Glendale City Council
July 16, 2024

2022-23
Annual Investment Report
Fiscal Year Ended June 30, 2023
California Public Employees’ Retirement System
A Component Unit of the State of California

Summary of Investments
as of June 30, 2023
Introduction
Chief Investment Officer's Letter
Security Classification Page
Cash Equivalents
Cash Equivalents 1
International Currency 4
Income
U.S. Treasuries & Agencies 5
Foreign Issued Bonds 7
Mortgage-Backed Securities 17
Mortgage Loans 71
Asset-Backed Securities 72
Corporate Bonds 74
Public Equity
Domestic Equity 132
International Equity 159
278
International REITS
Domestic REITS
280
Derivatives 284
Private Equity 290

Private Debt 300
Real Assets
Real Estate 301
Infrastructure 303
Forestland 304
CHIEF INVESTMENT OFFICER’S LETTER
November 17, 2023
On behalf of the CalPERS Investment Office, I am pleased to report on CalPERS’ investment performance, operations, and initiatives for the one-year period ending on June 30, 2023. The CalPERS Public Employees’ Retirement Fund (PERF) earned a time-weighted net rate of return of 5.8 percent this fiscal yea r,
with the ending fair value of investments at $465.9 billion.

Despite not reaching our 6.8 percent expected rate of return, we were able to outperform our total fund benchmark by
25 basis points. While a single year’s investment returns are an important marker, long-term return rates provide a more comprehensive look at efforts to secure lifetime benefits for our retirees and beneficiaries. The returns for the 10-year and 20- year periods were at and above a 7.0 percent investment return.

Public equity investments outpaced all other asset classes for the fiscal year with a 14.1 percent investment return, while our private debt asset class inaugural investment return was

6.5 percent and 280 basis points of excess returns. The total fund’s second largest component, fixed income assets, finished the fiscal year flat. And two asset classes—private equity and real estate—reported a negative return.

The PERF also saw material changes in our new strategic asset allocation that was approved by the CalPERS Board of Administration in 2021. The new asset allocation provides more liquidity and takes a more defensive position in the public markets with a prudent amount of leverage to increase
diversification. This asset allocation transition moves us to a more actively managed portfolio that focuses on our ongoing emphasis to expand private market programs.

In our capital market allocations, the public portfolio was reoriented to improve diversification, which increased the PERF

net asset value by more than $25 billion, most of which was driven by public equities. While the emerging market debt activ e
management deployed $22 billion of capital over the course of this fiscal year, the total unfunded commitments to private assets increased $15.5 billion from the prior fiscal year. Investment Office highlights for the year include deploying the nine strateg ic
initiatives, refining our Strategy 2030 plan, and introducing an active risk budgeting framework. The nine initiatives align with the Investment Office’s four pillars that lay the groundwork for a best-in-class Investment Office, while our Strategy 2030 plan refines the Investment Office’s mission and vision, outlines goals and investment strategies, and creates a 2030 roadmap. The introduction of the new active risk budgeting framework will al so
help manage internal investment processes, focusing on
improving benchmark-relative performance.

During the year, we also rounded out several key senior investment positions. Daniel Booth was selected as our new deputy chief investment officer of Private Markets. The newly created position is responsible for all private market investme nt
strategies, including asset allocation. We also selected Anton Orlich as our managing investment director for the Private Equi ty
team. This position was consolidated with the recently created Growth and Innovation program. The consolidation of the private equity asset class with the Growth and Innovation program will allow for greater private market coordination in developing strategies and investment deals focused on higher growth, higher risk and reward opportunities that might not fit within traditional private equity deals. Additionally, we hired Peter Cashion as the managing investment director for Sustainable Investments. Cashion’s role is to set the vision, strategy, and governance for CalPERS’ sustainability work and be responsible for leading all aspects of the fund’s efforts to develop and implement an economics-based research and data framework to support environmental, social, and governance (ESG) integration

into the investment decision-making process.

To help place greater emphasis on inclusivity in our investment portfolios, we held an event at the end of the fiscal year with the California State Teachers’ Retirement System (CalSTRS) that brought together institutional investors and other global allocators to engage with diverse investor entrepreneurs and general partners (GPs). The Catalyst event brought together 272 investment entrepreneurs and GPs, 112 other institutional investors and allocators, and 94 industry partners to forge a n ew
path in leadership and growth. The event helped share insights and lessons learned from other investor entrepreneurs and GPs who overcame funding obstacles.

To further expand into the private markets, we also announced a $1 billion commitment aimed at identifying the next generatio n
of investor entrepreneurs. We partnered with two of our long- standing asset managers, TPG and GCM Grosvenor, with each firm receiving a $500 million allocation from the pension fund.

This initiative is part of a larger effort underway, including the development of a start-up investors manual and the Catalyst event.

The Investment Office worked diligently to set the foundation to articulate our Strategy 2030, and we will continue to build on
our long-term investment strategy with a focus on innovation, governance, execution, and accountability. Our vision in the Investment Office is to be a best-in-class global pension fund manager with a mission to generate risk-adjusted returns that pays pension benefits to our retirees and beneficiaries now and into the future.

Our Investment Office team members, the board’s pension consultant Wilshire Associates, and State Street Bank & Trust, our master custodian, compiled the investment data presented on the following pages.

Nicole Musicco
Chief Investment Officer
Investment Section
| Investment Section | CalPERS Annual Comprehensive Financial Report, Fiscal Year Ended June 30, 2023

CalPERS 2022-2023 Annual Investment Report
Cash Equivalents
Security Name Rate Maturity Date Shares/Par Value Base Total Cost Base Market Value AUSTRALIA AND NEW ZEALAND BANK 5.34 9/7/2023 50,000,000 50,000,000 50,000,000 AUSTRALIA AND NEW ZEALAND BANK 5.30 9/5/2023 50,000,000 50,000,000 50,000,000 AUSTRALIA AND NEW ZEALAND BANK 5.34 8/4/2023 100,000,000 100,000,000 100,000,000 AUSTRALIA AND NEW ZEALAND BANK 5.31 7/27/2023 100,000,000 100,000,000 100,000,000 AUSTRALIA AND NEW ZEALAND BANK 5.28 7/17/2023 100,000,000 100,000,000 100,000,000 AUSTRALIA AND NEW ZEALAND BANK 5.20 7/14/2023 100,000,000 100,000,000 100,000,000 AUSTRALIA AND NEW ZEALAND BANK 5.23 7/10/2023 125,000,000 125,000,000 125,000,000 AUSTRALIA AND NEW ZEALAND BANK 5.20 7/6/2023 100,000,000 100,000,000 100,000,000 AUSTRALIA AND NEW ZEALAND BANK 5.16 7/5/2023 100,000,000 100,000,000 100,000,000 BANK AMER SECS INC 4.78 10/16/2023 50,000,000 50,000,000 50,000,000 BANK AMER SECS INC 4.65 7/5/2023 100,000,000 100,000,000 100,000,000 BANK MONTREAL MONTREAL BRH 0.00 9/6/2023 50,000,000 49,518,903 49,500,484 BANK MONTREAL MONTREAL BRH 0.00 8/4/2023 50,000,000 49,759,167 49,749,070 BANK MONTREAL MONTREAL BRH 0.00 8/1/2023 100,000,000 99,544,472 99,542,311 BANK MONTREAL MONTREAL BRH 0.00 7/24/2023 100,000,000 99,672,889 99,658,600 BANK MONTREAL MONTREAL BRH 0.00 7/14/2023 100,000,000 99,808,611 99,802,017 BANK MONTREAL MONTREAL BRH 0.00 7/6/2023 150,000,000 149,893,472 149,873,325 BANK OF AMERICA N/A 5.65 12/11/2023 50,000,000 50,000,000 49,962,818 BANK OF AMERICA N/A 5.60 11/10/2023 50,000,000 50,000,000 49,982,159 BANK OF AMERICA N/A 5.31 11/6/2023 50,000,000 50,000,000 49,943,979 BANK OF AMERICA N/A 5.55 10/11/2023 50,000,000 50,000,000 50,007,423 BANK OF AMERICA N/A 5.17 8/4/2023 100,000,000 100,000,000 99,992,688 BANK OF AMERICA N/A 5.30 7/24/2023 100,000,000 100,000,000 100,007,752 BANK OF AMERICA N/A 5.13 7/5/2023 100,000,000 100,000,000 100,000,275 BANQUE NATIONALE DU CANADA 5.44 9/15/2023 100,000,000 100,000,000 100,000,000 BANQUE NATIONALE DU CANADA 5.39 9/5/2023 100,000,000 100,000,000 100,000,000 BANQUE NATIONALE DU CANADA 5.31 8/9/2023 50,000,000 50,000,000 50,000,000 BANQUE NATIONALE DU CANADA 5.27 8/4/2023 100,000,000 100,000,000 100,000,000 BANQUE NATIONALE DU CANADA 5.33 7/17/2023 100,000,000 100,000,000 100,000,000 BANQUE NATIONALE DU CANADA 5.19 7/14/2023 100,000,000 100,000,000 100,000,000 BANQUE NATIONALE DU CANADA 5.22 7/10/2023 75,000,000 75,000,000 75,000,000 BANQUE NATIONALE DU CANADA 5.33 7/10/2023 50,000,000 50,000,000 50,000,000 BANQUE NATIONALE DU CANADA 5.23 7/7/2023 100,000,000 100,000,000 100,000,000 BANQUE NATIONALE DU CANADA 5.14 7/5/2023 100,000,000 100,000,000 100,000,000 BNP PARIBAS 0.00 9/15/2023 100,000,000 98,887,444 98,875,158 BNP PARIBAS 0.00 8/9/2023 50,000,000 49,717,250 49,713,945 BNP PARIBAS 0.00 7/14/2023 100,000,000 99,814,028 99,803,572 CANADA T BILL 0.01 8/31/2023 600,000,000 446,228,055 449,719,101 CANADA T BILL 0.01 8/17/2023 350,000,000 260,753,528 262,832,609 CANADA T BILL 0.01 8/3/2023 144,000,000 107,246,306 108,341,650 CANADIAN IMPERIAL BK 0.00 9/15/2023 100,000,000 98,900,111 98,903,392 CANADIAN IMPERIAL BK 5.31 9/11/2023 50,000,000 50,000,000 50,007,110 CANADIAN IMPERIAL BK 5.48 9/11/2023 50,000,000 50,000,000 50,023,816 CANADIAN IMPERIAL BK 5.29 9/6/2023 50,000,000 50,000,000 50,009,356 CANADIAN IMPERIAL BK 5.19 9/5/2023 50,000,000 50,000,000 50,000,981 CANADIAN IMPERIAL BK 5.27 7/18/2023 100,000,000 100,000,000 100,000,000 CANADIAN IMPERIAL BK 5.32 7/5/2023 100,000,000 100,000,000 100,002,165 CREDIT AGRICOLE CIB 5.43 9/15/2023 100,000,000 100,000,000 100,000,000 CREDIT AGRICOLE CIB 5.48 9/14/2023 100,000,000 100,000,000 100,000,000 CREDIT AGRICOLE CIB 5.32 8/9/2023 100,000,000 100,000,000 100,000,000 CREDIT AGRICOLE CIB 5.22 7/27/2023 100,000,000 100,000,000 100,000,000 CREDIT AGRICOLE CIB 5.18 7/25/2023 100,000,000 100,000,000 100,000,000 DNB NOR BANK ASA 0.01 9/18/2023 100,000,000 98,847,917 98,828,889 GOLDMAN SACHS BNK USA 5.15 8/7/2023 50,000,000 50,000,000 49,985,351

CalPERS 2022-2023 Annual Investment Report
Cash Equivalents
Security Name Rate Maturity Date Shares/Par Value Base Total Cost Base Market Value GSTIF ERISA 4BPS 1.00 12/31/2030 900,000,000 900,000,000 900,000,000 ISRAEL MAKAM BILL 0.01 6/5/2024 350,000,000 92,911,976 90,250,475 ISRAEL MAKAM BILL 0.01 5/8/2024 40,000,000 10,476,425 10,350,988 ISRAEL MAKAM BILL 0.01 11/8/2023 750,000,000 201,330,978 198,769,857 ISRAEL MAKAM BILL 0.01 10/11/2023 500,000,000 136,358,354 132,984,815 ISRAEL MAKAM BILL 0.01 9/6/2023 430,000,000 117,139,506 114,876,784 ISRAEL MAKAM BILL 0.01 8/2/2023 750,000,000 203,012,420 201,255,743 ISRAEL MAKAM BILL 0.01 7/5/2023 300,000,000 81,405,559 80,793,328 J.P. MORGAN SECURITIES 5.33 2/5/2024 50,000,000 50,000,000 49,799,455 J.P. MORGAN SECURITIES 5.75 1/16/2024 100,000,000 100,000,000 100,000,000 J.P. MORGAN SECURITIES 5.70 12/15/2023 100,000,000 100,000,000 100,000,000 J.P. MORGAN SECURITIES 5.67 12/11/2023 50,000,000 50,000,000 50,000,000 J.P. MORGAN SECURITIES 5.35 12/5/2023 50,000,000 50,000,000 49,904,450 J.P. MORGAN SECURITIES 5.58 11/22/2023 100,000,000 100,000,000 100,000,000 J.P. MORGAN SECURITIES 5.36 11/6/2023 50,000,000 50,000,000 49,923,270 J.P. MORGAN SECURITIES 5.48 9/11/2023 50,000,000 50,000,000 50,000,000 JAPAN TREASURY DISC BILL 0.01 8/14/2023 15,000,000,000 105,075,533 103,799,903 JAPAN TREASURY DISC BILL 0.00 8/7/2023 42,800,000,000 300,754,147 296,167,107 JAPAN TREASURY DISC BILL 0.01 8/7/2023 20,000,000,000 142,411,882 138,395,845 JAPAN TREASURY DISC BILL 0.01 7/31/2023 4,280,000,000 30,658,402 29,615,836 JAPAN TREASURY DISC BILL 0.01 7/24/2023 21,000,000,000 148,655,812 145,305,378 JAPAN TREASURY DISC BILL 0.01 7/20/2023 30,000,000,000 212,248,375 207,574,709 JAPAN TREASURY DISC BILL 0.01 7/18/2023 39,800,000,000 293,923,869 275,379,803 JAPAN TREASURY DISC BILL 0.01 7/10/2023 81,100,000,000 577,733,571 561,120,433 JAPAN TREASURY DISC BILL 0.00 7/3/2023 25,950,000,000 183,871,680 179,541,288 JAPAN TREASURY DISC BILL 0.01 7/3/2023 85,500,000,000 599,569,317 591,552,219 LLOYDS BANK PLC 0.00 7/20/2023 100,000,000 99,725,556 99,716,167 MITSUBISHI TST&BNK C 5.36 7/18/2023 100,000,000 100,000,000 100,008,219 MITSUBISHI TST&BNK C 5.08 7/17/2023 100,000,000 100,000,000 99,997,644 MIZUHO BANK LTD 5.26 8/14/2023 100,000,000 100,000,000 100,003,255 MIZUHO BK LTD NEW YORK BRH INS 5.29 8/4/2023 100,000,000 100,000,000 100,009,370 MIZUHO BK LTD NEW YORK BRH INS 5.23 7/18/2023 100,000,000 100,000,000 100,003,887 MIZUHO BK LTD NEW YORK BRH INS 5.25 7/17/2023 100,000,000 100,000,000 100,004,700 MIZUHO BK LTD NEW YORK BRH INS 5.23 7/14/2023 200,000,000 200,000,000 200,006,918 MIZUHO BK LTD NEW YORK BRH INS 5.19 7/5/2023 75,000,000 74,999,519 75,000,732 MIZUHO BK LTD NEW YORK BRH INS 5.21 7/3/2023 50,000,000 49,999,890 50,000,382 MUFG BK LTD N Y BRH DISC COML 0.00 7/20/2023 100,000,000 99,726,611 99,717,778 NATIONAL BANK OF CANADA NYC 5.06 12/31/2049 100,000,000 100,000,000 100,000,000 NATIXIS TIME DEPOSIT TD 5.41 9/14/2023 100,000,000 100,000,000 100,000,000 NATIXIS TIME DEPOSIT TD 5.28 7/20/2023 100,000,000 100,000,000 100,000,000 NATIXIS TIME DEPOSIT TD 5.27 7/17/2023 100,000,000 100,000,000 100,000,000 OVERSEAS-CHINESE BANKING CORP 5.35 8/16/2023 100,000,000 100,000,000 100,000,000 OVERSEAS-CHINESE BANKING CORP 5.19 7/17/2023 100,000,000 100,000,000 100,000,000 OVERSEAS-CHINESE BANKING CORP 5.13 7/3/2023 700,000,000 700,000,000 700,000,000 REPO 5.04 7/3/2023 750,000,000 750,000,000 750,000,000
REPO 5.05 7/3/2023 4,350,000,000 4,350,000,000 4,350,000,000 REPO 5.06 7/3/2023 1,000,000,000 1,000,000,000 1,000,000,000 REPO 5.10 7/3/2023 288,900,000 288,900,000 288,900,000
REPO 5.16 7/3/2023 38,000,000 38,000,000 38,000,000
REPO 5.17 7/3/2023 100,000 100,000 100,000
SKANDIN ENS BANKEN 5.74 8/16/2023 190,000,000 190,127,034 190,125,584 SKANDIN ENS BANKEN 5.12 7/19/2023 100,000,000 100,000,000 100,000,203 SKANDIN ENS BANKEN AG 0.01 9/15/2023 100,000,000 98,879,000 98,882,003 STATE STREET INSTITUTIONAL TRE 0.00 12/30/2030 35,488,863 35,488,863 35,488,863

CalPERS 2022-2023 Annual Investment Report
Cash Equivalents
Security Name Rate Maturity Date Shares/Par Value Base Total Cost Base Market Value STIF CALPERS 1.00 12/31/2060 6,349,866,220 6,349,866,220 6,349,866,220 SUMITOMO MITSUI BKG CORP 5.86 8/1/2023 75,500,000 75,541,672 75,539,832 SUMITOMO MITSUI BKG CORP 5.12 7/21/2023 50,000,000 50,000,000 50,000,000 SUMITOMO MITSUI BKG CORP 5.11 7/20/2023 100,000,000 100,000,000 100,000,000 SUMITOMO MITSUI BKG CORP 5.12 7/19/2023 100,000,000 100,000,000 100,000,000 SUMITOMO MITSUI BKG CORP 5.31 7/19/2023 50,000,000 50,000,000 50,002,673 SVENSKA HANDLSBNKN A 5.80 8/2/2023 90,000,000 90,047,854 90,048,765 SWEDBANK 0.00 9/13/2023 50,000,000 49,456,306 49,454,584 SWEDBANK 0.00 8/7/2023 100,000,000 99,468,639 99,466,417 SWEDBANK 0.01 7/27/2023 100,000,000 99,628,056 99,623,500 SWEDBANK 0.01 7/25/2023 100,000,000 99,658,000 99,651,389 SWEDBANK 0.00 7/19/2023 100,000,000 99,742,500 99,734,950 SWEDBANK 0.01 7/18/2023 100,000,000 99,757,750 99,748,900 SWEDBANK 0.00 7/17/2023 200,000,000 199,545,333 199,525,700 TORONTO DOMINION BK 5.46 9/8/2023 100,000,000 100,000,000 100,018,521 TORONTO DOMINION BK 5.05 7/5/2023 50,000,000 50,000,000 49,999,080 TREASURY BILL 0.01 7/13/2023 35,000,000 34,938,750 34,951,328 TRUIST BANK 5.17 8/31/2023 50,000,000 50,000,000 49,991,157 TRUIST BANK 5.12 7/31/2023 50,000,000 50,000,000 49,998,334 Total 27,119,727,511 27,046,018,730

CalPERS 2022-2023 Annual Investment Report
International Currency
Security Name Par Value
AUSTRALIAN DOLLAR 185,590
BRAZILIAN REAL 5,259,916
CANADIAN DOLLAR 9,671,389
CHILEAN PESO 653,237
DANISH KRONE 1,631,447
EURO CURRENCY 4,746,323
HONG KONG DOLLAR 3,406,461
INDIAN RUPEE 44,057,328
INDONESIAN RUPIAH 4,795,737,337
JAPANESE YEN 2,291,765,784
MALAYSIAN RINGGIT 2,607,897
MEXICAN PESO (NEW) 7,507,875
NEW ISRAELI SHEQEL 1,415,671
NEW TAIWAN DOLLAR 409,701,989
NEW ZEALAND DOLLAR 408,240
NORWEGIAN KRONE 17,967,998
PHILIPPINE PESO 12,774,866
POUND STERLING 1,155,969
QATARI RIAL 2,206,991
SAUDI RIYAL 36,458,411
SINGAPORE DOLLAR 549,044
SOUTH AFRICAN RAND 2,861,894
SOUTH KOREAN WON 579,145,169
SWEDISH KRONA 3,573,147
SWISS FRANC 602,476
THAILAND BAHT 16,451,476
UAE DIRHAM 887,935
US DOLLAR 76,685,427
YUAN RENMINBI 146,592,335
Total
Book Value Market Value
123,241 123,538
1,087,978 1,090,364
7,333,978 7,308,815
819 814
238,840 239,045
5,073,306 5,178,241
435,140 434,686
537,154 537,047
320,481 319,876
15,862,331 15,856,130
567,149 558,735
437,328 437,764
390,293 381,485
13,159,655 13,154,874
251,251 250,108
1,667,911 1,677,128
230,630 231,431
1,476,190 1,469,643
606,316 606,316
9,719,929 9,720,428
403,813 405,692
155,939 151,493
449,174 439,529
330,209 330,807
671,997 673,421
472,559 464,010
241,747 241,743
76,685,427 76,685,427
10,055,762 20,150,703
148,986,549 159,119,295
Currency balances are in absolute values

CalPERS 2022-2023 Annual Investment Report
U.S. Treasuries and Agencies
Security Name Rate Maturity Date Par Value Book Value Market Value US TREASURY N/B 3.63 5/15/2053 576,500,000 548,724,808 554,340,781 US TREASURY N/B 3.63 2/15/2053 617,700,000 591,918,483 593,281,547 US TREASURY N/B 4.00 11/15/2052 297,500,000 313,004,958 305,774,219 US TREASURY N/B 3.00 8/15/2052 289,855,000 271,368,828 246,603,199 US TREASURY N/B 2.88 5/15/2052 339,550,000 283,225,916 281,508,172 US TREASURY N/B 2.25 2/15/2052 361,200,000 268,750,739 261,136,313 US TREASURY N/B 1.88 11/15/2051 298,025,000 202,087,195 196,789,633 US TREASURY N/B 2.00 8/15/2051 303,000,000 204,873,151 206,608,125 US TREASURY N/B 2.38 5/15/2051 367,250,000 350,074,946 273,142,188 US TREASURY N/B 1.88 2/15/2051 258,000,000 175,800,069 170,925,000 US TREASURY N/B 1.63 11/15/2050 261,000,000 164,477,295 162,187,031 US TREASURY N/B 1.38 8/15/2050 364,800,000 213,773,588 212,097,000 US TREASURY N/B 1.25 5/15/2050 478,000,000 271,637,838 268,875,000 US TREASURY N/B 2.00 2/15/2050 204,000,000 147,586,389 139,867,500 US TREASURY N/B 2.38 11/15/2049 238,000,000 186,548,693 177,830,625 US TREASURY N/B 2.25 8/15/2049 290,500,000 221,689,144 211,202,578 US TREASURY N/B 2.88 5/15/2049 136,520,000 146,629,017 112,884,975 US TREASURY N/B 3.00 2/15/2049 318,955,000 274,352,799 269,815,995 US TREASURY N/B 3.38 11/15/2048 215,900,000 197,750,975 195,220,828 US TREASURY N/B 3.00 8/15/2048 178,500,000 175,747,609 150,637,266 US TREASURY N/B 3.13 5/15/2048 165,278,000 166,821,934 142,655,574 US TREASURY N/B 3.00 2/15/2048 151,850,000 127,973,114 128,028,531 US TREASURY N/B 2.75 11/15/2047 45,700,000 40,745,483 36,767,078 US TREASURY N/B 2.75 8/15/2047 14,500,000 13,279,415 11,663,438 US TREASURY N/B 3.00 5/15/2047 36,700,000 33,333,324 30,908,281 US TREASURY N/B 3.00 2/15/2047 11,660,000 11,621,072 9,816,263 US TREASURY N/B 2.88 11/15/2046 18,950,000 18,105,413 15,613,023 US TREASURY N/B 2.25 8/15/2046 102,300,000 76,709,109 74,742,938 US TREASURY N/B 2.50 5/15/2046 204,000,000 157,064,833 156,856,875 US TREASURY N/B 2.50 2/15/2046 247,000,000 196,244,542 190,074,219 US TREASURY N/B 3.00 11/15/2045 101,530,000 86,078,835 85,618,345 US TREASURY N/B 2.88 8/15/2045 203,900,000 167,305,324 168,281,219 US TREASURY N/B 3.00 5/15/2045 201,500,000 209,534,488 170,204,531 US TREASURY N/B 2.50 2/15/2045 235,745,000 182,563,854 182,481,364 US TREASURY N/B 3.00 11/15/2044 253,600,000 222,684,984 214,648,625 US TREASURY N/B 3.13 8/15/2044 320,100,000 292,188,987 276,986,531 US TREASURY N/B 3.38 5/15/2044 57,500,000 53,540,796 51,839,844 US TREASURY N/B 3.63 2/15/2044 54,600,000 51,746,435 51,153,375 US TREASURY N/B 3.75 11/15/2043 43,200,000 50,418,973 41,276,250 US TREASURY N/B 3.88 5/15/2043 615,100,000 598,519,558 600,299,156 US TREASURY N/B 3.13 2/15/2043 89,700,000 81,662,292 78,193,172 US TREASURY N/B 3.88 2/15/2043 420,500,000 409,040,628 410,118,906 US TREASURY N/B 2.75 11/15/2042 100,000,000 81,594,511 82,265,625 US TREASURY N/B 4.00 11/15/2042 145,000,000 149,452,407 144,161,719 US TREASURY N/B 2.75 8/15/2042 44,000,000 35,991,261 36,258,750 US TREASURY N/B 3.38 8/15/2042 227,000,000 213,412,432 206,073,438 US TREASURY N/B 3.00 5/15/2042 109,600,000 97,234,675 94,221,750 US TREASURY N/B 3.25 5/15/2042 251,550,000 223,659,597 224,508,375 US TREASURY N/B 2.38 2/15/2042 262,400,000 203,127,931 204,344,000

CalPERS 2022-2023 Annual Investment Report
U.S. Treasuries and Agencies
Security Name Rate Maturity Date Par Value Book Value Market Value US TREASURY N/B 3.13 2/15/2042 115,000,000 101,124,537 101,092,188 US TREASURY N/B 2.00 11/15/2041 35,350,000 29,334,288 25,882,828 US TREASURY N/B 1.75 8/15/2041 106,700,000 75,812,542 75,006,766 US TREASURY N/B 3.75 8/15/2041 91,900,000 92,593,112 88,769,656 US TREASURY N/B 2.25 5/15/2041 515,310,000 398,393,438 396,949,734 US TREASURY N/B 1.88 2/15/2041 499,745,000 375,278,498 363,017,891 US TREASURY N/B 1.38 11/15/2040 694,500,000 518,132,906 464,880,938 US TREASURY N/B 1.13 8/15/2040 591,700,000 386,171,433 380,629,516 US TREASURY N/B 1.13 5/15/2040 209,925,000 141,834,618 136,123,242 US TREASURY N/B 4.38 5/15/2040 277,300,000 297,588,852 292,984,781 US TREASURY N/B 4.63 2/15/2040 137,800,000 169,738,272 150,180,469 US TREASURY N/B 4.38 11/15/2039 69,500,000 89,344,707 73,583,125 US TREASURY N/B 5.00 5/15/2037 6,725,000 8,150,731 7,615,012 US TREASURY N/B 4.75 2/15/2037 27,000,000 28,899,663 29,856,094 US TREASURY N/B 3.38 5/15/2033 507,900,000 491,853,370 489,885,422 US TREASURY N/B 3.50 2/15/2033 203,000,000 199,410,211 197,766,406 US TREASURY N/B 4.13 11/15/2032 205,000,000 210,522,361 209,516,406 US TREASURY N/B 2.75 8/15/2032 143,250,000 135,047,344 131,342,344 US TREASURY N/B 2.88 5/15/2032 172,650,000 171,789,014 160,105,898 US TREASURY N/B 1.88 2/15/2032 297,550,000 271,076,071 254,916,664 US TREASURY N/B 1.38 11/15/2031 227,400,000 208,680,662 187,498,406 US TREASURY N/B 1.25 8/15/2031 412,300,000 402,563,264 338,408,109 US TREASURY N/B 1.63 5/15/2031 384,750,000 364,386,033 327,037,500 US TREASURY N/B 1.13 2/15/2031 240,150,000 210,234,660 197,523,375 US TREASURY N/B 0.88 11/15/2030 285,300,000 240,762,381 230,914,688 US TREASURY N/B 0.63 8/15/2030 142,900,000 118,648,076 113,851,109 US TREASURY N/B 2.63 1/31/2026 37,300,000 35,773,760 35,496,196 US TREASURY N/B 2.88 7/31/2025 24,400,000 23,612,719 23,450,688 Total 15,258,436,168 14,595,074,619

CalPERS 2022-2023 Annual Investment Report
Foreign Issued Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value ABU DHABI GOVT INT L 2.70 9/2/2070 8,050,000 5,015,271 4,888,685 ABU DHABI GOVT INT L 3.00 9/15/2051 3,600,000 2,621,431 2,550,096 ABU DHABI GOVT INT L 3.88 4/16/2050 35,850,000 30,635,987 30,086,754 ABU DHABI GOVT INT L 3.13 9/30/2049 23,650,000 17,742,233 17,262,135 ABU DHABI GOVT INT L 4.13 10/11/2047 20,600,000 18,352,763 18,065,788 ABU DHABI GOVT INT L 3.13 4/16/2030 6,400,000 5,929,600 5,928,064 ABU DHABI GOVT INT L 2.50 9/30/2029 17,500,000 15,836,531 15,689,450 ABU DHABI GOVT INT L 1.63 6/2/2028 29,100,000 25,874,840 25,510,806 ABU DHABI GOVT INT L 3.13 10/11/2027 28,480,000 27,405,292 26,941,795 ABU DHABI GOVT INT L 3.13 5/3/2026 8,000,000 7,734,743 7,656,320 ABU DHABI GOVT INT L 2.50 4/16/2025 11,400,000 11,016,428 10,884,378 ABU DHABI GOVT INT L 2.13 9/30/2024 25,000,000 24,177,061 23,997,500 ARAB REPUBLIC OF EGYPT 7.50 2/16/2061 18,100,000 11,414,205 9,022,307 ARAB REPUBLIC OF EGYPT 8.15 11/20/2059 700,000 492,625 361,956 ARAB REPUBLIC OF EGYPT 8.75 9/30/2051 22,000,000 15,693,549 11,795,740 ARAB REPUBLIC OF EGYPT 8.88 5/29/2050 83,400,000 58,017,193 44,751,606 ARAB REPUBLIC OF EGYPT 8.70 3/1/2049 111,900,000 77,795,834 59,958,258 ARAB REPUBLIC OF EGYPT 7.90 2/21/2048 61,838,000 38,696,076 31,656,727 ARAB REPUBLIC OF EGYPT 8.50 1/31/2047 35,600,000 24,507,734 18,854,472 ARAB REPUBLIC OF EGYPT 6.88 4/30/2040 7,400,000 4,904,563 3,970,248 ARAB REPUBLIC OF EGYPT 7.30 9/30/2033 66,000,000 47,952,021 36,189,780 ARAB REPUBLIC OF EGYPT 7.63 5/29/2032 76,500,000 57,857,776 44,327,160 ARAB REPUBLIC OF EGYPT 7.05 1/15/2032 37,000,000 27,944,045 20,903,150 ARAB REPUBLIC OF EGYPT 5.88 2/16/2031 31,500,000 22,608,465 17,280,270 ARAB REPUBLIC OF EGYPT 7.60 3/1/2029 31,650,000 26,475,175 20,392,095 ARAB REPUBLIC OF EGYPT 6.59 2/21/2028 61,700,000 49,815,790 40,274,058 ARAB REPUBLIC OF EGYPT 5.80 9/30/2027 11,885,000 10,073,700 7,872,030 ARAB REPUBLIC OF EGYPT 7.50 1/31/2027 41,000,000 37,343,368 29,709,010 ARAB REPUBLIC OF EGYPT 3.88 2/16/2026 16,400,000 14,004,992 11,515,096 ARAB REPUBLIC OF EGYPT 5.25 10/6/2025 29,300,000 25,442,291 22,239,286 ARAB REPUBLIC OF EGYPT 5.88 6/11/2025 21,600,000 19,884,164 17,229,456 BANK GOSPODARSTWA KRAJOW 5.38 5/22/2033 77,100,000 76,905,082 76,707,561 CORP FINANCIERA DE DESAR 2.40 9/28/2027 11,500,000 9,826,703 10,045,250 COSTA RICA GOVERNMENT 7.16 3/12/2045 32,580,000 31,269,192 32,186,434 COSTA RICA GOVERNMENT 7.00 4/4/2044 27,290,000 25,825,331 26,525,334 COSTA RICA GOVERNMENT 5.63 4/30/2043 19,800,000 16,265,837 16,968,600 COSTA RICA GOVERNMENT 6.55 4/3/2034 83,800,000 83,809,903 83,959,220 COSTA RICA GOVERNMENT 6.13 2/19/2031 52,500,000 51,082,515 52,071,075 COSTA RICA GOVERNMENT 4.38 4/30/2025 2,850,000 2,778,066 2,777,439 DEVT BANK OF MONGOLIA 7.25 10/23/2023 4,200,000 4,032,312 4,178,076 DOMINICAN REPUBLIC 5.88 1/30/2060 75,612,000 56,634,598 58,314,999 DOMINICAN REPUBLIC 6.40 6/5/2049 42,800,000 35,243,745 36,344,904 DOMINICAN REPUBLIC 6.50 2/15/2048 25,115,000 21,082,916 21,696,095 DOMINICAN REPUBLIC 6.85 1/27/2045 81,600,000 71,931,478 73,869,216 DOMINICAN REPUBLIC 7.45 4/30/2044 81,000,000 77,708,491 79,050,330 DOMINICAN REPUBLIC 5.30 1/21/2041 24,400,000 19,031,914 19,202,556 DOMINICAN REPUBLIC 6.00 2/22/2033 105,650,000 96,996,708 97,275,125 DOMINICAN REPUBLIC 4.88 9/23/2032 95,800,000 80,470,539 81,526,758 DOMINICAN REPUBLIC 7.05 2/3/2031 96,610,000 96,497,538 96,235,153

CalPERS 2022-2023 Annual Investment Report
Foreign Issued Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value DOMINICAN REPUBLIC 4.50 1/30/2030 65,400,000 56,862,487 57,158,292 DOMINICAN REPUBLIC 5.50 2/22/2029 66,570,000 61,785,728 62,342,139 DOMINICAN REPUBLIC 6.00 7/19/2028 44,400,000 42,987,518 43,181,220 DOMINICAN REPUBLIC 5.95 1/25/2027 73,000,000 72,045,076 71,380,860 DOMINICAN REPUBLIC 6.88 1/29/2026 62,400,000 63,272,386 62,823,072 DOMINICAN REPUBLIC 5.50 1/27/2025 43,700,000 43,429,471 42,970,647 DUBAI GOVT INT L BONDS 3.90 9/9/2050 4,100,000 3,044,250 2,955,116 EXPORT IMPORT BK INDIA 5.50 1/18/2033 69,400,000 69,676,328 69,482,586 EXPORT IMPORT BK INDIA 2.25 1/13/2031 35,300,000 28,398,500 28,518,870 EXPORT IMPORT BK INDIA 3.25 1/15/2030 27,800,000 24,463,817 24,588,822 EXPORT IMPORT BK INDIA 3.88 2/1/2028 14,000,000 13,249,227 13,164,760 EXPORT IMPORT BK INDIA 3.38 8/5/2026 59,450,000 56,222,218 55,799,770 FED REPUBLIC OF BRAZIL 4.75 1/14/2050 43,400,000 31,491,192 31,934,154 FED REPUBLIC OF BRAZIL 5.63 2/21/2047 110,282,000 89,432,535 92,823,257 FED REPUBLIC OF BRAZIL 5.00 1/27/2045 38,200,000 29,030,921 29,773,080 FED REPUBLIC OF BRAZIL 5.63 1/7/2041 56,900,000 48,423,728 50,283,668 FED REPUBLIC OF BRAZIL 7.13 1/20/2037 46,300,000 48,107,190 49,269,219 FED REPUBLIC OF BRAZIL 8.25 1/20/2034 46,700,000 52,172,146 53,513,530 FED REPUBLIC OF BRAZIL 6.00 10/20/2033 47,500,000 46,964,514 46,882,500 FED REPUBLIC OF BRAZIL 3.75 9/12/2031 37,350,000 31,816,622 32,143,784 FED REPUBLIC OF BRAZIL 3.88 6/12/2030 63,700,000 55,873,047 56,408,898 FED REPUBLIC OF BRAZIL 4.50 5/30/2029 27,000,000 25,236,244 25,473,960 FED REPUBLIC OF BRAZIL 4.63 1/13/2028 30,000,000 28,941,246 29,134,800 FED REPUBLIC OF BRAZIL 6.00 4/7/2026 27,000,000 27,792,239 27,612,630 FED REPUBLIC OF BRAZIL 2.88 6/6/2025 34,000,000 32,469,265 32,328,560 FED REPUBLIC OF BRAZIL 4.25 1/7/2025 35,000,000 34,505,676 34,308,750 FIN DEPT GOVT SHARJAH 4.38 3/10/2051 49,300,000 33,799,448 33,465,333 FIN DEPT GOVT SHARJAH 4.00 7/28/2050 28,600,000 19,005,241 18,242,510 FIN DEPT GOVT SHARJAH 3.63 3/10/2033 19,700,000 16,542,258 16,125,632 FIN DEPT GOVT SHARJAH 6.50 11/23/2032 80,000,000 79,425,997 82,200,000 FONDO MIVIVIENDA SA 4.63 4/12/2027 56,400,000 54,621,827 54,601,404 HAZINE MUSTESARLIGI VARL 9.76 11/13/2025 64,000,000 66,456,568 65,601,280 HUNGARY 6.75 9/25/2052 99,940,000 101,610,600 103,023,149 HUNGARY 3.13 9/21/2051 40,300,000 24,775,268 25,009,777 HUNGARY 7.63 3/29/2041 48,300,000 53,392,978 54,432,651 HUNGARY 5.50 6/16/2034 56,100,000 53,393,291 54,353,607 HUNGARY 6.25 9/22/2032 83,700,000 84,113,781 85,750,650 HUNGARY 2.13 9/22/2031 52,300,000 39,683,080 40,449,866 HUNGARY 5.25 6/16/2029 58,400,000 56,377,406 56,727,424 HUNGARY 6.13 5/22/2028 74,700,000 75,985,685 75,857,103 INDONESIA EXIMBANK 3.88 4/6/2024 6,741,000 6,660,947 6,614,606 IVORY COAST 1.00 12/31/2032 1,757,529 1,633,624 1,630,636 JPN BANK FOR INT L COOP 1.88 4/15/2031 50,000,000 41,342,692 41,351,000 JPN BANK FOR INT L COOP 1.25 1/21/2031 30,000,000 23,819,686 23,748,000 JPN BANK FOR INT L COOP 2.00 10/17/2029 50,000,000 42,949,684 42,986,500 KINGDOM OF BAHRAIN 6.25 1/25/2051 2,000,000 1,655,961 1,572,740 KINGDOM OF BAHRAIN 7.50 9/20/2047 49,050,000 45,263,138 44,444,696 KINGDOM OF BAHRAIN 6.00 9/19/2044 18,100,000 14,241,267 14,365,246 KINGDOM OF BAHRAIN 7.75 4/18/2035 38,000,000 37,970,207 38,475,000

CalPERS 2022-2023 Annual Investment Report
Foreign Issued Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value KINGDOM OF BAHRAIN 5.63 5/18/2034 46,300,000 40,389,639 40,218,032 KINGDOM OF BAHRAIN 5.25 1/25/2033 54,600,000 47,561,243 47,464,872 KINGDOM OF BAHRAIN 5.45 9/16/2032 66,200,000 59,388,750 58,965,002 KINGDOM OF BAHRAIN 5.63 9/30/2031 42,100,000 38,742,997 38,815,779 KINGDOM OF BAHRAIN 7.38 5/14/2030 45,300,000 46,102,333 46,182,897 KINGDOM OF BAHRAIN 6.75 9/20/2029 75,300,000 75,341,051 74,532,693 KINGDOM OF BAHRAIN 7.00 10/12/2028 54,300,000 54,748,362 55,481,025 KINGDOM OF BAHRAIN 4.25 1/25/2028 17,000,000 15,753,551 15,638,470 KINGDOM OF BAHRAIN 7.00 1/26/2026 35,000,000 35,755,736 35,559,300 KINGDOM OF JORDAN 7.38 10/10/2047 26,400,000 22,870,642 22,664,928 KINGDOM OF JORDAN 5.85 7/7/2030 46,000,000 41,783,989 41,974,080 KINGDOM OF JORDAN 7.50 1/13/2029 55,500,000 54,858,139 55,352,925 KINGDOM OF JORDAN 7.75 1/15/2028 70,252,000 71,706,417 71,496,865 KINGDOM OF JORDAN 5.75 1/31/2027 23,900,000 23,173,383 22,937,069 KINGDOM OF JORDAN 6.13 1/29/2026 27,600,000 27,277,370 27,044,688 KINGDOM OF JORDAN 4.95 7/7/2025 21,300,000 20,643,041 20,582,403 KINGDOM OF MOROCCO 4.00 12/15/2050 19,400,000 13,432,478 13,009,640 KINGDOM OF MOROCCO 5.50 12/11/2042 56,600,000 48,995,666 48,782,974 KINGDOM OF MOROCCO 6.50 9/8/2033 79,400,000 78,808,268 81,634,316 KINGDOM OF MOROCCO 3.00 12/15/2032 30,900,000 24,909,630 24,434,484 KINGDOM OF MOROCCO 5.95 3/8/2028 67,000,000 66,319,595 67,559,450 KINGDOM OF MOROCCO 2.38 12/15/2027 7,000,000 6,179,655 6,104,700 KOREA DEVELOPMENT BANK 4.38 2/15/2028 26,950,000 26,836,642 26,290,264 KSA SUKUK LTD 4.51 5/22/2033 9,020,000 9,020,000 8,837,886 KSA SUKUK LTD 2.25 5/17/2031 9,400,000 8,124,939 7,900,888 KSA SUKUK LTD 2.97 10/29/2029 2,750,000 2,523,841 2,469,473 KSA SUKUK LTD 4.27 5/22/2029 19,180,000 19,180,000 18,605,559 KSA SUKUK LTD 4.30 1/19/2029 47,200,000 46,964,518 45,766,064 KSA SUKUK LTD 5.27 10/25/2028 94,000,000 97,626,464 95,889,400 KSA SUKUK LTD 3.63 4/20/2027 30,900,000 30,022,063 29,513,517 MAGYAR EXPORT IMPORT BAN 6.13 12/4/2027 60,300,000 59,837,802 59,681,104 MALAYSIA SOVEREIGN SUKUK 4.24 4/22/2045 12,610,000 11,757,603 11,990,849 MALAYSIA SOVEREIGN SUKUK 3.04 4/22/2025 16,000,000 15,563,647 15,416,960 MALAYSIA SUKUK GLOBAL 4.08 4/27/2046 18,738,000 17,129,959 17,389,051 MALAYSIA SUKUK GLOBAL 3.18 4/27/2026 10,375,000 10,084,034 9,898,684 MALAYSIA WAKALA SUKUK 3.08 4/28/2051 6,200,000 4,604,837 4,756,144 MONGOLIA INTL BOND 4.45 7/7/2031 8,400,000 6,600,264 6,527,976 MONGOLIA INTL BOND 8.65 1/19/2028 7,000,000 6,992,465 7,064,260 MONGOLIA INTL BOND 3.50 7/7/2027 35,000,000 29,017,359 29,415,050 MONGOLIA INTL BOND 5.13 4/7/2026 30,000,000 27,103,685 27,972,000 MONGOLIA INTL BOND 8.75 3/9/2024 15,000,000 14,686,592 15,134,850 OMAN GOV INTERNTL BOND 7.00 1/25/2051 80,375,000 80,954,981 79,453,099 OMAN GOV INTERNTL BOND 6.75 1/17/2048 116,100,000 111,336,649 111,285,333 OMAN GOV INTERNTL BOND 6.50 3/8/2047 75,100,000 70,578,918 69,782,920 OMAN GOV INTERNTL BOND 7.38 10/28/2032 51,000,000 55,577,204 55,967,910 OMAN GOV INTERNTL BOND 6.25 1/25/2031 56,500,000 57,297,744 57,202,860 OMAN GOV INTERNTL BOND 6.00 8/1/2029 60,300,000 60,935,852 60,186,033 OMAN GOV INTERNTL BOND 5.63 1/17/2028 111,200,000 110,593,500 109,729,936 OMAN GOV INTERNTL BOND 6.75 10/28/2027 49,000,000 50,866,871 50,577,310

CalPERS 2022-2023 Annual Investment Report
Foreign Issued Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value OMAN GOV INTERNTL BOND 5.38 3/8/2027 51,350,000 50,609,968 50,292,704 OMAN GOV INTERNTL BOND 4.75 6/15/2026 89,225,000 86,853,547 86,604,462 OMAN GOV INTERNTL BOND 4.88 2/1/2025 51,900,000 51,263,545 51,019,776 PERUSAHAAN PENERBIT SBSN 3.80 6/23/2050 3,000,000 2,526,913 2,370,030 PERUSAHAAN PENERBIT SBSN 4.70 6/6/2032 17,100,000 16,986,978 17,003,556 PERUSAHAAN PENERBIT SBSN 2.55 6/9/2031 6,000,000 5,150,471 5,109,300 PERUSAHAAN PENERBIT SBSN 2.80 6/23/2030 11,900,000 10,605,950 10,513,769 PERUSAHAAN PENERBIT SBSN 4.45 2/20/2029 10,000,000 9,861,608 9,822,800 PERUSAHAAN PENERBIT SBSN 4.40 3/1/2028 31,200,000 31,010,979 30,654,936 PERUSAHAAN PENERBIT SBSN 4.40 6/6/2027 26,150,000 25,926,884 25,735,261 PERUSAHAAN PENERBIT SBSN 4.15 3/29/2027 19,800,000 19,443,484 19,374,102 PERUSAHAAN PENERBIT SBSN 1.50 6/9/2026 3,800,000 3,478,283 3,446,524 PERUSAHAAN PENERBIT SBSN 4.55 3/29/2026 12,000,000 11,991,658 11,922,360 PERUSAHAAN PENERBIT SBSN 4.33 5/28/2025 7,600,000 7,584,586 7,505,304 REPUBLIC OF ANGOLA 9.13 11/26/2049 53,350,000 42,245,340 41,053,892 REPUBLIC OF ANGOLA 9.38 5/8/2048 65,650,000 53,605,595 51,858,248 REPUBLIC OF ANGOLA 8.75 4/14/2032 121,650,000 108,024,607 102,300,351 REPUBLIC OF ANGOLA 8.00 11/26/2029 96,300,000 86,101,489 81,469,800 REPUBLIC OF ANGOLA 8.25 5/9/2028 98,850,000 91,923,396 87,568,250 REPUBLIC OF ANGOLA 9.50 11/12/2025 35,450,000 36,725,826 34,525,464 REPUBLIC OF ARGENTINA 1.00 7/9/2046 10,000,000 2,659,678 2,993,900 REPUBLIC OF ARGENTINA 1.00 7/9/2041 23,000,000 7,940,660 7,354,940 REPUBLIC OF ARGENTINA 1.00 7/9/2035 22,000,000 6,731,115 6,588,340 REPUBLIC OF ARGENTINA 1.00 7/9/2030 18,000,000 6,050,150 5,970,060 REPUBLIC OF AZERBAIJAN 3.50 9/1/2032 37,600,000 31,814,075 32,114,536 REPUBLIC OF AZERBAIJAN 4.75 3/18/2024 7,600,000 7,590,880 7,505,532 REPUBLIC OF CHILE 3.25 9/21/2071 19,179,000 12,508,351 12,388,483 REPUBLIC OF CHILE 3.10 1/22/2061 34,800,000 22,003,537 22,617,564 REPUBLIC OF CHILE 5.33 1/5/2054 25,000,000 24,957,930 24,860,250 REPUBLIC OF CHILE 3.50 4/15/2053 20,350,000 14,634,982 15,108,858 REPUBLIC OF CHILE 4.00 1/31/2052 30,500,000 24,289,631 24,796,195 REPUBLIC OF CHILE 3.50 1/25/2050 31,250,000 23,148,688 23,423,438 REPUBLIC OF CHILE 4.34 3/7/2042 115,500,000 100,679,247 102,471,600 REPUBLIC OF CHILE 3.10 5/7/2041 83,800,000 61,773,088 62,734,356 REPUBLIC OF CHILE 4.95 1/5/2036 83,000,000 82,526,500 82,028,900 REPUBLIC OF CHILE 3.50 1/31/2034 60,700,000 52,334,866 53,326,771 REPUBLIC OF CHILE 2.55 7/27/2033 81,100,000 64,756,248 66,242,480 REPUBLIC OF CHILE 2.75 1/31/2027 24,000,000 22,440,381 22,252,320 REPUBLIC OF COLOMBIA 3.88 2/15/2061 26,300,000 14,670,581 14,698,281 REPUBLIC OF COLOMBIA 4.13 5/15/2051 10,950,000 6,697,668 6,540,764 REPUBLIC OF COLOMBIA 5.20 5/15/2049 63,950,000 44,598,010 44,333,338 REPUBLIC OF COLOMBIA 5.00 6/15/2045 96,900,000 67,974,043 67,204,995 REPUBLIC OF COLOMBIA 5.63 2/26/2044 47,500,000 35,924,411 35,335,725 REPUBLIC OF COLOMBIA 4.13 2/22/2042 57,100,000 36,734,306 36,175,705 REPUBLIC OF COLOMBIA 6.13 1/18/2041 61,495,000 49,867,992 49,981,291 REPUBLIC OF COLOMBIA 7.38 9/18/2037 38,900,000 37,282,019 37,037,079 REPUBLIC OF COLOMBIA 7.50 2/2/2034 62,360,000 61,675,425 60,963,760 REPUBLIC OF COLOMBIA 8.00 4/20/2033 153,220,000 154,483,699 155,786,435 REPUBLIC OF COLOMBIA 3.25 4/22/2032 47,700,000 35,673,456 35,183,520

CalPERS 2022-2023 Annual Investment Report
Foreign Issued Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value REPUBLIC OF COLOMBIA 3.13 4/15/2031 61,000,000 46,884,189 46,071,470 REPUBLIC OF COLOMBIA 3.00 1/30/2030 86,900,000 67,729,883 67,705,528 REPUBLIC OF COLOMBIA 4.50 3/15/2029 80,200,000 70,597,139 70,272,844 REPUBLIC OF COLOMBIA 3.88 4/25/2027 46,200,000 41,663,455 41,823,474 REPUBLIC OF COLOMBIA 4.50 1/28/2026 27,650,000 26,366,529 26,247,592 REPUBLIC OF ECUADOR 1.00 7/31/2040 133,200,000 56,526,428 41,132,160 REPUBLIC OF ECUADOR 1.00 7/31/2035 293,848,705 140,300,373 101,460,081 REPUBLIC OF ECUADOR 0.01 7/31/2030 120,284,640 52,194,336 34,397,799 REPUBLIC OF ECUADOR 1.00 7/31/2030 121,300,000 77,291,646 58,397,459 REPUBLIC OF EL SALVADOR 9.50 7/15/2052 4,500,000 2,460,824 2,817,135 REPUBLIC OF EL SALVADOR 7.63 2/1/2041 4,000,000 1,977,228 2,260,000 REPUBLIC OF EL SALVADOR 8.25 4/10/2032 5,250,000 2,745,696 3,347,610 REPUBLIC OF EL SALVADOR 8.63 2/28/2029 4,650,000 2,556,439 3,069,000 REPUBLIC OF GUATEMALA 6.13 6/1/2050 59,200,000 56,139,098 54,398,288 REPUBLIC OF GUATEMALA 4.65 10/7/2041 38,400,000 31,304,959 30,653,568 REPUBLIC OF GUATEMALA 6.60 6/13/2036 50,900,000 50,909,004 51,230,850 REPUBLIC OF GUATEMALA 3.70 10/7/2033 18,800,000 15,713,131 15,124,412 REPUBLIC OF GUATEMALA 5.38 4/24/2032 26,200,000 25,299,514 24,830,002 REPUBLIC OF GUATEMALA 4.90 6/1/2030 17,775,000 16,953,360 16,547,103 REPUBLIC OF GUATEMALA 5.25 8/10/2029 22,200,000 21,578,344 21,110,424 REPUBLIC OF GUATEMALA 4.88 2/13/2028 22,910,000 22,201,151 21,734,717 REPUBLIC OF GUATEMALA 4.38 6/5/2027 19,500,000 18,601,803 18,398,055 REPUBLIC OF GUATEMALA 4.50 5/3/2026 12,200,000 11,813,668 11,639,044 REPUBLIC OF INDONESIA 3.35 3/12/2071 17,500,000 11,864,305 12,002,025 REPUBLIC OF INDONESIA 4.45 4/15/2070 13,500,000 11,360,429 11,418,435 REPUBLIC OF INDONESIA 3.20 9/23/2061 8,000,000 5,552,663 5,416,560 REPUBLIC OF INDONESIA 5.65 1/11/2053 33,240,000 33,738,369 34,750,758 REPUBLIC OF INDONESIA 5.45 9/20/2052 12,250,000 12,397,052 12,429,218 REPUBLIC OF INDONESIA 4.30 3/31/2052 11,500,000 9,758,616 9,898,510 REPUBLIC OF INDONESIA 3.05 3/12/2051 7,600,000 5,519,191 5,536,980 REPUBLIC OF INDONESIA 4.20 10/15/2050 31,100,000 26,296,886 26,508,085 REPUBLIC OF INDONESIA 3.70 10/30/2049 2,400,000 1,850,935 1,896,696 REPUBLIC OF INDONESIA 5.35 2/11/2049 30,500,000 29,642,064 30,715,330 REPUBLIC OF INDONESIA 4.35 1/11/2048 2,400,000 2,072,927 2,116,416 REPUBLIC OF INDONESIA 4.75 7/18/2047 2,400,000 2,187,432 2,261,880 REPUBLIC OF INDONESIA 5.13 1/15/2045 2,400,000 2,321,338 2,382,408 REPUBLIC OF INDONESIA 6.75 1/15/2044 61,800,000 70,968,995 72,417,240 REPUBLIC OF INDONESIA 4.63 4/15/2043 2,400,000 2,196,893 2,270,520 REPUBLIC OF INDONESIA 5.25 1/17/2042 2,900,000 2,848,751 2,899,565 REPUBLIC OF INDONESIA 7.75 1/17/2038 13,100,000 15,707,427 16,357,315 REPUBLIC OF INDONESIA 6.63 2/17/2037 10,400,000 11,661,628 11,840,400 REPUBLIC OF INDONESIA 8.50 10/12/2035 40,400,000 51,407,638 52,456,168 REPUBLIC OF INDONESIA 4.85 1/11/2033 56,250,000 55,769,033 56,091,938 REPUBLIC OF INDONESIA 4.65 9/20/2032 30,000,000 29,536,471 29,397,300 REPUBLIC OF INDONESIA 3.55 3/31/2032 37,400,000 34,260,940 33,861,586 REPUBLIC OF INDONESIA 2.15 7/28/2031 31,200,000 26,323,824 25,522,536 REPUBLIC OF INDONESIA 1.85 3/12/2031 11,000,000 9,043,228 8,870,070 REPUBLIC OF INDONESIA 3.85 10/15/2030 18,400,000 17,456,343 17,239,880 REPUBLIC OF INDONESIA 2.85 2/14/2030 6,500,000 5,873,815 5,760,105

CalPERS 2022-2023 Annual Investment Report
Foreign Issued Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value REPUBLIC OF INDONESIA 3.40 9/18/2029 1,800,000 1,670,752 1,656,198 REPUBLIC OF INDONESIA 4.75 2/11/2029 11,000,000 11,033,584 10,937,960 REPUBLIC OF INDONESIA 4.10 4/24/2028 9,600,000 9,434,312 9,247,488 REPUBLIC OF INDONESIA 3.50 1/11/2028 20,900,000 19,994,830 19,634,087 REPUBLIC OF INDONESIA 4.55 1/11/2028 33,000,000 32,831,079 32,458,140 REPUBLIC OF INDONESIA 4.15 9/20/2027 11,000,000 10,808,972 10,650,420 REPUBLIC OF INDONESIA 3.85 7/18/2027 2,300,000 2,227,131 2,201,790 REPUBLIC OF INDONESIA 4.35 1/8/2027 18,000,000 17,756,869 17,656,740 REPUBLIC OF INDONESIA 4.75 1/8/2026 16,900,000 16,940,697 16,868,904 REPUBLIC OF INDONESIA 4.13 1/15/2025 16,200,000 16,052,630 15,900,624 REPUBLIC OF KAZAKHSTAN 6.50 7/21/2045 72,250,000 75,898,492 75,807,590 REPUBLIC OF KAZAKHSTAN 4.88 10/14/2044 43,250,000 39,035,921 38,807,360 REPUBLIC OF KENYA 8.25 2/28/2048 18,900,000 14,621,656 14,394,240 REPUBLIC OF KENYA 6.30 1/23/2034 17,200,000 13,414,565 12,949,364 REPUBLIC OF KENYA 8.00 5/22/2032 30,400,000 25,917,882 25,610,480 REPUBLIC OF KENYA 7.25 2/28/2028 31,500,000 27,919,415 27,231,750 REPUBLIC OF KENYA 7.00 5/22/2027 41,100,000 36,967,421 36,904,101 REPUBLIC OF KENYA 6.88 6/24/2024 54,300,000 51,447,564 51,435,675 REPUBLIC OF KOREA 3.88 9/20/2048 6,025,000 5,497,656 5,337,005 REPUBLIC OF KOREA 1.75 10/15/2031 23,300,000 19,316,162 19,299,390 REPUBLIC OF KOREA 1.00 9/16/2030 54,000,000 43,386,962 43,273,980 REPUBLIC OF KOREA 2.50 6/19/2029 39,300,000 35,773,286 35,229,306 REPUBLIC OF NIGERIA 8.25 9/28/2051 33,404,000 22,212,628 24,905,354 REPUBLIC OF NIGERIA 9.25 1/21/2049 12,300,000 9,339,837 10,147,254 REPUBLIC OF NIGERIA 7.63 11/28/2047 24,200,000 16,137,906 17,135,536 REPUBLIC OF NIGERIA 7.70 2/23/2038 39,700,000 27,696,804 29,640,814 REPUBLIC OF NIGERIA 7.38 9/28/2033 65,400,000 48,118,340 51,450,180 REPUBLIC OF NIGERIA 7.88 2/16/2032 118,575,000 92,615,124 99,118,028 REPUBLIC OF NIGERIA 8.75 1/21/2031 69,200,000 58,778,147 61,849,576 REPUBLIC OF NIGERIA 7.14 2/23/2030 57,900,000 46,244,006 48,432,192 REPUBLIC OF NIGERIA 8.38 3/24/2029 103,400,000 88,164,089 92,861,472 REPUBLIC OF NIGERIA 6.13 9/28/2028 52,950,000 43,117,421 44,016,806 REPUBLIC OF NIGERIA 6.50 11/28/2027 55,400,000 46,808,480 48,091,078 REPUBLIC OF NIGERIA 7.63 11/21/2025 7,100,000 6,620,980 6,772,335 REPUBLIC OF PANAMA 4.50 1/19/2063 44,100,000 32,268,072 32,196,528 REPUBLIC OF PANAMA 3.87 7/23/2060 38,300,000 25,283,773 25,229,359 REPUBLIC OF PANAMA 4.50 4/1/2056 54,900,000 41,803,767 40,895,010 REPUBLIC OF PANAMA 6.85 3/28/2054 24,800,000 24,896,593 25,752,320 REPUBLIC OF PANAMA 4.30 4/29/2053 26,800,000 19,831,014 19,902,216 REPUBLIC OF PANAMA 4.50 4/16/2050 70,866,000 54,055,663 54,533,513 REPUBLIC OF PANAMA 4.50 5/15/2047 22,500,000 17,541,020 17,740,350 REPUBLIC OF PANAMA 6.70 1/26/2036 109,300,000 115,728,105 116,712,726 REPUBLIC OF PANAMA 6.40 2/14/2035 103,100,000 106,688,214 107,233,279 REPUBLIC OF PANAMA 3.30 1/19/2033 60,600,000 50,396,145 50,413,746 REPUBLIC OF PANAMA 2.25 9/29/2032 73,300,000 55,563,214 55,911,774 REPUBLIC OF PANAMA 3.16 1/23/2030 63,600,000 55,952,894 55,632,828 REPUBLIC OF PANAMA 9.38 4/1/2029 38,600,000 45,960,139 46,334,668 REPUBLIC OF PANAMA 3.88 3/17/2028 40,100,000 38,103,879 37,930,590 REPUBLIC OF PANAMA 8.88 9/30/2027 10,900,000 12,402,841 12,477,666

CalPERS 2022-2023 Annual Investment Report
Foreign Issued Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value REPUBLIC OF PANAMA 7.13 1/29/2026 6,300,000 6,598,761 6,561,450 REPUBLIC OF PANAMA 3.75 3/16/2025 29,000,000 28,324,184 28,023,280 REPUBLIC OF PARAGUAY 5.40 3/30/2050 25,500,000 22,124,152 21,843,045 REPUBLIC OF PARAGUAY 5.60 3/13/2048 49,900,000 44,540,998 43,734,855 REPUBLIC OF PARAGUAY 6.10 8/11/2044 71,000,000 69,035,961 67,375,450 REPUBLIC OF PARAGUAY 5.85 8/21/2033 22,250,000 22,240,383 22,255,118 REPUBLIC OF PARAGUAY 3.85 6/28/2033 15,000,000 13,310,828 13,027,350 REPUBLIC OF PARAGUAY 2.74 1/29/2033 10,000,000 8,116,517 8,007,800 REPUBLIC OF PARAGUAY 4.95 4/28/2031 54,200,000 52,370,998 51,972,922 REPUBLIC OF PARAGUAY 4.70 3/27/2027 2,350,000 2,330,848 2,279,735 REPUBLIC OF PARAGUAY 5.00 4/15/2026 25,000,000 24,642,432 24,786,000 REPUBLIC OF PERU 3.23 7/28/2121 23,850,000 14,090,626 14,311,193 REPUBLIC OF PERU 3.60 1/15/2072 32,600,000 21,595,563 21,941,104 REPUBLIC OF PERU 2.78 12/1/2060 12,900,000 7,687,509 7,832,493 REPUBLIC OF PERU 3.55 3/10/2051 33,500,000 24,326,517 24,919,310 REPUBLIC OF PERU 5.63 11/18/2050 4,000,000 3,997,045 4,100,000 REPUBLIC OF PERU 3.30 3/11/2041 39,400,000 29,240,682 30,229,256 REPUBLIC OF PERU 6.55 3/14/2037 80,178,000 86,168,077 89,692,723 REPUBLIC OF PERU 3.00 1/15/2034 109,000,000 88,418,091 90,135,370 REPUBLIC OF PERU 8.75 11/21/2033 87,490,000 108,310,298 110,577,736 REPUBLIC OF PERU 1.86 12/1/2032 30,000,000 22,494,448 23,038,200 REPUBLIC OF PERU 2.78 1/23/2031 60,800,000 51,506,118 52,057,568 REPUBLIC OF PERU 2.84 6/20/2030 15,800,000 13,618,736 13,816,784 REPUBLIC OF PERU 4.13 8/25/2027 6,500,000 6,274,662 6,326,645 REPUBLIC OF PERU 2.39 1/23/2026 9,900,000 9,255,065 9,205,614 REPUBLIC OF PERU 7.35 7/21/2025 25,226,000 26,349,402 26,139,433 REPUBLIC OF PHILIPPINES 5.50 1/17/2048 65,420,000 66,967,711 67,247,835 REPUBLIC OF PHILIPPINES 5.95 10/13/2047 15,000,000 16,157,443 16,257,750 REPUBLIC OF PHILIPPINES 4.20 3/29/2047 23,500,000 20,616,559 20,187,440 REPUBLIC OF PHILIPPINES 3.20 7/6/2046 26,600,000 19,630,775 19,610,052 REPUBLIC OF PHILIPPINES 2.65 12/10/2045 12,500,000 8,530,275 8,384,000 REPUBLIC OF PHILIPPINES 2.95 5/5/2045 19,600,000 14,188,876 13,940,304 REPUBLIC OF PHILIPPINES 3.70 2/2/2042 29,600,000 24,172,732 24,235,000 REPUBLIC OF PHILIPPINES 3.70 3/1/2041 9,200,000 7,834,483 7,591,840 REPUBLIC OF PHILIPPINES 3.95 1/20/2040 17,000,000 14,557,351 14,666,920 REPUBLIC OF PHILIPPINES 5.00 1/13/2037 34,800,000 33,840,192 34,642,008 REPUBLIC OF PHILIPPINES 6.38 10/23/2034 60,400,000 66,622,664 67,269,292 REPUBLIC OF PHILIPPINES 5.00 7/17/2033 46,140,000 46,403,940 46,674,763 REPUBLIC OF PHILIPPINES 5.61 4/13/2033 41,800,000 44,069,930 44,008,712 REPUBLIC OF PHILIPPINES 3.56 9/29/2032 6,000,000 5,493,124 5,433,300 REPUBLIC OF PHILIPPINES 6.38 1/15/2032 43,600,000 48,061,313 48,297,464 REPUBLIC OF PHILIPPINES 1.95 1/6/2032 11,500,000 9,485,062 9,193,100 REPUBLIC OF PHILIPPINES 1.65 6/10/2031 53,000,000 42,958,625 41,905,510 REPUBLIC OF PHILIPPINES 7.75 1/14/2031 30,900,000 36,369,269 36,417,195 REPUBLIC OF PHILIPPINES 2.46 5/5/2030 39,100,000 34,426,359 33,713,193 REPUBLIC OF PHILIPPINES 9.50 2/2/2030 38,000,000 47,742,120 47,716,220 REPUBLIC OF PHILIPPINES 3.75 1/14/2029 44,000,000 42,243,350 41,938,160 REPUBLIC OF PHILIPPINES 4.63 7/17/2028 4,400,000 4,375,140 4,392,212 REPUBLIC OF PHILIPPINES 3.00 2/1/2028 31,600,000 29,631,176 29,326,696

CalPERS 2022-2023 Annual Investment Report
Foreign Issued Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value REPUBLIC OF PHILIPPINES 5.17 10/13/2027 15,800,000 16,128,679 15,996,552 REPUBLIC OF PHILIPPINES 3.23 3/29/2027 2,300,000 2,187,536 2,170,993 REPUBLIC OF PHILIPPINES 5.50 3/30/2026 34,200,000 35,328,547 34,740,018 REPUBLIC OF POLAND 5.50 4/4/2053 111,500,000 112,322,793 111,932,620 REPUBLIC OF POLAND 4.88 10/4/2033 101,000,000 100,876,166 98,917,380 REPUBLIC OF POLAND 5.75 11/16/2032 35,000,000 36,998,769 36,634,850 REPUBLIC OF POLAND 5.50 11/16/2027 88,400,000 90,312,627 90,569,336 REPUBLIC OF SENEGAL 6.75 3/13/2048 3,500,000 2,581,250 2,499,245 REPUBLIC OF SENEGAL 6.25 5/23/2033 1,300,000 1,141,725 1,084,330 REPUBLIC OF SERBIA 6.50 9/26/2033 22,500,000 21,994,672 22,001,850 REPUBLIC OF SERBIA 6.25 5/26/2028 21,000,000 20,948,441 20,867,070 REPUBLIC OF SOUTH AFRICA 7.30 4/20/2052 77,000,000 67,457,224 64,706,950 REPUBLIC OF SOUTH AFRICA 5.75 9/30/2049 80,550,000 60,182,814 56,933,546 REPUBLIC OF SOUTH AFRICA 5.65 9/27/2047 45,300,000 34,135,958 32,042,502 REPUBLIC OF SOUTH AFRICA 5.00 10/12/2046 10,800,000 7,715,340 7,163,532 REPUBLIC OF SOUTH AFRICA 5.38 7/24/2044 14,800,000 11,223,727 10,494,828 REPUBLIC OF SOUTH AFRICA 6.25 3/8/2041 11,000,000 9,461,549 8,895,810 REPUBLIC OF SOUTH AFRICA 5.88 4/20/2032 80,200,000 73,783,369 71,029,932 REPUBLIC OF SOUTH AFRICA 5.88 6/22/2030 58,200,000 54,905,070 53,156,970 REPUBLIC OF SOUTH AFRICA 4.85 9/30/2029 65,100,000 59,195,417 57,179,934 REPUBLIC OF SOUTH AFRICA 4.30 10/12/2028 54,023,000 49,026,095 47,686,642 REPUBLIC OF SOUTH AFRICA 4.85 9/27/2027 23,200,000 22,296,633 21,698,264 REPUBLIC OF SOUTH AFRICA 4.88 4/14/2026 38,800,000 37,597,378 37,066,804 REPUBLIC OF SOUTH AFRICA 5.88 9/16/2025 42,700,000 42,980,548 42,131,236 REPUBLIC OF TURKEY 5.75 5/11/2047 114,053,000 78,632,869 77,845,735 REPUBLIC OF TURKEY 6.63 2/17/2045 30,600,000 23,137,293 23,394,924 REPUBLIC OF TURKEY 4.88 4/16/2043 108,894,000 70,707,150 69,687,804 REPUBLIC OF TURKEY 6.00 1/14/2041 42,344,000 31,297,136 31,048,315 REPUBLIC OF TURKEY 6.75 5/30/2040 16,500,000 13,177,655 13,068,825 REPUBLIC OF TURKEY 6.88 3/17/2036 38,800,000 32,590,167 32,717,324 REPUBLIC OF TURKEY 6.50 9/20/2033 74,950,000 61,873,577 63,548,606 REPUBLIC OF TURKEY 9.38 1/19/2033 145,900,000 142,794,811 146,082,375 REPUBLIC OF TURKEY 5.88 6/26/2031 26,700,000 21,480,040 22,182,360 REPUBLIC OF TURKEY 5.95 1/15/2031 16,000,000 13,471,054 13,462,240 REPUBLIC OF TURKEY 9.13 7/13/2030 23,000,000 22,308,909 22,756,660 REPUBLIC OF TURKEY 5.25 3/13/2030 34,100,000 27,189,633 27,937,107 REPUBLIC OF TURKEY 7.63 4/26/2029 20,300,000 19,275,438 19,119,555 REPUBLIC OF TURKEY 6.13 10/24/2028 24,700,000 22,284,787 22,014,863 REPUBLIC OF TURKEY 5.13 2/17/2028 22,900,000 20,087,896 19,866,895 REPUBLIC OF TURKEY 9.88 1/15/2028 105,100,000 108,613,978 106,886,700 REPUBLIC OF TURKEY 6.00 3/25/2027 22,900,000 21,187,610 20,781,750 REPUBLIC OF TURKEY 4.88 10/9/2026 34,000,000 30,863,108 30,295,020 REPUBLIC OF TURKEY 4.25 4/14/2026 26,000,000 23,605,671 23,165,480 REPUBLIC OF TURKEY 4.75 1/26/2026 24,800,000 22,960,819 22,593,048 REPUBLIC OF TURKEY 6.38 10/14/2025 50,300,000 48,718,410 47,914,271 REPUBLIC OF TURKEY 4.25 3/13/2025 30,500,000 29,007,482 28,374,150 REPUBLIC OF TURKEY 7.38 2/5/2025 35,300,000 35,406,535 34,736,965 REPUBLIC OF TURKEY 5.60 11/14/2024 39,900,000 39,079,277 38,341,905 REPUBLIC OF TURKEY 6.35 8/10/2024 15,700,000 15,561,248 15,404,840

CalPERS 2022-2023 Annual Investment Report
Foreign Issued Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value REPUBLIC OF UZBEKISTAN 3.90 10/19/2031 53,300,000 44,206,394 42,773,250 REPUBLIC OF UZBEKISTAN 3.70 11/25/2030 10,000,000 8,459,806 8,050,200 REPUBLIC OF UZBEKISTAN 5.38 2/20/2029 47,700,000 44,247,726 43,580,628 REPUBLIC OF UZBEKISTAN 4.75 2/20/2024 6,500,000 6,432,520 6,415,695 REPUBLICA ORIENT URUGUAY 4.98 4/20/2055 63,800,000 62,447,784 62,145,666 REPUBLICA ORIENT URUGUAY 5.10 6/18/2050 142,600,000 141,930,399 142,327,634 REPUBLICA ORIENT URUGUAY 7.63 3/21/2036 44,600,000 56,089,288 54,884,760 REPUBLICA ORIENT URUGUAY 5.75 10/28/2034 83,000,000 90,404,742 89,840,030 REPUBLICA ORIENT URUGUAY 7.88 1/15/2033 37,200,000 46,146,989 45,765,300 REPUBLICA ORIENT URUGUAY 4.38 1/23/2031 106,118,980 105,663,921 104,601,479 ROMANIA 7.63 1/17/2053 133,500,000 137,233,483 147,183,750 ROMANIA 4.00 2/14/2051 18,800,000 12,606,130 13,379,584 ROMANIA 5.13 6/15/2048 34,100,000 28,460,100 29,121,400 ROMANIA 6.13 1/22/2044 5,100,000 4,709,494 4,904,058
ROMANIA 6.00 5/25/2034 107,692,000 103,365,973 106,530,003 ROMANIA 7.13 1/17/2033 135,260,000 139,863,026 143,383,716 ROMANIA 3.63 3/27/2032 41,950,000 34,064,518 35,633,589 ROMANIA 3.00 2/14/2031 44,950,000 35,999,396 37,198,822 ROMANIA 6.63 2/17/2028 43,000,000 43,792,568 44,216,900 ROMANIA 5.25 11/25/2027 40,400,000 39,008,917 39,391,212 ROMANIA 3.00 2/27/2027 68,900,000 62,096,919 62,285,600 SAUDI INTERNATIONAL BOND 3.45 2/2/2061 16,500,000 11,910,936 11,578,380 SAUDI INTERNATIONAL BOND 4.50 4/22/2060 9,600,000 8,541,132 8,293,632 SAUDI INTERNATIONAL BOND 3.75 1/21/2055 15,950,000 12,648,488 12,036,508 SAUDI INTERNATIONAL BOND 5.00 1/18/2053 118,600,000 110,594,008 109,710,930 SAUDI INTERNATIONAL BOND 3.25 11/17/2051 29,700,000 21,692,959 20,781,090 SAUDI INTERNATIONAL BOND 5.25 1/16/2050 72,750,000 70,695,254 70,366,710 SAUDI INTERNATIONAL BOND 5.00 4/17/2049 113,950,000 107,921,814 105,873,224 SAUDI INTERNATIONAL BOND 4.63 10/4/2047 90,665,000 81,945,286 80,515,053 SAUDI INTERNATIONAL BOND 4.50 10/26/2046 85,900,000 77,418,512 75,085,190 SAUDI INTERNATIONAL BOND 4.88 7/18/2033 160,500,000 159,117,338 159,918,717 SAUDI INTERNATIONAL BOND 2.25 2/2/2033 14,425,000 11,874,729 11,608,086 SAUDI INTERNATIONAL BOND 5.50 10/25/2032 71,670,000 75,818,304 75,197,597 SAUDI INTERNATIONAL BOND 3.25 10/22/2030 24,300,000 22,437,260 22,000,248 SAUDI INTERNATIONAL BOND 4.50 4/17/2030 47,900,000 47,570,953 46,977,925 SAUDI INTERNATIONAL BOND 4.38 4/16/2029 34,200,000 33,944,827 33,257,106 SAUDI INTERNATIONAL BOND 3.63 3/4/2028 44,800,000 42,996,897 42,396,480 SAUDI INTERNATIONAL BOND 4.75 1/18/2028 32,500,000 32,479,074 32,168,500 SAUDI INTERNATIONAL BOND 2.50 2/3/2027 10,000,000 9,383,569 9,205,300 SAUDI INTERNATIONAL BOND 2.90 10/22/2025 10,000,000 9,660,000 9,515,000 SAUDI INTERNATIONAL BOND 4.00 4/17/2025 10,000,000 9,782,500 9,770,600 SHARJAH SUKUK PROGRAM 3.20 7/13/2031 17,700,000 15,227,256 15,218,637 SHARJAH SUKUK PROGRAM 3.89 4/4/2030 12,900,000 11,761,702 11,778,732 SHARJAH SUKUK PROGRAM 3.23 10/23/2029 27,500,000 24,609,308 24,480,225 SHARJAH SUKUK PROGRAM 4.23 3/14/2028 22,300,000 21,366,723 21,174,742 SHARJAH SUKUK PROGRAM 2.94 6/10/2027 18,700,000 17,167,048 17,003,910 SHARJAH SUKUK PROGRAM 3.85 4/3/2026 22,000,000 21,174,015 21,121,980 STATE OF QATAR 4.40 4/16/2050 49,750,000 46,240,451 45,160,563 STATE OF QATAR 4.82 3/14/2049 64,900,000 64,145,054 62,292,967

CalPERS 2022-2023 Annual Investment Report
Foreign Issued Bonds
Security Name Rate Maturity Date Par Value Book Value Market Value STATE OF QATAR 5.10 4/23/2048 92,400,000 93,996,177 91,901,964 STATE OF QATAR 4.63 6/2/2046 32,750,000 31,731,408 31,073,528 STATE OF QATAR 5.75 1/20/2042 39,300,000 43,759,897 43,167,906 STATE OF QATAR 6.40 1/20/2040 39,057,000 45,915,068 45,737,700 STATE OF QATAR 9.75 6/15/2030 13,700,000 18,041,823 18,007,965 STATE OF QATAR 3.75 4/16/2030 54,900,000 53,378,013 52,783,605 STATE OF QATAR 4.00 3/14/2029 35,900,000 35,479,706 35,032,297 STATE OF QATAR 4.50 4/23/2028 58,800,000 59,164,300 58,688,868 STATE OF QATAR 3.25 6/2/2026 65,900,000 63,681,092 63,075,526 STATE OF QATAR 3.38 3/14/2024 32,861,000 32,509,980 32,312,879 TRINIDAD + TOBAGO 4.50 6/26/2030 16,800,000 15,926,388 15,865,080 TRINIDAD + TOBAGO 4.50 8/4/2026 27,700,000 27,280,152 26,862,075 TUNISIAN REPUBLIC 5.75 1/30/2025 18,500,000 13,166,671 12,252,180 TURK IHRACAT KR BK 9.38 1/31/2026 8,400,000 8,351,700 8,346,072 UAE INT L GOVT BOND 3.25 10/19/2061 6,600,000 4,931,261 4,730,946 UAE INT L GOVT BOND 4.95 7/7/2052 33,850,000 33,801,137 33,441,092 UAE INT L GOVT BOND 2.88 10/19/2041 21,600,000 16,828,442 16,503,264 UAE INT L GOVT BOND 4.05 7/7/2032 14,800,000 14,621,586 14,511,696 UNITED MEXICAN STATES 5.75 12/31/2099 55,300,000 48,037,339 49,322,070 UNITED MEXICAN STATES 3.77 5/24/2061 49,400,000 33,898,665 33,671,040 UNITED MEXICAN STATES 6.34 5/4/2053 113,091,000 113,086,920 115,460,256 UNITED MEXICAN STATES 4.40 2/12/2052 200,000 152,525 157,434 UNITED MEXICAN STATES 4.50 1/31/2050 9,400,000 7,730,906 7,671,528 UNITED MEXICAN STATES 4.60 2/10/2048 11,600,000 9,051,584 9,558,284 UNITED MEXICAN STATES 4.60 1/23/2046 5,000,000 3,934,108 4,155,750 UNITED MEXICAN STATES 5.55 1/21/2045 24,000,000 22,621,432 22,885,440 UNITED MEXICAN STATES 4.75 3/8/2044 38,600,000 31,470,965 33,088,692 UNITED MEXICAN STATES 4.28 8/14/2041 45,400,000 36,812,180 37,425,036 UNITED MEXICAN STATES 6.05 1/11/2040 37,900,000 38,218,650 38,449,550 UNITED MEXICAN STATES 6.35 2/9/2035 33,464,000 34,907,205 35,104,405 UNITED MEXICAN STATES 3.50 2/12/2034 102,450,000 84,552,524 85,496,574 UNITED MEXICAN STATES 4.88 5/19/2033 16,600,000 15,940,547 15,838,724 UNITED MEXICAN STATES 4.75 4/27/2032 70,412,000 67,027,228 67,196,284 UNITED MEXICAN STATES 2.66 5/24/2031 51,100,000 42,194,130 42,400,225 UNITED MEXICAN STATES 3.25 4/16/2030 27,600,000 24,637,105 24,533,916 UNITED MEXICAN STATES 4.50 4/22/2029 1,300,000 1,252,583 1,260,792 UNITED MEXICAN STATES 5.40 2/9/2028 29,000,000 29,329,783 29,445,440 UZBEKNEFTEGAZ JSC 4.75 11/16/2028 58,900,000 48,358,259 48,592,500 Total 17,784,255,406 17,579,271,154

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value BANC OF AMERICA COMMERCIAL MOR 1.00 7/15/2049 47,647,308 5,884,768 1,708,095 BANK 2017 BNK4 XA 1.00 5/15/2050 36,505,567 3,055,915 1,450,558 BANK 2017 BNK7 XA 1.00 9/15/2060 208,270,750 9,962,556 4,741,165 BANK 2017 BNK9 XA 1.00 11/15/2054 49,355,014 3,149,738 1,283,257 BANK 2019 BN16 XA 1.00 2/15/2052 47,361,135 3,495,820 1,797,313 BANK 2019 BN17 XA 1.00 4/15/2052 84,253,693 7,087,176 3,858,853 BANK 2019 BN21 XA 1.00 10/17/2052 190,727,779 11,863,446 7,597,702 BANK 2019 BN22 XA 1.00 11/15/2062 85,195,298 4,058,314 2,575,543 BANK 2019 BN23 XA 1.00 12/15/2052 70,744,242 4,184,034 2,510,982 BANK 2019 BN24 A2 2.71 11/15/2062 10,000,000 10,091,071 8,464,743 BANK 2019 BN24 A3 2.96 11/15/2062 40,000,000 41,099,426 34,673,591 BANK 2019 BN24 XA 1.00 11/15/2062 80,263,454 4,408,390 2,716,840 BANK 2020 BN30 A3 1.65 12/15/2053 15,000,000 15,137,659 11,675,142 BANK 2020 BN30 A4 1.93 12/15/2053 8,510,000 8,745,631 6,588,796 BANK 2021 BN31 A4 2.04 2/15/2054 5,000,000 5,138,824 3,977,804 BANK 2021 BN31 XA 1.00 2/15/2054 109,820,251 11,741,982 7,408,782 BANK 2021 BN32 A2 1.99 4/15/2054 5,000,000 5,139,620 4,431,470 BANK 2021 BN33 A2 1.94 5/15/2064 3,000,000 3,085,469 2,647,159 BANK 2021 BN34 XA 1.00 6/15/2063 50,872,471 3,980,059 2,765,336 BANK 2021 BN35 XA 1.00 6/15/2064 114,386,888 7,914,073 6,517,869 BANK 2021 BN36 XA 1.00 9/15/2064 66,511,067 4,279,441 3,017,028 BANK 2021 BN37 XA 1.00 11/15/2064 157,569,250 7,032,631 5,139,427 BANK 2022 BN43 XA 1.00 8/15/2055 124,438,247 8,469,640 7,557,131 BANK 2023 BN45 XA 1.00 2/15/2056 97,061,844 6,732,792 6,428,881 BANK 2023 BN45 XB 1.00 2/15/2056 65,320,000 2,156,670 1,880,713 BARCLAYS COMMERCIAL MORTGAGE S 1.00 7/15/2056 130,000,000 7,426,887 7,456,683 BARCLAYS COMMERCIAL MORTGAGE S 1.00 4/15/2056 109,273,409 5,506,243 5,330,204 BARCLAYS COMMERCIAL MORTGAGE S 1.00 9/15/2055 57,273,342 4,994,980 4,501,704 BARCLAYS COMMERCIAL MORTGAGE S 1.00 11/15/2054 67,712,000 5,002,021 3,722,735 BARCLAYS COMMERCIAL MORTGAGE S 1.00 10/15/2053 103,493,678 14,725,598 9,399,871 BARCLAYS COMMERCIAL MORTGAGE S 1.00 11/15/2052 78,740,341 5,211,744 2,841,082 BARCLAYS COMMERCIAL MORTGAGE S 1.00 5/15/2052 128,075,387 13,443,945 7,378,677 BENCHMARK MORTGAGE TRUST 1.00 12/15/2072 137,650,528 8,800,150 5,074,836 BENCHMARK MORTGAGE TRUST 1.00 8/15/2057 114,087,908 9,824,948 5,333,279 BENCHMARK MORTGAGE TRUST 1.00 4/15/2056 167,628,879 6,336,212 6,059,683 BENCHMARK MORTGAGE TRUST 1.00 7/15/2055 141,900,000 7,502,452 6,787,110 BENCHMARK MORTGAGE TRUST 1.00 5/15/2055 58,492,832 2,488,472 2,398,177 BENCHMARK MORTGAGE TRUST 1.00 12/15/2054 84,631,421 5,127,474 3,964,531 BENCHMARK MORTGAGE TRUST 1.00 6/15/2054 73,431,488 5,094,641 3,450,026 BENCHMARK MORTGAGE TRUST 1.96 6/15/2054 3,000,000 3,084,269 2,638,846 BENCHMARK MORTGAGE TRUST 1.00 4/15/2054 67,758,055 5,953,358 3,877,354 BENCHMARK MORTGAGE TRUST 1.98 4/15/2054 5,000,000 5,139,994 4,463,937 BENCHMARK MORTGAGE TRUST 1.95 3/15/2054 10,000,000 10,279,315 8,849,665 BENCHMARK MORTGAGE TRUST 1.00 2/15/2054 35,192,545 3,398,280 2,263,339 BENCHMARK MORTGAGE TRUST 1.00 9/15/2053 80,725,079 9,935,223 5,808,350 BENCHMARK MORTGAGE TRUST 1.00 5/15/2052 124,440,968 10,067,473 5,065,437 BENCHMARK MORTGAGE TRUST 1.00 3/15/2052 95,304,009 7,923,814 4,225,939 BENCHMARK MORTGAGE TRUST 1.00 10/10/2051 87,328,954 2,770,598 1,207,700 BENCHMARK MORTGAGE TRUST 1.00 7/15/2051 84,508,679 3,220,541 1,559,233

B

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value BENCHMARK MORTGAGE TRUST 1.00 2/15/2051 73,662,876 1,427,218 1,115,222 BENCHMARK MORTGAGE TRUST 1.00 1/15/2051 42,731,467 1,785,822 817,521 BMO MORTGAGE TRUST 1.00 6/15/2056 93,575,600 4,970,876 5,094,864 CANTOR COMMERCIAL REAL ESTATE 3.01 1/15/2053 10,000,000 10,267,968 8,577,729 CANTOR COMMERCIAL REAL ESTATE 1.00 11/15/2052 149,842,660 13,896,693 7,530,145 CD COMMERCIAL MORTGAGE TRUST 1.00 8/15/2057 104,760,744 12,132,078 6,873,843 CD COMMERCIAL MORTGAGE TRUST 1.00 11/13/2050 107,397,971 5,998,457 2,661,601 CD COMMERCIAL MORTGAGE TRUST 1.00 8/15/2050 154,404,966 10,310,098 4,022,825 CD COMMERCIAL MORTGAGE TRUST 1.00 2/10/2050 54,441,055 4,275,016 1,458,902 CD COMMERCIAL MORTGAGE TRUST 1.00 11/10/2049 1,845,000 2,069,256 1,704,703 CD COMMERCIAL MORTGAGE TRUST 3.25 11/10/2049 2,839,006 3,068,896 2,631,701 CITIGROUP COMMERCIAL MORTGAGE 1.00 12/15/2072 121,339,253 8,529,567 4,904,699 CITIGROUP COMMERCIAL MORTGAGE 2.86 12/15/2072 10,000,000 10,093,009 8,510,202 CITIGROUP COMMERCIAL MORTGAGE 3.10 12/15/2072 40,000,000 41,118,628 34,474,253 CITIGROUP COMMERCIAL MORTGAGE 1.00 9/10/2058 89,849,407 6,447,827 1,338,749 CITIGROUP COMMERCIAL MORTGAGE 3.78 9/10/2058 1,000,000 1,117,618 947,111 CITIGROUP COMMERCIAL MORTGAGE 1.00 8/10/2056 126,801,572 9,952,044 5,381,100 CITIGROUP COMMERCIAL MORTGAGE 1.00 2/15/2053 114,779,646 9,172,753 5,177,950 CITIGROUP COMMERCIAL MORTGAGE 1.00 11/10/2051 68,174,450 4,215,506 2,154,768 CITIGROUP COMMERCIAL MORTGAGE 1.00 8/15/2050 55,399,087 3,532,755 1,362,834 CITIGROUP COMMERCIAL MORTGAGE 1.00 12/10/2049 79,217,827 3,528,631 1,234,462 CITIGROUP COMMERCIAL MORTGAGE 1.00 8/10/2049 37,306,998 2,570,685 1,422,368 CITIGROUP COMMERCIAL MORTGAGE 1.00 5/10/2049 125,093,637 17,274,068 5,100,804 CITIGROUP COMMERCIAL MORTGAGE 3.33 4/15/2049 5,000,000 5,487,080 4,651,904 CITIGROUP COMMERCIAL MORTGAGE 1.00 4/10/2049 48,002,431 6,242,822 1,622,405 CITIGROUP COMMERCIAL MORTGAGE 1.00 2/10/2049 114,742,280 10,888,882 2,714,930 CITIGROUP COMMERCIAL MORTGAGE 1.00 11/10/2048 50,578,052 3,074,523 666,610 CITIGROUP COMMERCIAL MORTGAGE 1.00 9/10/2046 13,564,495 986,592 530 COMM MORTGAGE TRUST 1.00 8/15/2057 181,655,257 8,827,846 4,860,995 COMM MORTGAGE TRUST 1.00 9/10/2050 76,953,038 7,036,503 2,800,312 COMM MORTGAGE TRUST 1.00 8/10/2050 14,366,050 1,175,286 561 COMM MORTGAGE TRUST 3.90 7/10/2050 15,630,000 17,271,602 14,925,759 COMM MORTGAGE TRUST 1.00 10/10/2049 54,684,034 5,611,976 1,665,841 COMM MORTGAGE TRUST 1.00 2/10/2049 93,527,524 6,900,388 1,707,672 COMM MORTGAGE TRUST 3.77 2/10/2049 48,718,000 54,392,040 45,927,358 COMM MORTGAGE TRUST 3.61 10/10/2048 950,000 1,052,641 896,135 COMM MORTGAGE TRUST 3.70 8/10/2048 2,370,000 2,621,390 2,249,713 COMM MORTGAGE TRUST 3.76 8/10/2048 25,000,000 25,570,982 23,725,833 COMM MORTGAGE TRUST 3.71 7/10/2048 34,538,000 35,630,263 32,878,851 COMM MORTGAGE TRUST 1.00 2/10/2048 149,642,822 13,377,957 1,708,489 COMM MORTGAGE TRUST 3.35 2/10/2048 8,610,000 9,242,930 8,199,527 COMM MORTGAGE TRUST 1.00 12/10/2047 78,876,801 5,555,305 718,343 COMM MORTGAGE TRUST 3.64 12/10/2047 29,503,000 32,138,391 28,339,846 COMM MORTGAGE TRUST 3.92 10/10/2047 1,700,000 1,869,341 1,642,643 COMM MORTGAGE TRUST 3.84 9/10/2047 34,880,000 38,026,622 33,712,919 COMM MORTGAGE TRUST 3.80 8/10/2047 1,050,000 1,147,286 1,021,329 COMM MORTGAGE TRUST 1.00 2/10/2047 2,095,000 2,278,688 2,075,438 COMM MORTGAGE TRUST 1.00 3/10/2039 218,926 3,449 8,891
CREDIT SUISSE FIRST BOSTON MOR 1.00 10/15/2039 76,036 3 0

C & D

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value CSAIL COMMERCIAL MORTGAGE TRUS 1.00 6/15/2057 124,468,340 7,941,951 1,144,986 CSAIL COMMERCIAL MORTGAGE TRUS 1.00 9/15/2052 75,231,123 7,897,086 4,130,139 CSAIL COMMERCIAL MORTGAGE TRUS 1.00 3/15/2052 106,234,600 8,310,627 4,119,310 CSAIL COMMERCIAL MORTGAGE TRUS 1.00 4/15/2051 187,180,446 11,697,093 5,097,210 CSAIL COMMERCIAL MORTGAGE TRUS 1.00 11/15/2050 60,041,549 3,385,383 1,420,334 CSAIL COMMERCIAL MORTGAGE TRUS 1.00 9/15/2050 56,457,027 3,036,033 885,186 CSAIL COMMERCIAL MORTGAGE TRUS 1.00 11/15/2048 124,421,641 8,569,416 2,102,535 CSAIL COMMERCIAL MORTGAGE TRUS 1.00 8/15/2048 87,403,109 5,029,208 891,723 DEUTSCHE BANK COMMERCIAL MORTG 1.00 9/15/2053 20,364,967 2,339,017 1,261,794 DEUTSCHE BANK COMMERCIAL MORTG 1.00 6/10/2050 195,990,654 10,770,679 5,117,128 DEUTSCHE BANK COMMERCIAL MORTG 2.89 8/10/2049 3,260,000 3,535,758 2,975,221 FANNIE MAE 5.50 2/25/2033 502,824 506,440 498,486
FANNIE MAE 6.50 11/25/2031 742,780 753,174 765,701
FANNIE MAE 7.00 11/25/2029 221,790 231,372 227,208
FANNIE MAE 6.50 8/18/2028 31,350 32,476 31,432
FANNIE MAE 0.01 9/25/2023 714 607 707
FANNIE MAE 6.50 9/25/2023 791 792 787
FED HM LN PC POOL 2B0649 1.00 7/1/2042 2,348,205 2,423,888 2,378,158 FED HM LN PC POOL 2B0893 1.00 11/1/2042 203,649 209,578 201,781 FED HM LN PC POOL 2B1771 1.00 10/1/2043 354,511 359,411 351,773 FED HM LN PC POOL 2B1985 1.00 12/1/2043 1,019,986 1,051,612 1,008,449 FED HM LN PC POOL 2B2161 1.00 1/1/2044 890,701 920,617 878,591 FED HM LN PC POOL 2B2622 1.00 5/1/2044 1,346,708 1,396,485 1,326,798 FED HM LN PC POOL 2B2821 1.00 7/1/2044 878,184 910,323 867,623 FED HM LN PC POOL 2B3169 1.00 9/1/2044 729,573 756,483 705,466 FED HM LN PC POOL 2B3249 1.00 9/1/2044 1,466,878 1,522,015 1,427,109 FED HM LN PC POOL 2B3309 1.00 10/1/2044 4,086,479 4,247,806 3,977,783 FED HM LN PC POOL 2B3317 1.00 10/1/2044 1,924,061 1,998,626 1,866,663 FED HM LN PC POOL 2B3403 1.00 11/1/2044 567,034 587,845 552,821 FED HM LN PC POOL 2B3878 1.00 3/1/2045 940,748 973,715 926,306 FED HM LN PC POOL 849316 1.00 7/1/2043 948,554 979,608 961,545 FED HM LN PC POOL 849345 1.00 5/1/2044 1,662,444 1,721,155 1,646,576 FED HM LN PC POOL 849433 1.00 8/1/2044 1,300,385 1,347,685 1,275,750 FED HM LN PC POOL 849473 1.00 5/1/2044 1,340,356 1,385,354 1,345,200 FED HM LN PC POOL 849628 1.00 10/1/2044 650,812 672,643 656,124 FED HM LN PC POOL A11314 6.00 7/1/2033 727 807 758
FED HM LN PC POOL A11732 5.00 8/1/2033 841 867 839
FED HM LN PC POOL A12739 5.00 8/1/2033 35,917 38,593 35,872 FED HM LN PC POOL A12885 5.00 8/1/2033 271 303 271
FED HM LN PC POOL A13679 6.00 9/1/2033 206 213 214
FED HM LN PC POOL A13715 5.00 9/1/2033 550,431 611,567 549,749 FED HM LN PC POOL A13890 5.00 9/1/2033 350 386 350
FED HM LN PC POOL A13973 5.50 10/1/2033 261 296 265
FED HM LN PC POOL A18698 6.00 2/1/2034 230,434 233,050 240,545 FED HM LN PC POOL A19680 5.00 3/1/2034 1,332 1,491 1,332 FED HM LN PC POOL A23348 6.50 6/1/2034 20,641 22,885 21,859 FED HM LN PC POOL A24457 6.00 7/1/2034 483,591 489,215 504,809 FED HM LN PC POOL A25467 6.50 8/1/2034 2,342 2,382 2,480 FED HM LN PC POOL A25557 6.00 8/1/2034 153,822 176,186 160,571

F

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL A25914 6.00 8/1/2034 149,794 151,537 156,366 FED HM LN PC POOL A27926 6.00 10/1/2034 335 348 350
FED HM LN PC POOL A30638 7.00 3/1/2032 424 467 438
FED HM LN PC POOL A32056 4.50 4/1/2035 3,917 3,835 3,861 FED HM LN PC POOL A36085 6.00 7/1/2035 447 489 467
FED HM LN PC POOL A44350 6.00 4/1/2036 32 35 34
FED HM LN PC POOL A44755 7.00 4/1/2036 5,652 5,818 5,667 FED HM LN PC POOL A46250 4.50 7/1/2035 60,143 59,503 59,279 FED HM LN PC POOL A51249 6.00 8/1/2036 292,972 330,475 307,841 FED HM LN PC POOL A53990 7.00 11/1/2036 34,298 35,155 35,104 FED HM LN PC POOL A55597 7.00 12/1/2036 244 281 252
FED HM LN PC POOL A56815 6.00 1/1/2037 72,201 79,113 75,866 FED HM LN PC POOL A58000 5.00 3/1/2037 529 594 533
FED HM LN PC POOL A58297 6.00 3/1/2037 16,915 16,824 17,819 FED HM LN PC POOL A61946 6.00 6/1/2037 5,875 6,494 6,189 FED HM LN PC POOL A61969 6.00 6/1/2037 1,159 1,582 1,221 FED HM LN PC POOL A62176 6.00 6/1/2037 7,624 8,353 8,031 FED HM LN PC POOL A62582 6.00 6/1/2037 321 335 338
FED HM LN PC POOL A62725 6.00 7/1/2037 18,172 20,337 19,143 FED HM LN PC POOL A62853 6.00 7/1/2037 3,297 3,280 3,474 FED HM LN PC POOL A62906 6.00 6/1/2037 56,717 62,215 59,747 FED HM LN PC POOL A63098 6.00 7/1/2037 691 791 728
FED HM LN PC POOL A63205 6.00 7/1/2037 6,777 7,740 7,139 FED HM LN PC POOL A63312 7.00 7/1/2037 67,927 72,054 71,328 FED HM LN PC POOL A63860 6.00 7/1/2037 3,123 3,419 3,289 FED HM LN PC POOL A64107 6.50 8/1/2037 35,059 35,418 37,195 FED HM LN PC POOL A64161 6.00 8/1/2037 13,591 13,517 14,317 FED HM LN PC POOL A64281 6.00 8/1/2037 7,979 8,979 8,405 FED HM LN PC POOL A64381 7.00 8/1/2037 95,652 101,117 100,211 FED HM LN PC POOL A64472 7.00 8/1/2037 6,303 7,270 6,702 FED HM LN PC POOL A64843 7.00 8/1/2037 12,411 12,565 12,913 FED HM LN PC POOL A65572 6.50 9/1/2037 3,831 3,870 4,064 FED HM LN PC POOL A66302 6.00 10/1/2037 107,948 108,239 113,716 FED HM LN PC POOL A66825 6.00 10/1/2037 209 239 220
FED HM LN PC POOL A67052 6.00 10/1/2037 34,102 34,202 35,924 FED HM LN PC POOL A67245 6.00 10/1/2037 1,759 1,836 1,853 FED HM LN PC POOL A67492 6.50 11/1/2037 4,073 4,115 4,321 FED HM LN PC POOL A67530 6.00 11/1/2037 147 169 155
FED HM LN PC POOL A68726 6.50 11/1/2037 241 267 256
FED HM LN PC POOL A68739 6.50 10/1/2037 3,400 3,435 3,607 FED HM LN PC POOL A68762 6.00 11/1/2037 369 423 389
FED HM LN PC POOL A69521 6.50 12/1/2037 107,763 108,881 114,325 FED HM LN PC POOL A69748 6.50 12/1/2037 23,305 23,547 24,725 FED HM LN PC POOL A69764 6.50 12/1/2037 36,874 37,257 39,121 FED HM LN PC POOL A69830 6.00 12/1/2037 14,412 15,047 15,182 FED HM LN PC POOL A70570 6.50 1/1/2038 13,127 13,264 13,927 FED HM LN PC POOL A71410 6.00 1/1/2038 6,043 6,311 6,366 FED HM LN PC POOL A72251 7.00 2/1/2038 25,913 29,082 27,195 FED HM LN PC POOL A74528 4.50 3/1/2038 14,335 14,426 14,160

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL A77428 6.00 5/1/2038 4,252 4,688 4,480 FED HM LN PC POOL A77989 7.00 6/1/2038 65,188 76,011 69,206 FED HM LN PC POOL A77997 7.00 5/1/2038 64,574 66,339 67,539 FED HM LN PC POOL A78312 5.00 1/1/2034 3,266 3,514 3,262 FED HM LN PC POOL A79564 5.50 6/1/2038 1,500 1,631 1,540 FED HM LN PC POOL A81046 6.00 8/1/2038 953 1,091 1,004
FED HM LN PC POOL A81420 6.00 9/1/2038 10,266 11,677 10,816 FED HM LN PC POOL A82358 6.00 10/1/2038 12,356 14,176 13,019 FED HM LN PC POOL A82557 6.00 10/1/2038 8,433 8,815 8,885 FED HM LN PC POOL A83617 6.00 12/1/2038 1,428 1,473 1,504 FED HM LN PC POOL A84001 6.00 1/1/2039 752 786 792
FED HM LN PC POOL A84051 5.00 1/1/2039 97,744 105,293 98,507 FED HM LN PC POOL A85053 5.00 3/1/2039 7,590 8,545 7,655 FED HM LN PC POOL A85767 5.00 4/1/2039 365 395 369
FED HM LN PC POOL A87100 4.50 6/1/2039 102,790 112,692 101,575 FED HM LN PC POOL A87388 5.00 7/1/2039 4,361 4,841 4,399 FED HM LN PC POOL A87700 5.00 8/1/2039 553,648 596,952 558,439 FED HM LN PC POOL A87842 4.50 8/1/2039 1,855,138 1,969,156 1,833,211 FED HM LN PC POOL A87957 5.00 8/1/2039 5,236 5,912 5,281 FED HM LN PC POOL A88406 4.50 9/1/2039 550,266 581,424 543,762 FED HM LN PC POOL A88622 5.00 9/1/2039 73,097 82,579 73,729 FED HM LN PC POOL A88904 6.00 9/1/2039 1,990 2,271 2,097 FED HM LN PC POOL A89165 4.50 10/1/2039 66,839 70,630 66,049 FED HM LN PC POOL A89214 4.50 10/1/2039 16,150 17,066 15,959 FED HM LN PC POOL A89243 5.00 10/1/2039 108,218 116,712 109,154 FED HM LN PC POOL A89279 6.00 10/1/2039 69,387 76,272 73,121 FED HM LN PC POOL A89300 5.00 10/1/2039 31,031 35,069 31,300 FED HM LN PC POOL A89303 5.00 10/1/2039 17,286 17,959 17,435 FED HM LN PC POOL A89503 4.50 10/1/2039 57,413 60,670 56,735 FED HM LN PC POOL A89658 5.00 11/1/2039 27,355 29,506 27,592 FED HM LN PC POOL A89989 4.50 11/1/2039 60,569 64,011 59,853 FED HM LN PC POOL A90032 4.50 12/1/2039 31,513 33,307 31,141 FED HM LN PC POOL A90112 4.50 12/1/2039 128,004 135,290 126,491 FED HM LN PC POOL A90175 4.50 12/1/2039 188,740 199,484 186,510 FED HM LN PC POOL A90316 4.50 12/1/2039 24,615 26,016 24,324 FED HM LN PC POOL A90365 4.50 12/1/2039 1,115,571 1,179,070 1,102,385 FED HM LN PC POOL A90388 4.50 12/1/2039 285,370 301,614 281,997 FED HM LN PC POOL A90421 4.50 12/1/2039 942,068 995,692 930,933 FED HM LN PC POOL A90563 5.00 1/1/2040 84,709 88,028 85,442 FED HM LN PC POOL A90660 4.50 1/1/2040 40,656 42,974 40,175 FED HM LN PC POOL A90768 5.00 1/1/2040 8,076 9,123 8,146 FED HM LN PC POOL A90893 5.00 1/1/2040 79,206 89,165 79,892 FED HM LN PC POOL A91025 5.00 2/1/2040 33,622 37,447 33,913 FED HM LN PC POOL A91109 4.50 2/1/2040 320,199 338,488 316,275 FED HM LN PC POOL A91182 4.50 2/1/2040 237,951 250,941 235,137 FED HM LN PC POOL A91373 4.50 3/1/2040 36,217 38,289 35,789 FED HM LN PC POOL A91435 4.50 2/1/2040 771,864 815,953 762,741 FED HM LN PC POOL A91531 6.00 3/1/2040 23,818 26,312 25,103 FED HM LN PC POOL A91548 5.50 3/1/2040 267,774 300,557 276,528

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL A91699 5.00 4/1/2040 25,490 28,786 25,717 FED HM LN PC POOL A91796 5.00 4/1/2040 24,816 27,938 25,037 FED HM LN PC POOL A91942 4.50 4/1/2040 212,625 224,275 210,018 FED HM LN PC POOL A91947 5.00 4/1/2040 2,088 2,360 2,107 FED HM LN PC POOL A92350 5.00 6/1/2040 31,463 35,509 31,742 FED HM LN PC POOL A92465 4.50 6/1/2040 2,042 2,043 2,017 FED HM LN PC POOL A92543 5.00 6/1/2040 1,497,902 1,698,907 1,511,203 FED HM LN PC POOL A92789 5.00 7/1/2040 2,273 2,564 2,293 FED HM LN PC POOL A92955 5.00 7/1/2040 18,708 21,161 18,874 FED HM LN PC POOL A93093 4.50 7/1/2040 10,175 10,735 10,050 FED HM LN PC POOL A93101 5.00 7/1/2040 74,729 84,529 75,392 FED HM LN PC POOL A93108 6.00 7/1/2040 27,691 30,810 29,185 FED HM LN PC POOL A93486 5.00 8/1/2040 71,565 77,703 72,200 FED HM LN PC POOL A93497 4.50 8/1/2040 193,252 203,919 190,883 FED HM LN PC POOL A93505 4.50 8/1/2040 922,246 975,449 910,945 FED HM LN PC POOL A93588 5.00 8/1/2040 67,563 73,980 68,163 FED HM LN PC POOL A93658 4.50 9/1/2040 24,159 25,555 23,863 FED HM LN PC POOL A93692 4.50 9/1/2040 528,104 553,347 521,630 FED HM LN PC POOL A93784 4.50 9/1/2040 26,367 27,628 26,044 FED HM LN PC POOL A93792 3.50 9/1/2040 10,709 11,197 10,013 FED HM LN PC POOL A93795 5.00 9/1/2040 7,129 7,869 7,192 FED HM LN PC POOL A93948 4.50 9/1/2040 100,687 106,505 99,454 FED HM LN PC POOL A94055 4.00 9/1/2040 3,059,067 3,329,901 2,941,439 FED HM LN PC POOL A94177 4.00 10/1/2040 682,501 743,441 656,257 FED HM LN PC POOL A94585 4.00 10/1/2040 997,609 1,086,712 959,249 FED HM LN PC POOL A94819 5.00 11/1/2040 36,038 40,775 36,358 FED HM LN PC POOL A94862 4.50 11/1/2040 485,523 508,815 479,573 FED HM LN PC POOL A94944 4.50 11/1/2040 209,615 228,414 207,045 FED HM LN PC POOL A95062 4.50 11/1/2040 188,921 204,661 186,606 FED HM LN PC POOL A95085 4.00 11/1/2040 10,964,955 11,240,350 10,543,326 FED HM LN PC POOL A95313 4.50 12/1/2040 194,217 203,551 191,836 FED HM LN PC POOL A95493 4.50 12/1/2040 287,612 318,650 284,086 FED HM LN PC POOL A95763 5.00 12/1/2040 63,250 68,539 63,812 FED HM LN PC POOL A95834 5.00 12/1/2040 1,053,139 1,137,719 1,062,491 FED HM LN PC POOL A95836 5.00 12/1/2040 138,937 157,222 140,171 FED HM LN PC POOL A96174 4.00 1/1/2041 453,123 492,515 435,699 FED HM LN PC POOL A96236 4.50 1/1/2041 103,243 108,921 101,977 FED HM LN PC POOL A96421 5.00 1/1/2041 386,024 432,681 389,452 FED HM LN PC POOL A96587 4.50 2/1/2041 59,092 62,389 57,557 FED HM LN PC POOL A96672 5.00 6/1/2040 20,387 22,061 20,129 FED HM LN PC POOL A96731 4.50 2/1/2041 1,532,323 1,616,743 1,513,537 FED HM LN PC POOL A96766 4.50 2/1/2041 177,334 187,103 175,160 FED HM LN PC POOL A96783 4.50 2/1/2041 190,540 201,038 188,204 FED HM LN PC POOL A96876 4.50 2/1/2041 260,043 274,369 256,689 FED HM LN PC POOL A97014 5.00 2/1/2041 12,903 14,054 13,017 FED HM LN PC POOL A97043 4.50 2/1/2041 67,068 70,810 66,204 FED HM LN PC POOL A97151 4.50 2/1/2041 115,461 121,823 113,973 FED HM LN PC POOL A97152 4.50 2/1/2041 266,890 281,593 263,450 FED HM LN PC POOL A97169 5.00 2/1/2041 10,481 11,685 10,575

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL A97220 4.00 3/1/2041 354,445 381,295 340,624 FED HM LN PC POOL A97248 4.50 3/1/2041 203,047 214,251 200,429 FED HM LN PC POOL A97255 4.50 2/1/2041 958,088 1,056,017 945,733 FED HM LN PC POOL A97260 4.50 2/1/2041 9,983,604 10,985,690 9,854,862 FED HM LN PC POOL A97323 5.00 3/1/2041 335,121 367,811 338,129 FED HM LN PC POOL A97328 4.00 3/1/2041 235,228 253,785 226,056 FED HM LN PC POOL A97528 4.50 3/1/2041 191,241 201,794 188,775 FED HM LN PC POOL A97661 4.50 3/1/2041 1,107,680 1,168,802 1,093,397 FED HM LN PC POOL A97942 4.50 4/1/2041 102,693 113,187 101,370 FED HM LN PC POOL C00909 7.00 1/1/2030 1,305 1,316 1,351 FED HM LN PC POOL C01367 7.00 5/1/2032 703 799 742
FED HM LN PC POOL C03424 6.00 10/1/2039 22,080 25,190 23,268 FED HM LN PC POOL C03427 5.50 10/1/2039 4,175,407 4,715,188 4,309,027 FED HM LN PC POOL C03479 5.00 6/1/2040 30,586 34,594 30,858 FED HM LN PC POOL C03533 5.00 10/1/2040 40,678 46,020 41,040 FED HM LN PC POOL C03552 4.50 8/1/2040 602,591 667,229 595,203 FED HM LN PC POOL C03993 4.00 6/1/2042 8,405,660 8,827,854 8,074,985 FED HM LN PC POOL C09005 4.00 7/1/2042 37,506 39,317 36,030 FED HM LN PC POOL C09021 4.50 11/1/2042 123,057 129,196 121,725 FED HM LN PC POOL C33003 7.50 11/1/2029 1,033 1,043 1,043 FED HM LN PC POOL C35511 7.00 1/1/2030 4,344 4,760 4,490 FED HM LN PC POOL C37060 7.00 3/1/2030 2,912 2,921 2,936 FED HM LN PC POOL C43084 7.50 7/1/2030 531 537 550
FED HM LN PC POOL C46897 6.00 1/1/2025 37 39 37
FED HM LN PC POOL C48025 7.50 2/1/2031 3,179 3,215 3,264 FED HM LN PC POOL C50565 7.50 4/1/2031 2,063 2,086 2,106 FED HM LN PC POOL C51850 7.50 5/1/2031 8,574 8,672 8,826 FED HM LN PC POOL C67539 6.00 1/1/2029 216 233 220
FED HM LN PC POOL C76133 5.00 2/1/2033 307 336 306
FED HM LN PC POOL C77128 5.00 3/1/2033 567 609 567
FED HM LN PC POOL C90703 4.00 7/1/2023 469 469 469
FED HM LN PC POOL C90706 5.00 9/1/2023 975 976 971
FED HM LN PC POOL C91028 5.00 2/1/2027 18,527 18,903 18,285 FED HM LN PC POOL C91137 5.00 11/1/2027 379 400 374
FED HM LN PC POOL C91154 5.00 1/1/2028 896 912 885
FED HM LN PC POOL C91164 5.00 3/1/2028 24,415 24,983 24,131 FED HM LN PC POOL C91167 5.00 4/1/2028 405 432 401
FED HM LN PC POOL C91222 5.00 12/1/2028 3,007 3,074 2,974 FED HM LN PC POOL C91227 5.00 10/1/2028 6,472 6,613 6,396 FED HM LN PC POOL D97638 5.00 3/1/2028 1,044 1,061 1,032 FED HM LN PC POOL D98316 5.00 1/1/2030 10,215 10,459 10,122 FED HM LN PC POOL G00616 7.00 6/1/2026 29 30 29
FED HM LN PC POOL G01324 7.00 10/1/2031 3,936 3,971 4,095 FED HM LN PC POOL G01649 5.00 2/1/2034 109,719 122,797 109,583 FED HM LN PC POOL G01740 5.50 12/1/2034 1,097,155 1,250,939 1,116,600 FED HM LN PC POOL G01770 5.50 1/1/2035 2,744,427 3,127,976 2,793,067 FED HM LN PC POOL G01981 5.00 12/1/2035 5,888 6,622 5,902 FED HM LN PC POOL G02319 6.50 8/1/2036 47,353 47,820 50,222 FED HM LN PC POOL G02366 6.50 10/1/2036 2,161 2,455 2,292

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL G02496 6.00 12/1/2036 69,889 80,278 73,436 FED HM LN PC POOL G02611 6.00 2/1/2037 18,451 19,242 19,388 FED HM LN PC POOL G02735 7.00 3/1/2037 72,085 72,970 77,572 FED HM LN PC POOL G02789 6.00 4/1/2037 409,659 471,682 431,544 FED HM LN PC POOL G02985 6.00 6/1/2037 7,844 8,184 8,263 FED HM LN PC POOL G02996 6.00 5/1/2037 86,938 86,469 91,583 FED HM LN PC POOL G03120 6.00 8/1/2037 15,444 17,761 16,269 FED HM LN PC POOL G03158 6.00 8/1/2037 22,453 22,498 23,652 FED HM LN PC POOL G03202 5.50 9/1/2037 123,137 127,552 126,464 FED HM LN PC POOL G03218 6.00 9/1/2037 5,906 6,774 6,221 FED HM LN PC POOL G03362 6.00 9/1/2037 139,610 160,714 147,069 FED HM LN PC POOL G03521 6.50 7/1/2037 92,629 106,509 98,274 FED HM LN PC POOL G03550 6.00 11/1/2037 7,532 7,863 7,934 FED HM LN PC POOL G03617 6.50 12/1/2037 45,874 46,350 48,669 FED HM LN PC POOL G03618 6.50 12/1/2037 112,800 124,664 119,674 FED HM LN PC POOL G03698 6.00 12/1/2037 9,250 10,627 9,744 FED HM LN PC POOL G03781 6.00 1/1/2038 116,465 121,611 122,687 FED HM LN PC POOL G03973 6.00 1/1/2038 503,723 507,764 530,635 FED HM LN PC POOL G04015 6.00 2/1/2038 105,145 120,802 110,762 FED HM LN PC POOL G04214 5.50 5/1/2038 141,042 146,207 145,220 FED HM LN PC POOL G04445 5.50 6/1/2038 18,699 19,386 19,253 FED HM LN PC POOL G04477 6.00 8/1/2038 18,058 20,623 19,026 FED HM LN PC POOL G04570 6.00 11/1/2037 7,888 8,234 8,309 FED HM LN PC POOL G04610 6.00 7/1/2038 5,416 5,659 5,706 FED HM LN PC POOL G04765 6.00 9/1/2038 4,410 4,548 4,646 FED HM LN PC POOL G04953 4.50 9/1/2038 5,317 5,341 5,252 FED HM LN PC POOL G05227 6.00 2/1/2039 2,436 2,516 2,567 FED HM LN PC POOL G05228 6.00 1/1/2039 10,014 11,440 10,551 FED HM LN PC POOL G05354 5.00 3/1/2039 20,682 22,285 20,844 FED HM LN PC POOL G05380 6.00 4/1/2039 939 969 989
FED HM LN PC POOL G05535 4.50 7/1/2039 1,777,051 1,884,922 1,756,047 FED HM LN PC POOL G05661 5.00 9/1/2039 34,962 37,701 35,264 FED HM LN PC POOL G05749 6.00 3/1/2038 948 1,089 999
FED HM LN PC POOL G05774 5.00 1/1/2040 119,263 128,672 120,295 FED HM LN PC POOL G05830 6.00 12/1/2039 188,794 212,124 198,919 FED HM LN PC POOL G05832 5.00 3/1/2040 4,225 4,778 4,263 FED HM LN PC POOL G05929 5.00 7/1/2040 289,890 312,988 292,464 FED HM LN PC POOL G05958 5.00 8/1/2040 101,173 114,450 102,072 FED HM LN PC POOL G05978 6.00 5/1/2040 2,581 2,947 2,719 FED HM LN PC POOL G06024 4.50 8/1/2040 16,962 17,887 16,754 FED HM LN PC POOL G06025 4.50 9/1/2040 3,457,562 3,739,655 3,415,193 FED HM LN PC POOL G06231 4.00 12/1/2040 433,462 471,894 416,795 FED HM LN PC POOL G06395 5.00 4/1/2040 38,518 42,477 38,819 FED HM LN PC POOL G06492 4.50 5/1/2041 106,631 112,609 105,256 FED HM LN PC POOL G06503 4.50 9/1/2040 42,641 44,999 42,118 FED HM LN PC POOL G06506 4.00 12/1/2040 320,352 348,802 308,033 FED HM LN PC POOL G06719 4.50 9/1/2041 1,375,516 1,452,188 1,357,779 FED HM LN PC POOL G06782 4.00 10/1/2041 3,579 3,665 3,439 FED HM LN PC POOL G06875 5.50 12/1/2038 82,674 94,519 84,568

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL G07044 4.00 6/1/2042 3,805,550 4,140,138 3,657,181 FED HM LN PC POOL G07249 4.00 12/1/2042 360,309 390,900 346,132 FED HM LN PC POOL G07319 3.50 3/1/2043 14,566,134 15,333,114 13,622,879 FED HM LN PC POOL G07348 3.50 3/1/2043 6,634,921 6,625,152 6,205,250 FED HM LN PC POOL G07396 4.50 7/1/2041 1,865,587 2,050,998 1,842,715 FED HM LN PC POOL G07399 5.00 7/1/2041 2,967,897 3,355,804 2,994,251 FED HM LN PC POOL G07459 3.50 8/1/2043 712,234 765,038 665,668 FED HM LN PC POOL G07477 4.00 1/1/2041 27,865,366 29,975,102 26,794,049 FED HM LN PC POOL G07642 5.00 10/1/2041 184,346 208,481 185,983 FED HM LN PC POOL G07805 4.50 5/1/2042 887,506 979,439 876,067 FED HM LN PC POOL G07810 4.50 5/1/2042 3,883,511 4,281,924 3,837,609 FED HM LN PC POOL G07996 4.00 1/1/2040 7,176,171 7,681,226 6,896,390 FED HM LN PC POOL G08003 6.00 7/1/2034 425,461 488,131 444,128 FED HM LN PC POOL G08068 5.50 7/1/2035 142,093 161,765 145,349 FED HM LN PC POOL G08148 7.00 8/1/2036 41,599 42,093 44,733 FED HM LN PC POOL G08163 7.00 11/1/2036 56,448 64,542 61,191 FED HM LN PC POOL G08193 6.00 4/1/2037 21,797 22,736 22,962 FED HM LN PC POOL G08210 6.00 7/1/2037 8,637 9,912 9,098 FED HM LN PC POOL G08227 6.00 10/1/2037 956 1,096 1,007 FED HM LN PC POOL G08232 6.00 11/1/2037 319 333 336
FED HM LN PC POOL G08309 5.50 12/1/2038 69,046 71,726 71,091 FED HM LN PC POOL G08364 4.50 9/1/2039 487,449 510,223 481,688 FED HM LN PC POOL G08368 4.50 10/1/2039 1,278,456 1,350,974 1,263,345 FED HM LN PC POOL G08372 4.50 11/1/2039 1,364,341 1,441,868 1,348,215 FED HM LN PC POOL G08417 5.00 8/1/2040 1,890 2,097 1,907 FED HM LN PC POOL G08435 4.50 2/1/2041 1,371,031 1,420,655 1,353,359 FED HM LN PC POOL G08457 4.50 8/1/2041 518,142 571,627 511,464 FED HM LN PC POOL G08501 4.00 7/1/2042 90,525 94,879 86,963 FED HM LN PC POOL G08504 4.00 8/1/2042 50,523 53,119 48,563 FED HM LN PC POOL G08619 3.00 12/1/2044 19,237 20,297 17,356 FED HM LN PC POOL G08624 4.00 1/1/2045 108,801 117,476 104,394 FED HM LN PC POOL G08658 3.00 8/1/2045 40,678 42,876 36,441 FED HM LN PC POOL G08669 4.00 9/1/2045 372,338 387,733 357,106 FED HM LN PC POOL G08672 4.00 10/1/2045 14,382 14,922 13,794 FED HM LN PC POOL G08677 4.00 11/1/2045 235,028 245,691 225,414 FED HM LN PC POOL G08680 3.00 12/1/2045 79,543 83,739 71,257 FED HM LN PC POOL G08682 4.00 12/1/2045 52,865 57,006 50,703 FED HM LN PC POOL G08697 3.00 3/1/2046 20,717 21,771 18,564 FED HM LN PC POOL G08699 4.00 3/1/2046 35,519 38,086 33,902 FED HM LN PC POOL G08707 4.00 5/1/2046 880,159 913,930 840,097 FED HM LN PC POOL G08710 3.00 6/1/2046 550,303 578,922 493,104 FED HM LN PC POOL G08715 3.00 8/1/2046 3,097,518 3,255,097 2,775,561 FED HM LN PC POOL G08717 4.00 8/1/2046 197,499 210,292 188,509 FED HM LN PC POOL G08721 3.00 9/1/2046 93,580,819 98,602,730 83,854,012 FED HM LN PC POOL G08726 3.00 10/1/2046 503,214 529,335 450,910 FED HM LN PC POOL G08732 3.00 11/1/2046 39,880 41,957 35,642 FED HM LN PC POOL G08737 3.00 12/1/2046 9,175,951 9,640,159 8,222,201 FED HM LN PC POOL G08741 3.00 1/1/2047 8,118,061 8,526,153 7,274,589 FED HM LN PC POOL G08747 3.00 2/1/2047 8,393,181 8,806,155 7,521,124

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL G08750 3.00 3/1/2047 6,018,164 6,321,301 5,392,635 FED HM LN PC POOL G08752 4.00 3/1/2047 27,431 28,483 26,144 FED HM LN PC POOL G08767 4.00 6/1/2047 72,960 74,664 69,537 FED HM LN PC POOL G08785 4.00 10/1/2047 22,233 23,635 21,190 FED HM LN PC POOL G08789 4.00 11/1/2047 77,825 82,874 74,174 FED HM LN PC POOL G08792 3.50 12/1/2047 531,628 517,483 491,187 FED HM LN PC POOL G08797 4.00 1/1/2048 31,153 33,186 29,691 FED HM LN PC POOL G13240 5.00 8/1/2023 13 13 13
FED HM LN PC POOL G13369 5.00 11/1/2023 4,150 4,157 4,129 FED HM LN PC POOL G13379 5.00 12/1/2023 3,268 3,270 3,252 FED HM LN PC POOL G13408 5.00 1/1/2024 882 881 877
FED HM LN PC POOL G13488 5.00 1/1/2024 2,305 2,311 2,295 FED HM LN PC POOL G13586 5.00 4/1/2024 302 303 300
FED HM LN PC POOL G13601 5.00 6/1/2024 898 910 892
FED HM LN PC POOL G13644 5.00 7/1/2024 2,025 2,034 2,011 FED HM LN PC POOL G13656 5.00 2/1/2024 45 44 44
FED HM LN PC POOL G13689 5.00 10/1/2024 717 721 710
FED HM LN PC POOL G13729 5.00 10/1/2024 13 13 13
FED HM LN PC POOL G13748 5.00 12/1/2024 487 496 483
FED HM LN PC POOL G13756 5.00 1/1/2025 221 225 219
FED HM LN PC POOL G13827 5.00 3/1/2025 949 956 941
FED HM LN PC POOL G13888 5.00 6/1/2025 23,802 127,058 23,672 FED HM LN PC POOL G13911 5.00 6/1/2025 2,330 2,349 2,317 FED HM LN PC POOL G18304 5.00 3/1/2024 12,409 12,447 12,330 FED HM LN PC POOL G30302 5.00 7/1/2025 890 903 881
FED HM LN PC POOL G30359 5.00 8/1/2027 429 453 423
FED HM LN PC POOL G30419 5.00 11/1/2028 2,741 2,790 2,710 FED HM LN PC POOL G30795 5.00 7/1/2032 26,407 27,210 26,161 FED HM LN PC POOL G31077 5.00 9/1/2031 52,413 56,064 51,816 FED HM LN PC POOL G31106 5.00 9/1/2031 5,463 5,849 5,401 FED HM LN PC POOL G60440 3.50 3/1/2046 56,494 60,900 52,527 FED HM LN PC POOL G60661 4.00 7/1/2046 141,258 147,444 134,828 FED HM LN PC POOL G60713 3.50 9/1/2046 15,929 17,233 14,793 FED HM LN PC POOL G60856 4.50 7/1/2042 2,686,764 2,960,587 2,653,826 FED HM LN PC POOL G60959 4.50 7/1/2045 3,397,802 3,617,143 3,353,986 FED HM LN PC POOL G61075 4.00 7/1/2044 11,451,023 12,497,564 11,004,575 FED HM LN PC POOL G61195 3.50 8/1/2044 29,594,984 31,382,903 27,678,510 FED HM LN PC POOL G61319 4.00 1/1/2046 4,024,532 4,380,382 3,866,209 FED HM LN PC POOL G61321 4.50 7/1/2045 2,103,003 2,319,141 2,077,221 FED HM LN PC POOL G61417 3.50 5/1/2048 96,684,244 104,142,315 89,703,264 FED HM LN PC POOL G61553 4.50 8/1/2048 69,682,822 71,916,777 68,229,517 FED HM LN PC POOL G61554 4.50 8/1/2048 22,117,682 22,750,774 21,682,848 FED HM LN PC POOL G61581 4.00 8/1/2048 246,964,548 257,005,776 236,036,660 FED HM LN PC POOL G61646 4.00 10/1/2048 98,333,435 100,699,620 93,978,456 FED HM LN PC POOL G61693 3.50 6/1/2048 36,655,658 36,743,347 34,008,976 FED HM LN PC POOL G61748 3.50 11/1/2048 91,656,709 92,247,440 85,134,013 FED HM LN PC POOL G61844 3.50 8/1/2046 13,036,610 13,947,836 12,106,244 FED HM LN PC POOL G61932 3.50 6/1/2048 57,984,652 61,047,678 53,573,869 FED HM LN PC POOL G61942 3.50 3/1/2048 7,085,538 7,227,475 6,569,408

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL G61949 4.00 2/1/2049 13,046,878 14,555,508 12,530,350 FED HM LN PC POOL G67710 3.50 3/1/2048 103,403,655 110,558,393 95,829,792 FED HM LN PC POOL G67719 4.50 1/1/2049 20,085,128 21,049,201 19,713,491 FED HM LN PC POOL J08266 5.00 7/1/2023 379 379 379
FED HM LN PC POOL J09312 5.00 2/1/2024 2,695 2,703 2,679 FED HM LN PC POOL J11138 5.00 11/1/2024 1,058 1,077 1,048 FED HM LN PC POOL J11372 5.00 12/1/2024 264 266 261
FED HM LN PC POOL J12421 5.00 6/1/2025 15,065 15,401 14,899 FED HM LN PC POOL J16528 4.00 8/1/2026 132,698 136,842 129,450 FED HM LN PC POOL K39023 6.50 1/1/2048 365,522 371,913 383,957 FED HM LN PC POOL Q00054 5.00 4/1/2041 419 467 422
FED HM LN PC POOL Q00265 4.50 4/1/2041 3,912,911 4,362,598 3,863,022 FED HM LN PC POOL Q00284 4.50 4/1/2041 488,395 515,392 482,097 FED HM LN PC POOL Q00627 5.00 5/1/2041 4,221 4,600 4,259 FED HM LN PC POOL Q00704 4.50 5/1/2041 129,679 142,978 128,007 FED HM LN PC POOL Q01226 5.00 6/1/2041 2,721 3,020 2,745 FED HM LN PC POOL Q01300 4.50 6/1/2036 737,029 808,891 727,525 FED HM LN PC POOL Q01559 4.50 6/1/2041 11,034 11,570 10,892 FED HM LN PC POOL Q01561 4.50 6/1/2041 420,265 443,574 414,846 FED HM LN PC POOL Q01722 5.00 7/1/2041 1,431,452 1,577,898 1,444,300 FED HM LN PC POOL Q01919 4.50 7/1/2041 586,904 645,162 579,335 FED HM LN PC POOL Q01982 4.50 7/1/2041 15,630 16,509 15,428 FED HM LN PC POOL Q02376 4.50 8/1/2041 214,913 227,024 212,142 FED HM LN PC POOL Q02459 4.50 8/1/2041 457,763 504,358 451,860 FED HM LN PC POOL Q02481 4.50 7/1/2041 233,238 251,857 230,230 FED HM LN PC POOL Q02546 4.50 8/1/2041 164,169 178,926 162,052 FED HM LN PC POOL Q02570 4.50 8/1/2041 300,326 327,899 296,453 FED HM LN PC POOL Q02592 4.50 8/1/2041 230,981 243,997 228,003 FED HM LN PC POOL Q02645 5.00 8/1/2041 414,391 466,381 418,111 FED HM LN PC POOL Q02662 4.50 8/1/2041 90,895 96,017 89,722 FED HM LN PC POOL Q02663 4.50 8/1/2041 20,438 21,575 20,174 FED HM LN PC POOL Q02674 4.50 8/1/2041 487,436 537,760 481,151 FED HM LN PC POOL Q02716 4.50 8/1/2036 854,780 938,556 843,757 FED HM LN PC POOL Q02718 4.50 8/1/2036 1,395,503 1,532,273 1,377,508 FED HM LN PC POOL Q02775 4.50 8/1/2041 27,338 28,878 26,985 FED HM LN PC POOL Q02776 4.50 8/1/2041 5,797 6,120 5,723 FED HM LN PC POOL Q02791 4.50 8/1/2041 177,265 189,583 174,979 FED HM LN PC POOL Q02833 4.50 8/1/2041 15,349 16,725 15,152 FED HM LN PC POOL Q02930 4.50 8/1/2041 658,256 726,188 649,768 FED HM LN PC POOL Q02982 5.00 8/1/2041 92,306 100,468 93,134 FED HM LN PC POOL Q03009 4.50 9/1/2041 674,594 712,671 665,895 FED HM LN PC POOL Q03039 4.50 9/1/2041 291,159 317,829 287,404 FED HM LN PC POOL Q03089 4.50 9/1/2041 731,543 807,098 722,110 FED HM LN PC POOL Q03090 4.50 9/1/2041 316,550 334,417 312,468 FED HM LN PC POOL Q03147 5.00 9/1/2041 76,673 83,110 77,362 FED HM LN PC POOL Q03232 4.50 9/1/2041 601,063 657,999 593,312 FED HM LN PC POOL Q03240 4.50 9/1/2041 117,597 124,152 116,080 FED HM LN PC POOL Q03339 4.00 9/1/2041 449,277 489,601 431,758 FED HM LN PC POOL Q03457 4.50 9/1/2041 469,201 495,354 463,150

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL Q03516 4.50 9/1/2041 1,492,451 1,645,006 1,473,206 FED HM LN PC POOL Q03550 4.50 9/1/2041 184,467 197,827 182,088 FED HM LN PC POOL Q03580 4.50 9/1/2041 35,465 37,196 35,008 FED HM LN PC POOL Q03643 4.50 10/1/2041 1,565,088 1,653,570 1,544,905 FED HM LN PC POOL Q03645 4.50 9/1/2036 1,609,499 1,767,444 1,588,744 FED HM LN PC POOL Q03779 4.50 7/1/2041 642,099 698,993 633,818 FED HM LN PC POOL Q03805 4.50 10/1/2041 9,718,475 10,722,746 9,593,153 FED HM LN PC POOL Q04141 4.50 10/1/2041 1,182,500 1,304,723 1,167,251 FED HM LN PC POOL Q04220 4.50 10/1/2041 12,626 13,244 12,464 FED HM LN PC POOL Q04296 4.50 11/1/2041 44,984 47,500 44,404 FED HM LN PC POOL Q04368 4.00 11/1/2041 13,547 14,771 13,019 FED HM LN PC POOL Q04441 4.00 11/1/2041 1,744,820 1,903,227 1,676,782 FED HM LN PC POOL Q04442 4.50 11/1/2041 4,427,694 4,885,497 4,370,598 FED HM LN PC POOL Q04448 5.00 11/1/2041 185,375 202,032 187,039 FED HM LN PC POOL Q04643 5.00 11/1/2041 348,569 377,023 351,698 FED HM LN PC POOL Q04660 4.50 11/1/2041 86,242 91,065 86,997 FED HM LN PC POOL Q04674 4.00 12/1/2041 127,304 137,277 122,340 FED HM LN PC POOL Q04741 4.50 11/1/2041 953,151 1,051,705 940,865 FED HM LN PC POOL Q04789 4.50 11/1/2041 303,900 318,779 299,981 FED HM LN PC POOL Q05168 4.00 12/1/2041 4,226,108 4,602,663 4,061,316 FED HM LN PC POOL Q05451 4.00 1/1/2042 3,569,546 3,893,262 3,430,356 FED HM LN PC POOL Q05535 3.50 1/1/2042 713,788 787,837 668,913 FED HM LN PC POOL Q05599 4.00 1/1/2042 2,844,583 2,978,132 2,733,680 FED HM LN PC POOL Q05601 4.00 1/1/2042 1,550,228 1,669,201 1,489,778 FED HM LN PC POOL Q05692 4.00 1/1/2042 2,228,973 2,431,828 2,142,070 FED HM LN PC POOL Q05711 4.50 1/1/2042 334,036 352,776 329,728 FED HM LN PC POOL Q05717 3.50 1/1/2042 385,534 420,402 360,572 FED HM LN PC POOL Q05942 4.00 2/1/2042 1,119,177 1,221,099 1,075,543 FED HM LN PC POOL Q05962 4.00 1/1/2042 917,047 999,933 881,288 FED HM LN PC POOL Q07480 4.00 4/1/2042 5,786,762 6,076,488 5,559,114 FED HM LN PC POOL Q08126 4.50 5/1/2042 274,887 293,653 271,320 FED HM LN PC POOL Q08550 3.50 5/1/2042 164,159 159,986 153,529 FED HM LN PC POOL Q08862 3.50 6/1/2042 7,811 8,132 7,305 FED HM LN PC POOL Q09850 4.00 8/1/2042 366,879 400,406 352,444 FED HM LN PC POOL Q10056 4.50 8/1/2042 512,497 547,648 505,848 FED HM LN PC POOL Q10392 3.50 8/1/2042 12,228,145 12,690,156 11,436,290 FED HM LN PC POOL Q10670 4.00 8/1/2042 222,603 240,400 213,846 FED HM LN PC POOL Q10971 3.50 9/1/2042 337,991 337,497 316,104 FED HM LN PC POOL Q11004 4.00 9/1/2042 1,833,090 2,000,720 1,760,977 FED HM LN PC POOL Q11005 3.50 9/1/2042 3,284,123 3,279,328 3,071,454 FED HM LN PC POOL Q11207 3.50 9/1/2042 527,214 560,612 493,073 FED HM LN PC POOL Q11218 3.50 9/1/2042 320,778 315,398 300,005 FED HM LN PC POOL Q12191 3.50 10/1/2042 217,403 232,482 203,325 FED HM LN PC POOL Q12276 3.50 10/1/2042 1,889,746 2,028,985 1,767,372 FED HM LN PC POOL Q12858 3.50 11/1/2042 385,407 412,556 360,450 FED HM LN PC POOL Q13268 4.50 10/1/2042 455,559 486,898 449,648 FED HM LN PC POOL Q13756 4.50 10/1/2042 161,275 169,308 159,218 FED HM LN PC POOL Q14010 3.50 12/1/2042 681,791 732,571 637,641 FED HM LN PC POOL Q14672 3.50 1/1/2043 710,562 763,494 664,548

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL Q14864 3.50 1/1/2043 5,864 6,301 5,485 FED HM LN PC POOL Q15105 3.50 2/1/2043 633,244 632,313 592,236 FED HM LN PC POOL Q15287 3.50 1/1/2043 132,771 132,576 124,173 FED HM LN PC POOL Q15499 3.50 2/1/2043 1,736,543 1,865,927 1,624,091 FED HM LN PC POOL Q16336 3.50 3/1/2043 1,104,104 1,186,404 1,031,920 FED HM LN PC POOL Q16644 3.50 3/1/2043 9,429 10,132 8,813 FED HM LN PC POOL Q16849 4.00 4/1/2043 1,006,473 1,086,769 966,793 FED HM LN PC POOL Q17192 3.50 4/1/2043 1,850,398 1,988,473 1,729,422 FED HM LN PC POOL Q17550 3.50 4/1/2043 703,626 754,889 657,624 FED HM LN PC POOL Q17648 3.50 4/1/2043 5,745 5,685 5,369 FED HM LN PC POOL Q18134 3.50 5/1/2043 2,837,386 2,959,451 2,651,882 FED HM LN PC POOL Q18479 4.00 5/1/2043 1,046,497 1,142,374 1,005,239 FED HM LN PC POOL Q18499 4.00 5/1/2043 1,413,591 1,524,036 1,357,860 FED HM LN PC POOL Q19289 4.00 6/1/2043 860,784 928,070 826,847 FED HM LN PC POOL Q20131 3.50 7/1/2043 2,338 2,509 2,185 FED HM LN PC POOL Q21243 3.50 8/1/2043 170,252 178,212 159,121 FED HM LN PC POOL Q22089 4.00 10/1/2043 854,200 931,223 820,523 FED HM LN PC POOL Q22593 4.00 10/1/2043 2,133,809 2,329,802 2,049,683 FED HM LN PC POOL Q22663 4.00 10/1/2043 160,382 170,106 154,059 FED HM LN PC POOL Q23277 4.00 12/1/2043 242,886 257,195 233,311 FED HM LN PC POOL Q23332 4.00 12/1/2043 855,187 933,823 821,471 FED HM LN PC POOL Q23341 4.00 11/1/2043 810,646 883,996 778,686 FED HM LN PC POOL Q24189 4.00 1/1/2039 994,200 1,081,986 955,003 FED HM LN PC POOL Q24519 4.00 1/1/2044 709,887 774,067 681,900 FED HM LN PC POOL Q24521 4.00 1/1/2044 496,907 533,400 477,316 FED HM LN PC POOL Q24754 4.00 2/1/2039 383,894 417,072 368,347 FED HM LN PC POOL Q25223 4.00 3/1/2039 340,364 370,468 326,580 FED HM LN PC POOL Q26024 4.00 5/1/2039 92,693 99,847 89,671 FED HM LN PC POOL Q29009 4.00 10/1/2039 195,958 209,046 192,198 FED HM LN PC POOL Q29056 4.00 10/1/2044 56,972 59,104 54,664 FED HM LN PC POOL Q29974 4.00 11/1/2039 423,532 461,119 406,379 FED HM LN PC POOL Q30023 3.50 11/1/2044 61,811 64,918 57,814 FED HM LN PC POOL Q30380 4.00 12/1/2039 45,768 49,118 44,890 FED HM LN PC POOL Q31111 3.50 1/1/2045 30,557 32,041 28,581 FED HM LN PC POOL Q32954 3.00 4/1/2045 42,516 44,778 38,087 FED HM LN PC POOL Q33094 3.50 5/1/2045 218 232 202
FED HM LN PC POOL Q33538 4.00 5/1/2045 1,056,172 1,130,358 1,012,972 FED HM LN PC POOL Q33712 3.50 5/1/2045 213,797 224,043 198,539 FED HM LN PC POOL Q33839 3.50 6/1/2045 7,114,412 7,570,660 6,606,688 FED HM LN PC POOL Q33925 4.00 6/1/2045 94,754 102,508 90,878 FED HM LN PC POOL Q34077 3.50 6/1/2041 627,612 667,020 582,822 FED HM LN PC POOL Q34167 4.00 6/1/2045 209,294 226,766 200,732 FED HM LN PC POOL Q34469 4.00 6/1/2045 670,793 719,114 643,356 FED HM LN PC POOL Q34781 4.00 7/1/2045 2,423,866 2,623,248 2,324,725 FED HM LN PC POOL Q34871 3.50 7/1/2045 1,005,483 1,076,771 933,726 FED HM LN PC POOL Q34896 3.50 7/1/2040 1,586,110 1,695,264 1,472,916 FED HM LN PC POOL Q34954 3.50 7/1/2045 857,698 915,475 796,488 FED HM LN PC POOL Q34967 4.00 7/1/2045 101,653 106,179 97,495 FED HM LN PC POOL Q35069 4.00 8/1/2045 1,848 2,001 1,772

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL Q35511 3.50 8/1/2040 6,346,060 6,797,754 5,893,170 FED HM LN PC POOL Q36624 3.50 10/1/2045 2,724,548 2,901,081 2,530,109 FED HM LN PC POOL Q36970 4.00 10/1/2045 242,948 262,217 233,010 FED HM LN PC POOL Q37418 3.50 11/1/2045 7,837,504 8,301,791 7,278,176 FED HM LN PC POOL Q37485 3.00 11/1/2045 25,313 26,642 22,677 FED HM LN PC POOL Q37993 4.00 12/1/2045 544,747 568,869 522,462 FED HM LN PC POOL Q38945 4.00 2/1/2046 44,953 48,075 43,114 FED HM LN PC POOL Q39499 4.00 3/1/2046 52,321 56,488 49,939 FED HM LN PC POOL Q40366 3.50 5/1/2046 198,330 209,632 183,328 FED HM LN PC POOL Q40927 4.00 6/1/2046 282,723 293,445 269,854 FED HM LN PC POOL Q41537 3.00 7/1/2046 3,306,042 3,477,311 2,962,412 FED HM LN PC POOL Q41898 3.50 7/1/2046 418,256 440,634 386,618 FED HM LN PC POOL Q42089 4.00 7/1/2046 99,073 102,840 94,947 FED HM LN PC POOL Q42278 3.50 8/1/2046 45,234 47,687 41,812 FED HM LN PC POOL Q43428 3.00 8/1/2046 1,938,442 2,040,109 1,736,960 FED HM LN PC POOL Q43618 3.00 10/1/2046 349,640 367,891 313,298 FED HM LN PC POOL Q43734 3.00 10/1/2046 423,573 445,700 379,547 FED HM LN PC POOL Q44033 3.00 11/1/2046 3,268,139 3,428,543 2,928,448 FED HM LN PC POOL Q44452 3.00 11/1/2046 463,399 486,904 414,148 FED HM LN PC POOL Q44569 3.00 11/1/2046 143,662 150,784 128,730 FED HM LN PC POOL Q44652 3.00 12/1/2046 2,106,334 2,217,239 1,887,401 FED HM LN PC POOL Q44655 3.00 12/1/2046 285,745 300,565 256,044 FED HM LN PC POOL Q44663 3.00 11/1/2046 5,398,642 5,679,186 4,837,507 FED HM LN PC POOL Q44665 3.00 11/1/2046 823,080 864,577 737,529 FED HM LN PC POOL Q44813 3.00 12/1/2046 29,733 31,275 26,643 FED HM LN PC POOL Q45094 3.00 12/1/2046 88,151 92,729 78,989 FED HM LN PC POOL Q45176 3.00 1/1/2047 67,444 70,968 60,433 FED HM LN PC POOL Q45199 4.00 1/1/2047 64,579 69,407 61,639 FED HM LN PC POOL Q45252 3.00 1/1/2047 1,065,577 1,121,181 954,821 FED HM LN PC POOL Q45511 3.00 1/1/2047 52,035 54,723 46,627 FED HM LN PC POOL Q45638 3.00 1/1/2047 269,920 283,789 241,865 FED HM LN PC POOL Q45644 3.00 1/1/2047 4,724,938 4,968,719 4,233,827 FED HM LN PC POOL Q45735 3.00 1/1/2047 16,931,754 17,788,508 15,171,864 FED HM LN PC POOL Q45872 3.00 1/1/2047 350,885 368,585 314,414 FED HM LN PC POOL Q45878 3.00 12/1/2046 2,339,688 2,458,118 2,096,501 FED HM LN PC POOL Q45930 3.00 2/1/2047 26,302 27,652 23,568 FED HM LN PC POOL Q46241 3.00 1/1/2047 144,503 152,525 129,483 FED HM LN PC POOL Q46272 3.00 2/1/2047 8,419,385 8,848,926 7,544,273 FED HM LN PC POOL Q46441 3.00 2/1/2047 1,819,338 1,912,780 1,630,236 FED HM LN PC POOL Q47342 3.50 4/1/2047 1,292,061 1,382,972 1,197,423 FED HM LN PC POOL Q49356 3.50 7/1/2047 10,811,430 11,573,428 10,019,541 FED HM LN PC POOL Q49485 3.50 7/1/2047 3,697,622 3,945,611 3,426,787 FED HM LN PC POOL Q49504 3.50 7/1/2047 15,316,082 16,000,454 14,226,155 FED HM LN PC POOL Q49901 3.50 8/1/2047 9,668,965 9,939,167 8,960,756 FED HM LN PC POOL Q50827 3.50 9/1/2047 12,828,830 13,734,911 11,889,175 FED HM LN PC POOL Q50920 3.50 9/1/2047 3,126,020 3,347,337 2,897,053 FED HM LN PC POOL Q51044 3.50 9/1/2047 482,184 510,714 446,866 FED HM LN PC POOL Q51109 3.50 10/1/2047 535,357 521,057 494,632 FED HM LN PC POOL Q51334 4.00 10/1/2047 47,873 48,529 45,627

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL Q51789 4.00 11/1/2047 3,959,538 4,282,700 3,786,105 FED HM LN PC POOL Q51914 3.50 11/1/2047 165,473 161,051 152,886 FED HM LN PC POOL Q52081 3.50 11/1/2047 255,886 249,081 236,421 FED HM LN PC POOL Q52189 3.50 11/1/2047 277,980 270,551 256,834 FED HM LN PC POOL Q52315 4.00 11/1/2047 8,475,124 9,453,486 8,144,530 FED HM LN PC POOL Q52554 4.00 11/1/2047 889,288 947,039 847,565 FED HM LN PC POOL Q52562 3.50 12/1/2047 669,886 651,974 618,927 FED HM LN PC POOL Q52890 3.50 12/1/2047 3,659,614 3,771,713 3,381,234 FED HM LN PC POOL Q53286 3.50 1/1/2048 824,783 842,826 764,371 FED HM LN PC POOL Q53313 3.50 1/1/2048 20,457,949 21,644,651 18,959,494 FED HM LN PC POOL Q53499 4.00 1/1/2048 3,581,561 3,859,694 3,424,684 FED HM LN PC POOL Q53500 3.50 1/1/2048 15,638,178 16,748,380 14,492,750 FED HM LN PC POOL Q53571 3.50 1/1/2048 233,898 227,641 216,106 FED HM LN PC POOL Q53987 3.50 2/1/2048 15,049,922 16,099,264 13,947,582 FED HM LN PC POOL Q53996 3.50 2/1/2048 1,865,589 1,997,046 1,728,943 FED HM LN PC POOL Q54231 3.50 2/1/2048 7,215,429 7,661,201 6,686,931 FED HM LN PC POOL Q54233 3.50 2/1/2048 2,718,056 2,909,452 2,518,970 FED HM LN PC POOL Q54554 3.50 2/1/2048 5,282,761 5,639,905 4,893,807 FED HM LN PC POOL Q54556 3.50 3/1/2048 2,619,626 2,805,119 2,426,751 FED HM LN PC POOL Q54646 3.50 3/1/2048 113,695 110,695 105,040 FED HM LN PC POOL Q54667 4.00 3/1/2048 1,046,728 1,111,377 996,973 FED HM LN PC POOL Q54740 3.50 3/1/2048 218,453 212,602 201,823 FED HM LN PC POOL Q54743 3.50 3/1/2048 3,200,824 3,115,523 2,957,158 FED HM LN PC POOL Q54748 3.50 3/1/2048 6,799,350 7,272,781 6,298,734 FED HM LN PC POOL Q54754 3.50 3/1/2048 3,475,017 3,717,707 3,219,162 FED HM LN PC POOL Q54783 3.50 3/1/2048 3,208,469 3,431,004 2,972,239 FED HM LN PC POOL Q54812 3.50 3/1/2048 22,289,039 23,791,153 20,647,964 FED HM LN PC POOL Q54832 3.50 3/1/2048 4,440,368 4,322,034 4,102,341 FED HM LN PC POOL Q54925 4.00 3/1/2048 3,021,150 3,242,636 2,887,468 FED HM LN PC POOL Q55052 3.50 4/1/2048 1,049,355 1,021,237 969,472 FED HM LN PC POOL Q55220 3.50 4/1/2048 289,201 281,452 267,185 FED HM LN PC POOL Q55303 4.00 4/1/2048 22,337,944 24,021,465 21,349,517 FED HM LN PC POOL Q55650 3.50 4/1/2048 232,237 226,014 214,558 FED HM LN PC POOL Q56064 4.00 5/1/2048 48,114 51,036 45,826 FED HM LN PC POOL Q56195 4.00 5/1/2048 878,989 891,078 837,206 FED HM LN PC POOL Q56225 3.50 5/1/2048 491,780 478,596 454,343 FED HM LN PC POOL Q56369 3.50 5/1/2048 5,975,384 5,815,975 5,520,502 FED HM LN PC POOL Q57797 4.00 8/1/2048 928,896 941,692 884,735 FED HM LN PC POOL Q57834 4.00 8/1/2048 37,912,052 40,554,156 36,234,489 FED HM LN PC POOL Q58277 3.50 9/1/2048 1,077,955 1,048,995 995,855 FED HM LN PC POOL Q58413 4.00 9/1/2048 11,104,251 11,276,945 10,612,468 FED HM LN PC POOL Q58478 4.00 9/1/2048 22,321,273 23,876,326 21,332,711 FED HM LN PC POOL Q58648 4.00 9/1/2048 2,384,377 2,421,146 2,278,778 FED HM LN PC POOL Q58741 4.00 9/1/2048 1,368,145 1,463,726 1,307,552 FED HM LN PC POOL Q58806 4.00 8/1/2048 675,021 681,802 645,126 FED HM LN PC POOL Q58974 4.00 10/1/2048 1,351,937 1,357,307 1,292,063 FED HM LN PC POOL Q59044 4.50 9/1/2048 15,000,621 15,430,222 14,705,123 FED HM LN PC POOL Q59065 4.00 10/1/2048 19,837,226 19,916,028 18,958,677 FED HM LN PC POOL Q59077 4.00 10/1/2048 2,999,983 3,011,900 2,867,120

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL Q59367 4.00 10/1/2048 7,069,299 7,095,435 6,756,215 FED HM LN PC POOL Q59742 4.00 11/1/2048 23,945,950 24,087,666 22,885,435 FED HM LN PC POOL Q59962 3.50 7/1/2048 25,376,298 26,182,835 23,565,304 FED HM LN PC POOL Q63540 3.50 5/1/2049 2,286,569 2,359,451 2,107,808 FED HM LN PC POOL QA0958 3.00 7/1/2049 2,264,680 2,396,688 2,019,202 FED HM LN PC POOL QA1204 3.00 7/1/2049 6,311,528 6,361,591 5,605,042 FED HM LN PC POOL QA1207 3.00 7/1/2049 5,456,776 5,505,979 4,865,293 FED HM LN PC POOL QA4907 3.00 6/1/2049 2,653,185 2,746,953 2,374,546 FED HM LN PC POOL QA5410 3.00 12/1/2049 808,982 819,094 718,428 FED HM LN PC POOL QB2765 2.50 9/1/2050 19,105,095 20,068,683 16,275,014 FED HM LN PC POOL QB6834 2.50 12/1/2050 12,456,832 13,082,008 10,607,717 FED HM LN PC POOL QB6890 2.00 12/1/2050 36,380 31,794 29,655 FED HM LN PC POOL QB7011 2.50 12/1/2050 7,098,232 7,336,715 6,044,557 FED HM LN PC POOL QB7592 2.50 1/1/2051 28,793,438 30,110,849 24,517,058 FED HM LN PC POOL QB7982 2.50 1/1/2051 96,380,105 101,149,284 82,073,263 FED HM LN PC POOL QB8063 2.50 1/1/2051 6,903,007 7,229,242 5,878,312 FED HM LN PC POOL QB8296 2.00 2/1/2051 385,706 337,241 314,402 FED HM LN PC POOL QB8670 2.50 2/1/2051 24,655,338 25,869,923 20,993,546 FED HM LN PC POOL QC0462 2.00 4/1/2051 18,421,404 18,528,038 15,013,678 FED HM LN PC POOL QC1643 2.50 4/1/2051 1,250,501 1,297,256 1,070,207 FED HM LN PC POOL QC1698 2.50 3/1/2051 984,275 1,021,068 835,514 FED HM LN PC POOL QC1899 1.50 5/1/2046 19,371,640 19,150,872 15,038,191 FED HM LN PC POOL QC2170 1.50 5/1/2051 3,959,909 3,900,571 3,074,074 FED HM LN PC POOL QC2177 1.50 5/1/2051 2,298,618 2,264,341 1,776,378 FED HM LN PC POOL QC5537 2.50 8/1/2051 28,412,365 29,426,398 24,112,676 FED HM LN PC POOL QC6342 2.50 9/1/2051 10,456,665 10,837,609 8,898,005 FED HM LN PC POOL QC7270 2.50 9/1/2051 20,002,739 20,727,047 16,974,917 FED HM LN PC POOL QC9224 2.00 10/1/2051 2,917,598 2,801,661 2,390,416 FED HM LN PC POOL QD1451 1.50 11/1/2051 28,375,511 27,825,377 22,010,461 FED HM LN PC POOL QD2068 2.00 12/1/2051 96,766,490 96,393,670 79,324,682 FED HM LN PC POOL QD5035 2.00 1/1/2052 29,008,733 25,358,703 23,642,485 FED HM LN PC POOL QD6061 2.00 1/1/2052 30,468,729 29,808,994 24,957,952 FED HM LN PC POOL QD6064 2.00 2/1/2052 12,039,031 11,774,731 9,861,571 FED HM LN PC POOL QD6065 2.50 2/1/2052 16,167,237 16,193,105 13,766,804 FED HM LN PC POOL QD6081 3.00 2/1/2052 18,558,076 18,975,161 16,388,007 FED HM LN PC POOL QD6091 3.00 1/1/2052 18,045,315 18,470,959 15,935,205 FED HM LN PC POOL QD6092 2.50 1/1/2052 24,608,376 24,614,785 20,879,585 FED HM LN PC POOL QD7338 2.00 2/1/2052 44,625 42,948 36,363 FED HM LN PC POOL QD8418 2.00 3/1/2052 389,140 375,543 319,692 FED HM LN PC POOL QF3337 3.50 11/1/2052 496,417 462,359 452,137 FED HM LN PC POOL QF5899 6.00 1/1/2053 2,579,432 2,632,146 2,603,624 FED HM LN PC POOL QF6185 5.00 1/1/2053 16,390,217 16,363,666 16,056,035 FED HM LN PC POOL QK0571 2.00 12/1/2040 27,720,528 28,718,786 23,534,951 FED HM LN PC POOL QK0575 2.00 12/1/2040 20,922,202 21,675,642 17,763,118 FED HM LN PC POOL QK0599 2.00 1/1/2041 27,220,623 28,201,467 23,110,528 FED HM LN PC POOL QK0839 2.00 6/1/2041 25,288,965 25,792,228 21,481,614 FED HM LN PC POOL QK1092 2.50 9/1/2041 12,141,029 12,642,717 10,609,935 FED HM LN PC POOL QK1219 2.50 11/1/2041 20,882,369 21,602,103 18,239,870 FED HM LN PC POOL QK1278 2.50 1/1/2042 15,931,316 16,397,525 13,908,436

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL QK1374 2.00 2/1/2042 38,724,742 34,944,167 32,822,639 FED HM LN PC POOL QK1389 2.00 2/1/2042 21,751,233 19,656,554 18,531,872 FED HM LN PC POOL QK1392 2.50 2/1/2042 34,799,781 35,036,483 30,345,295 FED HM LN PC POOL QK1393 2.00 2/1/2042 5,224,846 4,714,761 4,451,526 FED HM LN PC POOL QK1406 2.50 3/1/2042 45,513,125 45,188,118 39,687,296 FED HM LN PC POOL QK1424 3.00 3/1/2042 22,407,461 22,870,673 20,165,731 FED HM LN PC POOL QN0571 2.00 9/1/2034 611,882 631,799 545,829 FED HM LN PC POOL RA2643 2.50 6/1/2050 88,315,505 91,371,414 75,283,321 FED HM LN PC POOL RA3808 2.00 10/1/2050 72,190,946 72,587,398 58,845,318 FED HM LN PC POOL RA3952 2.00 11/1/2050 49,156,480 49,426,497 40,069,134 FED HM LN PC POOL RA5247 2.00 5/1/2051 170,545,615 172,333,884 139,440,021 FED HM LN PC POOL RA5855 2.50 9/1/2051 24,366,609 25,302,627 20,679,171 FED HM LN PC POOL RA5923 2.50 9/1/2051 219,145,892 227,137,602 185,973,704 FED HM LN PC POOL RA6020 2.50 10/1/2051 199,510,720 206,506,311 169,310,715 FED HM LN PC POOL RA6051 2.50 7/1/2051 1,458,189 1,505,716 1,237,576 FED HM LN PC POOL RA6059 2.50 9/1/2051 6,755,650 6,973,680 5,733,307 FED HM LN PC POOL RA6358 2.00 12/1/2051 122,897,252 122,915,463 100,349,964 FED HM LN PC POOL RA6440 2.00 12/1/2051 227,036,067 226,161,345 186,043,224 FED HM LN PC POOL RA6508 2.00 12/1/2051 234,638,476 234,829,709 192,272,969 FED HM LN PC POOL RA6649 2.00 1/1/2052 134,255,151 132,184,934 109,607,436 FED HM LN PC POOL RA6709 2.50 2/1/2052 196,778,367 196,302,696 167,508,325 FED HM LN PC POOL RA6844 3.00 2/1/2052 3,251,403 3,311,994 2,871,581 FED HM LN PC POOL RA6845 3.00 12/1/2051 1,172,328 1,194,388 1,035,516 FED HM LN PC POOL RA6847 3.00 1/1/2052 1,192,184 1,218,619 1,054,238 FED HM LN PC POOL RA6848 3.00 1/1/2052 2,442,115 2,487,982 2,156,832 FED HM LN PC POOL RA6849 3.00 1/1/2052 7,442,837 7,581,518 6,574,245 FED HM LN PC POOL RA7007 2.00 3/1/2052 47,657,690 45,766,261 38,927,183 FED HM LN PC POOL RA8209 5.50 1/1/2053 73,760,136 74,752,981 73,508,025 FED HM LN PC POOL RA8297 5.00 12/1/2052 24,953,526 24,966,924 24,527,840 FED HM LN PC POOL RA8575 5.50 3/1/2053 24,923,915 24,871,869 24,838,723 FED HM LN PC POOL RA8716 5.50 4/1/2053 70,315,426 71,588,876 70,075,084 FED HM LN PC POOL RA8717 6.00 4/1/2053 22,665,942 23,315,522 22,926,858 FED HM LN PC POOL RB0713 2.00 12/1/2041 41,731,488 40,906,267 35,561,993 FED HM LN PC POOL RB5100 2.00 2/1/2041 60,315,862 62,299,660 51,199,316 FED HM LN PC POOL RB5111 2.00 5/1/2041 80,625,737 81,925,359 68,505,948 FED HM LN PC POOL RB5153 2.00 4/1/2042 55,150,494 49,799,964 46,962,164 FED HM LN PC POOL SD0007 3.00 3/1/2049 212,803,278 215,749,872 190,454,552 FED HM LN PC POOL SD0018 3.00 6/1/2049 47,385,884 49,700,908 42,409,391 FED HM LN PC POOL SD0039 4.00 2/1/2046 4,410,587 4,848,012 4,233,780 FED HM LN PC POOL SD0120 3.00 10/1/2049 12,670,526 12,978,375 11,359,022 FED HM LN PC POOL SD0121 3.00 10/1/2049 9,869,145 10,083,191 8,831,534 FED HM LN PC POOL SD0145 3.00 8/1/2047 54,291,593 57,080,714 48,592,344 FED HM LN PC POOL SD0563 2.50 3/1/2051 29,903,188 31,029,425 25,461,988 FED HM LN PC POOL SD0792 2.00 12/1/2051 56,258,915 54,787,358 46,101,001 FED HM LN PC POOL SD0793 2.00 12/1/2051 21,580,664 21,016,182 17,684,135 FED HM LN PC POOL SD0833 2.00 1/1/2052 84,247,925 82,238,612 69,010,283 FED HM LN PC POOL SD0851 2.50 1/1/2052 42,618,706 42,694,940 36,290,887 FED HM LN PC POOL SD0852 2.50 2/1/2052 126,802,562 126,991,603 107,975,534 FED HM LN PC POOL SD0870 2.00 2/1/2052 64,796,771 63,183,536 53,077,194

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL SD1815 4.50 10/1/2052 8,319,985 7,949,941 8,144,437 FED HM LN PC POOL SD1897 4.50 11/1/2052 76,763,974 76,531,425 74,773,150 FED HM LN PC POOL SD2107 3.50 12/1/2052 98,247 91,506 89,534 FED HM LN PC POOL SD7502 3.50 7/1/2049 69,536,270 72,557,118 64,289,326 FED HM LN PC POOL SD7503 3.50 8/1/2049 115,084,435 119,084,834 106,510,371 FED HM LN PC POOL SD7504 3.50 8/1/2049 235,511,952 242,812,500 216,839,227 FED HM LN PC POOL SD7515 3.00 5/1/2050 59,947,892 64,427,406 53,645,154 FED HM LN PC POOL SD7537 2.00 3/1/2051 407,237,667 411,364,519 334,453,313 FED HM LN PC POOL SD8005 3.50 8/1/2049 219,249 224,004 201,865 FED HM LN PC POOL SD8016 3.00 10/1/2049 20,183 21,068 17,924 FED HM LN PC POOL SD8030 3.00 12/1/2049 289,470 297,341 257,068 FED HM LN PC POOL SD8176 1.50 11/1/2051 20,855,893 20,451,547 16,177,605 FED HM LN PC POOL SD8179 3.00 11/1/2051 118,912 111,203 105,035 FED HM LN PC POOL SD8181 1.50 12/1/2051 28,465,433 27,913,468 22,080,211 FED HM LN PC POOL SD8190 3.00 1/1/2052 294,835 275,718 260,359 FED HM LN PC POOL SD8221 3.50 6/1/2052 132,203 123,135 120,478 FED HM LN PC POOL SD8290 6.00 1/1/2053 24,699,715 25,204,482 24,912,550 FED HM LN PC POOL SD8298 4.50 2/1/2053 14,862,399 14,611,250 14,284,395 FED HM LN PC POOL SD8301 6.00 2/1/2053 27,412,247 28,024,437 27,648,456 FED HM LN PC POOL SD8309 6.00 3/1/2053 6,040,750 6,164,204 6,092,773 FED HM LN PC POOL V61368 2.50 8/1/2023 585 585 585
FED HM LN PC POOL V81760 4.00 5/1/2045 6,070 6,519 5,822 FED HM LN PC POOL V81932 3.50 10/1/2045 37,295,961 40,036,256 34,636,212 FED HM LN PC POOL V81990 4.00 10/1/2045 207,049 223,503 198,579 FED HM LN PC POOL V83155 4.50 4/1/2047 6,350,602 6,917,056 6,223,708 FED HM LN PC POOL V84064 3.50 12/1/2047 232,200 225,991 214,673 FED HM LN PC POOL V84479 4.50 7/1/2048 100,141,730 103,516,189 98,172,942 FED HM LN PC POOL V84887 4.50 11/1/2048 42,681,049 46,115,723 41,840,272 FED HM LN PC POOL V84888 4.50 11/1/2048 42,709,838 46,356,015 41,868,494 FED HM LN PC POOL V84889 4.50 11/1/2048 41,085,878 44,593,393 40,276,524 FED HM LN PC POOL Z60026 5.00 11/1/2024 7,026 7,237 6,967 FED HM LN PC POOL Z60045 5.00 1/1/2025 21,233 21,924 21,004 FED HM LN PC POOL ZA5285 3.50 3/1/2048 32,344,723 35,485,936 30,080,137 FED HM LN PC POOL ZA5405 3.00 1/1/2047 5,397,566 5,676,098 4,830,957 FED HM LN PC POOL ZA5430 3.50 5/1/2048 12,843,503 14,091,776 11,938,210 FED HM LN PC POOL ZJ1003 4.50 1/1/2041 665,596 732,482 656,683 FED HM LN PC POOL ZJ1049 4.50 1/1/2041 450,429 496,487 444,398 FED HM LN PC POOL ZK9110 3.00 12/1/2032 2,401,766 2,437,786 2,265,888 FED HM LN PC POOL ZK9223 3.00 1/1/2033 2,355,393 2,390,804 2,222,139 FED HM LN PC POOL ZL1861 4.50 8/1/2041 1,480,303 1,632,636 1,459,547 FED HM LN PC POOL ZL2183 4.50 10/1/2041 139,804 152,624 137,864 FED HM LN PC POOL ZL3023 4.00 4/1/2042 360,477 393,251 345,919 FED HM LN PC POOL ZL3122 4.00 5/1/2042 1,005,882 1,097,384 965,259 FED HM LN PC POOL ZL3305 4.00 7/1/2042 366,913 398,603 352,095 FED HM LN PC POOL ZL3368 4.00 7/1/2042 122,271 132,156 117,333 FED HM LN PC POOL ZL3541 4.50 8/1/2042 122,348 131,115 120,631 FED HM LN PC POOL ZL4493 3.00 12/1/2042 9,758 9,722 8,821 FED HM LN PC POOL ZL5134 3.00 3/1/2043 138,214 134,211 124,934 FED HM LN PC POOL ZM0434 3.00 11/1/2045 42,517 42,607 38,150

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL ZM0496 3.00 11/1/2045 302,916 303,564 271,056 FED HM LN PC POOL ZM0578 3.00 12/1/2045 358,477 356,287 320,773 FED HM LN PC POOL ZM0811 3.50 2/1/2046 1,842,068 1,866,869 1,700,752 FED HM LN PC POOL ZM1274 3.50 5/1/2046 1,573,891 1,676,571 1,453,148 FED HM LN PC POOL ZM1348 3.00 7/1/2046 72,851 70,241 65,203 FED HM LN PC POOL ZM1779 3.00 9/1/2046 32,503,272 33,883,453 29,091,248 FED HM LN PC POOL ZM1825 3.00 8/1/2046 765,290 761,878 684,954 FED HM LN PC POOL ZM1979 3.00 10/1/2046 40,183 42,187 35,965 FED HM LN PC POOL ZM1991 3.00 10/1/2046 50,716 52,926 45,392 FED HM LN PC POOL ZM1998 3.00 11/1/2046 14,123 14,828 12,641 FED HM LN PC POOL ZM2089 3.00 11/1/2046 240,842 241,937 215,559 FED HM LN PC POOL ZM2161 3.00 12/1/2046 14,100,609 14,037,560 12,620,401 FED HM LN PC POOL ZM2168 3.00 11/1/2046 9,319,464 9,287,940 8,341,155 FED HM LN PC POOL ZM2195 3.00 12/1/2046 1,458,333 1,449,366 1,305,245 FED HM LN PC POOL ZM2285 3.00 12/1/2046 11,766,728 11,714,114 10,531,518 FED HM LN PC POOL ZM2296 3.50 12/1/2046 7,948 8,395 7,338 FED HM LN PC POOL ZM2365 3.00 11/1/2046 10,968 11,515 9,817 FED HM LN PC POOL ZM2428 3.00 1/1/2047 17,085 17,122 15,291 FED HM LN PC POOL ZM2429 3.00 1/1/2047 7,615,483 8,150,863 6,816,049 FED HM LN PC POOL ZM2443 3.00 1/1/2047 5,042,186 5,053,090 4,512,884 FED HM LN PC POOL ZM2542 3.00 2/1/2047 332,477 320,385 297,575 FED HM LN PC POOL ZM2558 3.00 1/1/2047 44,343 44,439 39,688 FED HM LN PC POOL ZM2778 3.00 3/1/2047 12,911 12,441 11,555 FED HM LN PC POOL ZM3309 3.50 5/1/2047 4,038,615 4,201,512 3,742,583 FED HM LN PC POOL ZM3806 3.50 8/1/2047 19,690,076 21,003,427 18,226,266 FED HM LN PC POOL ZM4703 3.00 11/1/2047 2,080,289 2,004,241 1,861,816 FED HM LN PC POOL ZM5169 3.50 9/1/2047 7,880,557 8,646,198 7,333,102 FED HM LN PC POOL ZM5587 3.50 2/1/2048 4,265,207 4,599,102 3,952,566 FED HM LN PC POOL ZM6545 3.50 5/1/2048 2,176,925 2,388,487 2,023,481 FED HM LN PC POOL ZM7659 4.00 8/1/2048 11,488,684 12,393,529 10,980,859 FED HM LN PC POOL ZM8299 4.00 9/1/2048 8,381 8,426 7,973 FED HM LN PC POOL ZN4430 3.50 1/1/2049 2,065,779 2,092,151 1,907,301 FED HM LN PC POOL ZN4636 3.00 10/1/2048 7,187,097 7,541,410 6,432,304 FED HM LN PC POOL ZN4664 3.00 4/1/2047 40,811,205 42,875,153 36,527,057 FED HM LN PC POOL ZN5108 3.00 4/1/2049 155,183 156,424 137,812 FED HM LN PC POOL ZS2543 5.00 2/1/2033 2,782,074 3,067,212 2,775,086 FED HM LN PC POOL ZS2728 4.50 7/1/2039 7,298,602 8,029,275 7,203,942 FED HM LN PC POOL ZS2793 5.00 4/1/2035 9,495,137 10,651,223 9,472,302 FED HM LN PC POOL ZS3635 4.50 6/1/2041 2,866,418 3,196,170 2,830,829 FED HM LN PC POOL ZS3659 3.00 12/1/2042 8,898 9,121 8,044 FED HM LN PC POOL ZS3686 3.00 11/1/2042 23,574 23,487 21,311 FED HM LN PC POOL ZS4038 4.00 5/1/2042 2,466,450 2,706,627 2,369,005 FED HM LN PC POOL ZS4609 3.00 4/1/2045 29,304 29,366 26,222 FED HM LN PC POOL ZS4625 3.00 8/1/2045 7,544 7,559 6,750 FED HM LN PC POOL ZS4650 3.00 2/1/2046 39,562 39,647 35,401 FED HM LN PC POOL ZS4652 4.00 2/1/2046 17,898,588 19,317,280 17,146,934 FED HM LN PC POOL ZS4655 3.50 3/1/2046 6,116,350 6,505,319 5,647,128 FED HM LN PC POOL ZS4658 3.00 4/1/2046 5,124 5,258 4,587 FED HM LN PC POOL ZS4662 3.00 5/1/2046 1,962,999 2,064,664 1,756,933

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FED HM LN PC POOL ZS4667 3.00 6/1/2046 3,076,171 3,057,363 2,753,251 FED HM LN PC POOL ZS4669 4.00 6/1/2046 20,558,242 22,190,023 19,601,535 FED HM LN PC POOL ZS4671 3.00 8/1/2046 33,482 32,282 29,968 FED HM LN PC POOL ZS4672 3.50 8/1/2046 4,861,760 4,927,436 4,488,785 FED HM LN PC POOL ZS4677 3.00 9/1/2046 5,533,989 5,512,685 4,953,059 FED HM LN PC POOL ZS4682 3.00 10/1/2046 14,471 13,952 12,952 FED HM LN PC POOL ZS4688 3.00 11/1/2046 186,421 186,221 166,852 FED HM LN PC POOL ZS4693 3.00 12/1/2046 2,536,510 2,662,095 2,266,925 FED HM LN PC POOL ZS4697 3.00 1/1/2047 2,267,430 2,304,785 2,029,407 FED HM LN PC POOL ZS4703 3.00 2/1/2047 9,322,666 9,809,303 8,344,021 FED HM LN PC POOL ZS4706 3.00 3/1/2047 444,583 444,560 397,913 FED HM LN PC POOL ZS4712 3.00 4/1/2047 32,850,322 33,763,836 29,401,866 FED HM LN PC POOL ZS4721 3.00 6/1/2047 568,654 597,143 508,934 FED HM LN PC POOL ZS4734 3.00 9/1/2047 8,934,610 9,023,348 7,996,292 FED HM LN PC POOL ZS4750 3.00 1/1/2048 17,605,046 17,837,010 15,756,154 FED HM LN PC POOL ZS4758 3.00 3/1/2048 4,343,726 4,501,954 3,887,546 FED HM LN PC POOL ZS4779 3.00 6/1/2048 3,977,855 4,122,744 3,534,589 FED HM LN PC POOL ZT0049 4.00 4/1/2044 9,550,170 10,418,139 9,164,482 FED HM LN PC POOL ZT0230 3.00 11/1/2046 8,823 8,506 7,897 FED HM LN PC POOL ZT0326 3.50 3/1/2048 26,947,943 29,564,962 25,061,208 FED HM LN PC POOL ZT0504 3.00 4/1/2047 76,645,587 73,892,329 68,499,560 FED HM LN PC POOL ZT0520 3.00 4/1/2047 39,868,658 41,921,962 35,683,453 FED HM LN PC POOL ZT0540 4.00 6/1/2048 18,494,545 20,440,020 17,752,576 FED HM LN PC POOL ZT1548 3.00 11/1/2048 203,776 206,310 181,068 FED HM LN PC POOL ZT1631 3.00 7/1/2047 21,975 23,074 19,668 FED HM LN PC POOL ZT1682 3.00 1/1/2047 72,306,783 74,035,269 64,716,392 FED HM LN PC POOL ZT2101 3.00 4/1/2048 33,131,074 33,741,409 29,651,629 FHLMC GNMA 7.00 3/25/2024 1,879 1,881 1,870
FHLMC MULTIFAMILY STRUCTURED P 3.51 3/25/2029 8,060,000 9,060,183 7,635,878 FHLMC MULTIFAMILY STRUCTURED P 3.77 12/25/2028 10,870,000 12,321,353 10,449,475 FHLMC MULTIFAMILY STRUCTURED P 1.00 10/25/2028 28,520,939 32,461,433 27,486,895 FHLMC MULTIFAMILY STRUCTURED P 1.00 7/25/2028 1,546,000 1,745,889 1,501,543 FHLMC MULTIFAMILY STRUCTURED P 3.85 6/25/2028 6,000,000 6,736,064 5,808,610 FHLMC MULTIFAMILY STRUCTURED P 1.00 5/25/2028 9,536,000 10,692,514 9,231,431 FHLMC MULTIFAMILY STRUCTURED P 3.28 8/25/2027 19,479,000 21,012,794 18,450,478 FIVE 2023 V1 1.00 2/10/2056 41,431,783 1,450,855 1,338,980 FNMA POOL 050775 7.50 8/1/2023 14 14 14
FNMA POOL 050996 7.50 2/1/2024 23 23 23
FNMA POOL 190396 1.00 6/1/2039 2,579 2,834 2,546
FNMA POOL 190400 1.00 11/1/2039 9,535,320 10,286,289 9,411,652 FNMA POOL 190404 1.00 5/1/2040 5,328 5,865 5,256
FNMA POOL 190405 1.00 10/1/2040 38,366 41,751 36,851
FNMA POOL 250549 6.00 4/1/2026 18,610 19,682 18,517
FNMA POOL 254198 6.00 2/1/2032 2,607 2,949 2,686
FNMA POOL 254740 6.00 3/1/2033 16,013 17,445 16,664
FNMA POOL 254981 6.00 11/1/2033 805 812 838
FNMA POOL 254984 6.00 12/1/2033 19,144 21,897 19,922
FNMA POOL 254998 4.50 11/1/2023 58 59 58
FNMA POOL 255070 6.00 1/1/2034 3,596 3,626 3,742

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL 255217 4.50 4/1/2024 628 638 622
FNMA POOL 255267 6.00 6/1/2034 13,102 15,003 13,661
FNMA POOL 255311 6.00 7/1/2034 57,924 66,399 60,393
FNMA POOL 255364 6.00 9/1/2034 3,789 3,823 3,951
FNMA POOL 255898 5.00 10/1/2035 1,542 1,607 1,544
FNMA POOL 256393 6.00 9/1/2036 816 861 856
FNMA POOL 256672 5.00 4/1/2037 461 481 463
FNMA POOL 256749 6.00 6/1/2037 1,125 1,190 1,184
FNMA POOL 256956 5.00 10/1/2037 2,923 3,050 2,940
FNMA POOL 257043 6.00 1/1/2038 218 231 230
FNMA POOL 257047 5.50 1/1/2028 32,803 33,743 32,627
FNMA POOL 257062 5.00 1/1/2038 1,229 1,282 1,236
FNMA POOL 257126 6.00 3/1/2028 14,994 15,452 15,061
FNMA POOL 257230 5.00 6/1/2038 833 872 839
FNMA POOL 257252 6.00 6/1/2028 13,718 14,153 13,779
FNMA POOL 257325 5.50 8/1/2028 27,453 28,308 27,356
FNMA POOL 257372 6.00 9/1/2028 9,329 9,635 9,380
FNMA POOL 257452 6.00 11/1/2028 2,855 2,951 2,874
FNMA POOL 257500 6.00 11/1/2028 18,437 19,055 18,565
FNMA POOL 276644 7.50 6/1/2024 21 21 21
FNMA POOL 310098 1.00 6/1/2036 70,520 77,138 69,531
FNMA POOL 323541 1.00 2/1/2029 28,456 30,968 29,074
FNMA POOL 323881 1.00 7/1/2029 27,001 29,438 27,588
FNMA POOL 333499 6.00 11/1/2025 6,387 6,414 6,352
FNMA POOL 339175 6.00 3/1/2026 8,498 9,002 8,459
FNMA POOL 339832 6.00 3/1/2026 11,352 11,978 11,287
FNMA POOL 345830 6.00 5/1/2026 1,178 1,245 1,175
FNMA POOL 346285 6.00 5/1/2026 140 148 140
FNMA POOL 357263 6.00 9/1/2032 15,549 17,392 16,156
FNMA POOL 357604 6.00 8/1/2034 10,509 10,599 10,957
FNMA POOL 357641 5.00 11/1/2034 527,529 590,172 527,107 FNMA POOL 357746 6.00 4/1/2035 1,783 2,035 1,859
FNMA POOL 357778 6.00 5/1/2035 727 814 759
FNMA POOL 368933 6.00 3/1/2025 1,207 1,258 1,201
FNMA POOL 428297 6.00 5/1/2028 6,087 6,529 6,219
FNMA POOL 452481 6.00 11/1/2028 24 26 25
FNMA POOL 453107 6.00 1/1/2029 102 102 104
FNMA POOL 453862 6.00 12/1/2028 4,019 4,324 4,106
FNMA POOL 456078 6.00 12/1/2028 1,134 1,233 1,159
FNMA POOL 481451 6.00 2/1/2029 12,281 13,575 12,548
FNMA POOL 481570 6.00 2/1/2029 7,525 8,190 7,688
FNMA POOL 481623 6.00 1/1/2029 29,700 32,040 30,345
FNMA POOL 486203 6.00 2/1/2029 7,335 7,362 7,494
FNMA POOL 535899 1.00 4/1/2031 696 755 711
FNMA POOL 545993 1.00 11/1/2032 9,971 11,297 10,360
FNMA POOL 555178 1.00 1/1/2033 1,698 1,924 1,764
FNMA POOL 555417 1.00 5/1/2033 383 435 398
FNMA POOL 589083 6.00 10/1/2031 70,137 76,275 72,271
FNMA POOL 589085 6.50 9/1/2031 28,258 30,672 29,399

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL 625146 6.00 2/1/2032 3,378 3,821 3,481
FNMA POOL 626935 6.00 1/1/2032 53,668 58,341 55,301
FNMA POOL 627002 6.50 7/1/2032 42,098 45,781 43,800
FNMA POOL 630176 6.00 2/1/2032 18,407 20,025 19,125
FNMA POOL 635141 6.00 7/1/2032 10,353 10,431 10,757
FNMA POOL 657023 6.00 9/1/2032 51,617 56,152 53,630
FNMA POOL 660677 6.00 10/1/2032 1,357 1,481 1,410
FNMA POOL 663224 6.00 10/1/2032 5,907 5,964 6,137
FNMA POOL 666501 6.00 11/1/2032 35,299 38,431 36,675
FNMA POOL 670401 6.00 6/1/2032 2,099 2,373 2,181
FNMA POOL 678122 6.00 1/1/2033 5,260 5,750 5,465
FNMA POOL 678914 6.00 1/1/2033 7,594 7,654 7,890
FNMA POOL 679539 6.00 3/1/2033 4,129 4,501 4,297
FNMA POOL 682302 4.50 7/1/2033 119,022 126,352 117,153
FNMA POOL 682321 4.50 8/1/2033 433,806 466,905 426,994
FNMA POOL 682322 4.50 8/1/2033 20,434 21,989 20,113
FNMA POOL 682337 4.50 9/1/2033 519,332 558,507 511,178
FNMA POOL 682360 4.50 9/1/2033 89,638 95,185 88,231
FNMA POOL 684025 6.00 2/1/2033 1,954 1,969 2,030
FNMA POOL 686225 6.00 2/1/2033 65,308 73,801 67,854
FNMA POOL 693856 6.00 3/1/2033 378 381 393
FNMA POOL 701202 6.00 4/1/2033 34,986 38,321 36,408
FNMA POOL 702039 6.00 5/1/2033 5,858 6,412 6,096
FNMA POOL 707281 6.00 5/1/2033 38,331 43,472 39,889
FNMA POOL 720001 6.00 6/1/2033 33,640 36,907 35,007
FNMA POOL 721130 6.00 8/1/2034 705 769 735
FNMA POOL 725027 1.00 11/1/2033 2,860,736 3,197,000 2,853,851 FNMA POOL 725237 1.00 3/1/2034 3,693 4,216 3,843
FNMA POOL 725690 1.00 8/1/2034 483,015 553,702 503,604
FNMA POOL 725703 1.00 8/1/2034 9,942 10,030 10,346
FNMA POOL 725938 1.00 11/1/2034 12,904 13,018 13,454
FNMA POOL 730570 6.00 8/1/2033 12,339 13,450 12,841
FNMA POOL 733462 6.00 8/1/2033 11,886 13,232 12,369
FNMA POOL 733868 6.00 12/1/2032 3,614 3,642 3,755
FNMA POOL 735036 1.00 12/1/2034 5,271,596 6,005,232 5,358,923 FNMA POOL 735061 1.00 11/1/2034 2,708 2,732 2,823
FNMA POOL 735271 1.00 1/1/2035 20,048 22,969 20,903
FNMA POOL 735288 1.00 3/1/2035 93,121 104,347 93,047
FNMA POOL 735502 1.00 4/1/2035 449,082 515,605 468,224
FNMA POOL 735503 1.00 4/1/2035 1,608,598 1,846,644 1,673,970 FNMA POOL 735580 1.00 6/1/2035 116,722 130,833 116,628
FNMA POOL 735669 1.00 4/1/2035 9,928,717 10,852,390 9,920,779 FNMA POOL 735676 1.00 7/1/2035 2,839,326 3,183,701 2,837,056 FNMA POOL 735894 1.00 9/1/2035 8,093 8,508 8,269
FNMA POOL 738492 6.00 10/1/2033 13,723 13,834 14,280
FNMA POOL 741388 6.00 9/1/2033 3,668 4,007 3,817
FNMA POOL 741858 6.00 9/1/2033 3,154 3,180 3,282
FNMA POOL 742265 6.00 11/1/2033 15,672 17,108 16,309
FNMA POOL 743045 6.00 10/1/2033 949 1,038 988

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL 745230 1.00 5/1/2035 3,146 3,317 3,281
FNMA POOL 745736 1.00 12/1/2035 12,153 12,782 12,417
FNMA POOL 745755 1.00 12/1/2035 80,670 90,515 80,606
FNMA POOL 747330 6.00 10/1/2033 19,071 21,788 19,846
FNMA POOL 747417 6.00 10/1/2033 38,642 43,892 40,212
FNMA POOL 748422 6.00 8/1/2033 3,774 4,161 3,927
FNMA POOL 748807 6.00 12/1/2033 123,220 140,871 128,228 FNMA POOL 749047 6.00 10/1/2033 2,793 3,049 2,906
FNMA POOL 750502 6.00 12/1/2033 43,730 48,833 45,507
FNMA POOL 753098 6.00 12/1/2033 21,738 24,828 22,622
FNMA POOL 754140 6.00 12/1/2033 17,940 19,780 18,669
FNMA POOL 756798 6.00 11/1/2033 84,867 92,459 88,316
FNMA POOL 757266 5.50 10/1/2034 461,202 524,260 468,842 FNMA POOL 757748 6.00 9/1/2034 424 465 442
FNMA POOL 759001 6.00 1/1/2034 18,974 20,990 19,745
FNMA POOL 759090 6.00 1/1/2034 2,452 2,473 2,552
FNMA POOL 759282 6.00 1/1/2034 1,626 1,792 1,692
FNMA POOL 762875 6.00 9/1/2033 33,801 36,880 35,175
FNMA POOL 763857 6.00 2/1/2034 2,329 2,596 2,428
FNMA POOL 767402 6.00 1/1/2034 496 500 516
FNMA POOL 769017 6.00 12/1/2031 2,253 2,447 2,302
FNMA POOL 772540 6.00 4/1/2034 20,061 21,893 20,916
FNMA POOL 773133 6.00 6/1/2034 5,061 5,531 5,276
FNMA POOL 776798 6.00 8/1/2034 2,576 2,599 2,686
FNMA POOL 776837 6.00 9/1/2034 9,660 11,049 10,072
FNMA POOL 777504 6.00 8/1/2034 7,472 8,191 7,790
FNMA POOL 779451 6.00 6/1/2034 10,378 11,879 10,820
FNMA POOL 781662 6.00 2/1/2035 769 848 802
FNMA POOL 781752 6.00 9/1/2034 83 95 87
FNMA POOL 781753 6.00 9/1/2034 1,851 2,110 1,930
FNMA POOL 781776 6.00 10/1/2034 2,477 2,498 2,583
FNMA POOL 784326 6.00 11/1/2034 1,668 1,825 1,740
FNMA POOL 787591 6.00 8/1/2034 6,758 7,380 7,046
FNMA POOL 788049 6.00 10/1/2034 48,605 53,707 50,676
FNMA POOL 789249 6.00 10/1/2034 57,178 63,342 59,616
FNMA POOL 789712 6.00 9/1/2034 732 738 763
FNMA POOL 789716 6.00 9/1/2034 6,901 7,640 7,195
FNMA POOL 789722 6.00 9/1/2034 8,575 9,367 8,940
FNMA POOL 789800 6.00 9/1/2034 7,928 8,681 8,266
FNMA POOL 790212 6.00 8/1/2034 2,139 2,363 2,230
FNMA POOL 790218 6.00 8/1/2034 2,360 2,631 2,461
FNMA POOL 790431 6.00 9/1/2034 4,393 5,031 4,581
FNMA POOL 790912 6.00 9/1/2034 5,082 5,350 5,299
FNMA POOL 790915 6.00 9/1/2034 18,227 19,943 19,004
FNMA POOL 791239 6.00 8/1/2034 2,756 2,780 2,874
FNMA POOL 791324 6.00 9/1/2034 8,276 8,347 8,628
FNMA POOL 791552 6.00 9/1/2034 4,758 5,193 4,961
FNMA POOL 791655 6.00 9/1/2034 18,303 20,409 19,083
FNMA POOL 791665 6.00 9/1/2034 1,037 1,132 1,081

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL 792196 6.00 9/1/2034 8,939 9,016 9,320
FNMA POOL 792218 6.00 10/1/2034 6,803 6,863 7,092
FNMA POOL 792232 6.00 10/1/2034 9,312 10,183 9,709
FNMA POOL 793111 6.00 8/1/2034 4,584 5,008 4,779
FNMA POOL 793187 6.00 7/1/2034 15,914 18,229 16,593
FNMA POOL 793671 6.00 9/1/2034 15,532 16,973 16,194
FNMA POOL 793675 6.00 9/1/2034 8,599 9,807 8,965
FNMA POOL 793964 6.00 10/1/2034 522 570 544
FNMA POOL 794000 6.00 9/1/2034 15,812 17,514 16,486
FNMA POOL 794050 6.00 9/1/2034 5,251 5,738 5,475
FNMA POOL 794051 6.00 9/1/2034 63,369 69,257 66,070
FNMA POOL 794338 6.00 9/1/2034 6,245 7,150 6,511
FNMA POOL 794749 6.00 9/1/2034 64,873 74,272 67,638
FNMA POOL 795871 6.00 9/1/2034 1,671 1,823 1,742
FNMA POOL 795875 6.00 9/1/2034 2,174 2,193 2,267
FNMA POOL 795892 6.00 9/1/2034 5,813 6,344 6,060
FNMA POOL 796147 6.00 10/1/2034 3,506 3,537 3,656
FNMA POOL 796243 6.00 11/1/2034 3,973 4,007 4,142
FNMA POOL 796430 6.00 9/1/2034 2,105 2,298 2,195
FNMA POOL 796460 6.00 9/1/2034 4,619 5,076 4,816
FNMA POOL 796565 6.00 9/1/2034 12,625 12,733 13,163
FNMA POOL 796893 6.00 9/1/2034 14,381 14,505 14,994
FNMA POOL 796940 6.00 10/1/2034 12,426 13,637 12,956
FNMA POOL 797163 6.00 1/1/2035 10,101 11,280 10,532
FNMA POOL 797590 6.00 6/1/2035 617 674 644
FNMA POOL 797959 6.00 11/1/2034 194 205 203
FNMA POOL 799133 6.00 4/1/2035 495 549 516
FNMA POOL 799694 6.00 11/1/2034 26,437 28,874 27,564
FNMA POOL 799695 6.00 11/1/2034 7,772 7,841 8,103
FNMA POOL 800078 6.00 10/1/2034 47,380 54,282 49,400
FNMA POOL 800153 6.00 12/1/2034 307 335 320
FNMA POOL 800330 6.00 11/1/2034 12,347 13,487 12,874
FNMA POOL 800903 6.00 10/1/2034 16,367 17,970 17,064
FNMA POOL 801000 6.00 12/1/2034 242 244 252
FNMA POOL 801455 6.00 11/1/2034 29,465 33,536 30,721
FNMA POOL 801538 6.00 9/1/2034 5,658 6,374 5,899
FNMA POOL 802069 6.00 10/1/2034 7,888 7,956 8,224
FNMA POOL 802182 6.00 11/1/2034 4,404 4,855 4,592
FNMA POOL 802191 6.00 12/1/2034 19,118 19,285 19,933
FNMA POOL 802398 6.00 10/1/2034 2,838 3,102 2,959
FNMA POOL 802672 6.00 12/1/2034 11,789 12,869 12,292
FNMA POOL 802791 6.00 11/1/2034 9,329 10,191 9,727
FNMA POOL 804029 6.00 9/1/2034 20,772 23,113 21,658
FNMA POOL 804259 6.00 12/1/2034 26,226 28,676 27,344
FNMA POOL 804389 6.00 12/1/2034 5,537 6,068 5,773
FNMA POOL 804865 6.00 1/1/2035 458 500 477
FNMA POOL 806544 6.00 12/1/2034 5,741 5,791 5,986
FNMA POOL 807835 6.00 12/1/2034 22,780 25,494 23,751
FNMA POOL 809953 6.00 3/1/2035 2,202 2,212 2,298

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL 819244 6.00 4/1/2035 119 120 124
FNMA POOL 819972 6.00 4/1/2035 2,333 2,608 2,435
FNMA POOL 820030 6.00 4/1/2035 3,306 3,613 3,451
FNMA POOL 821037 6.00 5/1/2035 199 210 208
FNMA POOL 828175 6.00 7/1/2035 2,714 3,040 2,833
FNMA POOL 828285 5.00 3/1/2035 250,052 271,685 250,372
FNMA POOL 828303 5.00 5/1/2035 88,655 95,334 88,769
FNMA POOL 828315 5.50 9/1/2035 57,166 62,116 58,408
FNMA POOL 829377 6.00 6/1/2035 2,284 2,494 2,323
FNMA POOL 831063 5.50 10/1/2025 31,362 31,891 31,073
FNMA POOL 831287 6.00 1/1/2036 6,539 6,902 6,826
FNMA POOL 832198 5.00 7/1/2035 777 808 778
FNMA POOL 832270 6.00 8/1/2035 1,857 1,957 1,938
FNMA POOL 833565 6.00 10/1/2035 671 707 700
FNMA POOL 835753 5.00 8/1/2035 3,859 3,965 3,864
FNMA POOL 837564 6.00 6/1/2035 679 715 708
FNMA POOL 840852 6.00 1/1/2036 201 212 210
FNMA POOL 845193 6.00 11/1/2035 2,259 2,384 2,358
FNMA POOL 850534 6.00 2/1/2036 39,414 43,155 41,143
FNMA POOL 850632 6.00 1/1/2036 304 321 317
FNMA POOL 851895 5.00 11/1/2035 824 859 825
FNMA POOL 852522 5.00 2/1/2036 236 246 237
FNMA POOL 867659 6.00 5/1/2036 11,243 11,877 11,800
FNMA POOL 870782 6.00 7/1/2036 3,396 3,584 3,564
FNMA POOL 871137 6.00 1/1/2037 3,011 3,184 3,160
FNMA POOL 880305 6.00 4/1/2036 2,850 3,007 2,991
FNMA POOL 880500 6.00 7/1/2036 776 820 814
FNMA POOL 880926 6.00 5/1/2036 2,512 2,651 2,637
FNMA POOL 883278 6.00 7/1/2036 139 147 146
FNMA POOL 883560 6.00 5/1/2036 3,300 3,482 3,463
FNMA POOL 886959 6.00 6/1/2036 10,517 11,111 11,038
FNMA POOL 888209 1.00 5/1/2036 727 765 742
FNMA POOL 888334 1.00 4/1/2037 3,168 3,352 3,325
FNMA POOL 889040 1.00 6/1/2037 1,367 1,429 1,372
FNMA POOL 889117 1.00 10/1/2035 3,758,645 4,215,529 3,749,599 FNMA POOL 889164 1.00 2/1/2038 3,116 3,298 3,279
FNMA POOL 889338 1.00 12/1/2037 11,112 11,771 11,692
FNMA POOL 889574 1.00 8/1/2037 808 856 848
FNMA POOL 889624 1.00 5/1/2038 11,084 11,705 11,399
FNMA POOL 889697 1.00 7/1/2038 565 599 594
FNMA POOL 889762 1.00 9/1/2037 2,674 2,795 2,689
FNMA POOL 890289 1.00 2/1/2041 3,632 4,000 3,584
FNMA POOL 890310 1.00 12/1/2040 44,579 49,109 43,982
FNMA POOL 891281 6.00 9/1/2036 6,867 7,258 7,207
FNMA POOL 892369 6.00 7/1/2036 2,478 2,616 2,601
FNMA POOL 892780 6.00 11/1/2036 73,867 78,101 77,528
FNMA POOL 893299 6.00 8/1/2036 1,956 2,067 2,053
FNMA POOL 893511 6.00 9/1/2036 3,830 4,049 4,020
FNMA POOL 894976 7.00 9/1/2036 22,203 23,522 23,331

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL 897205 6.00 8/1/2036 5,753 6,074 6,038
FNMA POOL 898415 6.00 10/1/2036 114 120 119
FNMA POOL 899396 5.00 4/1/2037 7,538 7,860 7,581
FNMA POOL 899514 5.00 5/1/2037 8,932 9,332 8,982
FNMA POOL 899743 6.00 7/1/2037 5,334 5,641 5,613
FNMA POOL 899948 6.50 12/1/2037 175,608 194,094 186,110 FNMA POOL 900291 6.00 9/1/2036 5,521 5,830 5,795
FNMA POOL 902172 5.00 11/1/2036 3,859 4,204 3,872
FNMA POOL 902792 6.00 12/1/2036 409 433 430
FNMA POOL 904453 6.00 11/1/2036 398 420 417
FNMA POOL 906561 5.00 1/1/2037 4,108 4,290 4,123
FNMA POOL 908596 6.00 2/1/2037 1,294 1,367 1,358
FNMA POOL 908724 6.00 1/1/2037 8,158 8,628 8,562
FNMA POOL 909481 5.00 2/1/2037 1,548 1,616 1,553
FNMA POOL 910390 5.00 3/1/2037 1,272 1,328 1,279
FNMA POOL 912531 6.00 2/1/2037 17,786 18,795 18,668
FNMA POOL 914024 5.00 3/1/2037 202 210 203
FNMA POOL 914072 5.00 3/1/2037 352 367 354
FNMA POOL 914386 5.00 3/1/2037 17,576 19,448 17,676
FNMA POOL 914725 6.00 4/1/2037 429 454 451
FNMA POOL 915445 5.50 4/1/2027 49,209 50,408 48,863
FNMA POOL 915811 6.00 12/1/2036 19,230 20,314 20,183
FNMA POOL 916916 6.00 5/1/2037 328 347 345
FNMA POOL 917142 6.00 6/1/2037 4,317 4,564 4,542
FNMA POOL 917809 5.00 5/1/2037 3,006 3,031 3,023
FNMA POOL 917988 6.00 5/1/2037 645 682 679
FNMA POOL 918332 6.00 5/1/2037 1,983 2,098 2,087
FNMA POOL 918363 5.00 5/1/2037 297 333 299
FNMA POOL 918561 6.00 5/1/2037 1,064 1,126 1,119
FNMA POOL 920424 6.00 11/1/2036 131 138 137
FNMA POOL 923878 6.00 4/1/2037 2,306 2,437 2,426
FNMA POOL 924952 6.00 8/1/2037 106,800 113,069 112,381
FNMA POOL 929200 6.00 3/1/2038 2,541 2,692 2,673
FNMA POOL 930030 5.00 10/1/2038 2,814 2,945 2,832
FNMA POOL 930260 6.00 12/1/2038 251,247 275,530 264,394 FNMA POOL 930334 5.50 1/1/2024 22 23 22
FNMA POOL 930594 5.00 2/1/2039 414 433 417
FNMA POOL 930610 4.50 2/1/2039 8,094 8,892 7,989
FNMA POOL 931148 5.00 5/1/2039 195,265 220,046 196,732
FNMA POOL 931331 5.00 6/1/2039 217,219 244,725 218,851
FNMA POOL 931487 4.50 7/1/2039 1,234 1,357 1,218
FNMA POOL 931639 4.50 7/1/2039 5,305 5,822 5,236
FNMA POOL 931790 4.50 8/1/2039 436,686 480,341 431,022
FNMA POOL 932044 4.50 9/1/2039 1,450 1,591 1,431
FNMA POOL 932122 4.00 5/1/2035 21,221 22,565 20,407
FNMA POOL 932385 4.50 1/1/2040 21,305 23,640 21,029
FNMA POOL 932391 4.50 1/1/2040 1,784 1,960 1,760
FNMA POOL 932474 4.50 2/1/2040 25,336 27,803 25,008
FNMA POOL 933342 5.00 1/1/2038 233 244 235

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL 933433 5.00 3/1/2038 689 720 694
FNMA POOL 933521 5.00 1/1/2038 150 156 150
FNMA POOL 933800 5.00 5/1/2038 2,297 2,398 2,312
FNMA POOL 934076 5.00 6/1/2038 1,675 1,749 1,686
FNMA POOL 934412 6.00 9/1/2038 870 922 916
FNMA POOL 934650 6.00 11/1/2038 10,456 11,092 11,003
FNMA POOL 935051 6.00 3/1/2039 852 903 896
FNMA POOL 937282 5.00 5/1/2037 3,705 3,864 3,726
FNMA POOL 938134 6.00 7/1/2037 434 459 457
FNMA POOL 940624 6.00 8/1/2037 1,349 1,428 1,419
FNMA POOL 940664 6.00 9/1/2037 5,511 5,836 5,799
FNMA POOL 940698 6.00 10/1/2037 1,225 1,296 1,289
FNMA POOL 940730 6.00 10/1/2037 181 192 191
FNMA POOL 941274 6.00 7/1/2037 1,592 1,683 1,675
FNMA POOL 941280 6.00 6/1/2037 8,561 9,052 9,009
FNMA POOL 942347 6.00 8/1/2037 7,052 7,165 7,421
FNMA POOL 942700 6.00 8/1/2037 1,495 1,583 1,574
FNMA POOL 942987 6.00 9/1/2037 15,908 16,164 16,740
FNMA POOL 943597 6.00 7/1/2037 2,141 2,264 2,253
FNMA POOL 944215 6.00 7/1/2037 74,440 75,628 78,330
FNMA POOL 944340 6.00 6/1/2037 510 540 536
FNMA POOL 946391 6.00 9/1/2037 15,180 16,073 15,973
FNMA POOL 947052 6.00 10/1/2037 3,089 3,272 3,251
FNMA POOL 948226 6.00 8/1/2037 3,498 3,700 3,681
FNMA POOL 952007 5.00 11/1/2037 1,830 1,913 1,840
FNMA POOL 952459 6.00 9/1/2037 14,518 15,359 15,276
FNMA POOL 952730 6.00 9/1/2037 633 670 666
FNMA POOL 953927 6.00 12/1/2037 1,778 1,881 1,870
FNMA POOL 956230 6.00 11/1/2037 10,358 10,959 10,899
FNMA POOL 959891 6.00 11/1/2037 13,746 14,559 14,464
FNMA POOL 959983 6.00 11/1/2037 65 69 68
FNMA POOL 960128 6.00 11/1/2037 3,630 3,841 3,820
FNMA POOL 961427 6.00 2/1/2038 3,785 4,006 3,982
FNMA POOL 961578 5.00 2/1/2038 207 216 208
FNMA POOL 962343 5.00 3/1/2038 1,568 1,640 1,579
FNMA POOL 964530 6.00 7/1/2038 3,389 3,590 3,567
FNMA POOL 964794 6.00 8/1/2038 13,312 14,102 14,009
FNMA POOL 966326 6.00 12/1/2037 1,916 2,027 2,016
FNMA POOL 966482 7.00 1/1/2038 7,187 7,328 7,445
FNMA POOL 966525 5.50 10/1/2037 45,174 49,173 46,341
FNMA POOL 966526 6.00 9/1/2037 83,672 91,599 88,045
FNMA POOL 966594 6.00 1/1/2038 1,796 1,901 1,890
FNMA POOL 966762 5.00 1/1/2038 162 170 163
FNMA POOL 966853 7.00 12/1/2037 431 463 451
FNMA POOL 967986 6.00 1/1/2038 3,701 3,917 3,895
FNMA POOL 968927 6.00 1/1/2038 137 145 145
FNMA POOL 969756 5.00 2/1/2038 2,502 2,612 2,518
FNMA POOL 970012 5.50 7/1/2023 42 42 42
FNMA POOL 970673 6.00 10/1/2038 1,658 1,757 1,745

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL 970769 5.00 11/1/2038 485 507 488
FNMA POOL 970785 6.00 11/1/2038 1,028 1,090 1,082
FNMA POOL 972448 6.00 3/1/2038 1,457 1,542 1,533
FNMA POOL 972451 5.00 3/1/2038 232 242 234
FNMA POOL 972504 6.00 3/1/2038 3,921 4,151 4,125
FNMA POOL 973023 5.00 3/1/2038 369 386 371
FNMA POOL 973126 5.50 12/1/2037 210,512 230,002 215,948 FNMA POOL 973243 6.00 3/1/2038 20,055 21,231 21,104
FNMA POOL 973770 5.00 3/1/2038 710 742 715
FNMA POOL 974152 6.00 2/1/2038 12,524 13,257 13,179
FNMA POOL 974385 5.00 4/1/2038 866 904 872
FNMA POOL 974435 6.00 3/1/2038 1,249 1,323 1,314
FNMA POOL 974532 5.00 4/1/2038 582 609 586
FNMA POOL 974640 5.00 3/1/2038 235 246 237
FNMA POOL 974700 5.00 4/1/2038 831 868 836
FNMA POOL 976435 6.00 3/1/2038 20,751 21,968 21,837
FNMA POOL 976896 6.00 1/1/2038 36,628 38,766 38,542
FNMA POOL 976913 5.00 4/1/2038 77 80 78
FNMA POOL 977143 5.50 8/1/2023 6 6 6
FNMA POOL 979505 5.00 4/1/2038 1,156 1,209 1,164
FNMA POOL 981445 6.00 9/1/2038 1,591 1,686 1,674
FNMA POOL 981689 5.00 6/1/2038 6,092 6,374 6,133
FNMA POOL 982033 5.00 4/1/2038 763 798 768
FNMA POOL 982665 6.00 7/1/2038 13,355 14,146 14,054
FNMA POOL 983475 6.00 5/1/2038 2,215 2,346 2,330
FNMA POOL 984834 5.00 7/1/2038 2,629 2,746 2,647
FNMA POOL 984937 6.00 6/1/2038 506 536 532
FNMA POOL 984977 6.00 8/1/2038 1,129 1,197 1,188
FNMA POOL 985560 6.00 6/1/2038 1,228 1,301 1,293
FNMA POOL 986092 5.50 9/1/2023 865 866 861
FNMA POOL 986496 5.50 8/1/2023 1,107 1,108 1,103
FNMA POOL 987905 6.00 10/1/2038 1,571 1,667 1,654
FNMA POOL 987914 5.00 11/1/2038 4,456 4,656 4,486
FNMA POOL 988301 5.50 9/1/2023 2,721 2,722 2,708
FNMA POOL 988714 6.00 10/1/2038 908 963 956
FNMA POOL 988842 6.00 8/1/2038 565 599 595
FNMA POOL 990040 6.00 9/1/2038 9,923 10,514 10,442
FNMA POOL 990274 6.00 10/1/2038 1,240 1,314 1,305
FNMA POOL 990406 6.00 11/1/2038 1,006 1,067 1,058
FNMA POOL 990523 6.00 9/1/2038 665 704 699
FNMA POOL 990895 5.50 10/1/2023 2,703 2,707 2,690
FNMA POOL 991092 5.50 11/1/2023 2,108 2,113 2,097
FNMA POOL 991160 6.00 9/1/2038 8,254 8,745 8,685
FNMA POOL 991397 5.50 10/1/2023 1,342 1,347 1,335
FNMA POOL 991435 5.00 12/1/2038 1,182 1,237 1,189
FNMA POOL 991472 6.00 10/1/2038 393 417 414
FNMA POOL 991860 6.00 10/1/2038 2,222 2,355 2,339
FNMA POOL 992144 6.00 10/1/2038 1,513 1,604 1,592
FNMA POOL 992490 5.50 11/1/2023 672 674 669

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL 992630 6.00 11/1/2038 3,375 3,576 3,551
FNMA POOL 992695 6.00 10/1/2038 48,427 54,102 50,961
FNMA POOL 992959 5.50 12/1/2023 9,572 9,635 9,517
FNMA POOL 993075 6.00 12/1/2038 1,656 1,688 1,743
FNMA POOL 995002 1.00 7/1/2037 541,988 609,398 540,684
FNMA POOL 995039 1.00 4/1/2038 1,988 2,080 1,999
FNMA POOL 995050 1.00 9/1/2037 319 338 335
FNMA POOL 995069 1.00 10/1/2038 1,940 2,058 2,041
FNMA POOL 995196 1.00 7/1/2038 45,754 52,708 48,022
FNMA POOL 995238 1.00 1/1/2024 2,376 2,395 2,361
FNMA POOL 995245 1.00 1/1/2039 3,342 3,499 3,361
FNMA POOL 995442 1.00 12/1/2038 21,757 23,082 22,894
FNMA POOL 995461 1.00 12/1/2023 3 3 3
FNMA POOL 995477 1.00 1/1/2029 10,262 10,599 10,223
FNMA POOL 995672 1.00 4/1/2039 34,321 37,696 33,876
FNMA POOL 995789 1.00 4/1/2036 348,910 391,524 348,631
FNMA POOL 995872 1.00 6/1/2039 3,565 3,727 3,585
FNMA POOL 995876 1.00 11/1/2038 6,173 6,548 6,496
FNMA POOL 995883 1.00 6/1/2039 14,475 15,369 15,231
FNMA POOL 995917 1.00 7/1/2039 496 520 499
FNMA POOL 995951 1.00 4/1/2039 959 1,005 966
FNMA POOL AA0587 4.50 2/1/2039 21,651 23,777 21,370
FNMA POOL AA0601 4.50 2/1/2039 98,595 108,313 97,316
FNMA POOL AA0708 5.50 1/1/2024 135 136 135
FNMA POOL AA0890 6.00 12/1/2038 383 406 403
FNMA POOL AA2040 4.50 2/1/2039 37,094 40,138 36,600
FNMA POOL AA2180 4.50 2/1/2039 916 922 904
FNMA POOL AA2441 4.50 2/1/2039 85,719 91,458 84,578
FNMA POOL AA2778 5.00 10/1/2039 6,719 7,042 6,770
FNMA POOL AA4433 4.50 3/1/2039 445 488 439
FNMA POOL AA4434 5.00 3/1/2039 234 245 236
FNMA POOL AA4463 4.50 4/1/2039 4,340 4,763 4,283
FNMA POOL AA5781 5.00 4/1/2039 144 151 145
FNMA POOL AA8741 4.50 7/1/2039 5,884 6,469 5,808
FNMA POOL AA9055 4.50 7/1/2039 18,776 20,660 18,533
FNMA POOL AA9372 4.50 7/1/2039 707,735 778,192 698,556
FNMA POOL AB0293 6.00 11/1/2038 3,458 3,665 3,610
FNMA POOL AB1080 4.50 5/1/2040 1,003,727 1,063,087 990,283 FNMA POOL AB1248 4.50 7/1/2040 1,499 1,649 1,479
FNMA POOL AB1335 4.50 8/1/2040 1,061 1,164 1,047
FNMA POOL AB1387 4.50 8/1/2040 12,930 14,215 12,757
FNMA POOL AB1501 4.00 9/1/2040 6,649,799 7,290,578 6,387,080 FNMA POOL AB1565 5.00 10/1/2040 331,952 369,992 334,445 FNMA POOL AB1957 4.00 12/1/2040 764,025 837,771 733,840 FNMA POOL AB1969 4.50 12/1/2040 2,059,396 2,161,434 2,031,813 FNMA POOL AB2086 4.00 1/1/2041 445,628 484,686 428,022
FNMA POOL AB2189 4.50 2/1/2041 708,611 782,584 699,121
FNMA POOL AB3032 4.50 5/1/2041 45,881 48,635 45,237
FNMA POOL AB3315 4.50 3/1/2041 2,520 2,744 2,486

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL AB3354 5.00 6/1/2037 1,422 1,483 1,421
FNMA POOL AB3754 5.00 6/1/2041 220,358 230,859 222,013
FNMA POOL AB3844 5.00 11/1/2041 178,032 195,048 179,425 FNMA POOL AB4003 4.50 12/1/2041 589,690 642,635 581,422 FNMA POOL AB4115 4.00 12/1/2041 1,480 1,612 1,421
FNMA POOL AB4312 4.00 1/1/2042 9,658,530 10,525,907 9,271,469 FNMA POOL AB4316 4.00 1/1/2042 44,622 48,444 42,833
FNMA POOL AB4751 3.50 3/1/2042 5,379 5,737 5,025
FNMA POOL AB5297 4.50 6/1/2042 522,297 573,136 515,050
FNMA POOL AB5666 3.50 7/1/2042 615,393 643,926 574,892
FNMA POOL AB7505 3.00 1/1/2043 23,047 24,451 20,835
FNMA POOL AB8251 4.00 4/1/2042 326,660 350,074 313,464
FNMA POOL AB8457 3.50 2/1/2028 299,204 305,999 287,683
FNMA POOL AB8897 3.00 4/1/2043 4,045,377 4,292,147 3,656,829 FNMA POOL AB8931 3.00 4/1/2043 2,097,744 2,225,707 1,896,261 FNMA POOL AB9715 3.50 6/1/2033 120,915 128,518 115,351
FNMA POOL AB9716 3.50 6/1/2033 62,462 66,389 59,588
FNMA POOL AC0380 4.50 7/1/2039 38,635 40,889 38,134
FNMA POOL AC1092 4.50 7/1/2039 97,795 107,605 96,527
FNMA POOL AC1258 4.00 8/1/2039 418,898 462,635 402,863
FNMA POOL AC1541 4.50 9/1/2039 2,633 2,868 2,599
FNMA POOL AC1877 4.50 9/1/2039 4,924 5,404 4,860
FNMA POOL AC1892 4.50 9/1/2039 20,190 22,212 19,928
FNMA POOL AC2749 4.50 8/1/2039 22,541 24,068 22,249
FNMA POOL AC3414 4.50 11/1/2039 636,476 698,867 628,221 FNMA POOL AC3657 4.50 10/1/2039 12,649,067 13,905,469 12,485,014 FNMA POOL AC3668 4.50 10/1/2039 74,941 82,412 73,969
FNMA POOL AC4563 4.50 2/1/2039 111,972 120,284 110,519
FNMA POOL AC5047 4.50 10/1/2039 851 936 840
FNMA POOL AC5400 4.50 10/1/2039 1,210 1,331 1,194
FNMA POOL AC5518 5.00 12/1/2039 5,503 5,756 5,544
FNMA POOL AC5566 4.50 2/1/2040 2,832 3,118 2,796
FNMA POOL AC5585 5.00 2/1/2040 85,792 96,966 86,436
FNMA POOL AC6048 5.00 5/1/2040 2,405 2,517 2,424
FNMA POOL AC6118 4.50 11/1/2039 19,451 21,354 19,198
FNMA POOL AC6213 5.00 11/1/2039 99,859 112,756 100,609
FNMA POOL AC6263 4.50 12/1/2039 2,872 3,160 2,835
FNMA POOL AC6608 4.50 11/1/2039 4,307 4,735 4,251
FNMA POOL AC6648 5.00 12/1/2039 1,183,892 1,336,920 1,192,785 FNMA POOL AC6753 5.00 12/1/2039 21,043 23,782 21,202
FNMA POOL AC7311 4.50 11/1/2039 290,726 316,411 286,955 FNMA POOL AC7330 4.50 12/1/2039 2,912 3,192 2,874
FNMA POOL AC7870 4.50 2/1/2040 9,724 10,704 9,598
FNMA POOL AC8634 4.50 1/1/2040 1,962,523 2,161,146 1,937,070 FNMA POOL AC9288 4.50 3/1/2041 2,326 2,537 2,294
FNMA POOL AC9294 4.50 5/1/2041 2,202 2,427 2,171
FNMA POOL AC9302 4.50 7/1/2041 717,530 782,943 707,469
FNMA POOL AC9313 4.50 11/1/2041 202,303 220,860 199,466 FNMA POOL AC9518 4.50 1/1/2040 1,745 1,909 1,722

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL AD0127 1.00 7/1/2039 896 951 943
FNMA POOL AD0213 1.00 9/1/2039 1,655 1,756 1,742
FNMA POOL AD0245 1.00 8/1/2038 1,240 1,297 1,241
FNMA POOL AD0308 1.00 3/1/2035 3,497,003 3,905,543 3,488,587 FNMA POOL AD0496 1.00 10/1/2039 2,286 2,425 2,405
FNMA POOL AD0526 1.00 12/1/2038 9,858 10,459 10,374
FNMA POOL AD0569 1.00 1/1/2040 75,697 85,539 76,266
FNMA POOL AD0640 1.00 3/1/2039 2,615 2,775 2,751
FNMA POOL AD0890 1.00 5/1/2024 8 8 8
FNMA POOL AD1075 4.50 3/1/2040 605 665 597
FNMA POOL AD2004 4.50 3/1/2040 1,412 1,554 1,393
FNMA POOL AD2341 4.50 3/1/2040 22,286 24,492 21,988
FNMA POOL AD3072 4.50 4/1/2040 1,495 1,646 1,475
FNMA POOL AD3101 5.00 4/1/2040 399,874 452,048 402,961
FNMA POOL AD3125 4.50 5/1/2040 2,486 2,728 2,453
FNMA POOL AD3651 5.00 3/1/2040 81,496 88,092 82,125
FNMA POOL AD3795 4.50 4/1/2040 3,619 3,983 3,570
FNMA POOL AD3907 3.50 10/1/2025 39,885 40,317 38,845
FNMA POOL AD4452 4.50 4/1/2040 349,942 381,629 345,255
FNMA POOL AD6041 4.50 7/1/2040 18,820 19,936 18,568
FNMA POOL AD6049 5.00 7/1/2040 21,931 23,718 22,100
FNMA POOL AD6495 5.00 5/1/2040 88,092 95,397 88,772
FNMA POOL AD6960 4.50 7/1/2040 9,570 10,534 9,442
FNMA POOL AD7887 4.50 6/1/2040 7,540,343 8,303,354 7,439,351 FNMA POOL AD7916 4.50 7/1/2040 2,254,560 2,481,398 2,224,363 FNMA POOL AD7952 5.50 9/1/2024 5,644 5,681 5,609
FNMA POOL AD8035 4.50 8/1/2040 2,802 3,067 2,765
FNMA POOL AD8037 4.50 8/1/2040 578,568 612,920 570,819
FNMA POOL AD8918 5.00 6/1/2040 112,096 117,320 112,961
FNMA POOL AD9687 4.00 8/1/2040 1,190 1,291 1,143
FNMA POOL AD9808 4.50 7/1/2040 911 990 898
FNMA POOL AD9966 4.50 8/1/2040 77,650 82,383 76,610
FNMA POOL AE0217 1.00 8/1/2040 144,834 159,473 142,894
FNMA POOL AE0218 1.00 8/1/2040 30,404 33,475 29,996
FNMA POOL AE0374 1.00 11/1/2039 743 790 782
FNMA POOL AE0550 1.00 9/1/2040 110,905 125,402 111,761
FNMA POOL AE0674 1.00 11/1/2040 13,586,198 14,757,611 13,404,230 FNMA POOL AE0698 1.00 12/1/2040 3,405 3,752 3,360
FNMA POOL AE0803 1.00 10/1/2040 2,951,477 3,127,167 2,913,198 FNMA POOL AE0822 1.00 2/1/2041 351,011 373,595 346,310
FNMA POOL AE0826 1.00 1/1/2041 20,241 22,171 19,970
FNMA POOL AE0949 1.00 2/1/2041 6,679 7,271 6,415
FNMA POOL AE0954 1.00 2/1/2041 2,363 2,603 2,331
FNMA POOL AE0984 1.00 2/1/2041 6,101 6,711 6,020
FNMA POOL AE1308 4.50 8/1/2040 4,576 4,980 4,515
FNMA POOL AE1837 4.50 8/1/2040 4,468,555 4,755,378 4,408,705 FNMA POOL AE1971 4.00 9/1/2040 1,388,914 1,510,413 1,334,041 FNMA POOL AE2100 4.50 8/1/2040 126 138 125
FNMA POOL AE2546 4.50 9/1/2040 126,014 133,505 124,326

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL AE2851 4.50 10/1/2040 48,114 52,990 47,470
FNMA POOL AE3026 4.50 9/1/2040 4,432,245 4,815,717 4,372,881 FNMA POOL AE3382 4.00 11/1/2040 4,803 5,170 4,613
FNMA POOL AE3389 4.50 11/1/2040 251,862 280,674 248,489 FNMA POOL AE3470 4.50 10/1/2040 11,411 12,574 11,258
FNMA POOL AE3695 4.50 11/1/2040 1,008,024 1,068,105 994,523 FNMA POOL AE3824 4.50 9/1/2040 295,040 325,046 291,088
FNMA POOL AE4414 4.00 11/1/2040 1,076,604 1,172,140 1,034,070 FNMA POOL AE4486 4.00 9/1/2030 57,883 59,184 56,343
FNMA POOL AE4588 4.50 9/1/2040 13,983 15,399 13,796
FNMA POOL AE4935 4.50 9/1/2040 42,459 46,216 41,891
FNMA POOL AE5637 4.50 6/1/2041 90,781 97,088 89,508
FNMA POOL AE6062 4.50 10/1/2040 367,731 389,621 362,806 FNMA POOL AE6120 4.00 10/1/2040 1,606 1,745 1,542
FNMA POOL AE6393 4.50 3/1/2041 1,429,419 1,592,948 1,409,584 FNMA POOL AE7323 4.00 11/1/2040 245,864 267,698 236,151 FNMA POOL AE7536 4.50 10/1/2040 657 723 648
FNMA POOL AE7620 4.50 11/1/2040 37,125 40,413 36,628
FNMA POOL AE7731 4.50 11/1/2040 2,204,154 2,335,528 2,174,633 FNMA POOL AE8184 4.50 10/1/2040 26,506 29,155 26,151
FNMA POOL AE8289 4.00 12/1/2040 486,512 533,472 467,291 FNMA POOL AE9274 4.50 2/1/2041 34,616 38,144 34,136
FNMA POOL AE9292 4.50 11/1/2040 208,552 229,852 205,759 FNMA POOL AE9761 4.50 12/1/2040 4,345,900 4,613,656 4,287,693 FNMA POOL AH0055 4.50 2/1/2041 707,431 788,537 697,956
FNMA POOL AH0353 4.50 2/1/2041 132,653 144,625 130,793
FNMA POOL AH0426 4.50 4/1/2041 56,657 61,832 55,147
FNMA POOL AH1338 4.00 12/1/2040 39,143 39,421 37,638
FNMA POOL AH1504 4.50 12/1/2040 484,897 534,361 478,403 FNMA POOL AH1620 4.50 1/1/2041 148,809 160,664 146,815
FNMA POOL AH2159 4.50 3/1/2041 16,217 17,867 15,990
FNMA POOL AH2182 4.00 11/1/2040 384,574 418,883 369,380 FNMA POOL AH2367 4.00 1/1/2041 5,347 5,821 5,135
FNMA POOL AH2714 4.50 1/1/2041 5,020,009 5,347,434 4,952,772 FNMA POOL AH2727 4.50 1/1/2041 8,901,860 9,807,197 8,782,632 FNMA POOL AH2755 4.50 4/1/2041 42,073 44,596 41,483
FNMA POOL AH2899 4.50 1/1/2041 55,146 60,949 54,407
FNMA POOL AH3519 4.00 2/1/2041 1,432,520 1,543,434 1,375,925 FNMA POOL AH3526 4.50 2/1/2041 49,445 54,492 48,783
FNMA POOL AH3645 4.00 2/1/2041 48,601 52,927 46,681
FNMA POOL AH3853 4.50 7/1/2041 37,079 39,310 36,559
FNMA POOL AH3865 4.50 9/1/2041 114,125 125,878 112,525
FNMA POOL AH4471 4.00 2/1/2041 504,798 553,578 484,855
FNMA POOL AH4493 4.50 2/1/2041 58,114 60,887 57,335
FNMA POOL AH4546 4.50 2/1/2041 420,193 462,874 414,302
FNMA POOL AH4987 4.00 1/1/2041 3,370 3,670 3,237
FNMA POOL AH5457 4.50 6/1/2041 255,704 281,989 252,119
FNMA POOL AH5850 4.50 2/1/2041 7,008,027 7,730,624 6,914,164 FNMA POOL AH5980 4.50 3/1/2041 38,545 42,020 38,005

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL AH6151 4.50 3/1/2041 353,740 385,790 348,781
FNMA POOL AH6169 4.50 2/1/2041 277,845 306,120 274,123
FNMA POOL AH6220 4.50 3/1/2041 46,824 49,629 46,168
FNMA POOL AH6690 4.00 3/1/2041 688 740 665
FNMA POOL AH6910 4.50 4/1/2041 84,617 89,692 83,431
FNMA POOL AH6912 4.50 4/1/2041 52,309 55,445 51,575
FNMA POOL AH6932 4.50 4/1/2041 47,972 50,849 47,299
FNMA POOL AH7284 4.00 3/1/2041 2,883,792 3,140,754 2,768,225 FNMA POOL AH7373 5.00 5/1/2041 80,541 88,007 81,171
FNMA POOL AH7549 4.50 3/1/2041 411,727 453,776 405,954
FNMA POOL AH7614 4.50 3/1/2041 69,258 76,296 68,287
FNMA POOL AH7620 4.50 5/1/2041 49,028 54,047 48,340
FNMA POOL AH7621 4.50 6/1/2041 317,887 350,466 313,430
FNMA POOL AH7628 4.50 7/1/2041 405,407 447,069 399,723
FNMA POOL AH7633 4.50 8/1/2041 269,260 296,417 265,485
FNMA POOL AH7642 4.50 10/1/2041 668,984 737,925 659,604 FNMA POOL AH7780 4.50 4/1/2041 38,903 41,886 38,358
FNMA POOL AH8040 5.00 4/1/2041 53,716 56,267 54,136
FNMA POOL AH8319 4.50 4/1/2041 32,292 34,229 31,840
FNMA POOL AH8382 4.50 3/1/2041 13,079 13,862 12,896
FNMA POOL AH8924 4.50 4/1/2041 866,451 919,857 854,303
FNMA POOL AH9388 4.50 3/1/2041 1,500,127 1,652,601 1,479,093 FNMA POOL AH9708 4.50 4/1/2041 22,362 24,657 22,048
FNMA POOL AH9719 4.50 4/1/2041 3,404 3,752 3,356
FNMA POOL AI0309 4.50 8/1/2041 474,911 515,236 468,252
FNMA POOL AI0788 4.50 6/1/2041 88,968 98,045 87,720
FNMA POOL AI0814 4.50 8/1/2041 298,989 329,665 294,797
FNMA POOL AI0818 4.00 9/1/2041 858,700 932,506 824,288
FNMA POOL AI0915 4.50 4/1/2041 12,345 13,597 12,172
FNMA POOL AI0964 4.50 4/1/2041 104,121 110,365 102,662
FNMA POOL AI0987 4.50 7/1/2041 519,796 567,217 512,508
FNMA POOL AI1019 4.50 5/1/2041 98,914 108,380 97,527
FNMA POOL AI1116 4.50 4/1/2041 145,151 154,110 143,115
FNMA POOL AI1859 4.50 5/1/2041 680,452 721,306 670,911
FNMA POOL AI2090 4.50 4/1/2041 47,498 50,346 46,832
FNMA POOL AI2123 4.50 5/1/2041 14,426 15,902 14,223
FNMA POOL AI2404 4.50 5/1/2041 244,540 266,413 241,111
FNMA POOL AI2463 4.50 5/1/2041 11,033 12,166 10,878
FNMA POOL AI2468 4.50 5/1/2041 14,516 15,990 14,312
FNMA POOL AI2472 4.50 5/1/2041 135,821 143,976 133,917
FNMA POOL AI2504 4.50 5/1/2041 88,333 93,636 87,107
FNMA POOL AI2572 4.50 5/1/2041 28,350 30,723 27,952
FNMA POOL AI2574 5.00 5/1/2041 4,546 4,762 4,581
FNMA POOL AI2828 4.50 6/1/2041 13,173 14,523 12,988
FNMA POOL AI2898 4.50 5/1/2041 531,698 586,069 524,243
FNMA POOL AI3051 4.50 7/1/2041 1,180,855 1,302,209 1,164,298 FNMA POOL AI3097 5.00 6/1/2041 103,765 112,641 104,577
FNMA POOL AI3653 4.50 5/1/2041 1,458,016 1,606,157 1,437,573 FNMA POOL AI4162 5.00 6/1/2041 384,106 432,698 387,112

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL AI4291 4.50 6/1/2041 6,804 7,479 6,708
FNMA POOL AI4835 4.50 6/1/2041 960,681 1,021,022 947,211 FNMA POOL AI4890 4.50 6/1/2041 1,799,604 1,981,552 1,774,372 FNMA POOL AI4895 4.50 2/1/2040 146,354 158,921 144,456
FNMA POOL AI4918 4.50 8/1/2041 935,739 1,028,533 922,619 FNMA POOL AI4931 4.50 9/1/2041 544,285 593,081 536,654
FNMA POOL AI4937 4.50 10/1/2041 291,988 315,521 287,894 FNMA POOL AI4951 4.50 11/1/2041 85,859 92,788 85,424
FNMA POOL AI5011 4.50 6/1/2041 42,382 44,930 41,788
FNMA POOL AI5048 4.50 7/1/2041 17,925 19,754 17,673
FNMA POOL AI5074 4.50 7/1/2041 74,384 81,155 73,341
FNMA POOL AI5595 5.00 7/1/2041 270,348 303,997 272,463
FNMA POOL AI5710 5.00 6/1/2041 49,418 51,773 49,805
FNMA POOL AI5868 4.50 7/1/2041 282,972 311,865 279,004
FNMA POOL AI6092 4.00 6/1/2031 2,971 3,042 2,889
FNMA POOL AI6515 4.50 7/1/2041 8,588 9,471 8,468
FNMA POOL AI6581 4.50 7/1/2041 304,276 335,569 300,010
FNMA POOL AI7004 4.50 7/1/2041 154,791 170,676 152,621
FNMA POOL AI7190 4.50 7/1/2041 136,821 145,303 134,902
FNMA POOL AI7294 4.50 8/1/2041 122,582 133,553 120,863
FNMA POOL AI7417 4.50 9/1/2041 355,780 378,226 350,791
FNMA POOL AI7569 4.50 9/1/2041 265,782 282,309 262,056
FNMA POOL AI7578 4.50 9/1/2041 100,281 109,261 98,875
FNMA POOL AI7662 4.50 7/1/2041 249,700 275,221 246,199
FNMA POOL AI7951 4.50 8/1/2036 113,088 123,252 111,502
FNMA POOL AI8483 4.50 7/1/2041 2,504,816 2,762,050 2,469,696 FNMA POOL AI8501 5.00 7/1/2036 409,073 460,277 412,274
FNMA POOL AI8772 4.50 8/1/2041 8,044 8,778 7,932
FNMA POOL AI8842 4.50 8/1/2041 63,225 69,732 62,338
FNMA POOL AI9522 4.50 9/1/2041 730,895 774,986 720,647
FNMA POOL AI9736 4.50 9/1/2041 94,464 103,995 93,139
FNMA POOL AI9834 4.00 9/1/2041 2,411 2,627 2,315
FNMA POOL AJ0087 4.50 8/1/2041 7,715 8,254 7,620
FNMA POOL AJ0222 4.50 9/1/2041 1,035,483 1,128,288 1,020,964 FNMA POOL AJ0276 4.50 9/1/2041 1,322,467 1,405,902 1,303,925 FNMA POOL AJ0277 4.50 9/1/2041 1,355,511 1,441,030 1,336,505 FNMA POOL AJ0761 4.50 9/1/2041 46,379 51,154 45,729
FNMA POOL AJ0767 4.50 9/1/2041 635,329 700,758 626,421
FNMA POOL AJ1413 4.50 9/1/2041 176,404 194,489 173,931
FNMA POOL AJ1589 4.00 10/1/2041 615,453 670,509 590,789 FNMA POOL AJ1672 4.50 9/1/2041 5,979,822 6,474,989 5,895,978 FNMA POOL AJ1693 4.50 9/1/2041 1,078,814 1,195,618 1,063,688 FNMA POOL AJ1921 4.50 9/1/2041 251,469 275,369 247,943
FNMA POOL AJ1949 4.00 10/1/2041 34,938 37,929 33,538
FNMA POOL AJ1968 5.00 10/1/2041 111,983 117,357 112,860 FNMA POOL AJ2084 5.00 11/1/2041 410,652 456,689 413,865 FNMA POOL AJ2227 4.50 9/1/2041 94,019 103,701 92,701
FNMA POOL AJ2665 4.00 10/1/2041 2,441 2,585 2,343
FNMA POOL AJ3051 4.00 10/1/2041 3,384,978 3,683,689 3,249,327

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL AJ3130 4.50 10/1/2041 1,728,936 1,904,204 1,704,695 FNMA POOL AJ3145 4.50 10/1/2041 30,225 33,340 29,801
FNMA POOL AJ3146 4.50 10/1/2041 15,483 17,079 15,266
FNMA POOL AJ4563 4.50 11/1/2041 930,180 988,186 917,137 FNMA POOL AJ4748 3.50 12/1/2041 379,071 396,561 354,092 FNMA POOL AJ4994 4.50 11/1/2041 2,364,846 2,606,090 2,331,689 FNMA POOL AJ5303 4.00 11/1/2041 13,831 15,071 13,277
FNMA POOL AJ5572 4.00 1/1/2042 467,998 508,425 449,243
FNMA POOL AJ5822 4.50 11/1/2041 1,616,078 1,782,715 1,593,419 FNMA POOL AJ6087 3.50 12/1/2026 1,971 1,995 1,910
FNMA POOL AJ6180 4.50 11/1/2041 119,756 129,102 118,076 FNMA POOL AJ6522 4.50 11/1/2041 117,275 128,820 115,630 FNMA POOL AJ8365 3.50 1/1/2042 6,604,010 6,827,512 6,168,841 FNMA POOL AJ8463 4.00 12/1/2041 2,459,697 2,681,842 2,361,126 FNMA POOL AJ8636 4.00 1/1/2042 946 1,027 914
FNMA POOL AJ9199 4.00 1/1/2042 10,221 11,021 9,812
FNMA POOL AJ9279 4.00 12/1/2041 44,129,660 47,359,515 42,361,186 FNMA POOL AJ9300 4.00 1/1/2042 11,152,299 12,155,725 10,705,376 FNMA POOL AK0001 4.50 1/1/2042 287,340 316,945 283,311
FNMA POOL AK0188 3.50 2/1/2042 275,087 287,799 256,961
FNMA POOL AK0372 5.00 2/1/2042 96,186 104,589 96,939
FNMA POOL AK0843 4.50 1/1/2042 1,110,719 1,212,239 1,095,145 FNMA POOL AK1120 5.00 2/1/2042 68,895 74,996 69,434
FNMA POOL AK1378 4.00 3/1/2042 275,848 296,190 264,705
FNMA POOL AK2415 4.00 2/1/2042 18,546,070 19,544,868 17,802,846 FNMA POOL AK2427 4.50 2/1/2042 1,929,971 2,106,478 1,902,910 FNMA POOL AK3420 5.00 1/1/2042 166,605 180,664 167,908
FNMA POOL AK3658 4.00 2/1/2042 219,253 235,437 210,467
FNMA POOL AK3971 4.50 2/1/2042 9,203 9,911 9,074
FNMA POOL AK4726 4.50 3/1/2042 1,305,757 1,410,252 1,287,356 FNMA POOL AK5920 4.50 2/1/2037 153,393 165,677 151,232
FNMA POOL AK6766 4.00 3/1/2042 7,803,458 7,963,027 7,488,213 FNMA POOL AK7438 4.00 3/1/2042 2,208,278 2,408,317 2,119,067 FNMA POOL AK9116 4.50 6/1/2040 961 1,058 948
FNMA POOL AK9445 4.00 3/1/2042 16,443,460 17,917,482 15,779,176 FNMA POOL AK9490 4.00 4/1/2042 7,862,987 8,301,976 7,545,338 FNMA POOL AK9733 4.50 4/1/2042 310,090 329,562 305,720
FNMA POOL AL0004 1.00 2/1/2041 4,673,983 5,283,186 4,710,060 FNMA POOL AL0054 1.00 2/1/2041 5,973 6,579 5,893
FNMA POOL AL0065 1.00 4/1/2041 22,484 24,770 22,183
FNMA POOL AL0071 1.00 5/1/2040 1,581 1,658 1,590
FNMA POOL AL0095 1.00 7/1/2038 6,884 7,292 7,244
FNMA POOL AL0145 1.00 8/1/2040 9,727 10,699 9,601
FNMA POOL AL0160 1.00 5/1/2041 7,862 8,660 7,757
FNMA POOL AL0763 1.00 7/1/2040 12,621 13,420 13,280
FNMA POOL AL0846 1.00 10/1/2026 76 77 74
FNMA POOL AL0920 1.00 7/1/2037 1,066,715 1,199,222 1,064,148 FNMA POOL AL0933 1.00 10/1/2041 2,288,910 2,536,846 2,306,819 FNMA POOL AL1054 1.00 1/1/2038 23,088 24,369 23,411

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL AL1338 1.00 7/1/2041 1,072 1,125 1,078
FNMA POOL AL1465 1.00 2/1/2027 15,452 15,697 14,941
FNMA POOL AL1503 1.00 1/1/2042 953,931 986,610 951,637
FNMA POOL AL1505 1.00 3/1/2042 35,605 38,729 34,178
FNMA POOL AL1779 1.00 12/1/2038 7,449 7,872 7,553
FNMA POOL AL1947 1.00 4/1/2042 3,232,559 3,508,785 3,104,847 FNMA POOL AL2070 1.00 7/1/2042 5,918,906 6,457,914 5,679,794 FNMA POOL AL2071 1.00 3/1/2040 2,326,804 2,671,161 2,377,371 FNMA POOL AL2117 1.00 3/1/2042 494,985 539,430 475,149
FNMA POOL AL2243 1.00 3/1/2042 1,009,623 1,100,120 969,163 FNMA POOL AL2278 1.00 5/1/2041 330,179 382,848 346,543
FNMA POOL AL2463 1.00 7/1/2042 9,811,544 10,704,320 9,415,177 FNMA POOL AL2482 1.00 9/1/2042 833 917 822
FNMA POOL AL2694 1.00 11/1/2042 13,363,806 13,835,300 12,484,289 FNMA POOL AL2845 1.00 7/1/2042 4,290,028 4,551,709 4,229,877 FNMA POOL AL2846 1.00 6/1/2042 2,104,898 2,336,808 2,076,706 FNMA POOL AL2869 1.00 1/1/2042 3,344,968 3,689,191 3,300,167 FNMA POOL AL2901 1.00 9/1/2042 4,151,413 4,529,918 3,983,704 FNMA POOL AL3519 1.00 11/1/2041 1,462 1,611 1,442
FNMA POOL AL3811 1.00 9/1/2042 7,206,118 7,858,206 6,917,337 FNMA POOL AL3967 1.00 8/1/2042 8,571 9,450 8,451
FNMA POOL AL4242 1.00 10/1/2041 881,301 990,831 888,103 FNMA POOL AL4301 1.00 4/1/2042 499,274 550,367 492,274
FNMA POOL AL4338 1.00 10/1/2043 139,669 152,388 134,008 FNMA POOL AL4626 1.00 8/1/2043 427,130 439,482 420,311
FNMA POOL AL4809 1.00 5/1/2042 943,501 1,067,196 950,783 FNMA POOL AL5097 1.00 9/1/2043 1,507 1,662 1,486
FNMA POOL AL5231 1.00 9/1/2042 8,076 8,904 7,968
FNMA POOL AL5400 1.00 1/1/2043 1,189,478 1,262,493 1,172,800 FNMA POOL AL5537 1.00 4/1/2044 2,592 2,860 2,556
FNMA POOL AL5707 1.00 11/1/2043 11,786,419 13,011,063 11,621,161 FNMA POOL AL5749 1.00 7/1/2042 27,309 30,133 26,926
FNMA POOL AL5876 1.00 1/1/2042 5,776 6,355 5,701
FNMA POOL AL5889 1.00 6/1/2044 1,626 1,794 1,603
FNMA POOL AL5930 1.00 1/1/2043 20,312 22,399 20,028
FNMA POOL AL5955 1.00 1/1/2042 11,761,584 13,284,408 11,852,369 FNMA POOL AL6001 1.00 10/1/2044 4,246,914 4,637,521 4,070,155 FNMA POOL AL6127 1.00 12/1/2044 630,705 652,649 633,678 FNMA POOL AL6214 1.00 9/1/2042 8,206,602 8,708,270 8,091,537 FNMA POOL AL6274 1.00 9/1/2044 17,019,012 18,907,469 17,152,592 FNMA POOL AL6818 1.00 8/1/2044 23,763 26,221 23,445
FNMA POOL AL6949 1.00 6/1/2044 4,998,195 5,310,059 4,931,251 FNMA POOL AL7318 1.00 1/1/2043 6,984,472 7,413,212 6,890,925 FNMA POOL AL7363 1.00 10/1/2041 1,424,029 1,510,031 1,404,956 FNMA POOL AL7364 1.00 9/1/2043 1,230,053 1,306,160 1,214,100 FNMA POOL AL7767 1.00 6/1/2044 125,228 137,968 123,472
FNMA POOL AL8206 1.00 1/1/2043 23,280 25,673 22,968
FNMA POOL AL8383 1.00 10/1/2045 23,159 25,579 22,849
FNMA POOL AL8516 1.00 6/1/2042 10,749,622 11,715,272 10,318,837

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL AL9128 1.00 2/1/2046 25,884 28,586 25,521
FNMA POOL AL9246 1.00 8/1/2044 3,538,264 3,902,761 3,490,873 FNMA POOL AL9405 1.00 6/1/2044 2,854,743 3,076,610 2,666,631 FNMA POOL AL9565 1.00 9/1/2046 37,005 40,920 34,529
FNMA POOL AL9635 1.00 12/1/2045 19,342 21,380 18,048
FNMA POOL AL9725 1.00 1/1/2047 75,788 83,785 70,674
FNMA POOL AL9774 1.00 1/1/2047 19,980 22,088 18,631
FNMA POOL AL9949 1.00 2/1/2047 2,419,972 2,592,363 2,241,110 FNMA POOL AO1748 4.00 5/1/2042 3,689,791 4,023,104 3,540,730 FNMA POOL AO2102 4.50 5/1/2042 338,169 361,256 333,404
FNMA POOL AO2106 4.50 5/1/2042 237,522 258,949 234,174
FNMA POOL AO4143 4.00 6/1/2042 6,928 7,457 6,648
FNMA POOL AO5257 4.50 6/1/2042 254,211 274,107 250,629
FNMA POOL AO6731 4.00 6/1/2042 401,721 433,572 385,492
FNMA POOL AO8629 3.50 7/1/2042 6,352,455 6,587,529 5,934,379 FNMA POOL AO8647 4.00 7/1/2042 436,643 471,399 419,003
FNMA POOL AO8954 4.00 7/1/2042 113,276 123,589 108,699
FNMA POOL AO9369 4.00 7/1/2042 1,620,927 1,763,107 1,555,444 FNMA POOL AP0005 1.00 7/1/2042 3,304,268 3,412,319 3,358,777 FNMA POOL AP3683 4.00 10/1/2042 1,924,999 2,022,404 1,847,233 FNMA POOL AP6021 3.00 4/1/2043 24,914 26,434 22,521
FNMA POOL AP9889 3.50 10/1/2042 3,636 3,894 3,397
FNMA POOL AQ4601 4.00 12/1/2042 2,798,446 2,892,425 2,685,394 FNMA POOL AQ5034 3.00 12/1/2042 28,567 30,307 25,826
FNMA POOL AQ5175 3.00 12/1/2042 442,784 469,743 400,294 FNMA POOL AQ6654 3.50 1/1/2043 9,191 9,658 8,586
FNMA POOL AQ7192 3.00 7/1/2043 214,914 228,042 194,272
FNMA POOL AQ8254 3.50 12/1/2042 647,295 695,331 604,695 FNMA POOL AQ8429 3.50 12/1/2042 4,138,786 4,440,417 3,866,399 FNMA POOL AR2462 3.00 1/1/2043 78,909 83,716 71,337
FNMA POOL AR4865 3.00 1/1/2043 72,911 77,353 65,915
FNMA POOL AR4878 3.50 1/1/2043 452,168 470,433 422,409
FNMA POOL AR4943 3.00 1/1/2043 73,168 77,625 66,147
FNMA POOL AR6707 2.00 2/1/2028 183,088 188,236 171,791
FNMA POOL AR7032 3.50 2/1/2043 549,047 591,570 512,913
FNMA POOL AR8316 3.00 5/1/2043 2,113,662 2,242,655 1,910,650 FNMA POOL AR8609 3.00 7/1/2043 25,189 26,728 22,770
FNMA POOL AR8929 3.00 1/1/2043 8,261 8,764 7,468
FNMA POOL AR8948 3.50 3/1/2028 145,018 148,350 139,796
FNMA POOL AR9900 3.50 4/1/2043 3,577,459 3,885,417 3,320,120 FNMA POOL AR9927 3.50 4/1/2033 690,087 733,446 658,396
FNMA POOL AS0018 3.00 7/1/2043 1,849,449 1,962,422 1,671,814 FNMA POOL AS0026 3.50 7/1/2043 20,580 22,075 19,211
FNMA POOL AS0044 3.00 7/1/2043 2,887,098 3,063,455 2,609,799 FNMA POOL AS0317 4.00 8/1/2043 2,310 2,489 2,217
FNMA POOL AS0518 3.00 9/1/2043 873,938 927,371 789,998
FNMA POOL AS1075 3.00 11/1/2043 3,341,836 3,546,341 3,020,861 FNMA POOL AS4774 3.00 4/1/2045 9,713 9,682 8,691
FNMA POOL AS4805 3.50 4/1/2045 537 570 498

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL AS5319 3.50 7/1/2045 442 468 410
FNMA POOL AS5459 3.50 7/1/2045 17,583 19,430 16,406
FNMA POOL AS5474 4.00 7/1/2045 3,595,254 3,858,287 3,444,209 FNMA POOL AS5696 3.50 8/1/2045 2,670 2,826 2,477
FNMA POOL AS5812 3.50 9/1/2045 8,611,565 9,187,304 7,987,586 FNMA POOL AS5943 4.00 10/1/2045 11,988 12,925 11,485
FNMA POOL AS6101 3.50 11/1/2045 2,611,794 2,815,490 2,422,681 FNMA POOL AS7245 3.50 5/1/2046 1,054,748 1,069,260 973,838 FNMA POOL AS8056 3.00 10/1/2046 17,992,528 18,929,532 16,102,976 FNMA POOL AS8269 3.00 11/1/2046 108,310,652 112,266,327 96,936,012 FNMA POOL AS8371 3.50 11/1/2046 342,261 378,502 319,163 FNMA POOL AS8483 3.00 12/1/2046 4,617 4,567 4,132
FNMA POOL AS8493 3.50 12/1/2046 2,246,835 2,454,348 2,087,985 FNMA POOL AS8600 2.50 1/1/2032 4,423 4,592 4,100
FNMA POOL AS8784 3.00 2/1/2047 1,708,736 1,794,036 1,529,287 FNMA POOL AS9587 4.00 5/1/2047 52,386,111 55,749,515 50,034,983 FNMA POOL AS9619 4.50 5/1/2047 9,373,496 10,245,952 9,170,913 FNMA POOL AS9938 3.50 7/1/2047 8,763,139 9,613,929 8,149,780 FNMA POOL AT1572 3.00 5/1/2043 2,094,443 2,222,264 1,893,277 FNMA POOL AT2476 3.50 5/1/2033 229,649 242,941 219,146
FNMA POOL AT2478 3.50 5/1/2033 71,947 75,793 68,678
FNMA POOL AT2482 3.50 5/1/2033 471,872 499,373 450,160
FNMA POOL AT2722 3.00 5/1/2043 5,464,485 5,797,973 4,939,635 FNMA POOL AT2724 3.00 5/1/2043 1,893,092 2,008,624 1,711,265 FNMA POOL AT2934 3.50 5/1/2033 671,852 714,146 645,140
FNMA POOL AT2958 3.50 5/1/2033 671,411 710,866 640,862
FNMA POOL AT2960 3.50 5/1/2033 532,071 565,563 507,589
FNMA POOL AT3107 3.00 4/1/2043 258,689 274,470 233,843
FNMA POOL AT3164 3.00 4/1/2043 5,697 6,045 5,150
FNMA POOL AT3179 3.00 5/1/2043 198,007 210,091 178,989
FNMA POOL AT3359 3.00 6/1/2043 112,689 119,569 101,865
FNMA POOL AT4187 3.50 5/1/2033 419,532 445,945 400,443
FNMA POOL AT4336 3.00 6/1/2043 143,734 152,510 129,929
FNMA POOL AT4943 3.50 5/1/2043 1,589,745 1,667,179 1,484,031 FNMA POOL AT5419 3.50 5/1/2033 376,177 397,353 361,220
FNMA POOL AT5421 3.50 5/1/2033 775,569 824,398 739,878
FNMA POOL AT5898 3.00 6/1/2043 2,122,845 2,252,460 1,918,952 FNMA POOL AT7585 3.50 6/1/2043 3,527,544 3,668,413 3,292,972 FNMA POOL AT7589 3.50 6/1/2043 2,858,764 2,977,671 2,668,664 FNMA POOL AT7590 4.00 5/1/2043 306,614 325,351 294,185
FNMA POOL AT7602 3.50 5/1/2043 487,414 520,188 455,003
FNMA POOL AT7893 1.00 8/1/2043 4,243,366 4,371,892 4,307,742 FNMA POOL AT8004 3.00 6/1/2043 76,676 81,357 69,311
FNMA POOL AT8064 3.00 7/1/2043 2,506,501 2,659,610 2,265,758 FNMA POOL AT8292 3.00 6/1/2043 288,247 305,847 260,562
FNMA POOL AT8326 3.00 6/1/2043 260,132 276,015 235,147
FNMA POOL AT8446 3.50 6/1/2033 215,707 228,683 205,841
FNMA POOL AT8620 4.50 6/1/2043 410,109 444,350 404,108
FNMA POOL AT8624 3.50 6/1/2043 238,965 256,215 223,075

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL AT8750 3.50 5/1/2033 356,752 376,803 340,333
FNMA POOL AT9528 3.00 7/1/2043 2,087,415 2,214,924 1,886,924 FNMA POOL AT9878 3.00 6/1/2043 623,491 661,559 563,606
FNMA POOL AU1632 3.00 7/1/2043 21,439,188 22,777,134 19,380,008 FNMA POOL AU1636 3.50 7/1/2043 7,701,056 8,152,012 7,188,956 FNMA POOL AU1650 3.50 7/1/2043 21,686,454 22,646,350 20,244,364 FNMA POOL AU1724 4.00 7/1/2043 607,602 676,480 585,045
FNMA POOL AU2107 3.00 8/1/2043 4,293 4,556 3,881
FNMA POOL AU2553 3.50 7/1/2033 653,057 694,321 623,067
FNMA POOL AU2554 3.50 7/1/2033 545,690 580,172 520,865
FNMA POOL AU2593 3.00 8/1/2043 9,705 10,298 8,773
FNMA POOL AU2594 4.00 7/1/2043 301,972 329,586 289,731
FNMA POOL AU3195 3.00 8/1/2043 2,049,704 2,174,968 1,852,835 FNMA POOL AU3353 3.00 8/1/2043 2,239,912 2,376,799 2,024,774 FNMA POOL AU3374 3.00 8/1/2043 2,734,902 2,902,039 2,472,221 FNMA POOL AU4585 3.00 8/1/2043 78,030 82,798 70,535
FNMA POOL AU4977 3.00 8/1/2043 575,982 611,182 520,660
FNMA POOL AU5161 3.00 8/1/2043 148,264 157,324 134,023
FNMA POOL AU6066 3.00 7/1/2043 1,825,373 1,936,875 1,650,050 FNMA POOL AU6145 3.00 8/1/2043 235,865 250,280 213,211
FNMA POOL AU6155 3.00 8/1/2043 126,014 133,715 113,911
FNMA POOL AU6240 4.00 10/1/2043 168,069 173,773 161,256 FNMA POOL AU6973 1.00 11/1/2043 878,749 906,152 877,011 FNMA POOL AU7007 4.00 11/1/2043 519,235 566,528 498,187 FNMA POOL AU7195 3.00 9/1/2043 27,671 29,363 25,013
FNMA POOL AU7276 4.00 10/1/2038 1,635,454 1,778,744 1,569,157 FNMA POOL AU8150 3.00 8/1/2043 161,541 171,414 146,026
FNMA POOL AU9432 5.00 10/1/2043 19,162 21,012 19,315
FNMA POOL AU9782 1.00 9/1/2043 341,361 342,826 335,401
FNMA POOL AV0022 4.00 11/1/2043 4,153,566 4,495,365 3,985,193 FNMA POOL AV0662 4.00 12/1/2043 379,848 414,541 364,450 FNMA POOL AV1095 4.50 9/1/2043 524,594 572,206 516,918
FNMA POOL AV2334 1.00 1/1/2044 1,223,886 1,262,675 1,220,638 FNMA POOL AV2348 4.00 1/1/2044 945,636 1,032,226 907,303 FNMA POOL AV3538 4.00 12/1/2038 1,111,637 1,209,598 1,066,575 FNMA POOL AV5373 5.00 12/1/2043 302,590 329,114 305,008 FNMA POOL AV6610 4.00 4/1/2039 2,233,899 2,415,854 2,140,923 FNMA POOL AV6685 4.50 1/1/2044 174,482 187,490 171,928
FNMA POOL AV6735 4.50 3/1/2044 187,659 200,919 184,619
FNMA POOL AV9206 4.00 3/1/2039 2,296,939 2,499,201 2,201,339 FNMA POOL AV9631 1.00 3/1/2044 520,920 537,979 512,816
FNMA POOL AW0966 1.00 6/1/2044 2,184,124 2,256,796 2,201,704 FNMA POOL AW2234 1.00 5/1/2044 847,347 872,370 834,071
FNMA POOL AW6278 1.00 7/1/2044 827,175 859,005 810,625
FNMA POOL AX1040 1.00 10/1/2044 315,246 318,902 303,972 FNMA POOL AX2377 1.00 9/1/2044 586,912 610,934 565,902
FNMA POOL AX2763 4.00 9/1/2044 8,955 9,414 8,582
FNMA POOL AX5302 4.00 1/1/2042 50,442,140 53,309,152 48,420,697 FNMA POOL AX7770 4.00 2/1/2045 1,417,482 1,533,577 1,358,485

CalPERS 2022-2023 Annual Investment Report
Mortgage-Backed Securities
Security Name Rate Maturity Date Par Value Book Value Market Value FNMA POOL AX9530 3.50 2/1/2045 683,157 723,698 633,884
FNMA POOL AY0089 1.00 12/1/2044 1,185,556 1,225,823 1,187,978 FNMA POOL AY1306 3.50 3/1/2045 350 367 325
FNMA POOL AY1814 4.00 1/1/2045 952,815 1,037,779 913,159 FNMA POOL AY4200 3.00 5/1/2045 5,952,172 6,058,901 5,326,013 FNMA POOL AY5654 1.00 6/1/2045 1,792,027 1,852,979 1,803,795 FNMA POOL AY5790 4.00 3/1/2045 4,093,706 4,441,411 3,921,720 FNMA POOL AZ0439 1.00 5/1/2045 1,668,427 1,729,549 1,658,593 FNMA POOL AZ0489 3.50 5/1/2045 1,390,212 1,498,385 1,289,480 FNMA POOL AZ2111 3.50 10/1/2045 1,454,404 1,549,373 1,349,020 FNMA POOL AZ2626 3.00 8/1/2045 1,174,721 1,177,170 1,051,142 FNMA POOL AZ2899 3.50 9/1/2045 30,364,729 31,289,709 28,164,553 FNMA POOL AZ3732 3.00 10/1/2045 1,363,150 1,365,997 1,219,748 FNMA POOL AZ3737 3.00 11/1/2045 155,530 166,816 139,730 FNMA POOL AZ4775 3.50 10/1/2045 1,230,493 1,302,387 1,141,334 FNMA POOL AZ4815 3.50 7/1/2045 2,034,710 2,176,447 1,887,279 FNMA POOL AZ5321 4.00 8/1/2045 2,341,789 2,534,823 2,243,405 FNMA POOL AZ5640 4.00 7/1/2045 874,973 949,419 838,214
FNMA POOL AZ6650 3.50 1/1/2046 2,838,302 2,877,266 2,632,643 FNMA POOL AZ7353 3.50 11/1/2045 4,474,577 4,701,002 4,150,357 FNMA POOL AZ7903 4.00 6/1/2041 1,331,491 1,460,431 1,278,887 FNMA POOL BA0898 3.50 2/1/2046 2,075,958 2,203,525 1,916,711 FNMA POOL BA1136 3.50 3/1/2046 2,325,624 2,474,365 2,147,226 FNMA POOL BA1141 3.50 3/1/2046 316,734 347,425 294,733
FNMA POOL BA1147 3.50 3/1/2046 1,540,576 1,634,769 1,422,398 FNMA POOL BA1565 3.00 10/1/2045 3,213,824 3,220,537 2,875,735 FNMA POOL BA2696 3.50 10/1/2045 12,637 13,113 11,721
FNMA POOL BA4384 3.50 11/1/2045 1,065,277 1,079,885 988,089 FNMA POOL BA4388 3.50 11/1/2045 2,866,402 2,928,257 2,658,708 FNMA POOL BA4390 3.50 11/1/2045 4,016,503 4,103,176 3,725,474 FNMA POOL BA5343 3.50 12/1/2045 1,725,478 1,772,663 1,600,453 FNMA POOL BA6587 3.50 1/1/2046 686,928 696,359 637,155
FNMA POOL BC0089 4.00 12/1/2045 13,327,354 13,992,916 12,767,441 FNMA POOL BC0448 3.50 12/1/2045 1,029,535 1,095,919 954,937 FNMA POOL BC0767 3.50 12/1/2045 1,578,040 1,599,691 1,463,698 FNMA POOL BC0843 3.50 4/1/2046 237,025 262,053 221,028
FNMA POOL BC1154 3.50 6/1/2046 5,202,929 5,752,754 4,851,798 FNMA POOL BC1809 3.50 5/1/2046 1,632,744 1,736,373 1,507,496 FNMA POOL BC2284 3.00 7/1/2046 9,147,622 9,603,409 8,186,951 FNMA POOL BC2891 3.50 2/1/2046 415,385 421,091 385,287
FNMA POOL BC6408 3.50 4/1/2046 5,199,307 5,529,836 4,800,468 FNMA POOL BD2170 3.50 8/1/2047 158,335 173,715 147,253
FNMA POOL BD4485 3.50 7/1/2045 10,131 10,611 9,464
FNMA POOL BD5425 3.00 12/1/2046 195,584 205,899 175,044 FNMA POOL BD6965 3.00 10/1/2046 6,455 6,435 5,777
FNMA POOL BD7074 3.00 3/1/2047 1,941,765 2,038,721 1,737,844 FNMA POOL BD7107 2.50 3/1/2032 252,000 252,000 233,609
FNMA POOL BD9522 3.00 10/1/2046 11,152,926 11,718,257 9,981,661 FNMA POOL BE0518 3.00 11/1/2046 21,573,560 22,697,512 19,307,934

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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