FossilFuelBonds

CalPERS Oil, Gas, Coal Corporation Bonds

(Source: CalPERS Annual Investment Report, 2011)
Security Name
MIDAMERICAN ENERGY HLDGS
TALISMAN ENERGY
PETROBRAS INTL FIN CO
ONEOK PARTNERS LP
EL PASO PIPELINE PART OP
BURLINGTON RESOURCES FIN
DEVON FINANCING CORP ULC
ENTERPRISE PRODUCTS OPER
DCP MIDSTREAM LLC
ENCANA CORP
WILLIAMS COS INC
IPIC GMTN LTD
NEXEN INC
TRANSOCEAN INC
CANADIAN NATL RESOURCES
NOBLE ENERGY INC
ANADARKO PETROLEUM CORP
ENCANA CORP
ANADARKO PETROLEUM CORP
TRANS CANADA PIPELINES
VALERO ENERGY CORP
ENERGY TRANSFER PARTNERS
MARATHON OIL CORP
TRANS CANADA PIPELINES
CANADIAN NATL RESOURCES
TECK RESOURCES LIMITED
ENTERPRISE PRODUCTS OPER
ENERGY TRANSFER PARTNERS
NOBLE HOLDING INTL LTD
TC PIPELINES LP
EOG RESOURCES INC
MARATHON PETROLEUM CORP
PETROLEOS MEXICANOS
ENTERPRISE PRODUCTS OPER

Rate
8.48
7.25
5.88
6.85
7.5
7.2
7.88
6.45
6.75
6.5
8.75
5
6.4
6.8
6.25
6
8.7
6.63
6.45
7.7
10.5
7.5
6.8
5.85
6.75
6.25
6.65
6.63
6.2
4.65
6.88
6.5
6.5
6.88

Maturity
09/15/28
10/15/27
03/01/18
10/15/37
11/15/40
08/15/31
09/30/31
09/01/40
09/15/37
02/01/38
03/15/32
11/15/20
05/15/37
03/15/38
03/15/38
03/01/41
03/15/19
08/15/37
09/15/36
06/15/29
03/15/39
07/01/38
03/15/32
03/15/36
02/01/39
07/15/41
10/15/34
10/15/36
08/01/40
06/15/21
10/01/18
03/01/41
06/02/41
03/01/33

Par Value
$125,712,000
$86,400,000
$88,320,000
$77,760,000
$72,000,000
$65,280,000
$56,640,000
$48,000,000
$44,160,000
$43,200,000
$34,752,960
$43,200,000
$37,440,000
$33,700,000
$30,720,000
$28,800,000
$23,040,000
$26,880,000
$27,840,000
$22,080,000
$19,200,000
$22,080,000
$21,067,200
$22,080,000
$17,280,000
$19,200,000
$13,440,000
$13,440,000
$11,520,000
$11,520,000
$9,600,000
$9,600,000
$9,600,000
$8,640,000

Book Value
$98,402,792
$60,414,018
$62,303,049
$54,931,079
$50,670,283
$46,923,433
$48,630,293
$33,844,442
$31,147,716
$30,537,681
$27,603,351
$30,344,084
$26,419,471
$23,871,474
$21,633,053
$20,266,186
$19,525,799
$18,931,805
$19,622,823
$16,291,536
$13,568,343
$15,494,299
$15,631,871
$15,604,049
$12,224,008
$13,561,240
$9,364,142
$9,444,150
$8,157,786
$8,146,506
$6,773,619
$6,743,325
$6,751,305
$5,728,316

Page 1

Market Value Yield

$163,398,074 6.52
$99,996,418 6.26
$95,198,882 5.45
$86,238,778 6.18
$83,281,752 6.48
$79,422,195 5.92
$72,789,530 6.13
$50,829,206 6.09
$48,321,373 6.17
$46,061,199
6.1
$44,196,744 6.88
$42,768,000 5.05
$37,025,835 6.47
$36,005,655 6.36
$33,028,938 5.81
$29,533,166 5.85
$29,265,892 6.85
$29,012,618 6.14
$28,761,690 6.24
$27,087,722 6.28
$27,004,415 7.47
$24,879,035 6.66
$23,536,017 6.09
$22,668,009
5.7
$19,738,978 5.91
$19,492,762 6.16
$14,495,021 6.17
$13,750,018 6.48
$12,049,813 5.93
$11,494,303 4.66
$11,482,835 5.75
$9,831,224 6.35
$9,740,611 6.41
$9,584,869
6.2

FossilFuelBonds
ENTERPRISE PRODUCTS OPER
HUSKY ENERGY INC
WILLIAMS COS INC
TRANS CANADA PIPELINES
CHESAPEAKE ENERGY CORP
NEWFIELD EXPLORATION CO
EL PASO CORPORATION
EL PASO CORP
CONSOL ENERGY INC
RANGE RESOURCES CORP
CONSOL ENERGY INC
PRIDE INTERNATIONAL INC
CONCHO RESOURCES INC
MARKWEST ENERGY PART/FIN
CONTINENTAL RESOURCES
RANGE RESOURCES CORP
PLAINS EXPLORATION & PRO
PLAINS EXPLORATION & PRO
WHITING PETROLEUM CORP
HILCORP ENERGY/FINANCE
ARCH COAL INC
CONSTELLATION ENERGY GRO
DENBURY RESOURCES INC
TRANSOCEAN SEDCO FOREX INC
TESORO CORP FORMERLY TESORO
EL PASO CORPORATION
PEABODY ENERGY CORP
CHESAPEAKE ENERGY CORP
DENBURY RESOURCES INC
RANGE RESOURCES CORP
HILCORP ENERGY I/HILCORP
SM ENERGY CO
ARCH COAL INC
KEY ENERGY SERVICES INC
PLAINS EXPLORATION & PRO
ARCH COAL INC
DEVON FING CORP U L C
TNK BP FIN S A

6.13
7.25
7.75
9.88
6.5
6.63
7.75
7.25
8.25
5.75
8
8.5
6.5
6.5
7.38
7.5
7.63
7.63
6.5
7.75
7.25
5.15
6.38
7.5
6.5
7
7.38
7.63
8.25
8
7.63
6.63
7.25
6.75
6.63
7
6.88
7.5

10/15/39
12/15/19
06/15/31
01/01/21
08/15/17
04/15/16
01/15/32
06/01/18
04/01/20
06/01/21
04/01/17
06/15/19
01/15/22
08/15/21
10/01/20
10/01/17
06/01/18
04/01/20
10/01/18
11/01/15
10/01/20
12/01/20
08/15/21
04/15/31
06/01/17
06/15/17
11/01/16
07/15/13
02/15/20
05/15/19
04/15/21
02/15/19
06/15/21
03/01/21
05/01/21
06/15/19
09/30/11
03/13/13

$8,640,000
$6,720,000
$6,651,840
$3,840,000
$4,800,000
$3,840,000
$2,880,000
$2,880,000
$2,880,000
$2,756,000
$2,400,000
$2,000,000
$2,400,000
$2,400,000
$1,920,000
$1,920,000
$1,920,000
$1,920,000
$1,920,000
$1,920,000
$1,920,000
$1,430,000
$1,440,000
$1,200,000
$1,300,000
$960,000
$960,000
$960,000
$956,160
$960,000
$960,000
$960,000
$960,000
$960,000
$960,000
$960,000
$760,000
$710,000
Page 2

$6,151,293
$4,751,147
$4,918,294
$3,083,755
$3,023,597
$2,613,296
$1,696,147
$1,919,303
$2,040,000
$2,197,163
$1,700,000
$2,273,439
$1,700,000
$1,700,000
$1,349,264
$1,309,377
$1,249,341
$1,360,000
$1,360,000
$1,352,145
$1,360,000
$1,429,189
$1,020,000
$1,230,393
$1,196,360
$633,872
$674,998
$727,478
$683,127
$694,486
$680,000
$680,000
$680,000
$680,000
$680,000
$680,000
$762,785
$708,144

$8,763,940
$7,998,178
$7,723,439
$5,381,910
$5,076,000
$3,964,800
$3,350,223
$3,234,882
$3,139,200
$2,707,770
$2,616,000
$2,520,318
$2,406,000
$2,382,000
$2,040,000
$2,040,000
$2,016,000
$2,016,000
$1,996,800
$1,977,600
$1,953,600
$1,466,622
$1,440,000
$1,366,151
$1,326,000
$1,086,120
$1,084,800
$1,046,400
$1,042,214
$1,041,600
$1,003,200
$962,400
$961,200
$960,000
$960,000
$957,600
$771,425
$770,350

6.04
6.09
6.67
7.05
6.15
6.42
6.66
6.45
7.57
5.85
7.34
6.75
6.48
6.55
6.94
7.06
7.26
7.26
6.25
7.52
7.13
5.02
6.38
6.59
6.37
6.19
6.53
7
7.57
7.37
7.3
6.61
7.24
6.75
6.63
7.02
6.77
6.91

FossilFuelBonds
OIL STATES INTL INC
SOUTHERN NATURAL GAS CO
TNK BP FIN SA
DCP MIDSTREAM LLC
RANGE RESOURCES CORP
COMPLETE PRODTN SVCS INC
TRICO MARINE SERVICES IN
TRICO MARINE SERVICES IN

6.5
5.9
6.13
5.35
6.75
8
8.13
3

06/01/19
04/01/17
03/20/12
03/15/20
08/01/20
12/15/16
02/01/13
01/15/27
Totals
% of Total CalPERS Corporate Bond Portfolio

$749,000
$600,000
$610,000
$567,000
$480,000
$195,000
$2,000,000
$2,000,000
$1,317,317,160
13.4%

$751,562
$599,428
$609,959
$566,468
$340,000
$197,823
$452,396
$189,029
$956,162,385
13.1%

Page 3

$752,745
$682,519
$629,093
$600,982
$496,800
$203,775
$167,500
$80,000
$1,489,135,733
14.4%

6.47
5.19
5.94
5.05
6.52
7.66
0
0