AIR LEASE CORP 3.00 2/1/2030 40,000,000 37,261,294 33,474,400 AIR LEASE CORP 3.25 10/1/2029 1,757,000 1,798,215 1,523,407 AIR LEASE CORP 4.63 10/1/2028 13,200,000 13,378,311 12,416,448 AIR PRODUCTS + CHEMICALS 2.70 5/15/2040 3,000,000 3,062,912 2,238,480 AKER BP ASA 6.00 6/13/2033 5,000,000 5,007,948 5,007,948 AKER BP ASA 3.10 7/15/2031 26,500,000 26,446,923 21,908,610 AKER BP ASA 4.00 1/15/2031 48,100,000 49,196,623 42,712,319 ALBERTSONS COS/SAFEWAY 4.88 2/15/2030 26,325,000 24,468,760 24,301,134 ALBERTSONS COS/SAFEWAY 3.50 3/15/2029 36,099,000 31,712,988 31,395,661 ALBERTSONS COS/SAFEWAY 5.88 2/15/2028 24,753,000 24,268,731 24,050,510 ALBERTSONS COS/SAFEWAY 6.50 2/15/2028 6,300,000 6,301,127 6,309,954 ALBERTSONS COS/SAFEWAY 4.63 1/15/2027 38,923,000 37,621,408 36,908,735 ALBERTSONS COS/SAFEWAY 3.25 3/15/2026 21,547,000 20,317,014 19,965,881 ALBERTSONS COS/SAFEWAY 7.50 3/15/2026 946,000 962,588 963,567 ALCON FINANCE CORP 5.75 12/6/2052 26,200,000 26,856,952 27,574,976 ALCON FINANCE CORP 5.38 12/6/2032 14,400,000 14,478,210 14,592,816 ALEXANDRIA REAL ESTATE E 3.55 3/15/2052 41,500,000 39,879,678 28,384,340 ALEXANDRIA REAL ESTATE E 3.00 5/18/2051 12,000,000 11,791,629 7,387,080 ALEXANDRIA REAL ESTATE E 4.00 2/1/2050 26,772,000 27,427,459 19,996,275 ALEXANDRIA REAL ESTATE E 4.85 4/15/2049 5,192,000 5,491,056 4,370,418 ALEXANDRIA REAL ESTATE E 2.95 3/15/2034 24,000,000 23,137,944 18,960,000 ALEXANDRIA REAL ESTATE E 1.88 2/1/2033 20,400,000 19,279,751 14,928,924 ALEXANDRIA REAL ESTATE E 2.00 5/18/2032 25,000,000 24,938,982 18,913,500 ALEXANDRIA REAL ESTATE E 4.70 7/1/2030 7,500,000 7,174,881 7,127,925 ALGONQUIN PWR + UTILITY 1.00 1/18/2082 17,250,000 14,077,638 13,759,635 ALLEGIANT TRAVEL CO 7.25 8/15/2027 14,925,000 14,855,375 14,871,419 ALLEN MEDIA LLC/CO ISSR 10.50 2/15/2028 250,000 248,644 129,233 ALLIANT HOLD / CO ISSUER 5.88 11/1/2029 2,752,000 2,755,638 2,429,356 ALLIANT HOLD / CO ISSUER 6.75 4/15/2028 37,358,000 36,828,348 36,834,614 ALLIANT HOLD / CO ISSUER 4.25 10/15/2027 24,976,000 23,129,636 22,893,251 ALLIANT HOLD / CO ISSUER 6.75 10/15/2027 2,266,000 2,284,666 2,130,199 ALLIANZ SE 1.00 12/31/2099 10,000,000 10,020,648 8,289,300 ALLIED UNIVERSAL 6.63 7/15/2026 51,152,000 49,646,819 48,524,833 ALLISON TRANSMISSION INC 3.75 1/30/2031 28,103,000 24,060,665 23,845,958

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value ALLISON TRANSMISSION INC 5.88 6/1/2029 14,950,000 14,611,365 14,589,855 ALLSTATE CORP 3.85 8/10/2049 5,258,000 5,511,019 4,094,089 ALLSTATE CORP 5.25 3/30/2033 3,000,000 2,990,373 2,990,373 ALLY FINANCIAL INC 8.00 11/1/2031 32,214,000 41,668,308 33,420,736 ALPHABET INC 2.25 8/15/2060 5,000,000 3,950,607 3,037,550 ALPHABET INC 2.05 8/15/2050 78,000,000 63,210,128 48,703,200 ALPHABET INC 1.90 8/15/2040 11,500,000 9,331,947 7,914,645 ALTA EQUIPMENT GROUP 5.63 4/15/2026 575,000 575,000 536,429 AMAZON.COM INC 4.10 4/13/2062 25,000,000 24,886,556 21,581,500 AMAZON.COM INC 3.25 5/12/2061 10,000,000 10,823,868 7,241,900 AMAZON.COM INC 2.70 6/3/2060 51,552,000 43,421,652 33,104,117 AMAZON.COM INC 4.25 8/22/2057 38,600,000 40,986,300 34,814,884 AMAZON.COM INC 3.95 4/13/2052 50,000,000 47,528,313 43,478,500 AMAZON.COM INC 3.10 5/12/2051 219,600,000 215,934,953 163,641,528 AMAZON.COM INC 4.05 8/22/2047 44,406,000 46,175,535 39,789,552 AMAZON.COM INC 4.95 12/5/2044 7,692,000 9,174,690 7,783,612 AMAZON.COM INC 2.88 5/12/2041 11,000,000 11,242,860 8,488,150 AMAZON.COM INC 3.88 8/22/2037 29,300,000 29,768,725 26,756,174 AMAZON.COM INC 4.70 12/1/2032 43,650,000 44,189,261 43,975,629 AMBAC ASSURANCE CORP 5.10 12/31/2099 16 23 23
AMC ENTERTAINMENT HLDGS 7.50 2/15/2029 24,600,000 18,280,420 17,348,904 AMC ENTERTAINMENT HLDGS 10.00 6/15/2026 275,000 209,196 197,343 AMC NETWORKS INC 4.25 2/15/2029 27,345,000 16,563,160 14,708,876 AMC NETWORKS INC 4.75 8/1/2025 19,500,000 17,338,728 17,047,485 AMCOR FINANCE USA INC 5.63 5/26/2033 11,000,000 10,891,797 10,874,930 AMCOR FLEXIBLES NORTH AM 2.69 5/25/2031 15,000,000 14,994,786 12,292,500 AMER AIRLINE 21 1A EETC 2.88 1/11/2036 26,500,893 25,832,801 22,030,988 AMER AIRLN 15 1 A PTT 3.38 11/1/2028 13,391,046 11,978,237 11,984,986 AMEREN CORP 3.50 1/15/2031 1,300,000 1,301,376 1,162,187 AMEREN ILLINOIS CO 5.90 12/1/2052 9,500,000 9,724,770 10,389,200 AMEREN ILLINOIS CO 2.90 6/15/2051 18,000,000 16,936,855 12,161,880 AMEREN ILLINOIS CO 4.50 3/15/2049 3,346,000 3,914,085 3,034,387 AMEREN ILLINOIS CO 3.70 12/1/2047 22,368,000 22,752,927 17,980,069 AMEREN ILLINOIS CO 4.15 3/15/2046 6,882,000 7,171,662 5,771,658 AMEREN ILLINOIS CO 3.85 9/1/2032 16,863,000 16,763,837 15,521,380 AMERICA MOVIL SAB DE CV 4.38 7/16/2042 33,534,000 34,633,244 29,490,135 AMERICA MOVIL SAB DE CV 6.13 3/30/2040 34,596,000 41,077,885 36,836,091 AMERICAN AIRLINES INC 7.25 2/15/2028 20,050,000 19,860,331 19,941,931 AMERICAN AIRLINES INC 11.75 7/15/2025 73,577,000 79,214,400 80,724,270 AMERICAN AIRLINES/AADVAN 5.75 4/20/2029 85,654,907 83,688,051 83,243,721 AMERICAN AIRLINES/AADVAN 5.50 4/20/2026 108,227,856 107,836,830 107,287,356 AMERICAN AXLE + MFG INC 5.00 10/1/2029 15,968,000 13,477,956 13,291,284 AMERICAN AXLE + MFG INC 6.50 4/1/2027 1,104,000 1,133,014 1,047,210 AMERICAN ELECTRIC POWER 3.25 3/1/2050 7,900,000 6,290,473 5,399,887 AMERICAN ELECTRIC POWER 5.63 3/1/2033 12,000,000 12,340,372 12,220,800 AMERICAN ELECTRIC POWER 5.95 11/1/2032 27,500,000 27,787,290 28,692,950 AMERICAN FINANCIAL GROUP 5.25 4/2/2030 600,000 609,097 586,242 AMERICAN HOMES 4 RENT 4.30 4/15/2052 12,000,000 11,243,608 9,393,360 AMERICAN HOMES 4 RENT 3.38 7/15/2051 10,000,000 9,809,639 6,541,000 AMERICAN HOMES 4 RENT 3.63 4/15/2032 18,025,000 16,757,750 15,615,418 AMERICAN HOMES 4 RENT 2.38 7/15/2031 11,000,000 10,781,869 8,758,640 AMERICAN HOMES 4 RENT 4.90 2/15/2029 10,300,000 10,738,943 9,874,507 AMERICAN INTERNATIONAL 5.13 3/27/2033 5,000,000 4,880,933 4,880,933

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value AMERICAN INTL GROUP 4.38 6/30/2050 7,500,000 6,371,026 6,344,700 AMERICAN INTL GROUP 4.75 4/1/2048 6,800,000 6,112,315 6,103,680 AMERICAN INTL GROUP 4.80 7/10/2045 2,000,000 1,814,442 1,787,020 AMERICAN INTL GROUP 4.50 7/16/2044 1,000,000 873,563 862,060 AMERICAN INTL GROUP 3.88 1/15/2035 2,000,000 1,774,501 1,725,060 AMERICAN TOWER CORP 2.95 1/15/2051 2,000,000 1,265,613 1,265,613 AMERICAN TOWER CORP 3.10 6/15/2050 15,164,000 14,790,362 9,928,781 AMERICAN TOWER CORP 5.55 7/15/2033 11,000,000 10,972,548 11,079,200 AMERICAN TOWER CORP 5.65 3/15/2033 1,000,000 1,017,295 1,017,295 AMERICAN TOWER CORP 2.70 4/15/2031 32,900,000 32,936,563 27,348,125 AMERICAN TOWER CORP 1.88 10/15/2030 24,200,000 23,888,385 19,135,666 AMERICAN TOWER CORP 2.90 1/15/2030 45,400,000 45,474,992 39,219,698 AMERICAN TOWER CORP 3.80 8/15/2029 7,000,000 7,042,125 6,399,120 AMERICAN WATER CAPITAL C 3.25 6/1/2051 100,000,000 99,733,345 72,818,000 AMERICAN WATER CAPITAL C 3.45 5/1/2050 15,501,000 15,682,753 11,592,733 AMERICAN WATER CAPITAL C 4.15 6/1/2049 29,100,000 29,723,558 24,472,227 AMERICAN WATER CAPITAL C 4.20 9/1/2048 12,105,000 13,704,357 10,213,473 AMERICAN WATER CAPITAL C 3.75 9/1/2047 11,538,000 11,242,317 9,125,520 AMERICAN WATER CAPITAL C 4.00 12/1/2046 1,000,000 1,085,960 806,480 AMERICAN WATER CAPITAL C 4.30 12/1/2042 2,000,000 2,242,067 1,761,780 AMERICAN WATER CAPITAL C 6.59 10/15/2037 50,800,000 55,542,396 57,303,416 AMERICAN WATER CAPITAL C 4.45 6/1/2032 10,000,000 9,807,890 9,691,300 AMERIGAS PART/FIN CORP 9.38 6/1/2028 4,497,000 4,545,385 4,569,806 AMERIGAS PART/FIN CORP 5.75 5/20/2027 13,610,000 12,729,347 12,518,206 AMERIGAS PART/FIN CORP 5.88 8/20/2026 18,325,000 17,368,802 17,293,486 AMERIGAS PART/FIN CORP 5.50 5/20/2025 21,613,000 21,254,593 20,877,726 AMFAM HOLDINGS INC 2.81 3/11/2031 3,500,000 3,494,957 2,601,585 AMGEN INC 5.75 3/2/2063 46,000,000 46,755,667 46,753,940 AMGEN INC 4.40 2/22/2062 5,000,000 4,202,589 4,117,150
AMGEN INC 5.65 3/2/2053 25,000,000 25,591,715 25,345,000 AMGEN INC 4.88 3/1/2053 18,000,000 17,755,809 16,550,460 AMGEN INC 4.66 6/15/2051 24,750,000 26,569,668 22,172,288 AMGEN INC 3.38 2/21/2050 56,950,000 57,723,702 41,777,951 AMGEN INC 4.56 6/15/2048 5,450,000 6,254,341 4,836,221
AMGEN INC 4.40 5/1/2045 72,600,000 76,342,073 62,883,216 AMGEN INC 5.60 3/2/2043 33,000,000 33,494,157 33,077,550 AMGEN INC 4.95 10/1/2041 7,250,000 8,548,563 6,737,860
AMGEN INC 2.80 8/15/2041 17,500,000 15,726,066 12,384,925 AMGEN INC 3.15 2/21/2040 9,000,000 8,731,292 6,884,370
AMGEN INC 6.38 6/1/2037 1,000,000 1,320,836 1,079,160
AMGEN INC 5.25 3/2/2033 38,000,000 38,762,270 38,038,380 AMKOR TECHNOLOGY INC 6.63 9/15/2027 14,255,000 14,266,664 14,270,395 AMN HEALTHCARE INC 4.63 10/1/2027 12,950,000 12,166,049 12,022,910 AMPHENOL CORP 2.20 9/15/2031 8,000,000 7,975,970 6,532,640 AMWINS GROUP INC 4.88 6/30/2029 19,550,000 17,795,398 17,670,854 ANALOG DEVICES INC 2.95 10/1/2051 4,000,000 3,459,068 2,831,360 ANALOG DEVICES INC 2.10 10/1/2031 3,000,000 2,797,383 2,483,310 ANGI GROUP LLC 3.88 8/15/2028 12,445,000 10,409,745 10,177,770 ANGLO AMERICAN CAPITAL 5.50 5/2/2033 26,000,000 25,743,869 25,384,060 ANHEUSER BUSCH CO/INBEV 4.90 2/1/2046 113,630,000 117,801,089 108,528,013 ANHEUSER BUSCH CO/INBEV 4.70 2/1/2036 107,900,000 111,475,147 105,061,151 ANHEUSER BUSCH INBEV WOR 5.80 1/23/2059 22,400,000 24,655,159 24,419,584 ANHEUSER BUSCH INBEV WOR 4.50 6/1/2050 3,000,000 2,899,513 2,772,660

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value ANHEUSER BUSCH INBEV WOR 5.55 1/23/2049 13,500,000 16,924,136 14,218,065 ANHEUSER BUSCH INBEV WOR 4.60 4/15/2048 9,000,000 9,171,093 8,356,500 ANHEUSER BUSCH INBEV WOR 4.35 6/1/2040 34,600,000 37,274,531 31,811,932 ANHEUSER BUSCH INBEV WOR 5.45 1/23/2039 50,000,000 53,545,330 51,802,000 ANHEUSER BUSCH INBEV WOR 4.38 4/15/2038 26,773,000 26,934,853 24,850,163 ANTERO MIDSTREAM PART/FI 5.38 6/15/2029 19,971,000 18,650,760 18,545,470 ANTERO MIDSTREAM PART/FI 5.75 1/15/2028 20,889,000 20,100,613 20,026,075 ANTERO MIDSTREAM PART/FI 5.75 3/1/2027 20,054,000 19,566,314 19,319,021 ANTERO MIDSTREAM PART/FI 7.88 5/15/2026 14,050,000 14,221,151 14,282,528 ANTHEM INC 4.55 3/1/2048 22,727,000 25,177,122 19,992,260 ANTHEM INC 4.63 5/15/2042 16,396,000 18,362,301 14,781,322 AON CORP/AON GLOBAL HOLD 2.90 8/23/2051 31,000,000 30,843,951 20,292,600 AON CORP/AON GLOBAL HOLD 5.35 2/28/2033 10,000,000 10,336,334 10,082,300 AON CORP/AON GLOBAL HOLD 2.60 12/2/2031 1,000,000 932,858 825,850 AON CORP/AON GLOBAL HOLD 2.05 8/23/2031 500,000 407,205 398,865 AON GLOBAL LTD 4.75 5/15/2045 18,684,000 20,385,558 16,656,599 AON GLOBAL LTD 4.60 6/14/2044 37,215,000 43,130,590 32,424,313 APOLLO CMMRL REAL EST FI 4.63 6/15/2029 13,050,000 10,364,987 10,166,211 APPLE INC 4.10 8/8/2062 8,000,000 7,144,073 7,006,480
APPLE INC 2.85 8/5/2061 13,000,000 12,985,266 8,845,460 APPLE INC 2.70 8/5/2051 25,000,000 23,773,150 17,406,250 APPLE INC 2.65 2/8/2051 30,000,000 27,295,092 20,715,600 APPLE INC 2.40 8/20/2050 9,000,000 7,035,077 6,008,040
APPLE INC 2.65 5/11/2050 5,000,000 4,408,405 3,481,650
APPLE INC 3.75 11/13/2047 9,078,000 9,770,623 7,856,646 APPLE INC 3.75 9/12/2047 7,366,000 8,304,935 6,360,836
APPLE INC 4.25 2/9/2047 33,280,000 34,679,161 31,706,854 APPLE INC 3.85 8/4/2046 5,000,000 4,640,508 4,393,800
APPLE INC 4.65 2/23/2046 51,440,000 58,396,315 50,663,770 APPLE INC 4.38 5/13/2045 22,576,000 24,390,751 21,418,980 APPLE INC 3.85 5/4/2043 111,238,000 113,465,560 99,140,868 APPLE INC 2.38 2/8/2041 2,000,000 1,979,662 1,475,420
APPLIED MATERIALS INC 4.35 4/1/2047 1,000,000 1,133,138 935,910 APTIV PLC 3.10 12/1/2051 8,500,000 7,947,850 5,338,000
APTIV PLC / APTIV CORP 4.15 5/1/2052 6,000,000 5,987,568 4,573,200 APTIV PLC / APTIV CORP 3.25 3/1/2032 13,000,000 12,814,180 11,122,930 APX GROUP INC 5.75 7/15/2029 15,700,000 13,614,802 13,649,580 APX GROUP INC 6.75 2/15/2027 16,220,000 15,961,852 15,911,982 ARAMARK SERVICES INC 5.00 2/1/2028 32,583,000 30,920,976 30,704,264 ARAMARK SERVICES INC 6.38 5/1/2025 40,869,000 40,971,654 40,918,451 ARAMARK SERVICES INC 5.00 4/1/2025 16,200,000 15,982,875 15,950,844 ARCELORMITTAL SA 6.80 11/29/2032 20,000,000 20,571,919 20,544,400 ARCH CAPITAL GROUP LTD 3.64 6/30/2050 4,200,000 3,131,909 3,092,040 ARCHER DANIELS MIDLAND C 2.90 3/1/2032 2,000,000 1,954,794 1,741,740 ARCHES BUYER INC 6.13 12/1/2028 1,838,000 1,865,022 1,584,816 ARCHES BUYER INC 4.25 6/1/2028 30,934,000 27,548,595 26,862,776 ARCHROCK PARTNERS LP/FIN 6.25 4/1/2028 25,101,000 23,736,808 23,581,385 ARCHROCK PARTNERS LP/FIN 6.88 4/1/2027 12,950,000 12,545,019 12,476,160 ARCONIC CORP 6.13 2/15/2028 23,323,000 23,815,133 23,631,097 ARCOSA INC 4.38 4/15/2029 1,000,000 1,008,131 904,110
ARDAGH METAL PACKAGING 4.00 9/1/2029 39,417,000 33,158,137 31,286,850 ARDAGH METAL PACKAGING 3.25 9/1/2028 14,950,000 13,040,494 12,843,994 ARDAGH METAL PACKAGING 6.00 6/15/2027 19,215,000 18,981,004 18,889,306

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value ARDAGH PKG FIN/HLDGS USA 5.25 8/15/2027 50,969,000 43,883,778 43,370,595 ARDAGH PKG FIN/HLDGS USA 4.13 8/15/2026 33,939,000 31,807,712 31,625,378 ARDAGH PKG FIN/HLDGS USA 5.25 4/30/2025 22,814,000 22,463,383 22,313,917 ARES CAPITAL CORP 2.15 7/15/2026 10,000,000 9,385,908 8,682,400 ARTHUR J GALLAGHER + CO 5.75 3/2/2053 3,000,000 3,017,118 3,017,490 ARTHUR J GALLAGHER + CO 5.50 3/2/2033 1,000,000 1,004,819 1,004,819 ASBURY AUTOMOTIVE GROUP 5.00 2/15/2032 19,084,000 17,188,895 16,673,882 ASBURY AUTOMOTIVE GROUP 4.63 11/15/2029 27,819,000 25,579,761 24,761,136 ASBURY AUTOMOTIVE GROUP 4.50 3/1/2028 567,000 568,878 522,320 ASCEND LEARNING LLC 1.00 12/11/2028 2,830,890 2,816,736 2,655,290 ASCENSION HEALTH 3.11 11/15/2039 2,000,000 2,168,165 1,561,780 ASCENT RESOURCES/ARU FIN 8.25 12/31/2028 6,475,000 6,368,002 6,377,746 ASCENT RESOURCES/ARU FIN 9.00 11/1/2027 1,001,000 967,133 1,240,609 ASCENT RESOURCES/ARU FIN 7.00 11/1/2026 14,650,000 14,282,001 14,170,213 ASGN INCORPORATED 4.63 5/15/2028 17,182,000 16,200,805 15,716,032 ASHTEAD CAPITAL INC 2.45 8/12/2031 27,500,000 27,246,578 21,617,750 ASSURANT INC 2.65 1/15/2032 25,000,000 24,501,398 18,684,750 ASSURANT INC 3.70 2/22/2030 29,200,000 29,449,653 25,217,120 ASSURED GUARANTY US HLDG 3.60 9/15/2051 10,500,000 10,489,747 7,209,720 ASSURED GUARANTY US HLDG 3.15 6/15/2031 6,750,000 6,467,208 5,707,125 ASSUREDPARTNERS INC 5.63 1/15/2029 3,698,000 3,670,687 3,206,166 ASTRAZENECA FINANCE LLC 4.88 3/3/2033 5,000,000 5,070,530 5,070,530 ASTRAZENECA PLC 3.00 5/28/2051 15,000,000 12,002,440 11,133,750 ASTRAZENECA PLC 2.13 8/6/2050 15,000,000 9,991,890 9,368,550 ASTRAZENECA PLC 6.45 9/15/2037 17,552,000 21,806,572 20,156,015 AT+T INC 3.80 12/1/2057 72,718,000 69,550,232 52,599,111 AT+T INC 3.55 9/15/2055 72,217,000 52,497,161 50,557,677 AT+T INC 3.50 9/15/2053 45,500,000 31,539,764 32,212,180 AT+T INC 4.75 5/15/2046 3,277,000 3,517,881 2,894,214
AT+T INC 3.10 2/1/2043 8,500,000 8,118,831 6,116,600
AT+T INC 3.50 6/1/2041 33,200,000 33,347,821 25,507,560 AT+T INC 6.00 8/15/2040 38,400,000 41,374,147 39,634,944 AT+T INC 4.90 8/15/2037 46,800,000 48,001,801 43,906,356 AT+T INC 5.40 2/15/2034 28,000,000 27,979,716 28,069,720 AT+T INC 2.55 12/1/2033 21,500,000 18,999,089 16,825,685 AT+T INC 2.25 2/1/2032 20,000,000 16,837,040 15,898,000 AT+T INC 2.75 6/1/2031 5,000,000 4,732,458 4,219,750
ATHENE GLOBAL FUNDING 2.65 10/4/2031 25,500,000 25,491,800 19,302,990 ATHENE GLOBAL FUNDING 2.67 6/7/2031 40,991,000 41,194,461 31,357,705 ATHENE GLOBAL FUNDING 2.55 11/19/2030 41,864,000 41,677,967 32,326,125 ATHENE HOLDING LTD 6.65 2/1/2033 3,000,000 3,031,041 3,031,041 ATHENE HOLDING LTD 6.15 4/3/2030 6,600,000 6,755,052 6,618,546 ATI INC 5.13 10/1/2031 1,695,000 1,701,553 1,513,296
ATI INC 4.88 10/1/2029 1,037,000 1,033,777 939,408
ATLAS LUXCO 4 / ALL UNI 4.63 6/1/2028 52,823,000 45,640,693 44,617,561 ATMOS ENERGY CORP 5.75 10/15/2052 11,000,000 11,046,426 11,698,060 AUST + NZ BANKING GROUP 1.00 11/25/2035 39,689,000 39,408,683 30,150,146 AUTODESK INC 2.40 12/15/2031 5,500,000 5,388,080 4,511,375 AUTONATION INC 3.85 3/1/2032 1,700,000 1,455,802 1,444,456 AUTONATION INC 2.40 8/1/2031 18,000,000 17,921,268 13,695,300 AUTOZONE INC 4.75 2/1/2033 4,500,000 4,446,987 4,309,110 AUTOZONE INC 4.75 8/1/2032 10,000,000 9,991,369 9,658,800 AUTOZONE INC 4.00 4/15/2030 10,200,000 10,298,968 9,477,738

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value AVALONBAY COMMUNITIES 4.35 4/15/2048 9,984,000 10,553,316 8,420,306 AVALONBAY COMMUNITIES 5.00 2/15/2033 10,000,000 9,961,269 9,965,600 AVALONBAY COMMUNITIES 2.05 1/15/2032 1,000,000 917,551 802,740 AVANTOR FUNDING INC 3.88 11/1/2029 27,683,000 25,514,754 24,272,454 AVANTOR FUNDING INC 4.63 7/15/2028 45,917,000 43,587,293 42,560,467 AVIENT CORP 7.13 8/1/2030 23,372,000 23,566,102 23,639,609 AVIENT CORP 5.75 5/15/2025 16,100,000 16,072,826 15,929,340 AVIS BUDGET CAR/FINANCE 5.38 3/1/2029 17,092,000 15,987,378 15,852,488 AVIS BUDGET CAR/FINANCE 4.75 4/1/2028 13,750,000 12,867,167 12,646,563 AVIS BUDGET CAR/FINANCE 5.75 7/15/2027 1,909,000 1,939,578 1,831,571 AXALTA COAT/DUTCH HLD BV 4.75 6/15/2027 22,409,000 21,524,351 21,203,396 AXALTA COATING SYSTEMS 3.38 2/15/2029 21,124,000 18,493,088 17,989,410 B+G FOODS INC 5.25 9/15/2027 1,200,000 1,099,920 1,042,008 BAE SYSTEMS PLC 5.80 10/11/2041 43,964,000 47,214,687 45,052,109 BAE SYSTEMS PLC 1.90 2/15/2031 18,100,000 17,999,743 14,536,291 BAE SYSTEMS PLC 3.40 4/15/2030 14,950,000 15,003,470 13,531,395 BAFFINLAND IRON CORP/LP 8.75 7/15/2026 13,775,000 13,357,968 13,257,060 BALL CORP 3.13 9/15/2031 23,027,000 19,435,152 18,948,918 BALL CORP 2.88 8/15/2030 31,000,000 26,097,647 25,735,270 BALL CORP 6.00 6/15/2029 7,246,000 7,240,128 7,192,814
BALL CORP 6.88 3/15/2028 19,575,000 19,938,252 19,975,700 BALL CORP 4.88 3/15/2026 21,450,000 21,244,307 20,853,047 BALL CORP 5.25 7/1/2025 24,998,000 24,826,744 24,803,766 BALTIMORE GAS + ELECTRIC 5.40 6/1/2053 4,000,000 4,073,120 4,073,120 BALTIMORE GAS + ELECTRIC 4.55 6/1/2052 7,000,000 6,987,984 6,231,330 BALTIMORE GAS + ELECTRIC 2.90 6/15/2050 7,900,000 7,831,061 5,291,973 BALTIMORE GAS + ELECTRIC 3.50 8/15/2046 500,000 510,849 376,905 BANCO DEL ESTADO CHILE 2.70 1/9/2025 36,200,000 34,768,015 34,570,276 BANCO NACIONAL COM EXT 4.38 10/14/2025 8,400,000 8,218,900 8,183,196 BANCO NACIONAL DE PANAMA 2.50 8/11/2030 44,300,000 36,215,850 34,800,308 BANCO SANTANDER SA 1.00 11/22/2032 4,400,000 3,447,715 3,481,720 BANCO SANTANDER SA 2.96 3/25/2031 13,000,000 13,004,613 10,744,240 BANCO SANTANDER SA 2.75 12/3/2030 9,000,000 8,804,452 7,030,170 BANK OF AMERICA CORP 5.00 1/21/2044 30,318,000 33,243,834 29,195,931 BANK OF AMERICA CORP 1.00 4/22/2042 52,000,000 52,133,792 39,629,200 BANK OF AMERICA CORP 5.88 2/7/2042 27,700,000 30,228,238 29,528,754 BANK OF AMERICA CORP 1.00 6/19/2041 33,006,000 33,040,260 23,184,735 BANK OF AMERICA CORP 1.00 4/23/2040 24,250,000 25,063,217 20,795,345 BANK OF AMERICA CORP 7.75 5/14/2038 41,500,000 48,075,094 49,427,745 BANK OF AMERICA CORP 1.00 4/24/2038 15,400,000 17,019,397 13,528,130 BANK OF AMERICA CORP 1.00 7/22/2033 25,000,000 25,000,000 24,403,250 BANK OF AMERICA CORP 1.00 2/4/2033 30,000,000 29,731,404 24,977,100 BANK OF AMERICA CORP 1.00 10/20/2032 25,000,000 24,612,318 20,348,250 BANK OF AMERICA CORP 1.00 7/21/2032 105,000,000 104,521,875 83,939,100 BANK OF AMERICA CORP 1.00 4/22/2032 55,000,000 55,102,683 45,566,950 BANK OF AMERICA CORP 1.00 3/11/2032 5,000,000 4,653,738 4,140,400 BANK OF AMERICA CORP 1.00 10/24/2031 76,500,000 76,500,000 60,584,940 BANK OF AMERICA CORP 1.00 10/22/2030 17,400,000 17,448,603 14,985,576 BANK OF NY MELLON CORP 1.00 4/26/2034 20,000,000 20,000,000 19,526,000 BANK OF NY MELLON CORP 1.00 10/25/2033 15,000,000 15,000,000 15,635,850 BANK OF NY MELLON CORP 1.00 6/13/2033 44,000,000 43,907,123 41,627,960 BANK OF NY MELLON CORP 1.00 7/26/2030 11,500,000 11,500,000 11,093,015 BANNER HEALTH 2.91 1/1/2051 3,746,000 3,752,902 2,524,729

B
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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value BARCLAYS PLC 1.00 12/31/2099 29,800,000 27,385,583 25,055,180 BARCLAYS PLC 1.00 11/24/2042 11,000,000 7,760,470 7,708,030 BARCLAYS PLC 1.00 9/23/2035 7,000,000 6,804,784 5,531,960 BARCLAYS PLC 1.00 5/9/2034 30,000,000 30,000,000 29,896,500 BARCLAYS PLC 1.00 11/2/2033 58,565,000 64,528,987 63,363,230 BARCLAYS PLC 1.00 11/24/2032 25,000,000 25,000,000 19,660,000 BARCLAYS PLC 1.00 6/24/2031 4,000,000 3,958,689 3,208,280 BARCLAYS PLC 1.00 6/20/2030 3,000,000 3,364,616 2,727,540 BARRICK NA FINANCE LLC 5.75 5/1/2043 5,000,000 5,207,688 5,138,700 BARRICK NA FINANCE LLC 5.70 5/30/2041 3,000,000 3,075,242 3,031,560 BATH + BODY WORKS INC 6.75 7/1/2036 20,230,000 18,435,164 18,230,669 BATH + BODY WORKS INC 6.88 11/1/2035 24,385,000 22,448,858 22,318,127 BATH + BODY WORKS INC 6.63 10/1/2030 31,893,000 31,320,755 30,815,973 BATH + BODY WORKS INC 7.50 6/15/2029 16,623,000 17,088,174 16,851,899 BATH + BODY WORKS INC 5.25 2/1/2028 14,136,000 13,542,881 13,441,357 BAUSCH HEALTH COS INC 14.00 10/15/2030 163,000 295,165 97,596 BAUSCH HEALTH COS INC 11.00 9/30/2028 46,876,000 37,419,457 33,346,180 BAUSCH HEALTH COS INC 4.88 6/1/2028 44,956,000 29,791,403 26,766,802 BAUSCH HEALTH COS INC 5.75 8/15/2027 15,083,000 10,983,738 9,225,969 BAUSCH HEALTH COS INC 6.13 2/1/2027 25,275,000 17,172,824 16,181,561 BAUSCH HEALTH COS INC 5.50 11/1/2025 49,614,000 44,739,918 43,854,807 BAXTER INTERNATIONAL INC 3.13 12/1/2051 3,000,000 3,002,156 1,985,280 BAYCARE HEALTH SYSTEM 3.83 11/15/2050 9,438,000 9,559,258 7,773,231 BAYTEX ENERGY CORP 8.50 4/30/2030 21,834,000 21,382,599 21,332,691 BECTON DICKINSON + CO 3.79 5/20/2050 4,000,000 3,172,244 3,172,244 BECTON DICKINSON + CO 4.67 6/6/2047 12,069,000 12,704,229 11,064,859 BECTON DICKINSON + CO 4.69 12/15/2044 7,450,000 8,833,017 6,780,543 BECTON DICKINSON + CO 4.30 8/22/2032 14,000,000 13,797,341 13,290,480 BECTON DICKINSON + CO 1.96 2/11/2031 7,000,000 5,793,280 5,671,050 BELLRING BRANDS INC 7.00 3/15/2030 21,800,000 21,882,628 21,929,056 BERKLEY (WR) CORPORATION 4.00 5/12/2050 15,880,000 15,643,482 12,451,826 BERKSHIRE HATHAWAY ENERG 4.60 5/1/2053 25,000,000 24,480,178 21,427,000 BERKSHIRE HATHAWAY ENERG 2.85 5/15/2051 49,168,000 42,723,926 31,834,313 BERKSHIRE HATHAWAY ENERG 4.45 1/15/2049 3,000,000 3,272,862 2,530,740 BERKSHIRE HATHAWAY ENERG 6.13 4/1/2036 3,000,000 3,927,771 3,130,080 BERKSHIRE HATHAWAY FIN 3.85 3/15/2052 75,000,000 74,975,570 62,042,250 BERKSHIRE HATHAWAY FIN 2.85 10/15/2050 36,376,000 34,576,071 25,335,884 BERKSHIRE HATHAWAY FIN 4.25 1/15/2049 28,250,000 30,412,299 25,717,105 BERKSHIRE HATHAWAY FIN 4.20 8/15/2048 135,486,000 140,637,155 122,086,435 BERKSHIRE HATHAWAY FIN 4.40 5/15/2042 6,992,000 8,151,571 6,657,922 BERKSHIRE HATHAWAY FIN 2.88 3/15/2032 23,000,000 22,711,519 20,258,400 BERKSHIRE HATHAWAY INC 4.50 2/11/2043 7,792,000 8,722,718 7,512,891 BERRY GLOBAL INC 5.63 7/15/2027 12,775,000 12,567,365 12,527,548 BEST BUY CO INC 1.95 10/1/2030 8,804,000 8,591,815 7,098,225 BHP BILLITON FIN USA LTD 5.00 9/30/2043 4,000,000 3,960,240 3,963,480 BHP BILLITON FIN USA LTD 4.90 2/28/2033 16,245,000 16,665,951 16,173,197 BIG RIVER STEEL/BRS FIN 6.63 1/31/2029 17,493,000 17,351,424 17,345,359 BIO RAD LABS 3.70 3/15/2032 11,200,000 11,067,328 9,863,616 BLACK KNIGHT INFOSERV LL 3.63 9/1/2028 31,580,000 28,744,484 28,367,051 BLACKROCK INC 2.10 2/25/2032 7,000,000 5,999,374 5,648,440 BLACKSTONE HOLDINGS FINA 3.20 1/30/2052 30,000,000 29,917,541 19,053,000 BLACKSTONE HOLDINGS FINA 2.80 9/30/2050 9,438,000 9,402,358 5,401,839 BLACKSTONE HOLDINGS FINA 2.55 3/30/2032 25,000,000 24,946,921 19,507,250

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value BLACKSTONE PRIVATE CRE 2.63 12/15/2026 7,000,000 6,601,546 5,980,590 BLACKSTONE SECURED LEND 2.85 9/30/2028 8,000,000 7,161,827 6,560,800 BLACKSTONE SECURED LEND 2.75 9/16/2026 3,057,000 2,950,466 2,670,198 BLOCK INC 3.50 6/1/2031 28,872,000 24,241,884 23,945,859 BLOCK INC 2.75 6/1/2026 24,545,000 22,397,237 22,349,450 BLUE RACER MID LLC/FINAN 7.63 12/15/2025 16,821,000 17,019,146 17,003,003 BNP PARIBAS 1.00 12/31/2099 27,750,000 26,447,829 20,645,023 BOEING CO 5.93 5/1/2060 5,000,000 4,881,306 4,887,079
BOEING CO 5.81 5/1/2050 104,970,000 119,908,866 104,402,112 BOEING CO 3.75 2/1/2050 22,000,000 16,562,463 16,519,800 BOEING CO 5.71 5/1/2040 43,876,000 49,721,081 43,749,637 BOEING CO 5.88 2/15/2040 6,710,000 7,921,192 6,707,719
BOEING CO 3.55 3/1/2038 11,052,000 10,854,069 8,647,085 BOEING CO 3.25 2/1/2035 25,050,000 23,970,466 20,306,282 BOEING CO 3.63 2/1/2031 84,500,000 88,474,884 76,171,680 BOEING CO 5.15 5/1/2030 24,618,000 26,368,050 24,383,883 BOMBARDIER INC 7.45 5/1/2034 11,500,000 12,608,067 12,936,120 BOMBARDIER INC 7.50 2/1/2029 18,700,000 18,455,275 18,483,828 BOMBARDIER INC 6.00 2/15/2028 21,985,000 21,161,961 20,780,222 BOMBARDIER INC 7.88 4/15/2027 59,467,000 58,542,771 59,327,847 BOMBARDIER INC 7.13 6/15/2026 33,551,000 33,016,511 33,327,886 BOMBARDIER INC 7.50 3/15/2025 1,836,000 1,801,098 1,840,755 BOSTON GENERATING LLC 1.00 6/20/2022 444,326 444,326 0
BOSTON PROPERTIES LP 6.50 1/15/2034 7,000,000 6,997,969 7,045,290 BOSTON SCIENTIFIC CORP 4.70 3/1/2049 3,028,000 3,646,689 2,846,471 BOSTON SCIENTIFIC CORP 7.38 1/15/2040 12,650,000 14,605,654 15,163,049 BOSTON SCIENTIFIC CORP 4.55 3/1/2039 15,833,000 16,615,626 14,687,482 BOSTON SCIENTIFIC CORP 6.50 11/15/2035 1,000,000 1,321,010 1,109,630 BOXER PARENT CO INC 7.13 10/2/2025 15,978,000 16,025,091 15,966,017 BOYD GAMING CORP 4.75 6/15/2031 28,089,000 25,924,876 25,109,319 BOYD GAMING CORP 4.75 12/1/2027 29,891,000 28,800,081 28,336,369 BOYNE USA INC 4.75 5/15/2029 19,445,000 17,855,620 17,630,004 BP CAP MARKETS AMERICA 3.00 3/17/2052 5,000,000 3,457,747 3,457,747 BP CAP MARKETS AMERICA 2.94 6/4/2051 5,000,000 3,424,704 3,424,704 BP CAP MARKETS AMERICA 3.06 6/17/2041 4,000,000 3,129,560 3,037,520 BP CAP MARKETS AMERICA 4.81 2/13/2033 80,000,000 81,202,136 78,905,600 BP CAP MARKETS AMERICA 2.72 1/12/2032 20,000,000 20,000,000 17,000,000 BPCE SA 1.00 10/19/2032 3,000,000 2,304,325 2,321,610
BPCE SA 1.00 1/20/2032 30,250,000 28,687,022 23,354,210 BRINK S CO/THE 4.63 10/15/2027 15,395,000 14,369,195 14,325,355 BRISTOL MYERS SQUIBB CO 3.70 3/15/2052 125,000,000 121,677,363 101,421,250 BRISTOL MYERS SQUIBB CO 2.55 11/13/2050 22,000,000 20,553,719 14,326,180 BRISTOL MYERS SQUIBB CO 4.25 10/26/2049 35,350,000 39,288,892 31,380,549 BRISTOL MYERS SQUIBB CO 4.55 2/20/2048 10,000,000 11,046,051 9,322,800 BRISTOL MYERS SQUIBB CO 4.35 11/15/2047 2,774,000 3,287,286 2,515,047 BRISTOL MYERS SQUIBB CO 3.55 3/15/2042 20,000,000 19,936,143 16,563,600 BRISTOL MYERS SQUIBB CO 2.35 11/13/2040 30,950,000 30,947,757 21,739,899 BRISTOL MYERS SQUIBB CO 4.13 6/15/2039 20,940,000 22,569,775 19,101,049 BRIXMOR OPERATING PART 2.50 8/16/2031 500,000 392,968 389,345 BRIXMOR OPERATING PART 4.05 7/1/2030 14,240,000 14,374,673 12,854,590 BROADCOM INC 3.75 2/15/2051 1,000,000 740,803 738,290
BROADCOM INC 3.50 2/15/2041 3,000,000 2,271,154 2,245,710 BROADCOM INC 4.93 5/15/2037 17,000,000 15,250,720 15,349,470

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value BROADCOM INC 3.19 11/15/2036 7,000,000 5,311,806 5,289,830 BROADCOM INC 3.14 11/15/2035 7,000,000 5,365,722 5,365,722 BROADCOM INC 3.47 4/15/2034 62,250,000 58,089,117 51,021,345 BROADCOM INC 3.42 4/15/2033 12,000,000 10,063,486 10,046,160 BROADCOM INC 2.60 2/15/2033 75,000,000 73,892,039 58,464,750 BROADCOM INC 4.30 11/15/2032 23,200,000 23,734,110 21,257,232 BROADCOM INC 4.15 4/15/2032 5,000,000 4,571,186 4,527,550 BROADCOM INC 2.45 2/15/2031 63,000,000 61,933,467 51,174,270 BROADRIDGE FINANCIAL SOL 2.60 5/1/2031 35,000,000 34,988,158 28,688,800 BROADRIDGE FINANCIAL SOL 2.90 12/1/2029 6,200,000 6,195,944 5,309,494 BROADSTONE NET LEASE LLC 2.60 9/15/2031 15,000,000 14,977,343 10,781,850 BROOKFIELD FIN I UK PLC 2.34 1/30/2032 21,000,000 20,904,832 16,321,830 BROOKFIELD FINANCE INC 3.63 2/15/2052 7,000,000 6,993,861 4,743,060 BROOKFIELD FINANCE INC 3.50 3/30/2051 13,768,000 13,752,277 9,157,648 BROOKFIELD FINANCE INC 2.72 4/15/2031 10,000,000 10,000,000 8,179,500 BROOKFIELD FINANCE INC 4.35 4/15/2030 34,925,000 38,281,679 32,344,043 BROOKFIELD PPTY REIT INC 4.50 4/1/2027 19,400,000 16,786,161 16,437,620 BROOKFIELD PPTY REIT INC 5.75 5/15/2026 23,000,000 21,331,619 21,081,800 BROOKFIELD RESID PROPERT 4.88 2/15/2030 12,400,000 10,074,206 9,823,652 BROOKFIELD RESID PROPERT 5.00 6/15/2029 1,275,000 1,275,000 1,031,169 BROOKFIELD RESID PROPERT 6.25 9/15/2027 12,800,000 11,898,355 11,821,184 BROOKFLD FIN LLC/FIN INC 3.45 4/15/2050 12,000,000 12,358,425 7,960,800 BROWN + BROWN INC 4.95 3/17/2052 2,500,000 2,122,289 2,148,675 BROWN + BROWN INC 4.20 3/17/2032 12,500,000 12,228,445 11,229,750 BROWN + BROWN INC 2.38 3/15/2031 31,683,000 30,533,107 25,552,340 BROWN FORMAN CORP 4.50 7/15/2045 7,048,000 7,646,925 6,550,764 BUCKEYE PARTNERS LP 4.50 3/1/2028 14,160,000 12,851,649 12,783,506 BUCKEYE PARTNERS LP 3.95 12/1/2026 14,250,000 13,480,491 12,928,170 BUCKEYE PARTNERS LP 4.13 3/1/2025 17,239,000 16,622,628 16,504,101 BUILDERS FIRSTSOURCE INC 6.38 6/15/2032 16,749,000 16,715,737 16,636,279 BUILDERS FIRSTSOURCE INC 4.25 2/1/2032 33,862,000 30,183,364 29,473,146 BUILDERS FIRSTSOURCE INC 5.00 3/1/2030 16,490,000 15,461,595 15,412,379 BUNGE LTD FINANCE CORP 2.75 5/14/2031 21,300,000 21,040,400 17,885,823 BURLINGTN NORTH SANTA FE 5.20 4/15/2054 30,000,000 29,983,832 30,698,700 BURLINGTN NORTH SANTA FE 4.45 1/15/2053 32,165,000 31,191,501 29,481,474 BURLINGTN NORTH SANTA FE 3.30 9/15/2051 1,000,000 765,544 746,700 BURLINGTN NORTH SANTA FE 4.70 9/1/2045 31,506,000 32,654,701 29,324,525 BURLINGTN NORTH SANTA FE 4.15 4/1/2045 38,536,000 39,306,915 33,537,495 BURLINGTN NORTH SANTA FE 4.55 9/1/2044 9,438,000 10,335,816 8,677,769 BURLINGTN NORTH SANTA FE 4.90 4/1/2044 18,076,000 20,085,267 17,531,370 BURLINGTN NORTH SANTA FE 4.45 3/15/2043 700,000 647,506 635,712 C+S GROUP ENTERPRISES LL 5.00 12/15/2028 925,000 925,000 719,252 CABLE ONE INC 4.00 11/15/2030 16,350,000 13,264,977 12,808,263 CABLEVISION LIGHTPATH 5.63 9/15/2028 400,000 400,000 297,080 CADILLAC FAIRVIEW PRP TR 2.50 10/15/2031 18,000,000 17,674,591 14,193,900 CAESARS ENTERTAIN INC 7.00 2/15/2030 58,194,000 58,418,888 58,477,405 CAESARS ENTERTAIN INC 4.63 10/15/2029 40,011,000 35,626,617 34,930,003 CAESARS ENTERTAIN INC 8.13 7/1/2027 49,318,000 50,098,488 50,414,832 CAESARS ENTERTAIN INC 6.25 7/1/2025 97,991,000 97,634,802 97,555,920 CAESARS RESORT / FINCO 5.75 7/1/2025 33,967,000 34,265,508 34,370,868 CAIXABANK SA 1.00 1/18/2029 30,000,000 30,085,951 29,863,800 CALDERYS FINANCING LLC 11.25 6/1/2028 5,500,000 5,609,246 5,621,385 CALIFORNIA RESOURCES CRP 7.13 2/1/2026 16,535,000 16,652,057 16,663,973

C
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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value CALLON PETROLEUM 8.00 8/1/2028 21,090,000 20,848,789 20,862,861 CALLON PETROLEUM CO 7.50 6/15/2030 16,742,000 16,061,506 15,805,118 CALLON PETROLEUM CO 6.38 7/1/2026 2,641,000 2,406,831 2,569,138 CALPINE CORP 3.75 3/1/2031 22,800,000 18,913,135 18,497,868 CALPINE CORP 5.00 2/1/2031 24,385,000 20,634,558 20,171,028 CALPINE CORP 4.63 2/1/2029 16,825,000 14,667,861 14,277,359 CALPINE CORP 5.13 3/15/2028 36,100,000 33,019,475 32,347,044 CALPINE CORP 4.50 2/15/2028 40,546,000 37,838,630 36,706,699 CALUMET SPECIALTY PROD 11.00 4/15/2025 5,911,000 5,945,241 6,130,771 CAMELOT FINANCE SA 4.50 11/1/2026 22,466,000 21,405,996 21,189,482 CAMELOT RETURN MERGER SU 8.75 8/1/2028 18,370,000 17,608,972 17,424,680 CAMPBELL SOUP CO 4.80 3/15/2048 13,388,000 13,994,824 12,116,140 CANADIAN NATL RAILWAY 4.40 8/5/2052 23,000,000 22,694,014 21,107,790 CANADIAN NATL RAILWAY 4.45 1/20/2049 2,472,000 2,592,411 2,263,635 CANADIAN NATL RAILWAY 3.85 8/5/2032 21,000,000 20,880,045 19,553,310 CANADIAN NATL RESOURCES 4.95 6/1/2047 4,047,000 3,582,534 3,619,515 CANADIAN NATL RESOURCES 6.75 2/1/2039 16,600,000 17,771,660 17,320,938 CANADIAN NATL RESOURCES 6.25 3/15/2038 8,900,000 9,293,790 9,070,524 CANADIAN NATL RESOURCES 2.95 7/15/2030 16,400,000 16,509,581 14,098,588 CANADIAN PACIFIC RAILWAY 3.10 12/2/2051 56,500,000 53,418,088 40,105,395 CANADIAN PACIFIC RAILWAY 3.50 5/1/2050 5,939,000 4,587,836 4,579,622 CANADIAN PACIFIC RAILWAY 4.70 5/1/2048 16,900,000 16,102,945 15,345,876 CANADIAN PACIFIC RAILWAY 4.30 5/15/2043 12,100,000 10,714,103 10,616,661 CAPITAL ONE FINANCIAL CO 1.00 6/8/2034 10,000,000 10,000,000 9,942,800 CAPSTONE BORROWER INC 8.00 6/15/2030 500,000 493,865 493,865 CARGO AIRCRAFT MANAGEMEN 4.75 2/1/2028 14,950,000 13,465,236 13,105,918 CARLISLE COS INC 2.20 3/1/2032 15,000,000 14,940,123 11,840,850 CARLISLE COS INC 2.75 3/1/2030 9,138,000 9,114,020 7,791,607 CARNELIAN POINT HOLDINGS LP 1.00 6/30/2028 113,601 970,082 1,136,010 CARNIVAL CORP 10.50 6/1/2030 12,200,000 12,666,568 12,932,732 CARNIVAL CORP 6.00 5/1/2029 65,569,000 59,334,057 58,543,937 CARNIVAL CORP 4.00 8/1/2028 66,890,000 60,119,074 59,255,175 CARNIVAL CORP 6.65 1/15/2028 1,500,000 1,457,281 1,370,595 CARNIVAL CORP 9.88 8/1/2027 11,833,000 12,369,996 12,317,916 CARNIVAL CORP 5.75 3/1/2027 101,028,000 94,273,177 92,937,678 CARNIVAL CORP 7.63 3/1/2026 44,099,000 43,960,291 43,184,387 CARNIVAL HLDGS BM LTD 10.38 5/1/2028 41,708,000 44,688,494 45,626,467 CARRIER GLOBAL CORP 3.58 4/5/2050 13,000,000 10,384,872 9,604,270 CARRIER GLOBAL CORP 3.38 4/5/2040 38,926,000 39,848,331 29,859,356 CASTLE US HOLDING CORP 9.50 2/15/2028 1,925,000 1,925,000 1,088,607 CATALENT PHARMA SOLUTION 3.50 4/1/2030 19,350,000 16,383,946 15,673,694 CATALENT PHARMA SOLUTION 3.13 2/15/2029 14,400,000 11,960,785 11,705,328 CATALENT PHARMA SOLUTION 5.00 7/15/2027 16,374,000 15,604,623 15,072,922 CATERPILLAR INC 3.25 4/9/2050 1,500,000 1,181,298 1,181,298 CATERPILLAR INC 3.25 9/19/2049 1,000,000 807,784 786,540 CATERPILLAR INC 3.80 8/15/2042 1,000,000 877,571 876,490 CB144A APPCION ESC 9.00 6/1/2025 1,975,000 1,875,428 0
CBOE GLOBAL MARKETS INC 3.00 3/16/2032 23,500,000 23,347,353 20,132,685 CBRE SERVICES INC 5.95 8/15/2034 10,000,000 9,817,759 9,914,000 CCL INDUSTRIES INC 3.05 6/1/2030 4,890,000 4,902,573 4,139,874 CCO HLDGS LLC/CAP CORP 4.50 5/1/2032 78,845,000 67,473,917 62,712,525 CCO HLDGS LLC/CAP CORP 4.75 2/1/2032 3,000,000 2,431,378 2,441,520 CCO HLDGS LLC/CAP CORP 4.25 2/1/2031 79,225,000 65,766,752 64,001,916

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value CCO HLDGS LLC/CAP CORP 4.50 8/15/2030 72,901,000 63,151,001 60,727,262 CCO HLDGS LLC/CAP CORP 4.75 3/1/2030 94,353,000 82,086,323 80,734,088 CCO HLDGS LLC/CAP CORP 6.38 9/1/2029 100,000 91,783 94,179 CCO HLDGS LLC/CAP CORP 5.38 6/1/2029 4,000,000 3,604,662 3,616,680 CCO HLDGS LLC/CAP CORP 5.13 5/1/2027 99,719,000 94,221,663 92,735,678 CD+R SMOKEY BUYER INC 6.75 7/15/2025 26,543,000 25,479,039 24,752,675 CDI ESCROW ISSUER INC 5.75 4/1/2030 31,550,000 30,005,209 29,407,124 CDW LLC/CDW FINANCE 3.57 12/1/2031 23,000,000 23,022,966 19,427,180 CDW LLC/CDW FINANCE 3.25 2/15/2029 5,773,000 5,820,545 4,983,254 CEC ENTERTAINMENT LLC 6.75 5/1/2026 14,750,000 14,163,962 14,100,115 CEDAR FAIR LP 5.25 7/15/2029 1,000,000 1,026,379 908,670 CEDAR FAIR/CAN/MAGNUM/MI 6.50 10/1/2028 1,150,000 1,147,400 1,122,101 CEDAR FAIR/CAN/MAGNUM/MI 5.38 4/15/2027 13,350,000 12,773,762 12,693,447 CEDAR FAIR/CAN/MAGNUM/MI 5.50 5/1/2025 35,339,000 35,274,225 35,076,785 CENOVUS ENERGY INC 3.75 2/15/2052 3,000,000 2,085,377 2,085,874 CENOVUS ENERGY INC 5.40 6/15/2047 3,000,000 2,701,802 2,718,420 CENOVUS ENERGY INC 5.25 6/15/2037 7,860,000 8,342,639 7,247,392 CENTENE CORP 2.63 8/1/2031 6,500,000 5,207,328 5,178,550 CENTENE CORP 2.50 3/1/2031 48,000,000 46,438,552 38,274,720 CENTENE CORP 3.00 10/15/2030 6,500,000 5,450,644 5,420,220 CENTERPOINT ENER HOUSTON 5.30 4/1/2053 6,000,000 6,062,385 6,129,300 CENTERPOINT ENER HOUSTON 4.85 10/1/2052 42,300,000 41,980,000 40,239,990 CENTERPOINT ENER HOUSTON 3.60 3/1/2052 20,000,000 19,405,282 15,521,000 CENTERPOINT ENER HOUSTON 3.35 4/1/2051 3,000,000 2,604,978 2,247,900 CENTERPOINT ENER HOUSTON 4.25 2/1/2049 16,804,000 17,208,601 14,631,579 CENTERPOINT ENER HOUSTON 3.95 3/1/2048 11,584,000 11,795,812 9,592,479 CENTERPOINT ENER HOUSTON 4.50 4/1/2044 22,250,000 24,001,972 19,909,300 CENTERPOINT ENER HOUSTON 3.55 8/1/2042 2,000,000 2,077,859 1,584,900 CENTERPOINT ENER HOUSTON 4.95 4/1/2033 7,000,000 6,987,413 6,997,480 CENTERPOINT ENER HOUSTON 4.45 10/1/2032 30,000,000 29,901,889 28,920,600 CENTERPOINT ENERGY INC 2.65 6/1/2031 20,000,000 19,969,434 16,710,600 CENTERPOINT ENERGY RES 5.40 3/1/2033 34,000,000 34,424,751 34,611,320 CENTERPOINT ENERGY RESOU 6.63 11/1/2037 36,198,000 39,476,573 37,610,084 CENTRAL GARDEN + PET CO 4.13 10/15/2030 15,840,000 13,597,929 13,286,592 CENTURY COMMUNITIES 3.88 8/15/2029 13,200,000 11,654,047 11,449,416 CENTURY COMMUNITIES 6.75 6/1/2027 12,075,000 12,089,578 12,113,278 CF INDUSTRIES INC 5.15 3/15/2034 2,000,000 1,919,826 1,916,540 CGI INC 2.30 9/14/2031 4,000,000 3,986,312 3,119,480
CHARLES SCHWAB CORP 1.00 5/19/2034 60,000,000 60,065,093 60,896,400 CHART INDUSTRIES INC 9.50 1/1/2031 14,067,000 14,748,836 15,009,348 CHART INDUSTRIES INC 7.50 1/1/2030 39,744,000 40,347,629 40,557,957 CHARTER COMM OPT LLC/CAP 5.50 4/1/2063 50,000,000 41,597,013 40,126,000 CHARTER COMM OPT LLC/CAP 6.83 10/23/2055 2,841,000 2,756,937 2,679,432 CHARTER COMM OPT LLC/CAP 5.25 4/1/2053 31,000,000 25,116,899 25,020,720 CHARTER COMM OPT LLC/CAP 3.90 6/1/2052 5,000,000 3,308,483 3,257,650 CHARTER COMM OPT LLC/CAP 3.70 4/1/2051 9,300,000 6,049,844 5,901,873 CHARTER COMM OPT LLC/CAP 4.80 3/1/2050 53,200,000 50,523,801 40,033,532 CHARTER COMM OPT LLC/CAP 5.75 4/1/2048 15,172,000 17,448,567 12,978,432 CHARTER COMM OPT LLC/CAP 6.48 10/23/2045 98,030,000 105,134,435 92,302,107 CHARTER COMM OPT LLC/CAP 3.50 3/1/2042 10,600,000 7,238,018 7,060,766 CHARTER COMM OPT LLC/CAP 3.50 6/1/2041 27,000,000 26,527,245 18,239,580 CHARTER COMM OPT LLC/CAP 5.38 4/1/2038 10,153,000 12,321,640 8,636,954 CHARTER COMM OPT LLC/CAP 6.38 10/23/2035 103,302,000 116,457,297 100,827,917

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value CHARTER COMM OPT LLC/CAP 4.40 4/1/2033 10,000,000 8,892,212 8,779,800 CHARTER COMM OPT LLC/CAP 2.80 4/1/2031 14,512,000 14,254,761 11,696,382 CHEMOURS CO 4.63 11/15/2029 15,150,000 12,981,615 12,800,690 CHEMOURS CO 5.75 11/15/2028 23,465,000 21,660,356 21,561,754 CHEMOURS CO 5.38 5/15/2027 2,050,000 1,907,712 1,934,749 CHENIERE ENERGY PARTNERS 3.25 1/31/2032 14,000,000 11,415,621 11,550,700 CHENIERE ENERGY PARTNERS 4.00 3/1/2031 14,000,000 12,304,838 12,330,360 CHESAPEAKE ENERGY CORP 6.75 4/15/2029 26,161,000 25,997,078 25,971,856 CHESAPEAKE ENERGY CORP 5.88 2/1/2029 13,300,000 12,874,076 12,629,148 CHESAPEAKE ENERGY CORP 5.50 2/1/2026 14,925,000 14,676,482 14,544,860 CHEVRON CORP 3.08 5/11/2050 24,803,000 21,118,967 18,491,133 CHEVRON CORP 2.98 5/11/2040 2,000,000 2,110,123 1,527,680 CHOICE HOTELS INTL INC 3.70 1/15/2031 29,814,000 30,753,301 25,195,811 CHORD ENERGY CORP 6.38 6/1/2026 535,000 535,000 530,522 CHS/COMMUNITY HEALTH SYS 4.75 2/15/2031 32,300,000 25,982,516 24,406,849 CHS/COMMUNITY HEALTH SYS 5.25 5/15/2030 50,787,000 42,353,972 40,168,454 CHS/COMMUNITY HEALTH SYS 6.00 1/15/2029 26,613,000 23,902,921 22,631,163 CHS/COMMUNITY HEALTH SYS 8.00 12/15/2027 4,000,000 3,839,517 3,869,720 CHS/COMMUNITY HEALTH SYS 5.63 3/15/2027 45,084,000 40,727,059 39,875,896 CHS/COMMUNITY HEALTH SYS 8.00 3/15/2026 57,280,000 55,598,047 55,800,458 CHUBB INA HOLDINGS INC 3.05 12/15/2061 2,200,000 1,487,230 1,481,590 CHUBB INA HOLDINGS INC 2.85 12/15/2051 800,000 565,278 558,904 CHUBB INA HOLDINGS INC 4.35 11/3/2045 5,200,000 5,275,844 4,708,184 CHURCH + DWIGHT CO INC 5.00 6/15/2052 10,000,000 9,995,276 9,893,400 CHURCHILL DOWNS INC 6.75 5/1/2031 14,014,000 13,896,541 13,876,803 CHURCHILL DOWNS INC 4.75 1/15/2028 21,750,000 20,311,423 20,210,318 CHURCHILL DOWNS INC 5.50 4/1/2027 16,275,000 15,946,226 15,728,323 CI FINANCIAL CORP 4.10 6/15/2051 15,000,000 12,954,550 9,110,250 CI FINANCIAL CORP 3.20 12/17/2030 14,500,000 12,952,697 10,878,625 CIGNA GROUP/THE 3.40 3/15/2051 9,000,000 7,402,861 6,565,770 CIGNA GROUP/THE 3.40 3/15/2050 4,000,000 3,633,616 2,922,720 CIGNA GROUP/THE 4.90 12/15/2048 29,556,000 34,735,590 27,489,740 CIGNA GROUP/THE 4.80 7/15/2046 18,000,000 20,015,516 16,517,340 CIGNA GROUP/THE 3.20 3/15/2040 18,000,000 18,411,167 13,838,760 CIGNA GROUP/THE 4.80 8/15/2038 75,525,000 80,767,256 71,288,803 CIGNA GROUP/THE 5.40 3/15/2033 4,000,000 4,158,544 4,066,320 CIGNA GROUP/THE 2.38 3/15/2031 1,000,000 928,982 839,300 CINEMARK USA INC 5.25 7/15/2028 25,424,000 23,181,787 22,592,529 CINEMARK USA INC 5.88 3/15/2026 2,190,000 2,148,498 2,078,157 CINTAS CORPORATION NO. 2 4.00 5/1/2032 20,000,000 19,989,924 18,992,200 CISCO SYSTEMS INC 5.50 1/15/2040 9,000,000 9,662,594 9,557,550 CISCO SYSTEMS INC 5.90 2/15/2039 5,000,000 5,507,972 5,533,250 CITIGROUP INC 1.00 12/31/2099 10,000,000 8,499,190 8,380,800 CITIGROUP INC 4.65 7/23/2048 6,500,000 5,922,004 5,890,495 CITIGROUP INC 4.75 5/18/2046 8,000,000 6,945,276 6,854,400 CITIGROUP INC 8.13 7/15/2039 16,900,000 19,571,676 21,624,226 CITIGROUP INC 1.00 5/25/2034 61,000,000 61,291,617 61,424,560 CITIGROUP INC 1.00 11/17/2033 37,000,000 37,844,570 39,262,180 CITIGROUP INC 1.00 5/1/2032 100,000,000 100,080,969 81,649,000 CITIGROUP INC 1.00 6/3/2031 3,000,000 3,051,704 2,501,730 CITIGROUP INC 1.00 11/5/2030 5,000,000 4,615,139 4,341,850 CITIZENS FINANCIAL GROUP 2.64 9/30/2032 9,000,000 6,243,781 6,354,000 CIVITAS RESOURCES INC 8.75 7/1/2031 2,287,000 2,291,687 2,324,347

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value CIVITAS RESOURCES INC 8.38 7/1/2028 8,592,000 8,599,643 8,702,923 CLARIOS GLOBAL LP/US FIN 6.75 5/15/2028 7,750,000 7,750,674 7,735,973 CLARIOS GLOBAL LP/US FIN 8.50 5/15/2027 43,170,000 43,238,607 43,283,105 CLARIOS GLOBAL LP/US FIN 6.25 5/15/2026 30,804,000 30,597,497 30,581,287 CLARIV SCI HLD CORP 4.88 7/1/2029 24,422,000 22,218,262 21,665,977 CLARIV SCI HLD CORP 3.88 7/1/2028 33,464,000 30,225,370 29,590,542 CLEAN HARBORS INC 6.38 2/1/2031 11,524,000 11,577,727 11,602,133 CLEAN HARBORS INC 4.88 7/15/2027 15,655,000 15,546,867 15,007,822 CLEAR CHANNEL OUTDOOR HO 7.75 4/15/2028 2,177,000 2,209,490 1,707,769 CLEAR CHANNEL OUTDOOR HO 5.13 8/15/2027 43,140,000 40,004,382 39,235,399 CLEARWAY ENERGY OP LLC 3.75 2/15/2031 34,881,000 30,866,718 28,964,136 CLEARWAY ENERGY OP LLC 4.75 3/15/2028 25,912,000 24,447,064 23,896,824 CLEVELAND CLIFFS INC 6.75 4/15/2030 12,575,000 12,128,212 12,121,671 CLEVELAND CLIFFS INC 4.63 3/1/2029 425,000 425,000 384,136 CLEVELAND CLIFFS INC 5.88 6/1/2027 17,450,000 17,139,824 17,036,610 CLEVELAND CLIFFS INC 6.75 3/15/2026 21,325,000 21,427,980 21,556,376 CLOROX COMPANY 4.60 5/1/2032 25,000,000 24,884,845 24,416,000 CLOROX COMPANY 1.80 5/15/2030 12,506,000 10,795,188 10,242,289 CLOUD SOFTWARE GRP INC 9.00 9/30/2029 116,379,000 99,402,593 101,717,574 CLOUD SOFTWARE GRP INC 6.50 3/31/2029 117,466,000 103,664,082 104,415,527 CLYDESDALE ACQUISITION 6.63 4/15/2029 13,000,000 12,476,484 12,436,580 CME GROUP INC 5.30 9/15/2043 6,500,000 6,796,460 6,754,995 CME GROUP INC 2.65 3/15/2032 47,000,000 46,758,238 39,954,700 CMS ENERGY CORP 1.00 6/1/2050 4,900,000 4,942,401 4,221,007 CNO FINANCIAL GROUP INC 5.25 5/30/2029 6,500,000 6,607,542 6,148,935 CNO GLOBAL FUNDING 2.65 1/6/2029 19,500,000 19,477,554 16,490,175 CNTRL PARENT/CDK GLB INC 7.25 6/15/2029 19,250,000 18,968,722 19,030,935 CNX RESOURCES CORP 7.38 1/15/2031 14,597,000 14,322,395 14,252,219 CNX RESOURCES CORP 6.00 1/15/2029 15,936,000 15,215,404 14,794,504 CNX RESOURCES CORP 7.25 3/14/2027 1,203,000 1,153,641 1,193,244 COCA COLA CO/THE 2.50 3/15/2051 6,000,000 4,100,108 4,100,108 COCA COLA CO/THE 3.00 3/5/2051 6,000,000 4,572,381 4,570,020 COCA COLA CO/THE 2.88 5/5/2041 3,000,000 3,123,969 2,374,350 COCA COLA CO/THE 2.50 6/1/2040 21,271,000 17,225,065 16,008,342 COCA COLA CO/THE 2.25 1/5/2032 11,000,000 9,767,515 9,366,720 COCA COLA FEMSA SAB CV 1.85 9/1/2032 3,600,000 3,589,104 2,817,576 CODELCO INC 3.70 1/30/2050 11,750,000 9,010,103 8,861,850 CODELCO INC 4.38 2/5/2049 875,000 745,488 731,868
CODELCO INC 4.50 8/1/2047 16,450,000 14,172,912 14,019,348 CODELCO INC 4.88 11/4/2044 6,600,000 6,042,344 5,928,912 CODELCO INC 5.63 10/18/2043 33,000,000 32,889,827 32,731,050 CODELCO INC 4.25 7/17/2042 26,685,000 22,812,935 22,886,123 CODELCO INC 6.15 10/24/2036 11,100,000 11,641,769 12,044,721 CODELCO INC 5.63 9/21/2035 11,100,000 11,240,224 11,660,439 CODELCO INC 5.13 2/2/2033 60,000,000 59,789,350 59,137,800 CODELCO INC 3.75 1/15/2031 13,600,000 12,414,553 12,319,424 CODELCO INC 3.15 1/14/2030 21,200,000 19,088,727 18,755,216 CODELCO INC 3.00 9/30/2029 12,200,000 10,809,295 10,732,096 CODELCO INC 3.63 8/1/2027 17,000,000 16,114,601 16,023,690 COGENT COMMUNICATIONS GR 7.00 6/15/2027 1,925,000 1,925,000 1,862,649 COGENT COMMUNICATIONS GR 3.50 5/1/2026 11,750,000 11,190,351 10,912,343 COHERENT CORP 5.00 12/15/2029 29,330,000 26,922,871 26,495,256 COINBASE GLOBAL INC 3.63 10/1/2031 25,720,000 16,109,188 15,174,543

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value COINBASE GLOBAL INC 3.38 10/1/2028 26,870,000 18,592,085 18,020,903 COLGATE PALMOLIVE CO 3.25 8/15/2032 8,000,000 7,935,945 7,339,360 COLONIAL ENTERPRISES INC 3.25 5/15/2030 3,300,000 3,298,844 2,942,445 COLUMBIA PIPELINE GROUP 5.80 6/1/2045 41,350,000 43,630,701 40,834,779 COMCAST CORP 5.50 5/15/2064 15,000,000 14,929,749 15,200,250 COMCAST CORP 2.99 11/1/2063 34,977,000 33,118,243 22,161,077 COMCAST CORP 2.94 11/1/2056 81,606,000 76,456,922 53,158,964 COMCAST CORP 5.35 5/15/2053 15,000,000 14,935,663 15,251,400 COMCAST CORP 4.05 11/1/2052 3,000,000 3,120,774 2,495,400 COMCAST CORP 2.89 11/1/2051 53,688,000 46,429,680 36,009,615 COMCAST CORP 2.80 1/15/2051 7,000,000 4,750,333 4,629,100 COMCAST CORP 3.45 2/1/2050 5,000,000 4,727,892 3,816,500 COMCAST CORP 3.97 11/1/2047 6,501,000 7,349,522 5,399,991 COMCAST CORP 3.75 4/1/2040 7,500,000 7,372,546 6,318,375 COMCAST CORP 3.25 11/1/2039 108,352,000 109,037,267 85,964,310 COMCAST CORP 4.40 8/15/2035 22,000,000 23,622,721 20,715,860 COMCAST CORP 4.20 8/15/2034 8,653,000 9,013,644 8,066,500 COMCAST CORP 4.25 1/15/2033 6,257,000 6,660,921 5,949,343 COMCAST CORP 5.50 11/15/2032 15,000,000 15,967,755 15,587,550 COMERICA BANK 1.00 8/25/2033 16,000,000 12,460,690 12,952,960 COMISION FEDERAL DE ELEC 6.26 2/15/2052 68,228,000 57,489,638 57,461,622 COMISION FEDERAL DE ELEC 4.68 2/9/2051 17,000,000 11,744,300 11,437,600 COMISION FEDERAL DE ELEC 5.75 2/14/2042 6,200,000 5,035,757 5,256,422 COMISION FEDERAL DE ELEC 3.88 7/26/2033 20,900,000 15,964,541 16,144,832 COMISION FEDERAL DE ELEC 3.35 2/9/2031 24,300,000 19,283,022 19,080,117 COMISION FEDERAL DE ELEC 4.69 5/15/2029 38,580,000 34,649,810 34,576,939 COMISION FEDERAL DE ELEC 4.75 2/23/2027 4,500,000 4,241,248 4,309,470 COMMONWEALTH BANK AUST 1.00 9/12/2034 23,800,000 24,024,296 19,981,052 COMMONWEALTH BANK AUST 2.69 3/11/2031 47,000,000 46,914,050 36,727,210 COMMONWEALTH EDISON CO 5.30 2/1/2053 10,000,000 10,326,737 10,203,800 COMMONWEALTH EDISON CO 3.85 3/15/2052 5,000,000 4,094,148 3,999,800 COMMONWEALTH EDISON CO 2.75 9/1/2051 10,000,000 9,404,416 6,487,800 COMMONWEALTH EDISON CO 3.75 8/15/2047 43,540,000 42,194,486 34,388,763 COMMONWEALTH EDISON CO 3.65 6/15/2046 16,676,000 15,420,174 13,037,964 COMMONWEALTH EDISON CO 3.70 3/1/2045 15,804,000 15,187,574 12,514,239 COMMONWEALTH EDISON CO 4.70 1/15/2044 7,766,000 8,356,604 7,124,451 COMMONWEALTH EDISON CO 6.45 1/15/2038 45,300,000 49,461,027 50,136,228 COMMONWEALTH EDISON CO 5.90 3/15/2036 3,425,000 3,672,235 3,584,023 COMMSCOPE INC 4.75 9/1/2029 35,489,000 28,877,266 28,028,148 COMMSCOPE INC 6.00 3/1/2026 43,435,000 41,347,831 40,645,604 COMMSCOPE TECH LLC 5.00 3/15/2027 1,000,000 819,718 697,880 COMPASS GROUP DIVERSIFIE 5.00 1/15/2032 725,000 725,946 582,973 COMPASS GROUP DIVERSIFIE 5.25 4/15/2029 23,425,000 21,063,243 20,568,087 COMPASS MINERALS INTERNA 6.75 12/1/2027 12,050,000 11,763,506 11,622,225 COMSTOCK RESOURCES INC 5.88 1/15/2030 26,895,000 23,967,975 23,361,266 COMSTOCK RESOURCES INC 6.75 3/1/2029 35,213,000 32,813,031 32,241,727 CON EDISON CO OF NY INC 6.15 11/15/2052 29,000,000 29,832,726 31,967,570 CON EDISON CO OF NY INC 3.20 12/1/2051 14,645,000 12,896,787 10,192,334 CON EDISON CO OF NY INC 3.95 4/1/2050 52,657,000 55,547,673 42,938,624 CON EDISON CO OF NY INC 4.13 5/15/2049 27,200,000 28,495,647 22,266,464 CON EDISON CO OF NY INC 4.65 12/1/2048 26,300,000 27,057,085 23,355,715 CON EDISON CO OF NY INC 3.88 6/15/2047 2,000,000 2,098,890 1,570,660 CON EDISON CO OF NY INC 3.85 6/15/2046 1,500,000 1,568,372 1,164,840

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value CON EDISON CO OF NY INC 4.45 3/15/2044 2,000,000 2,267,001 1,748,060 CON EDISON CO OF NY INC 3.95 3/1/2043 1,500,000 1,598,969 1,222,530 CON EDISON CO OF NY INC 5.20 3/1/2033 20,000,000 20,609,519 20,232,200 CONDUENT BUS SERVICES 6.00 11/1/2029 13,331,000 11,122,826 10,964,614 CONNECTICUT LIGHT + PWR 5.25 1/15/2053 5,000,000 5,160,135 5,088,900 CONNECTICUT LIGHT + PWR 4.00 4/1/2048 56,282,000 57,879,081 47,492,440 CONNECTICUT LIGHT + PWR 4.15 6/1/2045 25,814,000 26,073,380 21,903,695 CONNECTICUT LIGHT + PWR 4.30 4/15/2044 14,830,000 15,046,371 12,891,126 CONOCOPHILLIPS 4.85 8/15/2048 1,000,000 1,245,431 901,520 CONOCOPHILLIPS 4.88 10/1/2047 5,490,000 6,976,317 5,207,430 CONOCOPHILLIPS 6.50 2/1/2039 3,000,000 3,458,490 3,458,490 CONOCOPHILLIPS COMPANY 4.03 3/15/2062 4,000,000 3,271,535 3,261,880 CONOCOPHILLIPS COMPANY 5.30 5/15/2053 43,000,000 42,804,483 43,756,800 CONOCOPHILLIPS COMPANY 3.80 3/15/2052 104,100,000 102,599,159 84,527,118 CONOCOPHILLIPS COMPANY 4.30 11/15/2044 1,425,000 1,282,610 1,257,149 CONOCOPHILLIPS COMPANY 3.76 3/15/2042 30,660,000 30,425,786 25,800,697 CONSENSUS CLOUD SOLUTION 6.50 10/15/2028 12,850,000 11,255,443 11,008,981 CONSOLIDATED COMMUNICATI 6.50 10/1/2028 17,900,000 14,548,748 14,108,422 CONSTELLATION BRANDS INC 5.25 11/15/2048 13,259,000 14,439,196 12,731,027 CONSTELLATION BRANDS INC 4.50 5/9/2047 13,964,000 14,723,459 12,058,473 CONSTELLATION BRANDS INC 4.90 5/1/2033 10,000,000 9,931,759 9,818,900 CONSTELLATION BRANDS INC 2.25 8/1/2031 13,000,000 12,444,436 10,635,300 CONSTELLIUM SE 3.75 4/15/2029 20,628,000 18,533,721 17,722,959 CONSTELLIUM SE 5.88 2/15/2026 2,566,000 2,568,529 2,525,149 CONSUMERS ENERGY CO 4.20 9/1/2052 9,500,000 9,139,535 8,148,435 CONSUMERS ENERGY CO 2.65 8/15/2052 1,721,000 1,312,136 1,103,213 CONSUMERS ENERGY CO 3.50 8/1/2051 500,000 543,735 382,360 CONSUMERS ENERGY CO 4.63 5/15/2033 25,000,000 24,938,080 24,382,250 CONTINENTAL RESOURCES 4.90 6/1/2044 6,386,000 5,768,049 4,962,433 CONTINENTAL RESOURCES 5.75 1/15/2031 58,500,000 65,281,532 55,746,990 COOPERATIEVE RABOBANK UA 5.25 8/4/2045 3,000,000 2,794,309 2,795,082 COREBRIDGE FINANCIAL INC 4.40 4/5/2052 12,250,000 11,761,214 9,428,825 COREBRIDGE FINANCIAL INC 4.35 4/5/2042 5,000,000 4,998,734 4,030,000 COREBRIDGE FINANCIAL INC 3.90 4/5/2032 14,500,000 13,896,635 12,627,615 CORELOGIC INC 4.50 5/1/2028 19,350,000 15,975,324 15,604,614 CORNERSTONE BUILDING 6.13 1/15/2029 575,000 575,000 456,843 CORNERSTONE CHEMICAL CO 10.25 9/1/2027 550,000 545,983 488,565 CORPORATE OFFICE PROP LP 2.90 12/1/2033 17,270,000 15,351,821 12,027,346 CORPORATE OFFICE PROP LP 2.75 4/15/2031 11,875,000 10,003,440 9,030,819 COSTAR GROUP INC 2.80 7/15/2030 23,800,000 23,841,382 19,747,336 COTY INC 5.00 4/15/2026 22,450,000 21,690,421 21,631,473 COTY INC 6.50 4/15/2026 2,500,000 2,458,149 2,478,600
COTY/HFC PRESTIGE/INT US 4.75 1/15/2029 13,150,000 12,169,924 12,118,909 COVANTA HOLDING CORP 4.88 12/1/2029 19,400,000 17,067,430 16,871,404 COX COMMUNICATIONS INC 2.60 6/15/2031 25,000,000 24,972,305 20,421,500 CQP HOLDCO LP/BIP V CHIN 5.50 6/15/2031 45,624,000 41,965,867 41,019,170 CRESCENT ENERGY FINANCE 7.25 5/1/2026 19,150,000 18,087,689 17,968,637 CRESTWOOD MID PARTNER LP 7.38 2/1/2031 15,950,000 15,807,014 15,765,299 CRESTWOOD MID PARTNER LP 8.00 4/1/2029 375,000 383,687 380,303 CRESTWOOD MID PARTNER LP 6.00 2/1/2029 18,875,000 17,834,145 17,620,190 CRESTWOOD MID PARTNER LP 5.63 5/1/2027 17,615,000 16,818,877 16,688,803 CRESTWOOD MID PARTNER LP 5.75 4/1/2025 11,625,000 11,529,719 11,455,740 CROCS INC 4.25 3/15/2029 275,000 234,055 234,564

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value CROWDSTRIKE HOLDINGS INC 3.00 2/15/2029 17,144,000 15,041,148 14,772,470 CROWN AMER/CAP CORP VI 4.75 2/1/2026 22,560,000 21,959,175 21,861,994 CROWN AMERICAS LLC 5.25 4/1/2030 14,245,000 13,604,132 13,570,784 CROWN CASTLE INC 3.25 1/15/2051 11,000,000 9,688,222 7,523,230 CROWN CASTLE INC 2.90 4/1/2041 12,750,000 10,709,714 8,931,503 CROWN CASTLE INC 5.10 5/1/2033 20,000,000 19,983,110 19,676,000 CROWN CASTLE INC 2.50 7/15/2031 15,000,000 14,969,143 12,333,000 CROWN CASTLE INC 2.10 4/1/2031 3,000,000 2,942,826 2,400,420 CROWN CASTLE INC 3.30 7/1/2030 12,030,000 12,286,935 10,652,084 CROWNROCK LP/CROWNROCK F 5.00 5/1/2029 3,694,000 3,691,966 3,473,394 CROWNROCK LP/CROWNROCK F 5.63 10/15/2025 38,583,000 38,177,475 38,084,893 CSC HOLDINGS LLC 4.50 11/15/2031 43,300,000 32,546,826 30,181,832 CSC HOLDINGS LLC 3.38 2/15/2031 21,000,000 14,198,280 14,293,650 CSC HOLDINGS LLC 4.13 12/1/2030 23,300,000 16,372,442 16,364,522 CSC HOLDINGS LLC 6.50 2/1/2029 54,639,000 47,515,789 44,292,559 CSC HOLDINGS LLC 11.25 5/15/2028 19,000,000 18,513,762 18,446,530 CSC HOLDINGS LLC 5.38 2/1/2028 5,751,000 5,937,035 4,637,089 CSC HOLDINGS LLC 5.50 4/15/2027 34,405,000 29,642,811 28,645,603 CSC HOLDINGS LLC 5.25 6/1/2024 2,434,000 2,426,126 2,264,107 CSX CORP 4.65 3/1/2068 10,000,000 9,571,870 8,966,000
CSX CORP 4.50 11/15/2052 6,000,000 5,420,514 5,420,514
CSX CORP 3.35 9/15/2049 25,714,000 25,188,686 19,001,103 CSX CORP 4.50 3/15/2049 16,476,000 17,081,438 14,734,322 CSX CORP 4.75 11/15/2048 26,114,000 27,149,591 24,204,283 CSX CORP 4.30 3/1/2048 8,666,000 8,946,851 7,541,240
CSX CORP 3.80 11/1/2046 5,320,000 5,448,680 4,304,252
CSX CORP 4.10 3/15/2044 11,684,000 11,324,146 10,038,075 CSX CORP 4.75 5/30/2042 1,750,000 2,089,044 1,611,873
CSX CORP 6.22 4/30/2040 36,733,000 42,192,383 39,760,534 CSX CORP 6.15 5/1/2037 7,400,000 8,876,996 7,953,890
CSX CORP 4.10 11/15/2032 12,000,000 11,993,228 11,354,760 CUBESMART LP 2.50 2/15/2032 3,750,000 3,013,339 2,978,288 CUBESMART LP 2.00 2/15/2031 10,100,000 9,953,532 7,884,060 CUBESMART LP 3.00 2/15/2030 17,150,000 17,167,286 14,694,120 CUSHMAN + WAKEFIELD US 6.75 5/15/2028 15,650,000 14,348,963 14,162,311 CVR ENERGY INC 5.25 2/15/2025 15,350,000 14,839,827 14,802,773 CVR PARTNERS/CVR NITROGE 6.13 6/15/2028 13,126,000 11,652,448 11,434,715 CVS HEALTH CORP 6.00 6/1/2063 16,500,000 16,587,902 16,960,680 CVS HEALTH CORP 5.88 6/1/2053 23,500,000 23,576,361 24,141,785 CVS HEALTH CORP 5.63 2/21/2053 39,000,000 39,510,505 38,747,280 CVS HEALTH CORP 5.05 3/25/2048 43,450,000 45,031,480 40,070,459 CVS HEALTH CORP 5.13 7/20/2045 21,272,000 23,697,821 19,657,242 CVS HEALTH CORP 2.70 8/21/2040 25,664,000 25,637,697 17,894,481 CVS HEALTH CORP 4.13 4/1/2040 24,050,000 24,596,818 20,245,050 CVS HEALTH CORP 4.78 3/25/2038 132,703,000 146,763,918 122,329,606 CVS HEALTH CORP 5.25 2/21/2033 35,000,000 35,632,727 34,866,300 CWT TRAVEL GROUP INC 8.50 11/19/2026 14,100,000 8,689,582 7,736,388 DAE FUNDING LLC 3.38 3/20/2028 28,400,000 25,578,349 25,432,484 DAE FUNDING LLC 1.55 8/1/2024 45,100,000 42,854,389 42,617,245 DAE SUKUK DIFC LTD 3.75 2/15/2026 21,900,000 20,998,901 20,726,817 DAIMLER TRUCK FINAN NA 2.50 12/14/2031 9,000,000 8,886,790 7,313,670 DANAHER CORP 2.80 12/10/2051 10,000,000 7,689,999 6,904,600 DANAHER CORP 2.60 10/1/2050 3,500,000 2,865,446 2,356,480

D
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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value DANAHER CORP 4.38 9/15/2045 1,000,000 1,147,803 913,210 DARLING INGREDIENTS INC 6.00 6/15/2030 28,185,000 27,680,394 27,542,946 DARLING INGREDIENTS INC 5.25 4/15/2027 16,530,000 16,188,243 16,032,282 DAVITA INC 3.75 2/15/2031 46,014,000 37,701,104 36,900,467 DAVITA INC 4.63 6/1/2030 71,550,000 63,030,645 61,439,270 DEERE + COMPANY 3.75 4/15/2050 10,000,000 9,468,234 8,864,800 DELL INT LLC / EMC CORP 8.35 7/15/2046 3,000,000 3,673,090 3,673,090 DELL INT LLC / EMC CORP 3.38 12/15/2041 25,000,000 24,923,418 17,632,000 DELL INT LLC / EMC CORP 8.10 7/15/2036 21,208,000 29,950,358 24,636,061 DELL INT LLC / EMC CORP 6.20 7/15/2030 26,500,000 31,485,218 27,554,700 DELMARVA PWR + LIGHT CO 4.15 5/15/2045 36,898,000 36,614,048 30,488,079 DEUTSCHE BANK NY 1.00 2/10/2034 52,500,000 50,913,115 48,325,725 DEUTSCHE BANK NY 1.00 9/18/2031 39,923,000 39,804,959 33,168,428 DEUTSCHE BANK NY 1.00 1/18/2029 15,000,000 15,073,922 15,053,550 DEUTSCHE TELEKOM INT FIN 9.25 6/1/2032 48,013,000 57,986,618 61,060,533 DEVELOPMENT BANK OF KAZA 5.75 5/12/2025 53,500,000 53,769,060 53,778,735 DH EUROPE FINANCE II 3.25 11/15/2039 25,450,000 25,838,917 20,734,624 DIAMOND BC BV 4.63 10/1/2029 14,250,000 14,216,129 14,545,545 DIAMONDBACK ENERGY INC 6.25 3/15/2053 21,500,000 21,798,779 21,826,370 DIAMONDBACK ENERGY INC 4.25 3/15/2052 5,500,000 4,241,907 4,231,865 DIAMONDBACK ENERGY INC 4.40 3/24/2051 2,500,000 2,017,310 1,982,525 DIAMONDBACK ENERGY INC 6.25 3/15/2033 40,000,000 41,543,092 41,425,200 DIAMONDBACK ENERGY INC 3.13 3/24/2031 2,000,000 1,740,516 1,712,400 DICK S SPORTING GOODS 4.10 1/15/2052 6,000,000 5,446,626 4,168,620 DICK S SPORTING GOODS 3.15 1/15/2032 4,000,000 3,993,031 3,278,520 DISCOVERY COMMUNICATIONS 5.00 9/20/2037 20,533,000 21,909,592 17,551,198 DISH DBS CORP 5.13 6/1/2029 5,071,000 4,667,376 2,365,824 DISH DBS CORP 5.75 12/1/2028 68,899,000 54,736,650 51,557,811 DISH DBS CORP 5.25 12/1/2026 74,233,000 61,692,940 59,862,976 DISH DBS CORP 7.75 7/1/2026 56,376,000 39,016,410 34,574,273 DISH DBS CORP 5.88 11/15/2024 56,645,000 50,721,032 49,809,648 DISH NETWORK CORP 11.75 11/15/2027 108,088,000 105,987,996 105,700,336 DIVERSIFIED HEALTHCARE T 4.38 3/1/2031 13,175,000 10,275,658 9,667,156 DIVERSIFIED HEALTHCARE T 9.75 6/15/2025 12,836,000 12,475,304 12,330,775 DOLLAR GENERAL CORP 4.13 4/3/2050 13,645,000 15,602,842 10,690,585 DOMINION ENERGY INC 4.85 8/15/2052 2,500,000 2,230,050 2,230,050 DOMINION ENERGY INC 4.70 12/1/2044 12,598,000 14,155,089 10,945,394 DOMINION ENERGY INC 3.30 4/15/2041 33,000,000 33,165,141 24,493,260 DOMINION ENERGY INC 5.38 11/15/2032 2,000,000 2,009,637 2,009,637 DOMINION ENERGY INC 4.35 8/15/2032 20,000,000 19,875,960 18,727,400 DOMINION ENERGY INC 2.25 8/15/2031 8,000,000 7,741,194 6,456,160 DOMINION ENERGY INC 3.38 4/1/2030 54,900,000 55,728,837 49,141,539 DOMTAR CORP 6.75 10/1/2028 15,556,000 13,686,233 13,277,202 DOW CHEMICAL CO/THE 6.90 5/15/2053 750,000 867,033 849,833 DOW CHEMICAL CO/THE 3.60 11/15/2050 37,452,000 37,347,227 27,887,134 DOW CHEMICAL CO/THE 4.38 11/15/2042 6,250,000 6,538,691 5,290,938 DOW CHEMICAL CO/THE 6.30 3/15/2033 2,000,000 2,171,606 2,149,220 DP WORLD CRESCENT LTD 3.75 1/30/2030 2,000,000 1,859,655 1,868,160 DP WORLD CRESCENT LTD 3.88 7/18/2029 23,800,000 22,424,411 22,472,198 DP WORLD CRESCENT LTD 4.85 9/26/2028 16,000,000 15,853,740 15,927,360 DP WORLD PLC 5.63 9/25/2048 32,000,000 30,629,879 29,894,400 DP WORLD PLC 6.85 7/2/2037 36,700,000 39,408,992 39,632,330 DP WORLD SALAAM 1.00 12/31/2099 69,281,000 68,868,474 68,510,595

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value DT MIDSTREAM INC 4.38 6/15/2031 30,147,000 26,741,171 25,992,442 DT MIDSTREAM INC 4.13 6/15/2029 33,493,000 29,996,306 29,401,160 DTE ELECTRIC CO 3.70 3/15/2045 9,700,000 9,272,155 7,702,576 DUKE ENERGY CAROLINAS 5.40 1/15/2054 30,000,000 30,006,771 30,584,400 DUKE ENERGY CAROLINAS 5.35 1/15/2053 3,000,000 3,126,422 3,042,870 DUKE ENERGY CAROLINAS 3.55 3/15/2052 12,000,000 11,964,097 9,152,400 DUKE ENERGY CAROLINAS 3.70 12/1/2047 16,798,000 15,184,526 13,149,642 DUKE ENERGY CAROLINAS 3.88 3/15/2046 9,476,000 8,931,763 7,541,001 DUKE ENERGY CAROLINAS 3.75 6/1/2045 7,100,000 6,861,384 5,578,328 DUKE ENERGY CAROLINAS 4.95 1/15/2033 10,000,000 10,279,913 9,936,000 DUKE ENERGY CAROLINAS 2.85 3/15/2032 10,000,000 9,994,706 8,507,800 DUKE ENERGY CORP 5.00 8/15/2052 15,000,000 13,887,247 13,728,150 DUKE ENERGY CORP 3.50 6/15/2051 28,266,000 27,295,866 20,497,373 DUKE ENERGY CORP 3.30 6/15/2041 28,003,000 27,582,314 20,668,734 DUKE ENERGY CORP 4.50 8/15/2032 31,000,000 30,464,085 29,271,130 DUKE ENERGY FLORIDA LLC 5.95 11/15/2052 10,000,000 9,937,556 10,893,500 DUKE ENERGY FLORIDA LLC 3.00 12/15/2051 12,000,000 11,935,191 8,223,600 DUKE ENERGY FLORIDA LLC 3.40 10/1/2046 22,500,000 21,011,077 16,850,025 DUKE ENERGY FLORIDA LLC 3.85 11/15/2042 2,000,000 2,145,303 1,625,680 DUKE ENERGY FLORIDA LLC 6.40 6/15/2038 1,000,000 1,285,459 1,097,810 DUKE ENERGY FLORIDA LLC 6.35 9/15/2037 7,666,000 8,189,160 8,293,232 DUKE ENERGY OHIO INC 5.65 4/1/2053 3,000,000 2,996,522 3,088,350 DUKE ENERGY OHIO INC 4.30 2/1/2049 1,800,000 2,052,642 1,508,310 DUKE ENERGY OHIO INC 5.25 4/1/2033 3,000,000 2,998,366 3,031,230 DUKE ENERGY PROGRESS LLC 5.35 3/15/2053 10,000,000 10,382,953 10,065,000 DUKE ENERGY PROGRESS LLC 4.00 4/1/2052 41,000,000 42,867,264 33,262,480 DUKE ENERGY PROGRESS LLC 3.60 9/15/2047 35,600,000 31,939,207 27,357,532 DUKE ENERGY PROGRESS LLC 3.70 10/15/2046 24,500,000 22,553,208 19,036,010 DUKE ENERGY PROGRESS LLC 4.20 8/15/2045 21,300,000 21,101,066 17,741,622 DUKE ENERGY PROGRESS LLC 3.40 4/1/2032 10,000,000 9,977,077 8,840,200 DUPONT DE NEMOURS INC 5.32 11/15/2038 7,800,000 8,779,571 7,721,454 DYCOM INDUSTRIES INC 4.50 4/15/2029 13,845,000 12,653,023 12,574,721 EARTHSTONE ENERGY HOL 8.00 4/15/2027 12,850,000 12,405,115 12,381,104 EAST OHIO GAS CO/THE 3.00 6/15/2050 20,768,000 20,599,108 13,308,342 EASTERN GAS TRAN 3.90 11/15/2049 9,338,000 10,058,395 6,716,450 EASTERN GAS TRAN 4.80 11/1/2043 2,000,000 2,360,240 1,746,340 EASTERN GAS TRAN 3.00 11/15/2029 3,000,000 2,850,883 2,615,700 EASTMAN CHEMICAL CO 4.65 10/15/2044 13,184,000 13,386,417 11,101,719 EASTMAN CHEMICAL CO 5.75 3/8/2033 5,000,000 5,085,721 4,999,750 EATON CORP 4.70 8/23/2052 10,000,000 9,947,343 9,591,600 EATON CORP 4.15 11/2/2042 5,820,000 6,341,574 5,179,276 EATON CORP 4.15 3/15/2033 11,000,000 10,943,378 10,448,790 EBAY INC 4.00 7/15/2042 17,346,000 19,069,833 13,834,302 EBAY INC 6.30 11/22/2032 3,000,000 3,251,118 3,150,840
EBAY INC 2.60 5/10/2031 30,000,000 29,936,132 25,083,300 EBAY INC 2.70 3/11/2030 1,500,000 1,501,636 1,288,740
ECO MATERIAL TECH INC 7.88 1/31/2027 11,850,000 11,365,013 11,344,716 EDGEWELL PERSONAL CARE 4.13 4/1/2029 15,422,000 13,791,026 13,458,471 EDGEWELL PERSONAL CARE 5.50 6/1/2028 18,310,000 17,520,254 17,307,161 ELANCO ANIMAL HEALTH INC 6.65 8/28/2028 19,730,000 19,744,571 19,166,117 ELASTIC NV 4.13 7/15/2029 14,705,000 12,985,058 12,686,886 ELEMENT SOLUTIONS INC 3.88 9/1/2028 28,322,000 25,603,734 24,715,193 ELEVANCE HEALTH INC 5.13 2/15/2053 26,500,000 26,172,336 25,645,640

E
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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value ELEVANCE HEALTH INC 4.55 5/15/2052 15,000,000 14,922,447 13,363,950 ELEVANCE HEALTH INC 3.60 3/15/2051 24,250,000 23,877,585 18,562,648 ELEVANCE HEALTH INC 3.13 5/15/2050 12,676,000 12,728,552 8,888,791 ELEVANCE HEALTH INC 3.70 9/15/2049 40,281,000 39,879,724 31,212,538 ELEVANCE HEALTH INC 4.38 12/1/2047 20,592,000 21,480,160 17,958,489 ELEVANCE HEALTH INC 4.75 2/15/2033 28,500,000 28,364,811 27,709,980 ELEVANCE HEALTH INC 4.10 5/15/2032 15,000,000 14,969,525 13,988,250 ELI LILLY + CO 4.95 2/27/2063 16,000,000 16,393,923 16,319,840 ELI LILLY + CO 4.88 2/27/2053 28,000,000 28,819,890 28,765,240 ELI LILLY + CO 4.70 2/27/2033 15,000,000 15,362,695 15,185,550 EMBECTA CORP 5.00 2/15/2030 12,650,000 10,731,116 10,511,265 EMERA US FINANCE LP 4.75 6/15/2046 1,000,000 797,869 798,900 EMERALD DEBT MERGER 6.63 12/15/2030 25,570,000 25,459,389 25,372,344 EMERSON ELECTRIC CO 2.80 12/21/2051 31,000,000 30,861,154 21,118,130 EMPIRE RESORTS INC 7.75 11/1/2026 1,000,000 1,005,314 807,260 EMPRESA DE LOS FERROCARR 3.83 9/14/2061 21,255,000 14,903,761 14,137,976 EMPRESA DE LOS FERROCARR 3.07 8/18/2050 12,600,000 7,909,330 7,669,620 EMPRESA DE TRANSMISION 5.13 5/2/2049 6,600,000 5,366,452 5,335,770 EMPRESA DE TRANSPORTE ME 3.69 9/13/2061 8,600,000 5,915,646 5,616,832 EMPRESA DE TRANSPORTE ME 4.70 5/7/2050 25,966,000 22,306,086 21,469,468 EMPRESA DE TRANSPORTE ME 5.00 1/25/2047 14,900,000 13,376,489 12,992,800 EMPRESA DE TRANSPORTE ME 3.65 5/7/2030 12,500,000 11,461,962 11,428,250 EMPRESA NACIONAL DEL PET 4.50 9/14/2047 14,400,000 10,904,548 10,772,496 EMPRESA NACIONAL DEL PET 6.15 5/10/2033 51,000,000 50,928,577 50,965,320 EMPRESA NACIONAL DEL PET 3.45 9/16/2031 16,100,000 13,694,717 13,447,042 EMPRESA NACIONAL DEL PET 5.25 11/6/2029 24,700,000 23,775,765 23,848,591 EMPRESA NACIONAL DEL PET 3.75 8/5/2026 20,400,000 19,248,939 19,304,928 ENBRIDGE INC 3.40 8/1/2051 10,154,000 7,174,577 7,096,935 ENBRIDGE INC 4.50 6/10/2044 9,059,000 8,138,480 7,541,527 ENBRIDGE INC 5.70 3/8/2033 14,000,000 14,455,808 14,193,340 ENCINO ACQUISITION PARTN 8.50 5/1/2028 18,125,000 16,614,222 16,549,031 ENCOMPASS HEALTH CORP 4.75 2/1/2030 23,045,000 21,338,172 20,983,625 ENCOMPASS HEALTH CORP 4.50 2/1/2028 22,044,000 20,781,640 20,551,621 ENDEAVOR ENERGY RESOURCE 5.75 1/30/2028 25,442,000 26,079,884 24,927,563 ENDO DAC/FIN LLC/FINCO 6.00 6/30/2028 1,460,000 1,148,992 80,154 ENERFLEX LTD 9.00 10/15/2027 15,450,000 14,927,672 15,055,562 ENERGIZER HOLDINGS INC 4.38 3/31/2029 24,211,000 20,695,436 20,865,282 ENERGIZER HOLDINGS INC 4.75 6/15/2028 16,465,000 14,683,830 14,692,872 ENERGY TRANSFER LP 5.00 5/15/2050 38,500,000 31,767,376 32,531,730 ENERGY TRANSFER LP 6.25 4/15/2049 28,600,000 29,186,665 27,932,190 ENERGY TRANSFER LP 6.00 6/15/2048 1,000,000 953,945 949,470 ENERGY TRANSFER LP 5.40 10/1/2047 43,500,000 42,309,801 38,470,965 ENERGY TRANSFER LP 5.30 4/15/2047 11,150,000 11,267,240 9,715,441 ENERGY TRANSFER LP 6.13 12/15/2045 15,000,000 15,160,992 14,287,950 ENERGY TRANSFER LP 5.35 5/15/2045 8,600,000 7,868,814 7,512,530 ENERGY TRANSFER LP 6.50 2/1/2042 18,500,000 21,948,505 18,704,240 ENERGY TRANSFER LP 7.50 7/1/2038 28,847,000 31,318,881 31,593,523 ENERGY TRANSFER LP 6.63 10/15/2036 16,750,000 17,506,801 17,196,890 ENERGY TRANSFER LP 4.90 3/15/2035 4,900,000 4,950,191 4,502,022 ENERGY TRANSFER LP 5.75 2/15/2033 10,000,000 10,206,206 10,063,500 ENERGY TRANSFER LP 3.75 5/15/2030 59,100,000 59,944,298 53,427,582 ENERGY TRANSFER LP 5.25 4/15/2029 13,900,000 14,332,452 13,567,929 ENLINK MIDSTREAM LLC 6.50 9/1/2030 16,050,000 16,223,039 16,032,185

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value ENLINK MIDSTREAM PARTNER 5.45 6/1/2047 11,800,000 9,436,686 9,704,084 ENTEGRIS ESCROW CORP 5.95 6/15/2030 33,348,000 31,838,636 32,005,410 ENTERGY ARKANSAS LLC 3.35 6/15/2052 18,400,000 17,351,419 13,141,280 ENTERGY ARKANSAS LLC 5.15 1/15/2033 16,899,000 17,047,086 16,969,807 ENTERGY CORP 3.75 6/15/2050 6,750,000 7,178,329 4,975,088 ENTERGY LOUISIANA LLC 4.00 3/15/2033 16,100,000 16,102,632 14,639,730 ENTERGY MISSISSIPPI LLC 3.85 6/1/2049 900,000 983,037 698,292 ENTERPRISE PRODUCTS OPER 3.95 1/31/2060 7,000,000 5,364,760 5,395,320 ENTERPRISE PRODUCTS OPER 3.30 2/15/2053 7,000,000 4,900,252 5,011,090 ENTERPRISE PRODUCTS OPER 4.20 1/31/2050 1,000,000 850,051 838,380 ENTERPRISE PRODUCTS OPER 4.80 2/1/2049 12,050,000 12,089,945 11,039,608 ENTERPRISE PRODUCTS OPER 4.25 2/15/2048 14,300,000 14,299,562 12,122,968 ENTERPRISE PRODUCTS OPER 4.90 5/15/2046 26,245,000 27,300,109 24,213,375 ENTERPRISE PRODUCTS OPER 5.10 2/15/2045 6,500,000 7,138,507 6,201,260 ENTERPRISE PRODUCTS OPER 4.85 3/15/2044 12,034,000 12,709,261 11,094,385 ENTERPRISE PRODUCTS OPER 4.45 2/15/2043 9,962,000 10,172,518 8,781,105 ENTERPRISE PRODUCTS OPER 6.45 9/1/2040 49,896,000 53,777,351 54,241,942 ENTERPRISE PRODUCTS OPER 6.13 10/15/2039 7,158,000 7,695,316 7,602,727 ENTERPRISE PRODUCTS OPER 6.65 10/15/2034 14,496,000 15,570,186 15,738,017 ENTERPRISE PRODUCTS OPER 5.35 1/31/2033 21,500,000 21,849,886 21,868,510 ENVIVA PARTNERS LP/FIN C 6.50 1/15/2026 18,175,000 15,098,051 14,316,448 EOG RESOURCES INC 4.95 4/15/2050 8,500,000 8,455,370 8,393,920 EQM MIDSTREAM PARTNERS L 6.50 7/15/2048 14,463,000 13,073,696 13,091,040 EQM MIDSTREAM PARTNERS L 4.75 1/15/2031 30,911,000 28,226,780 27,061,962 EQM MIDSTREAM PARTNERS L 7.50 6/1/2030 900,000 900,000 909,000 EQM MIDSTREAM PARTNERS L 4.50 1/15/2029 30,612,000 28,402,805 27,318,455 EQM MIDSTREAM PARTNERS L 5.50 7/15/2028 25,930,000 24,731,095 24,506,184 EQM MIDSTREAM PARTNERS L 6.50 7/1/2027 23,806,000 23,515,581 23,477,715 EQM MIDSTREAM PARTNERS L 7.50 6/1/2027 900,000 900,000 908,829 EQM MIDSTREAM PARTNERS L 4.13 12/1/2026 3,000,000 2,781,354 2,791,830 EQM MIDSTREAM PARTNERS L 6.00 7/1/2025 4,684,000 4,697,685 4,646,856 EQT CORP 3.63 5/15/2031 4,510,000 4,333,510 3,880,088
EQUIFAX INC 2.35 9/15/2031 1,200,000 972,722 958,572
EQUIFAX INC 3.10 5/15/2030 6,000,000 6,001,518 5,187,240 EQUINIX INC 2.95 9/15/2051 20,300,000 20,195,980 12,887,455 EQUINIX INC 3.00 7/15/2050 4,000,000 3,840,410 2,604,680 EQUINIX INC 3.90 4/15/2032 10,000,000 9,953,891 8,980,900 EQUINIX INC 2.15 7/15/2030 9,000,000 8,922,722 7,282,710 EQUINIX INC 3.20 11/18/2029 16,900,000 16,995,244 14,868,451 EQUINOR ASA 3.70 4/6/2050 31,998,000 31,704,483 26,039,972 EQUINOR ASA 3.25 11/18/2049 19,738,000 17,797,350 14,821,067 EQUINOR ASA 4.25 11/23/2041 2,000,000 2,232,714 1,795,300 EQUINOR ASA 3.63 4/6/2040 21,451,000 24,598,501 17,987,522 EQUIPMENTSHARE.COM INC 9.00 5/15/2028 5,600,000 5,366,004 5,444,264 EQUITABLE HOLDINGS INC 5.00 4/20/2048 2,000,000 1,715,707 1,722,080 EQUITABLE HOLDINGS INC 5.59 1/11/2033 2,000,000 1,964,550 1,964,550 ESC 144A HERTZ CORP 6.00 1/15/2028 350,000 106,847 24,500 ESC CB GULFPORT ENERGY 6.38 1/15/2026 1,075,000 511,708 677 ESC CB144A INTELSAT JA 9.75 7/15/2025 850,000 338,076 0 ESC CB144A INTELSAT JA 8.50 10/15/2024 2,300,000 1,173,859 0 ESC GCB EXIDE TECHNOLO 11.00 4/30/2020 1,223,864 1,223,864 0 ESC GCB GULFPORT ENERG 6.38 5/15/2025 1,185,000 650,999 747 ESC GCB GULFPORT ENERG 6.00 10/15/2024 250,000 159,031 158

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value ESC LEHMAN BRTH HLDH PROD 1.00 9/27/2027 80,000,000 0 23,200 ESC LEHMAN BRTH HLDH PROD 1.00 4/4/2016 575,000 0 167
ESCROW GENON ENERGY 9.50 10/15/2049 1,150,000 463,033 0 ESKOM HOLDINGS SOC LTD 6.35 8/10/2028 59,148,000 55,510,225 54,941,986 ESKOM HOLDINGS SOC LTD 4.31 7/23/2027 34,682,000 30,893,163 30,589,524 ESKOM HOLDINGS SOC LTD 7.13 2/11/2025 17,369,000 16,679,665 17,051,321 ESSENTIAL UTILITIES INC 5.30 5/1/2052 61,230,000 61,090,191 57,990,933 ESSENTIAL UTILITIES INC 3.35 4/15/2050 24,425,000 24,668,215 17,034,972 ESSENTIAL UTILITIES INC 4.28 5/1/2049 31,323,000 33,914,740 25,419,241 ESSENTIAL UTILITIES INC 2.40 5/1/2031 15,000,000 14,985,359 12,177,900 ESSENTIAL UTILITIES INC 2.70 4/15/2030 1,400,000 1,404,987 1,186,108 ESSEX PORTFOLIO LP 3.00 1/15/2030 12,700,000 12,601,386 10,869,676 ESTEE LAUDER CO INC 5.15 5/15/2053 25,000,000 24,876,367 25,422,750 EVEREST REINSURANCE HLDG 3.13 10/15/2052 18,000,000 17,017,263 11,913,660 EVEREST REINSURANCE HLDG 3.50 10/15/2050 16,230,000 15,935,982 11,517,620 EVERGREEN ACQCO/TVI INC 9.75 4/26/2028 12,750,000 13,112,969 13,279,253 EVERGY METRO 4.95 4/15/2033 1,000,000 984,474 984,474
EVERI HOLDINGS INC 5.00 7/15/2029 650,000 648,557 571,097 EVERSOURCE ENERGY 3.45 1/15/2050 24,768,000 24,896,103 18,196,059 EVERSOURCE ENERGY 5.13 5/15/2033 20,000,000 19,909,845 19,731,600 EVERSOURCE ENERGY 3.38 3/1/2032 20,000,000 19,964,851 17,468,400 EXELON CORP 5.60 3/15/2053 19,000,000 19,327,497 19,166,630 EXELON CORP 4.70 4/15/2050 3,250,000 3,731,675 2,877,908 EXELON CORP 4.45 4/15/2046 3,750,000 4,290,001 3,194,363 EXELON CORP 5.63 6/15/2035 15,802,000 16,505,953 15,994,784 EXELON CORP 5.30 3/15/2033 18,000,000 18,267,305 18,009,900 EXELON CORP 4.05 4/15/2030 9,950,000 10,061,662 9,326,533 EXTRA SPACE STORAGE LP 2.35 3/15/2032 16,250,000 15,326,538 12,717,738 EXTRA SPACE STORAGE LP 2.55 6/1/2031 15,000,000 14,982,166 12,145,500 EXXON MOBIL CORPORATION 3.45 4/15/2051 52,350,000 48,188,552 40,854,464 EXXON MOBIL CORPORATION 4.33 3/19/2050 107,438,000 117,985,078 97,577,340 EXXON MOBIL CORPORATION 3.10 8/16/2049 33,014,000 32,719,038 24,250,104 EXXON MOBIL CORPORATION 4.23 3/19/2040 45,118,000 51,168,656 41,565,409 EXXON MOBIL CORPORATION 2.61 10/15/2030 11,000,000 10,239,302 9,662,070 FACTSET RESEARCH SYSTEMS 3.45 3/1/2032 18,000,000 17,938,535 15,377,400 FAIR ISAAC CORP 4.00 6/15/2028 30,226,000 28,532,931 27,745,957 FAIRFAX FINL HLDGS LTD 5.63 8/16/2032 3,650,000 3,577,016 3,536,814 FAIRFAX FINL HLDGS LTD 3.38 3/3/2031 17,000,000 17,010,047 14,334,060 FEDEX CORP 5.25 5/15/2050 6,000,000 6,641,727 5,765,400 FEDEX CORP 4.95 10/17/2048 1,000,000 937,443 916,520
FEDEX CORP 4.40 1/15/2047 9,038,000 9,528,897 7,643,617 FEDEX CORP 4.75 11/15/2045 12,634,000 13,032,798 11,275,213 FEDEX CORP 3.88 8/1/2042 5,600,000 6,137,286 4,514,272
FEDEX CORP 3.25 5/15/2041 17,500,000 17,567,216 13,055,350 FEDEX CORP 3.90 2/1/2035 5,600,000 5,770,599 4,938,136
FEDEX CORP 4.90 1/15/2034 4,300,000 4,694,985 4,197,015 FERRELLGAS LP/FERRELLGAS 5.88 4/1/2029 20,275,000 17,747,106 16,990,653 FERRELLGAS LP/FERRELLGAS 5.38 4/1/2026 18,225,000 17,121,827 16,931,572 FERTITTA ENTERTAINMENT 4.63 1/15/2029 27,724,000 24,689,630 24,381,595 FIDELITY NATL FINANCIAL 2.45 3/15/2031 30,600,000 30,373,815 24,008,148 FIDELITY NATL INFO SERV 3.10 3/1/2041 6,000,000 5,986,480 4,133,040 FIDELITY NATL INFO SERV 5.10 7/15/2032 1,000,000 968,929 968,929 FIDELITY NATL INFO SERV 2.25 3/1/2031 24,000,000 23,107,802 19,197,360

F
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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value FIFTH THIRD BANCORP 8.25 3/1/2038 9,500,000 10,781,347 10,743,779 FIFTH THIRD BANCORP 1.00 4/25/2033 5,000,000 4,417,962 4,417,962 FIFTH THIRD BANCORP 1.00 7/28/2030 29,000,000 28,689,136 27,134,140 FIRST AMERICAN FINANCIAL 2.40 8/15/2031 13,000,000 12,964,524 9,891,310 FIRST AMERICAN FINANCIAL 4.00 5/15/2030 13,150,000 13,080,960 11,552,407 FIRSTCASH INC 5.63 1/1/2030 13,475,000 12,365,322 12,173,719 FIRSTCASH INC 4.63 9/1/2028 12,350,000 11,283,606 11,042,876 FIRSTENERGY CORP 3.40 3/1/2050 40,264,000 29,081,813 27,742,299 FIRSTENERGY CORP 5.10 7/15/2047 21,626,000 19,365,116 19,412,795 FIRSTENERGY CORP 7.38 11/15/2031 14,731,000 16,923,575 16,814,995 FIRSTENERGY TRANSMISSION 4.55 4/1/2049 21,280,000 23,410,064 17,679,637 FIRSTENERGY TRANSMISSION 5.45 7/15/2044 50,605,000 54,718,680 46,774,202 FISERV INC 4.40 7/1/2049 33,510,000 35,653,544 28,189,282 FIVE CORNERS FND TR II 2.85 5/15/2030 13,300,000 13,334,920 11,327,078 FIVE POINT OP CO LP/FIVE 7.88 11/15/2025 13,800,000 12,547,646 12,466,230 FLORIDA GAS TRANSMISSION 2.30 10/1/2031 25,000,000 24,983,503 19,899,750 FLORIDA GAS TRANSMISSION 2.55 7/1/2030 22,800,000 22,840,741 18,947,940 FLORIDA POWER + LIGHT CO 5.30 4/1/2053 17,000,000 18,006,004 17,599,590 FLORIDA POWER + LIGHT CO 2.88 12/4/2051 30,750,000 24,238,600 21,245,483 FLORIDA POWER + LIGHT CO 3.15 10/1/2049 5,000,000 3,774,805 3,651,100 FLORIDA POWER + LIGHT CO 4.13 6/1/2048 46,100,000 45,401,318 39,660,752 FLORIDA POWER + LIGHT CO 3.95 3/1/2048 24,298,000 23,656,039 20,476,168 FLORIDA POWER + LIGHT CO 4.05 10/1/2044 24,000,000 23,303,914 20,532,000 FLORIDA POWER + LIGHT CO 5.95 2/1/2038 19,500,000 21,535,257 20,951,970 FLORIDA POWER + LIGHT CO 5.65 2/1/2037 34,901,000 36,522,032 36,484,807 FLORIDA POWER + LIGHT CO 4.80 5/15/2033 3,000,000 2,980,865 2,980,865 FLORIDA POWER + LIGHT CO 2.45 2/3/2032 4,000,000 3,615,083 3,369,360 FLOWERS FOODS INC 2.40 3/15/2031 7,000,000 6,941,357 5,723,340 FLOWSERVE CORPORATION 2.80 1/15/2032 8,000,000 7,959,604 6,373,200 FLOWSERVE CORPORATION 3.50 10/1/2030 9,800,000 9,798,004 8,385,272 FLUOR CORP 4.25 9/15/2028 7,000,000 6,480,527 6,508,390 FMC CORP 6.38 5/18/2053 35,000,000 34,916,686 35,540,400 FMC CORP 4.50 10/1/2049 12,530,000 12,908,298 9,681,054 FOMENTO ECONOMICO MEX 3.50 1/16/2050 1,000 998 763
FORD MOTOR COMPANY 4.75 1/15/2043 49,500,000 38,557,537 38,002,635 FORD MOTOR COMPANY 6.10 8/19/2032 39,575,000 38,374,048 38,373,107 FORD MOTOR COMPANY 3.25 2/12/2032 63,978,000 52,350,612 50,243,203 FORD MOTOR COMPANY 4.35 12/8/2026 1,945,000 1,936,122 1,883,110 FORD MOTOR CREDIT CO LLC 4.00 11/13/2030 28,504,000 24,254,673 24,366,929 FORD MOTOR CREDIT CO LLC 7.35 3/6/2030 2,752,000 2,748,843 2,809,214 FORD MOTOR CREDIT CO LLC 7.35 11/4/2027 2,970,000 2,970,000 3,039,320 FORD MOTOR CREDIT CO LLC 4.27 1/9/2027 2,328,000 2,404,818 2,154,285 FORD MOTOR CREDIT CO LLC 2.70 8/10/2026 1,750,000 1,750,000 1,562,435 FORD MOTOR CREDIT CO LLC 6.95 3/6/2026 1,636,000 1,634,239 1,644,295 FORD MOTOR CREDIT CO LLC 3.38 11/13/2025 58,655,000 55,201,911 54,510,438 FORD MOTOR CREDIT CO LLC 4.13 8/4/2025 1,000,000 929,457 949,270 FORD MOTOR CREDIT CO LLC 5.13 6/16/2025 49,771,000 48,691,076 48,336,600 FORTINET INC 2.20 3/15/2031 2,600,000 2,593,207 2,108,340 FORTREA HOLDINGS INC 7.50 7/1/2030 2,575,000 2,591,942 2,640,045 FORTRESS TRANS + INFRAST 5.50 5/1/2028 25,350,000 23,386,292 23,254,316 FORTRESS TRANS + INFRAST 6.50 10/1/2025 16,554,000 16,385,044 16,333,501 FORTUNE BRANDS INNOVATIO 5.88 6/1/2033 21,000,000 20,970,740 21,058,590 FREEDOM MORTGAGE CORP 6.63 1/15/2027 16,300,000 14,575,977 14,178,066

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value FREEDOM MORTGAGE CORP 7.63 5/1/2026 14,600,000 13,625,492 13,296,804 FREEDOM MORTGAGE CORP 8.25 4/15/2025 12,584,000 12,227,559 12,282,739 FREEPORT MCMORAN INC 5.45 3/15/2043 6,000,000 5,598,717 5,594,400 FREEPORT MCMORAN INC 5.40 11/14/2034 7,800,000 8,854,631 7,530,432 FRESENIUS MED CARE III 2.38 2/16/2031 2,000,000 1,667,910 1,516,080 FRONTIER COMMUNICATIONS 8.63 3/15/2031 4,656,000 4,656,000 4,505,518 FRONTIER COMMUNICATIONS 8.75 5/15/2030 36,176,000 35,491,560 35,347,208 FRONTIER COMMUNICATIONS 6.00 1/15/2030 26,671,000 20,431,002 19,631,190 FRONTIER COMMUNICATIONS 5.88 11/1/2029 86,991 87,640 63,503 FRONTIER COMMUNICATIONS 6.75 5/1/2029 26,725,000 21,666,055 20,714,013 FRONTIER COMMUNICATIONS 5.00 5/1/2028 46,454,000 41,125,744 40,078,653 FRONTIER COMMUNICATIONS 5.88 10/15/2027 29,635,000 27,390,160 27,083,723 FRST STU BID/FRST TRANS 4.00 7/31/2029 23,304,000 20,071,318 19,753,869 FTAI INFRA ESC HLDGS LLC 10.50 6/1/2027 11,400,000 11,413,769 11,399,430 FXI HOLDINGS INC 12.25 11/15/2026 2,152,000 2,112,720 1,941,784 GA GLOBAL FUNDING TRUST 2.90 1/6/2032 50,000,000 49,930,147 38,459,000 GACI FIRST INVESTMENT 5.38 10/13/2122 31,300,000 29,446,677 28,158,419 GACI FIRST INVESTMENT 5.13 2/14/2053 21,750,000 20,130,487 19,489,523 GACI FIRST INVESTMENT 4.88 2/14/2035 60,300,000 59,349,270 57,582,882 GACI FIRST INVESTMENT 5.25 10/13/2032 18,100,000 18,417,725 18,415,845 GACI FIRST INVESTMENT 5.00 10/13/2027 37,100,000 37,267,708 36,858,850 GAP INC/THE 3.88 10/1/2031 18,118,000 13,076,140 12,418,802 GAP INC/THE 3.63 10/1/2029 24,687,000 19,254,099 17,474,940 GARDA WORLD SECURITY 6.00 6/1/2029 13,950,000 12,134,126 11,471,643 GARDA WORLD SECURITY 4.63 2/15/2027 16,220,000 14,999,200 14,856,385 GARDA WORLD SECURITY COR 9.50 11/1/2027 13,860,000 13,636,979 13,392,225 GARTNER INC 3.75 10/1/2030 24,818,000 22,455,914 21,633,851 GARTNER INC 3.63 6/15/2029 15,804,000 14,238,229 13,936,757 GARTNER INC 4.50 7/1/2028 24,974,000 23,940,111 23,410,378 GATES GLOBAL/GATES CORP 6.25 1/15/2026 22,242,000 21,944,186 21,951,519 GCI LLC 4.75 10/15/2028 17,122,000 15,005,028 14,585,204 GE CAPITAL INTL FUNDING 4.42 11/15/2035 60,000,000 60,343,299 56,888,400 GE HEALTHCARE TECH INC 6.38 11/22/2052 47,000,000 51,261,339 52,275,750 GE HEALTHCARE TECH INC 5.91 11/22/2032 13,000,000 13,799,391 13,593,060 GEN DIGITAL INC 7.13 9/30/2030 17,200,000 17,197,540 17,233,368 GEN DIGITAL INC 6.75 9/30/2027 21,225,000 21,155,664 21,177,244 GEN DIGITAL INC 5.00 4/15/2025 25,599,000 25,220,940 25,116,203 GENERAL DYNAMICS CORP 4.25 4/1/2050 3,226,000 3,478,466 2,957,919 GENERAL DYNAMICS CORP 2.85 6/1/2041 1,000,000 780,750 757,180 GENERAL DYNAMICS CORP 4.25 4/1/2040 1,500,000 1,391,943 1,380,450 GENERAL MOTORS CO 5.95 4/1/2049 3,000,000 2,814,524 2,801,430 GENERAL MOTORS CO 5.40 4/1/2048 2,500,000 2,163,722 2,156,525 GENERAL MOTORS CO 5.20 4/1/2045 25,600,000 28,949,495 21,828,352 GENERAL MOTORS CO 5.15 4/1/2038 34,188,000 37,985,532 30,505,952 GENERAL MOTORS CO 6.60 4/1/2036 15,250,000 20,029,864 15,685,998 GENERAL MOTORS CO 5.60 10/15/2032 5,000,000 4,886,818 4,847,350 GENERAL MOTORS FINL CO 6.40 1/9/2033 11,000,000 11,288,424 11,180,620 GENERAL MOTORS FINL CO 2.35 1/8/2031 24,000,000 23,743,342 18,838,800 GENERAL MOTORS FINL CO 3.60 6/21/2030 32,200,000 32,943,479 27,884,878 GENERAL MOTORS FINL CO 5.65 1/17/2029 4,100,000 4,353,395 4,047,602 GENESIS ENERGY LP/FIN 8.88 4/15/2030 13,162,000 12,899,540 12,859,011 GENESIS ENERGY LP/FIN 7.75 2/1/2028 18,485,000 17,735,614 17,595,132 GENESIS ENERGY LP/FIN 8.00 1/15/2027 25,069,000 24,497,051 24,441,523

G
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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value GENESIS ENERGY LP/FIN 6.50 10/1/2025 14,425,000 14,264,901 14,215,549 GENUINE PARTS CO 1.88 11/1/2030 30,800,000 30,334,751 24,088,680 GEORGIA POWER CO 3.25 3/15/2051 1,250,000 1,234,474 879,238 GFL ENVIRONMENTAL INC 4.38 8/15/2029 16,490,000 14,862,116 14,781,636 GFL ENVIRONMENTAL INC 4.75 6/15/2029 20,655,000 19,337,070 18,950,756 GFL ENVIRONMENTAL INC 3.50 9/1/2028 21,110,000 19,207,547 18,772,068 GFL ENVIRONMENTAL INC 4.00 8/1/2028 23,806,000 21,694,292 21,344,698 GFL ENVIRONMENTAL INC 3.75 8/1/2025 22,707,000 21,841,206 21,615,702 GILEAD SCIENCES INC 2.80 10/1/2050 16,000,000 10,978,497 10,836,960 GILEAD SCIENCES INC 4.15 3/1/2047 24,750,000 25,958,779 21,490,673 GILEAD SCIENCES INC 4.75 3/1/2046 24,600,000 26,179,974 23,176,890 GILEAD SCIENCES INC 4.50 2/1/2045 4,450,000 4,648,454 4,056,398 GILEAD SCIENCES INC 4.80 4/1/2044 6,500,000 7,855,584 6,209,515 GILEAD SCIENCES INC 5.65 12/1/2041 14,651,000 17,296,516 15,399,813 GILEAD SCIENCES INC 2.60 10/1/2040 14,000,000 10,977,954 10,140,900 GLATFELTER 4.75 11/15/2029 650,000 635,275 431,249
GLAXOSMITHKLINE CAP INC 6.38 5/15/2038 13,600,000 17,847,468 15,513,384 GLOBAL ATLANTIC FIN CO 3.13 6/15/2031 2,000,000 1,714,189 1,504,840 GLOBAL AVIATION HOLDINGS INC. 1.00 7/13/2021 181,989 181,989 0 GLOBAL PAYMENTS INC 4.15 8/15/2049 9,100,000 9,119,052 6,800,885 GLOBAL PAYMENTS INC 3.20 8/15/2029 7,900,000 7,933,393 6,867,312 GLP CAPITAL LP / FIN II 4.00 1/15/2031 38,854,000 40,354,019 33,594,723 GLP CAPITAL LP / FIN II 4.00 1/15/2030 40,560,000 41,427,743 35,157,002 GO DADDY OPCO/FINCO 3.50 3/1/2029 21,315,000 18,839,681 18,281,023 GO DADDY OPCO/FINCO 5.25 12/1/2027 17,825,000 17,282,253 17,020,736 GOEASY LTD 5.38 12/1/2024 13,150,000 12,787,479 12,747,873 GOLDMAN SACHS GROUP INC 5.15 5/22/2045 6,000,000 5,590,191 5,590,191 GOLDMAN SACHS GROUP INC 4.80 7/8/2044 13,374,000 12,976,720 12,277,466 GOLDMAN SACHS GROUP INC 1.00 2/24/2043 5,000,000 3,797,867 3,797,867 GOLDMAN SACHS GROUP INC 1.00 4/22/2042 7,000,000 5,793,473 5,171,180 GOLDMAN SACHS GROUP INC 6.25 2/1/2041 16,200,000 18,254,083 17,400,420 GOLDMAN SACHS GROUP INC 1.00 10/31/2038 2,000,000 2,319,550 1,693,000 GOLDMAN SACHS GROUP INC 6.75 10/1/2037 28,996,000 37,929,843 31,176,789 GOLDMAN SACHS GROUP INC 6.45 5/1/2036 6,250,000 6,447,482 6,514,625 GOLDMAN SACHS GROUP INC 1.00 2/24/2033 66,000,000 64,206,227 55,764,060 GOLDMAN SACHS GROUP INC 1.00 7/21/2032 38,000,000 36,438,312 30,394,300 GOLDMAN SACHS GROUP INC 1.00 4/22/2032 15,000,000 12,503,123 12,296,400 GOLUB CAPITAL BDC 2.05 2/15/2027 5,000,000 4,673,634 4,200,900 GOLUB CAPITAL BDC 2.50 8/24/2026 5,000,000 4,779,495 4,333,600 GOODYEAR TIRE + RUBBER 5.63 4/30/2033 300,000 302,765 264,693 GOODYEAR TIRE + RUBBER 5.25 7/15/2031 10,368,000 9,537,933 9,006,785 GOODYEAR TIRE + RUBBER 5.25 4/30/2031 7,750,000 6,784,439 6,826,200 GOODYEAR TIRE + RUBBER 5.00 7/15/2029 24,659,000 22,567,589 22,237,979 GOODYEAR TIRE + RUBBER 4.88 3/15/2027 15,900,000 15,264,566 15,162,081 GOODYEAR TIRE + RUBBER 5.00 5/31/2026 27,825,000 27,335,443 27,193,651 GOODYEAR TIRE + RUBBER 9.50 5/31/2025 17,425,000 17,581,964 17,857,837 GOTO GROUP INC 5.50 9/1/2027 31,849,000 23,500,636 17,777,793 GPS HOSPITALITY HOLDING 7.00 8/15/2028 1,450,000 1,450,000 936,584 GRAFTECH FINANCE INC 4.63 12/15/2028 12,600,000 10,488,836 10,257,030 GRAND CANYON UNIVERSITY 4.13 10/1/2024 10,850,000 10,456,666 10,267,572 GRAY ESCROW II INC 5.38 11/15/2031 33,663,000 23,999,954 22,439,756 GRAY TELEVISION INC 4.75 10/15/2030 22,361,000 16,097,265 14,723,377 GRAY TELEVISION INC 7.00 5/15/2027 25,987,000 23,327,583 22,168,730

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value GRAY TELEVISION INC 5.88 7/15/2026 18,510,000 16,753,342 16,606,987 GREYSTAR REAL ESTATE PAR 5.75 12/1/2025 17,075,000 16,679,231 16,660,590 GRIFFON CORPORATION 5.75 3/1/2028 25,655,000 24,218,854 23,992,556 GROUP 1 AUTOMOTIVE INC 4.00 8/15/2028 25,099,000 22,783,388 22,068,045 GRUBHUB HOLDINGS INC 5.50 7/1/2027 12,700,000 8,138,836 7,336,536 GRUPO TELEVISA SAB 6.13 1/31/2046 8,200,000 8,754,642 8,123,494 GUARDIAN LIFE INSURANCE 3.70 1/22/2070 20,492,000 20,802,911 13,973,700 GUITAR CENTER INC 8.50 1/15/2026 11,200,000 10,329,601 10,194,800 GULFPORT ENERGY OP CORP 8.00 5/17/2026 14,074,027 14,211,898 14,143,834 GXO LOGISTICS INC 2.65 7/15/2031 4,550,000 3,892,710 3,548,955 H.B. FULLER CO 4.25 10/15/2028 3,969,000 3,970,828 3,543,404 H+E EQUIPMENT SERVICES 3.88 12/15/2028 39,838,000 35,361,165 34,606,872 HACKENSACK MERIDIAN HLTH 2.68 9/1/2041 11,438,000 11,454,753 8,067,450 HALEON US CAPITAL LLC 4.00 3/24/2052 8,700,000 7,510,460 7,220,217 HALEON US CAPITAL LLC 3.63 3/24/2032 7,000,000 6,990,834 6,277,670 HALLIBURTON CO 5.00 11/15/2045 4,200,000 3,815,881 3,801,504 HALLIBURTON CO 4.85 11/15/2035 17,984,000 18,323,995 16,936,612 HANESBRANDS INC 9.00 2/15/2031 21,372,000 21,473,934 21,533,572 HANESBRANDS INC 4.88 5/15/2026 29,875,000 28,309,320 27,889,508 HANOVER INSURANCE GROUP 2.50 9/1/2030 2,920,000 2,924,404 2,308,085 HARBOUR ENERGY PLC 5.50 10/15/2026 800,000 800,000 734,616 HARTFORD FINL SVCS GRP 2.90 9/15/2051 3,000,000 1,976,270 1,963,650 HARTFORD FINL SVCS GRP 3.60 8/19/2049 27,173,000 26,149,318 20,513,441 HARVEST MIDSTREAM I LP 7.50 9/1/2028 20,350,000 20,248,642 20,177,636 HASBRO INC 6.35 3/15/2040 6,500,000 8,448,533 6,638,710 HASBRO INC 3.90 11/19/2029 13,200,000 13,491,254 11,954,976 HAWAIIAN BRAND INTELLECT 5.75 1/20/2026 36,748,629 35,580,790 34,791,765 HCA INC 5.90 6/1/2053 26,500,000 25,779,017 26,273,160
HCA INC 4.63 3/15/2052 12,000,000 9,896,401 9,853,680
HCA INC 3.50 7/15/2051 35,000,000 32,266,137 24,103,800 HCA INC 5.50 6/15/2047 27,525,000 30,056,779 25,847,076 HCA INC 5.13 6/15/2039 38,925,000 42,983,935 36,117,729 HCA INC 2.38 7/15/2031 4,500,000 4,477,950 3,599,910
HCA INC 3.50 9/1/2030 41,369,000 42,341,055 36,237,176
HCA INC 4.13 6/15/2029 11,600,000 12,010,149 10,743,688 HEALTH CARE SERVICE CORP 3.20 6/1/2050 26,426,000 26,272,184 18,699,830 HEALTHCARE RLTY HLDGS LP 2.00 3/15/2031 31,548,000 31,322,957 24,214,667 HEALTHCARE RLTY HLDGS LP 2.05 3/15/2031 27,800,000 27,554,438 20,706,274 HEALTHCARE RLTY HLDGS LP 2.40 3/15/2030 10,000,000 9,991,527 7,946,200 HEALTHCARE RLTY HLDGS LP 3.10 2/15/2030 21,500,000 21,560,696 18,286,180 HEALTHEQUITY INC 4.50 10/1/2029 20,972,000 19,304,601 18,549,315 HEALTHPEAK OP LLC 5.25 12/15/2032 23,000,000 22,942,893 22,463,180 HELIOS SOFT/ION CORP SOL 4.63 5/1/2028 1,000,000 1,000,000 857,260 HERBALIFE/HLF FINANCING 7.88 9/1/2025 15,500,000 14,563,742 14,216,600 HERC HOLDINGS INC 5.50 7/15/2027 37,642,000 36,359,601 36,138,202 HERITAGE PETROL CO LTD 9.00 8/12/2029 31,400,000 32,747,550 32,510,932 HERTZ CORP/THE 5.00 12/1/2029 25,813,000 21,903,881 21,323,861 HERTZ CORP/THE 4.63 12/1/2026 15,718,000 14,225,204 14,189,110 HESS CORP 5.80 4/1/2047 4,329,000 4,549,029 4,209,346
HESS CORP 5.60 2/15/2041 15,500,000 16,541,638 14,828,695 HESS CORP 6.00 1/15/2040 8,437,000 10,292,917 8,406,374 HESS CORP 7.13 3/15/2033 3,000,000 3,280,366 3,283,542
HESS CORP 7.30 8/15/2031 10,100,000 12,769,046 11,082,629

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Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value HESS MIDSTREAM OPERATION 5.50 10/15/2030 1,150,000 1,150,938 1,072,076 HESS MIDSTREAM OPERATION 4.25 2/15/2030 19,205,000 17,071,192 16,761,356 HESS MIDSTREAM OPERATION 5.13 6/15/2028 15,025,000 14,282,537 14,135,520 HESS MIDSTREAM OPERATION 5.63 2/15/2026 21,675,000 21,530,488 21,316,712 HIGHWOODS REALTY LP 2.60 2/1/2031 17,200,000 17,132,597 12,612,760 HIGHWOODS REALTY LP 3.05 2/15/2030 8,300,000 8,164,041 6,446,610 HILCORP ENERGY I/HILCORP 6.25 4/15/2032 14,042,000 12,935,784 12,583,598 HILCORP ENERGY I/HILCORP 6.00 2/1/2031 16,824,000 15,519,107 15,125,617 HILCORP ENERGY I/HILCORP 6.00 4/15/2030 13,899,000 12,912,383 12,676,166 HILCORP ENERGY I/HILCORP 5.75 2/1/2029 22,306,000 21,005,843 20,326,789 HILCORP ENERGY I/HILCORP 6.25 11/1/2028 22,026,000 21,277,667 20,764,571 HILTON DOMESTIC OPERATIN 3.63 2/15/2032 41,413,000 35,522,544 34,533,058 HILTON DOMESTIC OPERATIN 4.00 5/1/2031 31,411,000 27,907,861 27,276,684 HILTON DOMESTIC OPERATIN 4.88 1/15/2030 29,114,000 27,586,982 27,143,856 HILTON DOMESTIC OPERATIN 3.75 5/1/2029 22,660,000 20,602,834 20,096,474 HILTON DOMESTIC OPERATIN 5.75 5/1/2028 2,502,000 2,520,437 2,466,897 HILTON DOMESTIC OPERATIN 5.38 5/1/2025 2,439,000 2,446,414 2,417,000 HILTON GRAND VAC BOR ESC 4.88 7/1/2031 14,075,000 12,294,358 11,809,207 HILTON GRAND VAC BOR ESC 5.00 6/1/2029 22,350,000 20,323,966 19,839,872 HILTON WORLDWIDE FIN LLC 4.88 4/1/2027 19,579,000 19,095,745 18,990,651 HLF FIN SARL LLC/HERBALI 4.88 6/1/2029 13,825,000 10,227,058 9,849,898 HOLLY NRG PRTNR/FIN CORP 5.00 2/1/2028 19,124,000 18,170,385 17,835,999 HOLOGIC INC 3.25 2/15/2029 26,220,000 23,125,538 22,934,110 HOME DEPOT INC 3.50 9/15/2056 5,000,000 3,816,474 3,851,450 HOME DEPOT INC 3.63 4/15/2052 65,000,000 63,594,869 51,768,600 HOME DEPOT INC 2.75 9/15/2051 30,000,000 27,442,094 20,234,100 HOME DEPOT INC 2.38 3/15/2051 8,000,000 5,986,880 4,965,600 HOME DEPOT INC 3.35 4/15/2050 19,560,000 19,664,089 14,931,713 HOME DEPOT INC 4.50 12/6/2048 22,434,000 24,536,397 20,802,600 HOME DEPOT INC 4.25 4/1/2046 12,530,000 13,897,606 11,110,852 HOME DEPOT INC 4.88 2/15/2044 14,276,000 15,385,861 13,901,969 HOME DEPOT INC 5.95 4/1/2041 21,506,000 27,049,832 23,660,686 HOME DEPOT INC 3.30 4/15/2040 38,006,000 38,570,414 30,865,433 HOME DEPOT INC 5.88 12/16/2036 15,628,000 17,807,421 17,025,768 HOME DEPOT INC 4.50 9/15/2032 12,000,000 12,076,157 11,851,320 HOME DEPOT INC 3.25 4/15/2032 23,000,000 22,903,316 20,668,260 HOMER CITY GENERATION LP 8.73 10/1/2026 736,747 568,005 285,489 HONEYWELL INTERNATIONAL 1.75 9/1/2031 5,000,000 4,554,136 4,011,700 HOST HOTELS + RESORTS LP 3.38 12/15/2029 1,700,000 1,708,351 1,455,234 HOWARD HUGHES CORP 4.38 2/1/2031 16,000,000 13,157,572 12,794,880 HOWARD HUGHES CORP 4.13 2/1/2029 18,225,000 15,494,167 15,113,993 HOWARD HUGHES CORP 5.38 8/1/2028 20,125,000 18,441,868 18,000,806 HOWARD MIDSTREAM ENERGY 8.88 7/15/2028 5,125,000 5,125,000 5,164,975 HP ENTERPRISE CO 6.35 10/15/2045 29,717,000 32,416,323 30,938,666 HP ENTERPRISE CO 6.20 10/15/2035 13,000,000 15,377,423 13,614,250 HP INC 5.50 1/15/2033 1,000,000 982,235 982,235
HP INC 4.20 4/15/2032 1,500,000 1,354,965 1,345,200
HP INC 2.65 6/17/2031 17,000,000 16,937,899 13,700,300
HP INC 3.40 6/17/2030 9,100,000 9,166,718 7,989,891
HRT DNT / HRT DNT FIN 10.50 4/30/2028 5,700,000 5,619,704 5,664,261 HSBC HOLDINGS PLC 5.25 3/14/2044 3,000,000 2,652,478 2,701,050 HSBC HOLDINGS PLC 1.00 3/9/2044 40,000,000 42,378,247 41,428,400 HSBC HOLDINGS PLC 1.00 3/9/2034 20,000,000 20,935,553 20,491,600

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Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value HSBC HOLDINGS PLC 1.00 11/3/2033 62,830,000 71,868,909 69,679,098 HSBC HOLDINGS PLC 1.00 8/11/2033 15,000,000 14,760,929 14,640,600 HSBC HOLDINGS PLC 1.00 3/29/2033 26,021,000 24,043,550 23,500,866 HSBC HOLDINGS PLC 1.00 5/24/2032 15,000,000 15,000,000 12,141,600 HSBC HOLDINGS PLC 1.00 8/18/2031 11,500,000 11,353,200 9,196,090 HSBC HOLDINGS PLC 1.00 5/22/2030 23,300,000 23,539,932 20,913,847 HUB INTERNATIONAL LTD 7.25 6/15/2030 15,282,000 15,387,634 15,789,974 HUB INTERNATIONAL LTD 5.63 12/1/2029 6,332,000 6,099,506 5,686,136 HUB INTERNATIONAL LTD 7.00 5/1/2026 5,000,000 4,963,440 4,991,100 HUDBAY MINERALS INC 6.13 4/1/2029 15,985,000 14,908,054 14,721,546 HUDBAY MINERALS INC 4.50 4/1/2026 22,004,000 20,962,098 20,478,243 HUGHES SATELLITE SYSTEMS 6.63 8/1/2026 20,740,000 19,618,085 19,458,268 HUMANA INC 5.50 3/15/2053 5,000,000 5,091,016 4,978,000 HUMANA INC 3.95 8/15/2049 2,000,000 2,117,332 1,612,500 HUMANA INC 4.95 10/1/2044 3,000,000 3,607,359 2,744,880 HUNT COS INC 5.25 4/15/2029 14,100,000 11,369,051 11,272,950 HUNTINGTON BANCSHARES 1.00 8/15/2036 6,500,000 4,603,827 4,655,755 HUNTINGTON BANCSHARES 1.00 5/17/2033 7,500,000 6,787,789 6860700 HUNTINGTON INGALLS INDUS 4.20 5/1/2030 35,200,000 35,709,363 32,614,912 HUSKY III HOLDING LTD 13.00 2/15/2025 400,000 398,088 364,408 HUTAMA KARYA PERSERO PT 3.75 5/11/2030 19,400,000 18,049,971 17,771,564 HYDRO QUEBEC 9.38 4/15/2030 1,000 1,301 1,281
IBM CORP 5.10 2/6/2053 32,000,000 30,664,486 30,799,360 IBM CORP 4.25 5/15/2049 5,000,000 4,332,041 4,261,300
IBM CORP 4.00 6/20/2042 13,600,000 14,181,958 11,485,336 IBM CORP 2.85 5/15/2040 11,000,000 11,001,153 8,065,090 IBM CORP 4.15 5/15/2039 2,000,000 1,743,917 1,754,020
ICAHN ENTERPRISES/FIN 4.38 2/1/2029 18,775,000 15,361,473 14,803,149 ICAHN ENTERPRISES/FIN 5.25 5/15/2027 36,505,000 32,519,009 31,476,801 ICAHN ENTERPRISES/FIN 6.25 5/15/2026 33,225,000 30,824,395 30,270,965 ICAHN ENTERPRISES/FIN 6.38 12/15/2025 23,342,000 22,120,815 21,689,853 ICAHN ENTERPRISES/FIN 4.75 9/15/2024 27,975,000 27,016,444 26,721,720 IDEX CORP 2.63 6/15/2031 10,000,000 9,990,181 8,363,500 IDEX CORP 3.00 5/1/2030 4,300,000 4,305,438 3,778,668
IHEARTCOMMUNICATIONS INC 4.75 1/15/2028 21,336,000 17,696,347 16,105,693 IHEARTCOMMUNICATIONS INC 5.25 8/15/2027 26,751,000 22,412,085 20,459,165 IHEARTCOMMUNICATIONS INC 8.38 5/1/2027 37,361,620 28,116,098 24,889,190 IHEARTCOMMUNICATIONS INC 6.38 5/1/2026 20,016,111 17,712,633 16,863,373 IHO VERWALTUNGS GMBH 4.75 9/15/2026 1,972,081 1,931,230 1,816,898 ILIAD HOLDING SAS 6.50 10/15/2026 3,136,000 3,145,270 2,960,792 ILLUMINATE BUYER/HLDG 9.00 7/1/2028 400,000 400,000 349,524 IMOLA MERGER CORP 4.75 5/15/2029 57,048,000 51,169,367 49,747,567 INDIANA MICHIGAN POWER 5.63 4/1/2053 10,000,000 9,996,928 10,298,600 INDIANA MICHIGAN POWER 3.25 5/1/2051 15,000,000 14,891,744 10,490,400 INDIANAPOLIS PWR + LIGHT 4.05 5/1/2046 9,000,000 8,767,472 7,350,300 INDO ASAHAN/MINERAL IND 5.80 5/15/2050 2,400,000 2,147,476 2,124,264 INDO ASAHAN/MINERAL IND 6.76 11/15/2048 10,000,000 9,395,812 9,751,100 INDO ASAHAN/MINERAL IND 5.45 5/15/2030 38,800,000 37,457,377 37,668,592 INDO ASAHAN/MINERAL IND 6.53 11/15/2028 11,500,000 11,911,940 11,787,213 INDO ASAHAN/MINERAL IND 4.75 5/15/2025 46,800,000 46,297,377 45,571,500 ING GROEP NV 1.00 12/31/2099 36,100,000 32,910,909 24,074,007 ING GROEP NV 1.00 4/1/2032 11,000,000 11,000,000 9,077,640 INGEVITY CORP 3.88 11/1/2028 21,234,000 18,673,221 18,140,843

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value INSTALLED BUILDING PRODU 5.75 2/1/2028 925,000 929,877 872,867 INSTITUTO COSTARRICENSE 6.38 5/15/2043 20,200,000 16,113,358 16,993,048 INTEL CORP 5.90 2/10/2063 82,000,000 83,178,326 84,566,600 INTEL CORP 5.70 2/10/2053 52,000,000 51,969,496 52,969,280 INTEL CORP 4.90 8/5/2052 3,000,000 2,795,401 2,766,270
INTEL CORP 3.05 8/12/2051 10,000,000 9,018,314 6,703,600 INTEL CORP 3.25 11/15/2049 5,000,000 3,573,324 3,516,800 INTEL CORP 3.73 12/8/2047 28,807,000 28,214,658 22,401,475 INTEL CORP 4.10 5/19/2046 4,000,000 4,452,862 3,365,200 INTEL CORP 5.63 2/10/2043 25,000,000 25,502,418 25,406,250 INTEL CORP 4.60 3/25/2040 15,544,000 15,948,304 14,523,070 INTEL CORP 5.20 2/10/2033 36,000,000 36,614,874 36,335,520 INTELLIGENT PACKAGING 6.00 9/15/2028 17,325,000 15,321,656 14,860,692 INTERCONTINENTALEXCHANGE 5.20 6/15/2062 39,000,000 39,622,221 38,704,380 INTERCONTINENTALEXCHANGE 4.95 6/15/2052 20,000,000 19,571,146 19,079,200 INTERCONTINENTALEXCHANGE 3.00 6/15/2050 53,500,000 52,607,042 37,112,950 INTERCONTINENTALEXCHANGE 4.25 9/21/2048 19,264,000 20,292,830 16,752,745 INTERCONTINENTALEXCHANGE 2.65 9/15/2040 7,250,000 6,631,968 5,156,273 INTERCONTINENTALEXCHANGE 4.60 3/15/2033 12,000,000 11,994,291 11,629,320 INTERNATIONAL PAPER CO 4.35 8/15/2048 2,000,000 1,737,690 1,686,160 INTERNATIONAL PAPER CO 4.80 6/15/2044 26,153,000 25,698,064 23,124,221 INTL FLAVOR + FRAGRANCES 3.27 11/15/2040 6,000,000 6,300,519 4,201,500 INVITATION HOMES OP 2.70 1/15/2034 20,000,000 19,966,972 15,185,600 INVITATION HOMES OP 4.15 4/15/2032 18,500,000 17,939,826 16,654,625 INVITATION HOMES OP 2.00 8/15/2031 30,650,000 30,113,704 23,765,091 IQVIA INC 6.50 5/15/2030 5,220,000 5,253,327 5,281,648
IQVIA INC 5.00 5/15/2027 31,602,000 30,865,775 30,439,362 IQVIA INC 5.00 10/15/2026 31,515,000 30,557,925 30,477,211 IRB HOLDING CORP 7.00 6/15/2025 23,057,000 23,120,093 23,172,285 IRON MOUNTAIN INC 5.63 7/15/2032 7,550,000 6,715,146 6,766,159 IRON MOUNTAIN INC 4.50 2/15/2031 19,950,000 17,595,718 17,141,639 IRON MOUNTAIN INC 5.25 7/15/2030 31,209,000 28,613,952 28,121,494 IRON MOUNTAIN INC 4.88 9/15/2029 26,466,000 24,091,772 23,694,216 IRON MOUNTAIN INC 7.00 2/15/2029 7,815,000 7,811,193 7,831,177 IRON MOUNTAIN INC 5.00 7/15/2028 1,500,000 1,380,496 1,390,590 IRON MOUNTAIN INC 5.25 3/15/2028 32,493,000 31,099,735 30,421,896 IRON MOUNTAIN INC 4.88 9/15/2027 30,387,000 28,886,056 28,688,063 ITC HOLDINGS CORP 2.95 5/14/2030 7,500,000 7,499,164 6,450,000 ITHACA ENERGY NORTH 9.00 7/15/2026 1,800,000 1,800,000 1,675,386 ITT HOLDINGS LLC 6.50 8/1/2029 31,570,000 27,655,788 26,533,007 JAB HOLDINGS BV 3.75 5/28/2051 6,000,000 5,969,134 4,030,260 JACOBS ENGINEERING GROUP 5.90 3/1/2033 10,000,000 10,003,469 9,813,500 JACOBS ENTERTAINMENT INC 6.75 2/15/2029 13,500,000 12,349,253 12,024,855 JAGUAR LAND ROVER AUTOMO 5.50 7/15/2029 950,000 950,000 815,414 JAGUAR LAND ROVER AUTOMO 7.75 10/15/2025 800,000 800,000 802,672 JANE STREET GRP/JSG FIN 4.50 11/15/2029 6,325,000 5,844,428 5,450,948 JAZZ SECURITIES DAC 4.38 1/15/2029 38,750,000 35,440,562 34,589,025 JB POINDEXTER + CO INC 7.13 4/15/2026 13,995,000 13,724,861 13,683,751 JBS USA/FOOD/FINANCE 6.50 12/1/2052 5,750,000 5,376,236 5,438,638 JBS USA/FOOD/FINANCE 5.75 4/1/2033 23,500,000 22,807,681 22,131,830 JBS USA/FOOD/FINANCE 3.00 5/15/2032 4,000,000 3,957,261 3,085,400 JBS USA/FOOD/FINANCE 3.63 1/15/2032 23,000,000 22,346,687 18,670,710 JBS USA/FOOD/FINANCE 3.75 12/1/2031 3,213,000 3,264,956 2,650,982

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value JBS USA/FOOD/FINANCE 5.50 1/15/2030 30,393,000 31,867,811 29,130,475 JBS USA/FOOD/FINANCE 3.00 2/2/2029 10,000,000 9,869,446 8,500,700 JEFFERIES FIN GROUP INC 2.63 10/15/2031 19,000,000 18,843,309 14,777,250 JEFFERIES FIN GROUP INC 4.15 1/23/2030 11,400,000 11,178,540 10,274,706 JEFFERIES FIN LLC / JFIN 5.00 8/15/2028 25,500,000 21,557,357 20,992,620 JERSEY CENTRAL PWR + LT 2.75 3/1/2032 6,000,000 5,986,712 4,943,460 JETBLUE 2019 1 CLASS AA 2.75 11/15/2033 14,526,691 14,471,567 12,271,422 JETBLUE AIRWAYS CORP 4.00 5/15/2034 4,767,523 4,808,817 4,339,829 JM SMUCKER CO 4.38 3/15/2045 1,500,000 1,672,957 1,297,065 JM SMUCKER CO 2.75 9/15/2041 15,500,000 15,475,090 10,838,220 JM SMUCKER CO 4.25 3/15/2035 4,550,000 4,735,871 4,143,913 JOHN DEERE CAPITAL CORP 4.35 9/15/2032 27,000,000 26,897,292 26,463,240 JOHN DEERE CAPITAL CORP 3.90 6/7/2032 10,000,000 9,978,026 9,443,700 JOHNS HOPKINS UNIVERSITY 4.71 7/1/2032 10,000,000 10,000,000 9,986,100 JOHNSON + JOHNSON 2.45 9/1/2060 6,000,000 3,861,218 3,861,218 JOHNSON + JOHNSON 2.25 9/1/2050 12,250,000 8,509,845 8,102,395 JOHNSON + JOHNSON 3.75 3/3/2047 27,096,000 27,373,688 23,873,202 JOHNSON + JOHNSON 4.50 9/1/2040 6,000,000 5,937,130 5,937,130 JOHNSON + JOHNSON 3.55 3/1/2036 5,000,000 4,500,608 4,500,608 JOHNSON + JOHNSON 4.38 12/5/2033 5,000,000 5,037,990 5,037,990 JOHNSON CONTROLS INTL PL 4.63 7/2/2044 7,666,000 7,573,727 6,858,387 JOHNSON CONTROLS INTL PL 6.00 1/15/2036 18,875,000 21,054,213 19,575,640 JOHNSON CONTROLS/TYCO FI 4.90 12/1/2032 1,000,000 991,353 991,353 JONES DESLAURIERS INSURA 8.50 3/15/2030 13,500,000 13,707,095 13,746,915 JPMORGAN CHASE + CO 1.00 1/23/2049 16,542,000 17,155,825 13,368,086 JPMORGAN CHASE + CO 1.00 2/22/2048 19,830,000 20,801,838 17,179,919 JPMORGAN CHASE + CO 4.95 6/1/2045 5,934,000 6,537,579 5,524,257 JPMORGAN CHASE + CO 4.85 2/1/2044 31,910,000 34,829,918 30,274,293 JPMORGAN CHASE + CO 5.63 8/16/2043 8,711,000 11,323,832 8,923,984 JPMORGAN CHASE + CO 1.00 4/22/2042 2,000,000 2,113,180 1,509,380 JPMORGAN CHASE + CO 1.00 11/19/2041 2,000,000 1,948,027 1,375,360 JPMORGAN CHASE + CO 1.00 4/22/2041 2,000,000 2,094,789 1,513,160 JPMORGAN CHASE + CO 1.00 7/24/2038 33,236,000 35,343,287 28,676,353 JPMORGAN CHASE + CO 1.00 7/25/2033 25,000,000 25,000,000 24,442,250 JPMORGAN CHASE + CO 1.00 4/26/2033 40,000,000 40,890,521 38,135,200 JPMORGAN CHASE + CO 1.00 1/25/2033 197,000,000 195,074,672 166,061,150 JPMORGAN CHASE + CO 1.00 11/8/2032 5,000,000 4,620,806 4,091,950 JPMORGAN CHASE + CO 1.00 4/22/2032 5,000,000 4,642,479 4,151,650 JPMORGAN CHASE + CO 1.00 2/4/2032 5,000,000 4,453,843 3,984,900 KAISER ALUMINUM CORP 4.50 6/1/2031 19,161,000 16,582,365 15,306,765 KAISER ALUMINUM CORP 4.63 3/1/2028 15,259,000 13,637,700 13,369,325 KEMPER CORP 2.40 9/30/2030 8,850,000 8,801,385 6,945,038 KENNAMETAL INC 2.80 3/1/2031 1,000,000 996,833 802,340
KENNEDY WILSON INC 5.00 3/1/2031 15,420,000 11,911,220 11,529,534 KENNEDY WILSON INC 4.75 2/1/2030 13,950,000 11,344,719 10,566,149 KENNEDY WILSON INC 4.75 3/1/2029 15,702,000 12,718,242 12,409,291 KENVUE INC 5.20 3/22/2063 15,000,000 15,046,803 15,353,250 KENVUE INC 5.05 3/22/2053 51,000,000 51,923,283 51,989,910 KENVUE INC 5.10 3/22/2043 15,000,000 14,961,391 15,243,150 KENVUE INC 4.90 3/22/2033 10,000,000 10,111,569 10,111,569 KEY BANK NA 5.00 1/26/2033 3,300,000 2,847,996 2,847,996 KEY BANK NA 4.90 8/8/2032 11,000,000 8,779,878 8,684,060 KEYCORP 1.00 6/1/2033 27,300,000 26,102,903 22,997,520

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value KFC HLD/PIZZA HUT/TACO 4.75 6/1/2027 20,370,000 19,844,682 19,670,698 KILROY REALTY LP 3.05 2/15/2030 12,700,000 12,525,123 9,950,196 KIMBERLY CLARK CORP 4.50 2/16/2033 10,000,000 10,125,420 9,987,200 KIMCO REALTY OP LLC 4.60 2/1/2033 2,500,000 2,314,453 2,314,453 KIMCO REALTY OP LLC 3.20 4/1/2032 19,500,000 18,703,545 16,180,320 KINDER MORGAN ENER PART 7.50 11/15/2040 23,468,000 24,787,314 26,106,038 KINDER MORGAN INC 5.45 8/1/2052 7,000,000 6,318,296 6,392,050 KINDER MORGAN INC 3.60 2/15/2051 1,000,000 710,896 691,490 KINDER MORGAN INC 5.55 6/1/2045 50,750,000 52,411,915 46,794,038 KINDER MORGAN INC 5.30 12/1/2034 16,718,000 18,719,058 16,146,746 KINDER MORGAN INC 5.20 6/1/2033 17,000,000 16,788,531 16,465,690 KINDER MORGAN INC 4.80 2/1/2033 4,500,000 4,296,412 4,257,090 KINDER MORGAN INC 2.00 2/15/2031 1,000,000 813,276 794,920 KINETIK HOLDINGS LP 5.88 6/15/2030 25,700,000 24,638,360 24,440,186 KKR GROUP FIN CO X LLC 3.25 12/15/2051 20,000,000 20,037,636 12,878,000 KKR GROUP FINAN CO VIII 3.50 8/25/2050 12,700,000 12,600,471 8,613,267 KKR GROUP FINAN CO XII 4.85 5/17/2032 22,200,000 21,889,789 20,955,912 KLA CORP 4.95 7/15/2052 2,500,000 2,470,427 2,460,900
KLA CORP 5.00 3/15/2049 20,622,000 23,022,553 19,987,461 KONINKIJKE AHOLD DLHAIZE 5.70 10/1/2040 7,109,000 8,106,975 7,165,232 KONTOOR BRANDS INC 4.13 11/15/2029 700,000 700,000 590,233 KRAFT HEINZ FOODS CO 5.50 6/1/2050 6,000,000 5,959,024 5,959,024 KRAFT HEINZ FOODS CO 4.88 10/1/2049 7,000,000 6,409,052 6,384,350 KRAFT HEINZ FOODS CO 4.38 6/1/2046 77,217,000 77,289,579 65,795,061 KRAFT HEINZ FOODS CO 5.20 7/15/2045 3,400,000 3,910,462 3,225,342 KRAFT HEINZ FOODS CO 5.00 6/4/2042 4,000,000 4,789,693 3,741,600 KRAFT HEINZ FOODS CO 4.63 10/1/2039 11,425,000 11,877,625 10,340,425 KRAFT HEINZ FOODS CO 3.75 4/1/2030 1,456,000 1,484,741 1,351,750 KROGER CO 3.95 1/15/2050 4,000,000 3,202,242 3,202,242
KROGER CO 4.45 2/1/2047 3,500,000 3,054,852 3,054,852
KROGER CO 7.50 4/1/2031 42,500,000 47,401,594 48,416,425 L3HARRIS TECH INC 5.05 4/27/2045 4,142,000 5,058,724 3,818,593 L3HARRIS TECH INC 6.15 12/15/2040 3,000,000 3,896,721 3,142,770 L3HARRIS TECH INC 4.85 4/27/2035 9,730,000 10,997,505 9,341,384 L3HARRIS TECH INC 1.80 1/15/2031 500,000 416,537 396,320 LABL INC 5.88 11/1/2028 13,520,000 12,425,940 12,311,042 LABL INC 6.75 7/15/2026 19,835,000 19,420,195 19,507,326 LADDER CAP FIN LLLP/CORP 4.75 6/15/2029 23,935,000 20,552,929 19,485,962 LADDER CAP FIN LLLP/CORP 4.25 2/1/2027 19,414,000 17,547,354 16,866,495 LADDER CAP FIN LLLP/CORP 5.25 10/1/2025 4,491,000 4,297,706 4,227,154 LAM RESEARCH CORP 2.88 6/15/2050 2,000,000 1,418,802 1,396,140 LAMAR MEDIA CORP 3.63 1/15/2031 15,589,000 13,452,667 13,145,268 LAMAR MEDIA CORP 4.00 2/15/2030 15,685,000 14,393,402 13,811,897 LAMAR MEDIA CORP 3.75 2/15/2028 14,775,000 13,584,803 13,484,256 LAMB WESTON HLD 4.38 1/31/2032 19,809,000 18,116,228 17,663,685 LAMB WESTON HLD 4.13 1/31/2030 28,602,000 26,326,094 25,565,898 LAMB WESTON HLD 4.88 5/15/2028 13,295,000 12,828,178 12,736,078 LBI EHF 1.00 12/31/2049 93,094 9,077 0
LCM INVESTMENTS HOLDINGS 4.88 5/1/2029 23,900,000 21,226,335 20,509,307 LCPR SR SECURED FIN DAC 5.13 7/15/2029 20,000,000 17,187,953 16,812,400 LCPR SR SECURED FIN DAC 6.75 10/15/2027 29,420,000 28,114,697 27,828,672 LEAR CORP 3.55 1/15/2052 9,000,000 8,718,351 6,030,090
LEAR CORP 2.60 1/15/2032 1,500,000 1,381,875 1,167,510

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value LEGACY LIFEPOINT HEALTH 4.38 2/15/2027 13,763,000 11,018,090 10,757,161 LEGACY LIFEPOINT HEALTH 6.75 4/15/2025 17,600,000 16,620,993 16,347,232 LEHMAN BRTH HLD 7.50 5/11/2038 339,000,000 0 3,390
LEIDOS INC 5.75 3/15/2033 2,000,000 1,990,203 1,990,203 LEIDOS INC 2.30 2/15/2031 33,800,000 33,718,334 26,645,216 LEIDOS INC 4.38 5/15/2030 13,915,000 15,069,811 12,819,333 LEVEL 3 FINANCING INC 10.50 5/15/2030 40,321,000 40,362,626 40,929,041 LEVEL 3 FINANCING INC 3.75 7/15/2029 29,039,000 20,218,763 17,478,864 LEVEL 3 FINANCING INC 3.63 1/15/2029 20,033,000 13,227,294 12,020,201 LEVEL 3 FINANCING INC 4.25 7/1/2028 33,475,000 23,533,972 21,580,998 LEVEL 3 FINANCING INC 4.63 9/15/2027 24,975,000 18,839,403 17,354,129 LEVEL 3 FINANCING INC 3.40 3/1/2027 700,000 593,306 593,306 LEVI STRAUSS + CO 3.50 3/1/2031 12,400,000 10,453,363 10,291,752 LIBERTY MUTUAL GROUP INC 4.30 2/1/2061 10,000,000 8,997,137 6,263,200 LIBERTY MUTUAL GROUP INC 3.95 10/15/2050 23,010,000 23,366,831 16,763,705 LIBERTY UTILITIES FIN 2.05 9/15/2030 12,600,000 12,577,761 9,790,704 LIFE STORAGE LP 2.20 10/15/2030 12,959,000 13,021,357 10,345,558 LIFE TIME INC 8.00 4/15/2026 3,600,000 3,546,393 3,553,596 LIFE TIME INC 5.75 1/15/2026 24,325,000 23,875,874 23,734,146 LINCOLN NATIONAL CORP 7.00 6/15/2040 17,000,000 18,832,226 17,734,230 LINCOLN NATIONAL CORP 6.30 10/9/2037 2,800,000 2,904,580 2,759,652 LINCOLN NATIONAL CORP 3.40 1/15/2031 4,000,000 3,312,568 3,375,200 LIONS GATE CAPITAL HOLD 5.50 4/15/2029 23,650,000 18,033,090 17,126,621 LITHIA MOTORS INC 4.38 1/15/2031 17,005,000 14,946,744 14,679,396 LITHIA MOTORS INC 3.88 6/1/2029 21,045,000 18,980,777 18,341,349 LIVE NATION ENTERTAINMEN 3.75 1/15/2028 18,108,000 16,824,963 16,181,671 LIVE NATION ENTERTAINMEN 4.75 10/15/2027 32,047,000 30,323,860 29,891,519 LIVE NATION ENTERTAINMEN 6.50 5/15/2027 34,672,000 34,778,525 34,857,842 LIVE NATION ENTERTAINMEN 5.63 3/15/2026 2,235,000 2,272,931 2,184,534 LIVE NATION ENTERTAINMEN 4.88 11/1/2024 17,456,000 17,288,753 17,240,069 LLOYDS BANKING GROUP PLC 1.00 12/31/2099 20,000,000 18,414,022 18,208,800 LLOYDS BANKING GROUP PLC 1.00 12/14/2046 2,500,000 1,683,419 1,646,875 LLOYDS BANKING GROUP PLC 1.00 11/15/2033 37,000,000 41,080,676 40,076,920 LLOYDS BANKING GROUP PLC 1.00 8/11/2033 2,500,000 2,397,186 2,340,700 LOCKHEED MARTIN CORP 5.90 11/15/2063 5,500,000 6,447,760 6,259,330 LOCKHEED MARTIN CORP 5.20 2/15/2055 13,000,000 13,021,164 13,420,030 LOCKHEED MARTIN CORP 5.70 11/15/2054 34,000,000 38,473,545 37,769,580 LOCKHEED MARTIN CORP 4.15 6/15/2053 2,000,000 1,821,739 1,759,780 LOCKHEED MARTIN CORP 4.09 9/15/2052 73,710,000 77,195,554 64,768,977 LOCKHEED MARTIN CORP 2.80 6/15/2050 5,738,000 5,705,856 4,061,873 LOCKHEED MARTIN CORP 4.70 5/15/2046 1,000,000 1,150,689 964,700 LOCKHEED MARTIN CORP 3.80 3/1/2045 3,000,000 3,070,088 2,527,890 LOCKHEED MARTIN CORP 4.07 12/15/2042 16,312,000 17,669,789 14,527,141 LOCKHEED MARTIN CORP 5.25 1/15/2033 9,000,000 9,502,164 9,330,570 LOCKHEED MARTIN CORP 3.90 6/15/2032 3,000,000 2,910,944 2,826,330 LONGHORN A 1.00 11/1/2027 405,982 405,356 440,897
LONGHORN B MULTI STRATEGY CRDT 1.00 11/1/2027 4,468,959 4,458,052 23,387,972 LOUISIANA ST LOCAL GOVT ENVRNM 5.20 12/1/2039 12,000,000 12,000,000 12,119,380 LOUISIANA ST LOCAL GOVT ENVRNM 4.48 8/1/2039 10,000,000 10,000,000 9,428,324 LOWE S COS INC 5.85 4/1/2063 4,000,000 3,897,647 3,988,160 LOWE S COS INC 5.80 9/15/2062 3,000,000 3,024,736 2,976,150 LOWE S COS INC 5.75 7/1/2053 7,000,000 6,990,838 7,113,680 LOWE S COS INC 5.63 4/15/2053 10,000,000 10,050,572 9,984,800

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value LOWE S COS INC 4.25 4/1/2052 29,000,000 30,154,156 23,662,840 LOWE S COS INC 3.00 10/15/2050 36,326,000 36,722,329 23,798,616 LOWE S COS INC 4.05 5/3/2047 39,523,000 40,027,969 31,772,935 LOWE S COS INC 3.70 4/15/2046 23,935,000 23,965,462 18,274,612 LOWE S COS INC 4.38 9/15/2045 1,000,000 1,122,434 838,560 LOWE S COS INC 4.65 4/15/2042 1,500,000 1,750,363 1,336,515 LOWE S COS INC 2.80 9/15/2041 13,000,000 12,790,114 9,194,380 LOWE S COS INC 5.15 7/1/2033 15,000,000 15,000,000 14,969,850 LOWE S COS INC 2.63 4/1/2031 25,000,000 24,066,711 21,090,250 LOWE S COS INC 1.70 10/15/2030 9,000,000 8,974,817 7,214,490 LSB INDUSTRIES 6.25 10/15/2028 16,800,000 15,302,580 15,085,728 LSF9 ATL HLDG/VICTRA FIN 7.75 2/15/2026 20,475,000 19,321,101 19,071,848 LUMEN TECHNOLOGIES INC 4.50 1/15/2029 1,300,000 1,289,051 635,440 LUMEN TECHNOLOGIES INC 4.00 2/15/2027 36,140,000 28,372,925 26,999,110 LUMEN TECHNOLOGIES INC 5.13 12/15/2026 1,500,000 1,041,060 1,041,060 LYB INT FINANCE III 3.63 4/1/2051 8,500,000 5,889,026 5,898,660 LYB INT FINANCE III 3.38 10/1/2040 2,000,000 1,488,803 1,477,180 LYB INT FINANCE III 5.63 5/15/2033 21,500,000 21,479,607 21,505,160 LYB INTL FINANCE BV 5.25 7/15/2043 5,092,000 5,149,006 4,636,164 M+T BANK CORPORATION 1.00 1/27/2034 7,400,000 6,751,854 6,751,854 MACQUARIE AIRFINANCE HLD 8.38 5/1/2028 750,000 750,000 760,050 MACQUARIE BANK LTD 1.00 3/3/2036 26,500,000 26,416,928 20,056,260 MADISON IAQ LLC 4.13 6/30/2028 23,405,000 21,142,653 20,613,954 MAGELLAN MIDSTREAM PARTN 3.95 3/1/2050 2,000,000 1,490,341 1,429,040 MAGELLAN MIDSTREAM PARTN 3.25 6/1/2030 19,800,000 19,762,584 17,454,294 MALLINCKRODT FIN/SB 11.50 12/15/2028 1,400,000 1,385,126 1,182,636 MANULIFE FINANCIAL CORP 5.38 3/4/2046 1,000,000 1,015,636 988,530 MANULIFE FINANCIAL CORP 3.70 3/16/2032 5,619,000 5,176,355 5,111,941 MARATHON OIL CORP 6.80 3/15/2032 6,783,000 7,127,062 7,018,709 MARATHON PETROLEUM CORP 6.50 3/1/2041 13,834,000 15,059,333 14,236,984 MARRIOTT INTERNATIONAL 3.50 10/15/2032 24,000,000 24,297,816 20,724,720 MARRIOTT INTERNATIONAL 2.85 4/15/2031 15,000,000 14,977,466 12,613,350 MARRIOTT INTERNATIONAL 4.63 6/15/2030 5,510,000 6,114,482 5,276,376 MARRIOTT OWNERSHIP RESOR 4.50 6/15/2029 16,361,000 14,227,470 14,112,508 MARS INC 4.75 4/20/2033 10,000,000 9,984,511 9,912,300
MARS INC 4.65 4/20/2031 10,000,000 10,000,000 9,870,200 MARSH + MCLENNAN COS INC 5.45 3/15/2053 12,000,000 12,340,051 12,251,040 MARSH + MCLENNAN COS INC 6.25 11/1/2052 7,000,000 6,932,237 7,895,230 MARSH + MCLENNAN COS INC 4.90 3/15/2049 13,750,000 17,816,733 12,944,525 MARSH + MCLENNAN COS INC 4.35 1/30/2047 9,638,000 9,930,411 8,233,840 MARSH + MCLENNAN COS INC 5.75 11/1/2032 5,000,000 4,967,094 5,256,650 MASONITE INTERNATIONAL C 5.38 2/1/2028 14,430,000 13,909,015 13,734,330 MASS MUTUAL LIFE INS CO 4.90 4/1/2077 8,466,000 8,963,421 7,210,069 MASS MUTUAL LIFE INS CO 3.73 10/15/2070 23,320,000 22,745,374 15,787,873 MASS MUTUAL LIFE INS CO 1.00 2/15/2069 42,525,000 43,936,330 38,864,448 MASS MUTUAL LIFE INS CO 5.67 12/1/2052 20,000,000 20,000,000 20,465,600 MASTERCARD INC 3.85 3/26/2050 24,968,000 25,797,041 21,537,896 MASTERCARD INC 3.65 6/1/2049 4,694,000 4,774,721 3,915,829 MASTERCARD INC 3.95 2/26/2048 5,020,000 5,194,639 4,450,732 MASTERCARD INC 4.85 3/9/2033 16,000,000 16,614,652 16,292,960 MATADOR RESOURCES CO 6.88 4/15/2028 10,505,000 10,419,804 10,396,904 MATADOR RESOURCES CO 5.88 9/15/2026 26,724,000 26,158,719 25,969,047 MATCH GROUP HLD II LLC 3.63 10/1/2031 12,076,000 10,176,045 9,931,665

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value MATCH GROUP HLD II LLC 4.13 8/1/2030 14,150,000 12,292,511 12,132,493 MATCH GROUP HLD II LLC 4.63 6/1/2028 20,268,000 18,847,172 18,609,672 MATCH GROUP HLD II LLC 5.00 12/15/2027 4,000,000 3,738,750 3,750,480 MATTAMY GROUP CORP 4.63 3/1/2030 15,825,000 13,974,377 13,703,342 MATTAMY GROUP CORP 5.25 12/15/2027 11,400,000 10,755,645 10,625,028 MAUSER PACKAGING SOLUT 9.25 4/15/2027 75,000 71,086 69,305 MAUSER PACKAGING SOLUT 7.88 8/15/2026 69,700,000 69,289,850 69,135,430 MAZOON ASSETS CO SAOC 5.20 11/8/2027 8,800,000 8,552,247 8,571,112 MCDONALD S CORP 5.15 9/9/2052 4,000,000 3,986,001 3,986,001 MCDONALD S CORP 4.45 9/1/2048 7,842,000 8,543,340 7,047,449 MCDONALD S CORP 4.45 3/1/2047 28,162,000 29,250,011 25,309,753 MCDONALD S CORP 4.88 12/9/2045 62,019,000 67,814,478 59,283,962 MCDONALD S CORP 4.60 5/26/2045 11,042,000 12,661,862 10,060,918 MCDONALD S CORP 6.30 3/1/2038 3,400,000 4,506,601 3,750,948 MCGRAW HILL EDUCATION 8.00 8/1/2029 16,950,000 14,899,920 14,458,520 MCGRAW HILL EDUCATION 5.75 8/1/2028 24,730,000 21,703,433 21,383,289 MCKESSON CORP 5.10 7/15/2033 15,000,000 14,903,820 15,075,150 MCLAREN FINANCE PLC 7.50 8/1/2026 500,000 500,000 425,640 MDGH GMTN RSC LTD 5.08 5/22/2053 19,000,000 19,113,240 18,937,870 MDGH GMTN RSC LTD 3.40 6/7/2051 950,000 750,381 716,186 MDGH GMTN RSC LTD 3.95 5/21/2050 10,200,000 8,903,175 8,459,268 MDGH GMTN RSC LTD 3.70 11/7/2049 40,200,000 33,466,659 31,881,012 MDGH GMTN RSC LTD 4.38 11/22/2033 28,600,000 28,411,670 27,626,456 MDGH GMTN RSC LTD 5.50 4/28/2033 30,000,000 31,746,439 31,479,900 MDGH GMTN RSC LTD 3.38 3/28/2032 16,700,000 15,267,092 15,022,819 MDGH GMTN RSC LTD 2.88 5/21/2030 20,000,000 17,962,290 17,886,000 MDGH GMTN RSC LTD 2.88 11/7/2029 14,800,000 13,457,694 13,320,888 MDGH GMTN RSC LTD 4.50 11/7/2028 3,700,000 3,658,247 3,647,793 MDGH GMTN RSC LTD 3.00 3/28/2027 23,300,000 21,929,125 21,829,770 MDGH GMTN RSC LTD 2.50 5/21/2026 10,000,000 9,300,000 9,381,300 MDGH GMTN RSC LTD 2.50 11/7/2024 30,600,000 29,426,200 29,338,362 MDGH GMTN RSC LTD 3.00 4/19/2024 10,000,000 9,785,000 9,760,800 MEDLINE BORROWER LP 5.25 10/1/2029 81,380,000 71,814,204 70,639,468 MEDLINE BORROWER LP 3.88 4/1/2029 129,152,000 114,397,137 112,332,535 MEDTRONIC GLOBAL HLDINGS 4.50 3/30/2033 25,000,000 24,931,967 24,503,250 MEG ENERGY CORP 5.88 2/1/2029 14,288,000 13,500,740 13,429,148 MEG ENERGY CORP 7.13 2/1/2027 2,850,000 2,812,603 2,893,235 MERCK + CO INC 5.15 5/17/2063 21,500,000 21,576,113 21,945,265 MERCK + CO INC 2.90 12/10/2061 8,000,000 6,592,906 5,315,360 MERCK + CO INC 5.00 5/17/2053 23,500,000 23,463,910 23,793,985 MERCK + CO INC 2.75 12/10/2051 35,000,000 32,004,535 24,153,850 MERCK + CO INC 4.00 3/7/2049 17,450,000 17,899,087 15,427,022 MERCK + CO INC 3.70 2/10/2045 8,650,000 9,028,109 7,347,224 MERCK + CO INC 4.90 5/17/2044 63,500,000 63,220,749 63,596,520 MERCK + CO INC 2.35 6/24/2040 3,250,000 3,167,159 2,328,105 MERCK + CO INC 4.50 5/17/2033 3,000,000 2,977,386 2,977,386 MESA WEST CORE LENDIG FUND LLC 1.00 12/1/2023 169,585,000 169,585,000 169,585,000 MESA WEST CORE LNDG FUND LLC 1.00 9/1/2023 40,000,000 40,000,000 40,000,000 MET LIFE GLOB FUNDING I 2.40 1/11/2032 21,500,000 21,243,529 17,541,420 MET LIFE GLOB FUNDING I 2.95 4/9/2030 15,500,000 13,511,774 13,403,935 META PLATFORMS INC 5.75 5/15/2063 20,000,000 20,124,919 20,677,800 META PLATFORMS INC 4.65 8/15/2062 26,500,000 25,732,201 23,266,735 META PLATFORMS INC 5.60 5/15/2053 20,000,000 20,092,911 20,537,000

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value META PLATFORMS INC 4.45 8/15/2052 56,000,000 55,208,089 48,766,480 META PLATFORMS INC 3.85 8/15/2032 77,000,000 76,552,044 71,516,830 METHANEX CORP 5.25 12/15/2029 16,000,000 14,725,607 14,611,040 METHANEX CORP 5.13 10/15/2027 17,525,000 16,771,037 16,378,164 METLIFE INC 10.75 8/1/2069 45,500,000 55,584,981 58,900,660 METLIFE INC 9.25 4/8/2068 43,100,000 48,235,500 50,003,758 METLIFE INC 6.40 12/15/2066 6,500,000 7,824,824 6,496,100 METLIFE INC 5.25 1/15/2054 12,000,000 11,715,329 11,682,480 METLIFE INC 5.00 7/15/2052 18,000,000 17,804,137 16,973,640 METLIFE INC 4.72 12/15/2044 3,500,000 3,923,221 3,111,255 METLIFE INC 4.88 11/13/2043 3,000,000 3,708,583 2,776,110 MEXICO CITY ARPT TRUST 5.50 7/31/2047 45,500,000 35,665,391 39,202,800 MEXICO CITY ARPT TRUST 5.50 10/31/2046 13,350,000 10,584,585 11,525,456 MEXICO CITY ARPT TRUST 3.88 4/30/2028 30,200,000 27,762,708 28,388,000 MEXICO CITY ARPT TRUST 4.25 10/31/2026 24,200,000 23,152,296 23,248,456 MGM RESORTS INTL 4.75 10/15/2028 19,400,000 17,710,586 17,618,886 MGM RESORTS INTL 5.50 4/15/2027 22,129,000 21,438,313 21,273,935 MGM RESORTS INTL 5.75 6/15/2025 18,148,000 17,979,840 17,956,357 MGM RESORTS INTL 6.75 5/1/2025 20,455,000 20,453,107 20,506,956 MICHAELS COS INC/THE 7.88 5/1/2029 2,100,000 1,582,629 1,417,374 MICHAELS COS INC/THE 5.25 5/1/2028 22,590,000 18,596,463 18,241,199 MICROSOFT CORP 3.04 3/17/2062 16,500,000 15,543,459 12,045,165 MICROSOFT CORP 2.68 6/1/2060 101,959,000 93,745,820 68,290,099 MICROSOFT CORP 2.92 3/17/2052 135,500,000 127,579,979 100,700,890 MICROSOFT CORP 2.53 6/1/2050 96,836,000 89,684,131 66,990,176 MICROSOFT CORP 4.25 2/6/2047 1,000,000 980,716 971,010
MICROSOFT CORP 3.70 8/8/2046 5,000,000 5,164,365 4,375,350 MICROSOFT CORP 3.45 8/8/2036 12,000,000 11,404,933 10,940,760 MICROSTRATEGY INC 6.13 6/15/2028 11,550,000 10,424,574 10,349,493 MID AMERICA APARTMENTS 2.88 9/15/2051 7,000,000 6,907,288 4,542,020 MIDAMERICAN ENERGY CO 2.70 8/1/2052 1,500,000 948,307 948,307 MIDAMERICAN ENERGY CO 3.65 8/1/2048 52,327,000 50,197,702 40,277,138 MIDAMERICAN ENERGY CO 3.95 8/1/2047 17,976,000 17,310,982 14,544,382 MIDAMERICAN ENERGY CO 4.25 5/1/2046 16,204,000 16,094,809 13,627,078 MIDAMERICAN ENERGY CO 4.40 10/15/2044 49,356,000 50,513,907 43,099,633 MIDAS OPCO HOLDINGS LLC 5.63 8/15/2029 29,488,000 25,774,475 25,380,911 MIDCAP FINANCIAL ISSR TR 6.50 5/1/2028 25,550,000 23,276,665 22,779,103 MIDWEST GMNG BOR/MWG FIN 4.88 5/1/2029 23,013,000 21,122,370 20,383,765 MILEAGE PLUS HLDINGS LLC 6.50 6/20/2027 21,600,000 22,923,780 21,654,000 MILLENNIUM ESCROW CORP 6.63 8/1/2026 19,205,000 14,934,470 14,098,391 MIRABELA NICKEL 1.00 9/10/2044 4,155 0 0
MISSISSIPPI POWER CO 3.10 7/30/2051 17,000,000 16,437,969 11,417,880 MISSISSIPPI POWER CO 4.25 3/15/2042 2,000,000 1,689,424 1,662,360 MITSUBISHI UFJ FIN GRP 3.75 7/18/2039 39,948,000 42,527,537 33,842,348 MITSUBISHI UFJ FIN GRP 1.00 4/19/2034 10,000,000 10,000,000 9,917,200 MITSUBISHI UFJ FIN GRP 1.00 7/20/2033 30,000,000 30,000,000 29,381,100 MITSUBISHI UFJ FIN GRP 1.00 10/13/2032 15,000,000 15,000,000 12,045,900 MITSUBISHI UFJ FIN GRP 1.00 7/20/2032 50,000,000 50,000,000 39,759,500 MIWD HLDCO II/MIWD FIN 5.50 2/1/2030 13,747,000 11,671,104 11,403,686 MIZUHO FINANCIAL GROUP 1.00 7/9/2032 50,000,000 50,000,000 38,999,500 MIZUHO FINANCIAL GROUP 1.00 9/8/2031 11,800,000 11,798,993 9,290,258 MODIVCARE ESCROW ISSUER 5.00 10/1/2029 13,275,000 10,387,579 9,827,881 MODIVCARE INC 5.88 11/15/2025 11,275,000 10,628,648 10,439,072

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value MOHEGAN TRIBAL GAMING AU 8.00 2/1/2026 28,900,000 27,172,910 27,393,732 MOLINA HEALTHCARE INC 3.88 5/15/2032 18,739,000 16,292,961 15,716,025 MOLINA HEALTHCARE INC 3.88 11/15/2030 17,175,000 15,332,347 14,750,405 MOLINA HEALTHCARE INC 4.38 6/15/2028 20,525,000 19,197,013 18,932,260 MOLSON COORS BEVERAGE 4.20 7/15/2046 35,212,000 35,974,277 29,011,871 MOLSON COORS BEVERAGE 5.00 5/1/2042 26,133,000 28,838,786 24,314,405 MONEYGRAM INTL INC 9.00 6/1/2030 2,000,000 1,708,898 1,758,260 MOODY S CORPORATION 3.10 11/29/2061 1,000,000 669,882 657,040 MOODY S CORPORATION 3.75 2/25/2052 37,000,000 33,450,755 29,230,370 MOODY S CORPORATION 4.88 12/17/2048 15,729,000 17,422,116 14,756,476 MOODY S CORPORATION 5.25 7/15/2044 16,400,000 18,373,039 16,051,664 MOODY S CORPORATION 2.75 8/19/2041 21,000,000 20,611,199 14,732,970 MOODY S CORPORATION 4.25 8/8/2032 13,000,000 12,854,771 12,350,000 MOOG INC 4.25 12/15/2027 14,753,000 13,869,853 13,698,161 MORGAN STANLEY 6.38 7/24/2042 17,000,000 21,024,755 18,957,040 MORGAN STANLEY 1.00 4/22/2042 10,000,000 10,132,342 7,590,100 MORGAN STANLEY 1.00 4/22/2039 2,400,000 2,757,496 2,138,520 MORGAN STANLEY 1.00 1/19/2038 20,000,000 20,000,000 19,728,600 MORGAN STANLEY 1.00 4/20/2037 22,000,000 21,943,903 20,784,060 MORGAN STANLEY 1.00 9/16/2036 49,000,000 43,226,450 37,088,100 MORGAN STANLEY 1.00 1/21/2033 42,000,000 41,705,385 34,908,300 MORGAN STANLEY 1.00 10/20/2032 36,500,000 35,078,762 29,449,660 MORGAN STANLEY 1.00 7/21/2032 53,614,000 53,505,476 42,615,624 MORGAN STANLEY 1.00 4/28/2032 200,000,000 200,000,000 156,056,000 MORGAN STANLEY 1.00 2/13/2032 23,000,000 22,517,489 17,844,320 MORGAN STANLEY 1.00 4/1/2031 71,400,000 71,479,355 64,383,522 MOSS CREEK RESOURCES HLD 7.50 1/15/2026 17,050,000 16,045,725 15,697,083 MOTION BONDCO DAC 6.63 11/15/2027 3,000,000 2,767,500 2,774,490 MOTOROLA SOLUTIONS INC 2.75 5/24/2031 700,000 579,394 573,993 MOTOROLA SOLUTIONS INC 2.30 11/15/2030 12,330,000 12,323,335 9,974,723 MPH ACQUISITION HOLDINGS 5.50 9/1/2028 26,150,000 22,690,097 22,287,384 MPLX LP 5.65 3/1/2053 19,000,000 18,003,736 17,758,730
MPLX LP 4.95 3/14/2052 6,000,000 5,098,226 5,098,226
MPLX LP 5.50 2/15/2049 24,650,000 25,525,281 22,462,313 MPLX LP 4.70 4/15/2048 11,020,000 9,798,043 9,076,843
MPLX LP 5.20 12/1/2047 1,992,000 2,134,542 1,744,952
MPLX LP 5.20 3/1/2047 3,381,000 3,255,133 2,970,749
MPLX LP 5.00 3/1/2033 25,000,000 24,800,522 23,979,500
MPLX LP 2.65 8/15/2030 16,900,000 16,705,858 14,155,102 MPT OPER PARTNERSP/FINL 3.50 3/15/2031 35,558,000 24,315,703 24,562,755 MPT OPER PARTNERSP/FINL 4.63 8/1/2029 23,050,000 17,425,594 17,455,535 MPT OPER PARTNERSP/FINL 5.00 10/15/2027 33,025,000 27,625,588 27,794,501 MPT OPER PARTNERSP/FINL 5.25 8/1/2026 13,150,000 11,701,422 11,681,014 MSCI INC 3.88 2/15/2031 6,500,000 6,623,209 5,634,980
MSCI INC 3.63 9/1/2030 1,500,000 1,516,080 1,297,980
MURPHY OIL CORP 5.88 12/1/2027 12,550,000 12,239,104 12,216,798 MURPHY OIL USA INC 3.75 2/15/2031 11,800,000 10,105,130 9,915,422 MURPHY OIL USA INC 4.75 9/15/2029 11,625,000 10,874,639 10,685,235 NABORS INDUSTRIES INC 7.38 5/15/2027 22,604,000 21,740,656 21,500,699 NABORS INDUSTRIES LTD 7.25 1/15/2026 14,667,000 13,788,940 13,701,471 NARRAGANSETT ELECTRIC 3.40 4/9/2030 11,200,000 11,200,000 9,996,896 NASDAQ INC 6.10 6/28/2063 25,000,000 24,851,780 25,644,250 NASDAQ INC 5.95 8/15/2053 60,000,000 60,418,857 61,544,400

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value NASDAQ INC 3.95 3/7/2052 35,223,000 33,884,876 27,045,628 NASDAQ INC 3.25 4/28/2050 16,396,000 16,691,467 11,092,550 NASDAQ INC 2.50 12/21/2040 7,750,000 7,153,938 5,200,715 NATIONAL AUSTRALIA BANK 1.00 1/12/2037 12,000,000 12,000,000 9,467,040 NATIONAL RURAL UTIL COOP 5.80 1/15/2033 10,000,000 9,995,232 10,470,100 NATIONSTAR MTG HLD INC 5.75 11/15/2031 15,110,000 12,667,035 12,408,785 NATIONSTAR MTG HLD INC 5.13 12/15/2030 18,070,000 15,133,559 14,664,528 NATIONSTAR MTG HLD INC 5.50 8/15/2028 22,581,000 20,180,400 19,794,505 NATIONSTAR MTG HLD INC 6.00 1/15/2027 15,635,000 14,696,770 14,547,117 NATIONWIDE MUTUAL INSURA 9.38 8/15/2039 59,500,000 68,188,190 76,760,950 NATWEST GROUP PLC 1.00 11/28/2035 2,000,000 1,952,652 1,529,040 NATWEST GROUP PLC 1.00 3/2/2034 30,000,000 31,014,939 30,174,900 NATWEST GROUP PLC 1.00 1/27/2030 34,500,000 35,058,062 32,950,260 NAVIENT CORP 5.63 8/1/2033 13,900,000 10,888,099 10,448,908 NAVIENT CORP 9.38 7/25/2030 13,025,000 12,891,916 12,954,274 NAVIENT CORP 5.50 3/15/2029 20,975,000 18,549,095 17,895,660 NAVIENT CORP 4.88 3/15/2028 12,450,000 10,755,144 10,666,911 NAVIENT CORP 5.00 3/15/2027 17,950,000 16,191,025 16,106,176 NAVIENT CORP 6.75 6/15/2026 500,000 483,555 483,555
NAVIENT CORP 6.75 6/25/2025 2,134,000 2,204,708 2,102,524 NAVIENT CORP 5.88 10/25/2024 1,136,000 1,119,922 1,119,505 NAVIENT CORP 6.13 3/25/2024 16,913,000 16,796,163 16,762,982 NAVIENT CORP 7.25 9/25/2023 500,000 502,632 500,775
NBCUNIVERSAL MEDIA LLC 4.45 1/15/2043 15,819,000 15,675,170 14,190,592 NCL CORPORATION LTD 7.75 2/15/2029 14,698,000 14,016,296 14,002,344 NCL CORPORATION LTD 8.38 2/1/2028 9,500,000 9,848,299 9,978,230 NCL CORPORATION LTD 5.88 2/15/2027 29,632,000 28,654,145 28,812,083 NCL CORPORATION LTD 5.88 3/15/2026 40,635,000 38,399,695 38,142,449 NCL CORPORATION LTD 3.63 12/15/2024 13,973,000 13,558,632 13,429,450 NCL FINANCE LTD 6.13 3/15/2028 9,263,000 8,484,743 8,353,559 NCR CORP 6.13 9/1/2029 17,067,000 16,913,114 17,086,286 NCR CORP 5.13 4/15/2029 40,883,000 37,163,391 36,194,946 NCR CORP 5.00 10/1/2028 21,351,000 19,649,290 19,098,897 NCR CORP 5.75 9/1/2027 16,440,000 16,497,141 16,438,849 NECESS RETAIL/AFIN OP LP 4.50 9/30/2028 11,650,000 9,241,475 8,997,412 NEPTUNE BIDCO US INC 9.29 4/15/2029 77,785,000 72,041,023 71,430,743 NESCO HOLDINGS II INC 5.50 4/15/2029 23,730,000 21,746,054 21,406,121 NESTLE HOLDINGS INC 4.70 1/15/2053 16,000,000 15,908,457 15,885,280 NESTLE HOLDINGS INC 4.30 10/1/2032 15,000,000 14,954,976 14,866,050 NETAPP INC 2.70 6/22/2030 5,250,000 5,255,644 4,418,925 NEVADA POWER CO 5.90 5/1/2053 5,000,000 4,971,761 5,200,550 NEVADA POWER CO 6.75 7/1/2037 26,314,000 29,410,067 28,921,454 NEW ENTERPRISE STONE + L 5.25 7/15/2028 14,500,000 13,464,734 13,283,015 NEW FORTRESS ENERGY INC 6.50 9/30/2026 37,895,000 34,501,673 33,933,078 NEW FORTRESS ENERGY INC 6.75 9/15/2025 31,900,000 30,080,868 29,919,967 NEW YORK LIFE INSURANCE 3.75 5/15/2050 22,385,000 21,819,476 17,061,847 NEW YORK LIFE INSURANCE 6.75 11/15/2039 49,900,000 56,348,268 56,752,767 NEWELL BRANDS INC 6.00 4/1/2046 12,000,000 9,253,428 9,502,800 NEWELL BRANDS INC 6.63 9/15/2029 16,900,000 16,197,446 16,218,761 NEWELL BRANDS INC 6.38 9/15/2027 11,100,000 10,608,555 10,658,553 NEWELL BRANDS INC 4.70 4/1/2026 36,630,000 34,517,207 34,420,112 NEWELL BRANDS INC 4.88 6/1/2025 8,000,000 7,680,847 7,716,560 NEWMONT CORP 4.88 3/15/2042 4,000,000 3,756,048 3,716,800

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value NEWMONT CORP 6.25 10/1/2039 4,500,000 4,814,406 4,756,320 NEWMONT CORP 2.60 7/15/2032 35,500,000 34,683,567 28,983,975 NEXSTAR MEDIA INC 4.75 11/1/2028 28,347,000 25,163,883 24,595,558 NEXSTAR MEDIA INC 5.63 7/15/2027 51,825,000 48,971,000 48,318,521 NEXTERA ENERGY CAPITAL 5.00 7/15/2032 35,000,000 35,120,840 34,512,450 NEXTERA ENERGY OPERATING 4.50 9/15/2027 15,728,000 15,082,066 14,615,401 NEXTERA ENERGY OPERATING 3.88 10/15/2026 15,700,000 14,924,212 14,615,287 NEXTERA ENERGY OPERATING 4.25 9/15/2024 48,000 47,728 45,812 NEXTERA ENERGY OPERATING 4.25 7/15/2024 13,727,000 13,691,318 13,472,913 NFP CORP 7.50 10/1/2030 2,856,000 2,864,735 2,769,777
NFP CORP 4.88 8/15/2028 17,070,000 15,934,820 15,301,548 NFP CORP 6.88 8/15/2028 3,718,000 3,745,971 3,229,975
NGL ENRGY OP/FIN CORP 7.50 2/1/2026 52,536,000 51,898,576 51,743,232 NIAGARA MOHAWK POWER 2.76 1/10/2032 25,000,000 25,000,000 20,361,000 NIKE INC 3.38 3/27/2050 5,000,000 4,049,947 4,049,947
NIKE INC 3.25 3/27/2040 22,130,000 21,347,576 18,185,991 NIPPON LIFE INSURANCE 1.00 1/21/2051 24,000,000 23,775,904 19,680,480 NISOURCE INC 4.38 5/15/2047 34,048,000 35,336,129 29,138,959 NISOURCE INC 5.65 2/1/2045 20,100,000 20,264,216 20,018,394 NISOURCE INC 4.80 2/15/2044 1,000,000 925,747 909,400
NISOURCE INC 5.40 6/30/2033 20,000,000 19,925,867 20,040,600 NMG HLDCO/NEIMAN MARCUS 7.13 4/1/2026 28,850,000 27,332,312 26,814,056 NNN REIT INC 3.00 4/15/2052 10,000,000 9,781,784 6,042,100 NNN REIT INC 3.50 4/15/2051 9,500,000 9,370,657 6,415,350 NOBLE FINANCE II LLC 8.00 4/15/2030 14,250,000 14,420,302 14,472,870 NOGAHOLDING SUKUK 5.25 4/8/2029 18,300,000 18,066,645 17,259,645 NOMURA HOLDINGS INC 6.18 1/18/2033 2,300,000 2,334,667 2,367,528 NOMURA HOLDINGS INC 2.61 7/14/2031 11,000,000 10,989,146 8,732,020 NORDEA BANK ABP 1.00 12/31/2099 31,450,000 30,611,747 25,509,634 NORDSTROM INC 5.00 1/15/2044 23,350,000 15,826,180 16,229,885 NORDSTROM INC 4.38 4/1/2030 13,100,000 10,706,660 10,828,198 NORFOLK SOUTHERN CORP 4.10 5/15/2121 13,000,000 12,966,540 9,200,750 NORFOLK SOUTHERN CORP 3.16 5/15/2055 6,000,000 4,468,737 4,109,040 NORFOLK SOUTHERN CORP 4.55 6/1/2053 32,500,000 30,774,616 29,301,350 NORFOLK SOUTHERN CORP 3.70 3/15/2053 15,000,000 14,915,619 11,614,200 NORFOLK SOUTHERN CORP 3.05 5/15/2050 14,730,000 13,346,011 10,208,627 NORFOLK SOUTHERN CORP 3.40 11/1/2049 11,576,000 11,603,780 8,515,769 NORFOLK SOUTHERN CORP 4.10 5/15/2049 16,914,000 17,401,849 14,185,264 NORFOLK SOUTHERN CORP 3.95 10/1/2042 674,000 731,350 552,505 NORFOLK SOUTHERN CORP 3.00 3/15/2032 4,000,000 3,716,290 3,443,560 NORTHERN OIL AND GAS INC 8.75 6/15/2031 8,600,000 8,444,588 8,446,404 NORTHERN OIL AND GAS INC 8.13 3/1/2028 18,325,000 18,121,021 17,960,149 NORTHERN STATES PWR MINN 5.10 5/15/2053 6,000,000 5,911,988 5,911,988 NORTHERN STATES PWR MINN 4.50 6/1/2052 17,218,000 16,505,196 15,526,848 NORTHERN STATES PWR MINN 3.20 4/1/2052 10,943,000 10,661,778 7,836,939 NORTHERN STATES PWR MINN 3.60 9/15/2047 61,900,000 58,151,077 48,624,307 NORTHERN STATES PWR MINN 4.00 8/15/2045 14,900,000 14,064,249 12,167,936 NORTHERN STATES PWR MINN 4.13 5/15/2044 19,600,000 19,136,074 16,751,336 NORTHRIVER MIDSTREAM FIN 5.63 2/15/2026 12,950,000 12,257,609 12,103,588 NORTHROP GRUMMAN CORP 4.95 3/15/2053 54,000,000 53,661,667 52,668,360 NORTHROP GRUMMAN CORP 5.25 5/1/2050 19,098,000 19,859,448 19,451,122 NORTHROP GRUMMAN CORP 4.03 10/15/2047 43,400,000 41,568,562 37,231,558 NORTHROP GRUMMAN CORP 4.75 6/1/2043 14,412,000 17,026,713 13,483,291

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value NORTHROP GRUMMAN CORP 5.15 5/1/2040 42,698,000 44,533,538 42,079,733 NORTHROP GRUMMAN CORP 4.70 3/15/2033 39,500,000 39,830,287 38,775,175 NORTHWEST ACQ/DOMINION 7.13 11/1/2022 8,525,000 8,525,000 853 NORTHWESTERN MUTUAL LIFE 3.63 9/30/2059 8,066,000 8,097,837 5,692,580 NOVA CHEMICALS CORP 4.25 5/15/2029 535,000 507,268 436,501 NOVELIS CORP 3.88 8/15/2031 22,221,000 18,588,294 18,339,436 NOVELIS CORP 4.75 1/30/2030 49,684,000 45,560,652 44,159,636 NOVELIS CORP 3.25 11/15/2026 23,524,000 21,828,226 21,315,802 NRG ENERGY INC 3.88 2/15/2032 34,816,000 28,748,138 26,914,509 NRG ENERGY INC 3.63 2/15/2031 30,769,000 25,866,489 24,070,589 NRG ENERGY INC 5.25 6/15/2029 22,014,000 20,089,315 19,659,603 NRG ENERGY INC 3.38 2/15/2029 15,740,000 13,801,208 12,929,938 NRG ENERGY INC 5.75 1/15/2028 27,140,000 26,226,065 25,734,419 NRG ENERGY INC 6.63 1/15/2027 503,000 514,313 499,595
NSTAR ELECTRIC CO 4.95 9/15/2052 12,700,000 12,607,649 12,388,723 NSTAR ELECTRIC CO 4.55 6/1/2052 13,000,000 13,024,851 11,731,720 NSTAR ELECTRIC CO 3.10 6/1/2051 2,000,000 2,080,929 1,400,880 NSTAR ELECTRIC CO 4.40 3/1/2044 13,208,000 15,173,571 11,688,948 NUSTAR LOGISTICS LP 6.38 10/1/2030 16,221,000 15,622,398 15,567,780 NUSTAR LOGISTICS LP 5.63 4/28/2027 21,888,000 21,153,873 21,040,059 NUSTAR LOGISTICS LP 6.00 6/1/2026 16,637,000 16,552,520 16,228,728 NUSTAR LOGISTICS LP 5.75 10/1/2025 19,469,000 19,313,161 19,045,939 NUTRIEN LTD 5.80 3/27/2053 6,000,000 5,962,353 6,021,960 NUTRIEN LTD 3.95 5/13/2050 16,286,000 16,444,065 12,494,619 NUTRIEN LTD 5.00 4/1/2049 7,537,000 8,779,011 6,794,379 NUTRIEN LTD 4.90 6/1/2043 3,630,000 4,252,270 3,251,137 NUTRIEN LTD 4.13 3/15/2035 9,850,000 10,309,650 8,644,853 NVENT FINANCE SARL 2.75 11/15/2031 20,000,000 19,944,763 15,974,200 NVENT FINANCE SARL 4.55 4/15/2028 17,981,000 18,179,423 16,858,446 NVIDIA CORP 3.70 4/1/2060 4,000,000 3,107,457 3,293,200 NVIDIA CORP 3.50 4/1/2050 4,125,000 4,249,648 3,350,696 NVIDIA CORP 3.50 4/1/2040 5,500,000 5,754,555 4,710,145 NXP BV/NXP FDG/NXP USA 3.25 5/11/2041 47,500,000 45,824,610 34,513,975 NXP BV/NXP FDG/NXP USA 5.00 1/15/2033 5,500,000 5,334,172 5,287,150 NXP BV/NXP FDG/NXP USA 2.65 2/15/2032 23,000,000 22,208,223 18,595,960 NXP BV/NXP FDG/NXP USA 2.50 5/11/2031 1,000,000 993,496 815,080 NXP BV/NXP FDG/NXP USA 4.30 6/18/2029 36,445,000 37,493,373 34,326,452 O REILLY AUTOMOTIVE INC 4.70 6/15/2032 1,900,000 1,873,739 1,829,719 OCCIDENTAL PETROLEUM COR 6.60 3/15/2046 16,700,000 17,538,226 17,240,078 OCCIDENTAL PETROLEUM COR 6.45 9/15/2036 57,200,000 59,485,015 58,882,824 OCCIDENTAL PETROLEUM COR 7.50 5/1/2031 1,500,000 1,637,670 1,637,670 OCCIDENTAL PETROLEUM COR 6.13 1/1/2031 27,684,000 28,696,472 28,107,842 OFFICE PPTY INCOME TRST 4.50 2/1/2025 11,000,000 9,469,674 9,491,900 OGLETHORPE POWER CORP 4.55 6/1/2044 9,500,000 9,111,692 7,584,990 OHIO POWER COMPANY 2.90 10/1/2051 46,000,000 40,642,909 30,561,940 OHIO POWER COMPANY 4.00 6/1/2049 2,000,000 2,205,571 1,619,400 OI EUROPEAN GROUP BV 4.75 2/15/2030 1,025,000 981,065 927,953 OIL + GAS HOLDING 8.38 11/7/2028 39,000,000 41,057,116 41,012,010 OIL + GAS HOLDING 7.50 10/25/2027 44,500,000 45,408,505 45,075,830 OLYMPUS WTR US HLDG CORP 9.75 11/15/2028 29,409,000 28,977,388 28,678,186 OLYMPUS WTR US HLDG CORP 4.25 10/1/2028 29,453,000 24,656,885 23,277,884 OLYMPUS WTR US HLDG CORP 7.13 10/1/2027 4,434,000 4,350,584 4,025,230 OMAN SOVEREIGN SUKUK 4.40 6/1/2024 10,000,000 9,894,307 9,822,400

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value OMNICOM GROUP INC 2.60 8/1/2031 18,500,000 18,288,958 15,348,525 ON SEMICONDUCTOR CORP 3.88 9/1/2028 19,900,000 18,309,496 18,107,607 ONCOR ELECTRIC DELIVERY 4.95 9/15/2052 21,000,000 20,873,469 20,274,153 ONCOR ELECTRIC DELIVERY 4.60 6/1/2052 15,000,000 14,869,575 13,738,650 ONCOR ELECTRIC DELIVERY 2.70 11/15/2051 20,500,000 19,632,198 13,345,090 ONCOR ELECTRIC DELIVERY 3.70 5/15/2050 17,900,000 17,852,939 14,184,497 ONCOR ELECTRIC DELIVERY 3.80 6/1/2049 21,122,000 21,519,467 17,054,748 ONCOR ELECTRIC DELIVERY 3.80 9/30/2047 3,246,000 3,338,869 2,609,816 ONCOR ELECTRIC DELIVERY 3.75 4/1/2045 42,232,000 40,942,900 34,441,041 ONCOR ELECTRIC DELIVERY 7.50 9/1/2038 17,500,000 18,769,847 21,143,325 ONCOR ELECTRIC DELIVERY 4.55 9/15/2032 25,000,000 24,977,711 24,315,500 ONCOR ELECTRIC DELIVERY 7.00 5/1/2032 23,980,000 25,685,132 27,200,514 ONE GAS INC 4.50 11/1/2048 11,150,000 11,523,124 9,596,582 ONEMAIN FINANCE CORP 4.00 9/15/2030 25,885,000 20,185,585 19,958,370 ONEMAIN FINANCE CORP 5.38 11/15/2029 393,000 320,166 335,571 ONEMAIN FINANCE CORP 9.00 1/15/2029 4,007,000 4,011,995 4,046,990 ONEMAIN FINANCE CORP 6.63 1/15/2028 20,763,000 19,681,062 19,582,623 ONEMAIN FINANCE CORP 3.50 1/15/2027 12,700,000 10,862,025 10,920,984 ONEMAIN FINANCE CORP 7.13 3/15/2026 43,471,000 42,797,919 42,792,418 ONEMAIN FINANCE CORP 6.88 3/15/2025 38,219,000 38,164,611 37,800,884 ONEMAIN FINANCE CORP 6.13 3/15/2024 28,268,000 28,251,230 28,167,083 ONEOK INC 5.20 7/15/2048 3,000,000 2,543,058 2,568,090
ONEOK INC 6.35 1/15/2031 6,750,000 8,130,561 6,948,113
ONEOK INC 4.35 3/15/2029 7,900,000 7,957,414 7,350,950
ONEOK PARTNERS LP 6.85 10/15/2037 15,900,000 17,069,992 16,356,807 OPEN TEXT CORP 3.88 12/1/2029 22,350,000 19,345,837 18,686,388 OPEN TEXT CORP 3.88 2/15/2028 24,532,000 22,133,520 21,597,727 OPEN TEXT HOLDINGS INC 4.13 12/1/2031 19,050,000 16,487,458 15,658,338 OPEN TEXT HOLDINGS INC 4.13 2/15/2030 22,400,000 19,468,076 19,065,312 OPENLANE INC 5.13 6/1/2025 4,496,000 4,493,093 4,416,691 OPTION CARE HEALTH INC 4.38 10/31/2029 11,815,000 10,580,624 10,424,847 OQ SAOC 5.13 5/6/2028 28,000,000 26,640,877 26,493,320
ORACLE CORP 5.55 2/6/2053 34,000,000 33,406,862 32,941,920 ORACLE CORP 6.90 11/9/2052 117,000,000 123,088,264 131,106,690 ORACLE CORP 3.60 4/1/2050 4,000,000 2,844,044 2,856,200 ORACLE CORP 4.00 7/15/2046 24,517,000 21,901,842 18,846,463 ORACLE CORP 4.13 5/15/2045 41,400,000 44,180,206 32,502,312 ORACLE CORP 4.50 7/8/2044 17,400,000 18,785,513 14,550,750 ORACLE CORP 3.65 3/25/2041 10,000,000 9,940,248 7,702,500 ORACLE CORP 3.60 4/1/2040 135,710,000 140,215,326 105,011,041 ORACLE CORP 4.90 2/6/2033 23,000,000 22,898,921 22,327,940 ORACLE CORP 6.25 11/9/2032 20,000,000 19,967,055 21,219,000 ORACLE CORP 2.88 3/25/2031 5,000,000 4,301,457 4,261,300 ORANGE SA 5.50 2/6/2044 19,276,000 23,492,066 19,545,286 ORANGE SA 5.38 1/13/2042 2,000,000 2,534,671 1,988,620
ORGANON + CO/ORG 5.13 4/30/2031 61,057,000 53,391,149 50,363,477 ORGANON + CO/ORG 4.13 4/30/2028 62,174,000 57,233,534 55,207,403 OTIS WORLDWIDE CORP 3.11 2/15/2040 4,600,000 4,785,080 3,555,616 OUTFRONT MEDIA CAP LLC/C 4.63 3/15/2030 14,350,000 12,472,557 12,018,269 OUTFRONT MEDIA CAP LLC/C 4.25 1/15/2029 14,728,000 12,907,423 12,379,768 OUTFRONT MEDIA CAP LLC/C 5.00 8/15/2027 23,564,000 22,089,405 21,382,209 OVINTIV INC 7.10 7/15/2053 5,000,000 4,989,829 5,139,100 OWENS + MINOR INC 6.63 4/1/2030 15,220,000 13,987,704 13,810,171

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value OWENS + MINOR INC 4.50 3/31/2029 15,185,000 13,077,148 12,717,741 OWENS BROCKWAY 7.25 5/15/2031 6,950,000 7,014,814 7,035,624 OWENS BROCKWAY 6.63 5/13/2027 16,383,000 16,314,272 16,287,979 OWENS BROCKWAY 6.38 8/15/2025 500,000 509,755 500,945
OWL ROCK CORE INCOME COR 5.50 3/21/2025 12,000,000 11,698,750 11,565,120 OWL ROCK TECHNOLOGY FINA 2.50 1/15/2027 10,000,000 8,902,415 8,289,300 PACIFIC GAS + ELECTRIC 6.70 4/1/2053 20,000,000 19,928,809 19,671,600 PACIFIC GAS + ELECTRIC 6.75 1/15/2053 21,730,000 22,282,378 21,449,248 PACIFIC GAS + ELECTRIC 3.30 8/1/2040 23,768,000 23,656,181 16,041,023 PACIFIC GAS + ELECTRIC 4.50 7/1/2040 57,100,000 57,322,876 44,400,960 PACIFIC GAS + ELECTRIC 6.15 1/15/2033 26,400,000 26,761,901 25,926,648 PACIFIC GAS + ELECTRIC 2.50 2/1/2031 61,560,000 59,661,036 48,291,973 PACIFIC LIFE GF II 2.45 1/11/2032 20,000,000 19,972,867 16,053,000 PACIFIC LIFECORP 5.40 9/15/2052 23,000,000 22,880,509 22,143,940 PACIFICORP 5.35 12/1/2053 15,000,000 14,955,843 13,676,400 PACKAGING CORP OF AMERIC 3.05 10/1/2051 16,600,000 16,309,059 10,993,682 PACTIV EVERGREEN GROUP 4.38 10/15/2028 13,450,000 11,865,847 11,737,815 PACTIV EVERGREEN GROUP 4.00 10/15/2027 26,553,000 23,998,771 23,683,152 PARAMOUNT GLOBAL 4.95 5/19/2050 9,000,000 6,663,767 6,746,760 PARAMOUNT GLOBAL 5.85 9/1/2043 32,125,000 32,619,116 27,399,091 PARAMOUNT GLOBAL 4.38 3/15/2043 266,000 289,377 188,051 PARAMOUNT GLOBAL 4.85 7/1/2042 6,583,000 6,792,216 4,895,053 PARAMOUNT GLOBAL 5.50 5/15/2033 2,000,000 1,982,082 1,833,300 PARAMOUNT GLOBAL 4.20 5/19/2032 2,000,000 2,192,219 1,676,580 PARAMOUNT GLOBAL 7.88 7/30/2030 18,700,000 20,993,049 19,754,867 PARK INTERMED HOLDINGS 4.88 5/15/2029 21,436,000 19,396,947 18,481,262 PARK INTERMED HOLDINGS 5.88 10/1/2028 22,511,000 21,308,930 20,787,783 PARK INTERMED HOLDINGS 7.50 6/1/2025 18,980,000 18,963,765 19,023,274 PARKLAND CORP 4.63 5/1/2030 19,375,000 17,150,650 16,807,231 PARKLAND CORP 4.50 10/1/2029 22,700,000 20,393,190 19,721,987 PARKLAND CORP 5.88 7/15/2027 13,900,000 13,599,267 13,421,284 PATTERN ENERGY OP LP/PAT 4.50 8/15/2028 17,060,000 15,876,154 15,636,514 PAYPAL HOLDINGS INC 5.05 6/1/2052 3,000,000 2,892,640 2,937,600 PAYSAFE FIN PLC/PAYSAFE 4.00 6/15/2029 875,000 875,000 691,040 PBF HOLDING CO LLC 6.00 2/15/2028 21,970,000 20,897,991 20,594,678 PBF HOLDING CO LLC 7.25 6/15/2025 16,325,000 16,380,291 16,296,921 PDC ENERGY INC 5.75 5/15/2026 19,575,000 19,559,254 19,543,289 PE PRJT BLUE SKY MTY 1012024 1.00 1/1/2024 11,069,894 11,069,894 11,069,894 PE PRJT BLUE SKY MTY 1012025 1.00 1/1/2025 22,139,789 22,139,789 22,139,789 PE PRJT BLUE SKY MTY 6302024 0.01 6/28/2024 1,151,277,595 1,151,277,595 1,151,277,595 PECO ENERGY CO 4.38 8/15/2052 20,300,000 20,192,298 17,940,125 PECO ENERGY CO 4.60 5/15/2052 10,000,000 9,930,361 9,172,100 PECO ENERGY CO 3.00 9/15/2049 6,392,000 6,150,897 4,442,376 PECO ENERGY CO 3.90 3/1/2048 33,098,000 32,835,688 27,291,949 PECO ENERGY CO 3.70 9/15/2047 20,242,000 19,155,691 16,033,081 PECO ENERGY CO 4.15 10/1/2044 24,000,000 23,155,861 20,285,280 PECO ENERGY CO 4.90 6/15/2033 15,000,000 14,969,767 14,976,300 PEDIATRIX MEDICAL GROUP 5.38 2/15/2030 275,000 275,000 253,107 PELABUHAN INDO PERSERO 4.25 5/5/2025 25,900,000 25,358,977 25,317,768 PELABUHAN INDO PERSERO 4.88 10/1/2024 21,700,000 21,633,523 21,499,926 PENN MUTUAL LIFE INS CO 3.80 4/29/2061 15,000,000 15,000,000 10,104,900 PENNYMAC FIN SVCS INC 5.75 9/15/2031 13,925,000 11,670,615 11,342,609 PENNYMAC FIN SVCS INC 4.25 2/15/2029 16,975,000 14,410,645 13,655,878

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value PENNYMAC FIN SVCS INC 5.38 10/15/2025 14,600,000 14,137,709 13,842,114 PENSKE AUTOMOTIVE GROUP 3.75 6/15/2029 15,609,000 13,738,724 13,479,464 PENSKE AUTOMOTIVE GROUP 3.50 9/1/2025 12,300,000 11,793,610 11,713,536 PENTAIR FINANCE SARL 5.90 7/15/2032 5,000,000 4,901,346 5,055,550 PEPSICO INC 4.65 2/15/2053 50,000,000 51,218,144 50,218,500 PEPSICO INC 4.20 7/18/2052 10,000,000 10,115,496 9,367,800 PEPSICO INC 2.75 10/21/2051 6,500,000 4,670,102 4,670,102 PEPSICO INC 3.38 7/29/2049 30,100,000 32,624,577 24,502,303 PEPSICO INC 2.63 10/21/2041 26,000,000 25,961,771 19,651,320 PEPSICO INC 3.90 7/18/2032 25,000,000 24,964,715 24,047,500 PERFORMANCE FOOD GROUP I 4.25 8/1/2029 25,830,000 23,322,962 22,997,224 PERFORMANCE FOOD GROUP I 5.50 10/15/2027 28,675,000 27,922,362 27,753,099 PERMIAN RESOURC OPTG LLC 5.88 7/1/2029 27,832,000 26,325,441 26,234,165 PERMIAN RESOURC OPTG LLC 5.38 1/15/2026 1,075,000 1,066,925 1,030,818 PERRIGO FINANCE UNLIMITD 3.90 12/15/2024 10,500,000 10,192,002 10,156,020 PERRIGO FINANCE UNLIMITE 4.65 6/15/2030 20,750,000 18,467,976 18,362,505 PERRIGO FINANCE UNLIMITE 4.38 3/15/2026 17,150,000 16,374,964 16,301,761 PERUSAHAAN LISTRIK NEGAR 4.00 6/30/2050 11,100,000 7,996,919 7,940,274 PERUSAHAAN LISTRIK NEGAR 4.88 7/17/2049 11,125,000 9,074,824 9,056,306 PERUSAHAAN LISTRIK NEGAR 6.15 5/21/2048 29,200,000 27,709,624 28,293,632 PERUSAHAAN LISTRIK NEGAR 5.25 5/15/2047 2,000,000 1,697,876 1,744,440 PERUSAHAAN LISTRIK NEGAR 5.25 10/24/2042 12,300,000 10,523,021 10,924,737 PERUSAHAAN LISTRIK NEGAR 3.00 6/30/2030 5,950,000 5,010,865 5,086,596 PERUSAHAAN LISTRIK NEGAR 3.38 2/5/2030 35,100,000 31,154,997 30,776,382 PERUSAHAAN LISTRIK NEGAR 3.88 7/17/2029 37,200,000 33,844,206 34,001,730 PERUSAHAAN LISTRIK NEGAR 5.38 1/25/2029 32,600,000 32,758,380 32,317,358 PERUSAHAAN LISTRIK NEGAR 5.45 5/21/2028 40,100,000 40,005,147 40,028,823 PERUSAHAAN LISTRIK NEGAR 4.13 5/15/2027 42,903,000 40,962,239 40,914,017 PETROLEOS DEL PERU SA 5.63 6/19/2047 95,800,000 63,470,311 61,819,740 PETROLEOS DEL PERU SA 4.75 6/19/2032 66,400,000 51,442,913 50,131,336 PETROLEOS MEXICANOS 6.95 1/28/2060 50,700,000 32,852,860 31,357,950 PETROLEOS MEXICANOS 7.69 1/23/2050 144,950,000 103,064,731 97,693,401 PETROLEOS MEXICANOS 6.35 2/12/2048 25,000,000 15,941,069 15,066,500 PETROLEOS MEXICANOS 6.75 9/21/2047 52,000,000 34,537,784 32,494,280 PETROLEOS MEXICANOS 6.50 6/2/2041 16,900,000 11,208,360 10,664,745 PETROLEOS MEXICANOS 10.00 2/7/2033 136,800,000 133,507,457 124,701,900 PETROLEOS MEXICANOS 6.70 2/16/2032 124,910,000 101,135,485 94,800,445 PETROLEOS MEXICANOS 5.95 1/28/2031 13,000,000 9,995,238 9,472,190 PETROLEOS MEXICANOS 6.84 1/23/2030 76,400,000 66,344,022 60,527,900 PETROLEOS MEXICANOS 8.75 6/2/2029 66,650,000 63,974,017 59,761,723 PETROLEOS MEXICANOS 6.50 1/23/2029 6,100,000 5,526,751 5,048,360 PETROLEOS MEXICANOS 5.35 2/12/2028 20,000,000 17,168,797 16,434,000 PETROLEOS MEXICANOS 6.50 3/13/2027 61,600,000 57,401,548 54,670,000 PETROLEOS MEXICANOS 6.49 1/23/2027 43,600,000 40,352,886 38,673,200 PETROLEOS MEXICANOS 6.88 8/4/2026 13,300,000 12,836,858 12,352,375 PETROLIAM NASIONAL BHD 7.63 10/15/2026 20,200,000 22,192,600 21,501,486 PETRONAS CAPITAL LTD 3.40 4/28/2061 57,500,000 41,198,599 41,522,475 PETRONAS CAPITAL LTD 4.80 4/21/2060 38,357,000 35,438,582 36,575,701 PETRONAS CAPITAL LTD 4.55 4/21/2050 127,426,000 115,994,644 117,981,185 PETRONAS CAPITAL LTD 4.50 3/18/2045 74,000,000 67,602,096 68,725,280 PETRONAS CAPITAL LTD 2.48 1/28/2032 73,711,000 61,328,633 61,898,812 PETRONAS CAPITAL LTD 3.50 4/21/2030 137,300,000 126,620,596 127,266,116 PETRONAS CAPITAL LTD 3.50 3/18/2025 56,300,000 55,153,902 54,424,084

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value PETRONAS ENERGY CANADA 2.11 3/23/2028 35,500,000 31,565,379 31,484,950 PETSMART INC/PETSMART FI 7.75 2/15/2029 34,871,000 34,346,915 34,664,564 PETSMART INC/PETSMART FI 4.75 2/15/2028 41,381,000 39,097,840 38,321,703 PFIZER INC 4.00 3/15/2049 13,600,000 13,101,715 12,166,288 PFIZER INC 4.20 9/15/2048 15,045,000 15,476,480 13,848,772 PFIZER INC 2.55 5/28/2040 6,000,000 5,745,545 4,409,520 PFIZER INC 7.20 3/15/2039 28,700,000 32,126,763 35,723,751 PFIZER INVESTMENT ENTER 5.34 5/19/2063 112,000,000 109,728,744 113,345,120 PFIZER INVESTMENT ENTER 5.30 5/19/2053 60,000,000 59,910,951 62,474,400 PFIZER INVESTMENT ENTER 5.11 5/19/2043 120,000,000 117,614,127 120,039,600 PFIZER INVESTMENT ENTER 4.75 5/19/2033 30,000,000 29,955,530 29,899,500 PG+E CORP 5.25 7/1/2030 25,675,000 23,136,291 23,023,543 PG+E CORP 5.00 7/1/2028 27,691,000 25,786,875 25,419,230 PG+E RECOVERY FND LLC 5.54 7/15/2049 25,000,000 24,997,190 25,921,500 PG+E WILDFIRE RECOVERY 5.10 6/1/2054 28,000,000 28,244,566 28,367,080 PG+E WILDFIRE RECOVERY 4.67 12/1/2053 10,000,000 9,999,668 9,353,000 PG+E WILDFIRE RECOVERY 4.45 12/1/2049 15,000,000 14,999,550 13,442,550 PG+E WILDFIRE RECOVERY 5.21 12/1/2049 25,000,000 24,999,660 24,938,250 PG+E WILDFIRE RECOVERY 5.08 6/1/2043 25,000,000 24,998,819 24,536,000 PG+E WILDFIRE RECOVERY 4.72 6/1/2037 25,000,000 24,998,528 24,426,500 PGT INNOVATIONS INC 4.38 10/1/2029 16,400,000 15,510,879 15,379,264 PHILLIPS 66 4.68 2/15/2045 3,825,000 3,617,728 3,267,086 PHILLIPS 66 4.88 11/15/2044 19,124,000 21,662,974 17,624,678 PHILLIPS 66 4.65 11/15/2034 9,456,000 10,718,796 8,938,946 PHILLIPS 66 3.15 12/15/2029 25,200,000 23,377,388 21,996,576 PHILLIPS 66 CO 5.30 6/30/2033 20,000,000 19,908,164 19,956,400 PHILLIPS EDISON GROCERY 2.63 11/15/2031 12,000,000 11,725,665 8,921,280 PHOTO HOLDINGS MERGER SU 8.50 10/1/2026 1,360,000 686,868 686,868 PHYSICIANS REALTY LP 2.63 11/1/2031 29,800,000 29,767,858 23,184,698 PIEDMONT HEALTHCARE INC 2.72 1/1/2042 12,500,000 12,500,000 8,648,000 PIEDMONT NATURAL GAS CO 5.05 5/15/2052 10,000,000 9,916,190 9,017,100 PIKE CORP 5.50 9/1/2028 17,966,000 16,294,953 16,161,495 PILGRIM S PRIDE CORP 6.25 7/1/2033 20,000,000 19,865,096 19,456,400 PILGRIM S PRIDE CORP 3.50 3/1/2032 5,000,000 4,573,508 3,981,650 PILGRIM S PRIDE CORP 4.25 4/15/2031 12,583,000 12,619,318 10,796,214 PINE STREET TRUST II 5.57 2/15/2049 10,184,000 10,281,328 9,092,581 PIONEER NATURAL RESOURCE 2.15 1/15/2031 23,000,000 22,707,641 18,834,700 PLAINS ALL AMER PIPELINE 4.90 2/15/2045 40,872,000 35,759,849 33,058,091 PLAINS ALL AMER PIPELINE 4.70 6/15/2044 30,000,000 27,303,892 23,433,300 PLAINS ALL AMER PIPELINE 4.30 1/31/2043 2,000,000 1,499,477 1,494,480 PLAINS ALL AMER PIPELINE 5.15 6/1/2042 6,319,000 5,332,531 5,251,595 PLAINS ALL AMER PIPELINE 3.55 12/15/2029 55,514,000 55,896,567 48,887,294 PLAYTIKA HOLDING CORP 4.25 3/15/2029 15,600,000 14,104,452 13,863,564 PM GENERAL PURCHASER LLC 9.50 10/1/2028 15,855,000 15,904,640 15,575,793 PNC FINANCIAL SERVICES 1.00 1/24/2034 31,000,000 30,104,457 29,724,660 PNC FINANCIAL SERVICES 1.00 6/6/2033 20,300,000 18,511,003 18,659,557 POST HOLDINGS INC 4.50 9/15/2031 39,007,000 33,973,958 33,288,574 POST HOLDINGS INC 4.63 4/15/2030 43,677,000 39,648,278 38,301,672 POST HOLDINGS INC 5.50 12/15/2029 35,940,000 33,584,942 33,244,859 POST HOLDINGS INC 5.63 1/15/2028 28,403,000 27,540,452 27,321,698 POST HOLDINGS INC 5.75 3/1/2027 3,141,000 3,164,533 3,068,851 POWDERHOUND 1.00 3/31/2028 253,534,842 353,220,551 374,921,937 PPL ELECTRIC UTILITIES 5.25 5/15/2053 23,000,000 23,759,619 23,439,760

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value PPL ELECTRIC UTILITIES 3.00 10/1/2049 10,938,000 10,162,372 7,743,448 PPL ELECTRIC UTILITIES 3.95 6/1/2047 44,464,000 43,874,126 37,145,670 PPL ELECTRIC UTILITIES 4.15 10/1/2045 19,700,000 19,606,512 16,785,976 PPL ELECTRIC UTILITIES 4.13 6/15/2044 31,506,000 30,973,862 26,750,799 PPL ELECTRIC UTILITIES 4.75 7/15/2043 500,000 591,755 463,440 PPL ELECTRIC UTILITIES 5.00 5/15/2033 12,000,000 12,216,490 12,031,680 PRA HEALTH SCIENCES INC 2.88 7/15/2026 13,494,000 12,870,032 12,300,861 PRECISION DRILLING CORP 6.88 1/15/2029 1,675,000 1,682,141 1,515,289 PREMIER ENTERTAINMENT SU 5.88 9/1/2031 18,814,000 14,710,472 13,877,395 PREMIER ENTERTAINMENT SU 5.63 9/1/2029 18,120,000 14,021,244 13,667,010 PRESIDIO HOLDING INC 4.88 2/1/2027 14,995,000 14,307,696 14,074,157 PRESTIGE BRANDS INC 3.75 4/1/2031 17,309,000 14,650,697 14,261,577 PRESTIGE BRANDS INC 5.13 1/15/2028 2,040,000 2,073,658 1,947,955 PRIME HEALTHCARE SERVICE 7.25 11/1/2025 22,375,000 21,393,087 21,185,993 PRIME SECSRVC BRW/FINANC 6.25 1/15/2028 33,475,000 31,358,410 31,346,325 PRIME SECSRVC BRW/FINANC 3.38 8/31/2027 31,801,000 28,672,663 28,059,612 PRIME SECSRVC BRW/FINANC 5.75 4/15/2026 38,747,000 37,977,943 38,008,482 PRIME SECSRVC BRW/FINANC 5.25 4/15/2024 8,257,000 8,224,653 8,184,504 PRIMERICA INC 2.80 11/19/2031 11,000,000 10,789,494 9,098,980 PRIMO WATER HOLDINGS INC 4.38 4/30/2029 27,687,000 24,683,656 23,708,101 PRINCIPAL FINANCIAL GRP 5.50 3/15/2053 7,000,000 6,698,017 6,647,970 PRINCIPAL FINANCIAL GRP 5.38 3/15/2033 2,000,000 1,986,904 1,986,904 PROG HOLDINGS INC 6.00 11/15/2029 14,400,000 13,006,563 12,656,160 PROGRESSIVE CORP 3.70 3/15/2052 2,650,000 2,130,084 2,088,227 PROGRESSIVE CORP 4.20 3/15/2048 16,976,000 17,687,967 14,509,048 PROGRESSIVE CORP 4.95 6/15/2033 5,000,000 4,963,160 4,963,160 PROLOGIS LP 3.05 3/1/2050 6,142,000 5,254,833 4,238,041 PROLOGIS LP 4.38 9/15/2048 11,984,000 13,166,794 10,246,080 PROLOGIS LP 4.63 1/15/2033 2,000,000 1,953,873 1,953,873 PROLOGIS LP 1.75 2/1/2031 16,000,000 15,909,431 12,767,680 PROTECTIVE LIFE CORP 3.40 1/15/2030 14,700,000 14,806,255 12,755,631 PROVIDENT FDG/PFG FIN 6.38 6/15/2025 575,000 569,779 507,294 PRUDENTIAL FINANCIAL INC 3.70 3/13/2051 8,500,000 6,503,937 6,524,005 PRUDENTIAL FINANCIAL INC 3.94 12/7/2049 1,705,000 1,354,805 1,358,356 PRUDENTIAL FINANCIAL INC 3.91 12/7/2047 4,144,000 4,266,528 3,308,777 PRUDENTIAL FINANCIAL INC 4.60 5/15/2044 3,500,000 3,832,836 3,087,560 PRUDENTIAL FINANCIAL INC 3.00 3/10/2040 2,000,000 2,090,031 1,496,440 PRUDENTIAL FINANCIAL INC 5.70 12/14/2036 2,000,000 2,099,326 2,078,360 PT PERTAMINA (PERSERO) 4.15 2/25/2060 4,500,000 3,284,415 3,391,875 PT PERTAMINA (PERSERO) 4.18 1/21/2050 8,200,000 6,283,610 6,497,926 PT PERTAMINA (PERSERO) 6.50 11/7/2048 13,200,000 13,385,745 13,892,076 PT PERTAMINA (PERSERO) 6.45 5/30/2044 19,900,000 19,899,902 20,775,799 PT PERTAMINA (PERSERO) 5.63 5/20/2043 23,400,000 21,746,087 22,404,564 PT PERTAMINA (PERSERO) 6.00 5/3/2042 29,200,000 28,194,690 29,277,088 PT PERTAMINA (PERSERO) 6.50 5/27/2041 42,200,000 44,134,449 43,626,782 PT PERTAMINA (PERSERO) 2.30 2/9/2031 10,000,000 8,246,236 8,135,300 PT PERTAMINA (PERSERO) 3.10 8/27/2030 16,075,000 14,031,860 14,044,245 PT PERTAMINA (PERSERO) 3.10 1/21/2030 4,275,000 3,776,900 3,775,787 PT PERTAMINA (PERSERO) 3.65 7/30/2029 2,200,000 2,029,249 2,029,544 PT PERTAMINA (PERSERO) 1.40 2/9/2026 56,300,000 50,984,188 50,712,225 PTC INC 4.00 2/15/2028 13,200,000 12,323,472 12,230,064 PTC INC 3.63 2/15/2025 12,200,000 11,992,502 11,791,910 PUB SVC NEW HAMP 5.15 1/15/2053 5,000,000 5,076,597 5,018,000

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value PUB SVC NEW HAMP 3.60 7/1/2049 4,520,000 4,553,774 3,540,471 PUBLIC SERVICE ELECTRIC 5.13 3/15/2053 15,000,000 15,043,597 15,148,350 PUBLIC SERVICE ELECTRIC 3.00 3/1/2051 7,500,000 5,679,009 5,264,850 PUBLIC SERVICE ELECTRIC 3.15 1/1/2050 6,338,000 6,369,635 4,588,522 PUBLIC SERVICE ELECTRIC 4.05 5/1/2048 45,036,000 46,033,168 38,269,791 PUBLIC SERVICE ELECTRIC 4.15 11/1/2045 28,660,000 28,632,103 23,458,783 PUBLIC SERVICE ELECTRIC 4.05 5/1/2045 45,786,000 45,262,211 37,318,795 PUBLIC SERVICE ELECTRIC 5.80 5/1/2037 6,392,000 8,096,710 6,662,509 PUBLIC SERVICE ELECTRIC 4.65 3/15/2033 2,000,000 1,963,950 1,963,950 PUBLIC SERVICE ELECTRIC 4.90 12/15/2032 5,000,000 5,110,994 5,000,100 PUBLIC SERVICE ELECTRIC 3.10 3/15/2032 3,000,000 2,995,096 2,619,210 PUBLIC SERVICE ENTERPRIS 2.45 11/15/2031 17,920,000 17,208,935 14,500,147 PUGET SOUND ENERGY INC 2.89 9/15/2051 25,500,000 25,482,996 16,820,055 PUGET SOUND ENERGY INC 4.30 5/20/2045 3,600,000 3,591,104 3,012,516 QATAR ENERGY 3.30 7/12/2051 69,400,000 52,580,237 50,744,586 QATAR ENERGY 3.13 7/12/2041 198,100,000 155,225,936 151,174,072 QATAR ENERGY 2.25 7/12/2031 131,300,000 110,796,956 109,940,116 QATAR ENERGY 1.38 9/12/2026 112,800,000 101,836,688 101,228,976 QAZAQGAZ NC JSC 4.38 9/26/2027 65,900,000 60,388,760 61,188,150 QUALCOMM INC 6.00 5/20/2053 17,000,000 18,822,258 19,008,720 QUALCOMM INC 4.50 5/20/2052 1,000,000 930,784 910,030
QUALCOMM INC 4.80 5/20/2045 13,365,000 17,375,581 12,922,218 QUANTA SERVICES INC 3.05 10/1/2041 16,000,000 15,892,133 11,104,800 QUANTA SERVICES INC 2.35 1/15/2032 3,338,000 2,971,820 2,627,407 QUANTA SERVICES INC 2.90 10/1/2030 9,800,000 10,000,909 8,334,900 QUEBECOR F 9.13 8/15/2019 350,000 350,000 0
QUEST DIAGNOSTICS INC 2.80 6/30/2031 1,000,000 1,015,311 861,830 QUEST DIAGNOSTICS INC 2.95 6/30/2030 4,984,000 4,962,256 4,384,325 QVC INC 4.38 9/1/2028 9,725,000 5,757,768 5,586,332
QVC INC 4.75 2/15/2027 12,200,000 8,128,910 7,818,980
QVC INC 4.45 2/15/2025 13,275,000 11,713,214 11,703,506 QVC INC 4.85 4/1/2024 1,000,000 977,540 977,540
RACKSPACE TECHNOLOGY 3.50 2/15/2028 14,250,000 7,530,115 6,434,730 RADIATE HOLDCO / FINANCE 4.50 9/15/2026 31,338,000 26,816,479 25,024,020 RAIN CII CARBON LLC/CII 7.25 4/1/2025 15,190,000 15,057,953 14,716,072 RAND PARENT LLC 8.50 2/15/2030 18,450,000 16,761,283 16,705,184 RANGE RESOURCES CORP 4.75 2/15/2030 14,975,000 13,664,957 13,490,379 RANGE RESOURCES CORP 8.25 1/15/2029 15,750,000 16,037,820 16,398,270 RANGE RESOURCES CORP 4.88 5/15/2025 20,250,000 19,950,887 19,913,243 RAYMOND JAMES FINANCIAL 3.75 4/1/2051 2,000,000 1,428,353 1,513,120 RAYTHEON TECH CORP 5.38 2/27/2053 35,500,000 36,917,655 36,866,395 RAYTHEON TECH CORP 3.03 3/15/2052 24,500,000 22,596,906 17,225,950 RAYTHEON TECH CORP 2.82 9/1/2051 10,000,000 8,652,102 6,715,300 RAYTHEON TECH CORP 3.13 7/1/2050 29,560,000 29,629,235 21,446,076 RAYTHEON TECH CORP 4.05 5/4/2047 17,866,000 17,444,699 15,183,956 RAYTHEON TECH CORP 4.35 4/15/2047 13,615,000 16,099,774 12,094,885 RAYTHEON TECH CORP 4.50 6/1/2042 48,126,000 52,525,007 44,332,709 RAYTHEON TECH CORP 4.88 10/15/2040 3,000,000 3,697,480 2,861,760 RAYTHEON TECH CORP 4.45 11/16/2038 35,073,000 40,027,526 32,344,671 RAYTHEON TECH CORP 5.15 2/27/2033 10,000,000 10,381,358 10,133,700 REALOGY GROUP/CO ISSUER 5.25 4/15/2030 24,932,000 18,397,560 17,764,050 REALOGY GROUP/CO ISSUER 5.75 1/15/2029 23,525,000 17,982,722 17,660,688 REALTY INCOME CORP 4.65 3/15/2047 9,784,000 10,779,643 8,757,854

Q & R
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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value REALTY INCOME CORP 4.90 7/15/2033 3,000,000 2,872,955 2,872,955 REALTY INCOME CORP 1.80 3/15/2033 13,500,000 13,336,339 9,831,645 REALTY INCOME CORP 2.85 12/15/2032 18,500,000 18,864,312 15,080,090 REALTY INCOME CORP 5.63 10/13/2032 22,000,000 22,044,902 22,304,920 REGENERON PHARMACEUTICAL 2.80 9/15/2050 12,692,000 12,402,231 8,181,644 REGENERON PHARMACEUTICAL 1.75 9/15/2030 8,207,000 8,116,087 6,541,307 REGIONS BANK 6.45 6/26/2037 9,000,000 8,963,167 8,879,940 REGIONS FINANCIAL CORP 7.38 12/10/2037 3,000,000 3,241,364 3,241,364 REINSURANCE GRP OF AMER 6.00 9/15/2033 3,500,000 3,530,905 3,530,905 RENAISSANCERE HOLDINGS L 5.75 6/5/2033 10,000,000 9,970,909 9,808,600 REPUBLIC SERVICES INC 5.70 5/15/2041 1,374,000 1,768,401 1,431,406 REPUBLIC SERVICES INC 5.00 4/1/2034 15,000,000 14,925,160 14,952,300 REVVITY INC 2.55 3/15/2031 14,000,000 13,992,866 11,501,560 REVVITY INC 3.30 9/15/2029 400,000 410,416 357,752
REXFORD INDUSTRIAL REALT 2.15 9/1/2031 3,250,000 2,562,471 2,534,058 REXFORD INDUSTRIAL REALT 2.13 12/1/2030 35,019,000 34,658,853 27,687,072 RHP HOTEL PPTY/RHP FINAN 4.50 2/15/2029 16,579,000 15,005,960 14,682,362 RHP HOTEL PPTY/RHP FINAN 4.75 10/15/2027 22,724,000 21,334,232 21,139,910 RIO TINTO FIN USA LTD 2.75 11/2/2051 2,000,000 1,367,401 1,367,401 RIO TINTO FIN USA PLC 5.13 3/9/2053 47,000,000 48,075,282 47,378,350 RIO TINTO FIN USA PLC 5.00 3/9/2033 6,000,000 6,154,348 6,051,240 RITCHIE BROS HLDGS INC 7.75 3/15/2031 17,748,000 18,334,767 18,466,262 RITCHIE BROS HLDGS INC 6.75 3/15/2028 8,536,000 8,626,858 8,633,396 RITE AID CORP 8.00 11/15/2026 23,091,000 13,305,071 11,291,037 RITHM CAPITAL CORP 6.25 10/15/2025 12,600,000 11,903,532 11,815,902 RLJ LODGING TRUST LP 4.00 9/15/2029 17,181,000 15,125,696 14,448,534 RLJ LODGING TRUST LP 3.75 7/1/2026 16,209,000 15,434,272 14,875,323 ROBLOX CORP 3.88 5/1/2030 34,408,000 30,352,541 28,997,686 ROCKCLIFF ENERGY II LLC 5.50 10/15/2029 19,800,000 18,373,336 18,260,352 ROCKETMTGE CO ISSUER INC 4.00 10/15/2033 28,842,000 24,312,783 22,557,617 ROCKETMTGE CO ISSUER INC 3.88 3/1/2031 39,499,000 33,464,034 32,026,184 ROCKETMTGE CO ISSUER INC 3.63 3/1/2029 23,423,000 20,365,915 19,692,419 ROCKETMTGE CO ISSUER INC 2.88 10/15/2026 29,286,000 26,472,804 25,904,053 ROCKIES EXPRESS PIPELINE 6.88 4/15/2040 11,275,000 10,381,711 10,185,722 ROCKIES EXPRESS PIPELINE 4.95 7/15/2029 13,825,000 12,803,840 12,704,207 ROCKIES EXPRESS PIPELINE 3.60 5/15/2025 450,000 436,397 427,356 ROGERS COMMUNICATIONS IN 1.00 3/15/2082 8,000,000 7,326,662 7,357,120 ROGERS COMMUNICATIONS IN 4.55 3/15/2052 8,500,000 7,026,268 6,873,015 ROGERS COMMUNICATIONS IN 3.80 3/15/2032 65,000,000 64,667,464 56,828,850 ROLLER BEARING CO OF AME 4.38 10/15/2029 12,500,000 11,428,714 11,195,500 ROYAL BANK OF CANADA 5.00 5/2/2033 30,000,000 29,937,825 29,265,900 ROYAL BANK OF CANADA 5.00 2/1/2033 10,000,000 9,922,081 9,801,600 ROYAL CARIBBEAN CRUISES 7.25 1/15/2030 4,513,000 4,521,872 4,579,883 ROYAL CARIBBEAN CRUISES 8.25 1/15/2029 25,275,000 26,308,001 26,536,223 ROYAL CARIBBEAN CRUISES 9.25 1/15/2029 31,017,000 32,485,888 33,076,219 ROYAL CARIBBEAN CRUISES 5.50 4/1/2028 37,761,000 35,521,186 35,240,453 ROYAL CARIBBEAN CRUISES 3.70 3/15/2028 1,500,000 1,294,474 1,302,885 ROYAL CARIBBEAN CRUISES 11.63 8/15/2027 33,290,000 35,335,761 36,218,188 ROYAL CARIBBEAN CRUISES 5.38 7/15/2027 11,840,000 11,291,761 11,100,947 ROYAL CARIBBEAN CRUISES 5.50 8/31/2026 3,400,000 3,075,413 3,226,124 ROYAL CARIBBEAN CRUISES 4.25 7/1/2026 2,455,000 2,448,598 2,264,222 ROYAL CARIBBEAN CRUISES 11.50 6/1/2025 26,760,000 28,395,318 28,369,614 ROYALTY PHARMA PLC 3.35 9/2/2051 22,000,000 21,498,649 14,191,540

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value ROYALTY PHARMA PLC 3.55 9/2/2050 6,000,000 3,989,409 4,051,440 ROYALTY PHARMA PLC 3.30 9/2/2040 80,930,000 79,823,603 57,617,304 ROYALTY PHARMA PLC 2.20 9/2/2030 24,800,000 24,530,670 19,949,864 RP ESCROW ISSUER LLC 5.25 12/15/2025 20,730,000 16,597,928 15,298,740 RPM INTERNATIONAL INC 2.95 1/15/2032 6,470,000 6,192,589 5,162,413 RYAN SPECIALTY GROUP 4.38 2/1/2030 100,000 100,000 88,478 S+P GLOBAL INC 3.90 3/1/2062 16,000,000 15,566,955 13,226,400 S+P GLOBAL INC 3.70 3/1/2052 26,000,000 25,173,175 21,286,720 S+P GLOBAL INC 2.90 3/1/2032 5,000,000 4,872,013 4,337,650 S+P GLOBAL INC 1.25 8/15/2030 10,175,000 8,552,152 8,022,072 SABINE PASS LIQUEFACTION 4.50 5/15/2030 13,700,000 14,969,817 13,031,714 SABRE GLBL INC 11.25 12/15/2027 14,500,000 12,586,874 12,286,285 SABRE GLBL INC 7.38 9/1/2025 21,550,000 19,791,074 19,128,211 SABRE GLBL INC 9.25 4/15/2025 2,547,000 2,573,258 2,373,702 SAGICOR FINANCIAL CO 5.30 5/13/2028 12,450,000 11,869,277 11,756,162 SALESFORCE INC 3.05 7/15/2061 5,000,000 3,304,239 3,403,100 SALESFORCE INC 2.90 7/15/2051 92,000,000 84,606,682 64,756,040 SALESFORCE INC 2.70 7/15/2041 13,000,000 11,937,345 9,524,580 SALLY HOLDINGS/SALLY CAP 5.63 12/1/2025 16,925,000 16,765,489 16,767,428 SAMRUK KAZYNA JSC 2.00 10/28/2026 26,400,000 23,512,526 23,900,448 SAN DIEGO G + E 5.35 4/1/2053 41,000,000 41,095,636 40,727,760 SAN DIEGO G + E 3.70 3/15/2052 10,500,000 10,351,514 8,135,505 SAN DIEGO G + E 2.95 8/15/2051 2,500,000 2,177,861 1,697,950 SAN DIEGO G + E 3.75 6/1/2047 16,900,000 15,657,887 13,244,530 SAN DIEGO G + E 3.00 3/15/2032 25,000,000 24,938,478 21,431,750 SAN FRANCISCO CA CITY CNTY P 2.83 11/1/2041 12,235,000 12,267,403 9,555,021 SAN FRANCISCO CITY CNTY CA P 3.30 11/1/2039 10,000,000 10,072,442 8,550,890 SANCHEZ ENERGY CORP 6.13 1/15/2023 2,400,000 2,400,000 12,000 SANCHEZ ENERGY CORP 7.75 6/15/2021 3,400,000 3,400,000 51,000 SANTANDER UK GROUP HLDGS 1.00 3/15/2032 15,500,000 15,131,326 12,556,085 SBA COMMUNICATIONS CORP 3.13 2/1/2029 46,022,000 40,039,604 39,021,133 SBA COMMUNICATIONS CORP 3.88 2/15/2027 40,801,000 38,221,340 37,592,001 SC GAMES HOLDIN/US FINCO 6.63 3/1/2030 28,784,000 26,211,752 25,333,662 SCHLUMBERGER HLDGS CORP 4.30 5/1/2029 18,850,000 19,392,643 17,972,156 SCIENTIFIC GAMES INTERNA 7.25 11/15/2029 16,125,000 16,216,135 16,191,596 SCIENTIFIC GAMES INTERNA 7.00 5/15/2028 22,465,000 22,410,342 22,419,845 SCIENTIFIC GAMES INTERNA 8.63 7/1/2025 11,400,000 10,958,542 11,646,582 SCIH SALT HOLDINGS INC 6.63 5/1/2029 325,000 291,133 272,405 SCIH SALT HOLDINGS INC 4.88 5/1/2028 29,550,000 26,690,508 26,495,417 SCIL IV LLC / SCIL USA H 5.38 11/1/2026 18,525,000 17,118,213 16,854,971 SCRIPPS ESCROW II INC 5.38 1/15/2031 999,000 999,000 706,173 SCRIPPS ESCROW II INC 3.88 1/15/2029 14,772,000 12,370,331 11,935,037 SCRIPPS ESCROW INC 5.88 7/15/2027 1,401,000 1,220,282 1,143,076 SEAGATE HDD CAYMAN 9.63 12/1/2032 27,009,865 29,689,841 29,856,705 SEAGATE HDD CAYMAN 8.50 7/15/2031 6,875,000 7,069,654 7,214,556 SEAGATE HDD CAYMAN 8.25 12/15/2029 5,584,000 5,724,219 5,834,554 SEAGATE HDD CAYMAN 4.09 6/1/2029 7,900,000 6,920,782 6,949,788 SEAGATE HDD CAYMAN 4.88 6/1/2027 12,300,000 11,845,694 11,779,341 SEALED AIR/SEALED AIR US 6.13 2/1/2028 17,347,000 17,199,848 17,218,112 SEAWORLD PARKS + ENTERTA 5.25 8/15/2029 18,950,000 17,424,348 17,040,598 SELECT MEDICAL CORP 6.25 8/15/2026 43,498,000 43,403,712 42,704,596 SEMPRA ENERGY 4.00 2/1/2048 1,500,000 1,628,289 1,166,595 SENSATA TECH INC 4.38 2/15/2030 250,000 244,816 224,653

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value SENSATA TECHNOLOGIES BV 5.88 9/1/2030 15,572,000 15,228,671 15,144,393 SENSATA TECHNOLOGIES BV 4.00 4/15/2029 30,200,000 27,728,248 26,881,322 SENSATA TECHNOLOGIES BV 5.00 10/1/2025 17,126,000 16,810,448 16,769,094 SENSATA TECHNOLOGIES INC 3.75 2/15/2031 21,982,000 18,971,786 18,836,156 SENTARA HEALTHCARE 2.93 11/1/2051 10,000,000 10,000,000 6,839,200 SERVICE CORP INTL 4.00 5/15/2031 20,564,000 18,022,620 17,594,147 SERVICE CORP INTL 3.38 8/15/2030 26,101,000 22,373,933 21,832,181 SERVICE CORP INTL 5.13 6/1/2029 20,490,000 19,757,318 19,345,224 SERVICE CORP INTL 4.63 12/15/2027 12,720,000 12,127,354 12,043,042 SERVICE PROPERTIES TRUST 5.50 12/15/2027 725,000 727,306 637,224 SERVICE PROPERTIES TRUST 5.25 2/15/2026 1,325,000 1,312,868 1,201,484 SERVICE PROPERTIES TRUST 7.50 9/15/2025 18,550,000 18,332,496 18,233,166 SERVICE PROPERTIES TRUST 4.35 10/1/2024 24,600,000 23,848,471 23,678,484 SHEA HOMES LP/FNDG CP 4.75 4/1/2029 1,075,000 1,079,220 938,787 SHELL INTERNATIONAL FIN 3.00 11/26/2051 23,500,000 16,986,039 16,638,235 SHELL INTERNATIONAL FIN 3.25 4/6/2050 82,000,000 79,992,639 61,257,280 SHELL INTERNATIONAL FIN 3.75 9/12/2046 13,612,000 14,069,013 11,112,020 SHELL INTERNATIONAL FIN 4.00 5/10/2046 6,000,000 5,151,197 5,108,580 SHELL INTERNATIONAL FIN 4.38 5/11/2045 13,800,000 14,967,434 12,435,042 SHELL INTERNATIONAL FIN 4.55 8/12/2043 5,385,000 6,158,334 4,988,879 SHELL INTERNATIONAL FIN 2.88 11/26/2041 38,813,000 36,393,780 28,988,653 SHELL INTERNATIONAL FIN 6.38 12/15/2038 5,000,000 5,696,514 5,603,950 SHELL INTERNATIONAL FIN 4.13 5/11/2035 7,000,000 6,662,549 6,513,850 SHERWIN WILLIAMS CO 4.50 6/1/2047 3,000,000 2,583,410 2,628,990 SHERWIN WILLIAMS CO 2.20 3/15/2032 3,000,000 2,695,277 2,422,470 SHIFT4 PAYMENTS LLC/FIN 4.63 11/1/2026 3,388,000 3,430,677 3,196,205 SILGAN HOLDINGS INC 4.13 2/1/2028 15,400,000 14,450,912 14,130,732 SIMMONS FOOD INC/SIMMONS 4.63 3/1/2029 29,428,000 25,167,106 23,712,494 SIMON PROPERTY GROUP LP 5.85 3/8/2053 5,000,000 4,984,637 4,969,600 SIMON PROPERTY GROUP LP 3.25 9/13/2049 5,000,000 5,052,308 3,357,150 SIMON PROPERTY GROUP LP 5.50 3/8/2033 31,500,000 31,529,133 31,280,130 SIMON PROPERTY GROUP LP 2.65 2/1/2032 13,250,000 12,620,456 10,774,635 SIMON PROPERTY GROUP LP 2.20 2/1/2031 12,000,000 11,597,766 9,635,280 SINCLAIR TELEVISION GROU 4.13 12/1/2030 20,105,000 14,559,843 13,235,524 SINCLAIR TELEVISION GROU 5.50 3/1/2030 14,020,000 9,335,324 8,084,773 SIRIUS XM RADIO INC 3.88 9/1/2031 40,708,000 33,027,751 31,485,603 SIRIUS XM RADIO INC 4.13 7/1/2030 39,135,000 32,946,776 31,971,338 SIRIUS XM RADIO INC 5.50 7/1/2029 41,504,000 39,187,810 37,854,553 SIRIUS XM RADIO INC 4.00 7/15/2028 58,193,000 51,825,340 50,627,328 SIRIUS XM RADIO INC 5.00 8/1/2027 47,165,000 45,017,374 43,599,326 SIRIUS XM RADIO INC 3.13 9/1/2026 2,000,000 1,796,783 1,801,940 SIX FLAGS ENTERTAINMENT 7.25 5/15/2031 14,888,000 14,523,634 14,498,977 SIX FLAGS ENTERTAINMENT 5.50 4/15/2027 13,765,000 13,064,216 12,958,646 SIX FLAGS THEME PARKS 7.00 7/1/2025 3,877,000 3,974,942 3,905,031 SIZZLING PLATT/FIN CO 8.50 11/28/2025 2,500,000 2,443,750 2,438,200 SK INVICTUS INTERMEDIATE 5.00 10/30/2029 8,000,000 6,454,493 6,367,200 SLM CORP 3.13 11/2/2026 15,775,000 14,207,538 13,646,006 SLM CORP 4.20 10/29/2025 10,300,000 9,666,241 9,594,450 SM ENERGY CO 6.75 9/15/2026 1,629,000 1,568,195 1,595,834 SMITHFIELD FOODS INC 3.00 10/15/2030 4,000,000 3,492,484 3,134,760 SMYRNA READY MIX CONCRET 6.00 11/1/2028 26,700,000 25,677,314 25,256,865 SOCIETE GENERALE 7.37 1/10/2053 37,500,000 39,523,590 36,526,125 SOCIETE GENERALE 3.63 3/1/2041 3,000,000 2,193,908 1,937,970

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value SONIC AUTOMOTIVE INC 4.88 11/15/2031 13,100,000 11,221,752 10,742,262 SONIC AUTOMOTIVE INC 4.63 11/15/2029 16,452,000 14,164,559 13,859,658 SOTHEBY S 7.38 10/15/2027 18,150,000 16,645,275 16,344,257 SOTHEBY S/BIDFAIR HLD 5.88 6/1/2029 400,000 400,000 310,272 SOUTHERN CAL EDISON 5.88 12/1/2053 25,000,000 25,063,844 25,532,500 SOUTHERN CAL EDISON 2.95 2/1/2051 3,500,000 2,669,457 2,291,170 SOUTHERN CAL EDISON 3.65 2/1/2050 24,250,000 23,369,037 18,139,485 SOUTHERN CAL EDISON 4.13 3/1/2048 7,100,000 7,922,293 5,773,081 SOUTHERN CAL EDISON 4.00 4/1/2047 98,872,000 91,730,031 78,798,018 SOUTHERN CAL EDISON 4.65 10/1/2043 3,000,000 3,353,857 2,625,630 SOUTHERN CAL EDISON 5.95 11/1/2032 28,000,000 28,090,376 29,359,400 SOUTHERN CALIF GAS CO 3.95 2/15/2050 6,500,000 6,549,315 5,086,250 SOUTHERN CO 4.40 7/1/2046 7,500,000 8,616,291 6,429,450 SOUTHERN CO 5.20 6/15/2033 55,000,000 54,753,264 54,599,600 SOUTHERN CO 5.70 10/15/2032 3,000,000 3,109,680 3,109,680 SOUTHERN CO GAS CAPITAL 3.15 9/30/2051 15,000,000 14,923,782 10,118,550 SOUTHERN COPPER CORP 5.88 4/23/2045 5,000,000 5,156,110 5,132,350 SOUTHERN COPPER CORP 5.25 11/8/2042 3,000,000 2,914,661 2,869,500 SOUTHERN COPPER CORP 6.75 4/16/2040 1,000,000 1,102,833 1,102,833 SOUTHERN COPPER CORP 7.50 7/27/2035 10,000,000 13,292,531 11,609,700 SOUTHERN GAS CORRIDOR 6.88 3/24/2026 87,800,000 90,296,050 88,986,178 SOUTHERN NATURAL GAS 4.80 3/15/2047 18,285,000 19,839,608 15,436,014 SOUTHWEST AIRLINES CO 2.63 2/10/2030 37,646,000 37,818,979 32,061,216 SOUTHWEST GAS CORP 4.15 6/1/2049 12,200,000 12,297,169 9,485,622 SOUTHWESTERN ELEC POWER 3.90 4/1/2045 7,600,000 7,386,878 5,802,068 SOUTHWESTERN ELEC POWER 6.20 3/15/2040 6,100,000 6,332,569 6,264,456 SOUTHWESTERN ENERGY CO 4.75 2/1/2032 36,166,000 33,461,628 31,951,214 SOUTHWESTERN ENERGY CO 5.38 3/15/2030 31,016,000 29,454,446 28,942,580 SOUTHWESTERN ENERGY CO 5.38 2/1/2029 20,362,000 19,433,794 19,221,932 SOUTHWESTERN ENERGY CO 8.38 9/15/2028 550,000 550,000 573,612 SOUTHWESTERN ENERGY CO 5.95 1/23/2025 2,015,000 2,022,217 2,005,912 SOUTHWESTERN PUBLIC SERV 3.40 8/15/2046 10,753,000 9,603,083 7,772,483 SPCM SA 3.13 3/15/2027 1,463,000 1,463,618 1,312,267
SPECIALTY BUILDING PRODU 6.38 9/30/2026 17,300,000 16,541,711 16,366,665 SPECTRA ENERGY PARTNERS 4.50 3/15/2045 45,705,000 44,296,180 37,636,696 SPECTRUM BRANDS INC 3.88 3/15/2031 19,353,000 16,188,908 15,873,137 SPIRIT AEROSYSTEMS INC 9.38 11/30/2029 25,448,000 26,905,603 27,278,984 SPIRIT AEROSYSTEMS INC 4.60 6/15/2028 250,000 216,725 209,563 SPIRIT AEROSYSTEMS INC 7.50 4/15/2025 31,635,000 31,340,684 31,403,115 SPIRIT LOYALTY KY LTD/IP 8.00 9/20/2025 28,189,998 28,366,643 28,477,856 SPIRIT REALTY LP 2.70 2/15/2032 12,500,000 11,760,426 9,550,000 SPRINT CAPITAL CORP 8.75 3/15/2032 24,695,000 29,132,257 29,847,859 SPRINT CAPITAL CORP 6.88 11/15/2028 14,000,000 14,868,513 14,844,900 SRS DISTRIBUTION INC 4.63 7/1/2028 26,067,000 23,927,427 23,361,767 SS+C TECHNOLOGIES INC 5.50 9/30/2027 52,985,000 51,167,917 50,719,891 STANDARD INDUSTRIES INC 3.38 1/15/2031 30,500,000 24,742,080 24,559,515 STANDARD INDUSTRIES INC 4.38 7/15/2030 42,550,000 37,284,154 36,874,256 STANDARD INDUSTRIES INC 4.75 1/15/2028 29,735,000 28,258,561 27,701,423 STANDARD INDUSTRIES INC 5.00 2/15/2027 27,868,000 26,843,459 26,560,712 STAPLES INC 7.50 4/15/2026 56,381,000 47,952,907 46,460,199 STARBUCKS CORP 3.50 11/15/2050 5,000,000 3,738,461 3,799,750 STARBUCKS CORP 4.45 8/15/2049 36,160,000 37,908,957 32,014,618 STARBUCKS CORP 4.50 11/15/2048 8,142,000 9,574,740 7,280,821

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value STARBUCKS CORP 3.75 12/1/2047 2,000,000 2,058,819 1,582,880 STARBUCKS CORP 4.30 6/15/2045 4,000,000 4,596,257 3,486,680 STARBUCKS CORP 4.80 2/15/2033 2,000,000 1,977,326 1,977,326 STARWOOD PROPERTY TRUST 4.38 1/15/2027 12,400,000 10,856,748 10,680,120 STATE OF MINAS GERAIS 5.33 2/15/2028 14,307,000 14,130,877 14,024,580 STATE OIL CO OF THE AZER 6.95 3/18/2030 36,300,000 37,445,939 37,266,669 STATE STREET CORP 1.00 5/18/2034 20,000,000 20,000,000 19,884,400 STATE STREET CORP 1.00 8/4/2033 10,000,000 10,000,000 9,278,300 STATE STREET CORP 1.00 5/13/2033 20,000,000 20,256,718 19,078,800 STATION CASINOS LLC 4.63 12/1/2031 13,450,000 11,462,820 11,334,719 STATION CASINOS LLC 4.50 2/15/2028 19,165,000 17,555,219 17,224,352 STERICYCLE INC 3.88 1/15/2029 15,594,000 14,014,240 13,868,212 STERICYCLE INC 5.38 7/15/2024 14,480,000 14,368,485 14,324,050 STERIS PLC 3.75 3/15/2051 12,810,000 10,596,833 9,606,603 STERIS PLC 2.70 3/15/2031 31,500,000 30,927,682 26,299,665 STORE CAPITAL CORP 2.70 12/1/2031 25,000,000 24,668,064 17,260,500 STORE CAPITAL CORP 2.75 11/18/2030 23,500,000 23,429,987 16,946,555 STORE CAPITAL CORP 4.63 3/15/2029 13,000,000 13,276,996 10,945,480 STORE CAPITAL CORP 4.50 3/15/2028 1,500,000 1,569,498 1,313,550 STRATHCONA RESOURCES 6.88 8/1/2026 12,650,000 11,234,594 11,123,145 STRYKER CORP 4.63 3/15/2046 14,075,000 16,228,462 13,098,477 STRYKER CORP 4.38 5/15/2044 1,000,000 1,149,483 878,040 STRYKER CORP 4.10 4/1/2043 1,000,000 1,109,233 853,060
SUBURBAN PROPANE PARTNRS 5.00 6/1/2031 17,280,000 15,026,583 14,539,738 SUMITOMO MITSUI FINL GRP 3.05 1/14/2042 35,000,000 35,000,000 26,037,550 SUMITOMO MITSUI FINL GRP 2.93 9/17/2041 13,500,000 13,500,000 9,567,720 SUMITOMO MITSUI FINL GRP 2.30 1/12/2041 2,000,000 1,916,683 1,333,600 SUMMIT MATERIALS LLC/FIN 5.25 1/15/2029 18,190,000 17,426,229 17,201,374 SUMMIT MID HLDS LLC / FI 1.00 10/15/2026 16,532,000 16,134,440 16,055,878 SUNCOKE ENERGY INC 4.88 6/30/2029 11,300,000 9,728,514 9,532,906 SUNCOR ENERGY INC 3.75 3/4/2051 29,820,000 29,402,594 21,858,358 SUNCOR ENERGY INC 6.85 6/1/2039 1,000,000 1,319,893 1,074,520 SUNCOR ENERGY INC 6.50 6/15/2038 3,000,000 3,183,484 3,120,060 SUNCOR ENERGY INC 6.80 5/15/2038 2,800,000 3,455,367 2,978,920 SUNCOR ENERGY INC 5.95 12/1/2034 17,200,000 18,068,646 17,264,844 SUNOCO LP/FINANCE CORP 4.50 4/30/2030 22,030,000 19,724,508 19,359,303 SUNOCO LP/FINANCE CORP 4.50 5/15/2029 20,016,000 18,216,837 17,766,202 SUNOCO LP/FINANCE CORP 5.88 3/15/2028 3,675,000 3,774,991 3,533,402 SUNOCO LP/FINANCE CORP 6.00 4/15/2027 20,801,000 20,519,141 20,537,659 SUPERIOR PLUS/GEN PRTNR 4.50 3/15/2029 17,764,000 15,889,901 15,594,483 SUZANO AUSTRIA GMBH 3.13 1/15/2032 3,000,000 2,970,824 2,404,050 SYNCHRONY FINANCIAL 7.25 2/2/2033 15,950,000 14,652,813 14,320,070 SYNEOS HEALTH INC 3.63 1/15/2029 15,625,000 15,265,095 15,290,781 SYSCO CORPORATION 3.15 12/14/2051 2,000,000 1,402,668 1,384,600 SYSCO CORPORATION 6.60 4/1/2050 11,200,000 17,188,754 12,769,232 SYSCO CORPORATION 4.45 3/15/2048 18,750,000 19,164,644 15,997,875 SYSCO CORPORATION 4.50 4/1/2046 12,950,000 13,658,279 11,013,587 SYSCO CORPORATION 4.85 10/1/2045 8,741,000 9,644,627 7,775,731 SYSCO CORPORATION 5.38 9/21/2035 2,250,000 2,684,004 2,215,620 T MOBILE USA INC 5.80 9/15/2062 10,000,000 9,933,541 10,147,800 T MOBILE USA INC 3.60 11/15/2060 12,500,000 9,173,332 8,774,875 T MOBILE USA INC 5.65 1/15/2053 96,000,000 97,467,032 97,457,280 T MOBILE USA INC 3.40 10/15/2052 17,500,000 17,420,642 12,489,575

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value T MOBILE USA INC 4.50 4/15/2050 4,820,000 5,432,024 4,141,199 T MOBILE USA INC 3.00 2/15/2041 62,200,000 61,086,470 45,417,818 T MOBILE USA INC 4.38 4/15/2040 68,665,000 76,006,102 60,785,005 T MOBILE USA INC 5.05 7/15/2033 52,000,000 52,108,548 51,058,800 T MOBILE USA INC 5.20 1/15/2033 10,000,000 9,985,317 9,937,000 T MOBILE USA INC 2.70 3/15/2032 13,000,000 12,965,844 10,771,280 T MOBILE USA INC 2.25 11/15/2031 46,000,000 46,163,758 36,806,900 T MOBILE USA INC 3.50 4/15/2031 27,884,000 29,313,548 24,593,130 T MOBILE USA INC 2.55 2/15/2031 22,000,000 22,206,509 18,285,520 TAKEDA PHARMACEUTICAL 3.18 7/9/2050 5,000,000 3,589,795 3,517,600 TAKEDA PHARMACEUTICAL 3.03 7/9/2040 40,965,000 41,115,897 30,922,840 TALEN ENERGY SUPPLY LLC 8.63 6/1/2030 12,150,000 12,456,970 12,569,540 TALLGRASS NRG PRTNR/FIN 6.00 9/1/2031 13,843,000 12,186,259 11,919,377 TALLGRASS NRG PRTNR/FIN 6.00 12/31/2030 22,033,000 19,760,957 19,417,463 TALLGRASS NRG PRTNR/FIN 5.50 1/15/2028 21,021,000 19,319,453 19,226,858 TALLGRASS NRG PRTNR/FIN 7.50 10/1/2025 17,329,000 17,368,033 17,386,532 TALOS PRODUCTION INC 12.00 1/15/2026 15,875,000 15,981,947 16,680,021 TAP ROCK RESOURCES LLC 7.00 10/1/2026 11,650,000 12,102,733 11,994,141 TARGA RESOURCES CORP 6.50 2/15/2053 14,000,000 14,341,776 14,347,340 TARGA RESOURCES CORP 6.13 3/15/2033 15,000,000 15,392,504 15,330,600 TARGA RESOURCES PARTNERS 4.00 1/15/2032 1,000,000 862,742 867,260 TARGA RESOURCES PARTNERS 4.88 2/1/2031 17,493,000 17,351,811 16,165,281 TARGA RESOURCES PARTNERS 5.50 3/1/2030 20,501,000 21,404,814 19,727,497 TARGET CORP 4.80 1/15/2053 46,234,000 45,358,090 44,224,208 TARGET CORP 2.95 1/15/2052 13,000,000 10,163,822 9,086,610 TARGET CORP 4.00 7/1/2042 1,000,000 1,186,973 898,320
TARGET CORP 4.40 1/15/2033 10,200,000 10,028,776 9,915,216 TARGET CORP 4.50 9/15/2032 12,000,000 11,980,562 11,715,960 TASEKO MINES LTD 7.00 2/15/2026 1,075,000 1,075,000 981,249 TAYLOR MORR COMM/HLDGS 5.63 3/1/2024 905,000 902,685 900,484 TAYLOR MORRISON COMM 5.13 8/1/2030 13,925,000 12,951,222 12,937,578 TAYLOR MORRISON COMM 5.88 6/15/2027 14,009,000 13,756,640 13,783,315 TD SYNNEX CORP 2.65 8/9/2031 3,500,000 3,477,206 2,687,860 TEACHERS INSUR + ANNUITY 4.27 5/15/2047 46,985,000 47,351,969 38,911,567 TEACHERS INSUR + ANNUITY 4.90 9/15/2044 28,648,000 30,026,843 25,901,516 TEACHERS INSUR + ANNUITY 6.85 12/16/2039 6,202,000 7,775,967 6,923,045 TEGNA INC 5.00 9/15/2029 28,125,000 24,891,068 24,335,719 TEGNA INC 4.63 3/15/2028 27,005,000 24,460,160 23,852,976 TEGNA INC 4.75 3/15/2026 13,100,000 12,820,975 12,574,035 TELEFLEX INC 4.25 6/1/2028 13,966,000 13,295,524 12,833,218 TELEFLEX INC 4.63 11/15/2027 12,620,000 11,945,350 11,930,065 TELEFONICA EMISIONES SAU 4.90 3/6/2048 7,000,000 8,139,333 5,857,880 TELEFONICA EMISIONES SAU 5.21 3/8/2047 28,000,000 30,901,996 24,371,480 TELESAT CANADA/TELESAT L 5.63 12/6/2026 14,120,000 9,859,027 8,706,533 TELUS CORP 4.30 6/15/2049 9,112,000 9,004,276 7,424,002 TEMPO ACQUISITION LLC/FI 5.75 6/1/2025 2,068,000 2,072,219 2,065,808 TEMPUR SEALY INTL INC 3.88 10/15/2031 19,450,000 16,330,552 15,885,204 TEMPUR SEALY INTL INC 4.00 4/15/2029 22,625,000 19,793,423 19,592,571 TENET HEALTHCARE CORP 6.75 5/15/2031 1,300,000 1,300,000 1,307,371 TENET HEALTHCARE CORP 6.13 6/15/2030 52,978,000 52,186,938 52,207,170 TENET HEALTHCARE CORP 4.38 1/15/2030 18,039,000 16,395,907 16,277,492 TENET HEALTHCARE CORP 4.25 6/1/2029 2,571,000 2,361,177 2,322,667 TENET HEALTHCARE CORP 6.13 10/1/2028 71,696,000 69,403,120 69,007,400

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value TENET HEALTHCARE CORP 4.63 6/15/2028 2,000,000 1,864,146 1,868,820 TENET HEALTHCARE CORP 5.13 11/1/2027 46,260,000 44,486,306 44,165,347 TENET HEALTHCARE CORP 6.25 2/1/2027 45,772,000 45,446,853 45,389,346 TENET HEALTHCARE CORP 4.88 1/1/2026 48,898,000 47,981,335 47,637,410 TENNESSEE GAS PIPELINE 2.90 3/1/2030 13,468,000 13,485,361 11,528,608 TEREX CORP 5.00 5/15/2029 17,250,000 16,286,038 16,145,828 TERRAFORM POWER OPERATIN 4.75 1/15/2030 20,088,000 18,325,169 17,735,695 TERRAFORM POWER OPERATIN 5.00 1/31/2028 19,420,000 18,228,407 17,906,599 TEXAS COHLD TCEH 11.50 10/1/2020 4,650,000 4,650,000 0
TEXAS INSTRUMENTS INC 5.05 5/18/2063 42,000,000 41,670,223 42,050,820 TEXAS INSTRUMENTS INC 5.00 3/14/2053 15,000,000 15,666,588 15,224,850 TEXAS INSTRUMENTS INC 4.10 8/16/2052 7,000,000 6,912,125 6227760 TEXAS INSTRUMENTS INC 4.15 5/15/2048 10,800,000 10,685,670 9,810,072 TEXAS INSTRUMENTS INC 3.88 3/15/2039 500,000 456,547 448,405 TEXAS NATURAL GAS SECURITIZTN 5.17 4/1/2041 15,000,000 15,803,964 15,316,103 TEXTRON INC 2.45 3/15/2031 1,400,000 1,396,019 1,153,852 THERMO FISHER SCIENTIFIC 2.80 10/15/2041 11,200,000 11,146,766 8,337,168 THOR INDUSTRIES 4.00 10/15/2029 12,900,000 11,200,180 10,953,003 TIME WARNER CABLE LLC 4.50 9/15/2042 42,500,000 37,764,206 31,720,300 TIME WARNER CABLE LLC 5.50 9/1/2041 81,386,000 83,317,360 67,997,189 TIME WARNER CABLE LLC 6.75 6/15/2039 10,162,000 11,081,250 9,762,532 TIME WARNER CABLE LLC 7.30 7/1/2038 8,160,000 8,652,885 8,318,875 TIMKEN CO 4.13 4/1/2032 9,000,000 8,890,107 8,092,890
TITAN ACQ/CO BORROWER 7.75 4/15/2026 2,800,000 2,765,317 2,543,072 TMS INTERNATIONAL CORP 6.25 4/15/2029 700,000 700,000 588,028 TOPAZ SOLAR FARMS LLC 5.75 9/30/2039 12,852,260 12,757,336 12,598,685 TOPBUILD CORP 4.13 2/15/2032 13,125,000 11,486,502 11,251,406 TORONTO DOMINION BANK 4.46 6/8/2032 6,000,000 5,817,930 5,700,000 TOTALENERGIES CAP INTL 3.13 5/29/2050 59,900,000 57,310,900 43,503,573 TOTALENERGIES CAP INTL 3.46 7/12/2049 5,000,000 4,753,666 3,893,000 TOTALENERGIES CAP INTL 2.99 6/29/2041 6,000,000 5,458,514 4,561,380 TOWNSQUARE MEDIA INC 6.88 2/1/2026 12,450,000 12,025,237 11,946,398 TOYOTA MOTOR CREDIT CORP 3.38 4/1/2030 16,000,000 14,856,592 14,727,840 TRACTOR SUPPLY CO 1.75 11/1/2030 8,600,000 8,373,267 6,817,478 TRANE TECH FIN LTD 5.25 3/3/2033 15,000,000 15,494,571 15,177,900 TRANSCANADA PIPELINES 7.63 1/15/2039 4,000,000 4,630,836 4,633,400 TRANSCONT GAS PIPE LINE 3.95 5/15/2050 35,248,000 34,712,180 27,372,539 TRANSCONT GAS PIPE LINE 4.60 3/15/2048 2,015,000 2,099,784 1,714,987 TRANSCONT GAS PIPE LINE 4.45 8/1/2042 9,630,000 9,917,957 8,243,473 TRANSCONT GAS PIPE LINE 5.40 8/15/2041 18,188,000 19,279,096 17,490,308 TRANSCONT GAS PIPE LINE 3.25 5/15/2030 9,500,000 9,516,622 8,447,495 TRANSDIGM INC 4.63 1/15/2029 31,865,000 28,709,555 28,337,863 TRANSDIGM INC 6.75 8/15/2028 35,170,000 35,130,607 35,357,104 TRANSDIGM INC 5.50 11/15/2027 80,327,000 76,769,959 75,963,637 TRANSDIGM INC 6.38 6/15/2026 32,831,000 32,443,837 32,426,194 TRANSDIGM INC 6.25 3/15/2026 129,100,000 128,652,416 128,469,992 TRANSDIGM UK HOLDINGS 6.88 5/15/2026 200,000 197,051 198,570 TRANSFORM SR HOLDING LLC 1.00 2/12/2024 64,761,905 64,761,905 56,990,476 TRANSMONTAIGE PARTNERS 6.13 2/15/2026 2,817,000 2,746,800 2,434,480 TRANSNET SOC LTD 8.25 2/6/2028 24,000,000 23,465,452 23,262,960 TRANSOCEAN INC 8.75 2/15/2030 30,181,000 30,528,998 30,644,580 TRANSOCEAN POSEIDON LTD 6.88 2/1/2027 203,125 198,147 201,748 TRANSOCEAN TITAN FIN LTD 8.38 2/1/2028 17,304,000 17,571,132 17,663,231

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value TRAVEL + LEISURE CO 4.50 12/1/2029 16,600,000 14,413,451 14,241,140 TRAVEL + LEISURE CO 6.63 7/31/2026 17,450,000 17,434,153 17,383,516 TRAVELERS COS INC 5.45 5/25/2053 2,000,000 2,093,191 2,093,191 TRAVELERS COS INC 3.05 6/8/2051 20,000,000 16,592,461 14,264,200 TRAVELERS COS INC 2.55 4/27/2050 1,000,000 658,120 644,130 TRAVELERS COS INC 4.10 3/4/2049 11,984,000 12,532,905 10,209,649 TRAVELERS COS INC 4.05 3/7/2048 10,884,000 11,282,867 9,142,887 TRAVELERS COS INC 4.00 5/30/2047 600000 516513.41 504780 TRAVELERS COS INC 3.75 5/15/2046 12,800,000 12,542,639 10,192,128 TREEHOUSE FOODS INC 4.00 9/1/2028 12,400,000 10,893,952 10,682,724 TRINET GROUP INC 3.50 3/1/2029 12,000,000 10,553,886 10,456,200 TRINIDAD GEN UNLTD 5.25 11/4/2027 27,900,000 27,161,137 26,898,669 TRINITY HEALTH CORP 2.63 12/1/2040 4,000,000 4,000,000 2,833,120 TRINSEO OP / TRINSEO FIN 5.38 9/1/2025 13,360,000 11,415,359 11,095,747 TRIPADVISOR INC 7.00 7/15/2025 12,900,000 12,899,045 12,952,245 TRITON CONTAINER/TAL INT 3.25 3/15/2032 21,500,000 21,326,672 16,887,390 TRIUMPH GROUP INC 9.00 3/15/2028 31,681,000 32,194,172 32,384,952 TRONOX INC 4.63 3/15/2029 29,390,000 24,947,819 24,401,341 TRUIST FINANCIAL CORP 1.00 6/8/2034 28,000,000 28,005,699 28,053,200 TRUIST FINANCIAL CORP 1.00 1/26/2034 24,000,000 22,962,650 22,732,560 TRUIST FINANCIAL CORP 1.00 7/28/2033 14,000,000 12,620,027 12,785,780 TSMC ARIZONA CORP 4.50 4/22/2052 3,000,000 2,942,279 2,897,550 TSMC ARIZONA CORP 3.13 10/25/2041 11,000,000 10,486,488 8,783,720 TSMC ARIZONA CORP 4.25 4/22/2032 13,000,000 12,972,567 12,542,140 TSMC ARIZONA CORP 2.50 10/25/2031 11,215,000 10,581,752 9,392,114 TTM TECHNOLOGIES INC 4.00 3/1/2029 12,650,000 11,227,096 10,805,883 TWILIO INC 3.88 3/15/2031 15,256,000 13,097,555 12,768,204 TWILIO INC 3.63 3/15/2029 11,056,000 9,626,176 9,468,469 TYCO ELECTRONICS GROUP S 7.13 10/1/2037 15,080,000 16,957,526 17,469,426 TYSON FOODS INC 5.10 9/28/2048 34474000 35827929.47 31378234.8 TYSON FOODS INC 4.55 6/2/2047 15,308,000 15,990,620 12,796,263 TYSON FOODS INC 5.15 8/15/2044 1,400,000 1,653,545 1,272,124 TYSON FOODS INC 4.88 8/15/2034 4,900,000 5,368,291 4,720,660 UBER TECHNOLOGIES INC 4.50 8/15/2029 48,952,000 45,985,011 45,058,358 UBER TECHNOLOGIES INC 6.25 1/15/2028 14,911,000 14,877,453 14,855,680 UBER TECHNOLOGIES INC 7.50 9/15/2027 35,816,000 36,590,164 36,685,971 UBER TECHNOLOGIES INC 8.00 11/1/2026 38,325,000 38,782,366 39,037,079 UBER TECHNOLOGIES INC 7.50 5/15/2025 29,504,000 29,862,398 29,890,797 UBS GROUP AG 1.00 12/31/2099 50,500,000 49,164,082 35,608,055 UBS GROUP AG 1.00 11/15/2033 62,490,000 70,232,023 74,758,037 UBS GROUP AG 1.00 8/12/2033 2,500,000 2,572,885 2,558,575 UBS GROUP AG 1.00 5/14/2032 36,000,000 36,454,938 29,086,560 UBS GROUP AG 1.00 4/1/2031 10,000,000 10,791,428 8,882,900 UDR INC 3.00 8/15/2031 9,266,000 8,978,666 7,873,320
UDR INC 3.20 1/15/2030 20,000,000 20,433,618 17,704,600 UNDER ARMOUR INC 3.25 6/15/2026 13,750,000 12,766,287 12,634,738 UNICREDIT SPA 1.00 6/30/2035 15555000 12927883.31 13181307 UNIFRAX ESCROW ISS CORP 5.25 9/30/2028 24,234,000 19,403,127 17,495,979 UNION PACIFIC CORP 4.10 9/15/2067 11,600,000 11,094,888 9,610,716 UNION PACIFIC CORP 2.97 9/16/2062 3,000,000 1,928,630 1,958,550 UNION PACIFIC CORP 3.84 3/20/2060 9,725,000 8,909,937 7,726,318 UNION PACIFIC CORP 3.95 8/15/2059 13,800,000 13,728,163 11,213,742 UNION PACIFIC CORP 4.95 5/15/2053 41000000 41372467.26 40834360

U
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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value UNION PACIFIC CORP 3.50 2/14/2053 41,000,000 38,834,380 31,708,990 UNION PACIFIC CORP 4.95 9/9/2052 10,000,000 9,935,290 9,935,100 UNION PACIFIC CORP 2.95 3/10/2052 26,000,000 25,988,979 18,066,880 UNION PACIFIC CORP 3.80 10/1/2051 3,000,000 3,066,041 2,457,960 UNION PACIFIC CORP 3.25 2/5/2050 12,000,000 10,352,887 8,962,440 UNION PACIFIC CORP 4.00 4/15/2047 5,292,000 5,323,128 4,461,579 UNION PACIFIC CORP 4.05 3/1/2046 14,500,000 15,188,383 12,083,140 UNION PACIFIC CORP 3.20 5/20/2041 44,500,000 44,894,453 34,946,295 UNION PACIFIC CORP 3.55 8/15/2039 17,694,000 18,312,809 14,817,309 UNION PACIFIC CORP 3.60 9/15/2037 1,200,000 1,266,548 1,024,596 UNION PACIFIC CORP 2.80 2/14/2032 3,000,000 2,902,458 2,588,460 UNITED AIR 2014 2 A PTT 3.75 3/3/2028 1,161,181 1,088,407 1,088,990 UNITED AIR 2018 1 AA PTT 3.50 9/1/2031 12,549,295 11,833,929 11,327,119 UNITED AIR 2019 2 AA PTT 2.70 11/1/2033 10,737,468 10,638,781 9,079,388 UNITED AIR 2020 1 A PTT 5.88 4/15/2029 10,528,710 10,963,404 10,452,482 UNITED AIR 2020 1 B PTT 4.88 7/15/2027 30,328,375 30,731,929 29,084,608 UNITED AIRLINES HOLDINGS 4.88 1/15/2025 740,000 732,192 726,599 UNITED AIRLINES INC 4.63 4/15/2029 56,581,000 52,880,086 51,559,436 UNITED AIRLINES INC 4.38 4/15/2026 64,918,000 62,866,484 61,679,890 UNITED NATURAL FOODS INC 6.75 10/15/2028 12,575,000 10,827,798 10,420,525 UNITED PARCEL SERVICE 5.05 3/3/2053 19,000,000 19,513,513 19,324,900 UNITED PARCEL SERVICE 5.30 4/1/2050 10,000,000 11,312,256 10,505,700 UNITED PARCEL SERVICE 3.75 11/15/2047 11,702,000 10,761,170 9,813,882 UNITED PARCEL SERVICE 3.40 11/15/2046 27,327,000 26,310,312 21,225,974 UNITED RENTALS NORTH AM 3.75 1/15/2032 18,800,000 16,391,654 15,941,084 UNITED RENTALS NORTH AM 3.88 2/15/2031 27,541,000 24,281,938 23,869,785 UNITED RENTALS NORTH AM 4.00 7/15/2030 19,350,000 17,671,895 17,132,297 UNITED RENTALS NORTH AM 5.25 1/15/2030 12,531,000 12,000,385 11,963,095 UNITED RENTALS NORTH AM 4.88 1/15/2028 44,995,000 43,865,309 42,809,143 UNITED RENTALS NORTH AM 5.50 5/15/2027 11,088,000 10,914,961 10,914,473 UNITED WHOLESALE MTGE LL 5.50 4/15/2029 22,727,000 19,979,711 19,497,721 UNITED WHOLESALE MTGE LL 5.75 6/15/2027 12,575,000 11,578,185 11,480,472 UNITED WHOLESALE MTGE LL 5.50 11/15/2025 19,300,000 18,429,982 18,450,028 UNITEDHEALTH GROUP INC 5.20 4/15/2063 42,000,000 41,748,563 41,896,260 UNITEDHEALTH GROUP INC 6.05 2/15/2063 39,000,000 39,785,075 44,086,380 UNITEDHEALTH GROUP INC 5.05 4/15/2053 22,000,000 21,832,610 21,840,060 UNITEDHEALTH GROUP INC 5.88 2/15/2053 40,000,000 39,763,183 44,372,800 UNITEDHEALTH GROUP INC 4.75 5/15/2052 23,000,000 22,407,477 21,837,120 UNITEDHEALTH GROUP INC 3.25 5/15/2051 53,000,000 46,710,093 39,438,890 UNITEDHEALTH GROUP INC 2.90 5/15/2050 10,000,000 8,684,041 6,996,600 UNITEDHEALTH GROUP INC 3.70 8/15/2049 3,000,000 3,027,168 2,415,210 UNITEDHEALTH GROUP INC 4.45 12/15/2048 9,200,000 9,280,715 8,384,972 UNITEDHEALTH GROUP INC 4.25 6/15/2048 20,800,000 20,568,234 18,334,576 UNITEDHEALTH GROUP INC 3.75 10/15/2047 26,000,000 25,889,700 21,381,100 UNITEDHEALTH GROUP INC 4.20 1/15/2047 4,900,000 5,220,549 4,321,555 UNITEDHEALTH GROUP INC 4.75 7/15/2045 18,060,000 20,065,706 17,268,791 UNITEDHEALTH GROUP INC 2.75 5/15/2040 7,000,000 7,314,560 5,197,570 UNITEDHEALTH GROUP INC 3.50 8/15/2039 3,500,000 3,868,748 2,934,225 UNITEDHEALTH GROUP INC 5.35 2/15/2033 8,000,000 8,125,687 8,311,600 UNITI GROUP/CSL CAPITAL 6.50 2/15/2029 30,075,000 21,955,659 21,263,025 UNITI GROUP/CSL CAPITAL 4.75 4/15/2028 21,137,000 18,152,553 17,547,515 UNITI GROUP/CSL CAPITAL 10.50 2/15/2028 69,717,000 68,761,051 69,187,151 UNITI GRP/UNITI HLD/CSL 6.00 1/15/2030 16,875,000 12,002,793 11,435,513

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value UNITYPOINT HEALTH 3.67 2/15/2050 9630000 9729752.29 7378987.5 UNIV OF CALIFORNIA CA RGTS MED 4.56 5/15/2053 20,000,000 20,000,000 18,549,240 UNIV OF MICHIGAN MI 3.50 4/1/2052 5,000,000 5,000,000 4,027,740 UNIVERSAL HEALTH SVCS 2.65 1/15/2032 2,400,000 1,891,296 1,898,592 UNIVERSAL HEALTH SVCS 2.65 10/15/2030 25,399,000 25,300,783 20,733,458 UNIVISION COMMUNICATIONS 7.38 6/30/2030 29,013,000 27,961,356 27,654,901 UNIVISION COMMUNICATIONS 4.50 5/1/2029 32,676,000 29,224,567 28,087,963 UNIVISION COMMUNICATIONS 6.63 6/1/2027 41,279,000 40,004,150 39,830,933 UNIVISION COMMUNICATIONS 5.13 2/15/2025 39,797,000 39,055,579 38,950,518 URBAN ONE INC 7.38 2/1/2028 19,344,000 17,365,370 16,933,351 US ACUTE CARE SOLUTIONS 6.38 3/1/2026 16,950,000 14,927,275 14,511,234 US BANCORP 1.00 11/3/2036 22,500,000 16,509,819 16,474,050 US BANCORP 1.00 6/12/2034 52,000,000 52,018,315 52,476,320 US BANCORP 1.00 2/1/2034 7,000,000 6,584,309 6,554,870
US BANCORP 1.00 7/22/2033 18,500,000 16,735,155 16,774,320 US CELLULAR CORP 6.70 12/15/2033 13,600,000 11,966,363 11,696,680 US FOODS INC 4.63 6/1/2030 17,429,000 15,997,884 15,611,330 US FOODS INC 4.75 2/15/2029 30,558,000 28,668,266 28,047,660 US FOODS INC 6.25 4/15/2025 27,899,000 27,969,096 27,916,855 USA COM PART/USA COM FIN 6.88 9/1/2027 20,995,000 20,258,204 20,054,004 USA COM PART/USA COM FIN 6.88 4/1/2026 22,783,000 22,417,788 22,271,066 USI INC/NY 6.88 5/1/2025 2,549,000 2,557,298 2,530,826
UTAH ACQUISITION SUB 5.25 6/15/2046 8,437,000 9,342,107 6,662,108 VAIL RESORTS INC 6.25 5/15/2025 18,680,000 18,368,269 18,708,580 VALARIS LTD 8.38 4/30/2030 16,150,000 16,165,284 16,205,233 VALE OVERSEAS LIMITED 6.88 11/21/2036 2,000,000 2,098,860 2,098,860 VALE OVERSEAS LIMITED 6.13 6/12/2033 47,000,000 46,674,390 47,172,960 VALE OVERSEAS LIMITED 3.75 7/8/2030 25,000,000 25,275,087 22,037,250 VALERO ENERGY CORP 3.65 12/1/2051 460,000 335,792 322,373 VALERO ENERGY CORP 6.63 6/15/2037 6,808,000 7,578,517 7,309,477 VALVOLINE INC 3.63 6/15/2031 14,250,000 11,811,897 11,587,388 VALVOLINE INC 4.25 2/15/2030 15,600,000 15,349,910 15,334,488 VENTAS REALTY LP 4.88 4/15/2049 5,092,000 5,366,828 4,342,152 VENTAS REALTY LP 3.00 1/15/2030 23,300,000 23,338,897 19,948,528 VENTURE GLOBAL CALCASIEU 3.88 11/1/2033 39,546,000 34,104,216 32,507,603 VENTURE GLOBAL CALCASIEU 4.13 8/15/2031 35,083,000 31,313,211 30,205,060 VENTURE GLOBAL CALCASIEU 6.25 1/15/2030 25,250,000 25,063,371 25,048,253 VENTURE GLOBAL CALCASIEU 3.88 8/15/2029 40,157,000 36,452,063 35,079,147 VENTURE GLOBAL LNG INC 8.38 6/1/2031 60417000 60659513.22 61003649.07 VENTURE GLOBAL LNG INC 8.13 6/1/2028 65,030,000 65,624,906 66,139,412 VERISIGN INC 2.70 6/15/2031 14,500,000 14,305,858 12,074,875 VERISK ANALYTICS INC 3.63 5/15/2050 4600000 4571236.23 3381598 VERISK ANALYTICS INC 5.75 4/1/2033 10,000,000 10,504,178 10,455,300 VERITAS US INC/BERMUDA L 7.50 9/1/2025 43,885,000 37,059,175 35,635,498 VERIZON COMMUNICATIONS 2.99 10/30/2056 67,603,000 57,369,437 42,957,650 VERIZON COMMUNICATIONS 3.55 3/22/2051 10,500,000 8,036,272 7,841,190 VERIZON COMMUNICATIONS 2.88 11/20/2050 4,000,000 2,563,268 2,604,440 VERIZON COMMUNICATIONS 4.00 3/22/2050 15,230,000 15,492,805 12,371,481 VERIZON COMMUNICATIONS 2.85 9/3/2041 11,000,000 10,950,325 7,826,610 VERIZON COMMUNICATIONS 3.40 3/22/2041 34,373,000 34,654,599 26,513,957 VERIZON COMMUNICATIONS 2.65 11/20/2040 145,860,000 145,524,244 101,400,413 VERIZON COMMUNICATIONS 4.27 1/15/2036 4,000,000 4,496,747 3,612,800 VERIZON COMMUNICATIONS 4.40 11/1/2034 2,000,000 2,272,623 1,844,820

V
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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value VERIZON COMMUNICATIONS 4.50 8/10/2033 6,000,000 5,658,333 5,658,333 VERIZON COMMUNICATIONS 2.36 3/15/2032 30,000,000 24,971,966 24,131,100 VERIZON COMMUNICATIONS 2.55 3/21/2031 26000000 25935347.98 21714680 VERSCEND ESCROW CORP 9.75 8/15/2026 4,773,000 4,843,686 4,778,489 VERTIV GROUP CORPORATION 4.13 11/15/2028 20,250,000 18,355,405 18,254,768 VIASAT INC 5.63 4/15/2027 14,850,000 13,965,831 13,870,049 VIASAT INC 5.63 9/15/2025 18,733,000 18,099,024 18,156,024 VIATRIS INC 4.00 6/22/2050 4,498,000 4,047,300 2,975,382 VIATRIS INC 3.85 6/22/2040 68,862,000 72,055,431 47,682,803 VIATRIS INC 2.70 6/22/2030 6,400,000 6,322,761 5,182,464 VICI PROPERTIES LP 5.63 5/15/2052 4,500,000 4,333,944 4,072,365 VICI PROPERTIES LP 5.13 5/15/2032 3,000,000 2,804,490 2,804,490 VICTORIA S SECRET + CO 4.63 7/15/2029 14,875,000 11,460,135 10,863,659 VIDEOTRON LTD 3.63 6/15/2029 18,433,000 16,431,949 15,941,780 VIDEOTRON LTD 5.38 6/15/2024 10,775,000 10,707,878 10,667,142 VIDEOTRON LTD / LTEE 5.13 4/15/2027 16,885,000 16,411,965 16,222,601 VIKING CRUISES LTD 9.13 7/15/2031 6,050,000 6,067,500 6,123,629 VIKING CRUISES LTD 7.00 2/15/2029 3,125,000 2,827,425 2,906,375 VIKING CRUISES LTD 5.88 9/15/2027 7,865,000 7,036,789 7,222,115 VIKING CRUISES LTD 13.00 5/15/2025 15,525,000 15,838,493 16,305,752 VIRGINIA ELEC + POWER CO 2.95 11/15/2051 15,000,000 14,625,829 10,025,850 VIRGINIA ELEC + POWER CO 2.45 12/15/2050 1,750,000 1,570,124 1,050,998 VIRGINIA ELEC + POWER CO 6.00 1/15/2036 43,400,000 46,646,614 45,303,524 VIRGINIA ELEC + POWER CO 5.00 4/1/2033 3,000,000 2,965,620 2,965,620 VISA INC 2.00 8/15/2050 5,000,000 3,934,472 3,068,350
VISA INC 4.30 12/14/2045 15,700,000 17,637,035 14,573,368 VISA INC 2.70 4/15/2040 3,000,000 2,745,470 2,301,900
VISA INC 4.15 12/14/2035 5,000,000 5,421,933 4,761,350
VISA INC 1.10 2/15/2031 12,000,000 9,938,291 9,478,800
VISTRA CORP 5.00 7/31/2027 38,442,000 37,076,499 36,050,139 VISTRA CORP 5.50 9/1/2026 34,830,000 34,019,250 33,553,132 VISTRA OPERATIONS CO LLC 4.38 5/1/2029 32,325,000 28,720,174 28,293,749 VISTRA OPERATIONS CO LLC 5.63 2/15/2027 40,799,000 39,631,644 39,111,145 VITAL ENERGY INC 9.50 1/15/2025 6000000 6042453.82 5980080 VITERRA FINANCE BV 3.20 4/21/2031 36,940,000 36,564,259 30,915,825 VMWARE INC 2.20 8/15/2031 15,000,000 14,976,078 11,787,150 VOC ESCROW LTD 5.00 2/15/2028 19,550,000 18,124,155 17,975,052 VODAFONE GROUP PLC 5.75 2/10/2063 20,000,000 19,820,939 19,383,800 VODAFONE GROUP PLC 5.63 2/10/2053 21,000,000 20,769,055 20,604,780 VODAFONE GROUP PLC 4.25 9/17/2050 4,000,000 3,210,599 3,210,599 VODAFONE GROUP PLC 4.88 6/19/2049 20,872,000 20,680,235 18,508,872 VODAFONE GROUP PLC 4.38 2/19/2043 8250000 9280332.93 6924637.5 VODAFONE GROUP PLC 5.00 5/30/2038 36,600,000 45,871,979 34,480,860 VODAFONE GROUP PLC 6.15 2/27/2037 21,800,000 24,225,430 22,835,282 VOYA FINANCIAL INC 5.70 7/15/2043 19,065,000 21,132,522 18,265,033 WACHOVIA CORP 5.50 8/1/2035 4,567,000 5,556,224 4,473,651 WALMART INC 4.50 4/15/2053 10,000,000 9,751,523 9,751,523 WALMART INC 4.50 9/9/2052 50,000,000 49,976,160 48,801,000 WALMART INC 4.05 6/29/2048 17,842,000 18,754,225 16,489,220 WALMART INC 2.50 9/22/2041 1,000,000 993,535 744,970
WALMART INC 4.10 4/15/2033 10,000,000 9,785,260 9,709,500 WALMART INC 4.15 9/9/2032 39,400,000 39,351,556 38,837,368 WALT DISNEY COMPANY/THE 3.60 1/13/2051 10,000,000 7,759,037 7,957,700

W
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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value WALT DISNEY COMPANY/THE 2.75 9/1/2049 10,000,000 7,789,751 6,771,800 WALT DISNEY COMPANY/THE 3.50 5/13/2040 2,000,000 2,229,096 1,649,640 WALT DISNEY COMPANY/THE 8.45 8/1/2034 36,780,000 49,904,389 45,231,308 WARNERMEDIA HOLDINGS INC 5.14 3/15/2052 39,500,000 31,863,954 32,210,275 WARNERMEDIA HOLDINGS INC 5.05 3/15/2042 43,000,000 36,236,644 36,073,990 WARNERMEDIA HOLDINGS INC 4.28 3/15/2032 59,000,000 52,769,230 52,278,130 WASH MULTIFAM ACQ INC 5.75 4/15/2026 21,370,000 20,085,486 20,011,937 WASHINGTON GAS LIGHT CO 3.65 9/15/2049 3,000,000 3,453,938 2,247,030 WASHINGTON MUTUAL INC COMMON 0.01 9/21/2017 2,460,000 1,710,000 22,448 WASTE CONNECTIONS INC 2.95 1/15/2052 3,000,000 2,056,680 2,056,680 WASTE CONNECTIONS INC 4.20 1/15/2033 20,000,000 19,950,135 18,800,600 WASTE CONNECTIONS INC 3.20 6/1/2032 15,000,000 14,990,192 13,064,100 WASTE CONNECTIONS INC 2.20 1/15/2032 1,000,000 909,570 808,600 WASTE MANAGEMENT INC 4.63 2/15/2033 16,000,000 16,043,814 15,669,600 WASTE PRO USA INC 5.50 2/15/2026 18,710,000 17,914,422 17,379,532 WATCO COS LLC/FINANCE CO 6.50 6/15/2027 15,025,000 14,508,639 14,319,727 WEATHERFORD INTERNATIONA 8.63 4/30/2030 41,585,000 42,040,450 42,250,360 WEATHERFORD INTERNATIONA 6.50 9/15/2028 1,500,000 1,456,219 1,506,300 WEEKLEY HOMES LLC/ FINAN 4.88 9/15/2028 1,332,000 1,333,125 1,204,608 WELLS FARGO + COMPANY 1.00 4/25/2053 11,000,000 9,685,942 9,649,420 WELLS FARGO + COMPANY 1.00 4/4/2051 10,000,000 9,325,622 9,285,300 WELLS FARGO + COMPANY 4.75 12/7/2046 25,956,000 27,687,152 22,078,174 WELLS FARGO + COMPANY 4.40 6/14/2046 9,716,000 9,330,955 7,916,500 WELLS FARGO + COMPANY 4.65 11/4/2044 43,208,000 45,481,115 36,840,005 WELLS FARGO + COMPANY 5.61 1/15/2044 6,000,000 5,803,244 5,757,360 WELLS FARGO + COMPANY 1.00 4/30/2041 12,000,000 9,550,182 8,804,760 WELLS FARGO + COMPANY 1.00 4/24/2034 15,000,000 15,010,697 14,908,200 WELLS FARGO + COMPANY 1.00 7/25/2033 80,000,000 80,213,231 76,686,400 WELLS FARGO + COMPANY 1.00 3/2/2033 95,000,000 93,795,205 81,307,650 WELLS FARGO + COMPANY 1.00 4/4/2031 5,000,000 5,257,233 4,756,350 WELLS FARGO + COMPANY 1.00 2/11/2031 17,220,000 17,112,970 14,593,089 WELLS FARGO BANK NA 6.60 1/15/2038 3,000,000 4,221,858 3,256,080 WELLTOWER OP LLC 4.95 9/1/2048 7,499,000 8,214,186 6,701,031 WELLTOWER OP LLC 3.85 6/15/2032 7,500,000 7,440,256 6,624,000 WELLTOWER OP LLC 2.80 6/1/2031 12,981,000 12,853,681 10,757,095 WELLTOWER OP LLC 3.10 1/15/2030 9,200,000 9,238,388 8,005,840 WESCO DISTRIBUTION INC 7.25 6/15/2028 45,353,000 46,477,443 46,271,852 WESCO DISTRIBUTION INC 7.13 6/15/2025 39234000 39521076.46 39694607.16 WESTERN ALLIANCE BANCORP 1.00 6/15/2031 6,000,000 4,485,823 4,450,740 WESTERN DIGITAL CORP 3.10 2/1/2032 2,000,000 1,995,360 1,480,500 WESTERN GLOBAL AIRLINES 10.38 8/15/2025 850,000 845,017 4,335 WESTERN MIDSTREAM OPERAT 5.50 2/1/2050 2,000,000 1,660,760 1,660,760 WESTERN MIDSTREAM OPERAT 6.15 4/1/2033 2,000,000 2,013,376 2,013,376 WESTERN MIDSTREAM OPERAT 4.30 2/1/2030 9,550,000 9,765,241 8,596,051 WESTLAKE CORP 3.38 6/15/2030 5,438,000 5,442,643 4,727,797 WESTPAC BANKING CORP 1.00 11/18/2036 25,000,000 25,000,000 19,133,250 WESTPAC BANKING CORP 1.00 11/15/2035 23,000,000 22,627,284 17,623,750 WESTPAC BANKING CORP 1.00 7/24/2034 21,795,000 22,435,234 19,015,266 WEYERHAEUSER CO 3.38 3/9/2033 10,000,000 9,952,702 8,603,700 WEYERHAEUSER CO 7.38 3/15/2032 5,801,000 6,421,229 6,464,286 WILLIAM CARTER 5.63 3/15/2027 12,100,000 11,827,237 11,811,536 WILLIAMS COMPANIES INC 5.30 8/15/2052 16,500,000 16,093,405 15,245,835 WILLIAMS COMPANIES INC 5.10 9/15/2045 39,800,000 40,682,017 35,850,646

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CalPERS 2022-2023 Annual Investment Report
Corporate Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value WILLIAMS COMPANIES INC 6.30 4/15/2040 6,383,000 7,207,437 6,704,065 WILLIAMS COMPANIES INC 5.65 3/15/2033 25,000,000 25,795,359 25,341,500 WILLIAMS COMPANIES INC 4.65 8/15/2032 4,000,000 3,789,063 3,789,063 WILLIAMS COMPANIES INC 2.60 3/15/2031 13,000,000 12,638,440 10,781,940 WILLIAMS SCOTSMAN INTL 4.63 8/15/2028 12,625,000 11,731,899 11,592,906 WILLIAMS SCOTSMAN INTL 6.13 6/15/2025 16,953,000 16,783,408 16,934,013 WILLIS NORTH AMERICA INC 3.88 9/15/2049 15,432,000 16,060,031 11,224,928 WILLIS NORTH AMERICA INC 5.35 5/15/2033 26,500,000 26,397,428 25,852,605 WILLIS NORTH AMERICA INC 2.95 9/15/2029 5,800,000 5,772,081 4,999,484 WINDSOR HOLDINGS III LLC 8.50 6/15/2030 975,000 975,000 971,490 WINDSTREAM ESCROW LLC 7.75 8/15/2028 35,340,000 29,733,232 29,279,190 WISCONSIN POWER + LIGHT 3.95 9/1/2032 16,000,000 15,782,452 14,818,720 WMG ACQUISITION CORP 3.00 2/15/2031 20734000 17080131.98 16776086.74 WMG ACQUISITION CORP 3.88 7/15/2030 15,175,000 13,308,637 13,125,616 WMG ACQUISITION CORP 3.75 12/1/2029 13,965,000 12,267,300 12,104,862 WOLVERINE WORLD WIDE 4.00 8/15/2029 15,800,000 13,615,093 12,581,066 WORKDAY INC 3.80 4/1/2032 20,000,000 19,160,628 17,997,400 WP CAREY INC 2.25 4/1/2033 1,500,000 1,129,799 1,129,799 WP CAREY INC 3.85 7/15/2029 2,200,000 2,223,907 1,992,738 WR GRACE HOLDING LLC 5.63 8/15/2029 42,050,000 36,833,151 34,364,101 WR GRACE HOLDING LLC 4.88 6/15/2027 25,224,000 24,207,772 23,487,328 WRKCO INC 3.00 6/15/2033 1,600,000 1,319,449 1,304,176
WRKCO INC 4.20 6/1/2032 17,361,000 17,688,497 15,808,406 WW GRAINGER INC 4.60 6/15/2045 16,934,000 18,861,544 16,005,509 WW INTERNATIONAL INC 4.50 4/15/2029 13,100,000 8,263,917 7,859,345 WYNDHAM HOTELS + RESORTS 4.38 8/15/2028 13,429,000 12,592,377 12,266,989 WYNN LAS VEGAS LLC/CORP 5.25 5/15/2027 23,144,000 21,981,389 21,936,346 WYNN LAS VEGAS LLC/CORP 5.50 3/1/2025 49,740,000 48,876,879 48,922,274 WYNN RESORTS FINANCE LLC 7.13 2/15/2031 12,500,000 12,410,863 12,428,625 WYNN RESORTS FINANCE LLC 5.13 10/1/2029 23775000 21561271.23 21316902.75 XCEL ENERGY INC 3.50 12/1/2049 25,500,000 19,342,316 18,503,055 XEROX HOLDINGS CORP 5.50 8/15/2028 19,675,000 17,326,762 16,735,949 XEROX HOLDINGS CORP 5.00 8/15/2025 17,750,000 16,993,848 16,706,833 XHR LP 4.88 6/1/2029 12,600,000 11,139,569 10,853,262
XHR LP 6.38 8/15/2025 11,375,000 11,226,714 11,172,298
YARA INTERNATIONAL ASA 3.15 6/4/2030 4,000,000 4,046,939 3,368,840 YUM BRANDS INC 5.38 4/1/2032 32,835,000 31,528,867 31,171,907 YUM BRANDS INC 4.63 1/31/2032 28,437,000 26,185,498 25,806,293 YUM BRANDS INC 3.63 3/15/2031 29,332,000 25,628,449 25,394,766 YUM BRANDS INC 4.75 1/15/2030 19,525,000 18,613,529 18,330,070 ZAYO GROUP HOLDINGS INC 4.00 3/1/2027 39,890,000 29,673,749 28,165,531 ZF NA CAPITAL 7.13 4/14/2030 3,154,000 3,141,555 3,211,781 ZF NA CAPITAL 6.88 4/14/2028 900,000 897,312 912,942
ZI TECH LLC/ZI FIN CORP 3.88 2/1/2029 25,000,000 22,564,712 21,498,750 ZIGGO BV 4.88 1/15/2030 2,541,000 2,595,815 2,111,978
ZIMMER BIOMET HOLDINGS 4.25 8/15/2035 2,000,000 2,028,522 1,723,180 ZIMMER BIOMET HOLDINGS 2.60 11/24/2031 10,400,000 10,111,983 8,630,128 ZIPRECRUITER INC 5.00 1/15/2030 13,150,000 11,403,912 11,244,565 ZOETIS INC 3.00 5/15/2050 3,000,000 2,360,961 2,102,490 ZOETIS INC 4.70 2/1/2043 58,624,000 61,875,625 54,509,768 Total 61,779,833,256 56,986,699,335

X, Y & Z
202 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name
10X GENOMICS INC CLASS A
3M CO W/D
4LICENSING CORP

ABBOTT LABORATORIES

ABBVIE INC
ACADEMY SPORTS + OUTDOORS IN

ACADIA HEALTHCARE CO INC

ACHILLION PHARMACE

ACI WORLDWIDE INC

ACTIVISION BLIZZARD INC

ACUITY BRANDS INC

ADIENT PLC

ADOBE INC

ADVANCE AUTO PARTS INC

ADVANCED DRAINAGE SYSTEMS IN

ADVANCED ENERGY INDUSTRIES

ADVANCED MICRO DEVICES
AECOM

AEROJET ROCKETDYNE HOLDINGS

AES CORP

AEVI GENOMIC MEDICINE INC

AFFILIATED MANAGERS GROUP

AFFIRM HOLDINGS INC

AFLAC INC

AGCO CORP

AGILENT TECHNOLOGIES INC

AGILON HEALTH INC

AIR LEASE CORP
AIR PRODUCTS + CHEMICALS INC

AIRBNB INC CLASS A

AKAMAI TECHNOLOGIES INC
ALARM.COM HOLDINGS INC

ALASKA AIR GROUP INC

ALBEMARLE CORP

ALBERTSONS COS INC CLASS A

ALCOA CORP

ALEXZA PHARMACEUTICALS

ALIGN TECHNOLOGY INC

ALLETE INC

ALLIANT ENERGY CORP

ALLISON TRANSMISSION HOLDING

ALLSTATE CORP
Shares
136,120
1,736,366
40,600
4,334,845
6,070,002
156,358
173,252
326,299
224,357
4,698,591
66,493
184,939
933,031
145,156
115,532
85,511
3,004,623
261,656
550,294
1,398,174
51,000
81,326
306,154
1,137,361
118,908
614,991
324,259
189,203
414,538
810,180
1,037,019
103,679
217,427
214,394
2,170,625
258,487
26,307
140,318
124,022
1,583,351
190,791
1,642,763
Book Value Market Value
14,176,198 7,600,941
263,015,355 173,792,873
0 0
361,483,233 472,584,802
708,699,578
817,811,369
7,436,926 8,451,150
8,507,470 13,797,789
0 0
5,301,543 5,198,352
353,952,095 396,091,221
7,696,163 10,843,678
6,743,033 7,086,862
235,162,858 456,242,829
18,214,953 10,204,467
6,627,215 13,145,231
4,340,908 9,530,201
156,347,744 342,256,606
12,712,613 22,159,647
25,709,581 30,194,632
25,747,156 28,984,147
0 0
8,434,325 12,189,954
9,951,685 4,693,341
47,171,495 79,387,798
9,079,125 15,626,889
53,982,272 73,952,668
7,168,653 5,622,651
7,308,166 7,918,146
78,710,809 124,166,567
95,632,119 103,832,669
92,181,349 93,196,898
5,729,555 5,358,131
8,686,063 11,562,768
26,343,979 47,829,157
46,974,688 47,363,038
7,471,620 8,770,464
0 0
29,084,388 49,622,058
8,373,302 7,189,555
73,080,438 83,094,260
7,475,027 10,772,060
153,381,267 179,126,878

A
203 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name

ALLY FINANCIAL INC

ALNYLAM PHARMACEUTICALS INC

ALPHABET INC CL A

ALPHABET INC CL C

ALTERYX INC CLASS A
AMAZON.COM INC

AMBARELLA INC

AMBIT BIOSCIENCES CORP

AMC ENTERTAINMENT HLDS CL A

AMDOCS LTD

AMEDISYS INC

AMEREN CORPORATION

AMERICAN AIRLINES GROUP INC

AMERICAN EAGLE ENERGY CORP

AMERICAN EAGLE OUTFITTERS

AMERICAN ELECTRIC POWER

AMERICAN EXPRESS CO

AMERICAN FINANCIAL GROUP INC

AMERICAN INTERNATIONAL GROUP

AMERICAN WATER WORKS CO INC

AMERIPRISE FINANCIAL INC

AMERISOURCEBERGEN CORP

AMETEK INC

AMGEN INC

AMN HEALTHCARE SERVICES INC

AMPHENOL CORP CL A

ANALOG DEVICES INC

ANSYS INC

ANTERO RESOURCES CORP

AON PLC CLASS A

APA CORP

APELLIS PHARMACEUTICALS INC

API GROUP CORP

APOLLO GLOBAL MANAGEMENT INC

APPIAN CORP A

APPLE INC

APPLIED INDUSTRIAL TECH INC

APPLIED MATERIALS INC

APPLOVIN CORP CLASS A

APTARGROUP INC

ARAMARK

ARCHER DANIELS MIDLAND CO

ARES MANAGEMENT CORP A
Shares
950,708
226,279
14,167,797
12,128,208
83,408
16,987,395
53,400
34,600
709,849
700,108
57,611
1,620,225
1,171,946
96,300
250,555
3,175,327
1,144,016
131,257
1,444,483
1,158,526
209,846
779,340
535,523
2,300,754
82,095
3,628,483
1,543,753
196,624
526,117
1,074,032
601,358
182,188
391,215
950,356
68,091
39,836,477
43,805
2,157,622
406,888
128,061
452,978
1,034,787
344,096
Book Value Market Value
27,958,522 25,678,623
27,746,958 42,979,433
1,011,948,152 1,695,885,301
963,177,830 1,467,149,322
7,907,371 3,786,723
1,362,462,834 2,214,476,812
3,534,604 4,467,978
0 0
9,500,892 3,123,336
53,084,283 69,205,676
6,466,100 5,267,950
112,329,831 132,323,776
25,084,934 21,024,711
0 0
3,814,497 2,956,549
248,228,271 267,362,533
113,014,595 199,287,587
11,429,774 15,586,769
73,881,169 83,115,552
121,147,315 165,379,587
29,431,815 69,702,447
101,590,782 149,968,396
50,214,422 86,690,463
477,845,817 510,813,403
5,729,074 8,958,206
171,326,766 308,239,631
204,630,366 300,738,522
36,479,664 64,939,008
15,122,181 12,116,475
180,383,719 370,755,846
22,151,286 20,548,403
12,703,873 16,597,327
7,768,574 10,664,521
47,677,033 72,996,844
4,018,174 3,241,132
3,745,987,852 7,727,081,444
5,237,810 6,344,278
151,041,791 311,862,684
14,102,854 10,469,228
10,265,042 14,837,147
16,884,729 19,500,703
48,716,814 78,188,506
17,944,949 33,153,650

204 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name

ARISTA NETWORKS INC

ARMSTRONG WORLD INDUSTRIES

ARROW ELECTRONICS INC

ARROWHEAD PHARMACEUTICALS IN
ARTHUR J GALLAGHER + CO

ASBURY AUTOMOTIVE GROUP

ASCENT GLOBAL LOGISTICS INC

ASGN INC

ASHLAND INC

ASPEN TECHNOLOGY INC

ASSURANT INC
AT+T INC

ATI INC

ATKORE INC

ATMOS ENERGY CORP

AUTODESK INC

AUTOMATIC DATA PROCESSING

AUTONATION INC

AUTOZONE INC

AVANTOR INC

AVERY DENNISON CORP

AVIENT CORP

AVIS BUDGET GROUP INC

AVNET INC

AXALTA COATING SYSTEMS LTD

AXCELIS TECHNOLOGIES INC

AXION INTERNATIONAL HOLDINGS

AXON ENTERPRISE INC

AZEK CO INC/THE

AZENTA INC

BAKER HUGHES CO

BALCHEM CORP

BALL CORP

BANK OF AMERICA CORP

BANK OF HAWAII CORP

BANK OF NEW YORK MELLON CORP

BANK OZK

BANKUNITED INC
BATH + BODY WORKS INC

BAXANO SURGICAL INC

BAXTER INTERNATIONAL INC

BEAM THERAPEUTICS INC
Shares
466,657
82,158
361,124
154,059
1,300,123
86,542
1,400
96,963
93,531
51,600
358,881
27,010,434
231,933
78,952
915,519
433,167
2,283,091
208,068
128,583
1,067,821
154,138
164,929
40,251
510,653
403,267
48,219
35,000
130,781
197,565
84,161
1,810,910
102,747
531,072
18,575,871
75,143
1,651,345
228,980
164,961
422,336
66,000
3,121,038
100,526
Book Value Market Value
33,290,991 75,626,433
6,017,175 6,035,327
35,782,279 51,723,791
4,138,182 5,493,744
115,108,003 285,468,007
17,616,764 20,806,428
0 0
5,757,560 7,333,312
6,127,738 8,128,779
9,286,051 8,648,676
36,935,901 45,118,519
586,028,720 430,816,422
6,970,732 10,258,397
7,631,844 12,311,775
89,969,664 106,511,480
60,792,773 88,630,300
335,125,800 501,800,571
20,221,962 34,250,073
135,201,482 320,603,709
25,960,668 21,933,043
16,042,394 26,480,908
4,652,101 6,745,596
4,168,605 9,204,196
20,587,873 25,762,444
11,019,360 13,231,190
6,682,168 8,839,989
0 0
10,778,935 25,517,989
5,871,144 5,984,244
3,330,661 3,928,635
47,070,313 57,242,865
8,923,366 13,851,323
27,141,284 30,913,701
513,865,977 532,941,739
4,977,753 3,098,146
63,234,029 73,517,879
6,951,340 9,195,837
5,590,903 3,554,910
11,247,097 15,837,600
0 0
218,320,287 142,194,491
5,395,476 3,209,795

B
205 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name

BECTON DICKINSON AND CO

BEIGENE LTD

BELDEN INC

BELLRING BRANDS INC

BENTLEY SYSTEMS INC CLASS B

BERKSHIRE HATHAWAY INC CL A

BERKSHIRE HATHAWAY INC CL B

BERRY GLOBAL GROUP INC

BEST BUY CO INC

BILL HOLDINGS INC

BIO RAD LABORATORIES A

BIO TECHNE CORP

BIOGEN INC

BIOMARIN PHARMACEUTICAL INC

BJ S WHOLESALE CLUB HOLDINGS

BLACK HILLS CORP

BLACK KNIGHT INC

BLACKBAUD INC

BLACKLINE INC

BLACKROCK INC

BLOCK INC

BLOOM ENERGY CORP A

BLUEPRINT MEDICINES CORP

BODY CENTRAL CORP

BOEING CO/THE

BOOKING HOLDINGS INC

BOOZ ALLEN HAMILTON HOLDINGS

BORGWARNER INC

BOSTON SCIENTIFIC CORP

BOX INC CLASS A

BOYD GAMING CORP

BREAD FINANCIAL HOLDINGS INC

BRIGHT HORIZONS FAMILY SOLUT

BRIGHTHOUSE FINANCIAL INC

BRINK S CO/THE

BRISTOL MYERS SQUIBB CO

BROADCOM INC

BROADRIDGE FINANCIAL SOLUTIO

BROOKFIELD RENEWABLE COR A
BROWN + BROWN INC

BRUIN BLOCKER LLC

BRUKER CORP
Shares
1,731,863
1,108,800
37,549
196,023
323,243
660
5,330,678
235,348
377,278
175,252
41,374
276,989
274,631
1,167,331
782,665
330,403
1,087,876
280,790
107,086
273,691
882,924
361,772
91,226
5,850
1,017,197
104,670
842,456
485,083
2,735,787
876,503
158,730
103,033
104,175
136,547
105,566
10,242,383
1,034,147
742,361
229,900
1,502,808
104,817
199,723
Book Value Market Value
401,530,899 457,229,151
12,285,176 15,196,019
3,184,286 3,591,562
6,130,279 7,174,442
11,936,503 17,529,468
184,588,379 341,754,600
1,340,362,579 1,817,761,198
10,937,484 15,142,290
23,274,930 30,917,932
24,173,045 20,478,196
12,216,759 15,685,711
13,386,196 22,610,612
53,867,395 78,228,640
106,793,651 101,184,251
48,570,721 49,315,722
21,112,212 19,910,085
67,943,358 64,978,833
18,287,220 19,986,632
6,738,233 5,763,369
130,048,322 189,158,798
76,673,779 58,776,251
9,777,053 5,914,972
7,682,922 5,765,483
0 0
191,232,549 214,791,319
188,655,286 282,643,541
60,582,340 94,018,090
18,365,587 23,725,410
92,867,725 147,978,719
24,259,974 25,751,658
6,623,307 11,011,100
6,961,951 3,234,206
12,438,745 9,630,979
5,753,383 6,465,500
6,053,450 7,160,542
623,165,631 655,000,393
390,307,819 897,050,132
83,402,678 122,957,252
9,697,239 7,260,549
58,909,931 103,453,303
94,335 19,915
8,436,142 14,763,524

206 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name

BRUNSWICK CORP

BUILDERS FIRSTSOURCE INC

BUNGE LTD

BURLINGTON STORES INC

BWX TECHNOLOGIES INC
C.H. ROBINSON WORLDWIDE INC

CABLE ONE INC

CABOT CORP

CACI INTERNATIONAL INC CL A

CADENCE BANK

CADENCE DESIGN SYS INC

CAESARS ENTERTAINMENT INC

CAMPBELL SOUP CO

CAPITAL ONE FINANCIAL CORP

CARDINAL HEALTH INC

CARLISLE COS INC

CARLYLE GROUP INC/THE

CARMAX INC
CARNELIAN POINT HOLDINGS L.P.

CARNIVAL CORP

CARNIVAL PLC

CARRIER GLOBAL CORP

CARTER S INC

CASELLA WASTE SYSTEMS INC A

CASEY S GENERAL STORES INC

CATALENT INC

CATERPILLAR INC

CBOE GLOBAL MARKETS INC

CBRE GROUP INC A

CDW CORP/DE

CELANESE CORP

CELSIUS HOLDINGS INC

CENTENE CORP

CENTERPOINT ENERGY INC
CENVEO ENTERPRISES, INC.

CERIDIAN HCM HOLDING INC

CF INDUSTRIES HOLDINGS INC

CHAMPIONX CORP

CHAPARRAL ENERGY INC NEW WTS

CHARLES RIVER LABORATORIES

CHART INDUSTRIES INC

CHARTER COMMUNICATIONS INC A
Shares
143,580
256,457
233,308
117,002
336,125
745,583
22,265
89,291
128,775
364,471
941,542
299,200
1,241,491
725,665
1,118,091
100,229
383,172
314,710
1,046
1,799,999
263,356
1,504,073
68,385
94,988
211,236
262,135
983,995
679,667
589,254
811,157
191,950
105,832
1,168,132
1,314,503
1,157
265,496
383,510
389,033
818
96,132
62,491
205,912
Book Value Market Value
7,619,374 12,439,771
7,715,020 34,878,152
15,093,936 22,012,610
20,544,743 18,414,945
18,090,437 24,056,466
62,868,719 70,345,756
30,311,711 14,629,886
6,259,047 5,972,675
30,129,219 43,891,671
9,495,067 7,158,210
111,264,666 220,810,430
16,193,822 15,250,224
52,012,637 56,748,554
57,981,588 79,365,981
72,846,128 105,737,866
12,360,128 25,711,745
12,387,490 12,242,345
20,357,410 26,341,227
2,484,428 2,484,428
43,273,449 33,893,981
3,380,365 4,354,306
35,626,573 74,767,469
5,351,377 4,964,751
7,797,357 8,591,665
39,912,074 51,516,236
15,810,341 11,366,174
126,849,048 242,111,970
73,369,437 93,800,843
28,368,927 47,558,690
127,820,488 148,847,310
16,558,210 22,227,810
10,318,844 15,789,076
66,787,305 78,790,503
34,247,630 38,317,762
121,749 18,512
17,537,888 17,780,267
17,537,497 26,623,264
6,518,332 12,075,584
52,052
14,212,145 20,211,753
5,180,834 9,985,437
71,223,000 75,645,891

0 C
207 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name

CHATHAM EUREKA FUND L P

CHEGG INC

CHEMED CORP

CHEMOURS CO/THE

CHENIERE ENERGY INC

CHESAPEAKE ENERGY CORP

CHEVRON CORP

CHIPOTLE MEXICAN GRILL INC

CHOICE HOTELS INTL INC

CHORD ENERGY CORP
CHURCH + DWIGHT CO INC

CHURCHILL DOWNS INC

CIBL INC RSTD

CIENA CORP

CINCINNATI FINANCIAL CORP

CINTAS CORP

CIRRUS LOGIC INC

CISCO SYSTEMS INC

CITIGROUP INC

CITIZENS FINANCIAL GROUP

CIVITAS RESOURCES INC

CLEAN HARBORS INC

CLEVELAND CLIFFS INC

CLOROX COMPANY

CLOUDFLARE INC CLASS A

CME GROUP INC

CMS ENERGY CORP

CNO FINANCIAL GROUP INC

COBALT INTERNATIONAL ENERGY

COCA COLA CO/THE

COGNEX CORP

COGNIZANT TECH SOLUTIONS A

COHERENT CORP

COINBASE GLOBAL INC CLASS A

COLDWATER CREEK INC

COLGATE PALMOLIVE CO

COLUMBIA BANKING SYSTEM INC

COMCAST CORP CLASS A

COMERICA INC

COMFORT SYSTEMS USA INC

COMMERCE BANCSHARES INC

COMMERCIAL METALS CO
Shares
25,704,190
218,171
85,813
282,684
466,737
225,760
3,256,823
55,003
118,069
61,007
1,498,378
146,730
88 268,734
537,711
187,950
294,336
17,828,219
7,337,822
919,107
113,869
108,661
900,436
772,483
419,339
2,536,284
1,806,159
218,986
51,680
12,256,453
326,835
3,183,111
217,963
242,865
54,625
5,251,788
320,856
12,863,522
218,908
39,534
234,244
255,682
Book Value Market Value
24,872,401 25,847,645
8,701,197 1,937,358
35,405,598 46,482,328
6,682,361 10,428,213
36,193,440 71,112,049
16,097,382 18,891,597
363,463,761 512,461,099
45,951,421 117,651,417
10,123,974 13,875,469
8,345,830 9,382,877
94,567,338 150,182,427
10,069,390 20,420,414
0 0
10,025,136 11,418,508
42,845,306 52,330,035
42,945,848 93,426,186
19,701,938 23,844,159
813,546,553 922,432,051
386,664,323 337,833,325
31,331,572 23,970,311
6,871,419 7,899,093
7,883,200 17,867,128
13,176,626 15,091,307
112,724,364 122,855,696
27,554,714 27,412,190
429,989,244 469,948,062
96,148,883 106,111,841
3,719,430 5,183,399
0 0
578,941,726 738,083,600
13,011,035 18,309,297
207,795,136 207,793,486
9,515,722 11,111,754
17,587,455 17,376,991
0 0
359,058,601 404,597,748
9,010,817 6,506,960
471,877,658 534,479,339
11,634,653 9,272,943
5,550,708 6,491,483
9,947,528 11,407,683
10,197,193 13,464,214

208 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name

COMMUNITY BANK SYSTEM INC

CONAGRA BRANDS INC

CONCENTRIX CORP

CONMED CORP

CONOCOPHILLIPS

CONSOLIDATED EDISON INC

CONSTELLATION BRANDS INC A

CONSTELLATION ENERGY

CONTRA ABIOMED INC

CONTRA ADURO BIOTECH I

CONTRA GTX INC DEL

CONTRA INNOCOLL HLDGS PLC

COOPER COS INC/THE

COOPER STD HLDGS INC

COPART INC

CORINTHIAN COLLEGES INC

CORNING INC

CORTEVA INC

COSTAR GROUP INC

COSTCO WHOLESALE CORP

COTERRA ENERGY INC

COTY INC CL A

COUPANG INC

CRACKER BARREL OLD COUNTRY

CRANE CO

CRANE HOLDINGS CO

CREDIT ACCEPTANCE CORP

CROCS INC

CROWDSTRIKE HOLDINGS INC A

CROWN HOLDINGS INC

CSX CORP

CULLEN/FROST BANKERS INC

CUMMINS INC

CURTISS WRIGHT CORP

CVS HEALTH CORP

CWT TRAVEL HLDGS INC

CWT TRAVEL HOLDINGS INC

CYTOKINETICS INC

DANAHER CORP

DARDEN RESTAURANTS INC

DARLING INGREDIENTS INC

DATADOG INC CLASS A
Shares
120,088
3,017,527
229,565
42,709
2,310,440
2,179,492
667,180
607,338
97,042
30,757
852
18,300
225,001
73,200
913,149
214,600
4,292,727
1,355,219
748,919
1,652,970
1,558,722
447,727
2,527,150
40,906
96,845
105,443
34,209
119,295
381,117
211,038
3,917,560
110,340
274,667
93,703
2,852,823
3,157
3,324
127,401
1,588,948
316,617
296,411
397,374
Book Value Market Value
7,128,735 5,629,725
94,464,706 101,751,010
24,309,808 18,537,374
3,863,913 5,803,726
140,947,768 239,384,688
175,045,094 197,026,077
134,117,295 164,213,013
26,333,041 55,601,794
0 0
0 0
0 0
0 0
59,910,556 86,272,133
0 0
35,231,272 83,288,320
0 0
132,435,023 150,417,154
47,723,617 77,654,049
40,380,979 66,653,791
554,050,379 889,925,989
29,902,754 39,435,667
5,089,300 5,502,565
47,077,449 43,972,410
5,188,965 3,811,621
3,958,003 8,630,826
2,685,519 5,951,203
12,993,428 17,375,777
5,406,674 13,413,530
55,775,839 55,974,654
12,833,527 18,332,871
78,768,733 133,588,796
9,234,168 11,864,860
41,198,450 67,337,362
9,885,384 17,209,493
195,044,593 197,215,654
14,270 0
12,698 0
6,670,805 4,155,821
243,984,535 381,347,520
34,801,880 52,900,368
9,562,777 18,908,058
37,200,073 39,093,654

D
209 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name

DAVITA INC

DECKERS OUTDOOR CORP
DEERE + CO

DELL TECHNOLOGIES C

DELTA AIR LINES INC

DENALI THERAPEUTICS INC

DENBURY INC

DENTSPLY SIRONA INC

DEVON ENERGY CORP

DEXCOM INC

DIAMONDBACK ENERGY INC

DICK S SPORTING GOODS INC

DIODES INC
DIRECTBUY HLDGS INC.

DISCOVER FINANCIAL SERVICES

DISH NETWORK CORP A

DOCUSIGN INC

DOLBY LABORATORIES INC CL A

DOLLAR GENERAL CORP

DOLLAR TREE INC

DOMINION ENERGY INC

DOMINO S PIZZA INC

DONALDSON CO INC

DOORDASH INC A

DORAL FINL CORP ESCROW

DOVER CORP

DOW INC

DOXIMITY INC CLASS A

DR HORTON INC

DRAFTKINGS INC CL A

DROPBOX INC CLASS A

DTE ENERGY COMPANY

DTE MIDSTREAM LLC W/I

DUKE ENERGY CORP
DUN + BRADSTREET HOLDINGS IN

DUPONT DE NEMOURS INC

DXC TECHNOLOGY CO

DYNATRACE INC

EAGLE MATERIALS INC

EAST WEST BANCORP INC

EASTMAN CHEMICAL CO

EATON CORP PLC
Shares
117,904
51,047
506,629
733,146
1,157,653
176,131
78,880
469,665
1,177,883
709,076
341,746
111,839
101,500
5,621
834,535
466,740
359,882
347,985
1,359,255
427,033
5,128,247
223,283
255,350
423,118
19,605
258,640
1,329,981
126,707
1,015,857
776,177
1,629,374
1,205,760
178,894
4,759,291
468,764
862,054
409,524
386,599
81,933
284,867
233,074
796,377
Book Value Market Value
6,945,647 11,845,815
10,530,321 26,935,460
96,227,242 205,281,005
30,491,705 39,670,530
39,431,637 55,034,824
7,495,959 5,197,626
6,680,814 6,804,189
19,785,327 18,795,993
41,653,801 56,938,864
42,274,126 91,123,357
34,445,457 44,891,755
7,024,839 14,783,997
4,909,024 9,387,735
69,965 0
65,569,156 97,515,415
13,855,294 3,075,817
34,730,040 18,386,371
24,545,646 29,119,385
177,824,207 230,774,314
40,795,960 61,279,236
368,185,369 265,591,912
77,614,712 75,244,138
10,941,935 15,961,929
56,077,283 32,334,678
0 0
20,481,806 38,188,196
59,931,976 70,834,788
3,930,227 4,310,572
75,808,378 123,619,638
25,182,293 20,623,023
37,487,448 43,455,405
117,538,964 132,657,715
5,734,281 8,867,776
406,810,018 427,098,774
8,776,114 5,423,599
53,542,564 61,585,138
13,532,016 10,942,481
14,238,583 19,898,251
7,154,053 15,273,950
13,035,765 15,038,129
16,546,754 19,512,955
78,335,033 160,151,415

E
210 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name

EBAY INC

ECOLAB INC

EDISON INTERNATIONAL

EDWARDS LIFESCIENCES CORP

ELANCO ANIMAL HEALTH INC

ELASTIC NV

ELECTRONIC ARTS INC

ELEMENT SOLUTIONS INC

ELEVANCE HEALTH INC
ELI LILLY + CO

EMBECTA CORP

EMCOR GROUP INC

EMERSON ELECTRIC CO

ENCOMPASS HEALTH CORP

ENDEAVOUR INTERNATIONAL CORP
ENER1 INC

ENERSYS

ENOVIS CORP

ENPHASE ENERGY INC

ENSIGN GROUP INC/THE

ENTEGRIS INC

ENTERGY CORP

ENVESTNET INC

ENVISTA HOLDINGS CORP

EOG RESOURCES INC

EPAM SYSTEMS INC

EQT CORP

EQUIFAX INC

EQUITABLE HOLDINGS INC

EQUITRANS MIDSTREAM CORP

ESAB CORP

ESC ACETO CHEM INC COM

ESC FRESH MKT INC

ESC GCI LIBERTY INC SR

ESC NII HLDGS INC BE

ESC RENTECH NITROGEN PARTN

ESCROW AMBASSADORS GROUP INC

ESCROW CHROMCRAFT REVINGTON

ESCROW DESIGN WITHIN REACH

ESSENT GROUP LTD

ESSENTIAL UTILITIES INC

ESTEE LAUDER COMPANIES CL A
Shares
1,251,783
452,638
956,157
1,116,812
883,296
114,143
1,708,048
679,762
667,310
3,106,848
117,133
110,187
1,047,401
193,395
72,400
3 94,986
89,065
242,759
181,878
219,976
1,289,852
266,567
251,873
1,079,294
102,058
671,114
224,336
679,197
650,937
106,175
71,900
77,000
265,365
21,400
46,300
34,400
13,900
16,361
226,680
416,431
436,532
Book Value Market Value
45,185,464 55,942,182
61,416,921 84,502,988
56,143,932 66,405,104
68,503,520 105,348,876
16,034,802 8,885,958
10,181,953 7,318,849
198,528,506 221,533,826
10,930,412 13,051,430
220,712,262 296,479,160
434,682,000 1,457,049,575
2,851,100 2,530,073
9,548,705 20,360,354
65,574,906 94,674,576
9,605,925 13,094,775
0 0
0 0
5,284,854 10,307,881
5,336,207 5,710,848
33,927,274 40,657,277
12,923,183 17,362,074
11,231,543 24,377,740
120,095,768 125,592,889
15,510,311 15,820,751
6,671,947 8,523,382
80,626,628 123,514,405
20,485,962 22,937,536
17,780,163 27,602,919
29,276,047 52,786,261
16,810,725 18,446,991
5,213,643 6,222,958
5,498,073 7,064,885
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
9,057,045 10,608,624
16,647,502 16,619,761
74,809,323 85,726,154

211 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name

ETSY INC

EURONET WORLDWIDE INC

EVERCORE INC A

EVERGY INC

EVERSOURCE ENERGY

EXACT SCIENCES CORP

EXELIXIS INC

EXELON CORP

EXLSERVICE HOLDINGS INC

EXPEDIA GROUP INC

EXPEDITORS INTL WASH INC

EXPONENT INC

EXXON MOBIL CORP
F5 INC

FACTSET RESEARCH SYSTEMS INC

FAIR ISAAC CORP

FASTENAL CO

FEDEX CORP
FERROGLOBE REP + WRNTY INS TRU

FIDELITY NATIONAL FINANCIAL

FIDELITY NATIONAL INFO SERV

FIFTH THIRD BANCORP

FINANCIAL SELECT SECTOR SPDR F

FIRST AMERICAN FINANCIAL

FIRST CITIZENS BCSHS CL A

FIRST FINL BANKSHARES INC

FIRST HAWAIIAN INC

FIRST HORIZON CORP

FIRST MARINER BANCORP INC

FIRST REPUBLIC BANK/CA

FIRST SOLAR INC

FIRSTENERGY CORP

FISERV INC

FIVE BELOW
FIVE9 INC

FLEETCOR TECHNOLOGIES INC

FLEX LTD
FLOOR + DECOR HOLDINGS INC A

FLOWERS FOODS INC

FLOWSERVE CORP

FLUOR CORP

FMC CORP
Shares
271,248
89,602
77,381
1,451,328
2,161,969
331,752
1,244,314
6,319,677
49,256
261,485
1,073,314
181,516
7,944,598
406,752
195,843
48,842
3,601,519
428,516
440,900
491,341
2,015,412
1,294,218
12,000,000
187,751
26,511
282,642
296,514
856,986
143,653
65,574
202,344
2,887,634
3,508,064
102,865
103,773
152,488
933,496
153,109
1,141,097
249,764
247,873
272,337
Book Value Market Value
21,199,136 22,950,293
8,596,494 10,516,587
6,336,012 9,563,518
82,646,969 84,786,582
149,994,462 153,326,841
25,934,965 31,151,513
22,172,994 23,778,841
202,654,864 257,463,641
8,240,856 7,440,611
26,722,279 28,603,844
96,489,798 130,010,525
12,311,448 16,939,073
539,081,895 852,058,136
61,060,776 59,491,548
72,937,753 78,464,498
12,332,210 39,523,435
169,548,823 212,453,606
65,421,522 106,229,116
0 0
16,475,942 17,688,276
165,638,223 110,243,036
32,370,322 33,921,454
418,389,677 404,520,000
8,263,442 10,705,562
14,798,123 34,025,543
7,272,904 8,052,471
7,710,139 5,340,217
14,174,285 9,658,232
0 0
7,035,091 7
19,248,000 38,463,571
116,152,077 112,271,210
298,214,957 442,542,274
12,211,972 20,217,087
7,556,336 8,556,084
30,959,885 38,286,687
12,913,587 25,801,829
8,817,880 15,917,212
27,899,975 28,390,493
9,078,470 9,278,733
6,625,178 7,337,041
21,330,365 28,415,643

F
212 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name

FNB CORP

FOOT LOCKER INC

FORD MOTOR CO

FORMFACTOR INC

FORTINET INC

FORTIVE CORP

FORTUNE BRANDS INNOVATIONS I

FOX CORP CLASS A

FOX CORP CLASS B

FOX FACTORY HOLDING CORP

FRANKLIN ELECTRIC CO INC

FRANKLIN RESOURCES INC

FREEPORT MCMORAN INC

FRESHPET INC

FRONTDOOR INC

FRONTIER COMMUNICATIONS PARE

FTI CONSULTING INC

GAMESTOP CORP CLASS A

GAP INC/THE

GARTNER INC
GATEWAY CASINOS + ENTERTAINMEN

GATX CORP

GE HEALTHCARE TECHNOLOGY

GEN DIGITAL INC

GENERAC HOLDINGS INC

GENERAL DYNAMICS CORP

GENERAL ELECTRIC CO

GENERAL MILLS INC

GENERAL MOTORS CO

GENPACT LTD

GENTEX CORP

GENUINE PARTS CO

GILEAD SCIENCES INC

GLACIER BANCORP INC

GLAUKOS CORP

GLOBAL PAYMENTS INC

GLOBALFOUNDRIES INC

GLOBE LIFE INC

GLOBUS MEDICAL INC A

GODADDY INC CLASS A

GOLDMAN SACHS GROUP INC
GOODYEAR TIRE + RUBBER CO
Shares
722,288
156,380
9,241,923
158,330
1,494,369
739,060
232,501
586,019
256,680
86,777
108,579
525,229
2,608,482
68,901
169,884
370,809
190,096
182,190
684,457
485,451
23,241
85,667
718,401
3,515,974
87,403
519,989
2,048,395
3,659,450
4,958,141
630,322
407,113
1,221,631
8,782,283
227,032
69,697
497,003
129,528
231,059
140,428
930,041
800,108
512,660
Book Value Market Value
8,617,899 8,262,975
5,345,007 4,239,462
101,305,417 139,830,295
3,449,890 5,418,053
45,079,955 112,959,353
43,504,463 55,259,516
9,871,615 16,728,447
21,173,139 19,924,646
8,901,924 8,185,525
6,436,010 9,416,172
5,259,198 11,172,779
13,732,407 14,028,867
55,112,346 104,339,280
4,602,352 4,534,375
5,920,275 5,419,300
8,954,789 6,911,880
26,316,577 36,156,259
6,674,678 4,418,108
9,315,914 6,112,201
124,495,005 170,058,340
850,000 104,585
5,666,009 11,028,770
49,152,730 58,362,897
90,622,451 65,221,318
8,724,814 13,034,409
83,204,334 111,875,633
157,490,802 225,016,191
189,278,664 280,679,815
183,161,188 191,185,917
24,057,723 23,681,198
8,849,941 11,912,126
141,899,060 206,736,614
597,698,779 676,850,551
8,365,748 7,076,587
4,588,829 4,963,123
47,844,861 48,964,736
7,464,421 8,364,918
18,064,886 25,328,688
7,362,231 8,361,083
67,635,318 69,873,980
200,066,910 258,066,834
6,506,664 7,013,189

G
213 of 566

CalPERS 2022-2023 Annual Investment Report
Domestic Equity
Security Name

GQG PARTNERS INC CDI

GRACO INC

GRAND CANYON EDUCATION INC

GRAPHIC PACKAGING HOLDING CO

GUARDANT HEALTH INC

GUIDEWIRE SOFTWARE INC

GULFPORT ENERGY CORP

GXO LOGISTICS INC
H.B. FULLER CO.

H+R BLOCK INC

HAEMONETICS CORP/MASS

HALLIBURTON CO

HALOZYME THERAPEUTICS INC

HANCOCK WHITNEY CORP

HANESBRANDS INC

HANOVER INSURANCE GROUP INC/

HARDWOOD HOLDINGS CS

HARLEY DAVIDSON INC

HARTFORD FINANCIAL SVCS GRP

HARVEST NATURAL RESOURCES IN

HASBRO INC

HAWAIIAN ELECTRIC INDS

HCA HEALTHCARE INC

HEALTHEQUITY INC

HEICO CORP

HEICO CORP CLASS A

HELEN OF TROY LTD
HELMERICH + PAYNE

HENRY SCHEIN INC

HERBALIFE LTD

HERC HOLDINGS INC

HERE MEDIA INC

HERE MEDIA INC SPL SHRS

HERSHEY CO/THE

HESS CORP

HEWLETT PACKARD ENTERPRISE

HEXCEL CORP

HF SINCLAIR CORP

HIGHLAND RESTORATION CAP PTNRS

HILLENBRAND INC

HILTON GRAND VACATIONS INC

HILTON WORLDWIDE HOLDINGS IN
Shares
1,135,080
359,944
163,737
634,703
150,036
153,508
91 193,573
25,064
294,328
109,286
1,834,050
247,980
132,461
578,697
79,100
2,059
370,297
591,975
13,475
243,769
235,028
978,817
150,348
86,335
163,999
36,313
147,577
861,337
211,251
18,929
3,622
3,622
927,629
520,232
12,829,909
171,178
254,350
1,069,338
133,099
159,739
680,462
Book Value Market Value
1,221,818 1,046,459
16,113,963 31,081,164
14,961,232 16,899,296
11,386,668 15,251,913
12,255,786 5,371,289
13,229,520 11,678,889
76,000 567,613
7,237,654 12,160,256
1,626,366 1,792,327
8,807,634 9,380,233
9,150,076 9,304,610
44,307,297 60,505,310
6,866,716 8,944,639
6,420,435 5,083,853
6,003,305 2,627,284
7,321,489 8,940,673
15,443 153,396
13,907,442 13,038,157
31,028,368 42,634,040
0 0
19,086,008 15,788,918
8,429,110 8,508,014
194,805,692 297,051,383
9,662,281 9,492,973
11,347,755 15,276,115
12,942,291 23,058,259
4,291,702 3,922,530
6,018,562 5,231,605
52,583,584 69,854,431
6,665,642 2,796,963
2,126,928 2,590,434
0 0
0 0
117,614,872 231,628,961
36,752,006 70,725,540
195,848,378 215,542,471
9,110,855 13,012,952
10,114,977 11,346,554
1,069,338 4,368,230
3,937,159 6,825,317
5,609,743 7,258,540
70,127,675 99,041,244