Annual Investment Report Fiscal Year Ended June 30, 2011

California Public Employees’ Retirement System A Component Unit of the State of California 10 / 11 Summary of Investments as of June 30, 2011

Introduction Alternative Investment Management Chief Investment Officer’s Letter Program Corporate Restructuring Cash Equivalents Distressed Securities Domestic Cash Equivalents Expansion Capital International Currency Mezzanine Debt

Debt Securities Secondary Interest Asset-Backed Special Situation Corporate Venture Capital Sovereign Bonds Inflationary-Linked Assets U.S. Treasuries & Agencies Inflationary-Linked Assets Mortgage Loans

Derivatives Real Estate Programs Mortgage-Backed Securities Domestic Real Estate International Debt Securities Domestic REITS International Derivatives International Real Estate

Equity Domestic Equity & Options International Equity & Options Chief Investment Officer’s Letter

June 30, 2011

The Board of Administration of the California Public Employees’ Retirement System

On behalf of CalPERS Investment Office, I am also will have an international growth and income pleased to report on CalPERS investment performance, sector in emerging markets. operations, and initiatives for the one-year period ending We successfully completed several important on June 30, 2011. The CalPERS Fund earned a net initiatives. During this past fiscal year, the CalPERS 21.7 percent return this fiscal year, with the market value Board adopted a new risk-based asset allocation of the Fund climbing to $239.3 billion. The returns mark structure that positions us to better manage the Fund the strongest annual performance in 14 years for the in varying market conditions. The strategy focuses on Fund and the second straight fiscal year we’ve exceeded such key drivers of risk and return as economic growth, our long-term annualized earnings target of 7.75 percent. inflation, liquidity and interest rates. CalPERS staff We have averaged a net return on investments of will use the new risk-based allocation structure as 8.4 percent over the past 20 years. they review asset allocation decisions and evaluate Our total Global Equity portfolio increased investment opportunities. 30.2 percent, exceeding its benchmark by 9 basis points. The Investment Office cut operational costs over Global Fixed Income grew by 7 percent, beating its the past year by more than $350 million, led by reductions benchmark by 1.4 percentage points, and the Alternative in management fees charged by investment partners and Investment Management Program (private equity) managers. And our Corporate Governance program surpassed its benchmark by nearly 5 percentage points helped develop and launch the Diverse Director with a 25.3 percent return. Commodities, infrastructure, DataSource, a new resource that shareowners, companies forestland, and inflation-linked bonds grew a combined and other organizations can use to recruit individuals 13.6 percent in the fiscal year, exceeding its benchmark whose experience, skills and knowledge qualify them by 6 percentage points. to be a candidate for a board director’s seat. The determined effort by our real estate staff to Finally, we continue to invest in our home state restructure the portfolio following the financial downturn of California. At the close of the fiscal year, we had had a strong impact, with real estate gaining 10.2 percent approximately $23.5 billion invested or committed in the fiscal year as valuations continued to stabilize. to businesses here. The CalPERS Board adopted a new strategy for real Our Investment Office staff, pension consultant estate in February 2011 that focuses primarily on core, Wilshire Associates, and State Street Bank & Trust, income-generating properties. The plan calls for investing our master custodian, compiled the investment data at least 75 percent of the portfolio mainly in retail, office, presented on the next pages as required by the Public industrial and multi-family housing properties in the Employees’ Retirement Law. We remain committed to United States over the next several years. Most new provide our members, beneficiaries and employers with commitments will go to long-term partners managing superior risk-adjusted returns to support their long-term exclusive CalPERS real estate accounts. The portfolio financial needs.

Joseph A. Dear Chief Investment Officer CalPERS 2010-2011 Annual Investment Report Domestic Cash Equivalents

Security Name Rate Maturity Date Par Value Book Value Market Value Yield AMERICAN WATER CAPIT 1.00 07/01/2011 35,000,000 $ 35,000,000 $ 35,000,000 1.00 AMERICAN WATER CAPIT 1.00 07/05/2011 20,000,000 19,999,267 19,999,267 1.00 AMERICAN WATER CAPIT 0.00 07/07/2011 35,000,000 34,998,133 34,998,133 0.00 BMW US CAPITAL LLC 0.00 07/01/2011 52,000,000 52,000,000 52,000,000 0.00 BMW US CAPITAL LLC 1.00 07/06/2011 5,100,000 5,099,780 5,099,780 1.00 BMW US CAPITAL LLC 1.00 07/07/2011 20,000,000 19,998,967 19,998,967 1.00 BMW US CAPITAL LLC 1.00 07/08/2011 13,525,000 13,524,211 13,524,211 1.00 CASH COLLATERAL BARCLAYS BANK 0.07 12/31/1949 8,000,000 8,000,000 8,000,000 0.07 COLLATERAL CREDIT SUISSE 0.07 12/31/1949 16,400,000 16,400,000 16,400,000 0.07 COLLATERAL SOCIETE GENERALE 0.07 12/31/1949 35,650,000 35,650,000 35,650,000 0.07 COLLATERAL UBS AG 0.07 12/31/1949 6,550,000 6,550,000 6,550,000 0.07 COLLATERL JP MORGAN CHASE 0.07 12/31/1949 39,800,000 39,800,000 39,800,000 0.07 DEVON ENERGY CORP 0.00 07/01/2011 21,000,000 21,000,000 21,000,000 0.00 DOMINION RESOURCES 1.00 07/05/2011 20,000,000 19,999,289 19,999,289 1.00 ENBRIDGE ENERGY PRTNS 1.00 07/01/2011 17,840,000 17,840,000 17,840,000 1.00 ENBRIDGE ENERGY PRTNS 1.00 07/06/2011 25,000,000 24,998,924 24,998,924 1.00 ENBRIDGE ENERGY PRTNS 1.00 07/07/2011 16,750,000 16,749,100 16,749,100 1.00 GOLDMAN FUTURES CASH 1.00 12/31/1930 1,000 1,000 1,000 1.00 GREENWICH REPO 0.03 07/01/2011 65,900,000 65,900,000 65,900,000 0.03 KANSAS CITY PWR & LT 0.00 07/01/2011 50,000,000 50,000,000 50,000,000 0.00 KANSAS CITY PWR & LT 0.00 07/07/2011 10,000,000 9,999,483 9,999,483 0.00 KANSAS CITY PWR & LT 0.34 07/14/2011 30,000,000 29,996,317 29,996,317 0.34 MORGAN STANLEY REPO 0.04 07/05/2011 66,500,000 66,500,000 66,500,000 0.04 PACIFIC GAS & ELEC CO 1.00 07/01/2011 10,000,000 10,000,000 10,000,000 1.00 PACIFIC GAS & ELEC CO 1.00 07/06/2011 31,000,000 30,998,493 30,998,493 1.00 PACIFIC GAS & ELEC CO 0.34 07/11/2011 3,700,000 3,699,651 3,699,651 0.34 PACIFIC GAS & ELEC CO 1.00 07/11/2011 10,000,000 9,999,083 9,999,083 1.00 PACIFIC GAS & ELEC CO 1.00 07/12/2011 5,000,000 4,999,465 4,999,465 1.00 PACIFIC GAS & ELEC CO 0.34 07/14/2011 11,000,000 10,998,649 10,998,649 0.34 PROGRESS ENERGY INC 0.00 07/01/2011 49,200,000 49,200,000 49,200,000 0.00 PUB.SERV.CO.COLORADO 0.30 07/05/2011 10,000,000 9,999,667 9,999,667 0.30 PUB.SERV.CO.COLORADO 0.30 07/14/2011 5,000,000 4,999,440 4,999,440 0.30 PUBLIC SER ELEC & GA 1.00 07/11/2011 5,800,000 5,799,501 5,799,501 1.00 PUBLIC SER ELEC & GA 1.00 07/12/2011 20,000,000 19,998,167 19,998,167 1.00 PUBLIC SER ELEC & GA 1.00 07/14/2011 4,700,000 4,699,474 4,699,474 1.00 SAFEWAY INC 1.00 07/06/2011 15,000,000 14,999,313 14,999,313 1.00 SAFEWAY INC 1.00 07/15/2011 15,000,000 14,998,075 14,998,075 1.00 SAFEWAY INC 0.32 07/20/2011 15,000,000 14,997,388 14,997,388 0.32 SEMPRA ENERGY HOLDIN 0.00 07/01/2011 16,420,000 16,420,000 16,420,000 0.00 SEMPRA ENERGY HOLDIN 1.00 07/06/2011 10,000,000 9,999,556 9,999,556 1.00 SEMPRA ENERGY HOLDIN 1.00 07/13/2011 30,000,000 29,996,800 29,996,800 1.00 SMIF/PERS 5.05 12/31/1930 1,245,535,000 1,245,535,000 1,245,535,000 5.05 SOUTHERN PWR CO 0.30 07/11/2011 8,500,000 8,499,292 8,499,292 0.30 SPECTRA ENERGY CAPTL 0.29 07/01/2011 15,000,000 15,000,000 15,000,000 0.29 SPECTRA ENERGY CAPTL 0.31 07/05/2011 7,800,000 7,799,731 7,799,731 0.31 SPECTRA ENERGY CAPTL 1.00 07/05/2011 24,800,000 24,799,118 24,799,118 1.00 SPECTRA ENERGY CAPTL 1.00 07/06/2011 8,000,000 7,999,656 7,999,656 1.00 SPECTRA ENERGY CAPTL 1.00 07/11/2011 14,000,000 13,998,794 13,998,794 1.00 STIF CALPERS 0.19 12/31/2020 5,443,700,385 5,443,700,385 5,443,700,385 0.19 TREASURY BILL 0.02 08/25/2011 313,000 312,986 312,986 0.02 TREASURY BILL 0.18 08/11/2011 1,431,000 1,430,776 1,430,776 0.18 TREASURY BILL 0.16 09/01/2011 40,000 39,997 39,997 0.16 TREASURY BILL 0.14 09/08/2011 121,000 120,970 120,970 0.14 TREASURY BILL 0.05 09/15/2011 1,789,000 1,788,728 1,788,728 0.05 TREASURY BILL 0.30 07/28/2011 276,000 275,967 275,967 0.30 WI TREASURY SEC 0.18 08/18/2011 53,000 52,997 52,997 0.18 XCEL ENERGY INC 1.00 07/21/2011 5,100,000 5,099,122 5,099,122 1.00 Grand Total $ 7,653,260,710 $ 7,653,260,710 CalPERS 2010-2011 Annual Investment Report International Currency

Security Name Par Value Book Value Market Value AUSTRALIAN DOLLAR 2,900,203 $ 3,088,144 $ 3,104,957 BRAZILIAN REAL 20,774,007 12,574,090 13,297,492 CANADIAN DOLLAR 19,053,281 19,629,102 19,742,286 CHILEAN PESO 260,775,478 552,596 556,558 COLOMBIAN PESO 9,871,036 5,516 5,568 CZECH KORUNA 8,025,187 456,451 478,181 DANISH KRONE 1,262,565 238,431 245,416 EGYPTIAN POUND 1,137,667 190,820 190,612 EURO CURRENCY 339,415,925 489,842,400 492,101,839 HONG KONG DOLLAR 25,856,454 3,321,725 3,322,918 HUNGARIAN FORINT 15,320,559 82,827 83,658 INDIAN RUPEE 245,916,353 5,485,345 5,501,177 INDONESIAN RUPIAH 13,270,515,149 1,544,371 1,547,492 ISRAELI SHEKEL 5,656,166 1,635,049 1,662,356 JAPANESE YEN 2,479,004,364 30,653,233 30,695,943 MALAYSIAN RINGGIT 2,385,338 784,323 789,978 MEXICAN PESO (NEW) 19,693,125 1,695,124 1,679,312 MOROCCAN DIRHAM 252,900 31,685 32,311 NEW TAIWAN DOLLAR 271,555,416 9,365,138 9,454,120 NEW ZEALAND DOLLAR 1,241,974 1,012,572 1,025,747 NORWEGIAN KRONE 12,532,493 2,292,521 2,335,777 PAKISTAN RUPEE 3,987,370 46,429 46,381 PERUVIAN NOUVEAU SOL 90,873 32,573 33,046 PHILIPPINE PESO 2,220,756 50,958 51,246 POLISH ZLOTY 1,101,180 395,387 401,115 POUND STERLING 8,338,733 13,565,612 13,387,425 SINGAPORE DOLLAR 1,622,902 1,308,522 1,322,012 SOUTH AFRICAN RAND 3,312,942 489,613 488,707 SOUTH KOREAN WON 3,331,761,013 3,103,524 3,120,649 SRI LANKA RUPEE 345,784 3,209 3,158 SWEDISH KRONA 19,804,676 3,102,261 3,138,593 SWISS FRANC 2,368,812 2,808,222 2,813,315 THAILAND BAHT 32,678,835 1,064,950 1,063,591 TURKISH LIRA 346,778 224,164 213,533 UAE DIRHAM 77,873 21,202 21,201 Grand Total $ 610,698,091 $ 613,957,668 CalPERS 2010-2011 Annual Investment Report Asset-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield AAMES MORTGAGE INVESTMENT TRUS 4.31 10/25/2035 580,000 $ 536,074 $ 58 0.00 ACCESS GROUP INC. 1.57 10/27/2025 1,303,855 1,293,013 1,317,053 1.56 ACCREDITED MORTGAGE LOAN TRUST 4.46 01/25/2034 2,568,177 2,461,300 2,115,924 5.41 ACCREDITED MORTGAGE LOAN TRUST 0.57 01/25/2034 46,140 46,185 33,567 0.78 ACE SECURITIES CORP. 1.24 12/25/2033 484,015 486,530 396,349 1.51 ACE SECURITIES CORP. 0.52 11/25/2035 2,000,000 1,919,644 1,596,260 0.65 ACE SECURITIES CORP. 0.59 08/25/2045 454,154 454,154 427,036 0.62 ACE SECURITIES CORP. 0.54 02/25/2036 258,753 258,753 236,217 0.59 AEGIS ASSET BACKED SECURITIES 1.24 01/25/2034 67,806 68,059 60,614 1.38 AFC HOME EQUITY LOAN TRUST 0.58 06/25/2030 472,570 473,063 297,136 0.92 AFC HOME EQUITY LOAN TRUST 0.46 04/25/2028 144,695 144,712 108,658 0.61 AMERICAN HOME MORTGAGE INVESTM 0.59 01/25/2047 1,276,672 1,274,514 309,426 2.42 AMERICAN HOME MORTGAGE INVESTM 0.64 07/25/2046 1,683,610 1,681,076 519,237 2.06 AMERIQUEST MORTGAGE SECURITIES 1.54 03/25/2033 524,800 527,377 408,773 1.97 ARGENT SECURITIES INC. 1.22 03/25/2034 714,493 717,979 639,029 1.36 ARGENT SECURITIES INC. 0.89 10/25/2033 286,302 288,600 230,245 1.10 ASSET BACKED FUNDING CERTIFICA 1.31 05/25/2032 276,579 276,906 240,436 1.51 ASSET BACKED FUNDING CERTIFICA 0.50 01/25/2035 1,141,261 1,087,314 1,019,735 0.55 ASSET BACKED FUNDING CORPORATI 6.00 07/26/2035 314,228 311,578 3 0.00 ASSET BACKED SECURITIES CORP H 1.31 09/15/2033 775,407 778,822 631,261 1.61 BAYVIEW FINANCIAL ACQUISITION 5.66 12/28/2036 3,845,477 3,818,995 3,781,112 5.76 BAYVIEW FINANCIAL ACQUISITION 1.19 05/28/2039 1,922,210 1,922,210 1,182,096 1.93 BAYVIEW FINANCIAL ACQUISITION 0.54 05/28/2037 2,890,777 2,890,777 1,715,271 0.90 BAYVIEW FINANCIAL ACQUISITION 0.47 12/28/2036 2,269,687 2,269,687 1,614,558 0.65 BAYVIEW FINANCIAL ASSET TRUST 1.69 03/25/2037 543,483 543,483 191,519 4.78 BAYVIEW FINANCIAL ASSET TRUST 1.34 03/25/2037 691,705 691,705 289,895 3.19 BAYVIEW FINANCIAL ASSET TRUST 0.79 12/25/2039 1,320,798 1,320,798 1,083,054 0.96 BAYVIEW FINANCIAL ASSET TRUST 0.64 03/25/2037 2,371,561 2,371,561 1,826,102 0.83 BEAR STEARNS ASSET BACKED SECU 0.59 09/25/2046 1,777,024 1,777,024 1,000,928 1.04 BEAR STEARNS ASSET BACKED SECU 0.74 10/25/2034 2,707,524 2,707,524 2,592,186 0.77 BEAR STEARNS ASSET BACKED SECU 0.71 06/25/2034 966,594 968,350 935,197 0.73 BEAR STEARNS ASSET BACKED SECU 0.59 03/25/2035 1,811,878 1,814,274 1,504,881 0.71 BEAR STEARNS ASSET BACKED SECU 0.35 08/25/2036 3,000,000 2,892,115 1,476,384 0.70 BEAR STEARNS ASSET BACKED SECU 0.52 01/25/2036 17,403 17,403 17,359 0.52 BEAR STEARNS ASSET BACKED SECU 5.50 12/25/2035 87,300 85,280 1 0.00 BEAR STEARNS SECOND LIEN TRUST 0.41 12/25/2036 683,004 683,004 646,774 0.43 BLACK DIAMOND CLO LTD 0.52 04/29/2013 1,240,000 1,240,000 1,226,980 0.53 BUMPER 2.99 06/20/2022 558,730 787,350 810,925 2.06 CARRINGTON MORTGAGE LOAN TRUST 0.31 02/25/2037 808,874 808,874 770,702 0.32 CHASE ISSUANCE TRUST 1.74 04/15/2014 1,865,000,000 1,865,000,000 1,887,438,748 1.72 CITIGROUP MORTGAGE LOAN TRUST 0.59 11/25/2046 3,646,963 3,646,963 1,889,853 1.13 CITIGROUP MORTGAGE LOAN TRUST 0.25 05/25/2037 1,710,383 1,710,383 1,640,257 0.26 COUNTRYWIDE ASSET BACKED CERTI 0.84 02/25/2037 1,252,000 1,246,625 152,435 6.86 COUNTRYWIDE ASSET BACKED CERTI 5.55 08/25/2021 767,334 767,324 693,533 6.14 COUNTRYWIDE ASSET BACKED CERTI 1.19 08/25/2047 2,129,613 2,116,019 1,355,665 1.86 COUNTRYWIDE ASSET BACKED CERTI 1.09 10/25/2047 2,888,873 2,888,873 2,016,789 1.56 COUNTRYWIDE ASSET BACKED CERTI 0.85 04/25/2032 346,712 346,958 195,917 1.50 COUNTRYWIDE ASSET BACKED CERTI 0.53 04/25/2036 1,630,000 1,527,703 859,893 1.00 COUNTRYWIDE ASSET BACKED CERTI 0.64 06/25/2033 310,618 310,879 276,040 0.72 COUNTRYWIDE ASSET BACKED CERTI 0.42 09/25/2034 646,266 646,813 609,165 0.44 COUNTRYWIDE HOME EQUITY LOAN T 0.47 02/15/2034 803,912 803,464 509,701 0.74 COUNTRYWIDE HOME EQUITY LOAN T 0.47 02/15/2034 447,146 447,553 285,526 0.73 COUNTRYWIDE HOME EQUITY LOAN T 0.48 12/15/2033 184,201 184,189 144,255 0.61 COUNTRYWIDE HOME EQUITY LOAN T 0.56 12/15/2028 404,130 404,614 376,836 0.60 COUNTRYWIDE HOME EQUITY LOAN T 0.54 03/15/2029 1,012,403 992,084 967,863 0.56 CREDIT BASED ASSET SERVICING A 0.63 04/25/2036 166,543 154,942 152,339 0.68 CREDIT SUISSE MORTGAGE CAPITAL 0.46 10/25/2036 1,370,836 1,370,836 1,194,064 0.52 CalPERS 2010-2011 Annual Investment Report Asset-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield CS FIRST BOSTON MORTGAGE SECUR 0.66 05/25/2044 62,896 62,896 60,985 0.68 CVS CORP 6.12 01/10/2013 1,441,094 1,450,878 1,516,752 5.81 EMC MORTGAGE LOAN TRUST 0.94 05/25/2039 760,469 762,579 609,201 1.17 EQUITY ONE ABS INC 5.91 02/25/2033 125,678 125,724 53,385 13.91 FBR SECURITIZATION TRUST 2.44 09/25/2035 300,000 259,609 30 0.00 FBR SECURITIZATION TRUST 2.44 11/25/2035 570,753 566,562 57 0.00 FIRST FRANKLIN MORTGAGE LOAN N 5.68 12/25/2035 42,874 42,874 8,574 28.41 FIRST FRANKLIN MORTGAGE LOAN N 6.50 09/25/2035 198,940 197,819 99 0.00 FIRST FRANKLIN MTG LOAN ASSET 0.32 12/25/2026 1,997,570 1,997,570 257,736 2.45 FIRST FRANKLIN MTG LOAN ASSET 0.70 09/25/2035 4,181,000 4,194,967 3,654,002 0.80 FIRST FRANKLIN MTG LOAN ASSET 0.73 09/25/2034 1,083,857 1,083,857 1,025,644 0.77 FORD AUTO SECURITIZATION TRUST 4.82 10/15/2012 1,118,760 976,657 1,179,399 4.57 GE WMC MORTGAGE SECURITIES NIM 5.50 01/25/2036 103,549 103,246 1 0.00 GRAYSON CLO LTD 0.52 11/01/2021 208,972,810 178,310,298 192,254,985 0.56 GREENPOINT MORTGAGE FUNDING TR 0.59 09/25/2034 1,377,577 1,377,577 1,219,908 0.66 GREENPOINT MORTGAGE FUNDING TR 0.87 09/25/2034 1,147,361 1,147,361 7,257 0.00 GSAMP NIM TRUST 5.50 11/25/2035 539,975 533,558 5 0.00 GSAMP TRUST 0.69 05/25/2036 3,104,000 3,104,000 1,120,460 1.90 GSAMP TRUST 0.49 12/25/2036 2,796,297 2,792,997 1,715,691 0.79 GSAMP TRUST 0.49 05/25/2036 1,744,206 1,741,065 1,454,177 0.58 GSAMP TRUST 0.31 03/25/2047 620,476 620,476 595,316 0.32 HEAT EQUITY ASSET TRUST NIM 6.00 01/27/2036 419,282 415,659 4 0.00 HEAT EQUITY ASSET TRUST NIM 6.50 05/27/2036 131,313 131,181 328 0.00 HOME EQUITY ASSET TRUST 2.59 10/25/2033 135,698 137,623 97,105 3.61 HOME EQUITY ASSET TRUST 0.34 10/25/2036 3,190,000 3,069,653 1,381,436 0.78 HOME EQUITY MORTGAGE TRUST 5.50 01/25/2037 4,103,090 4,100,938 820,273 11.16 INDYMAC HOME EQUITY LOAN ASSET 1.11 06/25/2031 855,435 855,791 640,079 1.49 ING INVESTMENT MANAGEMENT CLO 1.65 06/22/2021 160,000,000 159,680,788 159,680,000 1.65 IRWIN HOME EQUITY 0.34 08/25/2037 3,114,046 3,114,046 2,273,257 0.46 IXIS REAL ESTATE CAPITAL TRUST 0.35 08/25/2036 5,651,269 5,640,336 1,904,302 1.03 JP MORGAN MORTGAGE ACQUISITION 0.47 01/25/2037 7,150,000 7,138,005 2,532,394 1.32 JP MORGAN MORTGAGE ACQUISITION 0.27 08/25/2036 27,936 27,936 8,166 0.91 LCM LTD PARTNERSHIP 1.48 07/14/2022 288,000,000 287,626,434 287,625,600 1.48 LEHMAN XS TRUST 0.29 01/25/2037 640,335 640,335 607,394 0.30 LEHMAN XS TRUST 0.29 12/25/2036 70,120 70,019 69,228 0.29 LEHMAN XS TRUST 0.89 12/25/2035 1,797,547 1,793,883 8,055 0.00 LOCAT SECURITISATION VEHICLE S 1.64 12/12/2024 635,625 917,609 906,591 1.15 LONG BEACH AUTO RECEIVABLES TR 5.03 01/15/2014 562,528 562,528 566,097 4.99 LONG BEACH MORTGAGE LOAN TRUST 1.01 09/25/2031 1,113,263 1,113,470 841,401 1.34 LONG BEACH MORTGAGE LOAN TRUST 0.66 08/25/2035 1,650,000 1,499,657 1,338,455 0.81 LONG BEACH MORTGAGE LOAN TRUST 0.43 01/25/2046 801,888 764,636 603,587 0.57 MASTR SPECIALIZED LOAN TRUST 0.56 01/25/2037 2,641,961 2,640,771 992,936 1.48 MASTR SPECIALIZED LOAN TRUST 0.59 07/25/2034 1,461,346 1,464,215 1,367,844 0.63 MERRILL LYNCH FIRST FRANKLIN M 0.25 07/25/2037 390,899 390,899 382,743 0.25 MERRILL LYNCH MORTGAGE INVESTO 0.59 03/25/2037 3,100,000 3,100,000 212,945 8.53 MERRILL LYNCH MORTGAGE INVESTO 5.67 05/25/2046 339,486 338,720 338,091 5.69 MERRILL LYNCH MORTGAGE INVESTO 0.49 02/25/2037 4,250,042 4,250,042 496,248 4.16 MERRILL LYNCH MORTGAGE INVESTO 0.47 01/25/2047 1,609,492 1,609,492 1,029,199 0.73 MERRILL LYNCH MORTGAGE INVESTO 0.31 02/25/2037 1,176,165 1,176,165 629,872 0.57 MERRILL LYNCH MORTGAGE INVESTO 0.26 07/25/2037 38,826 38,823 38,034 0.26 MORGAN STANLEY CAPITAL INC 0.72 09/25/2034 95,008 95,008 77,319 0.88 MORGAN STANLEY CAPITAL INC 0.49 12/25/2035 2,660,000 2,545,025 1,866,197 0.69 MORGAN STANLEY CAPITAL INC 0.51 11/25/2035 2,921,764 2,796,716 2,537,286 0.58 MORGAN STANLEY DEAN WITTER CAP 3.26 11/25/2032 292,899 294,646 111,961 8.53 NATIONAL COLLEGIATE STUDENT LO 0.66 02/25/2032 2,500,000 2,500,000 72,500 0.38 NELNET STUDENT LOAN TRUST 0.30 06/22/2017 35,627 35,630 35,603 0.30 NEW CENTURY HOME EQUITY LOAN T 1.16 11/25/2033 1,089,370 1,095,560 919,410 1.38 CalPERS 2010-2011 Annual Investment Report Asset-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield NOMURA HOME EQUITY LOAN INC 6.06 02/25/2037 1,448,028 1,447,713 645,722 13.59 NORTHWEST AIRLINES 0.75 02/06/2015 2,142,857 2,091,560 2,205,000 0.73 NOVASTAR HOME EQUITY LOAN 0.29 03/25/2037 1,077,389 1,077,389 1,045,999 0.29 OPTION ONE MORTGAGE LOAN TRUST 0.59 02/25/2035 946,887 928,560 813,139 0.68 OPTION ONE MORTGAGE SECURITIES 5.44 08/26/2035 213,614 212,637 2 0.00 ORIGEN MANUFACTURED HOUSING 0.34 11/15/2018 699,055 698,898 686,250 0.34 OWNIT MORTGAGE LOAN NIM 5.00 08/25/2036 939,561 927,546 94 0.00 PROVIDENT BANK HOME EQUITY LOA 0.73 08/25/2031 804,260 804,637 432,640 1.35 RAAC SERIES 1.39 09/25/2047 1,384,719 1,384,719 1,131,311 1.70 RAAC SERIES 0.57 10/25/2046 2,495,684 2,495,684 1,563,304 0.90 RAAC SERIES 0.48 05/25/2046 2,216,186 2,216,186 1,439,925 0.73 RESIDENTIAL ASSET MORTGAGE PRO 0.97 02/25/2033 95,318 95,409 50,037 1.84 RESIDENTIAL ASSET SECURITIES C 0.79 06/25/2032 386,377 386,675 207,598 1.46 RESIDENTIAL ASSET SECURITIES C 0.51 01/25/2036 1,800,000 1,742,310 1,361,878 0.67 RESIDENTIAL ASSET SECURITIES C 0.30 04/25/2037 352,594 352,594 347,962 0.30 RESMAE MORTGAGE LOAN TRUST 0.34 02/25/2036 1,469,614 1,469,614 500,471 0.99 SAXON ASSET SECURITIES TRUST 2.77 12/25/2032 310,700 312,787 225,613 3.82 SECURITIZED ASSET BACKED RECEI 0.52 10/25/2035 371,980 360,866 326,238 0.59 SHARPS SP I LLC NET INTEREST M 5.00 05/25/2035 428,624 427,830 4 0.00 SLM STUDENT LOAN TRUST 0.64 12/15/2039 2,100,000 2,100,000 789,180 1.70 SMALL BUSINESS ADMINISTRATION 5.94 08/10/2018 5,182,570 5,182,570 5,669,083 5.43 SMALL BUSINESS ADMINISTRATION 6.02 08/01/2028 3,229,924 3,229,924 3,625,622 5.36 SMALL BUSINESS ADMINISTRATION 5.87 07/01/2028 1,871,464 1,871,464 2,071,088 5.30 SMALL BUSINESS ADMINISTRATION 5.68 06/01/2028 4,272,789 4,272,789 4,701,968 5.16 SMALL BUSINESS ADMINISTRATION 5.49 03/01/2028 1,456,016 1,456,016 1,584,104 5.05 SMALL BUSINESS ADMINISTRATION 5.17 01/01/2028 3,643,810 3,643,810 3,967,176 4.75 STANFIELD DAYTONA CLO LTD 0.52 04/27/2013 1,980,000 1,980,000 1,947,924 0.53 STONY HILL CDO LTD 0.74 10/15/2013 706,657 706,769 703,124 0.75 STRUCTURED ASSET INVESTMENT LO 0.64 11/25/2034 5,501,874 5,508,580 3,755,612 0.93 STRUCTURED ASSET SECURITIES CO 0.32 02/25/2037 3,250,000 2,995,847 1,338,162 0.77 STRUCTURED ASSET SECURITIES CO 0.31 10/25/2036 356,955 356,955 354,739 0.31 SUTTER CBO LTD 1.06 01/30/2013 13,575 13,573 13,439 1.07 SYMPHONY CLO LTD 1.76 07/28/2021 184,000,000 184,000,000 184,000,000 1.76 TERWIN MORTGAGE TRUST 3.04 03/25/2037 2,789,599 2,774,511 811,126 10.45 TERWIN MORTGAGE TRUST 3.75 05/25/2037 4,512,460 4,470,650 2,526,978 6.69 TERWIN MORTGAGE TRUST 3.19 07/25/2037 4,593,334 4,548,356 2,710,067 5.40 TERWIN MORTGAGE TRUST 0.27 01/25/2038 567,887 567,646 470,001 0.32 WAMU ASSET BACKED CERTIFICATES 0.57 05/25/2047 3,200,000 3,200,000 25,885 0.00 WELLS FARGO HOME EQUITY TRUST 3.19 05/25/2034 431,403 432,480 214,362 6.41 WELLS FARGO HOME EQUITY TRUST 0.56 04/25/2034 3,750,000 3,736,358 2,661,596 0.78 Grand Total $ 2,890,869,006 $ 2,850,681,848 CalPERS 2010-2011 Annual Investment Report Corporate Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield ACE CAPITAL TRUST II 9.70 04/01/2030 25,051,200 $ 20,180,381 $ 32,148,695 7.56 AES CORP 7.75 03/01/2014 70,000 72,008 75,600 7.18 AES CORPORATION 8.00 10/15/2017 960,000 699,164 1,017,600 7.55 AES CORPORATION 8.00 06/01/2020 1,920,000 1,251,947 2,044,800 7.51 AES EASTERN ENERGY 9.67 01/02/2029 37,248,000 25,678,447 26,446,080 13.62 AFLAC INC 8.50 05/15/2019 24,000,000 17,000,000 29,359,869 6.95 AGILENT TECHNOLOGIES INC 5.00 07/15/2020 253,000 251,935 264,829 4.78 AHOLD FINANCE USA LLC 6.88 05/01/2029 946,000 1,040,422 1,052,594 6.18 AK STEEL CORP 7.63 05/15/2020 4,320,000 3,048,005 4,428,000 7.44 ALCOA INC 6.15 08/15/2020 28,800,000 20,465,118 30,447,984 5.82 ALLIANT TECHSYSTEMS INC 6.75 04/01/2016 1,920,000 1,334,174 1,958,400 6.62 AMERICAN EXPRESS CO 8.15 03/19/2038 52,800,000 37,540,465 70,269,778 6.12 AMERICAN GEN FIN CORP MTN 0.50 12/15/2011 2,180,000 2,180,000 2,151,965 0.50 AMERICAN INTL GROUP 8.25 08/15/2018 44,000,000 32,800,000 51,306,161 7.08 AMERICAN INTL GROUP 6.25 03/15/2037 76,800,000 46,437,052 69,888,000 6.87 AMERICAN INTL GROUP 5.85 01/16/2018 39,840,000 27,436,343 41,690,412 5.59 AMERICAN INTL GROUP 0.39 10/18/2011 400,000 393,712 398,068 0.39 AMERICAN MUN PWR OHIO INC 7.83 02/15/2041 2,405,000 2,686,059 2,869,165 6.57 AMERICAN MUN PWR OHIO INC 7.73 02/15/2033 3,000,000 3,084,584 3,550,200 6.54 AMERICAN TOWER CORP 7.25 05/15/2019 1,920,000 1,340,687 2,183,674 6.37 AMERICAN TOWER CORP 7.00 10/15/2017 1,920,000 1,349,463 2,179,451 6.17 AMERICAN WATER CAP CORP 6.59 10/15/2037 51,840,000 36,720,000 55,744,714 6.13 AMERISOURCEBERGEN CORP 5.88 09/15/2015 110,000 109,769 123,994 5.21 AMKOR TECHNOLOGIES INC 7.38 05/01/2018 1,920,000 1,360,000 1,951,200 7.26 ANADARKO PETROLEUM CORP 8.70 03/15/2019 23,040,000 19,525,799 29,265,892 6.85 ANADARKO PETROLEUM CORP 6.45 09/15/2036 27,840,000 19,622,823 28,761,690 6.24 ANHEUSER BUSCH COS LLC 5.75 04/01/2036 13,440,000 9,501,814 13,728,682 5.63 AON CORP 5.00 09/30/2020 19,200,000 13,554,584 19,716,375 4.87 ARCELORMITTAL 7.00 10/15/2039 19,200,000 14,238,264 19,415,449 6.92 ARCELORMITTAL 6.75 03/01/2041 19,200,000 13,489,123 18,888,519 6.86 ARCELORMITTAL 5.25 08/05/2020 52,800,000 36,875,730 52,166,495 5.31 ARCH COAL INC 7.25 06/15/2021 960,000 680,000 961,200 7.24 ARCH COAL INC 7.25 10/01/2020 1,920,000 1,360,000 1,953,600 7.13 ARCH COAL INC 7.00 06/15/2019 960,000 680,000 957,600 7.02 ARCHER DANIELS 6.75 12/15/2027 13,440,000 9,701,029 15,911,119 5.70 ARIZONA PUB SERV 8.00 12/30/2015 20,516,160 14,645,708 22,521,409 7.29 AT&T INC 6.45 06/15/2034 8,640,000 6,546,449 9,089,780 6.13 AT&T INC 6.15 09/15/2034 75,840,000 53,649,894 77,074,778 6.05 AT&T INC 6.30 01/15/2038 61,440,000 43,350,815 64,138,008 6.03 AT&T INC 5.35 09/01/2040 23,767,680 16,856,341 22,212,671 5.72 AVIATION CAPITAL GROUP 7.13 10/15/2020 2,400,000 2,399,933 2,479,320 6.90 AXA SA 8.60 12/15/2030 3,840,000 2,813,328 4,501,894 7.34 AXA SA 6.38 12/29/2049 24,000,000 15,057,571 21,000,000 7.29 BAC CAP TR XIII 0.65 12/29/2049 810,000 691,614 553,590 0.95 BAC CAPITAL TRUST XI 6.63 05/23/2036 15,360,000 9,538,410 15,052,800 6.76 BALL CORP 7.38 09/01/2019 960,000 693,108 1,048,800 6.75 BALL CORP 5.75 05/15/2021 1,920,000 1,360,000 1,924,800 5.74 BANK OF AMERICA CORP 8.00 12/29/2049 19,200,000 13,867,594 20,050,752 7.66 BANK OF AMERICA CORP 7.38 05/15/2014 2,000,000 1,993,630 2,249,472 6.56 BARCLAYS BANK PLC 6.05 12/04/2017 66,240,000 46,839,477 70,134,316 5.71 BARCLAYS BK PLC UK GOVT CR 2.70 03/05/2012 100,000 100,739 101,603 2.66 BEAM INC 5.88 01/15/2036 26,383,680 17,985,538 24,778,831 6.26 BEAM INC 5.38 01/15/2016 37,440,000 26,430,588 40,514,315 4.97 BEAR STEARNS COS INC 0.47 08/15/2011 970,000 969,072 970,437 0.47 BEAR STEARNS COS LLC 5.55 01/22/2017 43,200,000 29,535,810 46,491,548 5.16 CalPERS 2010-2011 Annual Investment Report Corporate Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield BICENT POWER LLC 7.36 07/31/2014 68,576 68,576 46,264 10.91 BOEING CO 8.75 09/15/2031 29,568,000 24,257,665 40,140,837 6.45 BOSTON SCIENTIFIC CORP 7.38 01/15/2040 24,000,000 16,980,486 27,682,920 6.39 BOSTON SCIENTIFIC CORP 6.00 01/15/2020 23,040,000 16,186,070 24,941,998 5.54 BOYD GAMING CORP 7.13 02/01/2016 280,000 279,358 258,300 7.72 BOYD GAMING CORP 6.75 04/15/2014 65,000 64,681 64,431 6.81 BRISTOL BAY FDG LTD 0.00 03/20/2015 48,000 32,242,046 18,240,000 0.00 BRITISH TELECOM PLC 9.88 12/15/2030 58,297,000 38,881,456 79,939,316 7.20 BUCKEYE OHIO TOB SETTLEMENT 5.88 06/01/2047 2,600,000 2,551,150 1,892,358 8.07 BUCKEYE OHIO TOB SETTLEMENT 5.88 06/01/2030 800,000 796,186 633,056 7.42 BUILDING MATERIALS CORP 6.75 05/01/2021 286,000 288,954 287,430 6.72 BUNGE LIMITED FINANCE CO 8.50 06/15/2019 585,000 587,372 709,957 7.00 BURLINGTON RESOURCES FIN 7.20 08/15/2031 65,280,000 46,923,433 79,422,195 5.92 BVPS II FUNDING CORP 8.68 06/01/2017 18,034,560 13,235,729 19,545,495 8.01 BVPS II FUNDING CORP 8.89 06/01/2017 32,455,680 24,145,793 36,643,092 7.87 CANADIAN NATL RESOURCES 6.75 02/01/2039 17,280,000 12,224,008 19,738,978 5.91 CANADIAN NATL RESOURCES 6.25 03/15/2038 30,720,000 21,633,053 33,028,938 5.81 CAPITAL ONE CAPITAL V 10.25 08/15/2039 19,200,000 13,453,002 20,351,998 9.67 CAPITAL ONE CAPITAL VI 8.88 05/15/2040 24,000,000 16,791,607 24,720,000 8.62 CAPITAL ONE FINANCIAL CO 6.75 09/15/2017 24,000,000 16,970,115 27,726,425 5.84 CAPMARK FINANCIAL GROUP 5.88 05/10/2049 200,000 199,985 116,511 10.08 CAPMARK FINL GROUP INC 6.30 05/10/2017 100,000 99,906 57,212 11.01 CAPMARK FINL GROUP INC 1.00 12/30/2049 3,090,000 3,089,671 1,764,390 1.75 CARDTRONICS INC 8.25 09/01/2018 960,000 680,000 1,023,600 7.74 CARGILL INC 8.89 03/31/2022 24,000,000 19,600,891 29,184,720 7.31 CASE NEW HOLLAND INC 7.88 12/01/2017 769,000 764,480 845,900 7.16 CB SMURFIT STONE 8.00 03/15/2017 2,000,000 222,611 50,000 0.00 CBS CORP 7.88 07/30/2030 80,640,000 60,872,257 95,846,625 6.63 CCO HLDGS LLC/CAP CORP 6.50 04/30/2021 1,920,000 1,360,000 1,893,600 6.59 CELANESE US HOLDINGS LLC 5.88 06/15/2021 480,000 340,000 490,800 5.75 CENTEL CAPITAL CORP 9.00 10/15/2019 8,500,000 9,861,160 9,896,627 7.73 CENTERPOINT ENER HOUSTON 9.15 03/15/2021 25,065,600 18,768,598 32,731,362 7.01 CENTERPOINT ENER HOUSTON 6.95 03/15/2033 7,512,000 5,896,988 8,915,802 5.86 CENTERPOINT ENERGY RESOU 6.63 11/01/2037 29,760,000 20,894,167 32,546,662 6.06 CENTURYLINK INC 6.88 01/15/2028 35,520,000 23,222,571 33,122,996 7.37 CHESAPEAKE ENERGY CORP 7.63 07/15/2013 960,000 727,478 1,046,400 7.00 CHESAPEAKE ENERGY CORP 6.50 08/15/2017 4,800,000 3,023,597 5,076,000 6.15 CHICAGO ILL O HARE INTL ARPT 6.40 01/01/2040 2,200,000 2,142,031 2,286,790 6.15 CHS CMNTY HEALTH SYS INC 8.88 07/15/2015 210,000 209,249 216,300 8.62 CHS COMMUNITY HEALTH SYS INC 6.00 07/13/2014 984,532 984,532 954,996 6.19 CINCINNATI BELL INC NEW 7.00 02/15/2015 120,000 119,671 121,500 6.91 CITADEL BROADCASTING COR 7.75 12/15/2018 480,000 340,000 510,000 7.29 CITIGROUP INC 8.13 07/15/2039 28,800,000 20,012,849 35,595,806 6.57 CITIGROUP INC 6.88 03/05/2038 72,000,000 50,458,949 79,623,402 6.22 CITIGROUP INC 6.00 08/15/2017 9,600,000 6,802,189 10,493,111 5.49 CITIGROUP INC 5.50 02/15/2017 7,680,000 5,312,946 8,074,192 5.23 CITIGROUP INC 5.38 08/09/2020 14,400,000 10,373,275 15,071,223 5.14 CITIZENS COMMUNICATIONS CO 7.88 01/15/2027 110,000 113,467 107,250 8.08 CLEARWATER PAPER CORP 7.13 11/01/2018 480,000 340,000 492,000 6.95 CMS ENERGY CORP 8.75 06/15/2019 2,880,000 2,068,602 3,515,452 7.17 CMS ENERGY CORP 1.23 01/15/2013 2,000,000 2,000,000 1,980,000 1.24 CNL LIFESTYLE PROPERTIES 7.25 04/15/2019 2,880,000 2,025,134 2,606,400 8.01 COLUMBIA FAMILY APARTMENTS 8.12 07/01/2017 1,022,192 1,022,192 1,029,109 8.07 COLUMBIA/HCA HEALTHCARE CORP 7.69 06/15/2025 230,000 239,843 215,050 8.22 COMCAST CORP 6.45 03/15/2037 25,920,000 18,220,836 27,513,291 6.08 CalPERS 2010-2011 Annual Investment Report Corporate Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield COMCAST CORP 5.65 06/15/2035 9,600,000 6,787,463 9,332,256 5.81 COMMONWEALTH EDISON 6.45 01/15/2038 44,160,000 31,196,415 49,195,295 5.79 COMMONWEALTH EDISON 5.90 03/15/2036 20,160,000 14,145,649 21,050,544 5.65 COMPLETE PRODTN SVCS INC 8.00 12/15/2016 195,000 197,823 203,775 7.66 CONAGRA FOODS INC 9.75 03/01/2021 5,928,960 4,884,171 7,672,460 7.53 CONAGRA FOODS INC 5.82 06/15/2017 22,037,760 15,524,350 24,257,310 5.29 CONCHO RESOURCES INC 6.50 01/15/2022 2,400,000 1,700,000 2,406,000 6.48 CONSOL ENERGY INC 8.25 04/01/2020 2,880,000 2,040,000 3,139,200 7.57 CONSOL ENERGY INC 8.00 04/01/2017 2,400,000 1,700,000 2,616,000 7.34 CONSTELLATION BRANDS INC 7.25 05/15/2017 3,840,000 2,616,569 4,176,000 6.67 CONSTELLATION ENERGY GRO 5.15 12/01/2020 1,430,000 1,429,189 1,466,622 5.02 CONTINENTAL RESOURCES 7.38 10/01/2020 1,920,000 1,349,264 2,040,000 6.94 CORELOGIC INC 7.25 06/01/2021 1,920,000 1,360,000 1,872,000 7.44 COVENTRY HEALTH CARE INC 6.30 08/15/2014 1,306,000 1,286,118 1,433,834 5.74 COX COMMUNICATIONS INC 8.38 03/01/2039 28,800,000 20,327,251 37,658,621 6.40 CREDIT SUISSE 5.40 01/14/2020 39,360,000 27,821,901 39,604,841 5.37 CREDIT SUISSE NEW YORK 6.00 02/15/2018 24,000,000 17,024,591 25,815,657 5.58 CRICKET COMMUNICATIONS I 7.75 05/15/2016 2,880,000 1,986,855 3,052,800 7.31 CROWN AMER/CAP CORP III 6.25 02/01/2021 2,880,000 2,040,000 2,908,800 6.19 CSC HLDGS INC 7.63 07/15/2018 145,000 152,319 156,963 7.04 CSC HOLDINGS LLC 7.88 02/15/2018 2,880,000 2,001,428 3,146,400 7.21 CSX CORP 6.80 12/01/2028 22,272,000 15,639,376 25,228,341 6.00 CSX CORP 6.22 04/30/2040 35,299,200 25,055,272 37,628,500 5.83 CSX CORP 6.15 05/01/2037 1,920,000 1,050,737 2,031,062 5.81 DAIMLER FINANCE NA LLC 8.50 01/18/2031 58,560,000 46,081,147 78,426,875 6.35 DAVITA INC 6.63 11/01/2020 1,440,000 1,020,000 1,465,200 6.51 DAVITA INC 6.38 11/01/2018 960,000 680,000 972,000 6.30 DCP MIDSTREAM LLC 6.75 09/15/2037 44,160,000 31,147,716 48,321,373 6.17 DCP MIDSTREAM LLC 5.35 03/15/2020 567,000 566,468 600,982 5.05 DELHAIZE GROUP 5.70 10/01/2040 12,264,000 8,674,795 11,442,534 6.11 DELPHI CORP 6.13 05/15/2021 394,000 396,679 389,075 6.20 DELPHI CORP 5.88 05/15/2019 235,000 235,000 230,300 5.99 DENBURY RESOURCES INC 8.25 02/15/2020 956,160 683,127 1,042,214 7.57 DENBURY RESOURCES INC 6.38 08/15/2021 1,440,000 1,020,000 1,440,000 6.38 DEUTSCHE TELEKOM INT FIN 8.75 06/15/2030 26,400,000 21,461,403 34,740,827 6.65 DEUTSCHE TELEKOM INT FIN 9.25 06/01/2032 54,157,440 46,777,837 76,640,984 6.54 DEVON FINANCING CORP ULC 7.88 09/30/2031 56,640,000 48,630,293 72,789,530 6.13 DEVON FING CORP U L C 6.88 09/30/2011 760,000 762,785 771,425 6.77 DEX ONE CORP 12.00 01/29/2017 152,368 182,993 65,899 0.00 DEXIA CREDIT LOCAL 2.75 04/29/2014 16,010,000 16,028,150 16,227,736 2.71 DILLARD KENNER LA 9.25 01/15/2013 1,489,365 1,054,967 1,489,365 9.25 DIRECTV HOLDINGS/FING 6.00 08/15/2040 38,400,000 26,845,835 38,565,551 5.97 DISCOVER FINL SVCS 6.45 06/12/2017 200,000 199,757 224,502 5.75 DISH DBS CORP 7.88 09/01/2019 960,000 715,037 1,035,600 7.30 DISH DBS CORP 7.75 05/31/2015 2,880,000 1,981,339 3,117,600 7.16 DISH DBS CORP 7.13 02/01/2016 160,000 159,715 168,800 6.75 DISH DBS CORP 6.75 06/01/2021 1,920,000 1,347,856 1,968,000 6.59 DOMINION RESOURCES INC 7.00 06/15/2038 8,640,000 6,147,417 10,219,998 5.92 DOMINION RESOURCES INC 5.95 06/15/2035 34,012,800 23,980,816 35,719,014 5.67 DONNELLEY R R + SONS 4.95 04/01/2014 3,000,000 2,944,274 3,050,409 4.87 DUKE ENERGY OHIO INC 6.90 06/01/2025 35,520,000 25,379,891 42,587,343 5.75 DYNEGY HOLDINGS INC 7.75 06/01/2019 300,000 299,097 218,250 10.65 ECHOSTAR DBS CORP 6.63 10/01/2014 70,000 70,711 73,675 6.29 EH HOLDING CORP 6.50 06/15/2019 1,700,000 1,420,000 1,729,750 6.39 EL PASO CORP 7.25 06/01/2018 2,880,000 1,919,303 3,234,882 6.45 CalPERS 2010-2011 Annual Investment Report Corporate Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield EL PASO CORPORATION 7.75 01/15/2032 2,880,000 1,696,147 3,350,223 6.66 EL PASO CORPORATION 7.00 06/15/2017 960,000 633,872 1,086,120 6.19 EL PASO PIPELINE PART OP 7.50 11/15/2040 72,000,000 50,670,283 83,281,752 6.48 ELECTRICITE DE FRANCE 6.95 01/26/2039 72,000,000 50,320,766 84,217,392 5.94 EMBARQ CORP 8.00 06/01/2036 50,400,000 35,001,999 50,540,896 7.97 EMBARQ CORP 7.08 06/01/2016 2,004,000 2,117,665 2,219,923 6.39 ENCANA CORP 6.63 08/15/2037 26,880,000 18,931,805 29,012,618 6.14 ENCANA CORP 6.50 02/01/2038 43,200,000 30,537,681 46,061,199 6.10 ENERGY NORTHWEST WASH ELEC REV 5.71 07/01/2024 2,700,000 2,700,000 2,976,723 5.18 ENERGY TRANSFER PARTNERS 7.50 07/01/2038 22,080,000 15,494,299 24,879,035 6.66 ENERGY TRANSFER PARTNERS 6.63 10/15/2036 13,440,000 9,444,150 13,750,018 6.48 ENERGYSOLUTIONS INC/LLC 10.75 08/15/2018 240,000 168,018 252,000 10.24 ENTERPRISE PRODUCTS OPER 6.88 03/01/2033 8,640,000 5,728,316 9,584,869 6.20 ENTERPRISE PRODUCTS OPER 6.65 10/15/2034 13,440,000 9,364,142 14,495,021 6.17 ENTERPRISE PRODUCTS OPER 6.45 09/01/2040 48,000,000 33,844,442 50,829,206 6.09 ENTERPRISE PRODUCTS OPER 6.13 10/15/2039 8,640,000 6,151,293 8,763,940 6.04 EOG RESOURCES INC 6.88 10/01/2018 9,600,000 6,773,619 11,482,835 5.75 ESTERLINE TECHNOLOGIES C 7.00 08/01/2020 960,000 680,000 1,005,600 6.68 EXELON CORP 5.63 06/15/2035 36,480,000 25,663,628 34,451,512 5.96 F00056031TL01 1.00 12/15/2014 157 128 160 0.98 FANNIE MAE 0.00 03/20/2015 15,744,000 278,392,000 33,849,600 0.00 FEDERAL EXPRESS CORP 11.13 12/26/2015 18,458,673 14,703,478 24,919,209 8.24 FEDERAL EXPRESS CORP 10.70 03/11/2013 11,391,832 8,462,800 17,087,748 7.13 FERRELLGAS LP/FERRELLGAS 6.50 05/01/2021 1,920,000 1,360,000 1,814,400 6.88 FIRSTENERGY CORP 7.38 11/15/2031 15,001,920 12,177,224 16,896,231 6.55 FIRSTENERGY CORP 6.45 11/15/2011 51,000 51,184 51,954 6.33 FLORIDA POWER & LIGHT 6.20 06/01/2036 17,280,000 12,237,467 19,499,310 5.49 FLORIDA POWER & LIGHT 5.65 02/01/2037 39,840,000 28,135,875 41,962,980 5.36 FLORIDA POWER CORP 6.35 09/15/2037 13,440,000 9,509,019 15,180,940 5.62 FORD HOLDINGS INC 9.30 03/01/2030 24,739,200 14,070,539 30,554,421 7.53 FORD MOTOR CREDIT CO LLC 8.00 12/15/2016 960,000 707,454 1,079,507 7.11 FORD MOTOR CREDIT CO LLC 8.13 01/15/2020 2,880,000 2,067,077 3,336,229 7.01 FORD MTR CR CO 5.75 02/01/2021 742,000 743,233 741,087 5.76 FOREST CITY ENTERPRISES INC 7.63 06/01/2015 20,000 20,433 19,600 7.78 FOREST CITY ENTERPRISES INC 6.50 02/01/2017 52,000 52,000 49,400 6.84 FREDDIE MAC 0.00 03/20/2015 13,645,853 196,865,184 40,255,266 0.00 FRESENIUS MED CARE US FIN INC 6.88 07/15/2017 220,000 217,650 232,650 6.50 FRONTIER COMMUNICATIONS 8.40 10/15/2029 22,080,000 17,316,334 24,107,496 7.69 FRONTIER COMMUNICATIONS 8.25 04/15/2017 960,000 680,000 1,044,000 7.59 FRONTIER COMMUNICATIONS 7.13 03/15/2019 5,000 5,000 5,125 6.95 FTI CONSULTING INC 6.75 10/01/2020 2,880,000 2,040,000 2,908,800 6.68 GAMCO INVS INC 0.00 12/31/2015 110,740 108,060 73,971 0.00 GAMESTOP CORP & GS INC 8.00 10/01/2012 2,220,480 1,579,688 2,253,787 7.88 GCB JEFFERSON SMURFIT 8.25 10/01/2012 2,000,000 454,563 50,000 0.00 GENERAL CABLE CORP 7.13 04/01/2017 1,920,000 1,343,654 1,963,200 6.97 GENERAL ELEC CAP CORP 6.38 11/15/2067 51,855,000 36,835,653 53,021,738 6.23 GENERAL ELEC CAP CORP 6.15 08/07/2037 109,008,000 76,401,848 113,828,172 5.89 GENERAL ELEC CAP CORP 5.88 01/14/2038 66,240,000 43,746,992 66,566,641 5.85 GENERAL ELEC CAP CORP 6.00 08/07/2019 19,200,000 13,894,312 21,220,837 5.43 GENWORTH FINL INC 6.52 05/22/2018 1,630,000 1,630,860 1,630,475 6.51 GENWORTH FINL INC 5.75 06/15/2014 635,000 631,704 661,332 5.52 GENWORTH FINL INC 5.65 06/15/2012 1,020,000 1,019,947 1,054,223 5.47 GEORGIA PACIFIC LLC 5.40 11/01/2020 62,616,000 43,832,363 63,813,969 5.30 GERDAU HOLDINGS INC 7.00 01/20/2020 1,500,000 1,659,666 1,665,000 6.31 GMAC INC 6.88 09/15/2011 198,000 194,314 199,485 6.82 CalPERS 2010-2011 Annual Investment Report Corporate Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield GMAC INC 6.00 12/15/2011 5,436,000 5,204,992 5,503,950 5.93 GOLDEN ST TOB SECURITIZATION 5.75 06/01/2047 2,900,000 2,725,583 2,114,738 7.89 GOLDEN ST TOB SECURITIZATION 0.00 06/01/2037 300,000 201,726 192,555 0.00 GOLDMAN SACHS CAP III 1.02 09/29/2049 3,620,000 3,527,496 2,752,503 1.35 GOLDMAN SACHS GROUP INC 6.75 10/01/2037 110,400,000 76,113,678 108,809,563 6.85 GOLDMAN SACHS GROUP INC 7.50 02/15/2019 4,800,000 3,505,766 5,589,452 6.44 GOLDMAN SACHS GROUP INC 5.95 01/15/2027 13,440,000 9,501,379 12,763,456 6.27 GOLDMAN SACHS GROUP INC 6.25 02/01/2041 19,200,000 13,549,448 19,281,299 6.22 GOLDMAN SACHS GROUP INC 5.38 03/15/2020 14,400,000 10,120,151 14,788,437 5.23 GRIFFON CORPORATION 7.13 04/01/2018 1,045,000 1,066,197 1,048,919 7.10 HANESBRANDS INC 6.38 12/15/2020 1,680,000 1,190,000 1,629,600 6.57 HANESBRANDS INC 3.77 12/15/2014 1,120,000 1,134,215 1,113,000 3.79 HARMONY CREEK SENIOR APTS 8.38 06/01/2013 1,396,750 1,396,750 1,406,504 8.32 HARTFORD FINL SVCS GRP 6.30 03/15/2018 1,775,000 1,547,960 1,930,404 5.79 HCA INC LIBOR 1.00 11/16/2012 51,840,000 36,720,000 50,958,720 1.02 HCA INC FORMERLY HCA 6.50 02/15/2016 630,000 628,749 641,025 6.39 HCP INC 5.38 02/01/2021 1,185,000 1,182,706 1,216,808 5.23 HECHINGER COLUMBIA MD 9.43 01/01/2020 5,470,041 4,515,302 6,862,768 7.51 HECHINGER FAIRFAX VIRGINIA 9.43 01/01/2020 5,407,167 4,423,821 6,505,633 7.83 HECHINGER INDEPENDENCE MO 9.43 01/01/2020 4,212,560 3,485,096 5,306,436 7.48 HECHINGER LENEXA KANSAS 9.43 01/01/2020 6,601,773 5,449,503 8,282,651 7.51 HECHINGER ST MATTHEWS KENTUCKY 9.43 01/01/2020 4,275,434 3,529,202 5,364,002 7.51 HECHINGER WYOMISSING PA 9.43 01/01/2020 3,646,694 2,992,063 4,475,441 7.68 HERBST GAMING PRIVATE EQUITY 0.00 01/01/2020 790,548 5,739,711 8,103,122 0.00 HERBST GAMING TERM LOAN 123115 10.00 12/31/2015 13,834,598 10,093,492 14,185,167 9.75 HERTZ CORP 8.88 01/01/2014 554,280 404,321 568,137 8.66 HERTZ CORP 7.50 10/15/2018 480,000 340,000 494,400 7.28 HERTZ CORP 7.38 01/15/2021 1,920,000 1,360,000 1,953,600 7.25 HERTZ CORP 6.75 04/15/2019 2,400,000 1,700,000 2,376,000 6.82 HIGHLAND CREDIT OPPORTUNITIES 0.00 03/20/2016 9,817,982 6,954,404 9,817,982 0.00 HIGHLAND CREDIT OPPORTUNITIES 0.00 12/31/2020 47,701,674 39,870,649 30,197,545 0.00 HIGHLAND RESTORATION CAP PTNRS 0.00 12/31/2020 53,701,708 38,038,710 102,958,096 0.00 HILCORP ENERGY I/HILCORP 7.63 04/15/2021 960,000 680,000 1,003,200 7.30 HILCORP ENERGY/FINANCE 7.75 11/01/2015 1,920,000 1,352,145 1,977,600 7.52 HISTORIC TW INC 9.15 02/01/2023 16,800,000 12,876,677 22,330,339 6.88 HISTORIC TW INC 6.88 06/15/2018 9,600,000 6,749,643 11,211,653 5.89 HOME DEPOT INC 5.88 12/16/2036 66,240,000 46,362,357 67,623,610 5.75 HOMER CITY FUNDING LLC 8.73 10/01/2026 80,082,912 52,007,065 72,074,621 9.70 HOST HOTELS & RESORTS LP 9.00 05/15/2017 1,920,000 1,315,312 2,160,000 8.00 HSBC BANK USA NA 4.88 08/24/2020 76,800,000 54,372,627 76,052,473 4.92 HSBC FINANCE CORP 6.68 01/15/2021 17,109,120 12,064,854 17,740,301 6.44 HSBC HOLDINGS PLC 6.80 06/01/2038 19,968,000 13,609,254 21,204,321 6.40 HSBC HOLDINGS PLC 5.10 04/05/2021 16,320,000 11,535,512 16,763,299 4.97 HUMANA INC 7.20 06/15/2018 1,135,000 1,112,084 1,311,994 6.23 HUNTINGTON INGALLS INDUS 7.13 03/15/2021 1,440,000 1,020,000 1,490,400 6.88 HUNTINGTON INGALLS INDUS 6.88 03/15/2018 2,400,000 1,700,000 2,460,000 6.71 HUSKY ENERGY INC 7.25 12/15/2019 6,720,000 4,751,147 7,998,178 6.09 IBM INTL GROUP CAP LLC 5.05 10/22/2012 390,000 389,919 412,667 4.77 ILLINOIS ST 7.35 07/01/2035 700,000 680,398 744,254 6.91 INN OF THE MTN GODS RESORT + C 8.75 11/30/2020 19,000 17,175 18,620 8.93 INN OF THE MTN GODS RESORT + C 1.25 11/30/2020 47,000 24,432 28,670 2.05 INTERNATIONAL PAPER CO 7.95 06/15/2018 1,455,000 1,454,879 1,731,986 6.68 INTL LEASE FIN CORP MTN 6.38 03/25/2013 600,000 610,633 618,000 6.19 INTL LEASE FIN CORP MTN 0.63 07/01/2011 570,000 570,000 570,000 0.63 INTL PAPER CO 7.30 11/15/2039 32,640,000 23,063,246 35,469,559 6.72 CalPERS 2010-2011 Annual Investment Report Corporate Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield IPIC GMTN LTD 5.00 11/15/2020 43,200,000 30,344,084 42,768,000 5.05 ISTAR FINL INC 5.88 03/15/2016 580,000 568,376 500,250 6.81 JARDEN CORP 8.00 05/01/2016 960,000 704,652 1,041,600 7.37 JC PENNEY CORP INC 7.40 04/01/2037 24,129,600 18,776,372 23,526,360 7.59 JC PENNEY CORP INC 7.95 04/01/2017 3,840,000 2,931,122 4,324,800 7.06 JEFFERIES GROUP INC 6.88 04/15/2021 669,000 666,353 711,372 6.47 JEFFERIES GROUP INC 5.13 04/13/2018 999,000 995,631 997,861 5.13 JOHNSON CONTROLS INC 6.00 01/15/2036 45,120,000 31,578,852 47,090,881 5.75 JPMC CAPITAL XVIII 6.95 08/01/2066 5,760,000 3,511,882 5,740,348 6.97 JPMORGAN CHASE & CO 7.90 04/29/2049 96,000,000 67,584,528 103,112,640 7.36 JPMORGAN CHASE + CO 4.95 03/25/2020 1,600,000 1,672,351 1,656,316 4.78 JPMORGAN CHASE CAPT XX 6.55 09/15/2066 8,765,760 5,076,574 8,734,555 6.57 K MART GASTONIA NC 9.80 09/15/2018 2,922,548 1,999,879 2,922,548 9.80 KB HOME 7.25 06/15/2018 1,920,000 1,314,137 1,735,200 8.02 KEY ENERGY SERVICES INC 6.75 03/01/2021 960,000 680,000 960,000 6.75 KINCAID GENERATION LLC 7.33 06/15/2020 11,966,139 8,242,432 13,777,932 6.37 KONINKLIJKE KPN NV 8.38 10/01/2030 34,560,000 26,197,395 44,046,487 6.57 KRAFT FOODS INC 7.00 08/11/2037 21,120,000 15,154,203 24,449,085 6.05 KROGER CO/THE 7.50 04/01/2031 42,240,000 32,650,339 50,792,224 6.24 KROGER CO/THE 6.90 04/15/2038 12,480,000 8,796,025 14,300,037 6.02 L 3 COMMUNICATIONS CORP 6.38 10/15/2015 3,940,000 2,895,024 4,048,350 6.20 LAMAR MEDIA CORP 6.63 08/15/2015 20,000 19,341 20,250 6.54 LEHMAN BROS HLDGS INC 6.50 07/19/2017 1,140,000 1,117,693 570 0.00 LEHMAN BROS HLDGS INC 5.91 11/29/2049 4,950,000 4,894,930 495 0.00 LEHMAN BROTHERS HLDGS INC 5.50 04/04/2016 575,000 562,938 150,219 0.00 LEHMAN BROTHERS HOLDINGS 7.50 05/11/2038 325,440,000 12,825,973 162,720 0.00 LEHMAN BROTHERS HOLDINGS 7.00 09/27/2027 76,800,000 14,490,007 20,064,000 0.00 LENNAR CORP 5.60 05/31/2015 1,000,000 949,736 982,500 5.70 LEVEL 3 FING INC 9.25 11/01/2014 87,000 87,706 89,501 8.99 LEVI STRAUSS & CO 8.88 04/01/2016 960,000 693,199 996,000 8.55 LEVI STRAUSS & CO 7.63 05/15/2020 1,920,000 1,367,680 1,920,000 7.63 LIFEPOINT HOSPITALS INC 6.63 10/01/2020 960,000 680,000 988,800 6.43 LIMITED BRANDS INC 8.50 06/15/2019 2,880,000 1,984,216 3,283,200 7.46 LINCOLN NATIONAL CORP 7.00 06/15/2040 24,000,000 16,965,368 27,032,241 6.21 LINCOLN NATIONAL CORP 6.30 10/09/2037 14,400,000 10,153,458 14,892,217 6.09 LINCOLN NATIONAL CORP 6.25 02/15/2020 17,280,000 12,224,544 19,084,846 5.66 LL FDC 140924B1 7.95 09/24/2014 486,250 478,334 455,252 8.49 LLOYDS TSB BANK PLC 6.50 09/14/2020 57,600,000 40,571,629 54,333,158 6.89 LOCKHEED MARTIN TACTICAL 7.00 09/15/2023 6,000,000 4,287,109 7,280,430 5.77 LONGHORN A 1.00 11/01/2027 226,560,000 159,892,259 252,586,619 0.90 LONGHORN B MULTI STRATEGY CRDT 1.00 11/01/2027 132,085,634 93,297,221 136,516,781 0.97 LOS ANGELES CNTY CALIF MET TRA 5.74 06/01/2039 2,900,000 2,900,000 2,916,965 5.70 LS POWER FUNDING 8.08 12/30/2016 18,037,152 12,854,579 18,630,214 7.82 LYONDELLBASELL 9.62 05/31/2015 5,250 4,985 3,102 16.28 MACQUARIE GROUP LTD 7.63 08/13/2019 24,000,000 16,940,099 26,217,552 6.98 MARATHON OIL CORP 6.80 03/15/2032 21,067,200 15,631,871 23,536,017 6.09 MARATHON PETROLEUM CORP 6.50 03/01/2041 9,600,000 6,743,325 9,831,224 6.35 MARKWEST ENERGY PART/FIN 6.50 08/15/2021 2,400,000 1,700,000 2,382,000 6.55 MASS MUTUAL LIFE INS CO 8.88 06/01/2039 57,600,000 40,310,187 79,801,056 6.41 MERITAGE HOMES CORP 7.15 04/15/2020 1,920,000 1,330,057 1,872,000 7.33 MERRILL LYNCH & CO 7.75 05/14/2038 114,240,000 80,272,555 126,505,940 7.00 MERRILL LYNCH + CO INC 6.05 05/16/2016 475,000 473,652 500,364 5.74 METLIFE CAPITAL TRUST X 9.25 04/08/2068 61,440,000 45,368,606 74,956,800 7.58 METLIFE INC 10.75 08/01/2069 42,240,000 29,914,503 59,558,400 7.62 METROPOLITAN LIFE GLOBAL FDG I 0.48 08/13/2012 1,390,000 1,384,585 1,389,074 0.48 CalPERS 2010-2011 Annual Investment Report Corporate Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield MIDAMERICAN ENERGY HLDGS 8.48 09/15/2028 125,712,000 98,402,792 163,398,074 6.52 MIDWEST GENERATION LLC 8.56 01/02/2016 46,029,823 28,548,199 47,180,568 8.35 MIRANT MID ATLANTIC TRST 10.06 12/30/2028 44,895,487 24,136,461 50,282,945 8.98 MORGAN STANLEY 6.63 04/01/2018 56,640,000 40,120,000 62,164,863 6.04 MORGAN STANLEY 5.95 12/28/2017 45,120,000 32,027,416 48,356,731 5.55 MORGAN STANLEY 5.63 09/23/2019 48,000,000 33,883,859 49,159,823 5.49 MORGAN STANLEY 4.75 04/01/2014 870,000 844,111 906,554 4.56 MORGAN STANLEY 0.59 01/09/2014 2,870,000 2,870,069 2,798,066 0.60 MORGAN STANLEY DEAN WITTER 6.60 04/01/2012 1,130,000 1,134,138 1,180,195 6.32 MUNICIPAL ELEC AUTH GA 6.66 04/01/2057 2,800,000 2,721,821 2,639,728 7.06 MYLAN INC 7.88 07/15/2020 2,880,000 2,080,566 3,160,800 7.18 NABORS INDUSTRIES INC 5.00 09/15/2020 28,800,000 20,318,115 29,312,457 4.91 NAI ENTER HOLDINGS LLC 8.25 12/15/2017 960,000 680,000 1,029,600 7.69 NALCO CO 8.25 05/15/2017 1,920,000 1,360,630 2,097,600 7.55 NATIONAL ENERGY 0.00 10/15/2015 683,455 4,841 6,835 0.00 NATIONWIDE MUTUAL INSURA 9.38 08/15/2039 73,585,000 52,583,522 91,296,247 7.56 NAVISTAR INTL CORP 8.25 11/01/2021 960,000 691,498 1,027,200 7.71 NB CAP TR IV 8.25 04/15/2027 1,809,000 1,872,794 1,836,135 8.13 NEEDLES HOUSING INVESTORS LP 8.04 02/01/2021 593,839 593,839 598,025 7.98 NEVADA POWER CO 6.75 07/01/2037 33,600,000 27,006,860 39,279,836 5.77 NEVADA POWER CO 6.50 08/01/2018 19,200,000 13,568,502 22,381,680 5.58 NEVADA POWER CO 5.38 09/15/2040 4,800,000 3,389,706 4,734,822 5.45 NEW JERSEY ST TPK AUTH TPK REV 7.10 01/01/2041 3,750,000 4,089,478 4,360,350 6.11 NEW YORK LIFE INSURANCE 6.75 11/15/2039 38,400,000 27,140,774 43,742,323 5.93 NEW YORK N Y 6.65 12/01/2031 4,900,000 4,970,745 5,195,617 6.27 NEW YORK N Y 5.69 12/01/2023 400,000 400,000 436,368 5.21 NEWFIELD EXPLORATION CO 6.63 04/15/2016 3,840,000 2,613,296 3,964,800 6.42 NEWPORT BEACH CALIF CTFS PARTN 7.17 07/01/2040 2,700,000 2,700,000 2,730,294 7.09 NEWS AMERICA INC 8.45 08/01/2034 42,124,800 31,993,158 51,816,916 6.87 NEWS AMERICA INC 7.75 12/01/2045 26,181,120 17,093,328 31,330,456 6.48 NEWS AMERICA INC 6.75 01/09/2038 19,200,000 13,439,940 20,549,779 6.31 NEWS AMERICA INC 6.90 08/15/2039 12,000,000 8,468,921 13,182,079 6.28 NEWS AMERICA INC 6.40 12/15/2035 28,224,000 20,018,878 29,372,340 6.15 NEXEN INC 6.40 05/15/2037 37,440,000 26,419,471 37,025,835 6.47 NIBC BANK NV 0.63 12/02/2014 10,000,000 10,000,000 10,010,350 0.63 NISOURCE FIN CORP 6.80 01/15/2019 1,307,000 1,305,832 1,510,182 5.89 NOBLE ENERGY INC 6.00 03/01/2041 28,800,000 20,266,186 29,533,166 5.85 NOBLE HOLDING INTL LTD 6.20 08/01/2040 11,520,000 8,157,786 12,049,813 5.93 NOMURA HOLDINGS INC 6.70 03/04/2020 19,200,000 13,575,342 20,828,480 6.18 NORWEST OFFICE DES MOINES IA 10.19 06/01/2013 2,868,345 2,148,823 3,147,406 9.29 NRG ENERGY INC 8.50 06/15/2019 6,720,000 4,659,243 6,955,200 8.21 NRG ENERGY INC 7.88 05/15/2021 1,152,000 1,155,012 1,149,120 7.89 NRG ENERGY INC 7.38 01/15/2017 20,000 20,501 20,950 7.04 OAK HILLS APARTMENTS 8.12 09/01/2017 1,072,018 1,072,018 1,079,272 8.07 OAK RIDGE APARTMENTS 7.50 06/01/2014 1,406,748 1,406,748 1,471,810 7.17 OCEAN GATE LIFE SETTLEMENT 0.00 12/31/2014 5,585,123 3,956,129 5,585,123 0.00 OCEAN GATE LIFE SETTLEMENT 0.00 12/31/2014 2,849,292 2,018,249 2,849,292 0.00 OCEAN GATE LIFE SETTLEMENT 0.00 12/31/2014 8,652,096 6,128,568 8,652,096 0.00 OCEAN GATE LIFE SETTLEMENT 0.00 12/31/2014 21,222,722 15,032,762 21,222,722 0.00 OCEAN GATE LIFE SETTLEMENT 0.00 12/31/2014 191,917,776 135,941,758 120,912,805 0.00 OCEANGATE LIFE SETTLEMENT LOC 0.00 12/31/2014 30,595,104 21,671,532 30,595,104 0.00 OCEANGATE LIFE SETTLEMENT LOC 0.00 12/31/2014 14,880,000 10,540,000 14,880,000 0.00 OIL STATES INTL INC 6.50 06/01/2019 749,000 751,562 752,745 6.47 ONCOR ELECTRIC DELIVERY 7.50 09/01/2038 19,200,000 13,562,407 23,732,952 6.07 ONCOR ELECTRIC DELIVERY 7.00 05/01/2032 27,916,800 21,421,963 32,426,678 6.03 CalPERS 2010-2011 Annual Investment Report Corporate Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield ONCOR ELECTRIC DELIVERY 7.00 09/01/2022 16,320,000 12,266,453 19,304,001 5.92 ONEOK PARTNERS LP 6.85 10/15/2037 77,760,000 54,931,079 86,238,778 6.18 OWENS BROCKWAY 7.38 05/15/2016 960,000 664,458 1,044,000 6.78 OWENS CORNING NEW 6.50 12/01/2016 1,705,000 1,625,375 1,862,376 5.95 PACE WAREHOUSE BALTIMORE MD 9.00 03/15/2017 4,024,283 3,134,590 4,703,662 7.70 PACIFIC GAS & ELECTRIC 6.05 03/01/2034 48,960,000 35,732,852 51,973,088 5.70 PACIFIC LIFE INSURANCE C 9.25 06/15/2039 65,280,000 47,500,417 85,073,484 7.10 PEABODY ENERGY CORP 7.38 11/01/2016 960,000 674,998 1,084,800 6.53 PEACHTREE INN 8.02 12/07/2015 2,726,240 2,726,240 2,853,510 7.66 PENNEY J C INC 7.40 04/01/2037 50,000 52,733 48,750 7.59 PERSONAL LOAN MHLP 6.75 10/01/2020 25,809,910 25,809,910 26,477,870 6.58 PETROBRAS INTL FIN CO 5.88 03/01/2018 88,320,000 62,303,049 95,198,882 5.45 PETROLEOS MEXICANOS 6.50 06/02/2041 9,600,000 6,751,305 9,740,611 6.41 PFIZER INC 7.20 03/15/2039 48,000,000 33,981,773 59,787,484 5.78 PINNACLE ENTERTAINMENT 8.63 08/01/2017 1,920,000 1,360,000 2,061,600 8.03 PLAINS EXPLORATION & PRO 7.63 06/01/2018 1,920,000 1,249,341 2,016,000 7.26 PLAINS EXPLORATION & PRO 7.63 04/01/2020 1,920,000 1,360,000 2,016,000 7.26 PLAINS EXPLORATION & PRO 6.63 05/01/2021 960,000 680,000 960,000 6.63 PNPP II FDG CRP 9.12 05/30/2016 10,125,120 7,504,050 11,309,455 8.16 PRIDE INTERNATIONAL INC 8.50 06/15/2019 2,000,000 2,273,439 2,520,318 6.75 PRINCIPAL FINANCIAL GROU 8.88 05/15/2019 67,200,000 47,600,000 85,436,434 6.98 PRUDENTIAL FINANCIAL INC 8.88 06/15/2068 72,000,000 50,740,615 83,520,000 7.65 PRUDENTIAL FINANCIAL INC 6.63 12/01/2037 22,080,000 15,526,626 23,840,492 6.14 PUB SVC ELEC & GAS 9.25 06/01/2021 35,520,000 28,041,121 49,024,988 6.70 PUERTO RICO SALES TAX FING 0.01 08/01/2054 700,000 109,955 36,911 0.19 PUGET ENERGY INC 6.50 12/15/2020 4,800,000 3,399,904 4,956,960 6.29 PUGET SOUND ENERGY INC 6.27 03/15/2037 15,360,000 10,889,902 16,831,283 5.73 QUALITY DISTRIB/QD CAP 11.75 11/01/2013 154,333 154,333 154,333 11.75 QWEST CORP 7.13 11/15/2043 11,059,200 6,116,804 10,468,886 7.53 QWEST CORP 6.88 09/15/2033 21,293,760 12,879,040 20,151,477 7.26 QWEST CORP 7.63 06/15/2015 1,605,000 1,618,780 1,815,447 6.74 QWEST CORP 3.50 06/15/2013 930,000 949,349 950,925 3.42 RABOBANK NEDERLAND 11.00 12/29/2049 14,400,000 10,200,000 18,374,400 8.62 RABOBANK NEDERLAND 5.25 05/24/2041 46,080,000 32,128,028 45,070,896 5.37 RANGE RESOURCES CORP 8.00 05/15/2019 960,000 694,486 1,041,600 7.37 RANGE RESOURCES CORP 7.50 10/01/2017 1,920,000 1,309,377 2,040,000 7.06 RANGE RESOURCES CORP 6.75 08/01/2020 480,000 340,000 496,800 6.52 RANGE RESOURCES CORP 5.75 06/01/2021 2,756,000 2,197,163 2,707,770 5.85 RAYTHEON COMPANY 7.20 08/15/2027 4,320,000 3,137,644 5,245,348 5.93 RELIANT ENERGY MID ATLANTIC 9.68 07/02/2026 45,120,000 27,003,686 48,278,400 9.05 REPUBLIC SVCS INC 5.25 11/15/2021 1,648,000 1,649,925 1,727,429 5.01 REYNOLDS AMERN INC 6.75 06/15/2017 255,000 254,860 292,459 5.89 REYNOLDS GRP ISS/REYNOLD 8.50 10/15/2016 960,000 708,445 1,000,800 8.15 REYNOLDS GRP ISS/REYNOLD 6.88 02/15/2021 1,440,000 1,020,000 1,404,000 7.05 RGS (AEGCO) FUNDING CO 9.81 12/07/2022 17,442,660 13,418,406 20,644,260 8.29 RGS (I&M) FUNDING CORP 9.81 12/07/2022 24,042,585 18,404,572 28,455,601 8.29 RITE AID 1998 CTL 6 7.15 01/10/2021 50,397,605 27,285,980 43,228,546 8.34 RITE AID CORP 7.70 02/15/2027 2,000,000 1,342,975 1,350,000 11.41 RITE AID CORP 8.63 03/01/2015 1,800,000 1,648,309 1,683,000 9.22 ROHM + HAAS CO 6.00 09/15/2017 1,200,000 1,157,331 1,351,233 5.33 ROYAL BK OF SCOTLAND PLC 6.13 01/11/2021 61,440,000 43,679,494 63,074,180 5.97 ROYAL CARIBBEAN CRUISES 7.25 06/15/2016 2,880,000 1,979,237 3,096,000 6.74 RR DONNELLEY + SONS CO 7.25 05/15/2018 1,440,000 1,020,000 1,440,000 7.25 RUGBY PLAZA SENIOR APTS 8.38 09/01/2016 3,046,800 3,046,800 3,189,936 8.00 SAFEWAY INC 7.25 02/01/2031 29,760,000 22,349,599 33,389,452 6.46 CalPERS 2010-2011 Annual Investment Report Corporate Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield SAMS CLUB GASTONIA NC 9.18 07/15/2018 4,319,229 3,432,201 5,223,114 7.59 SANTA FE TOPEKA, KS 10.32PCT 10.32 01/01/2014 8,483,710 6,378,923 9,135,683 9.58 SCIENTIFIC GAMES CORP 8.13 09/15/2018 480,000 340,000 498,000 7.83 SCOTTS MIRACLE GRO CO/TH 6.63 12/15/2020 960,000 680,000 981,600 6.48 SEAGATE HDD CAYMAN 6.88 05/01/2020 1,440,000 1,020,000 1,429,200 6.93 SEAGATE TECHNOLOGY HDD H 6.80 10/01/2016 960,000 680,000 1,010,400 6.46 SERVICE CORP INTL 7.50 04/01/2027 140,000 140,000 133,700 7.85 SERVICE CORP INTL 6.75 04/01/2016 60,000 59,407 64,650 6.26 SEVERSTAL COLUMBUS LLC 1.00 02/11/2013 21,312,000 15,096,000 21,312,000 1.00 SEVERSTAL NORTH AMERICA INC 1.00 01/26/2012 (16,204,138) (778) (145,837) 0.00 SEVERSTAL NORTH AMERICA INC 1.00 01/26/2012 9,804,397 6,944,658 9,716,158 0.00 SEVERSTAL NORTH AMERICA INC LI 1.00 01/26/2012 7,591,465 5,376,659 7,523,141 1.01 SILVER CREEK FDG LTD 0.00 06/11/2013 37,440 24,653,962 10,483,200 0.00 SIMON PPTY GROUP L P 5.75 12/01/2015 580,000 571,862 647,876 5.15 SLM CORP 5.05 11/14/2014 2,124,000 1,963,649 2,118,690 5.06 SLM CORP MEDIUM TERM NTS BOOK 0.57 01/27/2014 1,010,000 968,848 957,787 0.60 SM ENERGY CO 6.63 02/15/2019 960,000 680,000 962,400 6.61 SONOMA CREEKSIDE TOWNHOMES 9.00 01/01/2019 1,248,497 1,248,497 1,253,491 8.96 SOURCE INTERLINK COMPANIES 1.00 08/01/2013 2,160 1,530 2,160 0.00 SOUTHERN CAL EDISON 6.00 01/15/2034 29,140,800 20,972,637 31,934,864 5.48 SOUTHERN CAL EDISON 5.63 02/01/2036 13,440,000 9,500,884 14,096,418 5.36 SOUTHERN NATURAL GAS CO 5.90 04/01/2017 600,000 599,428 682,519 5.19 SOUTHWESTERN ELEC POWER 6.20 03/15/2040 22,080,000 15,919,124 22,320,931 6.13 SPANSION INC CLASS A 0.00 10/31/2015 3,523 32,537 67,892 0.00 SPANSION INC/OLD 2.25 06/15/2016 3,500,000 604,852 459,375 17.14 SPEEDWAY MOTORSPORTS INC 6.75 02/01/2019 960,000 680,000 957,600 6.77 SPIRIT AEROSYSTEMS INC 6.75 12/15/2020 3,840,000 2,720,000 3,897,600 6.65 SPRINT CAP CORP 8.75 03/15/2032 300,000 329,217 324,750 8.08 SPRINT CAPITAL CORP 6.88 11/15/2028 2,880,000 1,527,720 2,728,800 7.26 STARWOOD HOTELS & RESORT 7.88 10/15/2014 2,880,000 1,974,413 3,290,400 6.89 STARWOOD HOTELS & RESORT 7.15 12/01/2019 1,920,000 1,354,151 2,145,600 6.40 STATE STR CAP TR III 5.24 01/29/2049 6,200,000 6,200,000 6,202,728 5.23 STATION CASINOS INC 6.88 03/01/2016 30,000 30,333 3 0.00 STATION CASINOS INC 7.75 12/31/2049 200,000 201,985 20 0.00 STEEL DYNAMICS INC 7.75 04/15/2016 2,880,000 1,946,969 3,024,000 7.38 STEEL DYNAMICS INC 7.63 03/15/2020 960,000 680,000 1,015,200 7.21 STEEL DYNAMICS INC 7.38 11/01/2012 20,000 20,000 21,100 6.99 STEEL DYNAMICS INC 6.75 04/01/2015 160,000 160,030 163,200 6.62 STEWART ENTERPRISES 6.50 04/15/2019 192,000 136,000 191,760 6.51 SUNCOR ENERGY INC 6.50 06/15/2038 3,840,000 2,727,064 4,149,990 6.01 SUNCOR ENERGY INC 5.95 12/01/2034 17,280,000 12,159,462 17,392,229 5.91 SW AIRLINES 94 A TRUST 9.15 07/01/2016 26,880,000 19,876,766 30,526,302 8.06 SW AIRLINES 95 A TRUST 7.22 07/01/2013 4,125,478 2,884,016 4,151,262 7.18 TALISMAN ENERGY 7.25 10/15/2027 86,400,000 60,414,018 99,996,418 6.26 TARGET CORP 7.00 01/15/2038 69,120,000 48,664,524 82,537,619 5.86 TC PIPELINES LP 4.65 06/15/2021 11,520,000 8,146,506 11,494,303 4.66 TCI COMMUNICATIONS INC 7.88 02/15/2026 27,840,000 22,608,337 34,976,719 6.27 TEACHERS INSUR & ANNUITY 6.85 12/16/2039 27,840,000 19,696,240 31,678,774 6.02 TECK RESOURCES LIMITED 6.25 07/15/2041 19,200,000 13,561,240 19,492,762 6.16 TEEKAY SHIPPING CORP 8.88 07/15/2011 112,000 112,104 112,140 8.86 TELECOM ITALIA CAPITAL 7.20 07/18/2036 29,760,000 20,998,068 28,249,343 7.59 TELECOM ITALIA CAPITAL 6.00 09/30/2034 75,840,000 52,999,948 64,072,076 7.10 TELEFLEX INC 6.88 06/01/2019 960,000 680,000 972,000 6.79 TELEFONICA EUROPE BV 8.25 09/15/2030 82,272,000 64,075,024 99,382,727 6.83 TEREX CORP 10.88 06/01/2016 960,000 728,153 1,106,400 9.44 CalPERS 2010-2011 Annual Investment Report Corporate Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield TEREX CORP NEW 8.00 11/15/2017 70,000 70,000 71,750 7.80 TESORO CORP FORMERLY TESORO 6.50 06/01/2017 1,300,000 1,196,360 1,326,000 6.37 TIME WARNER CABLE INC 7.30 07/01/2038 7,680,000 5,425,620 8,749,532 6.41 TIME WARNER CABLE INC 6.75 06/15/2039 33,600,000 23,162,853 36,235,954 6.26 TIME WARNER ENT 8.38 03/15/2023 6,660,480 5,260,589 8,396,940 6.64 TIME WARNER INC 7.63 04/15/2031 35,520,000 26,535,560 42,065,992 6.44 TIME WARNER INC 7.70 05/01/2032 44,160,000 34,629,688 53,086,578 6.41 TIME WARNER INC 6.50 11/15/2036 17,280,000 12,231,822 18,354,932 6.12 TNK BP FIN S A 7.50 03/13/2013 710,000 708,144 770,350 6.91 TNK BP FIN SA 6.13 03/20/2012 610,000 609,959 629,093 5.94 TOBACCO SETTLEMENT FING CORP 5.20 06/01/2046 2,410,000 1,666,278 1,441,301 8.69 TRANS CANADA PIPELINES 9.88 01/01/2021 3,840,000 3,083,755 5,381,910 7.05 TRANS CANADA PIPELINES 7.70 06/15/2029 22,080,000 16,291,536 27,087,722 6.28 TRANS CANADA PIPELINES 5.85 03/15/2036 22,080,000 15,604,049 22,668,009 5.70 TRANSOCEAN INC 6.80 03/15/2038 33,700,000 23,871,474 36,005,655 6.36 TRANSOCEAN SEDCO FOREX INC 7.50 04/15/2031 1,200,000 1,230,393 1,366,151 6.59 TRICO MARINE SERVICES IN 3.00 01/15/2027 2,000,000 189,029 80,000 0.00 TRICO MARINE SERVICES IN 8.13 02/01/2013 2,000,000 452,396 167,500 0.00 TYCO ELECTRONICS GROUP S 7.13 10/01/2037 13,440,000 9,482,033 15,992,516 5.99 UAL 1991 PASS TRUST 9.20 12/31/2049 3,382,923 784,980 1,767,577 17.61 UAL 1992 PASS TRUST 8.70 12/31/2049 19,466,348 3,225,603 4,623,258 0.00 UAL 1992 PASS TRUST 8.25 04/22/2049 30,484,822 866,671 8,040,372 0.00 UAL 1995 PASS TRUST 9.02 04/19/2012 5,603,556 3,073,564 2,269,440 0.00 UBS AG STAMFORD CT 4.88 08/04/2020 24,000,000 16,966,143 24,416,915 4.79 ULLICO RALPHS GROCERY 8.00 02/01/2022 3,691,127 3,691,127 3,903,981 7.56 UNION BK CALIF 5.95 05/11/2016 1,443,000 1,439,409 1,592,463 5.39 UNION PACIFIC CORP 6.15 05/01/2037 9,888,000 6,600,975 10,699,006 5.68 UNION PACIFIC CORP 6.25 05/01/2034 3,840,000 2,690,090 4,228,571 5.68 UNION PACIFIC CORP 5.78 07/15/2040 47,040,000 33,271,128 48,673,401 5.59 UNITED AIR LINES 8.39 01/21/2011 11,670,897 8,266,886 40,848 0.00 UNITED AIR LINES INC 9.76 12/31/2049 1,605,690 1,137,363 23,877 0.00 UNITED AIRLS 8.31 03/26/2049 4,004,015 114,609 400 0.00 UNITED AIRLS 8.31 06/17/2049 4,129,342 117,501 413 0.00 UNITED STS STL CORP NEW 5.65 06/01/2013 215,000 214,971 224,138 5.42 US AIRWAYS PASSTHRU TRS 6.85 07/30/2019 412,537 413,851 396,035 7.14 US STEEL CORP 7.38 04/01/2020 1,440,000 1,012,217 1,479,600 7.18 USB CAPITAL XIII TRUST 6.63 12/15/2039 27,840,000 19,652,126 27,979,200 6.59 VAIL RESORTS INC 6.50 05/01/2019 1,056,000 748,000 1,061,280 6.47 VALE OVERSEAS LIMITED 6.88 11/10/2039 43,200,000 33,836,538 46,773,166 6.35 VALERO ENERGY CORP 10.50 03/15/2039 19,200,000 13,568,343 27,004,415 7.47 VENTAS REALTY LP 6.75 04/01/2017 50,000 51,275 52,662 6.41 VENTAS RLTY LTD PARTNERSHIP 9.00 05/01/2012 100,000 101,706 105,822 8.50 VERIZON COMMUNICATIONS 6.40 02/15/2038 48,000,000 33,713,695 51,754,405 5.94 VERIZON COMMUNICATIONS 5.85 09/15/2035 24,960,000 17,300,286 25,320,773 5.77 VIACOM INC 6.88 04/30/2036 72,000,000 50,706,576 80,292,903 6.16 VIRGIN MEDIA SECURED FIN 5.25 01/15/2021 6,720,000 4,736,164 6,955,420 5.07 VIRGINIA ELEC & POWER CO 6.35 11/30/2037 9,600,000 6,786,523 10,996,651 5.54 VIRGINIA ELEC & POWER CO 6.00 01/15/2036 53,760,000 37,992,953 58,362,605 5.53 VODAFONE GROUP PLC 7.88 02/15/2030 41,280,000 34,012,031 52,963,936 6.14 WACHOVIA BANK NA 6.60 01/15/2038 25,920,000 18,018,561 28,642,537 5.97 WACHOVIA CAP TR III 5.57 03/29/2049 5,990,000 5,974,188 5,480,850 6.09 WAL MART STORES INC 6.50 08/15/2037 34,560,000 24,463,786 39,486,034 5.69 WAL MART STORES INC 5.25 09/01/2035 46,080,000 32,264,150 45,222,673 5.35 WASHINGTON MUT BK FA CHATSWORT 1.00 01/01/2025 1,710,000 1,665,318 615,600 2.78 WASTE MANAGEMENT INC 7.75 05/15/2032 4,800,000 3,983,714 5,891,880 6.31 CalPERS 2010-2011 Annual Investment Report Corporate Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield WASTE MANAGEMENT INC 7.38 05/15/2029 19,200,000 13,331,652 22,685,933 6.24 WASTE MANAGEMENT INC 7.00 07/15/2028 57,552,000 39,333,378 66,199,426 6.09 WEATHERFORD BERMUDA 6.75 09/15/2040 19,200,000 13,546,201 20,296,923 6.39 WEATHERFORD INTL INC 5.50 02/15/2016 8,640,000 6,107,957 9,445,750 5.03 WELLS FARGO & COMPANY 7.98 03/29/2049 105,600,000 67,634,669 114,048,000 7.39 WESTERN HEIGHTS APARTMENTS 8.05 02/01/2016 466,843 466,843 469,975 8.00 WESTSIDE VILLAGE RENTAL HOMES 8.25 02/01/2017 970,998 970,998 1,016,514 7.88 WEYERHAEUSER CO 7.38 03/15/2032 94,080,000 73,487,996 97,902,564 7.09 WHITING PETROLEUM CORP 6.50 10/01/2018 1,920,000 1,360,000 1,996,800 6.25 WILLIAMS COS INC 8.75 03/15/2032 34,752,960 27,603,351 44,196,744 6.88 WILLIAMS COS INC 7.75 06/15/2031 6,651,840 4,918,294 7,723,439 6.67 WILMINGTON TRUST UAL 8.90 03/03/2013 24,074,547 8,283,257 2,407 0.00 WINDSTREAM CORP 8.63 08/01/2016 2,880,000 2,015,953 2,998,800 8.28 WMG ACQUISITION CORP 9.50 06/15/2016 2,880,000 2,062,654 3,038,400 9.00 WYNDHAM WORLDWIDE CORP 6.00 12/01/2016 1,338,000 1,255,781 1,420,928 5.65 XEROX CORP 6.75 02/01/2017 40,000 39,870 46,525 5.80 XL CAP FIN EUROPE PLC 6.50 01/15/2012 5,740,000 5,717,678 5,904,508 6.32 Grand Total $ 7,308,454,558 $ 10,338,147,843 CalPERS 2010-2011 Annual Investment Report Sovereign Bonds

Security Name Rate Maturity Date Par Value Book Value Market Value Yield BRITISH COLUMBIA PROV OF 6.50 01/15/2026 10,176,000 $ 9,084,743 $ 12,756,449 5.19 FED REPUBLIC OF BRAZIL 8.88 04/15/2024 19,680,000 17,565,190 28,240,800 6.18 FED REPUBLIC OF BRAZIL 8.25 01/20/2034 4,320,000 3,611,478 5,940,000 6.00 FED REPUBLIC OF BRAZIL 8.88 10/14/2019 14,592,000 12,050,818 20,064,000 6.45 FED REPUBLIC OF BRAZIL 8.75 02/04/2025 18,528,000 15,637,468 26,217,120 6.18 FED REPUBLIC OF BRAZIL 7.13 01/20/2037 17,280,000 12,839,598 21,383,999 5.76 FED REPUBLIC OF BRAZIL 5.63 01/07/2041 21,792,000 15,640,693 22,358,593 5.48 FED REPUBLIC OF BRAZIL 4.88 01/22/2021 10,080,000 7,572,163 10,735,201 4.58 HYDRO QUEBEC 9.38 04/15/2030 72,960 71,084 109,223 6.26 HYDRO QUEBEC 9.40 02/01/2021 9,600,000 9,210,135 13,760,974 6.56 HYDRO QUEBEC 8.05 07/07/2024 20,088,000 16,427,684 27,688,526 5.84 HYDRO QUEBEC 9.40 02/01/2021 9,600,000 8,762,085 13,474,013 6.70 KFW 0.00 04/18/2036 24,000,000 5,356,980 7,471,022 0.00 KFW 4.00 01/27/2020 7,968,000 5,600,924 8,435,652 3.78 KFW 2.75 09/08/2020 73,152,000 49,216,346 70,143,105 2.87 KINGDOM OF BAHRAIN 5.50 03/31/2020 15,072,000 10,229,982 14,732,880 5.63 NOVA SCOTIA PROVINCE 9.25 03/01/2020 9,600,000 8,955,164 13,218,838 6.72 ONTARIO (PROVINCE OF) 4.40 04/14/2020 32,544,000 24,396,831 34,637,051 4.13 PROVINCE OF QUEBEC 7.13 02/09/2024 17,664,000 15,118,333 22,930,910 5.49 PROVINCE OF QUEBEC 3.50 07/29/2020 10,080,000 7,083,313 10,024,256 3.52 REPUBLIC OF CHILE 3.88 08/05/2020 5,280,000 3,783,874 5,300,063 3.86 REPUBLIC OF COLOMBIA 8.13 05/21/2024 17,760,000 14,646,307 23,398,800 6.17 REPUBLIC OF COLOMBIA 7.38 09/18/2037 18,624,000 15,306,716 23,419,681 5.86 REPUBLIC OF HUNGARY 6.38 03/29/2021 24,576,000 17,921,976 25,804,798 6.07 REPUBLIC OF HUNGARY 7.63 03/29/2041 10,368,000 7,606,914 11,192,256 7.06 REPUBLIC OF ITALY 6.88 09/27/2023 29,664,000 23,118,030 34,444,956 5.92 REPUBLIC OF ITALY 5.38 06/15/2033 3,840,000 2,577,635 3,766,929 5.48 REPUBLIC OF KOREA 5.63 11/03/2025 7,680,000 5,386,596 8,241,528 5.24 REPUBLIC OF KOREA 7.13 04/16/2019 7,776,000 6,823,560 9,314,592 5.95 REPUBLIC OF PANAMA 6.70 01/26/2036 17,568,000 14,051,334 20,818,079 5.65 REPUBLIC OF PANAMA 5.20 01/30/2020 17,952,000 13,032,420 19,612,560 4.76 REPUBLIC OF PERU 7.35 07/21/2025 61,440,000 48,196,046 74,803,200 6.04 REPUBLIC OF POLAND 6.38 07/15/2019 15,360,000 11,230,754 17,510,400 5.59 REPUBLIC OF POLAND 5.13 04/21/2021 11,520,000 8,125,874 11,865,600 4.98 REPUBLIC OF SOUTH AFRICA 5.88 05/30/2022 3,360,000 2,425,434 3,744,720 5.27 REPUBLIC OF SOUTH AFRICA 6.88 05/27/2019 21,888,000 17,504,437 26,156,162 5.75 REPUBLIC OF SOUTH AFRICA 5.50 03/09/2020 13,440,000 9,461,685 14,710,080 5.03 RUSSIA FOREIGN BOND 5.00 04/29/2020 4,800,000 3,396,818 4,962,000 4.84 STATE OF ISRAEL 5.13 03/26/2019 11,808,000 8,805,677 12,708,359 4.76 STATE OF QATAR 6.55 04/09/2019 4,800,000 3,653,239 5,586,000 5.63 STATE OF QATAR 6.40 01/20/2040 3,360,000 2,819,066 3,712,800 5.79 SWEDISH EXPORT CREDIT 0.00 05/11/2037 24,000,000 4,920,473 6,612,485 0.00 UNITED MEXICAN STATES 8.13 12/30/2019 9,600,000 7,773,257 13,536,000 5.76 UNITED MEXICAN STATES 8.30 08/15/2031 22,848,000 16,214,347 31,187,520 6.08 UNITED MEXICAN STATES 7.50 04/08/2033 14,225,280 10,296,009 17,994,979 5.93 UNITED MEXICAN STATES 6.75 09/27/2034 3,840,000 3,075,624 4,462,080 5.81 UNITED MEXICAN STATES 6.05 01/11/2040 21,600,000 15,851,941 22,950,000 5.69 UNITED MEXICAN STATES 5.13 01/15/2020 28,224,000 21,396,860 30,481,922 4.75 Grand Total $ 573,833,917 $ 872,621,159 CalPERS 2010-2011 Annual Investment Report U.S. Treasuries and Agencies

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FANNIE MAE 0.00 10/09/2019 387,456,000 $ 187,305,344 $ 270,830,465 4.37 FANNIE MAE 6.25 05/15/2029 220,800,000 189,112,883 268,365,089 5.14 FANNIE MAE 7.25 05/15/2030 72,000,000 67,210,008 97,028,928 5.38 FANNIE MAE 6.63 11/15/2030 36,384,000 31,183,389 46,106,747 5.23 FANNIE MAE 5.13 01/02/2014 38,400,000 29,374,603 42,075,249 4.68 FARMER MAC GTD TR 07 1 5.13 04/19/2017 96,000,000 70,512,945 108,543,648 4.53 FREDDIE MAC 5.00 01/30/2014 66,504,000 47,986,816 73,529,057 4.52 FREDDIE MAC 0.00 12/11/2025 144,000,000 50,594,030 72,437,184 4.81 GOVT TRUST CERT TUNISIA 9.80 12/31/2014 1,802,936 1,348,742 2,012,218 8.78 HOUSING URBAN DEVELOPMNT 5.38 08/01/2027 2,800,000 2,788,225 3,019,159 4.99 TENN VALLEY AUTHORITY 5.88 04/01/2036 315,297,600 248,094,560 365,023,626 5.08 TENN VALLEY AUTHORITY 5.38 04/01/2056 72,000,000 53,494,109 77,315,940 5.01 TENN VALLEY AUTHORITY 4.88 01/15/2048 111,360,000 75,372,378 110,044,816 4.93 TENN VALLEY AUTHORITY 5.25 09/15/2039 48,000,000 34,862,098 50,936,818 4.95 TSY INFL IX N/B 3.63 04/15/2028 380,480,883 445,020,436 501,580,339 2.75 TSY INFL IX N/B 2.38 01/15/2025 121,389,504 97,333,653 139,749,666 2.06 TSY INFL IX N/B 2.00 01/15/2026 435,037,440 322,413,253 476,231,135 1.83 TSY INFL IX N/B 2.38 01/15/2027 48,703,637 37,631,255 55,537,244 2.08 TSY INFL IX N/B 1.75 01/15/2028 97,887,696 69,094,819 102,567,707 1.67 TSY INFL IX N/B 2.13 02/15/2041 102,679,000 111,237,073 112,016,628 1.95 TSY INFL IX N/B 2.13 01/15/2019 107,579,683 82,373,508 122,170,716 1.87 TSY INFL IX N/B 1.25 04/15/2014 504,682,750 536,153,159 536,144,673 1.18 TSY INFL IX N/B 1.88 07/15/2019 101,098,560 77,035,243 113,214,211 1.67 TSY INFL IX N/B 1.25 07/15/2020 291,996,192 214,660,951 309,378,725 1.18 TSY INFL IX N/B 1.13 01/15/2021 446,112,940 417,541,914 464,167,131 1.08 US TREASURY N/B 4.75 02/15/2037 30,720,000 23,592,544 32,878,081 4.44 US TREASURY N/B 4.38 02/15/2038 8,585,000 11,250,631 8,643,121 4.35 US TREASURY N/B 4.25 05/15/2039 400,320,000 305,112,953 392,850,041 4.33 US TREASURY N/B 4.38 05/15/2040 184,032,000 138,054,372 183,976,792 4.38 US TREASURY N/B 3.88 08/15/2040 798,336,000 535,087,571 731,195,910 4.23 US TREASURY N/B 4.25 11/15/2040 2,393,280,000 1,665,454,362 2,339,694,509 4.35 US TREASURY N/B 4.75 02/15/2041 347,520,000 253,020,021 369,445,030 4.47 US TREASURY N/B 4.38 05/15/2041 120,000,000 86,341,180 119,830,801 4.38 US TREASURY N/B 4.25 08/15/2014 1,884,000,000 2,089,922,240 2,082,291,038 3.85 US TREASURY N/B 0.63 06/30/2012 1,197,000 1,201,671 1,201,632 0.62 US TREASURY N/B 2.63 11/15/2020 5,288,640,000 3,928,286,154 5,092,854,389 2.73 US TREASURY N/B 3.63 02/15/2021 54,720,000 39,350,496 57,057,093 3.48 US TREASURY N/B 1.25 03/15/2014 119,040,000 84,182,680 120,770,854 1.23 US TREASURY N/B 1.25 04/15/2014 11,520,000 8,236,340 11,681,510 1.23 US TREASURY N/B 0.63 04/30/2013 22,080,000 15,665,743 22,155,956 0.62 US TREASURY N/B 2.00 04/30/2016 5,557,720,000 5,092,375,254 5,641,252,865 1.97 US TREASURY N/B 1.25 02/15/2014 96,000,000 67,814,068 97,410,242 1.23 US TREASURY N/B 0.63 02/28/2013 115,200,000 81,563,605 115,648,137 0.62 US TREASURY N/B 0.75 03/31/2013 204,480,000 144,865,333 205,653,695 0.75 US TREASURY N/B 1.00 05/15/2014 4,800,000 3,406,157 4,832,016 0.99 US TREASURY N/B 1.75 05/31/2016 205,440,000 146,240,061 205,770,765 1.75 US TREASURY N/B 0.75 06/15/2014 11,520,000 8,195,601 11,506,061 0.75 Grand Total $ 18,228,954,430 $ 22,368,627,655 CalPERS 2010-2011 Annual Investment Report Mortgage Loans

Security Name Rate Maturity Date Par Value Book Value Market Value Yield COACHELLA HOUSING 8.40 08/01/2020 952,755 $ 952,755 $ 997,517 8.02 COUNTRY MANOR APTS 8.13 01/01/2028 455,732 455,732 467,934 7.92 DEFAULT MHLP 8.00 01/01/2020 1,695,076 1,695,076 1,695,076 8.00 JUMBO MHLP 15 YEAR 912 5.31 12/10/2024 639,801 638,913 519,376 6.54 JUMBO MHLP 15 YEAR 914 5.79 03/12/2025 164,081 164,081 97,679 9.72 JUMBO MHLP 15 YEAR 916 4.45 06/15/2025 996,241 996,241 859,801 5.15 JUMBO MHLP 30 YEAR 906 6.63 03/13/2039 5,870,180 5,852,080 5,038,553 7.72 JUMBO MHLP 30 YEAR 917 5.08 06/15/2040 910,285 910,285 762,390 6.07 JUMBO MHLP 885 1.00 12/14/2036 11,431,373 11,394,552 9,411,909 1.21 JUMBO MHLP 15 YEAR 889 5.73 06/15/2022 267,728 266,832 249,627 6.15 JUMBO MHLP 15 YEAR 891 5.72 09/20/2022 283,522 280,757 266,776 6.08 JUMBO MHLP 15 YEAR 894 5.96 12/20/2022 579,548 579,548 469,299 7.36 JUMBO MHLP 15 YEAR 896 5.16 03/20/2023 567,127 566,433 526,353 5.56 JUMBO MHLP 15 YEAR 900 4.72 09/19/2023 1,253,879 1,250,130 1,119,717 5.28 JUMBO MHLP 15 YEAR 903 5.83 12/12/2023 621,499 621,499 568,355 6.38 JUMBO MHLP 15 YEAR 907 5.22 06/18/2024 428,638 426,900 389,706 5.74 JUMBO MHLP 15 YEAR 910 5.27 09/10/2024 298,625 298,625 271,325 5.80 JUMBO MHLP 15 YR 887 1.00 03/15/2022 788,901 788,901 690,607 1.14 JUMBO MHLP 30 YEAR 890 6.09 06/15/2037 6,832,770 6,794,089 5,112,212 8.14 JUMBO MHLP 30 YEAR 892 6.23 09/20/2037 3,521,759 3,503,307 2,560,328 8.57 JUMBO MHLP 30 YEAR 895 6.15 12/20/2037 17,119,386 17,009,197 12,794,208 8.23 JUMBO MHLP 30 YEAR 897 6.02 03/20/2038 19,946,496 19,907,692 15,821,794 7.59 JUMBO MHLP 30 YEAR 898 6.21 06/20/2038 7,100,143 7,061,923 5,630,076 7.83 JUMBO MHLP 30 YEAR 901 5.90 08/19/2038 28,475,126 28,475,126 23,402,701 7.18 JUMBO MHLP 30 YEAR 904 6.28 12/12/2038 48,568,909 48,498,729 39,326,873 7.75 JUMBO MHLP 30 YEAR 908 5.58 06/18/2039 4,132,527 4,131,787 3,316,294 6.96 JUMBO MHLP 30 YEAR 911 4.99 09/10/2039 1,200,995 1,196,640 957,936 6.26 JUMBO MHLP 30 YEAR 913 1.00 12/10/2039 13,529,445 13,509,019 11,164,877 1.21 JUMBO MHLP 30 YEAR 915 4.27 03/12/2040 1,980,329 1,974,823 1,613,895 5.23 JUMBO MHLP 30 YEAR ARM 899 6.25 06/20/2038 228,673 227,566 90,136 15.86 JUMBO MHLP 30 YEAR ARM 902 6.04 09/19/2038 202,351 202,351 155,393 7.87 JUMBO MHLP 30 YEAR ARM 905 6.31 12/12/2038 582,785 582,785 524,834 7.01 JUMBO MHLP 30 YEAR ARM 91 6.38 06/15/2040 312,820 312,820 257,032 7.76 JUMBO MHLP 30 YR 888 1.00 03/15/2037 20,561,713 20,469,246 16,008,028 1.28 JUMBO MHLP 844 9.14 07/01/2029 120,143 120,143 127,467 8.62 JUMBO MHLP 846 7.76 06/01/2030 103,172 103,172 98,574 8.12 JUMBO MHLP 847 7.06 08/01/2016 45,111 45,111 43,791 7.27 JUMBO MHLP 848 7.55 08/01/2031 319,143 319,143 312,802 7.70 JUMBO MHLP 850 1.00 01/01/2032 564,472 564,472 545,038 1.04 JUMBO MHLP 851 1.00 05/01/2032 1,906,547 1,903,305 1,786,723 1.07 JUMBO MHLP 853 5.73 02/01/2018 2,143,171 2,137,896 2,065,066 5.94 JUMBO MHLP 854 6.21 02/01/2033 4,080,033 4,073,668 3,789,314 6.69 JUMBO MHLP 855 5.40 06/01/2018 692,094 692,031 656,389 5.69 JUMBO MHLP 856 5.93 06/01/2033 6,589,734 6,588,685 5,670,827 6.89 JUMBO MHLP 857 5.05 09/01/2018 1,404,983 1,402,046 1,310,994 5.42 JUMBO MHLP 858 5.64 09/01/2033 18,870,520 18,822,381 16,703,354 6.37 JUMBO MHLP 859 5.03 12/15/2018 841,886 839,070 783,020 5.41 JUMBO MHLP 860 1.00 12/15/2033 15,437,068 15,379,789 13,624,980 1.13 JUMBO MHLP 862 5.00 03/15/2034 1,352,684 1,352,684 1,239,836 5.46 JUMBO MHLP 864 5.00 07/25/2034 1,841,916 1,841,916 1,640,788 5.61 JUMBO MHLP 865 5.30 09/24/2019 103,315 103,179 94,128 5.82 JUMBO MHLP 866 5.30 09/24/2034 1,485,504 1,484,848 1,266,660 6.22 JUMBO MHLP 867 5.00 12/30/2015 963,808 963,808 897,288 5.37 JUMBO MHLP 868 5.00 12/30/2030 1,801,909 1,798,810 1,507,978 5.97 JUMBO MHLP 869 3.50 03/25/2020 48,206 48,206 46,962 3.59 CalPERS 2010-2011 Annual Investment Report Mortgage Loans

Security Name Rate Maturity Date Par Value Book Value Market Value Yield JUMBO MHLP 870 3.50 03/25/2035 2,556,748 2,552,557 2,176,661 4.11 JUMBO MHLP 871 1.00 07/19/2025 662,895 660,746 608,243 1.09 JUMBO MHLP 872 1.00 07/25/2034 8,488,403 8,467,700 7,329,645 1.16 JUMBO MHLP 873 1.00 07/25/2034 1,032,017 1,029,748 955,689 1.08 JUMBO MHLP 874 5.81 07/25/2034 9,503,036 9,495,916 8,316,870 6.64 JUMBO MHLP 875 1.00 12/19/2020 1,109,998 1,109,998 1,037,345 1.07 JUMBO MHLP 876 1.00 12/19/2035 10,420,888 10,377,258 8,478,808 1.23 JUMBO MHLP 877 1.00 12/19/2035 225,561 225,561 174,108 1.30 JUMBO MHLP 878 5.00 03/24/2021 249,785 248,582 233,212 5.36 JUMBO MHLP 879 5.00 03/24/2036 4,823,189 4,783,906 3,722,783 6.48 JUMBO MHLP 881 1.00 06/23/2036 3,508,925 3,478,353 2,903,471 1.21 JUMBO MHLP 882 1.00 09/19/2036 2,982,558 2,967,430 2,401,599 1.24 JUMBO MHLP 883 1.00 09/19/2021 134,427 134,427 124,828 1.08 JUMBO MHLP 884 1.00 12/14/2021 312,976 312,108 300,562 1.04 JUMBO MHLP 886 1.00 12/14/2036 767,855 767,855 581,572 1.32 JUMBO MHLP ARM 893 6.22 09/20/2037 1,283,590 1,281,767 855,980 9.32 RALPHS/ADAMS VERMONT 1.00 06/01/2012 1,604,349 1,604,349 1,616,047 0.99 ULLICO RALPHS GROCERY 8.00 02/01/2022 3,691,127 3,691,127 3,903,981 7.56 Grand Total $ 315,770,191 $ 263,071,999 CalPERS 2010-2011 Annual Investment Report Derivatives

Security Name Rate Maturity Date Par Value Book Value Market Value 317U693B0 SWAPTION 3YP 3.0 JPM 0.00 06/18/2012 (10,000,000) $ (94,738) $ (36,536) 317U694B9 SWAPTION 3Y P 3 CBK 0.00 06/18/2012 (10,800,000) (120,700) (39,459) 317U695B8 IRO 3Y RYL 0.00 06/18/2012 (10,100,000) (111,915) (36,901) 317U696B7 IRO USD 3Y P3 BOA 0.00 06/18/2012 (14,200,000) (144,430) (51,881) 317U698B5 IRO USD 3Y P3 DUB 0.00 06/18/2012 (8,700,000) (94,474) (31,786) 317U699B4 IRO USD P3 BRC 0.00 06/18/2012 (6,600,000) (59,129) (24,114) 317U701B0 IRO USD 3Y P2.75 DUB 0.00 06/18/2012 (9,200,000) (95,502) (43,862) 317U702B9 IRO USD 3Y P2.75 RYL 0.00 06/18/2012 (8,900,000) (87,220) (42,432) 317U744B9 IRO 2Y RYL 0.00 09/24/2012 (61,800,000) (486,087) (314,099) 317U745B8 SWAPTION 2Y 2.25 BOA 0.00 09/24/2012 (34,500,000) (303,909) (175,346) 317U788B6 IRO USD 2Y GLM 0.00 09/24/2012 (4,600,000) (27,293) (23,380) BCP07S742 CDS USD P F .35000 0.35 06/20/2014 (7,700,000) (7,700,000) (7,700,000) BCP07S742 CDS USD R V 03MEVENT 1.00 06/20/2014 7,700,000 7,700,000 7,784,680 BCP07S7S9 CDS USD P F .20000 0.20 06/20/2014 (2,000,000) (2,000,000) (2,000,000) BCP07S7S9 CDS USD R V 03MEVENT 1.00 06/20/2014 2,000,000 2,000,000 2,009,405 BCP07S841 CDS USD P F .72000 0.72 09/20/2012 (4,300,000) (4,300,000) (4,300,000) BCP07S841 CDS USD R V 03MEVENT 1.00 09/20/2012 4,300,000 4,300,000 4,280,051 BCP07SPQ3 CDS USD P F .62000 0.62 12/25/2049 (1,000,000) (755,509) (1,000,000) BCP07SPQ3 CDS USD R V 01MEVENT 1.00 12/25/2049 1,000,000 1,000,000 1,623,367 BCP07SQ82 CDS USD P F .82000 0.82 12/25/2049 (3,000,000) (3,000,000) (3,000,000) BCP07SQ82 CDS USD R V 01MEVENT 1.00 12/25/2049 3,000,000 3,754,624 4,870,100 BCP07SQE9 CDS USD P F .62000 0.62 12/25/2049 (6,000,000) (4,489,149) (6,000,000) BCP07SQE9 CDS USD R V 01MEVENT 1.00 12/25/2049 6,000,000 6,000,000 9,740,200 BCP07SQL3 CDS USD P F .11000 0.11 06/20/2012 (3,300,000) (3,300,000) (3,300,000) BCP07SQL3 CDS USD R V 03MEVENT 1.00 06/20/2012 3,300,000 3,300,000 3,300,678 BCP07SQP4 CDS USD P F .35000 0.35 06/20/2012 (5,000,000) (5,000,000) (5,000,000) BCP07SQP4 CDS USD R V 03MEVENT 1.00 06/20/2012 5,000,000 5,117,793 5,001,455 IRS 12854 IRS USD P F 3.82900 3.83 03/31/2020 (12,000,000) (12,000,000) (12,000,000) IRS 12854 IRS USD R V 03MLIBOR 0.25 03/31/2020 12,000,000 12,000,000 11,257,032 IS08YW2 CDS USD P V 00MEVENT 1.00 03/20/2016 (6,000,000) (6,000,000) (6,000,000) IS08YW2 CDS USD R F 1.00000 1.00 03/20/2016 6,000,000 6,048,318 6,045,996 IS08ZA70 CDS USD P V 00MEVENT 1.00 03/20/2016 (10,000,000) (10,000,000) (10,000,000) IS08ZA70 CDS USD R F 1.00000 1.00 03/20/2016 10,000,000 10,075,377 10,076,659 OCD001077 FVA USD 1Y2Y MYC 0.00 11/14/2011 (16,700,000) (181,608) (273,747) OCD001127 FVA USD 1Y1Y S ATM G 0.00 10/11/2011 (40,800,000) (215,432) (264,064) SWPC005H5 CDS USD P V 03MEVENT 1.00 06/20/2015 (3,000,000) (3,000,000) (3,000,000) SWPC005H5 CDS USD R F 1.00000 1.00 06/20/2015 3,000,000 3,023,729 3,061,051 SWPC009H1 CDS USD P V 03MEVENT 1.00 06/20/2015 (5,600,000) (5,600,000) (5,600,000) SWPC009H1 CDS USD R F 1.00000 1.00 06/20/2015 5,600,000 5,641,616 5,713,962 SWPC012F0 CDS USD P V 03MEVENT 1.00 12/20/2012 (6,300,000) (6,300,000) (6,300,000) SWPC012F0 CDS USD R F 1.00000 1.00 12/20/2012 6,300,000 6,276,237 6,344,994 SWPC033H1 CDS USD P V 03MEVENT 1.00 06/20/2015 (2,500,000) (2,500,000) (2,500,000) SWPC033H1 CDS USD R F 1.00000 1.00 06/20/2015 2,500,000 2,517,472 2,550,876 SWPC037H7 CDS USD P V 03MEVENT 1.00 06/20/2015 (5,900,000) (5,900,000) (5,900,000) SWPC037H7 CDS USD R F 1.00000 1.00 06/20/2015 5,900,000 5,938,413 6,020,067 SWPC237E2 CDS USD P F 1.00000 1.00 06/20/2016 (1,900,000) (1,900,000) (1,900,000) SWPC237E2 CDS USD R V 03MEVENT 1.00 06/20/2016 1,900,000 1,865,259 1,955,915 SWPC247H3 CDS USD P V 03MEVENT 1.00 06/20/2015 (6,400,000) (6,400,000) (6,400,000) SWPC247H3 CDS USD R F 1.00000 1.00 06/20/2015 6,400,000 6,533,957 6,538,802 SWPC269H6 CDS USD P V 03MEVENT 1.00 06/20/2015 (1,200,000) (1,200,000) (1,200,000) SWPC269H6 CDS USD R F 1.00000 1.00 06/20/2015 1,200,000 1,211,284 1,224,420 SWPC297H2 CDS USD P V 03MEVENT 1.00 06/20/2015 (3,000,000) (3,000,000) (3,000,000) SWPC297H2 CDS USD R F 1.00000 1.00 06/20/2015 3,000,000 3,028,621 3,061,051 SWPC31C74 CDS USD P V 03MEVENT 1.00 03/20/2021 (2,000,000) (2,000,000) (2,000,000) SWPC31C74 CDS USD R F 2.90000 2.90 03/20/2021 2,000,000 2,000,000 2,096,664 CalPERS 2010-2011 Annual Investment Report Derivatives

Security Name Rate Maturity Date Par Value Book Value Market Value SWPC36852 CDS USD P F 1.03000 1.03 06/20/2014 (3,000,000) (3,000,000) (3,000,000) SWPC36852 CDS USD R V 03MEVENT 1.00 06/20/2014 3,000,000 3,000,000 3,086,797 SWPC453J8 CDS USD P V 03MEVENT 1.00 12/20/2011 (5,600,000) (5,600,000) (5,600,000) SWPC453J8 CDS USD R F 1.00000 1.00 12/20/2011 5,600,000 5,626,540 5,618,207 SWPC600K7 CDS USD P V 03MEVENT 1.00 03/20/2016 (3,400,000) (3,400,000) (3,400,000) SWPC600K7 CDS USD R F .25000 0.25 03/20/2016 3,400,000 3,259,800 3,324,319 SWPC62B88 CDS USD P V 03MEVENT 1.00 03/20/2021 (2,800,000) (2,800,000) (2,800,000) SWPC62B88 CDS USD R F 2.80000 2.80 03/20/2021 2,800,000 2,800,000 3,030,964 SWPC776D1 CDS USD P F 1.00000 1.00 09/20/2017 (1,200,000) (1,200,000) (1,200,000) SWPC776D1 CDS USD R V 03MEVENT 1.00 09/20/2017 1,200,000 1,185,026 1,161,961 SWPC831J1 CDS USD P V 03MEVENT 1.00 12/20/2015 (6,500,000) (6,500,000) (6,500,000) SWPC831J1 CDS USD R F 1.00000 1.00 12/20/2015 6,500,000 6,648,372 6,570,569 SWPC844J6 CDS USD P V 03MEVENT 1.00 12/20/2012 (1,050,000) (1,050,000) (1,050,000) SWPC844J6 CDS USD R F 1.00000 1.00 12/20/2012 1,050,000 1,046,450 1,057,499 SWPC964G6 CDS USD P V 03MEVENT 1.00 06/20/2015 (2,600,000) (2,600,000) (2,600,000) SWPC964G6 CDS USD R F 1.00000 1.00 06/20/2015 2,600,000 2,626,090 2,652,911 SWU0338Q3 IRS USD P F 4.25000 4.25 06/15/2041 (6,800,000) (6,800,000) (6,800,000) SWU0338Q3 IRS USD R V 03MLIBOR 0.25 06/15/2041 6,800,000 6,871,400 6,577,586 SWU0362Q2 IRS USD P F 4.25000 4.25 06/15/2041 (7,000,000) (7,000,000) (7,000,000) SWU0362Q2 IRS USD R V 03MLIBOR 0.25 06/15/2041 7,000,000 7,072,800 6,771,044 SWU0373Q9 IRS USD P F 4.25000 4.25 06/15/2041 (20,800,000) (20,800,000) (20,800,000) SWU0373Q9 IRS USD R V 03MLIBOR 0.25 06/15/2041 20,800,000 21,923,925 20,119,674 SWU0480Q9 IRS USD P F 3.50000 3.50 06/15/2021 (31,200,000) (31,200,000) (31,200,000) SWU0480Q9 IRS USD R V 03MLIBOR 0.25 06/15/2021 31,200,000 31,759,416 30,513,966 XL 11076 CDS USD P F 5.00000 5.00 03/20/2012 (5,750,000) (6,033,529) (5,750,000) XL 11076 CDS USD R V 00MEVENT 1.00 03/20/2012 5,750,000 5,750,000 5,553,382 Grand Total $ 2,551,896 $ 3,438,696 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield ADJUSTABLE RATE MORTGAGE TRUST 2.91 02/25/2036 1,295,699 $ 1,294,035 $ 1,058,805 3.56 ADJUSTABLE RATE MORTGAGE TRUST 2.94 04/25/2035 220,809 219,503 196,811 3.30 AMERICAN HOME MORTGAGE ASSETS 3.07 11/25/2035 342,988 343,787 207,572 5.08 AMERICAN HOME MORTGAGE INVESTM 2.40 06/25/2045 645,746 645,657 512,620 3.02 AMERICAN HOME MORTGAGE INVESTM 2.16 11/25/2045 4,492,693 4,487,704 3,248,985 2.98 ARENA BV 1.61 12/17/2064 5,084,868 7,385,587 7,256,538 1.12 AUBURN SECURITIES PLC 1.03 10/01/2041 791,492 1,079,517 1,123,196 0.72 BANC OF AMERICA COMMERCIAL MOR 0.06 04/10/2049 1,155,545,982 1,331,872 862,615 0.00 BANC OF AMERICA COMMERCIAL MOR 6.35 06/11/2035 3,100,000 3,149,110 3,146,830 0.00 BANC OF AMERICA COMMERCIAL MOR 0.24 10/10/2045 279,393,741 646,816 2,487,079 0.00 BANC OF AMERICA COMMERCIAL MOR 5.89 07/10/2044 1,732,000 1,761,287 1,903,357 11.08 BANC OF AMERICA COMMERCIAL MOR 5.92 05/10/2045 1,783,000 1,815,485 1,978,587 5.34 BANC OF AMERICA COMMERCIAL MOR 0.47 03/11/2041 183,539,826 10,104,423 1,141,471 4.70 BANC OF AMERICA FUNDING CORPOR 3.09 12/20/2034 379,774 382,767 239,012 4.90 BANC OF AMERICA MORTGAGE SECUR 5.00 12/25/2019 718,321 704,369 737,589 4.87 BAYVIEW COMMERCIAL ASSET TRUST 0.62 08/25/2034 669,254 651,330 573,638 0.72 BAYVIEW COMMERCIAL ASSET TRUST 0.59 11/25/2035 1,413,153 1,346,130 1,170,389 0.71 BEAR STEARNS ADJUSTABLE RATE M 2.94 01/25/2035 447,944 452,504 406,266 3.25 BEAR STEARNS COMMERCIAL MORTGA 0.29 05/11/2039 131,185,153 1,126,679 1,646,597 13.33 BEAR STEARNS COMMERCIAL MORTGA 5.69 06/11/2050 24,000,000 16,694,512 26,135,481 5.23 BEAR STEARNS COMMERCIAL MORTGA 1.99 11/11/2035 96,018,553 1,818,821 1,305,247 0.00 BEAR STEARNS MORTGAGE FUNDING 0.49 12/25/2036 897,605 897,605 151,831 2.87 BEAR STEARNS MORTGAGE FUNDING 0.45 08/25/2036 3,221,140 3,221,140 863,526 1.66 CALPERS MARINER FIXED FUND LLC 0.00 12/31/2030 24,000,000 17,000,000 24,482,722 0.00 CBA COMMERCIAL SMALL BALANCE C 0.57 12/25/2036 757,713 757,713 378,857 1.13 CBA COMMERCIAL SMALL BALANCE C 0.51 07/25/2035 1,610,369 1,610,369 985,112 0.83 CITIBANK CREDIT CARD ISSUANCE 6.15 06/15/2039 144,000,000 103,607,923 173,220,162 5.11 CITIBANK CREDIT CARD ISSUANCE 5.65 09/20/2019 144,000,000 101,605,150 165,849,286 4.91 CITIGROUP COMMERCIAL MORTGAGE 5.89 12/10/2049 357,264,000 251,039,834 389,542,895 5.40 CITIGROUP COMMERCIAL MORTGAGE 5.70 12/10/2049 43,173,312 31,252,139 47,074,032 5.23 CITIGROUP COMMERCIAL MORTGAGE 5.43 10/15/2049 75,264,000 51,839,630 82,062,734 4.98 CITIGROUP MORTGAGE LOAN TRUST 5.27 04/25/2037 3,749,423 3,709,772 2,475,496 7.98 CITIGROUP MORTGAGE LOAN TRUST 2.34 03/25/2037 1,992,055 1,985,553 954,103 4.89 CITIGROUP MORTGAGE LOAN TRUST 2.45 08/25/2035 808,583 782,461 701,216 2.83 CITIGROUP/DEUTSCHE BANK COMMER 0.02 07/15/2044 1,678,285,132 515,512 301,923 0.00 CITIGROUP/DEUTSCHE BANK COMMER 0.55 12/11/2049 168,213,685 1,615,792 2,505,795 0.00 CITIGROUP/DEUTSCHE BANK COMMER 0.17 12/11/2049 140,935,790 475,584 1,183,424 19.94 CITIGROUP/DEUTSCHE BANK COMMER 5.32 12/11/2049 186,240,000 133,395,940 196,616,485 11.56 CITIGROUP/DEUTSCHE BANK COMMER 5.89 11/15/2044 18,816,000 13,447,991 20,780,577 5.33 COLLEGE & UNIVERSITY FACILITY 4.00 06/01/2018 6,002,661 4,408,427 5,672,515 4.23 COMMERCIAL MORTGAGE PASS THROU 1.00 03/10/2039 133,201,493 1,548,556 3,129,796 0.00 COMMERCIAL MORTGAGE PASS THROU 0.19 12/10/2046 157,226,912 708,377 1,793,833 16.29 COMMERCIAL MORTGAGE PASS THROU 0.69 07/16/2034 61,499 62,054 61,495 3.36 COMMUNITY PROGRAM LOAN TRUST 4.50 10/01/2018 2,151,088 1,602,550 2,168,473 4.46 COUNTRYWIDE ALTERNATIVE LOAN T 1.34 12/25/2035 167,823 169,382 273 0.00 COUNTRYWIDE ALTERNATIVE LOAN T 0.88 02/25/2036 5,850,000 5,859,794 24,377 0.00 COUNTRYWIDE ALTERNATIVE LOAN T 0.97 01/25/2036 6,283,815 6,283,815 93,893 0.00 COUNTRYWIDE ALTERNATIVE LOAN T 5.50 03/25/2036 3,880,108 3,845,005 366,527 0.00 COUNTRYWIDE ALTERNATIVE LOAN T 0.40 06/25/2046 2,064,628 2,065,616 897,921 0.00 COUNTRYWIDE ALTERNATIVE LOAN T 2.78 12/25/2034 247,640 247,963 195,498 0.00 COUNTRYWIDE ALTERNATIVE LOAN T 3.18 12/25/2034 166,535 168,749 132,143 0.00 COUNTRYWIDE ALTERNATIVE LOAN T 1.84 08/25/2035 1,973,930 1,987,269 1,251,584 0.00 COUNTRYWIDE HOME LOANS 0.69 04/25/2046 2,119,663 2,122,454 4,422 0.00 COUNTRYWIDE HOME LOANS 3.42 03/25/2037 4,718,254 4,718,254 2,341,646 6.90 COUNTRYWIDE HOME LOANS 4.84 02/25/2047 1,317,510 1,295,116 818,404 5.88 COUNTRYWIDE HOME LOANS 2.52 11/25/2034 1,268,797 1,285,821 797,374 4.01 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield COUNTRYWIDE HOME LOANS 2.82 02/25/2034 626,906 630,860 525,257 3.36 COUNTRYWIDE HOME LOANS 0.58 02/25/2035 4,100,903 4,100,903 2,171,211 1.09 COUNTRYWIDE HOME LOANS 0.52 02/25/2035 863,705 863,705 538,017 0.83 COUNTRYWIDE HOME LOANS 0.48 04/25/2035 1,193,483 1,193,483 754,920 0.75 COUNTRYWIDE HOME LOANS 0.59 09/25/2035 1,706,356 1,706,356 1,522,583 0.66 CREDIT SUISSE MORTGAGE CAPITAL 0.25 12/15/2039 112,802,291 719,789 1,816,117 15.67 CREDIT SUISSE MORTGAGE CAPITAL 6.01 06/15/2038 4,167,000 4,261,401 4,581,218 5.47 CREDIT SUISSE MORTGAGE CAPITAL 5.31 12/15/2039 3,425,000 3,379,590 3,635,872 5.00 CS FIRST BOSTON MORTGAGE SECUR 0.42 10/15/2039 95,918,806 1,059,924 2,177,357 18.43 CS FIRST BOSTON MORTGAGE SECUR 1.58 12/15/2035 100,235,215 2,159,057 1,348,013 3.45 CWCAPITAL COBALT 5.48 04/15/2047 232,320,000 164,780,653 244,889,116 5.20 DBUBS MORTGAGE TRUST 1.40 11/10/2046 139,036,937 6,798,295 8,805,738 6.69 DLJ MORTGAGE ACCEPTANCE CORP 1.32 11/12/2021 360,898 10 13 0.00 DSLA MORTGAGE LOAN TRUST 0.59 11/19/2044 395,973 395,973 138,753 1.67 EUROSAIL PLC 0.98 03/13/2045 3,815,000 4,936,981 5,215,759 0.72 FED HM LN PC POOL 4.50 08/15/2035 274,589 72,743 44,283 0.00 FED HM LN PC POOL 5.62 04/01/2037 8,881,891 6,498,574 9,645,200 5.17 FED HM LN PC POOL 5.81 06/01/2037 21,346,767 15,531,573 23,221,654 5.34 FED HM LN PC POOL 6.06 07/01/2037 8,410,614 6,199,432 9,178,671 5.55 FED HM LN PC POOL 5.83 05/01/2037 2,779,747 2,026,768 3,023,893 5.36 FED HM LN PC POOL 5.55 06/01/2037 17,676,005 12,782,744 19,195,081 5.11 FED HM LN PC POOL 5.81 05/01/2037 11,270,682 8,298,336 12,240,220 5.35 FED HM LN PC POOL 5.72 07/01/2037 17,378,210 12,611,765 18,880,435 5.26 FED HM LN PC POOL 5.85 07/01/2037 25,060,319 18,286,239 27,233,069 5.39 FED HM LN PC POOL 5.75 08/01/2037 56,413,059 40,983,900 61,248,980 5.30 FED HM LN PC POOL 7.00 05/01/2017 6,708 5,083 7,416 6.33 FED HM LN PC POOL 7.00 05/01/2017 48,959 37,107 54,684 6.27 FED HM LN PC POOL 5.08 02/01/2034 7,759,750 5,781,534 8,285,861 4.76 FED HM LN PC POOL 2.88 07/01/2031 444,831 336,467 451,574 2.84 FED HM LN PC POOL 6.00 07/01/2033 9,307 7,418 10,291 5.43 FED HM LN PC POOL 6.00 09/01/2033 3,330 2,654 3,681 5.43 FED HM LN PC POOL 5.50 10/01/2033 7,172 5,654 7,802 5.06 FED HM LN PC POOL 6.00 11/01/2033 7,762 6,187 8,582 5.43 FED HM LN PC POOL 6.00 02/01/2034 5,591,930 4,225,813 6,172,010 5.44 FED HM LN PC POOL 6.50 06/01/2034 129,214 98,751 146,307 5.74 FED HM LN PC POOL 6.00 07/01/2034 7,865,046 5,944,151 8,680,928 5.44 FED HM LN PC POOL 6.00 07/01/2034 3,375,560 2,550,695 3,725,725 5.44 FED HM LN PC POOL 6.50 08/01/2034 102,255 78,152 115,782 5.74 FED HM LN PC POOL 6.00 08/01/2034 7,187,016 5,436,844 7,932,563 5.44 FED HM LN PC POOL 6.00 08/01/2034 4,142,508 3,130,493 4,572,231 5.44 FED HM LN PC POOL 6.00 10/01/2034 5,585 4,452 6,164 5.44 FED HM LN PC POOL 7.00 03/01/2032 6,614 5,092 7,488 6.18 FED HM LN PC POOL 4.50 04/01/2035 58,645 41,432 61,081 4.32 FED HM LN PC POOL 6.00 07/01/2035 5,494 4,380 6,055 5.44 FED HM LN PC POOL 5.50 02/01/2036 11,407 8,995 12,352 5.08 FED HM LN PC POOL 6.00 04/01/2036 9,942 7,927 10,939 5.45 FED HM LN PC POOL 7.00 04/01/2036 181,183 136,719 203,504 6.23 FED HM LN PC POOL 4.50 07/01/2035 1,887,462 1,363,634 1,965,878 4.32 FED HM LN PC POOL 7.00 07/01/2036 173,604 131,011 194,991 6.23 FED HM LN PC POOL 7.00 09/01/2036 361,496 272,868 406,030 6.23 FED HM LN PC POOL 7.00 09/01/2036 28,589 21,580 32,111 6.23 FED HM LN PC POOL 7.00 11/01/2036 475,861 359,200 534,484 6.23 FED HM LN PC POOL 7.00 12/01/2036 10,672 8,056 11,987 6.23 FED HM LN PC POOL 7.00 12/01/2036 22,155 16,724 24,885 6.23 FED HM LN PC POOL 6.00 01/01/2037 415,059 303,168 455,819 5.46 FED HM LN PC POOL 6.00 03/01/2037 943,343 689,032 1,035,981 5.46 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FED HM LN PC POOL 7.00 04/01/2037 16,294 12,300 18,298 6.23 FED HM LN PC POOL 6.00 05/01/2037 609,215 444,976 669,041 5.46 FED HM LN PC POOL 6.00 05/01/2037 70,637 51,594 77,573 5.46 FED HM LN PC POOL 6.00 05/01/2037 277,603 202,764 304,864 5.46 FED HM LN PC POOL 6.00 05/01/2037 23,715 18,478 26,044 5.46 FED HM LN PC POOL 6.00 06/01/2037 823,067 601,173 903,894 5.46 FED HM LN PC POOL 6.00 06/01/2037 24,520 19,105 26,927 5.46 FED HM LN PC POOL 6.00 06/01/2037 75,392 55,067 82,795 5.46 FED HM LN PC POOL 6.00 06/01/2037 24,180 19,281 26,555 5.46 FED HM LN PC POOL 6.00 05/01/2037 304,417 222,349 334,311 5.46 FED HM LN PC POOL 6.00 07/01/2037 1,917,465 1,400,523 2,105,764 5.46 FED HM LN PC POOL 6.00 04/01/2037 318,121 232,359 349,361 5.46 FED HM LN PC POOL 6.00 07/01/2037 10,366,313 7,571,587 11,384,305 5.46 FED HM LN PC POOL 6.00 06/01/2037 148,996 108,827 163,627 5.46 FED HM LN PC POOL 6.00 07/01/2037 146,368 106,908 160,742 5.46 FED HM LN PC POOL 6.00 06/01/2037 881,181 643,620 967,715 5.46 FED HM LN PC POOL 6.00 07/01/2037 25,812 18,853 28,347 5.46 FED HM LN PC POOL 6.00 07/01/2037 203,116 148,357 223,063 5.46 FED HM LN PC POOL 6.00 07/01/2037 365,536 266,989 401,433 5.46 FED HM LN PC POOL 7.00 07/01/2037 594,330 448,541 667,428 6.23 FED HM LN PC POOL 6.00 07/01/2037 173,378 126,636 190,404 5.46 FED HM LN PC POOL 6.00 07/01/2037 230,874 184,096 253,546 5.46 FED HM LN PC POOL 6.00 08/01/2037 2,906,872 2,158,728 3,192,332 5.46 FED HM LN PC POOL 6.50 08/01/2037 517,727 389,253 583,230 5.77 FED HM LN PC POOL 6.00 08/01/2037 9,174,786 6,701,263 10,075,768 5.46 FED HM LN PC POOL 6.00 08/01/2037 383,253 279,928 420,889 5.46 FED HM LN PC POOL 6.00 08/01/2037 377,893 276,013 415,003 5.46 FED HM LN PC POOL 6.00 08/01/2037 493,004 360,090 541,418 5.46 FED HM LN PC POOL 7.00 08/01/2037 1,599,841 1,207,413 1,796,611 6.23 FED HM LN PC POOL 6.00 08/01/2037 265,624 211,807 291,709 5.46 FED HM LN PC POOL 7.00 08/01/2037 594,315 448,654 667,412 6.23 FED HM LN PC POOL 7.00 08/01/2037 376,756 284,416 423,094 6.23 FED HM LN PC POOL 7.00 08/01/2037 116,046 87,581 130,319 6.23 FED HM LN PC POOL 7.00 08/01/2037 611,366 461,403 686,560 6.23 FED HM LN PC POOL 6.50 09/01/2037 29,123 21,896 32,808 5.77 FED HM LN PC POOL 5.50 09/01/2037 53,540 42,224 57,849 5.09 FED HM LN PC POOL 6.00 10/01/2037 3,685,559 2,732,854 4,047,488 5.46 FED HM LN PC POOL 6.00 10/01/2037 47,864 38,167 52,564 5.46 FED HM LN PC POOL 6.00 10/01/2037 6,912,437 5,125,594 7,591,252 5.46 FED HM LN PC POOL 6.00 10/01/2037 252,952 201,706 277,793 5.46 FED HM LN PC POOL 6.50 11/01/2037 339,752 255,449 382,738 5.77 FED HM LN PC POOL 6.00 11/01/2037 8,549 6,817 9,388 5.46 FED HM LN PC POOL 6.50 11/01/2037 27,059,780 20,363,575 30,483,418 5.77 FED HM LN PC POOL 6.50 10/01/2037 343,873 258,545 387,380 5.77 FED HM LN PC POOL 6.00 11/01/2037 22,909 18,268 25,158 5.46 FED HM LN PC POOL 6.00 11/01/2037 22,135 17,651 24,309 5.46 FED HM LN PC POOL 6.50 12/01/2037 328,758 247,184 370,353 5.77 FED HM LN PC POOL 6.50 12/01/2037 2,645,619 1,989,167 2,980,346 5.77 FED HM LN PC POOL 6.00 12/01/2037 1,244,819 992,640 1,367,063 5.46 FED HM LN PC POOL 7.00 12/01/2037 198,086 152,688 222,449 6.23 FED HM LN PC POOL 6.50 12/01/2037 1,998,992 1,502,986 2,251,907 5.77 FED HM LN PC POOL 6.50 12/01/2037 219,752 165,226 247,556 5.77 FED HM LN PC POOL 6.00 12/01/2037 1,032,680 823,477 1,134,091 5.46 FED HM LN PC POOL 6.50 01/01/2038 238,629 179,420 268,821 5.77 FED HM LN PC POOL 6.00 01/01/2038 3,668,261 2,765,876 4,028,492 5.46 FED HM LN PC POOL 6.00 01/01/2038 2,364,671 1,782,967 2,596,887 5.46 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FED HM LN PC POOL 6.00 01/01/2038 255,183 203,489 280,242 5.46 FED HM LN PC POOL 6.00 11/01/2037 72,568 56,545 79,694 5.46 FED HM LN PC POOL 7.00 02/01/2038 177,348 136,707 199,199 6.23 FED HM LN PC POOL 5.50 02/01/2038 102,793,033 81,069,852 111,066,696 5.09 FED HM LN PC POOL 7.00 02/01/2038 82,684 63,736 92,871 6.23 FED HM LN PC POOL 4.50 03/01/2038 924,994 690,387 956,886 4.35 FED HM LN PC POOL 6.00 03/01/2038 10,531 8,398 11,563 5.46 FED HM LN PC POOL 7.00 03/01/2038 714,278 550,601 802,285 6.23 FED HM LN PC POOL 5.50 04/01/2038 10,472,730 8,239,066 11,315,665 5.09 FED HM LN PC POOL 5.50 05/01/2038 189,221 149,235 204,451 5.09 FED HM LN PC POOL 6.00 05/01/2038 1,207,548 962,956 1,325,851 5.46 FED HM LN PC POOL 5.50 05/01/2038 59,194 46,686 63,959 5.09 FED HM LN PC POOL 7.00 05/01/2038 192,401 148,316 216,107 6.23 FED HM LN PC POOL 7.00 06/01/2038 754,537 581,659 847,505 6.23 FED HM LN PC POOL 7.00 05/01/2038 624,836 481,668 701,823 6.23 FED HM LN PC POOL 7.00 05/01/2038 312,134 240,615 350,593 6.23 FED HM LN PC POOL 7.00 06/01/2038 185,862 143,278 208,762 6.23 FED HM LN PC POOL 7.00 06/01/2038 331,703 255,703 372,572 6.23 FED HM LN PC POOL 5.50 11/01/2037 2,112,232 1,661,704 2,282,249 5.09 FED HM LN PC POOL 5.50 07/01/2038 624,076 492,204 674,307 5.09 FED HM LN PC POOL 5.50 06/01/2038 196,356 154,864 212,161 5.09 FED HM LN PC POOL 5.50 07/01/2038 12,131,369 9,572,153 13,107,806 5.09 FED HM LN PC POOL 6.50 10/01/2037 14,056,160 10,568,286 15,834,564 5.77 FED HM LN PC POOL 6.50 09/01/2037 240,355 180,712 270,765 5.77 FED HM LN PC POOL 7.00 11/01/2037 129,997 100,203 145,986 6.23 FED HM LN PC POOL 6.00 08/01/2038 42,296 32,960 46,440 5.46 FED HM LN PC POOL 6.00 08/01/2038 37,760 29,426 41,460 5.46 FED HM LN PC POOL 6.00 09/01/2038 311,647 248,529 342,178 5.46 FED HM LN PC POOL 5.50 09/01/2038 1,696,056 1,337,683 1,832,569 5.09 FED HM LN PC POOL 6.00 09/01/2038 267,684 213,471 293,909 5.46 FED HM LN PC POOL 5.50 10/01/2038 430,238 339,332 464,867 5.09 FED HM LN PC POOL 6.00 10/01/2038 480,324 374,309 527,381 5.46 FED HM LN PC POOL 6.00 10/01/2038 574,695 458,306 630,998 5.46 FED HM LN PC POOL 5.50 12/01/2038 184,629 145,620 199,489 5.09 FED HM LN PC POOL 5.50 12/01/2038 175,903 138,738 190,062 5.09 FED HM LN PC POOL 6.00 12/01/2038 895,474 708,610 983,203 5.46 FED HM LN PC POOL 6.00 12/01/2038 45,512 35,467 49,970 5.46 FED HM LN PC POOL 5.50 12/01/2038 155,946 122,997 168,497 5.09 FED HM LN PC POOL 6.00 12/01/2038 110,498 86,111 121,324 5.46 FED HM LN PC POOL 6.00 01/01/2039 10,201 8,135 11,211 5.46 FED HM LN PC POOL 5.00 02/01/2039 1,524,640 1,124,664 1,620,732 4.70 FED HM LN PC POOL 6.00 06/01/2039 514,924 410,663 565,907 5.46 FED HM LN PC POOL 6.00 07/01/2039 512,759 408,939 563,527 5.46 FED HM LN PC POOL 6.00 09/01/2039 19,687 15,701 21,636 5.46 FED HM LN PC POOL 6.00 09/01/2039 41,063 32,749 45,129 5.46 FED HM LN PC POOL 6.00 10/01/2039 775,136 618,204 851,882 5.46 FED HM LN PC POOL 4.50 01/01/2040 390,621 289,273 404,169 4.35 FED HM LN PC POOL 5.00 01/01/2040 101,956 79,610 108,617 4.69 FED HM LN PC POOL 6.00 03/01/2040 196,227 156,504 215,678 5.46 FED HM LN PC POOL 5.50 03/01/2040 4,086,627 3,223,441 4,450,386 5.05 FED HM LN PC POOL 4.50 06/01/2040 52,354 38,654 54,169 4.35 FED HM LN PC POOL 4.50 06/01/2040 590,893 437,164 611,386 4.35 FED HM LN PC POOL 4.50 06/01/2040 43,180 32,024 44,678 4.35 FED HM LN PC POOL 6.00 07/01/2040 144,155 114,977 158,445 5.46 FED HM LN PC POOL 5.00 10/01/2040 135,795 106,036 144,667 4.69 FED HM LN PC POOL 5.00 11/01/2040 988,102 771,563 1,052,655 4.69 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FED HM LN PC POOL 5.00 12/01/2040 1,125,940 879,198 1,199,498 4.69 FED HM LN PC POOL 5.00 11/01/2018 28,160 21,982 30,362 4.64 FED HM LN PC POOL 5.00 04/01/2014 224,104 173,952 241,925 4.63 FED HM LN PC POOL 5.00 06/01/2020 164,353 128,378 177,415 4.63 FED HM LN PC POOL 7.00 01/01/2030 14,868 11,249 16,836 6.18 FED HM LN PC POOL 7.00 05/01/2032 7,162 5,514 8,084 6.20 FED HM LN PC POOL 5.50 05/01/2037 585,718 461,913 632,863 5.09 FED HM LN PC POOL 6.00 10/01/2039 497,076 390,841 546,291 5.46 FED HM LN PC POOL 5.50 10/01/2039 69,270,009 53,783,375 75,209,693 5.07 FED HM LN PC POOL 5.00 10/01/2040 345,884 270,084 368,481 4.69 FED HM LN PC POOL 7.50 11/01/2029 1,877 1,424 2,116 6.65 FED HM LN PC POOL 7.00 01/01/2030 45,011 34,052 50,967 6.18 FED HM LN PC POOL 7.00 01/01/2030 20,722 15,677 23,464 6.18 FED HM LN PC POOL 7.50 01/01/2030 87,595 66,458 98,719 6.65 FED HM LN PC POOL 7.00 03/01/2030 21,581 16,328 24,434 6.18 FED HM LN PC POOL 7.50 07/01/2030 4,075 3,092 4,592 6.65 FED HM LN PC POOL 7.50 01/01/2031 19,750 14,989 22,258 6.65 FED HM LN PC POOL 7.50 01/01/2031 9,139 6,936 9,183 7.46 FED HM LN PC POOL 7.50 01/01/2031 18,183 13,799 20,492 6.65 FED HM LN PC POOL 6.00 01/01/2025 7,401 5,888 8,071 5.50 FED HM LN PC POOL 7.50 02/01/2031 16,669 12,651 19,496 6.41 FED HM LN PC POOL 7.50 01/01/2031 64,394 48,868 75,316 6.41 FED HM LN PC POOL 7.50 03/01/2031 3,528 2,678 4,124 6.42 FED HM LN PC POOL 7.50 03/01/2031 38,174 28,972 44,648 6.41 FED HM LN PC POOL 7.50 04/01/2031 3,407 2,586 3,985 6.41 FED HM LN PC POOL 7.50 04/01/2031 8,340 6,330 9,747 6.42 FED HM LN PC POOL 7.50 05/01/2031 17,306 13,136 20,242 6.41 FED HM LN PC POOL 6.00 01/01/2029 3,814 3,038 4,238 5.40 FED HM LN PC POOL 5.00 06/01/2026 390,509 304,638 420,777 4.64 FED HM LN PC POOL 5.00 04/01/2027 160,553 125,261 172,997 4.64 FED HM LN PC POOL 5.00 02/01/2028 585,530 456,864 624,614 4.69 FED HM LN PC POOL 5.00 05/01/2028 470,447 367,079 501,848 4.69 FED HM LN PC POOL 5.00 06/01/2028 1,034,309 807,054 1,103,347 4.69 FED HM LN PC POOL 5.00 07/01/2027 83,734 65,330 89,438 4.68 FED HM LN PC POOL 5.00 03/01/2028 138,132 107,780 147,352 4.69 FED HM LN PC POOL 5.00 02/01/2014 18,185 14,108 18,957 4.80 FED HM LN PC POOL 5.00 03/01/2014 209,416 162,565 218,424 4.79 FED HM LN PC POOL 5.00 05/01/2016 8,182 6,379 8,719 4.69 FED HM LN PC POOL 5.00 08/01/2017 81,130 63,316 87,160 4.65 FED HM LN PC POOL 5.00 06/01/2015 103,529 80,606 111,758 4.63 FED HM LN PC POOL 5.00 11/01/2015 123,319 96,023 133,121 4.63 FED HM LN PC POOL 5.00 04/01/2016 9,082 7,079 9,774 4.65 FED HM LN PC POOL 5.00 03/01/2025 610,726 477,852 654,653 4.66 FED HM LN PC POOL 5.00 02/01/2017 8,920 6,959 9,583 4.65 FED HM LN PC POOL 5.00 08/01/2012 6,945 5,340 7,462 4.65 FED HM LN PC POOL 5.00 09/01/2017 56,352 43,981 60,541 4.65 FED HM LN PC POOL 5.00 09/01/2012 8,444 6,498 9,071 4.65 FED HM LN PC POOL 5.00 10/01/2012 18,642 14,353 20,028 4.65 FED HM LN PC POOL 5.00 12/01/2017 133,702 104,368 143,639 4.65 FED HM LN PC POOL 5.00 10/01/2012 33,028 25,440 35,482 4.65 FED HM LN PC POOL 5.00 03/01/2018 4,713 3,680 5,082 4.64 FED HM LN PC POOL 5.00 03/01/2018 2,954 2,306 3,192 4.63 FED HM LN PC POOL 8.00 06/01/2021 237,497 183,717 278,208 6.83 FED HM LN PC POOL 7.00 06/01/2026 697 534 804 6.06 FED HM LN PC POOL 7.00 10/01/2031 44,628 33,654 50,528 6.18 FED HM LN PC POOL 6.00 12/01/2033 7,226 5,760 7,989 5.43 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FED HM LN PC POOL 5.50 12/01/2034 43,161,487 32,074,655 46,926,820 5.06 FED HM LN PC POOL 5.50 01/01/2035 120,260,996 89,316,995 130,752,356 5.06 FED HM LN PC POOL 6.50 12/01/2035 160,020 120,293 180,824 5.75 FED HM LN PC POOL 6.50 08/01/2036 2,615,848 1,966,553 2,952,993 5.76 FED HM LN PC POOL 6.50 10/01/2036 40,912 30,757 46,185 5.76 FED HM LN PC POOL 6.00 11/01/2036 31,869 25,410 35,062 5.45 FED HM LN PC POOL 6.00 02/01/2037 746,502 595,227 821,307 5.45 FED HM LN PC POOL 7.00 03/01/2037 1,367,641 1,032,376 1,536,126 6.23 FED HM LN PC POOL 6.00 03/01/2037 674,788 538,049 741,053 5.46 FED HM LN PC POOL 6.00 06/01/2037 325,683 259,693 357,666 5.46 FED HM LN PC POOL 6.00 05/01/2037 20,079,137 14,665,978 22,050,947 5.46 FED HM LN PC POOL 6.00 05/01/2037 6,949,835 5,076,223 7,632,323 5.46 FED HM LN PC POOL 6.00 08/01/2037 459,380 357,938 504,492 5.46 FED HM LN PC POOL 6.00 08/01/2037 1,138,849 843,275 1,250,686 5.46 FED HM LN PC POOL 5.50 09/01/2037 4,968,255 3,908,530 5,368,157 5.09 FED HM LN PC POOL 6.00 09/01/2037 315,175 251,320 346,126 5.46 FED HM LN PC POOL 6.00 08/01/2037 13,069 10,421 14,352 5.46 FED HM LN PC POOL 5.50 09/01/2037 67,703,957 49,449,407 73,153,547 5.09 FED HM LN PC POOL 6.00 09/01/2037 5,433,819 4,029,186 5,967,430 5.46 FED HM LN PC POOL 6.50 07/01/2037 1,249,730 939,604 1,407,848 5.77 FED HM LN PC POOL 6.00 11/01/2037 320,058 255,218 351,488 5.46 FED HM LN PC POOL 6.50 12/01/2037 2,984,528 2,243,983 3,362,134 5.77 FED HM LN PC POOL 6.50 12/01/2037 3,620,979 2,727,447 4,079,110 5.77 FED HM LN PC POOL 6.00 01/01/2038 295,293 235,474 324,292 5.46 FED HM LN PC POOL 5.50 11/01/2037 6,882,152 5,414,225 7,436,107 5.09 FED HM LN PC POOL 5.50 01/01/2038 936,420 736,691 1,011,794 5.09 FED HM LN PC POOL 6.00 12/01/2037 417,065 332,575 458,021 5.46 FED HM LN PC POOL 6.00 01/01/2038 11,643,617 9,284,896 12,787,043 5.46 FED HM LN PC POOL 5.50 01/01/2038 16,936,288 13,323,941 18,299,514 5.09 FED HM LN PC POOL 6.00 01/01/2038 50,728,877 37,978,825 55,710,552 5.46 FED HM LN PC POOL 5.50 05/01/2038 5,360,482 4,217,189 5,791,939 5.09 FED HM LN PC POOL 5.50 03/01/2038 8,451,802 6,649,150 9,132,075 5.09 FED HM LN PC POOL 5.50 04/01/2038 1,433,939 1,128,103 1,549,359 5.09 FED HM LN PC POOL 5.50 04/01/2038 1,270,258 1,001,827 1,372,499 5.09 FED HM LN PC POOL 5.50 07/01/2038 3,897,356 3,073,818 4,211,049 5.09 FED HM LN PC POOL 5.50 06/01/2038 632,377 497,504 683,276 5.09 FED HM LN PC POOL 5.50 07/01/2038 542,659 427,991 586,337 5.09 FED HM LN PC POOL 6.00 08/01/2038 1,147,694 915,246 1,260,132 5.46 FED HM LN PC POOL 6.00 11/01/2037 187,172 149,253 205,552 5.46 FED HM LN PC POOL 6.00 07/01/2038 268,671 214,254 294,992 5.46 FED HM LN PC POOL 6.00 10/01/2038 923,305 736,314 1,013,760 5.46 FED HM LN PC POOL 5.50 01/01/2038 164,558 129,781 178,197 5.08 FED HM LN PC POOL 6.00 09/01/2038 179,009 139,498 196,588 5.46 FED HM LN PC POOL 4.50 09/01/2038 206,986 153,954 214,503 4.34 FED HM LN PC POOL 5.50 01/01/2039 18,009,530 14,213,553 19,459,091 5.09 FED HM LN PC POOL 6.00 02/01/2039 122,376 95,370 134,365 5.46 FED HM LN PC POOL 6.00 01/01/2039 357,833 278,862 392,889 5.46 FED HM LN PC POOL 5.50 12/01/2038 130,034,052 102,559,849 140,500,304 5.09 FED HM LN PC POOL 6.00 02/01/2039 8,204 6,543 9,008 5.46 FED HM LN PC POOL 6.00 04/01/2039 23,637 18,421 25,977 5.46 FED HM LN PC POOL 6.00 03/01/2038 20,706 16,512 22,739 5.46 FED HM LN PC POOL 5.50 02/01/2040 12,734,768 10,045,268 13,759,771 5.09 FED HM LN PC POOL 6.00 04/01/2040 28,535 22,759 31,337 5.46 FED HM LN PC POOL 6.00 04/01/2040 324,791 259,045 356,611 5.46 FED HM LN PC POOL 5.00 08/01/2040 696,994 544,246 742,529 4.69 FED HM LN PC POOL 6.00 05/01/2040 83,225 66,379 91,379 5.46 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FED HM LN PC POOL 6.00 07/01/2034 7,166,645 5,415,011 7,910,078 5.44 FED HM LN PC POOL 5.50 07/01/2035 47,881,554 35,520,553 52,028,162 5.06 FED HM LN PC POOL 7.00 08/01/2036 572,075 431,700 642,551 6.23 FED HM LN PC POOL 7.00 11/01/2036 685,704 517,599 770,178 6.23 FED HM LN PC POOL 6.00 04/01/2037 694,514 553,783 762,717 5.46 FED HM LN PC POOL 6.00 07/01/2037 291,969 232,812 320,641 5.46 FED HM LN PC POOL 6.00 10/01/2037 33,040 25,744 36,284 5.46 FED HM LN PC POOL 6.00 11/01/2037 12,020 9,585 13,200 5.46 FED HM LN PC POOL 5.50 12/01/2038 39,290,138 30,988,734 42,452,545 5.09 FED HM LN PC POOL 5.00 10/01/2012 16,262 12,521 17,471 4.65 FED HM LN PC POOL 5.00 09/01/2013 33,312 25,804 35,917 4.64 FED HM LN PC POOL 5.00 04/01/2014 185,365 143,883 199,860 4.64 FED HM LN PC POOL 5.00 08/01/2020 225,729 176,429 243,669 4.63 FED HM LN PC POOL 5.00 05/01/2016 246,308 191,905 265,087 4.65 FED HM LN PC POOL 5.00 07/01/2014 29,111 22,612 31,426 4.63 FED HM LN PC POOL 5.00 12/01/2012 228,140 173,305 245,097 4.65 FED HM LN PC POOL 5.00 06/01/2021 27,085 21,128 29,150 4.65 FED HM LN PC POOL 5.00 11/01/2014 349,374 271,585 377,156 4.63 FED HM LN PC POOL 5.00 11/01/2017 582,370 454,574 624,598 4.66 FED HM LN PC POOL 5.00 04/01/2022 365,991 286,037 393,125 4.65 FED HM LN PC POOL 5.00 08/01/2022 209,618 163,838 225,159 4.65 FED HM LN PC POOL 5.00 08/01/2017 31,419 24,507 33,749 4.65 FED HM LN PC POOL 5.00 12/01/2017 288,930 225,539 311,894 4.63 FED HM LN PC POOL 5.00 10/01/2022 178,535 139,627 191,771 4.65 FED HM LN PC POOL 5.00 09/01/2022 37,435 29,260 40,290 4.65 FED HM LN PC POOL 5.00 12/01/2022 71,385 55,799 76,678 4.65 FED HM LN PC POOL 5.00 03/01/2023 3,896,222 3,042,624 4,185,082 4.65 FED HM LN PC POOL 5.00 02/01/2023 7,273 5,638 7,796 4.66 FED HM LN PC POOL 5.00 04/01/2023 87,418 68,274 93,706 4.66 FED HM LN PC POOL 5.00 04/01/2023 154,736 121,028 165,866 4.66 FED HM LN PC POOL 5.00 04/01/2023 333,065 260,372 357,758 4.65 FED HM LN PC POOL 5.00 06/01/2023 1,604,725 1,253,991 1,720,146 4.66 FED HM LN PC POOL 5.00 06/01/2023 509,820 398,392 546,490 4.66 FED HM LN PC POOL 5.00 07/01/2023 540,275 422,603 579,134 4.66 FED HM LN PC POOL 5.00 07/01/2023 658,620 515,172 705,992 4.66 FED HM LN PC POOL 5.00 06/01/2023 10,192,404 7,957,415 10,925,504 4.66 FED HM LN PC POOL 5.00 08/01/2023 176,109 137,464 188,776 4.66 FED HM LN PC POOL 5.00 07/01/2023 653,660 510,253 700,675 4.66 FED HM LN PC POOL 5.00 09/01/2023 359,148 280,344 384,980 4.66 FED HM LN PC POOL 5.00 10/01/2023 395,115 308,919 423,534 4.66 FED HM LN PC POOL 5.00 12/01/2023 295,648 231,275 316,913 4.66 FED HM LN PC POOL 5.00 11/01/2023 456,381 357,005 489,206 4.66 FED HM LN PC POOL 5.00 11/01/2023 2,980,022 2,329,725 3,194,363 4.66 FED HM LN PC POOL 5.00 12/01/2023 1,659,962 1,297,558 1,779,356 4.66 FED HM LN PC POOL 5.00 01/01/2024 1,535,448 1,199,374 1,645,887 4.66 FED HM LN PC POOL 5.00 01/01/2024 3,431,791 2,681,559 3,678,626 4.66 FED HM LN PC POOL 5.00 12/01/2022 18,058 14,115 19,435 4.65 FED HM LN PC POOL 5.00 03/01/2024 184,018 143,657 197,397 4.66 FED HM LN PC POOL 5.00 04/01/2024 1,628,117 1,271,849 1,746,487 4.66 FED HM LN PC POOL 5.00 04/01/2024 673,779 526,789 722,241 4.66 FED HM LN PC POOL 5.00 06/01/2024 290,572 227,196 311,471 4.66 FED HM LN PC POOL 5.00 07/01/2024 12,280,425 9,589,696 13,163,707 4.66 FED HM LN PC POOL 5.00 02/01/2024 523,155 408,778 560,784 4.66 FED HM LN PC POOL 5.00 10/01/2024 711,273 556,171 762,432 4.66 FED HM LN PC POOL 5.00 10/01/2024 32,629 25,521 35,048 4.65 FED HM LN PC POOL 5.00 12/01/2024 46,199 36,072 49,558 4.66 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FED HM LN PC POOL 5.00 01/01/2025 313,429 245,092 336,666 4.65 FED HM LN PC POOL 5.00 03/01/2025 529,741 414,487 569,015 4.65 FED HM LN PC POOL 5.00 05/01/2025 65,707 51,412 70,484 4.66 FED HM LN PC POOL 5.00 06/01/2025 26,701,260 20,880,154 28,621,776 4.66 FED HM LN PC POOL 5.00 06/01/2025 4,027,632 3,150,521 4,326,234 4.65 FED HM LN PC POOL 5.00 12/01/2021 35,089 27,432 37,765 4.65 FED HM LN PC POOL 5.00 04/01/2023 677,007 529,229 725,701 4.66 FED HM LN PC POOL 5.00 05/01/2023 165,856 129,691 177,785 4.66 FED HM LN PC POOL 5.00 03/01/2024 2,146,833 1,675,970 2,302,916 4.66 FED HM LN PC POOL 6.00 03/03/2018 21,575 17,092 23,687 5.47 FED HM LN PC POOL 5.00 11/01/2028 139,801 109,089 149,133 4.69 FED HM LN PC POOL 5.00 04/01/2016 114,326 89,066 123,042 4.65 FED HM LN PC POOL 5.00 06/01/2016 294,845 229,743 317,325 4.65 FED HM LN PC POOL 5.00 07/01/2015 33,799 26,305 36,485 4.63 FED HM LN PC POOL 5.00 06/01/2016 220,657 171,936 237,480 4.65 FED HM LN PC POOL 5.00 07/01/2016 285,420 222,537 307,181 4.65 FED HM LN PC POOL 5.00 12/01/2021 191,308 149,586 205,894 4.65 FED HM LN PC POOL 5.00 01/01/2022 78,204 61,150 84,002 4.65 FED HM LN PC POOL 5.00 02/01/2022 10,654 8,331 11,444 4.65 FED HM LN PC POOL 5.00 02/01/2022 59,880 46,796 64,319 4.65 FED HM LN PC POOL 5.00 02/01/2022 80,703 63,106 86,686 4.65 FED HM LN PC POOL 5.00 03/01/2022 24,401 19,070 26,210 4.65 FED HM LN PC POOL 5.00 04/01/2017 186,289 145,268 200,101 4.65 FED HM LN PC POOL 5.00 04/01/2017 934,179 728,866 1,003,438 4.65 FED HM LN PC POOL 5.00 06/01/2022 30,056 23,491 32,284 4.65 FED HM LN PC POOL 5.00 09/01/2022 96,091 75,106 103,215 4.65 FED HM LN PC POOL 5.00 12/01/2022 39,683 31,019 42,625 4.65 FED HM LN PC POOL 5.00 01/01/2023 1,327,552 1,037,455 1,423,037 4.66 FED HM LN PC POOL 5.00 02/01/2023 339,405 265,153 363,817 4.66 FED HM LN PC POOL 5.00 01/01/2023 7,354 5,749 7,900 4.65 FED HM LN PC POOL 5.00 02/01/2018 170,447 132,748 182,707 4.66 FED HM LN PC POOL 5.00 01/01/2023 23,235 18,172 24,906 4.66 FED HM LN PC POOL 5.00 02/01/2023 25,695 20,097 27,543 4.66 FED HM LN PC POOL 5.00 02/01/2023 311,135 243,173 333,513 4.66 FED HM LN PC POOL 5.00 02/01/2023 77,763 60,794 83,357 4.66 FED HM LN PC POOL 5.00 03/01/2023 824,504 643,508 883,807 4.66 FED HM LN PC POOL 5.00 04/01/2023 488,607 382,168 523,750 4.66 FED HM LN PC POOL 5.00 04/01/2023 354,329 277,021 379,814 4.66 FED HM LN PC POOL 5.00 04/01/2023 263,715 206,165 282,683 4.66 FED HM LN PC POOL 5.00 05/01/2023 36,242 28,347 38,848 4.66 FED HM LN PC POOL 5.00 05/01/2023 582,035 454,286 623,898 4.66 FED HM LN PC POOL 5.00 05/01/2023 2,099,647 1,639,626 2,250,666 4.66 FED HM LN PC POOL 5.00 05/01/2023 300,923 235,374 322,567 4.66 FED HM LN PC POOL 5.00 07/01/2023 6,082,699 4,747,829 6,520,203 4.66 FED HM LN PC POOL 5.00 06/01/2018 558,018 434,631 598,154 4.66 FED HM LN PC POOL 5.00 06/01/2023 149,916 117,014 160,699 4.66 FED HM LN PC POOL 5.00 12/01/2022 287,566 224,779 308,885 4.65 FED HM LN PC POOL 5.00 12/01/2022 276,754 216,441 297,272 4.65 FED HM LN PC POOL 5.00 07/01/2023 817,899 638,408 876,727 4.66 FED HM LN PC POOL 5.00 03/01/2021 261,124 204,018 281,888 4.63 FED HM LN PC POOL 5.00 07/01/2018 87,767 68,364 94,080 4.66 FED HM LN PC POOL 5.00 08/01/2018 150,264 117,344 161,072 4.66 FED HM LN PC POOL 5.00 09/01/2023 2,337,449 1,826,306 2,505,572 4.66 FED HM LN PC POOL 5.00 09/01/2020 107,325 83,887 115,860 4.63 FED HM LN PC POOL 5.00 10/01/2018 13,599 10,594 14,577 4.66 FED HM LN PC POOL 5.00 02/01/2024 95,523 74,571 102,394 4.66 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FED HM LN PC POOL 5.00 02/01/2024 2,203,743 1,722,667 2,363,964 4.66 FED HM LN PC POOL 5.00 09/01/2018 197,309 154,004 212,991 4.63 FED HM LN PC POOL 5.00 03/01/2019 100,214 78,282 107,500 4.66 FED HM LN PC POOL 5.00 06/01/2019 439,727 343,531 471,697 4.66 FED HM LN PC POOL 5.00 08/01/2019 231,619 180,532 248,459 4.66 FED HM LN PC POOL 5.00 11/01/2024 96,757 75,702 103,792 4.66 FED HM LN PC POOL 5.00 12/01/2024 32,738 25,562 35,119 4.66 FED HM LN PC POOL 5.00 06/01/2025 1,171,188 916,111 1,256,110 4.66 FED HM LN PC POOL 4.00 04/01/2026 70,762,176 54,562,813 73,761,694 3.84 FED HM LN PC POOL 6.50 01/01/2048 7,993,153 6,051,340 8,958,213 5.80 FEDERAL HOME LN MTG CORP 6.25 06/15/2028 15,266,816 11,577,040 16,186,994 5.89 FEDERAL HOME LN MTG CORP 6.50 04/15/2028 8,427,560 6,476,192 9,836,542 5.57 FEDERAL HOME LN MTG CORP 5.50 10/15/2034 48,583,680 34,816,661 53,271,029 5.02 FEDERAL HOME LN MTG CORP 5.50 01/15/2035 65,091,163 46,553,731 71,384,724 5.02 FEDERAL HOME LN MTG CORP 5.00 01/15/2034 67,116,480 47,216,504 71,730,892 4.68 FEDERAL HOME LN MTG CORP 0.01 10/17/2027 1,321,754 873,169 1,156,797 0.01 FEDERAL HOME LN MTG CORP 5.00 09/15/2035 627,080 140,708 124,912 0.00 FEDERAL HOME LN MTG PC GTD 7.00 03/25/2024 380,061 285,723 454,307 5.86 FEDERAL HOME LN MTG PC GTD 4.50 03/15/2021 43,433 32,092 45,625 4.28 FEDERAL HOME LOAN MORTGAGE COR 4.00 12/01/2099 188,160,000 139,180,417 187,425,047 4.02 FEDERAL HOME LOAN MTG 5.00 02/15/2020 667,433 81,203 85,617 3.99 FEDERAL NATL MTG ASSN 5.00 03/01/2036 679,225 248,142 137,370 0.00 FEDERAL NATL MTG ASSN 6.50 11/25/2031 8,716,140 6,649,693 10,079,866 5.62 FEDERAL NATL MTG ASSN 5.50 01/25/2035 63,033,600 46,116,124 69,423,379 4.99 FEDERAL NATL MTG ASSN 3.47 04/25/2045 1,539,249 1,571,112 1,592,754 3.36 FEDERAL NATL MTG ASSN 3.00 10/01/2036 61,252,219 36,942,858 62,079,163 0.00 FEDERAL NATL MTG ASSN GTD 7.00 11/25/2029 4,841,609 4,015,922 5,512,368 6.15 FEDERAL NATL MTG ASSN GTD 6.50 09/25/2023 537,760 407,626 614,560 5.69 FEDERAL NATL MTG ASSN GTD 5.50 02/25/2033 4,987,736 3,745,153 5,361,631 5.12 FEDERAL NATL MTG ASSN GTD 0.00 09/25/2023 814,035 510,914 714,452 0.00 FEDERAL NATL MTG ASSN REMIC 7.00 03/25/2020 134,963 101,784 151,016 6.26 FEDERAL NATL MTG ASSN REMIC 6.50 08/18/2028 1,703,500 1,285,140 1,926,379 5.75 FEDERAL NATL MTG ASSN STRIPPED 5.00 04/01/2036 751,191 285,667 152,911 0.00 FHLMC TBA AUG 30 GOLD SINGLE 6.00 12/01/2099 92,198,400 74,576,060 101,072,496 5.47 FHLMC TBA AUG 30 GOLD SINGLE 4.50 12/31/2099 315,168,000 240,353,446 324,573,874 4.37 FHLMC TBA JUL 30 GOLD SINGLE 6.00 12/01/2099 31,516,800 25,617,164 34,614,303 5.46 FHLMC TBA JUL 30 GOLD SINGLE 5.50 12/01/2099 59,270,400 47,408,763 64,021,278 5.09 FHLMC TBA JUL 30 GOLD SINGLE 5.00 12/01/2099 315,168,000 245,626,536 334,373,708 4.71 FHLMC TBA JUL 30 GOLD SINGLE 4.50 12/01/2099 639,744,000 487,676,964 660,835,720 4.36 FHLMC GOLD TBA 30 YR TBA 4.00 12/01/2099 442,176,000 327,527,454 441,761,239 4.00 FHMS K010 X3 4.76 11/25/2044 8,688,000 1,761,056 2,364,755 17.47 FIRST HORIZON ALTERNATIVE MORT 5.24 11/25/2036 4,056,846 4,057,915 2,112,225 10.07 FIRST HORIZON MORTGAGE PASS TH 5.60 11/25/2036 1,136,013 1,137,922 827,439 7.69 FNMA TBA AUG 30 SINGLE FAM 5.00 12/01/2099 94,080,000 73,668,438 99,695,447 4.72 FNMA TBA AUG 30 SINGLE FAM 4.50 12/01/2099 235,200,000 178,205,599 242,586,691 4.36 FNMA TBA JUL 30 SINGLE FAM 6.50 12/01/2099 63,974,400 53,469,706 72,431,048 5.74 FNMA TBA JUL 30 SINGLE FAM 5.00 12/01/2099 922,454,400 725,694,198 980,107,800 4.71 FNMA TBA JUL 30 SINGLE FAM 4.50 12/01/2099 526,377,600 404,606,864 544,553,945 4.35 FNMA GRANTOR TRUST 6.50 01/25/2044 2,297,964 2,342,104 2,561,417 5.83 FNMA POOL 7.50 01/01/2017 1,764 1,338 1,770 7.47 FNMA POOL 7.50 02/01/2017 3,451 2,622 3,466 7.47 FNMA POOL 7.50 02/01/2017 4,201 3,190 4,219 7.47 FNMA POOL 7.50 04/01/2017 2,194 1,667 2,473 6.65 FNMA POOL 7.50 03/01/2017 1,030 783 1,035 7.47 FNMA POOL 7.50 03/01/2017 9,676 7,352 9,717 7.47 FNMA POOL 7.50 05/01/2017 27,722 21,078 31,254 6.65 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 7.50 04/01/2017 14,835 11,267 16,725 6.65 FNMA POOL 7.50 05/01/2017 11,011 8,369 12,414 6.65 FNMA POOL 7.50 03/01/2017 34,947 26,561 39,399 6.65 FNMA POOL 7.50 04/01/2017 4,571 3,476 4,591 7.47 FNMA POOL 7.50 05/01/2017 10,637 8,091 10,683 7.47 FNMA POOL 7.50 05/01/2017 7,800 5,921 7,833 7.47 FNMA POOL 7.50 06/01/2017 39,147 29,776 43,651 6.73 FNMA POOL 7.50 06/01/2017 15,111 11,494 15,176 7.47 FNMA POOL 7.50 06/01/2017 53,755 40,874 60,604 6.65 FNMA POOL 7.50 09/01/2022 13,123 10,142 15,179 6.48 FNMA POOL 7.50 11/01/2022 2,072 1,602 2,397 6.48 FNMA POOL 7.50 08/01/2023 9,442 7,308 10,945 6.47 FNMA POOL 7.50 02/01/2024 2,336 1,802 2,722 6.44 FNMA POOL 7.50 07/01/2017 23,487 17,872 23,588 7.47 FNMA POOL 7.50 08/01/2022 1,608 1,242 1,860 6.48 FNMA POOL 8.75 07/01/2021 39,181 40,909 46,072 7.44 FNMA POOL 8.75 08/01/2021 13,288 13,877 13,356 8.71 FNMA POOL 8.75 09/01/2021 22,048 23,028 22,275 8.66 FNMA POOL 8.50 10/01/2021 91,268 95,084 107,546 7.21 FNMA POOL 8.50 11/01/2021 49,775 51,864 58,652 7.21 FNMA POOL 7.50 01/01/2022 3,668 2,832 3,683 7.47 FNMA POOL 7.50 03/01/2022 4,942 3,817 5,717 6.48 FNMA POOL 8.50 05/01/2022 44,663 46,579 52,768 7.19 FNMA POOL 8.50 06/01/2022 55,919 58,303 66,068 7.19 FNMA POOL 8.50 05/01/2020 77,404 80,534 88,075 7.47 FNMA POOL 7.50 04/01/2021 5,225 4,030 5,248 7.47 FNMA POOL 8.50 05/01/2020 204,150 212,241 239,726 7.24 FNMA POOL 6.00 09/01/2038 4,534,020 3,444,905 4,979,579 5.46 FNMA POOL 7.50 07/01/2019 18,150 13,940 20,661 6.59 FNMA POOL 7.50 06/01/2019 22,181 17,033 25,250 6.59 FNMA POOL 7.50 09/01/2023 17,978 13,916 20,742 6.50 FNMA POOL 6.00 04/01/2026 630,032 476,691 698,885 5.41 FNMA POOL 6.00 05/01/2026 850,721 643,697 943,691 5.41 FNMA POOL 6.00 06/01/2026 675,447 511,100 749,262 5.41 FNMA POOL 7.00 01/01/2018 2,496 1,907 2,830 6.17 FNMA POOL 5.50 08/01/2016 61,660 48,741 66,800 5.08 FNMA POOL 5.50 01/01/2012 267,926 206,392 285,950 5.15 FNMA POOL 6.00 02/01/2032 55,862 41,932 61,810 5.42 FNMA POOL 6.50 02/01/2022 1,172 874 1,328 5.74 FNMA POOL 5.50 03/01/2012 324,681 251,342 351,621 5.08 FNMA POOL 5.50 04/01/2017 102,021 80,689 110,688 5.07 FNMA POOL 6.50 05/01/2022 1,180 879 1,337 5.74 FNMA POOL 5.50 07/01/2012 475 370 482 5.42 FNMA POOL 5.50 08/01/2012 106,619 83,155 115,468 5.08 FNMA POOL 5.50 09/01/2012 29,966 23,395 30,499 5.40 FNMA POOL 5.50 10/01/2017 17,981 14,226 19,508 5.07 FNMA POOL 5.50 10/01/2012 105,100 82,125 113,823 5.08 FNMA POOL 5.50 11/01/2017 388,749 307,579 421,772 5.07 FNMA POOL 5.50 11/01/2012 18,515 14,479 20,051 5.08 FNMA POOL 5.50 03/01/2018 18,507 14,645 20,122 5.06 FNMA POOL 6.00 03/01/2033 1,561,346 1,172,235 1,726,100 5.43 FNMA POOL 6.00 11/01/2033 12,171 9,139 13,455 5.43 FNMA POOL 6.00 12/01/2033 268,826 201,857 297,193 5.43 FNMA POOL 6.00 01/01/2034 52,228 39,218 57,739 5.43 FNMA POOL 5.00 05/01/2019 51,430 38,106 55,584 4.63 FNMA POOL 6.00 06/01/2034 178,501 134,044 197,013 5.44 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 6.00 07/01/2034 739,974 555,686 816,715 5.44 FNMA POOL 5.50 08/01/2014 58,288 45,946 62,889 5.10 FNMA POOL 6.00 09/01/2034 81,129 60,953 89,542 5.44 FNMA POOL 5.50 07/01/2014 118,132 93,100 127,409 5.10 FNMA POOL 5.50 11/01/2014 15,729 12,405 16,458 5.26 FNMA POOL 5.50 12/01/2014 117,483 92,670 123,149 5.25 FNMA POOL 5.50 03/01/2015 89,299 70,468 93,690 5.24 FNMA POOL 5.50 05/01/2015 13,793 10,887 14,509 5.23 FNMA POOL 5.50 07/01/2015 16,522 13,045 17,686 5.14 FNMA POOL 4.50 07/01/2015 151,990 112,032 158,029 4.33 FNMA POOL 4.50 03/01/2021 79,350 57,038 84,571 4.22 FNMA POOL 4.50 04/01/2021 31,674 22,766 33,758 4.22 FNMA POOL 5.50 04/01/2016 17,818 14,081 19,371 5.06 FNMA POOL 4.50 04/01/2021 461,093 331,411 491,431 4.22 FNMA POOL 5.50 10/01/2016 104,862 82,904 111,612 5.17 FNMA POOL 5.50 05/01/2017 361,182 285,677 386,249 5.14 FNMA POOL 5.50 07/01/2017 350,798 277,495 375,547 5.14 FNMA POOL 5.50 08/01/2017 308,889 244,356 330,689 5.14 FNMA POOL 5.50 09/01/2022 20,896 16,560 22,647 5.07 FNMA POOL 5.50 10/01/2017 278,908 220,662 301,933 5.08 FNMA POOL 5.50 11/01/2017 17,954 14,205 19,238 5.13 FNMA POOL 6.00 12/01/2022 61,038 45,585 66,896 5.47 FNMA POOL 5.50 12/01/2017 42,338 33,500 45,380 5.13 FNMA POOL 5.50 01/01/2018 1,219,403 964,889 1,308,000 5.13 FNMA POOL 5.50 01/01/2023 56,085 41,432 60,786 5.07 FNMA POOL 4.50 01/01/2023 396,168 296,807 421,099 4.23 FNMA POOL 5.50 01/01/2018 698,027 552,335 748,725 5.13 FNMA POOL 5.00 03/01/2023 6,565,254 5,147,818 7,044,495 4.66 FNMA POOL 5.50 03/01/2018 44,090 34,891 47,292 5.13 FNMA POOL 5.50 04/01/2018 638,126 505,004 684,463 5.13 FNMA POOL 5.50 08/01/2018 82,679 65,442 89,663 5.07 FNMA POOL 5.00 09/01/2023 256,287 200,970 274,996 4.66 FNMA POOL 5.50 09/01/2018 9,342 7,395 10,132 5.07 FNMA POOL 7.50 08/01/2022 6,891 5,325 6,919 7.47 FNMA POOL 7.50 06/01/2024 3,158 2,437 3,679 6.44 FNMA POOL 6.50 03/01/2016 5,124 3,810 5,806 5.74 FNMA POOL 7.00 07/01/2015 4,305 3,269 4,667 6.46 FNMA POOL 5.50 12/01/2013 60,987 47,985 66,498 5.04 FNMA POOL 6.00 02/01/2029 685,325 518,079 758,784 5.42 FNMA POOL 6.00 07/01/2029 658,982 498,246 729,617 5.42 FNMA POOL 6.00 04/01/2026 46,819 35,424 51,952 5.41 FNMA POOL 6.00 11/01/2025 95,082 71,981 105,981 5.38 FNMA POOL 6.00 02/01/2026 59,995 45,389 66,572 5.41 FNMA POOL 6.00 02/01/2026 11,281 8,418 12,514 5.41 FNMA POOL 6.00 02/01/2026 9,528 7,209 10,573 5.41 FNMA POOL 6.00 02/01/2026 456,669 345,491 506,576 5.41 FNMA POOL 6.00 03/01/2026 41,193 31,166 45,709 5.41 FNMA POOL 6.00 03/01/2026 205,445 155,435 227,897 5.41 FNMA POOL 6.00 03/01/2026 736,939 557,551 817,475 5.41 FNMA POOL 6.00 03/01/2026 42,455 31,680 47,094 5.41 FNMA POOL 6.00 03/01/2026 36,919 27,932 40,954 5.41 FNMA POOL 6.00 05/01/2026 40,490 30,649 44,929 5.41 FNMA POOL 6.00 04/01/2026 1,652 1,233 1,834 5.41 FNMA POOL 6.00 05/01/2026 29,919 22,638 33,199 5.41 FNMA POOL 6.00 05/01/2026 3,989 3,019 4,427 5.41 FNMA POOL 6.00 05/01/2026 2,013 1,502 2,233 5.41 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 6.00 12/01/2023 31,167 23,591 34,181 5.47 FNMA POOL 5.50 05/01/2016 134,300 106,137 145,497 5.08 FNMA POOL 6.00 09/01/2032 508,232 381,539 562,050 5.43 FNMA POOL 5.00 08/01/2018 426,969 313,477 460,840 4.63 FNMA POOL 6.00 07/01/2034 285,738 214,576 315,371 5.44 FNMA POOL 6.00 08/01/2034 209,873 157,607 231,638 5.44 FNMA POOL 6.00 04/01/2035 22,292 16,740 24,604 5.44 FNMA POOL 6.00 05/01/2035 15,181 11,402 16,727 5.45 FNMA POOL 6.00 03/01/2025 24,375 18,445 26,731 5.47 FNMA POOL 6.00 06/01/2024 75,128 56,823 83,102 5.42 FNMA POOL 6.00 04/01/2028 19,943 15,071 22,081 5.42 FNMA POOL 6.00 03/01/2028 37,599 28,412 41,629 5.42 FNMA POOL 6.00 04/01/2028 13,633 10,302 15,094 5.42 FNMA POOL 6.00 06/01/2028 24,374 18,421 26,987 5.42 FNMA POOL 6.00 05/01/2028 29,256 22,110 32,392 5.42 FNMA POOL 6.00 06/01/2028 5,129 3,877 5,679 5.42 FNMA POOL 6.00 06/01/2028 24,540 18,546 27,171 5.42 FNMA POOL 5.50 11/01/2013 95,330 74,984 103,943 5.04 FNMA POOL 6.00 11/01/2018 44,541 33,267 48,798 5.48 FNMA POOL 5.50 02/01/2014 17,337 13,648 18,807 5.07 FNMA POOL 6.00 01/01/2029 417,173 315,355 461,888 5.42 FNMA POOL 6.00 11/01/2028 8,759 6,621 9,698 5.42 FNMA POOL 6.00 12/01/2028 505,406 382,040 559,579 5.42 FNMA POOL 6.00 11/01/2028 25,544 19,064 28,282 5.42 FNMA POOL 6.00 01/01/2029 1,883 1,406 2,085 5.42 FNMA POOL 6.00 12/01/2028 167,795 125,233 185,780 5.42 FNMA POOL 5.50 03/01/2014 8,184 6,445 8,878 5.07 FNMA POOL 6.00 12/01/2028 24,336 18,163 26,945 5.42 FNMA POOL 6.00 02/01/2029 241,653 182,640 267,538 5.42 FNMA POOL 6.00 02/01/2029 138,518 103,385 153,356 5.42 FNMA POOL 6.00 01/01/2029 786,308 594,397 870,591 5.42 FNMA POOL 6.00 02/01/2029 154,052 116,431 170,553 5.42 FNMA POOL 5.50 01/01/2014 163,784 128,903 178,583 5.04 FNMA POOL 5.50 03/01/2014 1,872 1,474 2,030 5.07 FNMA POOL 5.50 02/01/2014 2,697 2,123 2,925 5.07 FNMA POOL 6.00 02/01/2029 169,277 126,343 187,409 5.42 FNMA POOL 5.50 05/01/2014 10,343 8,148 11,220 5.07 FNMA POOL 5.50 03/01/2014 14,167 11,156 15,369 5.07 FNMA POOL 5.50 03/01/2014 47,316 37,258 51,328 5.07 FNMA POOL 5.50 05/01/2014 26,469 20,852 28,713 5.07 FNMA POOL 6.00 08/01/2016 365,230 368,027 398,420 5.50 FNMA POOL 5.50 09/01/2014 466,366 367,683 508,503 5.04 FNMA POOL 5.50 12/01/2014 2,943,625 2,321,906 3,209,589 5.04 FNMA POOL 5.50 03/01/2016 43,473 34,351 47,159 5.07 FNMA POOL 5.50 03/01/2016 586,244 463,230 635,947 5.07 FNMA POOL 6.00 04/01/2031 11,977 8,989 13,259 5.42 FNMA POOL 5.50 03/01/2016 204,376 161,491 221,415 5.08 FNMA POOL 5.50 08/01/2015 60,769 47,985 65,922 5.07 FNMA POOL 5.50 12/01/2014 583,955 460,618 633,464 5.07 FNMA POOL 5.50 03/01/2016 101,474 80,182 110,078 5.07 FNMA POOL 5.50 12/01/2014 20,110 15,862 21,927 5.04 FNMA POOL 5.50 07/01/2017 103,897 82,187 112,723 5.07 FNMA POOL 5.50 08/01/2017 120,493 95,320 130,729 5.07 FNMA POOL 5.50 07/01/2014 200,631 158,118 217,641 5.07 FNMA POOL 5.50 09/01/2017 300,320 237,590 325,832 5.07 FNMA POOL 6.00 11/01/2032 170,833 128,251 188,923 5.43 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 5.50 09/01/2014 735,725 580,047 798,102 5.07 FNMA POOL 6.00 01/01/2033 19,132 14,364 21,158 5.43 FNMA POOL 5.50 02/01/2018 205,841 162,886 223,327 5.07 FNMA POOL 4.50 04/01/2018 181,731 131,934 194,055 4.21 FNMA POOL 5.50 08/01/2015 701,907 554,240 734,629 5.26 FNMA POOL 5.50 04/01/2018 111,025 87,863 120,712 5.06 FNMA POOL 6.00 05/01/2033 6,555 4,922 7,249 5.43 FNMA POOL 5.50 06/01/2018 215,579 170,620 233,892 5.07 FNMA POOL 5.50 08/01/2014 18,029 14,211 19,557 5.07 FNMA POOL 5.50 12/01/2016 65,487 51,781 70,947 5.08 FNMA POOL 6.00 10/01/2031 398,669 401,640 441,115 5.42 FNMA POOL 6.50 09/01/2031 118,221 120,971 133,796 5.74 FNMA POOL 6.00 09/01/2016 172,790 174,123 188,492 5.50 FNMA POOL 5.00 02/01/2017 230,152 227,743 247,513 4.65 FNMA POOL 5.00 02/01/2017 53,852 53,288 57,914 4.65 FNMA POOL 5.50 01/01/2017 80,210 63,427 87,024 5.07 FNMA POOL 6.00 09/01/2031 46,099 34,601 51,007 5.42 FNMA POOL 6.50 08/01/2031 219,969 167,903 246,934 5.79 FNMA POOL 5.50 01/01/2017 368,648 291,512 399,382 5.08 FNMA POOL 6.00 08/01/2032 45,407 34,087 50,215 5.43 FNMA POOL 5.50 12/01/2016 92,207 72,908 99,894 5.08 FNMA POOL 5.50 12/01/2016 14,175 11,209 15,357 5.08 FNMA POOL 5.50 12/01/2016 75,981 60,079 82,316 5.08 FNMA POOL 5.50 12/01/2011 907 696 912 5.47 FNMA POOL 6.00 01/01/2032 11,246 8,442 12,437 5.43 FNMA POOL 5.50 01/01/2017 227,309 179,747 246,619 5.07 FNMA POOL 6.00 02/01/2032 84,289 63,271 93,215 5.43 FNMA POOL 5.50 01/01/2017 49,771 39,357 53,999 5.07 FNMA POOL 5.50 09/01/2017 41,295 41,259 44,803 5.07 FNMA POOL 5.00 10/01/2017 190,654 188,564 205,035 4.65 FNMA POOL 4.50 11/01/2017 138,917 135,899 147,929 4.23 FNMA POOL 5.00 11/01/2017 232,039 229,482 249,542 4.65 FNMA POOL 5.00 11/01/2017 281,931 278,824 303,198 4.65 FNMA POOL 4.50 03/01/2013 110,137 110,050 112,178 4.42 FNMA POOL 6.00 01/01/2032 255,945 257,856 283,195 5.42 FNMA POOL 6.50 05/01/2032 83,407 85,316 94,403 5.74 FNMA POOL 6.50 07/01/2032 312,514 319,677 353,715 5.74 FNMA POOL 5.50 02/01/2017 8,020 6,343 8,702 5.07 FNMA POOL 5.50 02/01/2017 377,041 298,168 409,070 5.07 FNMA POOL 6.00 02/01/2032 167,725 126,501 185,486 5.43 FNMA POOL 5.50 02/01/2017 25,737 20,353 27,924 5.07 FNMA POOL 5.50 02/01/2017 43,770 34,614 47,419 5.08 FNMA POOL 6.00 04/01/2032 23,481 17,626 25,981 5.42 FNMA POOL 5.50 02/01/2017 107,377 84,915 116,499 5.07 FNMA POOL 6.00 07/01/2032 211,242 158,578 233,611 5.43 FNMA POOL 5.50 03/01/2012 7,992 6,187 8,049 5.46 FNMA POOL 5.50 05/01/2017 86,102 68,103 93,417 5.07 FNMA POOL 6.00 06/01/2032 19,105 14,342 21,128 5.43 FNMA POOL 5.50 08/01/2017 293,463 232,153 318,392 5.07 FNMA POOL 5.50 07/01/2017 18,461 14,603 20,029 5.07 FNMA POOL 5.50 07/01/2017 93,642 74,075 101,597 5.07 FNMA POOL 5.50 07/01/2017 68,911 54,512 74,765 5.07 FNMA POOL 5.50 09/01/2017 23,876 18,889 25,904 5.07 FNMA POOL 5.50 10/01/2017 125,160 99,022 135,792 5.07 FNMA POOL 6.00 08/01/2032 31,802 24,522 34,878 5.47 FNMA POOL 6.00 09/01/2032 54,368 54,748 60,125 5.43 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 6.00 09/01/2032 96,494 97,169 106,712 5.43 FNMA POOL 5.50 08/01/2017 381,867 302,088 414,306 5.07 FNMA POOL 6.00 10/01/2032 24,463 18,453 27,054 5.43 FNMA POOL 6.00 10/01/2032 54,263 40,737 60,009 5.43 FNMA POOL 5.50 10/01/2017 8,631 6,828 9,364 5.07 FNMA POOL 6.00 10/01/2032 78,056 58,880 86,321 5.43 FNMA POOL 6.00 03/01/2033 302,827 227,358 334,781 5.43 FNMA POOL 6.00 10/01/2032 5,047 3,789 5,582 5.43 FNMA POOL 6.00 11/01/2032 360,638 270,746 398,827 5.43 FNMA POOL 6.00 11/01/2032 73,594 55,250 81,387 5.43 FNMA POOL 6.00 11/01/2032 200,626 150,618 221,871 5.43 FNMA POOL 5.50 11/01/2017 292,602 231,508 317,458 5.07 FNMA POOL 5.50 09/01/2017 197,452 156,209 214,226 5.07 FNMA POOL 6.00 06/01/2032 55,096 41,360 60,930 5.43 FNMA POOL 6.00 12/01/2032 340,262 255,452 376,293 5.43 FNMA POOL 5.50 01/01/2018 3,871 3,063 4,200 5.07 FNMA POOL 5.50 01/01/2018 6,700 5,302 7,269 5.07 FNMA POOL 6.00 02/01/2033 271,598 204,003 300,257 5.43 FNMA POOL 5.50 09/01/2017 103,154 81,608 111,917 5.07 FNMA POOL 6.00 01/01/2033 81,011 60,820 89,590 5.43 FNMA POOL 6.00 01/01/2033 220,938 165,948 244,251 5.43 FNMA POOL 6.00 03/01/2033 136,395 102,450 150,787 5.43 FNMA POOL 5.50 10/01/2012 21,153 16,529 21,467 5.42 FNMA POOL 6.00 02/01/2033 206,501 155,107 228,291 5.43 FNMA POOL 4.50 06/01/2033 3,124,670 2,941,880 3,262,116 4.31 FNMA POOL 4.50 07/01/2033 2,241,519 2,110,315 2,340,117 4.31 FNMA POOL 4.50 08/01/2033 8,013,112 7,543,792 8,365,587 4.31 FNMA POOL 4.50 08/01/2033 4,643,440 4,371,478 4,847,692 4.31 FNMA POOL 4.50 08/01/2033 15,813,604 14,887,416 16,509,200 4.31 FNMA POOL 4.50 09/01/2033 5,900,665 5,554,861 6,160,219 4.31 FNMA POOL 4.50 09/01/2033 14,126,795 13,298,905 14,748,194 4.31 FNMA POOL 4.50 09/01/2033 501,871 472,459 523,947 4.31 FNMA POOL 4.50 10/01/2033 4,452,054 4,190,994 4,647,887 4.31 FNMA POOL 4.50 10/01/2033 779,687 733,968 813,984 4.31 FNMA POOL 4.50 03/01/2018 1,364,153 1,333,365 1,456,662 4.21 FNMA POOL 4.50 03/01/2013 71,540 71,501 72,865 4.42 FNMA POOL 4.50 04/01/2013 77,416 77,441 79,090 4.40 FNMA POOL 4.50 05/01/2018 861,761 842,129 920,201 4.21 FNMA POOL 4.50 04/01/2018 1,010,318 987,405 1,078,832 4.21 FNMA POOL 4.50 06/01/2013 9,039 9,045 9,127 4.46 FNMA POOL 4.50 05/01/2013 64,691 64,676 65,957 4.41 FNMA POOL 4.50 05/01/2018 1,829,758 1,788,072 1,953,841 4.21 FNMA POOL 4.50 05/01/2018 687,816 672,146 734,460 4.21 FNMA POOL 4.50 06/01/2013 100,584 100,638 102,551 4.41 FNMA POOL 4.50 06/01/2018 1,188,367 1,161,168 1,268,955 4.21 FNMA POOL 4.50 06/01/2018 930,115 908,826 993,190 4.21 FNMA POOL 4.00 07/01/2013 236,772 236,693 241,689 3.92 FNMA POOL 4.50 07/01/2018 398,242 389,087 425,248 4.21 FNMA POOL 4.00 08/01/2013 30,833 30,816 31,472 3.92 FNMA POOL 4.00 08/01/2013 194,943 194,570 198,991 3.92 FNMA POOL 4.00 09/01/2013 242,225 242,177 247,252 3.92 FNMA POOL 4.00 09/01/2013 234,978 234,541 239,656 3.92 FNMA POOL 4.00 10/01/2013 215,242 214,763 220,077 3.91 FNMA POOL 4.50 10/01/2018 744,202 726,871 794,669 4.21 FNMA POOL 5.00 10/01/2018 172,034 169,971 185,681 4.63 FNMA POOL 4.50 11/01/2018 798,614 779,938 852,771 4.21 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 6.00 02/01/2033 68,075 51,133 75,259 5.43 FNMA POOL 5.00 06/01/2019 130,181 96,456 140,694 4.63 FNMA POOL 5.50 04/01/2018 12,450 9,853 13,536 5.06 FNMA POOL 6.00 02/01/2033 310,392 233,035 343,145 5.43 FNMA POOL 6.00 03/01/2033 59,971 45,046 66,299 5.43 FNMA POOL 5.50 02/01/2018 51,578 40,814 56,078 5.06 FNMA POOL 5.50 02/01/2033 24,915,124 18,476,680 27,117,829 5.05 FNMA POOL 5.50 03/01/2018 53,867 42,628 58,567 5.06 FNMA POOL 5.50 04/01/2018 16,506 13,063 17,908 5.07 FNMA POOL 6.00 03/01/2033 9,022 6,777 9,974 5.43 FNMA POOL 5.50 04/01/2018 621,242 491,642 675,446 5.06 FNMA POOL 6.00 04/01/2033 230,981 173,420 255,354 5.43 FNMA POOL 6.00 05/01/2033 45,122 33,878 49,883 5.43 FNMA POOL 5.50 02/01/2018 71,026 56,204 77,223 5.06 FNMA POOL 6.00 04/01/2033 225,966 169,655 249,810 5.43 FNMA POOL 6.00 05/01/2033 461,300 346,347 509,976 5.43 FNMA POOL 5.50 06/01/2033 31,791,348 23,576,357 34,601,969 5.05 FNMA POOL 6.00 06/01/2033 194,738 146,213 215,286 5.43 FNMA POOL 6.00 08/01/2034 9,585 7,201 10,579 5.44 FNMA POOL 5.50 04/01/2012 33,594 26,057 33,991 5.44 FNMA POOL 5.50 06/01/2018 76,379 60,451 82,868 5.07 FNMA POOL 6.00 02/01/2034 647,186 486,157 715,477 5.43 FNMA POOL 6.00 03/01/2034 52,340 39,302 57,882 5.43 FNMA POOL 5.50 04/01/2017 48,217 38,135 52,305 5.07 FNMA POOL 5.50 12/01/2017 97,126 76,851 105,377 5.07 FNMA POOL 5.00 07/01/2019 145,254 107,625 156,983 4.63 FNMA POOL 6.00 08/01/2034 8,113,669 6,069,663 8,955,114 5.44 FNMA POOL 6.00 08/01/2034 172,768 129,802 190,685 5.44 FNMA POOL 6.00 08/01/2034 477,051 358,334 527,389 5.43 FNMA POOL 5.00 10/01/2019 3,393,872 2,514,817 3,667,940 4.63 FNMA POOL 5.00 11/01/2019 1,745,939 1,293,743 1,886,930 4.63 FNMA POOL 6.00 11/01/2034 204,774 153,839 226,010 5.44 FNMA POOL 6.00 08/01/2033 111,303 83,571 123,048 5.43 FNMA POOL 6.00 08/01/2033 342,233 258,209 378,345 5.43 FNMA POOL 6.00 12/01/2032 76,766 57,632 84,895 5.43 FNMA POOL 5.50 12/01/2034 265,627,097 196,047,217 289,095,297 5.05 FNMA POOL 6.00 11/01/2034 63,809 47,940 70,426 5.44 FNMA POOL 6.00 01/01/2035 274,493 206,148 302,960 5.44 FNMA POOL 6.00 04/01/2035 8,843,617 6,644,939 9,760,763 5.44 FNMA POOL 6.00 04/01/2035 27,578,994 20,722,373 30,439,131 5.44 FNMA POOL 5.50 12/01/2018 261,495 207,009 283,708 5.07 FNMA POOL 5.50 12/01/2019 13,814 10,940 14,985 5.07 FNMA POOL 5.00 07/01/2019 190,579 141,209 205,969 4.63 FNMA POOL 6.00 08/01/2033 58,535 43,951 64,712 5.43 FNMA POOL 6.00 10/01/2033 215,108 161,516 237,806 5.43 FNMA POOL 6.00 09/01/2033 130,247 97,796 143,991 5.43 FNMA POOL 6.00 09/01/2033 77,657 58,309 85,851 5.43 FNMA POOL 6.00 11/01/2033 256,385 192,600 283,439 5.43 FNMA POOL 6.00 10/01/2033 7,789 5,848 8,611 5.43 FNMA POOL 6.00 10/01/2033 723,905 546,193 800,291 5.43 FNMA POOL 5.50 01/01/2019 40,122 31,763 43,530 5.07 FNMA POOL 5.50 12/01/2018 9,949 7,876 10,794 5.07 FNMA POOL 5.50 12/01/2018 11,243 8,900 12,198 5.07 FNMA POOL 5.50 12/01/2018 23,590 18,675 25,594 5.07 FNMA POOL 5.00 06/01/2019 18,241 13,515 19,714 4.63 FNMA POOL 5.00 10/01/2018 2,704,175 1,985,293 2,918,694 4.63 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 6.00 10/01/2033 75,894 56,986 83,903 5.43 FNMA POOL 6.00 10/01/2033 714,140 542,846 789,496 5.43 FNMA POOL 6.00 11/01/2033 666,604 506,726 736,944 5.43 FNMA POOL 5.00 07/01/2019 219,593 162,706 237,326 4.63 FNMA POOL 5.00 06/01/2019 19,792 14,665 21,391 4.63 FNMA POOL 6.00 08/01/2033 68,987 51,798 76,266 5.43 FNMA POOL 6.00 12/01/2033 1,439,877 1,086,442 1,591,813 5.43 FNMA POOL 6.00 10/01/2033 67,727 50,877 74,874 5.43 FNMA POOL 6.00 12/01/2033 351,955 264,397 389,093 5.43 FNMA POOL 6.00 11/01/2033 35,177 26,413 38,888 5.43 FNMA POOL 6.00 12/01/2033 348,562 261,729 385,342 5.43 FNMA POOL 6.00 12/01/2033 144,369 108,404 159,603 5.43 FNMA POOL 6.00 11/01/2033 124,566 93,576 137,710 5.43 FNMA POOL 5.00 04/01/2034 4,835,780 4,666,080 5,162,377 4.68 FNMA POOL 5.00 05/01/2034 2,764,094 2,667,042 2,950,775 4.68 FNMA POOL 5.00 07/01/2034 2,730,115 2,634,149 2,914,500 4.68 FNMA POOL 5.00 05/01/2034 1,699,365 1,639,697 1,814,136 4.68 FNMA POOL 5.00 10/01/2034 5,701,776 5,501,023 6,086,860 4.68 FNMA POOL 5.50 10/01/2034 1,393,406 1,373,361 1,516,514 5.05 FNMA POOL 5.50 10/01/2034 3,932,474 3,875,902 4,279,909 5.05 FNMA POOL 4.50 12/01/2013 123,890 123,729 126,942 4.39 FNMA POOL 4.50 01/01/2019 924,761 902,961 987,473 4.21 FNMA POOL 4.50 02/01/2019 991,777 967,704 1,060,097 4.21 FNMA POOL 4.50 05/01/2014 144,545 144,514 148,652 4.38 FNMA POOL 4.50 02/01/2019 383,955 374,636 410,405 4.21 FNMA POOL 4.50 05/01/2019 817,265 797,208 873,563 4.21 FNMA POOL 4.50 10/01/2019 734,422 716,077 785,013 4.21 FNMA POOL 5.00 09/01/2019 696,380 687,246 752,616 4.63 FNMA POOL 4.50 12/01/2019 1,288,513 1,256,114 1,377,273 4.21 FNMA POOL 4.50 01/01/2020 613,968 598,480 656,262 4.21 FNMA POOL 4.50 02/01/2020 317,033 308,672 338,857 4.21 FNMA POOL 4.50 03/01/2015 169,191 168,876 175,485 4.34 FNMA POOL 4.50 04/01/2020 540,951 526,598 578,189 4.21 FNMA POOL 5.00 06/01/2020 668,087 658,645 721,935 4.63 FNMA POOL 6.00 09/01/2034 18,055 13,559 19,927 5.44 FNMA POOL 6.00 01/01/2034 142,042 106,658 157,030 5.43 FNMA POOL 6.00 01/01/2034 80,297 60,295 88,770 5.43 FNMA POOL 6.00 01/01/2034 45,109 33,872 49,869 5.43 FNMA POOL 5.50 01/01/2019 78,423 62,085 85,266 5.06 FNMA POOL 5.00 05/01/2019 44,305 32,827 47,883 4.63 FNMA POOL 5.00 05/01/2019 241,650 179,042 261,164 4.63 FNMA POOL 6.00 09/01/2033 471,741 354,207 521,520 5.43 FNMA POOL 6.00 02/01/2034 67,074 50,991 74,152 5.43 FNMA POOL 6.00 01/01/2032 238,061 178,695 264,077 5.41 FNMA POOL 5.00 03/01/2019 4,895 3,627 5,291 4.63 FNMA POOL 6.00 01/01/2034 111,997 84,136 123,612 5.44 FNMA POOL 6.00 12/01/2031 66,117 49,629 73,200 5.42 FNMA POOL 5.00 03/01/2019 65,377 48,437 70,656 4.63 FNMA POOL 5.00 04/01/2019 5,864 4,345 6,338 4.63 FNMA POOL 5.00 07/01/2019 144,270 106,896 155,920 4.63 FNMA POOL 5.00 06/01/2019 338,676 250,935 366,025 4.63 FNMA POOL 6.00 04/01/2034 174,052 130,700 192,103 5.44 FNMA POOL 5.00 06/01/2019 32,470 24,058 35,092 4.63 FNMA POOL 6.00 06/01/2034 259,290 194,801 286,180 5.44 FNMA POOL 5.00 06/01/2019 16,879 12,506 18,242 4.63 FNMA POOL 5.00 08/01/2019 41,722 30,915 45,092 4.63 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 4.50 04/01/2019 5,100 3,699 5,451 4.21 FNMA POOL 6.00 04/01/2034 69,862 52,461 77,108 5.44 FNMA POOL 5.00 04/01/2019 21,619 16,018 23,365 4.63 FNMA POOL 5.00 04/01/2019 7,355 5,449 7,949 4.63 FNMA POOL 5.00 05/01/2019 10,099 7,483 10,915 4.63 FNMA POOL 5.00 05/01/2019 206,515 153,011 223,192 4.63 FNMA POOL 5.00 05/01/2019 203,768 150,975 220,223 4.63 FNMA POOL 5.00 06/01/2019 210,157 155,712 227,128 4.63 FNMA POOL 5.00 06/01/2019 18,543 13,739 20,041 4.63 FNMA POOL 5.00 06/01/2019 56,929 42,181 61,526 4.63 FNMA POOL 5.00 06/01/2019 92,614 68,620 100,092 4.63 FNMA POOL 5.00 07/01/2019 43,909 32,534 47,455 4.63 FNMA POOL 5.00 10/01/2019 1,297 961 1,401 4.63 FNMA POOL 5.00 06/01/2019 267,244 198,010 288,825 4.63 FNMA POOL 6.00 08/01/2034 17,519 13,162 19,336 5.44 FNMA POOL 6.00 09/01/2034 63,189 47,453 69,742 5.44 FNMA POOL 5.00 07/01/2019 8,468 6,274 9,152 4.63 FNMA POOL 5.00 06/01/2019 210,719 156,128 227,735 4.63 FNMA POOL 6.00 08/01/2034 263,978 198,237 291,354 5.44 FNMA POOL 5.00 06/01/2019 29,322 21,725 31,689 4.63 FNMA POOL 5.00 06/01/2019 141,468 104,818 152,892 4.63 FNMA POOL 5.00 06/01/2019 14,557 10,786 15,732 4.63 FNMA POOL 5.00 07/01/2019 140,062 103,779 151,373 4.63 FNMA POOL 5.00 07/01/2019 7,391 5,476 7,988 4.63 FNMA POOL 5.00 07/01/2019 188,792 139,885 204,038 4.63 FNMA POOL 5.00 09/01/2019 216,484 160,409 233,966 4.63 FNMA POOL 5.00 06/01/2019 151,911 112,555 164,178 4.63 FNMA POOL 5.00 06/01/2019 157,336 116,575 170,041 4.63 FNMA POOL 5.00 06/01/2019 21,652 16,043 23,400 4.63 FNMA POOL 6.00 06/01/2034 121,543 91,272 134,148 5.44 FNMA POOL 5.00 06/01/2019 51,010 37,795 55,129 4.63 FNMA POOL 5.00 06/01/2019 203,242 150,588 219,654 4.63 FNMA POOL 5.00 07/01/2019 3,379 2,504 3,652 4.63 FNMA POOL 5.00 07/01/2019 49,489 36,668 53,485 4.63 FNMA POOL 5.00 07/01/2019 200,644 148,666 216,847 4.63 FNMA POOL 5.00 07/01/2019 34,527 25,583 37,316 4.63 FNMA POOL 5.00 06/01/2019 25,950 19,227 28,045 4.63 FNMA POOL 5.00 07/01/2019 47,517 35,207 51,354 4.63 FNMA POOL 6.00 02/01/2035 8,325 6,252 9,172 5.45 FNMA POOL 6.00 09/01/2034 5,944 4,464 6,561 5.44 FNMA POOL 6.00 09/01/2034 83,512 63,023 92,173 5.44 FNMA POOL 6.00 10/01/2034 98,338 73,850 108,537 5.44 FNMA POOL 5.50 02/01/2021 197,176 156,209 213,692 5.07 FNMA POOL 5.00 05/01/2019 192,079 142,314 207,590 4.63 FNMA POOL 5.00 06/01/2019 59,976 44,438 64,820 4.63 FNMA POOL 5.00 06/01/2019 80,487 59,635 86,987 4.63 FNMA POOL 5.00 07/01/2019 346,650 256,849 374,643 4.63 FNMA POOL 5.00 06/01/2019 87,671 64,958 94,751 4.63 FNMA POOL 5.00 07/01/2019 85,092 63,048 91,963 4.63 FNMA POOL 5.00 07/01/2019 237,699 176,122 256,894 4.63 FNMA POOL 5.00 07/01/2019 29,518 21,871 31,902 4.63 FNMA POOL 5.00 06/01/2019 195,783 145,062 211,593 4.63 FNMA POOL 5.00 06/01/2019 6,641 4,920 7,177 4.63 FNMA POOL 6.00 11/01/2034 12,400 9,312 13,686 5.44 FNMA POOL 5.00 07/01/2019 118,927 88,118 128,531 4.63 FNMA POOL 5.00 06/01/2019 236,977 175,584 256,114 4.63 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 5.00 07/01/2019 53,310 39,500 57,616 4.63 FNMA POOL 5.00 07/01/2019 179,109 132,710 193,572 4.63 FNMA POOL 5.00 07/01/2019 42,732 31,662 46,183 4.63 FNMA POOL 5.00 11/01/2019 108,159 80,146 116,893 4.63 FNMA POOL 5.00 07/01/2019 53,429 39,588 57,744 4.63 FNMA POOL 5.00 07/01/2019 44,246 32,784 47,820 4.63 FNMA POOL 5.00 07/01/2019 78,707 58,317 85,062 4.63 FNMA POOL 4.50 07/01/2019 132,002 97,257 141,095 4.21 FNMA POOL 5.00 07/01/2019 175,491 130,030 189,663 4.63 FNMA POOL 5.00 08/01/2019 151,975 112,607 164,247 4.63 FNMA POOL 6.00 08/01/2034 59,139 44,411 65,272 5.44 FNMA POOL 5.00 06/01/2019 172,200 127,589 186,106 4.63 FNMA POOL 5.00 06/01/2019 222,364 164,757 240,321 4.63 FNMA POOL 5.00 08/01/2019 186,299 138,040 201,344 4.63 FNMA POOL 6.00 09/01/2034 19,280 14,478 21,279 5.44 FNMA POOL 6.00 10/01/2034 266,451 200,126 294,084 5.44 FNMA POOL 5.00 07/01/2019 7,473 5,537 8,077 4.63 FNMA POOL 5.00 07/01/2019 180,675 133,870 195,265 4.63 FNMA POOL 5.00 07/01/2019 217,976 161,508 235,578 4.63 FNMA POOL 5.00 08/01/2019 7,023 5,204 7,591 4.63 FNMA POOL 5.00 07/01/2019 9,216 6,828 9,960 4.63 FNMA POOL 5.00 08/01/2019 93,149 69,019 100,671 4.63 FNMA POOL 5.00 07/01/2019 164,012 121,524 177,257 4.63 FNMA POOL 6.00 10/01/2034 201,007 150,953 221,853 5.44 FNMA POOL 6.00 10/01/2034 215,736 162,014 238,110 5.44 FNMA POOL 5.00 07/01/2019 20,376 15,098 22,022 4.63 FNMA POOL 5.00 07/01/2019 16,685 12,363 18,033 4.63 FNMA POOL 5.00 05/01/2019 219,152 162,374 236,850 4.63 FNMA POOL 6.00 09/01/2034 75,850 56,987 83,716 5.44 FNMA POOL 6.00 09/01/2034 7,374 5,538 8,139 5.44 FNMA POOL 6.00 09/01/2034 56,278 42,263 62,114 5.44 FNMA POOL 6.00 09/01/2034 210,593 158,159 232,433 5.44 FNMA POOL 6.00 08/01/2034 99,985 75,085 110,354 5.44 FNMA POOL 6.00 09/01/2034 212,720 159,820 234,781 5.44 FNMA POOL 6.00 08/01/2034 81,648 61,343 90,116 5.44 FNMA POOL 6.00 08/01/2034 40,091 30,107 44,249 5.44 FNMA POOL 6.00 09/01/2034 342,362 257,105 377,867 5.44 FNMA POOL 6.00 09/01/2034 62,052 46,599 68,487 5.44 FNMA POOL 6.00 09/01/2034 142,091 106,707 156,827 5.44 FNMA POOL 6.00 09/01/2034 272,465 204,614 300,722 5.44 FNMA POOL 5.00 07/01/2019 238,947 177,047 258,243 4.63 FNMA POOL 5.00 08/01/2019 25,345 18,780 27,392 4.63 FNMA POOL 5.00 07/01/2019 82,975 61,480 89,676 4.63 FNMA POOL 6.00 08/01/2034 156,493 117,520 172,722 5.44 FNMA POOL 6.00 08/01/2034 5,009 3,761 5,528 5.44 FNMA POOL 6.00 08/01/2034 80,763 60,650 89,139 5.44 FNMA POOL 6.00 09/01/2034 361,228 271,273 398,690 5.44 FNMA POOL 6.00 09/01/2034 70,497 52,942 77,808 5.44 FNMA POOL 6.00 09/01/2034 178,962 134,396 197,522 5.44 FNMA POOL 5.00 07/01/2019 33,815 25,055 36,545 4.63 FNMA POOL 6.00 08/01/2034 344,572 258,761 380,307 5.44 FNMA POOL 6.00 08/01/2034 8,059 6,052 8,895 5.44 FNMA POOL 6.00 09/01/2034 194,921 146,381 215,136 5.44 FNMA POOL 6.00 09/01/2034 7,831 5,881 8,643 5.44 FNMA POOL 6.00 09/01/2034 22,946 17,232 25,325 5.44 FNMA POOL 5.00 08/01/2019 47,288 35,039 51,107 4.63 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 5.00 08/01/2019 392,922 291,139 424,652 4.63 FNMA POOL 5.00 08/01/2019 59,730 44,258 64,553 4.63 FNMA POOL 6.00 09/01/2034 115,745 86,921 127,748 5.44 FNMA POOL 6.00 10/01/2034 154,807 116,310 170,861 5.44 FNMA POOL 6.00 10/01/2034 109,923 82,550 121,323 5.44 FNMA POOL 5.00 10/01/2019 58,242 43,157 62,946 4.63 FNMA POOL 5.00 08/01/2019 88,447 71,657 95,589 4.63 FNMA POOL 6.00 11/01/2034 23,268 17,474 25,681 5.44 FNMA POOL 6.00 08/01/2034 103,416 77,662 114,141 5.44 FNMA POOL 6.00 07/01/2034 266,100 199,829 293,697 5.44 FNMA POOL 5.00 08/01/2019 68,411 50,690 73,935 4.63 FNMA POOL 5.00 08/01/2019 67,253 49,832 72,684 4.63 FNMA POOL 5.00 08/01/2019 243,773 180,626 263,458 4.63 FNMA POOL 5.00 09/01/2019 6,039 4,475 6,527 4.63 FNMA POOL 6.00 09/01/2034 86,369 64,861 95,326 5.44 FNMA POOL 6.00 09/01/2034 190,647 143,171 210,418 5.44 FNMA POOL 6.00 10/01/2034 7,744 5,815 8,547 5.44 FNMA POOL 6.00 09/01/2034 319,760 240,132 352,922 5.44 FNMA POOL 6.00 09/01/2034 128,954 96,841 142,327 5.44 FNMA POOL 6.00 09/01/2034 789,404 592,821 871,271 5.44 FNMA POOL 6.00 09/01/2034 148,220 111,309 163,591 5.44 FNMA POOL 6.00 09/01/2034 141,875 106,545 156,589 5.44 FNMA POOL 5.00 09/01/2019 158,236 117,249 171,014 4.63 FNMA POOL 6.00 09/01/2034 158,413 118,964 174,841 5.44 FNMA POOL 6.00 09/01/2034 983,955 738,924 1,085,998 5.44 FNMA POOL 6.00 09/01/2034 109,910 82,539 121,308 5.44 FNMA POOL 6.00 10/01/2034 64,808 48,669 71,529 5.44 FNMA POOL 6.00 09/01/2034 409,509 307,530 451,978 5.44 FNMA POOL 6.00 10/01/2034 49,758 37,368 54,919 5.44 FNMA POOL 6.00 09/01/2034 642,446 482,459 709,072 5.44 FNMA POOL 6.00 09/01/2034 48,928 36,743 54,002 5.44 FNMA POOL 6.00 09/01/2034 60,209 45,215 66,453 5.44 FNMA POOL 6.00 09/01/2034 93,534 70,241 103,234 5.44 FNMA POOL 6.00 09/01/2029 47,485 35,626 52,410 5.44 FNMA POOL 6.00 10/01/2034 811,967 609,773 896,174 5.44 FNMA POOL 6.00 10/01/2034 108,052 81,182 119,258 5.44 FNMA POOL 6.00 11/01/2034 167,779 126,032 185,179 5.44 FNMA POOL 6.00 09/01/2034 64,782 48,672 71,500 5.44 FNMA POOL 6.00 09/01/2034 117,160 88,024 129,310 5.44 FNMA POOL 6.00 09/01/2034 120,727 90,663 133,247 5.44 FNMA POOL 6.00 09/01/2034 230,081 172,794 253,942 5.44 FNMA POOL 6.00 10/01/2034 213,009 159,966 235,099 5.44 FNMA POOL 6.00 01/01/2035 123,001 91,635 135,526 5.45 FNMA POOL 6.00 06/01/2035 12,849 9,654 14,157 5.45 FNMA POOL 6.00 04/01/2035 12,969 9,740 14,289 5.45 FNMA POOL 6.00 04/01/2035 16,276 12,224 17,933 5.45 FNMA POOL 4.50 01/01/2020 86,124 62,432 92,056 4.21 FNMA POOL 6.00 11/01/2034 177,909 133,608 196,360 5.44 FNMA POOL 6.00 11/01/2034 124,610 93,624 137,533 5.44 FNMA POOL 6.00 11/01/2034 38,527 28,702 42,522 5.44 FNMA POOL 6.00 10/01/2034 1,007,893 756,910 1,112,419 5.44 FNMA POOL 6.00 12/01/2034 5,936 4,458 6,552 5.44 FNMA POOL 6.00 12/01/2034 105,531 79,254 116,476 5.44 FNMA POOL 6.00 11/01/2034 87,891 66,005 97,006 5.44 FNMA POOL 6.00 01/01/2032 107,116 80,404 118,459 5.43 FNMA POOL 6.00 11/01/2034 69,340 52,097 76,531 5.44 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 6.00 10/01/2034 404,878 304,056 446,866 5.44 FNMA POOL 6.00 12/01/2034 6,626 4,976 7,313 5.44 FNMA POOL 6.00 11/01/2034 392,748 295,086 433,479 5.44 FNMA POOL 6.00 11/01/2034 4,351 3,267 4,802 5.44 FNMA POOL 6.00 08/01/2034 1,138,717 859,327 1,258,875 5.43 FNMA POOL 6.00 11/01/2034 281,296 211,252 310,469 5.44 FNMA POOL 6.00 11/01/2034 155,325 116,648 171,433 5.44 FNMA POOL 6.00 09/01/2034 214,008 160,788 236,202 5.44 FNMA POOL 5.00 10/01/2019 162,100 120,114 175,190 4.63 FNMA POOL 6.00 10/01/2034 55,761 41,895 61,544 5.44 FNMA POOL 6.00 12/01/2034 71,361 53,617 78,761 5.44 FNMA POOL 6.00 10/01/2034 131,720 98,920 145,380 5.44 FNMA POOL 6.00 11/01/2034 1,035,691 777,796 1,143,100 5.44 FNMA POOL 6.00 11/01/2034 134,847 101,269 148,832 5.44 FNMA POOL 6.00 12/01/2034 133,172 100,012 146,983 5.44 FNMA POOL 6.00 10/01/2034 46,202 34,697 50,994 5.44 FNMA POOL 6.00 12/01/2034 131,124 98,474 144,723 5.44 FNMA POOL 6.00 11/01/2034 191,631 143,914 211,505 5.44 FNMA POOL 5.00 01/01/2020 8,596 6,370 9,289 4.63 FNMA POOL 6.00 09/01/2034 212,931 159,906 235,014 5.44 FNMA POOL 6.00 12/01/2034 137,793 103,483 152,084 5.44 FNMA POOL 6.00 11/01/2034 37,055 27,828 40,898 5.44 FNMA POOL 6.00 12/01/2034 68,948 51,780 76,098 5.44 FNMA POOL 6.00 12/01/2034 61,991 46,555 68,420 5.44 FNMA POOL 6.00 01/01/2035 5,208 3,911 5,748 5.44 FNMA POOL 6.00 01/01/2035 34,157 25,652 37,699 5.44 FNMA POOL 6.00 11/01/2034 48,691 36,567 53,741 5.44 FNMA POOL 6.00 12/01/2034 107,297 80,580 118,424 5.44 FNMA POOL 6.00 12/01/2034 145,374 109,176 160,450 5.44 FNMA POOL 6.00 03/01/2035 71,668 53,393 78,966 5.45 FNMA POOL 6.00 12/01/2034 7,785 5,846 8,592 5.44 FNMA POOL 5.00 02/01/2020 189,014 140,068 204,249 4.63 FNMA POOL 6.00 04/01/2032 254,062 191,625 281,112 5.42 FNMA POOL 6.00 05/01/2035 22,435 16,857 24,720 5.45 FNMA POOL 6.00 03/01/2035 33,074 24,840 36,504 5.44 FNMA POOL 5.00 02/01/2020 7,290 5,402 7,878 4.63 FNMA POOL 5.00 02/01/2020 192,782 142,860 208,321 4.63 FNMA POOL 6.00 04/01/2035 11,314 8,497 12,466 5.45 FNMA POOL 4.50 04/01/2020 191,266 140,915 200,385 4.30 FNMA POOL 5.00 11/01/2034 2,633,343 2,540,576 2,811,193 4.68 FNMA POOL 5.00 12/01/2034 1,925,693 1,857,819 2,055,750 4.68 FNMA POOL 5.00 01/01/2035 3,631,580 3,503,510 3,876,848 4.68 FNMA POOL 5.00 02/01/2035 3,020,347 2,911,339 3,223,266 4.69 FNMA POOL 6.00 04/01/2035 36,275 27,256 39,968 5.45 FNMA POOL 6.00 04/01/2035 9,247 6,948 10,189 5.45 FNMA POOL 6.00 05/01/2035 55,220 41,473 60,843 5.45 FNMA POOL 6.00 07/01/2035 24,151 18,147 26,610 5.45 FNMA POOL 5.00 03/01/2035 1,184,208 1,141,448 1,263,768 4.69 FNMA POOL 5.00 04/01/2035 4,001,075 3,856,525 4,269,883 4.69 FNMA POOL 5.00 05/01/2035 2,385,065 2,298,854 2,545,303 4.69 FNMA POOL 5.50 05/01/2035 922,004 908,137 1,002,991 5.06 FNMA POOL 5.00 08/01/2035 3,785,042 3,648,016 4,039,337 4.69 FNMA POOL 5.50 09/01/2035 2,958,806 2,914,211 3,218,700 5.06 FNMA POOL 6.00 06/01/2035 20,141 15,134 22,192 5.45 FNMA POOL 5.50 11/01/2018 148,746 117,749 161,147 5.08 FNMA POOL 6.00 07/01/2035 27,659 20,784 30,476 5.45 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 5.00 08/01/2035 177,308 130,165 189,221 4.69 FNMA POOL 5.00 10/01/2035 210,718 157,896 224,875 4.69 FNMA POOL 4.50 01/01/2021 283,379 203,727 302,024 4.22 FNMA POOL 4.50 01/01/2021 211,047 151,726 225,575 4.21 FNMA POOL 5.00 10/01/2035 939,287 905,249 1,002,392 4.69 FNMA POOL 5.50 11/01/2035 2,138,904 2,106,635 2,326,780 5.06 FNMA POOL 6.00 02/01/2036 654,081 505,560 719,952 5.45 FNMA POOL 6.00 09/01/2026 315,040 314,483 346,670 5.45 FNMA POOL 5.71 01/01/2036 3,818,151 2,775,088 4,126,596 5.28 FNMA POOL 4.50 02/01/2021 191,600 137,734 204,207 4.22 FNMA POOL 4.50 04/01/2021 543,488 390,632 579,247 4.22 FNMA POOL 4.50 02/01/2021 185,996 133,705 198,233 4.22 FNMA POOL 4.50 04/01/2021 277,034 200,274 295,262 4.22 FNMA POOL 4.50 04/01/2021 249,990 181,070 266,438 4.22 FNMA POOL 4.50 04/01/2021 7,478 5,417 7,970 4.22 FNMA POOL 4.50 04/01/2021 241,896 175,208 257,811 4.22 FNMA POOL 4.50 03/01/2021 313,034 225,011 333,630 4.22 FNMA POOL 4.50 03/01/2021 452,106 324,978 481,852 4.22 FNMA POOL 4.50 04/01/2021 50,232 36,104 53,537 4.22 FNMA POOL 7.00 07/01/2036 41,598 32,142 47,143 6.18 FNMA POOL 5.50 06/01/2021 21,282 16,862 23,064 5.07 FNMA POOL 4.50 02/01/2021 264,715 190,294 282,132 4.22 FNMA POOL 4.50 03/01/2021 26,161 18,805 27,882 4.22 FNMA POOL 5.50 01/01/2017 76,384 60,401 82,860 5.07 FNMA POOL 5.00 03/01/2037 4,101,053 3,073,244 4,363,684 4.70 FNMA POOL 5.50 06/01/2020 322,101 255,128 350,205 5.06 FNMA POOL 5.50 08/01/2022 6,512 5,161 7,057 5.07 FNMA POOL 5.50 12/01/2019 1,529,788 1,211,509 1,659,486 5.07 FNMA POOL 5.50 05/01/2023 198,014 156,949 214,573 5.08 FNMA POOL 7.00 07/01/2036 5,476 4,231 6,206 6.18 FNMA POOL 7.00 08/01/2036 29,219 22,578 33,114 6.18 FNMA POOL 7.00 09/01/2036 97,594 75,411 110,602 6.18 FNMA POOL 7.00 07/01/2036 11,525 8,905 13,061 6.18 FNMA POOL 5.50 05/01/2022 167,110 132,428 181,117 5.07 FNMA POOL 7.00 09/01/2036 16,645 12,861 18,863 6.18 FNMA POOL 5.46 05/01/2037 5,215,751 3,809,281 5,638,122 5.05 FNMA POOL 5.50 08/01/2022 899,300 712,697 974,682 5.07 FNMA POOL 5.50 10/01/2021 71,282 56,481 77,253 5.07 FNMA POOL 6.50 12/01/2037 4,988,950 3,925,246 5,645,355 5.74 FNMA POOL 5.50 09/01/2021 29,765 23,584 32,258 5.07 FNMA POOL 5.00 11/01/2036 84,196 63,094 89,588 4.70 FNMA POOL 5.50 01/01/2022 90,729 71,894 98,328 5.07 FNMA POOL 5.50 12/01/2021 71,761 56,863 77,772 5.07 FNMA POOL 5.50 01/01/2022 30,056 23,816 32,575 5.07 FNMA POOL 5.50 02/01/2022 99,178 78,590 107,491 5.07 FNMA POOL 5.62 03/01/2037 9,047,734 6,644,739 9,807,479 5.19 FNMA POOL 5.00 03/01/2037 256,165 191,965 272,317 4.70 FNMA POOL 5.00 06/01/2022 375,238 377,625 403,493 4.65 FNMA POOL 5.50 10/01/2022 270,324 274,916 292,984 5.07 FNMA POOL 4.50 04/01/2023 1,639,316 1,599,734 1,741,181 4.24 FNMA POOL 5.50 12/01/2036 809,985 816,666 877,817 5.07 FNMA POOL 5.50 04/01/2027 1,309,407 1,305,102 1,421,840 5.07 FNMA POOL 5.50 04/01/2037 1,012,261 1,020,621 1,095,876 5.08 FNMA POOL 5.50 07/01/2027 985,494 980,626 1,070,114 5.07 FNMA POOL 5.50 05/01/2037 1,555,754 1,568,608 1,684,263 5.08 FNMA POOL 5.49 03/01/2037 2,202,676 1,640,453 2,385,501 5.07 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 5.50 03/01/2022 115,670 91,661 125,366 5.07 FNMA POOL 6.00 04/01/2037 926,836 704,111 1,019,701 5.45 FNMA POOL 5.00 05/01/2037 126,756 94,989 134,749 4.70 FNMA POOL 5.76 05/01/2037 9,870,890 7,155,963 10,757,395 5.28 FNMA POOL 5.00 05/01/2037 65,311 48,943 69,429 4.70 FNMA POOL 5.00 05/01/2037 17,441 13,069 18,540 4.70 FNMA POOL 6.00 09/01/2037 482,854 366,835 531,234 5.45 FNMA POOL 5.50 01/01/2022 1,193,115 945,430 1,293,052 5.07 FNMA POOL 5.50 05/01/2022 239,569 189,849 259,650 5.07 FNMA POOL 6.50 08/01/2037 1,328,023 1,004,552 1,492,246 5.78 FNMA POOL 5.50 05/01/2022 173,208 137,261 187,727 5.07 FNMA POOL 5.50 01/01/2018 826,853 654,272 886,216 5.13 FNMA POOL 5.50 05/01/2018 85,528 67,689 91,735 5.13 FNMA POOL 5.00 05/01/2023 1,102,438 864,444 1,182,912 4.66 FNMA POOL 6.00 05/01/2038 4,082,112 3,101,459 4,483,262 5.46 FNMA POOL 6.00 09/01/2038 1,555,794 1,182,077 1,708,682 5.46 FNMA POOL 6.00 12/01/2038 2,180,681 1,656,896 2,394,977 5.46 FNMA POOL 5.50 01/01/2024 7,606 6,029 8,242 5.08 FNMA POOL 5.50 03/01/2024 138,351 109,675 149,921 5.08 FNMA POOL 5.50 04/01/2023 164,120 130,082 177,877 5.07 FNMA POOL 4.50 08/01/2039 7,446,621 5,503,835 7,715,640 4.34 FNMA POOL 5.00 11/01/2024 786,021 610,407 843,983 4.66 FNMA POOL 6.00 07/01/2038 2,900,865 2,204,018 3,185,934 5.46 FNMA POOL 6.00 09/01/2038 1,980,748 1,504,953 2,175,397 5.46 FNMA POOL 5.50 10/01/2023 38,068 30,175 41,251 5.08 FNMA POOL 6.00 11/01/2038 8,416,325 6,394,735 9,243,399 5.46 FNMA POOL 5.70 05/01/2037 7,517,330 5,519,649 8,192,461 5.23 FNMA POOL 6.00 08/01/2037 712,520 541,314 783,911 5.45 FNMA POOL 5.50 07/01/2022 16,113 12,769 17,463 5.07 FNMA POOL 5.64 07/01/2037 6,904,127 5,011,007 7,504,924 5.19 FNMA POOL 5.50 06/01/2022 63,014 46,550 68,296 5.07 FNMA POOL 6.00 08/01/2037 681,628 517,844 749,924 5.45 FNMA POOL 5.50 07/01/2022 6,186 4,902 6,705 5.07 FNMA POOL 5.50 06/01/2022 219,668 174,082 238,081 5.07 FNMA POOL 5.50 06/01/2022 487,378 386,235 528,232 5.07 FNMA POOL 6.00 08/01/2037 381,701 289,985 419,945 5.45 FNMA POOL 6.00 09/01/2037 552,300 419,595 607,639 5.45 FNMA POOL 7.00 08/01/2037 278,790 215,461 315,897 6.18 FNMA POOL 6.00 08/01/2037 1,748,585 1,328,430 1,923,787 5.45 FNMA POOL 6.00 10/01/2037 585,133 444,543 643,761 5.45 FNMA POOL 5.50 07/01/2022 172,629 136,806 187,099 5.07 FNMA POOL 5.50 06/01/2022 224,323 177,770 243,126 5.07 FNMA POOL 6.00 07/01/2037 4,064,305 3,087,699 4,471,533 5.45 FNMA POOL 5.50 06/01/2022 97,615 77,357 105,797 5.07 FNMA POOL 7.00 07/01/2037 73,891 57,105 83,726 6.18 FNMA POOL 5.50 07/01/2022 373,744 296,188 405,072 5.07 FNMA POOL 6.00 08/01/2022 24,030 17,944 26,336 5.47 FNMA POOL 6.00 09/01/2037 599,975 455,815 660,090 5.45 FNMA POOL 6.00 09/01/2037 689,241 523,632 758,300 5.45 FNMA POOL 6.00 09/01/2037 763,942 580,384 840,485 5.45 FNMA POOL 4.50 09/01/2022 136,179 102,017 144,748 4.23 FNMA POOL 4.50 10/01/2022 13,120 9,758 13,945 4.23 FNMA POOL 6.00 09/01/2037 604,560 459,298 665,134 5.45 FNMA POOL 5.00 05/01/2023 7,410,364 5,810,619 7,951,296 4.66 FNMA POOL 7.00 09/01/2037 132,892 102,707 150,581 6.18 FNMA POOL 7.00 10/01/2037 23,667 18,292 26,818 6.18 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 6.00 09/01/2037 709,832 539,275 780,954 5.45 FNMA POOL 5.50 09/01/2022 1,115,712 884,220 1,209,234 5.07 FNMA POOL 5.50 10/01/2022 329,043 260,776 356,625 5.07 FNMA POOL 6.00 09/01/2037 453,918 344,852 499,399 5.45 FNMA POOL 6.00 12/01/2037 4,899,604 3,690,576 5,390,525 5.45 FNMA POOL 6.00 09/01/2037 403,485 306,537 443,913 5.45 FNMA POOL 5.50 09/01/2022 647,951 513,512 702,265 5.07 FNMA POOL 6.00 11/01/2022 185,079 138,219 202,843 5.47 FNMA POOL 5.50 10/01/2022 7,304 5,789 7,917 5.07 FNMA POOL 6.00 11/01/2037 782,300 594,340 860,683 5.45 FNMA POOL 6.00 10/01/2037 206,176 156,638 226,834 5.45 FNMA POOL 6.00 10/01/2037 102,630 77,971 112,913 5.45 FNMA POOL 5.50 10/01/2022 177,075 140,337 191,918 5.07 FNMA POOL 5.50 12/01/2017 162,536 128,605 174,347 5.13 FNMA POOL 7.00 11/01/2037 94,578 73,098 107,166 6.18 FNMA POOL 7.00 11/01/2037 258,638 199,897 293,063 6.18 FNMA POOL 6.00 11/01/2037 457,099 347,274 502,899 5.45 FNMA POOL 5.00 02/01/2038 313,454 234,906 333,222 4.70 FNMA POOL 5.00 04/01/2023 7,771,533 6,093,743 8,338,829 4.66 FNMA POOL 5.00 06/01/2023 3,627,810 2,844,677 3,892,628 4.66 FNMA POOL 6.00 08/01/2038 570,252 433,269 626,290 5.46 FNMA POOL 6.00 07/01/2038 295,785 224,732 324,852 5.46 FNMA POOL 6.00 09/01/2038 213,020 161,851 233,954 5.46 FNMA POOL 6.00 09/01/2038 1,112,003 844,889 1,221,280 5.46 FNMA POOL 5.50 12/01/2022 170,007 125,589 184,257 5.07 FNMA POOL 5.50 01/01/2023 1,444,533 1,144,890 1,565,334 5.08 FNMA POOL 6.00 12/01/2022 66,583 49,726 72,974 5.47 FNMA POOL 7.00 01/01/2038 152,611 117,954 172,924 6.18 FNMA POOL 5.50 04/01/2037 845,366 852,348 915,195 5.08 FNMA POOL 6.00 08/01/2037 441,080 451,427 485,275 5.45 FNMA POOL 5.50 10/01/2037 7,074,875 7,133,432 7,659,275 5.08 FNMA POOL 6.00 09/01/2037 2,260,765 2,313,816 2,487,285 5.45 FNMA POOL 5.50 01/01/2023 418,082 308,849 453,127 5.07 FNMA POOL 7.00 12/01/2037 6,887 5,323 7,803 6.18 FNMA POOL 5.50 01/01/2023 364,101 288,575 394,621 5.07 FNMA POOL 5.50 01/01/2023 748,258 593,045 810,979 5.07 FNMA POOL 5.50 02/01/2023 239,306 189,669 259,365 5.07 FNMA POOL 4.50 01/01/2023 837,087 627,140 889,764 4.23 FNMA POOL 5.50 07/01/2023 38,065 30,172 41,249 5.08 FNMA POOL 7.00 03/01/2038 73,606 56,893 83,383 6.18 FNMA POOL 5.50 12/01/2037 2,887,502 2,911,417 3,126,016 5.08 FNMA POOL 6.00 11/01/2037 1,634,913 1,673,303 1,798,724 5.45 FNMA POOL 5.00 02/01/2038 2,306,561 2,278,737 2,452,027 4.70 FNMA POOL 4.50 04/01/2038 2,885,608 2,700,676 2,989,289 4.34 FNMA POOL 5.00 04/01/2038 6,627,103 6,402,123 7,045,050 4.70 FNMA POOL 5.50 01/01/2038 899,884 891,021 974,216 5.08 FNMA POOL 5.50 02/01/2023 287,078 227,532 311,085 5.08 FNMA POOL 4.50 05/01/2023 250,278 186,153 265,830 4.24 FNMA POOL 5.50 07/01/2021 9,677 7,667 10,499 5.07 FNMA POOL 5.50 08/01/2023 14,649 11,612 15,874 5.08 FNMA POOL 5.00 04/01/2038 182,768 136,970 194,295 4.70 FNMA POOL 6.00 04/01/2038 3,873,693 2,943,088 4,254,361 5.46 FNMA POOL 5.50 05/01/2023 235,044 186,299 254,700 5.08 FNMA POOL 6.00 02/01/2038 366,723 283,047 403,467 5.45 FNMA POOL 6.00 07/01/2038 792,551 602,164 870,435 5.46 FNMA POOL 5.50 11/01/2022 1,216,914 964,456 1,318,920 5.07 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 6.00 08/01/2038 432,172 328,358 474,642 5.46 FNMA POOL 5.50 09/01/2023 749,650 594,219 812,341 5.08 FNMA POOL 5.50 10/01/2023 1,751,937 1,388,712 1,898,445 5.08 FNMA POOL 5.50 07/01/2023 3,368,305 2,669,849 3,649,983 5.08 FNMA POOL 5.50 08/01/2023 1,486,330 1,178,140 1,610,626 5.08 FNMA POOL 5.50 01/01/2024 217,732 172,597 236,123 5.07 FNMA POOL 5.00 08/01/2023 5,836 4,576 6,262 4.66 FNMA POOL 6.00 09/01/2038 1,114,815 859,782 1,224,368 5.46 FNMA POOL 6.00 09/01/2038 4,958,247 3,823,965 5,445,495 5.46 FNMA POOL 6.00 09/01/2038 930,104 717,327 1,021,506 5.46 FNMA POOL 5.50 09/01/2023 898,992 712,597 974,172 5.08 FNMA POOL 6.00 09/01/2038 2,694,930 2,047,582 2,959,762 5.46 FNMA POOL 6.00 09/01/2038 207,587 157,723 227,987 5.46 FNMA POOL 5.50 10/01/2023 4,751,226 3,766,166 5,148,552 5.08 FNMA POOL 5.50 09/01/2023 461,134 365,523 499,696 5.08 FNMA POOL 6.00 09/01/2038 1,739,184 1,321,415 1,910,094 5.46 FNMA POOL 5.50 11/01/2023 821,506 651,194 890,205 5.08 FNMA POOL 6.00 09/01/2038 815,923 619,931 896,104 5.46 FNMA POOL 5.50 10/01/2023 739,330 586,047 801,157 5.08 FNMA POOL 5.50 11/01/2023 903,551 716,230 979,111 5.08 FNMA POOL 6.00 10/01/2038 794,578 603,717 872,661 5.46 FNMA POOL 5.50 11/01/2023 1,095,792 868,617 1,187,429 5.08 FNMA POOL 5.50 12/01/2023 544,711 431,789 590,263 5.08 FNMA POOL 6.00 12/01/2038 20,206,040 15,352,682 22,191,693 5.46 FNMA POOL 6.00 12/01/2038 3,078,202 2,338,838 3,380,698 5.46 FNMA POOL 6.00 11/01/2038 1,010,468 767,755 1,109,766 5.46 FNMA POOL 5.00 01/01/2024 2,740,393 2,149,006 2,946,740 4.65 FNMA POOL 5.50 12/01/2023 24,996 19,814 27,090 5.07 FNMA POOL 5.50 10/01/2017 363,845 287,861 389,317 5.14 FNMA POOL 5.50 12/01/2023 8,602 6,819 9,323 5.07 FNMA POOL 4.50 02/01/2039 526,380 393,025 545,396 4.34 FNMA POOL 4.50 02/01/2039 1,013,742 756,917 1,050,365 4.34 FNMA POOL 5.50 01/01/2024 33,603 26,637 36,413 5.08 FNMA POOL 5.00 12/01/2023 590,473 463,042 633,576 4.66 FNMA POOL 4.50 02/01/2039 2,492,121 1,860,758 2,582,152 4.34 FNMA POOL 4.50 02/01/2039 53,103 39,650 55,021 4.34 FNMA POOL 4.50 02/01/2039 495,704 370,120 513,611 4.34 FNMA POOL 5.00 02/01/2024 80,412 62,430 86,342 4.66 FNMA POOL 6.00 10/01/2038 1,909,782 1,472,900 2,097,457 5.46 FNMA POOL 4.50 03/01/2039 5,381,221 5,415,134 5,575,624 4.34 FNMA POOL 4.00 02/01/2039 1,242,741 1,218,840 1,246,365 3.99 FNMA POOL 5.00 08/01/2024 3,137,770 2,460,816 3,369,151 4.66 FNMA POOL 4.00 03/01/2024 874,162 882,637 912,972 3.83 FNMA POOL 5.00 05/01/2024 95,090 73,832 102,102 4.66 FNMA POOL 4.50 07/01/2039 1,318,354 973,978 1,365,981 4.34 FNMA POOL 4.50 02/01/2039 1,208,242 1,266,844 1,251,891 4.34 FNMA POOL 5.50 12/01/2024 111,335 88,268 120,740 5.07 FNMA POOL 3.50 10/01/2040 5,920,020 4,003,443 5,672,566 3.65 FNMA POOL 3.50 10/01/2040 1,721,176 1,163,954 1,649,232 3.65 FNMA POOL 3.50 10/01/2040 2,329,169 1,575,112 2,231,811 3.65 FNMA POOL 3.50 12/01/2040 9,102,600 6,155,655 8,722,116 3.65 FNMA POOL 3.50 10/01/2025 1,426,663 1,428,754 1,455,101 3.43 FNMA POOL 5.50 09/01/2024 848,827 672,938 927,424 5.03 FNMA POOL 5.00 08/01/2040 69,732,746 54,433,830 74,399,490 4.69 FNMA POOL 5.50 07/01/2024 132,309 104,890 143,609 5.07 FNMA POOL 5.50 02/01/2018 183,270 145,024 198,838 5.07 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield FNMA POOL 3.50 11/01/2040 1,503,894 1,017,014 1,441,032 3.65 FNMA POOL 3.50 01/01/2041 19,137,365 12,942,961 18,337,432 3.65 FNMA POOL 3.50 01/01/2041 3,766,731 2,547,511 3,609,283 3.65 FNMA POOL 3.50 02/01/2041 22,153,811 14,862,480 21,212,721 3.66 FNMA POOL 3.50 01/01/2041 2,584,349 1,733,783 2,474,566 3.66 FNMA POOL 3.50 02/01/2041 5,430,568 3,628,754 5,203,400 3.65 FNMA POOL 3.50 02/01/2041 1,988,064 1,328,442 1,904,900 3.65 FNMA POOL 4.00 12/01/2040 281,364 210,095 281,836 3.99 FNMA POOL 4.00 12/01/2040 366,628 273,761 367,243 3.99 FNMA POOL 4.00 10/01/2030 89,153,029 68,219,871 91,215,072 3.91 FNMA POOL 4.00 11/01/2030 163,181,925 124,739,238 166,956,203 3.91 FNMA POOL 3.00 12/01/2040 154,027 154,027 158,700 2.91 FNMA POOL 4.50 04/01/2031 37,491,969 28,535,563 39,236,605 4.30 FNMA POOL 4.50 06/01/2031 110,630,905 84,561,220 115,694,605 4.30 FNMA POOL 4.50 08/01/2031 89,376,000 69,263,733 93,499,165 4.30 FNMA TBA JUL 30YR SINGLE FAM 4.00 12/01/2099 558,835,200 415,985,666 558,835,200 4.00 GE CAPITAL COMMERCIAL MORTGAGE 0.76 03/10/2040 221,918,960 1,910,725 3,082,077 7.45 GE CAPITAL COMMERCIAL MORTGAGE 0.25 07/10/2039 197,106,044 896,194 1,790,492 6.84 GE CAPITAL COMMERCIAL MORTGAGE 1.62 12/10/2037 112,578,132 2,309,735 1,923,848 3.58 GENERAL NATL MTG ASSN 5.00 04/20/2033 26,697,600 18,714,329 28,962,395 4.61 GMAC COMMERCIAL MORTGAGE SECUR 0.90 04/10/2040 177,579,141 1,590,725 2,637,512 15.49 GNMA II POOL 9.00 11/20/2016 157,769 122,122 182,866 7.76 GNMA II POOL 5.00 06/20/2039 648,365 644,729 696,317 4.66 GNMA II POOL 4.00 02/20/2041 2,496,071 2,471,607 2,532,082 3.94 GNMA II POOL 3.00 12/20/2040 578,583 562,307 557,067 3.12 GNMA II POOL 3.50 02/20/2041 517,857 501,214 498,599 3.64 GNMA II POOL 3.00 01/20/2041 900,030 869,876 831,965 3.25 GNMA II POOL 3.00 01/20/2041 595,089 573,710 550,086 3.25 GNMA II POOL 3.00 01/20/2041 446,599 409,926 412,825 3.25 GNMA II POOL 8.75 12/20/2016 4,303 3,312 4,362 8.63 GNMA II POOL 8.75 03/20/2017 15,052 11,599 17,085 7.71 GNMA II POOL 8.75 04/20/2017 3,966 3,058 4,015 8.64 GNMA II POOL 8.75 08/20/2017 5,287 4,082 6,001 7.71 GNMA II POOL 2.38 01/20/2028 7,154 7,258 7,403 2.30 GNMA II POOL 2.38 02/20/2028 5,810 5,894 6,013 2.30 GNMA II POOL 2.25 03/20/2028 8,484 8,598 8,770 2.18 GNMA II POOL 2.38 03/20/2028 19,164 19,442 19,831 2.30 GNMA II POOL 2.38 03/20/2028 4,415 4,479 4,568 2.30 GNMA II POOL 3.38 04/20/2028 9,998 10,160 10,424 3.24 GNMA II POOL 3.38 05/20/2028 9,677 9,814 10,089 3.24 GNMA II POOL 3.38 05/20/2028 23,554 23,941 24,558 3.24 GNMA II POOL 3.38 06/20/2028 14,788 14,957 15,418 3.24 GNMA II POOL 3.38 06/20/2028 13,442 13,622 14,015 3.24 GNMA II POOL 3.38 06/20/2028 19,225 19,537 20,043 3.24 GNMA II POOL 2.63 08/20/2028 19,518 19,822 20,237 2.53 GNMA II POOL 2.63 08/20/2029 7,326 7,424 7,596 2.53 GNMA II POOL 2.63 09/20/2029 14,079 14,184 14,598 2.53 GNMA II POOL 1.88 12/20/2031 140,104 140,106 144,239 1.82 GNMA II POOL 3.00 06/20/2034 247,960 247,135 256,857 2.90 GNMA II POOL 2.63 07/20/2035 166,911 165,832 173,060 2.53 GNMA II POOL 2.25 12/20/2035 107,651 107,553 111,119 2.18 GNMA II POOL 1.75 03/20/2036 159,718 158,870 164,145 1.70 GNMA II POOL 3.00 08/20/2036 57,976 57,878 60,250 2.89 GNMA POOL 8.20 08/15/2012 10,226 7,595 10,507 7.98 GNMA POOL 8.20 05/15/2013 25,789 19,222 26,793 7.89 GNMA POOL 6.50 09/15/2027 775 595 885 5.69 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield GNMA POOL 6.50 10/15/2023 35,513 27,192 40,728 5.67 GNMA POOL 6.50 12/15/2023 14,088 10,789 16,156 5.67 GNMA POOL 6.50 04/15/2026 3,042 2,327 3,474 5.69 GNMA POOL 6.50 03/15/2026 3,798 2,905 4,337 5.69 GNMA POOL 6.50 02/15/2026 169 130 193 5.69 GNMA POOL 6.50 04/15/2026 1,446 1,106 1,652 5.69 GNMA POOL 6.50 04/15/2026 460 352 525 5.69 GNMA POOL 6.50 07/15/2026 5,182 3,965 5,919 5.69 GNMA POOL 5.50 12/15/2033 29,889 22,435 33,120 4.96 GNMA POOL 5.50 04/15/2033 369,449 277,277 409,387 4.96 GNMA POOL 5.50 12/15/2032 125,590 94,251 139,139 4.96 GNMA POOL 5.50 04/15/2033 15,426 11,578 17,094 4.96 GNMA POOL 5.50 06/15/2033 238,513 179,013 264,296 4.96 GNMA POOL 5.50 06/15/2033 93,251 69,988 103,332 4.96 GNMA POOL 5.50 12/15/2033 221,543 166,291 245,493 4.96 GNMA POOL 5.50 01/15/2034 33,977 25,503 37,650 4.96 GNMA POOL 5.50 08/15/2033 50,006 37,532 55,411 4.96 GNMA POOL 5.50 05/15/2033 13,345 10,016 14,787 4.96 GNMA POOL 5.50 10/15/2034 5,664 4,252 6,272 4.97 GNMA POOL 5.50 10/15/2033 22,117 16,601 24,508 4.96 GNMA POOL 5.50 10/15/2033 43,491 32,644 48,193 4.96 GNMA POOL 5.50 11/15/2034 36,886 27,691 40,850 4.97 GNMA POOL 9.50 05/15/2022 651,879 703,195 772,198 8.02 GREENWICH CAPITAL COMMERCIAL F 0.31 03/10/2039 354,577,417 2,962,762 4,391,264 9.43 GS MORTGAGE SECURITIES CORPORA 0.84 01/10/2040 117,722,976 1,507,109 1,067,312 5.72 GS MORTGAGE SECURITIES CORPORA 0.65 11/10/2039 178,692,406 2,695,257 4,342,225 5.13 GS MORTGAGE SECURITIES TRUST 5.99 08/10/2045 1,200,000 1,214,832 1,290,369 5.57 GSR MORTGAGE LOAN TRUST 2.85 06/25/2034 912,419 889,135 345,699 7.52 GSR MORTGAGE LOAN TRUST 2.86 08/25/2046 2,789,480 2,792,544 1,551,244 5.14 GSR MORTGAGE LOAN TRUST 4.90 09/25/2034 2,397,754 1,768,530 2,366,868 4.96 GSR MORTGAGE LOAN TRUST 2.79 09/25/2035 288,083 260,059 273,803 2.94 GSR MORTGAGE LOAN TRUST 1.90 05/25/2034 658,951 659,451 502,105 2.49 HARBORVIEW MORTGAGE LOAN TRUST 2.73 04/19/2034 654,726 662,090 637,747 2.80 HARBORVIEW MORTGAGE LOAN TRUST 0.39 01/25/2047 2,466,776 2,466,776 485,375 1.96 HARBORVIEW MORTGAGE LOAN TRUST 1.19 11/25/2047 2,681,221 2,674,797 1,845,206 1.72 HARBORVIEW MORTGAGE LOAN TRUST 0.57 01/19/2035 3,206,425 3,206,425 1,655,827 1.10 HARBORVIEW MORTGAGE LOAN TRUST 0.59 12/19/2034 2,623,370 2,623,370 1,464,436 1.05 HARBORVIEW MORTGAGE LOAN TRUST 0.59 11/19/2034 413,837 413,837 248,145 0.98 HARBORVIEW MORTGAGE LOAN TRUST 0.46 03/19/2035 842,946 842,946 576,549 0.67 HARBORVIEW MORTGAGE LOAN TRUST 0.37 11/19/2036 1,536,904 1,509,610 994,143 0.57 HOMEBANC MORTGAGE TRUST 0.56 12/25/2034 1,384,469 1,384,511 1,158,577 0.66 IMMEO RESIDENTIAL FINANCE PLC 1.63 12/15/2016 5,441,296 7,841,165 7,365,390 1.20 IMPAC CMB TRUST 0.83 04/25/2035 849,099 850,008 348,479 2.02 IMPAC CMB TRUST 0.79 03/25/2035 280,606 281,832 236,277 0.93 IMPAC SECURED ASSETS CORP. 0.30 05/25/2037 2,417,821 2,417,821 1,121,581 0.64 IMPAC SECURED ASSETS CORP. 0.30 02/25/2037 1,891,949 1,891,949 1,388,891 0.40 INDYMAC INDA MORTGAGE LOAN TRU 5.84 11/25/2037 1,659,237 1,658,442 1,334,411 7.26 INDYMAC INDX MORTGAGE LOAN TRU 2.94 06/25/2036 4,658,383 4,662,544 2,422,047 5.65 INDYMAC INDX MORTGAGE LOAN TRU 2.62 08/25/2035 1,399,796 1,401,197 804,366 4.55 INDYMAC INDX MORTGAGE LOAN TRU 0.58 12/25/2034 298,227 298,227 179,770 0.96 INDYMAC INDX MORTGAGE LOAN TRU 0.43 04/25/2035 1,716,309 1,612,278 1,164,146 0.63 JP MORGAN CHASE COMMERCIAL MOR 0.35 01/15/2042 308,972,643 2,515,517 3,256,324 12.77 JP MORGAN CHASE COMMERCIAL MOR 6.07 04/15/2045 32,928,000 24,696,118 36,647,187 5.45 JP MORGAN CHASE COMMERCIAL MOR 5.88 02/15/2051 70,560,000 52,298,002 77,115,803 5.38 JP MORGAN CHASE COMMERCIAL MOR 5.44 06/12/2047 274,891,936 195,180,101 295,478,211 5.06 JP MORGAN CHASE COMMERCIAL MOR 5.42 01/15/2049 18,816,000 13,102,188 20,331,229 5.02 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield JP MORGAN CHASE COMMERCIAL MOR 5.34 05/15/2047 1,085,000 1,062,552 1,156,473 5.01 JP MORGAN CHASE COMMERCIAL MOR 5.43 12/12/2043 1,700,000 1,674,642 1,849,798 4.99 JP MORGAN CHASE COMMERCIAL MOR 1.40 10/12/2037 30,209,893 721,746 552,778 4.51 JP MORGAN CHASE COMMERCIAL MOR 0.94 11/15/2035 109,863,895 1,281,829 339,216 0.39 JP MORGAN CHASE COMMERCIAL MOR 1.17 10/12/2035 25,783,365 457,920 159,792 0.00 JP MORGAN MORTGAGE TRUST 5.65 04/25/2036 858,671 856,730 838,576 5.78 JP MORGAN MORTGAGE TRUST 2.77 07/25/2035 308,554 269,946 260,083 3.29 JP MORGAN MORTGAGE TRUST 2.78 06/25/2036 1,459,122 1,460,245 1,304,019 3.11 JP MORGAN MORTGAGE TRUST 2.96 11/25/2033 68,035 66,844 66,727 3.02 L.A. ARENA FUNDING, LLC 7.66 12/15/2026 34,003,142 22,644,633 35,929,873 7.25 LB UBS COMMERCIAL MORTGAGE TRU 1.25 02/15/2037 101,518,760 1,764,003 1,777,989 0.00 LB UBS COMMERCIAL MORTGAGE TRU 1.47 07/15/2035 85,366,515 1,747,892 700,543 0.00 LB UBS COMMERCIAL MORTGAGE TRU 1.27 03/15/2036 169,737,147 2,615,492 4,495,420 15.35 LB UBS COMMERCIAL MORTGAGE TRU 0.28 02/15/2040 53,958,560 232,943 480,474 14.82 LB UBS COMMERCIAL MORTGAGE TRU 0.41 08/15/2036 253,965,494 1,949,601 4,026,013 10.42 LB UBS COMMERCIAL MORTGAGE TRU 1.62 10/15/2035 35,609,808 858,475 535,158 10.34 LB UBS COMMERCIAL MORTGAGE TRU 0.26 09/15/2039 317,243,593 2,200,285 5,836,013 9.25 LB UBS COMMERCIAL MORTGAGE TRU 0.91 11/15/2038 106,984,265 1,811,535 2,689,670 7.36 LB UBS COMMERCIAL MORTGAGE TRU 5.86 07/15/2040 65,856,000 48,806,265 71,424,734 5.40 LB UBS COMMERCIAL MORTGAGE TRU 0.70 02/15/2040 67,649,387 823,561 1,360,422 4.15 LB UBS COMMERCIAL MORTGAGE TRU 0.40 11/15/2038 104,433,073 696,206 1,602,024 3.31 LEHMAN XS TRUST 0.32 03/25/2047 2,802,614 2,802,426 1,942,971 0.46 LUMINENT MORTGAGE TRUST 0.38 07/25/2036 2,474,094 2,420,353 1,304,929 0.71 MASTR ADJUSTABLE RATE MORTGAGE 2.65 03/25/2035 800,789 800,789 524,369 4.04 MASTR ADJUSTABLE RATE MORTGAGE 2.50 11/25/2034 256,872 260,437 212,871 3.02 MASTR ALTERNATIVE LOANS TRUST 6.50 05/25/2033 320,828 260,343 335,018 6.22 MASTR REPERFORMING LOAN TRUST 0.54 05/25/2035 2,387,537 2,387,537 1,953,669 0.65 MELLON RESIDENTIAL FUNDING COR 0.62 08/15/2032 3,693,795 3,451,482 3,438,244 0.66 MERRILL LYNCH MORTGAGE INVESTO 2.68 07/25/2035 1,120,558 1,120,410 719,410 4.18 MERRILL LYNCH MORTGAGE INVESTO 2.62 02/25/2035 5,500,000 5,449,023 4,826,839 2.99 MERRILL LYNCH MORTGAGE INVESTO 2.55 02/25/2034 703,225 691,209 670,609 2.67 MERRILL LYNCH MORTGAGE TRUST 5.86 05/12/2039 47,040,000 34,947,962 51,745,912 5.33 MERRILL LYNCH MORTGAGE TRUST 5.39 11/12/2037 4,053,000 4,019,753 4,425,636 4.94 MERRILL LYNCH/COUNTRYWIDE COMM 0.71 08/12/2048 216,838,869 2,972,910 4,578,444 0.00 MERRILL LYNCH/COUNTRYWIDE COMM 0.26 07/12/2046 408,945,408 2,450,243 5,135,864 0.00 MERRILL LYNCH/COUNTRYWIDE COMM 0.26 12/12/2049 370,833,287 1,653,503 4,954,407 18.37 MERRILL LYNCH/COUNTRYWIDE COMM 5.17 12/12/2049 9,917,000 9,664,737 10,615,271 15.35 MERRILL LYNCH/COUNTRYWIDE COMM 6.16 08/12/2049 40,739,462 29,437,149 44,080,525 5.70 MERRILL LYNCH/COUNTRYWIDE COMM 5.90 06/12/2046 67,375,392 50,702,341 74,118,663 5.36 MERRILL LYNCH/COUNTRYWIDE COMM 5.70 09/12/2049 2,412,000 2,418,970 2,599,113 5.29 MERRILL LYNCH/COUNTRYWIDE COMM 5.38 08/12/2048 139,163,136 102,643,003 147,076,717 5.09 MERRILL LYNCH/COUNTRYWIDE COMM 5.41 07/12/2046 168,124,800 117,607,354 181,106,677 5.03 MORGAN STANLEY CAPITAL I 1.37 06/15/2044 98,784,000 5,102,088 7,262,168 18.65 MORGAN STANLEY CAPITAL I 5.57 12/15/2044 1,700,000 1,708,416 1,789,567 5.29 MORGAN STANLEY CAPITAL I 5.33 11/12/2041 47,040,000 34,874,376 50,482,724 4.96 MORGAN STANLEY MORTGAGE LOAN T 3.00 08/25/2034 670,407 664,184 156,964 12.83 MORGAN STANLEY MORTGAGE LOAN T 2.90 09/25/2034 561,385 560,899 141,127 11.54 MORGAN STANLEY MORTGAGE LOAN T 4.32 06/25/2037 1,307,796 1,296,670 565,047 10.00 MORGAN STANLEY MORTGAGE LOAN T 5.14 11/25/2037 4,008,030 4,023,702 2,456,630 8.39 MORGAN STANLEY MORTGAGE LOAN T 6.00 08/25/2037 18,201 18,304 18,087 6.04 MORGAN STANLEY MORTGAGE LOAN T 2.61 07/25/2035 1,712,350 1,691,601 1,222,467 3.65 MORGAN STANLEY MORTGAGE LOAN T 1.60 10/25/2034 364,015 367,700 305,840 1.90 NCUA GUARANTEED NOTES 2.65 10/29/2020 12,770,577 12,746,880 12,742,090 2.66 NCUA GUARANTEED NOTES 1.60 10/29/2020 6,413,680 6,407,696 6,400,716 1.60 NEW YORK MORTGAGE TRUST 0.52 08/25/2035 1,498,396 1,501,770 1,318,408 0.59 NEWGATE FUNDING PLC 0.99 12/01/2050 1,000,000 1,237,415 1,152,998 0.86 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield NOMURA ASSET ACCEPTANCE CORPOR 6.00 03/25/2047 1,629,869 1,629,821 849,974 11.50 OPERA FINANCE (CMH) PLC 1.52 01/15/2015 2,900,000 4,203,337 3,274,471 1.34 PARAGON MORTGAGES PLC 1.18 05/15/2041 1,159,378 1,481,925 1,606,837 0.85 POWDERHOUND 1.00 03/31/2028 192,000,000 136,000,000 141,176,546 1.36 PRUDENTIAL SECURITIES SECURED 7.03 04/15/2013 14,817,600 8,278,923 15,556,502 6.69 RESI FINANCE LIMITED PARTNERSH 1.59 09/10/2035 5,015,472 1,188,775 3,741,727 2.13 RESIDENTIAL ACCREDIT LOANS, IN 6.00 06/25/2036 3,319,043 3,326,450 2,246,199 8.87 RESIDENTIAL ACCREDIT LOANS, IN 5.50 08/25/2035 746,274 742,759 672,231 6.11 RESIDENTIAL ACCREDIT LOANS, IN 1.78 08/25/2035 1,726,676 1,724,350 1,147,536 2.68 RESIDENTIAL ASSET MORTGAGE PRO 7.50 05/25/2032 814,726 842,789 801,567 7.62 RMAC SECURITIES PLC 0.99 06/12/2044 400,000 496,138 517,304 0.77 SAIL NET INTEREST MARGIN NOTES 7.35 11/27/2033 85,559 5,496 1 0.00 SALOMON BROTHERS MORTGAGE SECU 2.88 09/25/2032 724,496 542,588 698,184 2.99 SEQUOIA MORTGAGE TRUST 0.91 11/22/2024 39,120 39,095 31,412 1.13 SEQUOIA MORTGAGE TRUST 0.83 01/20/2034 314,058 314,097 270,178 0.96 SEQUOIA MORTGAGE TRUST 0.46 01/20/2035 693,243 693,755 553,930 0.57 STRUCTURED ADJUSTABLE RATE MOR 1.09 08/25/2035 1,010,235 1,016,558 32,847 0.00 STRUCTURED ADJUSTABLE RATE MOR 5.22 10/25/2047 3,925,197 3,931,243 2,499,412 8.19 STRUCTURED ADJUSTABLE RATE MOR 2.62 04/25/2035 1,122,390 1,116,507 798,512 3.68 STRUCTURED ADJUSTABLE RATE MOR 2.65 01/25/2035 591,876 600,213 442,689 3.54 STRUCTURED ADJUSTABLE RATE MOR 2.58 07/25/2035 1,657,674 1,616,162 1,218,779 3.51 STRUCTURED ADJUSTABLE RATE MOR 2.59 04/25/2034 1,174,936 1,151,072 1,025,266 2.97 STRUCTURED ADJUSTABLE RATE MOR 2.60 03/25/2035 1,875,085 1,890,158 1,643,437 2.96 STRUCTURED ADJUSTABLE RATE MOR 0.53 08/25/2035 637,102 637,102 507,635 0.66 STRUCTURED ADJUSTABLE RATE MOR 0.49 10/25/2035 780,885 780,885 597,970 0.63 STRUCTURED ADJUSTABLE RATE MOR 0.69 10/25/2034 3,437,361 3,431,500 1,608,094 0.00 STRUCTURED ASSET MORTGAGE INVE 0.50 12/25/2035 393,498 393,850 227,029 0.86 STRUCTURED ASSET MORTGAGE INVE 0.42 02/25/2036 1,815,639 1,772,930 953,951 0.79 STRUCTURED ASSET MORTGAGE INVE 0.40 08/25/2036 3,335,680 3,274,263 2,050,899 0.64 STRUCTURED ASSET MORTGAGE INVE 0.39 09/25/2047 487,418 486,255 467,913 0.40 STRUCTURED ASSET SECURITIES CO 2.81 11/25/2032 738,215 553,897 590,891 3.51 STRUCTURED ASSET SECURITIES CO 2.31 01/25/2032 25,120 18,496 21,496 2.70 STRUCTURED ASSET SECURITIES CO 2.56 06/25/2033 1,640,139 1,648,892 1,557,238 2.70 STRUCTURED ASSET SECURITIES CO 2.29 04/25/2032 228,278 171,082 209,565 2.50 STRUCTURED ASSET SECURITIES CO 0.34 05/25/2036 750,000 704,229 510,199 0.49 THORNBURG MORTGAGE SECURITIES 6.13 09/25/2037 1,479,389 1,481,203 1,291,828 7.02 VENDEE MORTGAGE TRUST 6.50 10/15/2029 13,828,234 10,373,042 15,823,995 5.68 WACHOVIA BANK COMMERCIAL MORTG 0.67 12/15/2043 115,923,039 1,462,529 2,325,694 12.54 WACHOVIA BANK COMMERCIAL MORTG 0.54 11/15/2035 164,984,795 922,874 1,270,383 5.00 WAMU COMMERCIAL MORTGAGE SECUR 0.85 12/27/2049 91,101,112 2,561,033 2,926,678 0.00 WAMU COMMERCIAL MORTGAGE SECUR 0.95 11/23/2043 42,063,721 1,331,470 1,145,715 0.00 WAMU MORTGAGE PASS THROUGH CER 3.41 12/25/2036 2,169,882 2,162,868 239,084 0.00 WAMU MORTGAGE PASS THROUGH CER 2.66 08/25/2033 1,415,947 1,397,805 1,376,612 8.61 WAMU MORTGAGE PASS THROUGH CER 5.33 03/25/2037 3,785,931 3,795,614 2,490,829 8.10 WAMU MORTGAGE PASS THROUGH CER 5.27 06/25/2037 6,392,667 6,392,593 4,617,347 7.30 WAMU MORTGAGE PASS THROUGH CER 5.24 04/25/2037 7,124,046 7,131,465 5,153,535 7.24 WAMU MORTGAGE PASS THROUGH CER 5.57 08/25/2046 1,021,246 1,018,373 822,458 6.91 WAMU MORTGAGE PASS THROUGH CER 6.10 10/25/2036 981,126 982,576 959,216 6.24 WAMU MORTGAGE PASS THROUGH CER 5.96 08/25/2046 1,000,448 999,360 963,115 6.19 WAMU MORTGAGE PASS THROUGH CER 5.88 08/25/2036 1,600,015 1,597,263 1,524,714 6.17 WAMU MORTGAGE PASS THROUGH CER 5.39 11/25/2036 1,452,492 1,446,592 1,276,894 6.13 WAMU MORTGAGE PASS THROUGH CER 3.01 07/25/2037 1,572,508 1,571,864 1,014,568 4.66 WAMU MORTGAGE PASS THROUGH CER 3.41 12/25/2036 3,254,823 3,238,961 2,438,552 4.55 WAMU MORTGAGE PASS THROUGH CER 2.95 09/25/2046 3,263,314 3,263,314 2,509,609 3.84 WAMU MORTGAGE PASS THROUGH CER 2.67 02/25/2037 4,290,436 4,287,381 3,275,654 3.50 WAMU MORTGAGE PASS THROUGH CER 2.71 09/25/2033 2,915,275 2,727,736 2,788,373 2.84 CalPERS 2010-2011 Annual Investment Report Mortgage-Backed Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield WAMU MORTGAGE PASS THROUGH CER 2.61 01/25/2033 374,193 371,715 349,328 2.79 WAMU MORTGAGE PASS THROUGH CER 2.66 12/25/2035 893,198 891,550 857,282 2.78 WAMU MORTGAGE PASS THROUGH CER 2.58 01/25/2035 2,379,535 2,344,500 2,285,101 2.68 WAMU MORTGAGE PASS THROUGH CER 1.48 11/25/2042 29,396 28,103 25,192 1.72 WAMU MORTGAGE PASS THROUGH CER 0.63 11/25/2034 1,357,254 1,357,254 876,357 0.97 WAMU MORTGAGE PASS THROUGH CER 0.59 08/25/2045 1,231,618 1,233,869 912,081 0.79 WAMU MORTGAGE PASS THROUGH CER 0.63 07/25/2044 1,079,118 1,068,246 856,901 0.79 WAMU MORTGAGE PASS THROUGH CER 0.55 01/25/2045 2,509,816 2,509,816 1,741,207 0.79 WAMU MORTGAGE PASS THROUGH CER 0.55 10/25/2045 1,284,456 1,285,806 945,681 0.74 WAMU MORTGAGE PASS THROUGH CER 0.58 10/25/2044 359,964 359,964 289,687 0.72 WAMU MORTGAGE PASS THROUGH CER 0.51 08/25/2045 1,321,191 1,322,966 1,077,924 0.62 WAMU MORTGAGE PASS THROUGH CER 0.51 07/25/2045 545,219 545,219 447,616 0.62 WAMU MORTGAGE PASS THROUGH CER 0.46 07/25/2045 121,705 121,705 97,826 0.57 WARREN BUSINESS CENTER 7.26 05/10/2014 9,388,793 6,817,001 10,170,222 6.70 WASHINGTON MUTUAL MORTGAGE PAS 5.00 04/25/2037 3,166,452 3,173,264 1,643,648 9.64 WASHINGTON MUTUAL MORTGAGE PAS 1.27 06/25/2046 1,478,298 1,449,572 689,155 2.72 WASHINGTON MUTUAL MORTGAGE PAS 1.24 08/25/2046 2,524,245 2,490,691 1,385,755 2.26 WASHINGTON MUTUAL MORTGAGE PAS 0.45 12/25/2035 2,448,542 2,448,542 1,565,644 0.70 WELLS FARGO MORTGAGE BACKED SE 5.42 10/25/2036 854,165 849,615 675,691 6.85 WELLS FARGO MORTGAGE BACKED SE 5.40 03/25/2036 1,038,861 1,038,837 1,042,693 5.38 WELLS FARGO MORTGAGE BACKED SE 5.06 03/25/2036 866,569 784,723 854,964 5.13 WELLS FARGO MORTGAGE BACKED SE 4.69 12/25/2033 19,013 18,358 19,300 4.62 Grand Total $ 8,142,178,815 $ 11,175,257,882 CalPERS 2010-2011 Annual Investment Report International Debt Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield ABBEY NATL TREAURY SERV 3.63 10/14/2016 6,400,000 $ 9,443,768 $ 9,123,081 2.54 AMER INTL GRP 4.00 09/20/2011 200,000 290,289 290,320 2.76 AMERICAN INTL GROUP 4.88 03/15/2067 2,200,000 2,879,962 2,575,657 4.16 AUSTRALIAN GOVERNMENT 6.00 02/15/2017 18,000,000 16,696,771 20,267,093 5.33 AUSTRALIAN GOVERNMENT 4.50 04/15/2020 38,800,000 34,794,730 39,519,626 4.42 BANK OF SCOTLAND PLC 4.50 10/23/2013 200,000 255,118 299,786 3.00 BARCLAYS BANK PLC 6.00 01/23/2018 2,900,000 4,567,552 4,160,851 4.18 BARCLAYS BANK PLC 5.75 08/17/2021 1,400,000 2,179,464 2,249,474 3.58 BARCLAYS BANK PLC 4.00 10/07/2019 2,400,000 4,285,645 3,496,517 2.75 BARCLAYS BANK PLC/PREF SHS 4.88 12/29/2049 1,560,000 1,961,652 1,877,264 4.05 BELGIUM KINGDOM 5.50 03/28/2028 9,738,000 14,299,195 15,625,087 3.43 BELGIUM KINGDOM 4.00 03/28/2019 10,860,000 15,876,190 15,918,559 2.73 BONOS Y OBLIG DEL ESTADO 5.50 04/30/2021 18,450,000 26,031,223 26,883,998 3.77 BONOS Y OBLIG DEL ESTADO 4.00 04/30/2020 6,725,000 8,694,760 8,916,589 3.02 BONOS Y OBLIG DEL ESTADO 3.25 04/30/2016 2,510,000 3,357,527 3,415,461 2.39 BUNDESOBLIGATION 3.50 04/12/2013 5,600,000 7,673,019 8,390,578 2.34 BUNDESOBLIGATION I/L 0.75 04/15/2018 13,283,270 19,036,720 19,222,144 0.52 BUNDESREPUB. DEUTSCHLAND 6.50 07/04/2027 7,700,000 14,960,017 15,099,313 3.31 BUNDESREPUB. DEUTSCHLAND 5.63 01/04/2028 10,100,000 18,067,910 18,211,943 3.12 BUNDESREPUB. DEUTSCHLAND 5.50 01/04/2031 16,773,000 28,735,215 30,202,377 3.05 BUNDESREPUB. DEUTSCHLAND 4.75 07/04/2028 37,070,000 58,711,069 61,013,423 2.89 BUNDESREPUB. DEUTSCHLAND 4.75 07/04/2028 6,100,000 9,980,273 10,039,975 2.89 BUNDESREPUB. DEUTSCHLAND 4.75 07/04/2034 21,070,000 33,773,560 34,980,879 2.86 BUNDESREPUB. DEUTSCHLAND 4.75 07/04/2034 6,000,000 9,541,891 9,961,333 2.86 BUNDESREPUB. DEUTSCHLAND 4.25 07/04/2039 13,619,000 20,324,887 21,335,006 2.71 BUNDESREPUB. DEUTSCHLAND 4.25 07/04/2017 200,000 290,340 317,894 2.67 BUNDESREPUB. DEUTSCHLAND 4.00 07/04/2016 2,000,000 2,989,869 3,126,164 2.56 BUNDESREPUB. DEUTSCHLAND 4.00 01/04/2018 4,000,000 5,752,527 6,282,660 2.55 BUNDESREPUB. DEUTSCHLAND 3.75 01/04/2019 15,000,000 22,023,172 23,223,536 2.42 BUNDESREPUB. DEUTSCHLAND 3.75 01/04/2017 17,480,000 24,754,778 27,069,243 2.42 BUNDESREPUB. DEUTSCHLAND 3.50 07/04/2019 80,950,000 110,822,121 123,198,331 2.30 BUNDESREPUB. DEUTSCHLAND 3.50 01/04/2016 15,298,000 22,106,541 23,404,114 2.29 BUNDESREPUB. DEUTSCHLAND 3.25 07/04/2021 37,000,000 54,533,721 54,655,610 2.20 BUNDESREPUB. DEUTSCHLAND 3.25 07/04/2015 18,700,000 26,858,914 28,313,246 2.15 BUNDESREPUB. DEUTSCHLAND 3.00 07/04/2020 8,165,000 11,855,474 11,912,478 2.06 BUNDESREPUB. DEUTSCHLAND 2.50 01/04/2021 20,000,000 26,433,110 27,895,965 1.79 BUONI POLIENNALI DEL TES 5.00 08/01/2034 15,000,000 19,907,395 20,229,743 3.71 BUONI POLIENNALI DEL TES 5.25 11/01/2029 5,287,000 7,180,989 7,584,865 3.66 BUONI POLIENNALI DEL TES 4.50 02/01/2020 26,950,000 35,735,553 38,897,600 3.12 BUONI POLIENNALI DEL TES 4.25 08/01/2013 15,400,000 22,929,758 22,815,534 2.87 BUONI POLIENNALI DEL TES 3.75 03/01/2021 12,797,000 17,211,540 17,179,258 2.79 BUONI POLIENNALI DEL TES 4.00 02/01/2017 20,000,000 26,518,468 28,884,182 2.77 BUONI POLIENNALI DEL TES 3.00 06/15/2015 20,317,000 27,529,318 28,512,499 2.14 BUONI POLIENNALI DEL TES 2.60 09/15/2023 49,395,150 66,402,793 69,166,258 1.86 BUONI POLIENNALI DEL TES 2.35 09/15/2019 15,964,650 21,820,812 22,607,022 1.66 BUONI POLIENNALI DEL TES 2.10 09/15/2017 11,732,910 16,094,976 16,628,201 1.48 CANADA GOV T REAL RETURN 4.25 12/01/2021 30,279,270 41,845,512 42,231,911 3.05 CANADA GOVT REAL RETURN 2.00 12/01/2041 31,234,160 40,048,742 40,470,099 1.54 CANADA HOUSING TRUST 3.80 06/15/2021 6,300,000 6,628,219 6,704,529 3.57 CANADA T BILL 0.01 09/01/2011 12,625,000 12,875,452 13,060,615 0.01 CANADIAN GOVERNMENT 4.25 06/01/2018 32,100,000 32,662,720 36,495,415 3.74 CANADIAN GOVERNMENT 3.75 06/01/2019 26,480,000 26,648,516 29,124,982 3.41 CANADIAN GOVERNMENT 3.75 06/01/2019 11,600,000 11,584,455 12,758,678 3.41 CANADIAN GOVERNMENT 3.50 06/01/2013 11,005,000 11,681,334 11,814,154 3.26 CANADIAN GOVERNMENT 3.50 06/01/2020 9,900,000 10,582,332 10,641,859 3.26 CalPERS 2010-2011 Annual Investment Report International Debt Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield CANADIAN GOVERNMENT 3.50 06/01/2020 21,091,000 22,274,120 22,671,459 3.26 CANADIAN GOVERNMENT 2.00 12/01/2014 7,000,000 6,591,150 7,258,647 1.93 CITIGROUP INC 2.40 10/31/2025 100,000,000 829,588 1,173,318 2.85 CITIGROUP INC 6.40 03/27/2013 1,000,000 1,412,899 1,525,604 4.20 CITIGROUP INC 0.92 08/10/2011 1,000,000 1,516,979 1,603,622 0.57 DEUTSCHE BANK AG 5.13 08/31/2017 2,400,000 3,807,694 3,734,563 3.29 DEUTSCHLAND I/L BOND 1.75 04/15/2020 47,398,050 72,843,513 73,772,311 1.12 DEUTSCHLAND I/L BOND 1.50 04/15/2016 10,056,780 15,052,691 15,164,045 0.99 DNB NOR BOLIGKREDITT 3.38 01/20/2017 3,400,000 4,917,905 4,950,609 2.32 DR REDDY LABORATORIES 9.25 03/24/2014 59,250 112 1,304 0.00 DR REDDY LABORATORIES 9.25 03/24/2014 464,730 878 10,230 0.00 EUROPEAN INVESTMENT BANK 6.00 08/14/2013 4,630,000 3,746,261 5,038,442 5.51 FADE 5.00 06/17/2015 1,500,000 2,021,488 2,188,496 3.43 FINNISH GOVERNMENT 3.88 09/15/2017 2,760,000 3,990,859 4,228,713 2.53 FINNISH GOVERNMENT 3.38 04/15/2020 6,000,000 8,869,237 8,784,171 2.31 FORTIS BANK NED HOLDING 3.38 05/19/2014 2,107,000 2,929,168 3,143,022 2.26 FRANCE (GOVT OF) 5.00 10/25/2011 16,850,000 23,796,478 24,706,014 3.41 FRANCE (GOVT OF) 5.00 10/25/2016 500,000 729,143 804,376 3.11 FRANCE (GOVT OF) 5.00 10/25/2016 2,856,000 4,518,738 4,594,597 3.11 FRANCE (GOVT OF) 4.75 04/25/2035 7,000,000 10,590,691 11,040,020 3.01 FRANCE (GOVT OF) 4.50 04/25/2041 4,000,000 5,967,669 6,090,526 2.96 FRANCE (GOVT OF) 4.00 04/25/2018 21,400,000 32,057,938 32,855,797 2.61 FRANCE (GOVT OF) 3.75 04/25/2021 6,185,000 9,069,888 9,216,607 2.52 FRANCE (GOVT OF) 3.50 04/25/2020 26,600,000 38,211,467 39,115,934 2.38 FRANCE (GOVT OF) 3.50 04/25/2015 22,850,000 31,241,309 34,500,592 2.32 FRANCE (GOVT OF) 3.25 04/25/2016 10,000,000 13,597,358 14,889,949 2.18 FRANCE (GOVT OF) 1.30 07/25/2019 53,834,040 78,871,038 80,174,222 0.87 FRANCE (GOVT OF) 1.10 07/25/2022 44,325,375 61,542,039 62,664,900 0.78 FRENCH TREASURY NOTE 2.50 01/12/2014 10,244,445 14,381,397 15,072,721 1.70 FRENCH TREASURY NOTE 0.45 07/25/2016 29,555,350 41,872,676 42,383,721 0.31 GAZ CAPITAL SA 8.13 02/04/2015 3,650,000 5,185,919 5,987,840 4.95 GAZ CAPITAL SA 4.56 12/09/2012 2,000,000 2,515,787 2,964,941 3.08 IKB DEUTSCHE INDUSTRIEBK 9.50 04/11/2014 337 4,876 11,257 0.28 IKB DEUTSCHE INDUSTRIEBK 9.50 04/11/2014 591 8,550 19,742 0.28 INSTITUT CREDITO OFICIAL 4.38 03/31/2014 11,700,000 16,905,532 16,728,734 3.06 INSTITUT CREDITO OFICIAL 3.28 03/25/2014 7,300,000 10,318,016 10,445,778 2.29 INVESTEC BK AUSTRA 5.00 02/27/2014 14,300,000 9,072,746 15,150,661 4.72 JAPAN 16(30 YEAR ISSUE) 2.50 09/20/2034 1,500,000,000 17,952,948 20,370,858 0.00 JAPAN 48(20 YEAR ISSUE) 2.50 12/21/2020 4,244,350,000 56,993,912 59,297,133 1.02 JAPAN (2 YEAR ISSUE) 0.20 10/15/2011 1,500,000,000 16,585,943 18,573,198 16.15 JAPAN 112 (20 YR ISSUE) 2.10 06/20/2029 5,291,650,000 62,530,397 68,450,664 1.77 JAPAN 113 (20 YR ISSUE) 2.10 09/20/2029 1,485,000,000 18,169,556 19,153,871 1.80 JAPAN 19 (30 YEAR ISSUE) 2.30 06/20/2035 4,640,500,000 51,853,480 60,868,064 1.94 JAPAN 244(10 YEAR ISSUE) 1.00 12/20/2012 7,200,000,000 88,544,030 90,235,988 1.10 JAPAN 250(10 YEAR ISSUE) 0.50 06/20/2013 1,900,000,000 22,489,319 23,675,280 0.00 JAPAN 257(10 YEAR ISSUE) 1.30 12/20/2013 2,956,650,000 24,426,531 37,590,861 0.21 JAPAN 268(10 YEAR ISSUE) 1.50 03/20/2015 2,932,450,000 24,594,932 37,871,306 0.00 JAPAN 272(10 YEAR ISSUE) 1.40 09/20/2015 1,000,000,000 12,176,348 12,912,593 0.37 JAPAN 272(10 YEAR ISSUE) 1.40 09/20/2015 225,000,000 1,938,356 2,905,333 0.37 JAPAN 280(10 YEAR ISSUE) 1.90 06/20/2016 290,000,000 2,531,060 3,847,696 0.43 JAPAN 284(10 YEAR ISSUE) 1.70 12/20/2016 700,000,000 6,071,484 9,227,718 0.49 JAPAN 284(10 YEAR ISSUE) 1.70 12/20/2016 3,359,700,000 27,928,087 44,289,091 0.49 JAPAN 288(10 YEAR ISSUE) 1.70 09/20/2017 484,400,000 4,750,905 6,402,819 0.00 JAPAN 289(10 YEAR ISSUE) 1.50 12/20/2017 4,800,000,000 53,492,311 62,721,843 0.00 JAPAN 302 (10 YR ISSUE) 1.40 06/20/2019 5,130,000,000 57,810,967 66,244,905 0.83 CalPERS 2010-2011 Annual Investment Report International Debt Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield JAPAN 303 (10 YR ISSUE) 1.40 09/20/2019 1,399,500,000 16,923,335 17,960,198 0.92 JAPAN 78 (20 YEAR ISSUE) 1.90 06/20/2025 1,500,000,000 18,896,467 19,416,122 0.00 JAPAN GOVT CPI LINKED 1.20 06/10/2017 898,797,900 11,356,829 11,541,028 0.56 JAPAN TREASURY DISC BILL 0.01 07/25/2011 10,100,000,000 124,521,630 125,054,408 0.81 JAPAN TREASURY DISC BILL 0.00 07/11/2011 16,300,000,000 192,816,000 201,828,554 0.00 KFW BANKENGRUPPE 3.38 01/16/2012 6,500,000 8,224,181 9,517,005 2.31 KINGDOM OF DENMARK 7.00 11/10/2024 20,000,000 4,452,109 5,334,082 3.47 KINGDOM OF DENMARK 4.00 11/15/2015 44,080,000 7,445,659 9,133,743 19.30 KOMMUNINVEST I SVERIGE 2.75 08/12/2015 25,000,000 3,739,763 3,913,860 17.57 KREDITANSTALT FUR WIE 5.50 07/25/2016 11,000,000 8,972,165 11,634,853 5.20 MACQUARIE BANK LTD 5.00 02/25/2014 4,000,000 3,286,311 4,238,148 4.72 MERRILL LYNCH + CO 6.75 05/21/2013 1,000,000 1,427,000 1,538,646 4.39 MEX BONOS DESARR FIX RT 8.00 06/11/2020 395,932,000 34,483,453 36,137,856 6.94 MEX BONOS DESARR FIX RT 7.25 12/15/2016 42,795,000 3,695,597 3,805,262 6.32 MEX BONOS DESARR FIX RT 6.50 06/10/2021 153,300,000 12,592,002 12,564,184 0.00 MEXICO (UNITED MEXICAN STATES) 10.00 12/05/2024 115,000,000 11,419,754 12,085,341 7.28 MORGAN STANLEY 1.71 04/13/2016 4,000,000 4,896,998 5,417,906 1.26 NATIONAL AUSTRALIA BANK 5.90 01/21/2014 5,000,000 3,301,751 5,445,621 5.42 NATL AUSTRALIA BK 4.75 02/12/2014 3,000,000 1,980,815 3,171,622 4.49 NETHERLANDS GOVERNMENT 7.50 01/15/2023 2,236,000 4,328,757 4,474,418 3.75 NETHERLANDS GOVERNMENT 5.50 01/15/2028 8,600,000 12,641,664 15,131,891 3.13 NETHERLANDS GOVERNMENT 4.25 07/15/2013 12,780,000 18,313,847 19,435,142 2.79 NETHERLANDS GOVERNMENT 4.25 07/15/2013 13,100,000 18,924,829 19,921,781 2.79 NETHERLANDS GOVERNMENT 4.00 07/15/2019 2,900,000 4,017,849 4,464,068 2.60 NETHERLANDS GOVERNMENT 3.75 01/15/2023 15,000,000 21,060,928 22,304,477 2.52 NETHERLANDS GOVERNMENT 3.25 07/15/2021 18,100,000 24,512,492 26,034,953 2.26 NETHERLANDS GOVERNMENT 2.50 01/15/2012 25,500,000 35,286,232 37,185,582 1.71 NEW S WALES TREASURY CRP 5.50 03/01/2017 10,000,000 8,297,065 10,827,188 5.08 NEW S WALES TREASURY CRP 5.50 08/01/2014 9,100,000 7,058,040 9,878,997 5.07 NEW S WALES TREASURY CRP 5.50 08/01/2014 8,800,000 7,521,719 9,554,022 5.07 NEW ZEALAND GOVERNMENT 6.00 05/15/2021 27,070,000 21,494,822 23,865,778 6.81 NEW ZEALAND GOVERNMENT 6.00 05/15/2021 7,200,000 5,607,143 6,347,750 6.81 NEW ZEALAND GOVERNMENT 5.00 03/15/2019 39,000,000 29,532,646 32,381,789 6.02 NIBC BANK NV 3.50 04/07/2014 5,240,000 7,305,842 7,852,938 2.34 NORDEA BANK AB 6.25 09/10/2018 2,950,000 4,096,120 4,468,239 4.13 NORDEA HYPOTEK AB 3.50 01/18/2017 3,400,000 4,860,883 4,971,668 2.39 POLAND GOVERNMENT BOND 6.25 10/24/2015 50,000,000 15,548,722 18,915,328 16.52 POLAND GOVERNMENT BOND 5.50 10/25/2019 10,350,000 3,506,651 3,713,909 15.33 POLAND GOVERNMENT BOND 5.50 10/25/2019 50,000,000 15,110,909 17,941,591 15.33 POLAND GOVERNMENT BOND 5.00 10/24/2013 50,000,000 16,373,974 18,262,667 13.69 QUEENSLAND TREASURY CORP 6.25 06/14/2019 6,750,000 5,359,312 7,576,529 5.57 QUEENSLAND TREASURY CORP 6.00 10/14/2015 9,395,000 8,740,981 10,398,354 5.42 REPUBLIC OF AUSTRIA 4.00 09/15/2016 5,669,000 8,198,239 8,678,236 2.61 REPUBLIC OF AUSTRIA 3.80 10/20/2013 6,775,000 9,769,007 10,241,175 2.51 REPUBLIC OF CHILE 5.50 08/05/2020 495,500,000 946,604 1,066,665 0.00 REPUBLIC OF POLAND 4.68 10/15/2019 3,100,000 4,561,451 4,481,498 3.23 ROYAL BK OF SCOTLAND AU 4.38 03/27/2012 5,900,000 4,067,429 6,279,207 4.11 ROYAL BK OF SCOTLAND PLC 6.93 04/09/2018 1,850,000 2,801,049 2,625,060 4.89 SINGAPORE GOVERNMENT 2.38 04/01/2017 10,000,000 7,301,312 8,610,321 2.76 SNS BANK NV 3.50 03/10/2014 3,142,000 4,378,595 4,693,583 2.34 STANDARD CHARTERED PLC 3.63 12/15/2015 4,950,000 6,060,300 7,201,089 2.49 SUNCORP METWAY LTD 4.00 01/16/2014 8,400,000 11,954,953 14,252,926 2.36 SWEDISH GOVERNMENT 4.25 03/12/2019 24,250,000 3,298,400 4,206,400 2.86 TELENET FINANCE III 6.63 02/15/2021 805,000 1,105,294 1,130,656 4.72 TSY 1 1/4 2017 I/L GILT 1.25 11/22/2017 12,410,906 20,749,435 22,037,758 0.70 CalPERS 2010-2011 Annual Investment Report International Debt Securities

Security Name Rate Maturity Date Par Value Book Value Market Value Yield TSY 1 1/8 2037 I/L GILT 1.13 11/22/2037 137,884,110 251,342,332 247,199,589 0.63 TSY 3 3/4 2020 3.75 09/07/2020 8,000,000 12,580,091 13,213,502 2.27 TSY 3 3/4 2020 3.75 09/07/2020 6,822,000 10,847,320 11,267,814 2.27 TSY 4 2016 4.00 09/07/2016 3,775,000 6,597,789 6,589,726 2.29 TSY 4 2022 4.00 03/07/2022 9,050,000 15,479,898 15,017,515 2.41 TSY 4 1/2 2019 4.50 03/07/2019 11,725,127 19,509,631 20,762,434 2.54 TSY 4 1/2 2034 4.50 09/07/2034 1,400,000 2,328,548 2,321,758 2.71 TSY 4 1/4 2046 4.25 12/07/2046 6,400,000 10,170,503 10,282,078 2.65 TSY 4 1/4 2039 4.25 09/07/2039 3,530,000 5,573,911 5,645,309 2.66 TSY 4 3/4 2030 4.75 12/07/2030 12,682,000 21,137,773 21,849,685 2.76 TSY 4 3/4 2030 4.75 12/07/2030 8,000,000 13,953,216 13,783,116 2.76 TSY 4 3/4 2030 4.75 12/07/2030 10,000,000 17,713,700 17,228,896 2.76 TSY 4 3/4 2038 4.75 12/07/2038 8,650,000 14,331,233 14,990,900 2.74 TSY 4 3/4 2038 4.75 12/07/2038 6,900,000 12,274,303 11,958,059 2.74 TSY 5 2012 5.00 03/07/2012 15,000,000 25,074,045 24,801,012 3.02 TSY 5 2025 5.00 03/07/2025 1,200,000 2,222,172 2,148,941 2.79 TSY 5 2025 5.00 03/07/2025 2,500,000 4,426,144 4,476,960 2.79 TSY 6 2028 6.00 12/07/2028 4,900,000 9,858,530 9,730,568 3.02 UBS AG LONDON 3.00 06/06/2016 2,000,000 2,805,165 2,884,620 2.08 WESTPAC BANKING CORP 1.48 06/03/2014 2,700,000 4,407,502 4,328,432 0.92 Grand Total $ 3,564,591,344 $ 3,809,222,682 CalPERS 2010-2011 Annual Investment Report International Derivatives

Security Name Rate Maturity Date Par Value Book Value Market Value 317513KN8 ECAL EUR VS USD BOA 0.00 07/15/2011 (3,600,000) $ (58,266) $ (51,151) 317U040C8 IRO JPY 10Y P 1.05 B 0.00 09/16/2011 (9,500,000,000) (3,933,778) (2,039,747) 317U064C9 IRO JPY 10Y P 1.2 BO 0.00 10/12/2011 (6,250,000,000) (2,404,882) (784,466) 317U933B0 IRO GBP 30Y P RYL 0.00 07/07/2011 (15,500,000) (1,164,793) (102,689) 317U935B8 IRO JPY 10Y P 1.1 07 0.00 07/07/2011 (3,180,000,000) (1,202,844) (283,882) IS0A7C9 IRS NZD P F 3.36000 3.36 06/08/2013 (48,950,000) (39,771,882) (40,427,816) IS0A7C9 IRS NZD R V 03MLIBOR 2.63 06/08/2013 48,950,000 39,771,882 41,243,080 IS0A7G3 IRS NZD P V 03MLIBOR 2.63 06/08/2016 (20,990,000) (17,054,378) (17,335,646) IS0A7G3 IRS NZD R F 4.38500 4.39 06/08/2016 20,990,000 17,054,378 17,120,898 SWU0094L8 IRS CAD P V 06MCDOR 1.00 12/19/2023 (8,500,000) (8,141,762) (8,807,377) SWU0094L8 IRS CAD R F 5.80000 5.80 12/19/2023 8,500,000 8,188,054 9,026,771 SWU0099R0 IRS MXN P V 01MTIIE 4.85 12/08/2015 (9,100,000) (752,972) (775,994) SWU0099R0 IRS MXN R F 6.59000 6.59 12/08/2015 9,100,000 743,227 784,075 SWU0144Q7 IRS MXN P V 01MTIIE 4.86 07/27/2020 (451,300,000) (38,476,571) (38,484,169) SWU0144Q7 IRS MXN R F 6.96000 6.96 07/27/2020 451,300,000 36,790,779 37,817,162 SWU0448R8 IRS MXN P V 01MTIIE 4.84 06/08/2016 (22,100,000) (1,909,427) (1,884,556) SWU0448R8 IRS MXN R F 6.75000 6.75 06/08/2016 22,100,000 1,932,175 1,907,408 SWU0626R2 IRS JPY P V 06MLIBOR 1.00 12/21/2021 (5,000,000,000) (62,367,469) (61,911,838) SWU0626R2 IRS JPY R F 1.50000 1.50 12/21/2021 5,000,000,000 63,796,850 63,370,659 SWU0705Q8 IRS JPY P V 06MLIBOR 0.34 06/15/2041 (1,600,000,000) (19,300,362) (19,811,788) SWU0705Q8 IRS JPY R F 2.00000 2.00 06/15/2041 1,600,000,000 18,850,422 19,753,457 Grand Total $ (9,411,618) $ (1,677,607) CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value 1 800 FLOWERS.COM INC CL A 153,290 $ 396,537 $ 475,199 1ST CONSTITUTION BANCORP 1,470 11,063 11,495 1ST SOURCE CORP 23,590 442,995 489,257 1ST UNITED BANCORP INC/NORTH 76,300 506,496 474,586 21ST CENTURY HOLDING CO 62,100 814,805 168,912 21VIANET GROUP INC ADR 176,200 1,994,272 2,420,988 3D SYSTEMS CORP 141,859 1,891,025 2,796,041 3M CO 1,935,831 89,034,399 183,613,570 3SBIO INC ADR 15,000 224,933 261,450 47 DEGREES NORTH FND 202,573,748 200,000,000 194,340,543 4KIDS ENTERTAINMENT INC 40,600 307,612 6,496 51JOB INC ADR 42,700 2,367,749 2,396,751 7 DAYS GROUP HOLDINGS LT ADR 114,830 2,631,191 2,219,664 8X8 INC 176,400 199,221 862,596 99 CENTS ONLY STORES 112,000 2,310,527 2,266,880 A POWER ENERGY GENERATION 42,100 212,241 70,728 A123 SYSTEMS INC 374,700 3,505,436 1,993,404 AAON INC 66,405 901,089 1,450,285 AAR CORP 134,284 1,979,296 3,637,754 AARON S INC 309,856 6,693,715 8,756,531 AASTROM BIOSCIENCES INC 347,924 977,124 956,791 ABAXIS INC 93,507 1,810,448 2,548,066 ABBOTT LABORATORIES 4,473,874 124,211,815 235,415,250 ABERCROMBIE + FITCH CO CL A 350,747 14,688,540 23,471,989 ABINGTON BANCORP INC 35,327 331,424 368,461 ABIOMED INC 36,605 463,546 593,001 ABM INDUSTRIES INC 122,440 1,579,997 2,857,750 ABOVENET INC 35,850 2,383,250 2,525,991 ABRAXAS PETROLEUM CORP 262,863 785,425 1,006,765 AC MOORE ARTS + CRAFTS INC 67,963 542,412 169,908 ACACIA RESEARCH ACACIA TEC 83,483 1,977,268 3,062,991 ACADIA PHARMACEUTICALS INC 96,150 102,990 156,725 ACADIA REALTY TRUST 109,429 2,481,947 2,224,692 ACCELR8 TECHNOLOGY CORP 10,703 44,821 43,133 ACCELRYS INC 166,665 1,096,750 1,184,988 ACCENTURE PLC CL A 1,810,064 76,699,987 109,364,067 ACCESS NATIONAL CORP 32,400 206,960 233,118 ACCESS PHARMACEUTICALS INC 6,900 17,217 14,145 ACCO BRANDS CORP 104,450 516,387 819,933 ACCRETIVE HEALTH INC 17,546 279,188 505,149 ACCURAY INC 54,233 425,931 434,406 ACCURIDE CORP 31,005 413,922 391,593 ACE LTD 1,045,305 57,409,443 68,801,975 ACETO CORP 156,714 1,043,154 1,051,551 ACHILLION PHARMACEUTICALS 105,260 685,522 783,134 ACI WORLDWIDE INC 75,750 1,130,524 2,558,078 ACME PACKET INC 128,251 3,079,785 8,994,243 ACME UNITED CORP 9,300 53,164 88,257 ACORDA THERAPEUTICS INC 69,922 1,666,357 2,259,180 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value ACORN INTERNATIONAL INC ADR 12,100 52,525 68,970 ACTIVE NETWORK INC/THE 75,000 1,125,000 1,320,000 ACTIVE POWER INC 525,659 1,450,172 1,287,865 ACTIVISION BLIZZARD INC 1,765,834 22,419,639 20,624,941 ACTUANT CORP A 204,737 2,364,680 5,493,094 ACTUATE CORP 329,572 1,437,535 1,927,996 ACUITY BRANDS INC 60,970 1,617,447 3,400,907 ACURA PHARMACEUTICALS INC 46,639 131,056 180,493 ACXIOM CORP 230,898 3,676,534 3,027,073 ADA ES INC 16,000 165,973 255,840 ADAMS GOLF INC 7,237 44,727 53,988 ADAMS RESOURCES + ENERGY INC 14,900 226,378 379,950 ADCARE HEALTH SYSTEMS INC 5,100 14,728 31,875 ADDVANTAGE TECHNOLOGIES GRP 18,600 77,042 48,174 ADECOAGRO SA 3,700 47,194 41,292 ADEONA PHARMACEUTICALS INC 100,350 91,587 86,311 ADEPT TECHNOLOGY INC 12,680 74,858 50,466 ADOBE SYSTEMS INC 1,646,837 37,238,589 51,793,024 ADOLOR CORPORATION 181,600 617,622 361,384 ADTRAN INC 180,054 3,635,503 6,969,890 ADVANCE AMERICA CASH ADVANCE 297,784 1,546,822 2,051,732 ADVANCE AUTO PARTS INC 239,566 6,313,993 14,012,215 ADVANCED ANALOGIC TECHNOLOGI 14,529 48,091 87,973 ADVANCED BATTERY TECHNOLOGIE 128,853 379,557 127,564 ADVANCED CELL TECHNOLOGY INC 1,151,400 87,939 213,009 ADVANCED ENERGY INDUSTRIES 150,848 2,938,108 2,231,042 ADVANCED ENVIRONMENTAL REC A 136,700 226,906 25,016 ADVANCED MARKETING SVCS INC 34,000 85 85 ADVANCED MICRO DEVICES 1,763,994 19,938,753 12,330,318 ADVANCED PHOTONIX INC CL A 52,700 93,921 78,523 ADVANCED SEMICONDUCTOR E ADR 2,936,923 17,220,033 16,564,246 ADVANSOURCE BIOMATERIALS COR 128,676 343,925 11,581 ADVENT SOFTWARE INC 209,086 3,225,623 5,889,953 ADVENTRX PHARMACEUTICALS INC 27,700 53,949 83,377 ADVISORY BOARD CO/THE 2,000 87,511 115,760 ADVOCAT INC 19,089 74,294 130,951 AECOM TECHNOLOGY CORP 279,397 8,128,414 7,638,714 AEGEAN MARINE PETROLEUM NETW 2,900 26,463 20,561 AEGERION PHARMACEUTICALS INC 18,500 327,674 291,375 AEHR TEST SYSTEMS 2,300 9,798 3,117 AEP INDUSTRIES INC 24,800 815,285 723,912 AERCAP HOLDINGS NV 307,370 3,998,185 3,998,884 AEROCENTURY CORP 3,000 37,959 38,400 AEROFLEX HOLDING CORP 127,100 1,724,670 2,306,865 AEROPOSTALE INC 179,125 3,216,573 3,134,688 AEROSONIC CORP 14,590 105,027 50,336 AEROVIRONMENT INC 63,650 1,969,555 2,250,028 AES CORP 2,035,345 20,574,458 25,930,295 AETNA INC 1,422,138 25,969,810 62,702,064 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value AETRIUM INC 73,237 269,938 130,362 AFC ENTERPRISES 89,180 1,310,825 1,467,011 AFFILIATED MANAGERS GROUP 174,845 11,954,175 17,738,025 AFFIRMATIVE INSURANCE HOLDIN 60,500 842,826 142,175 AFFYMAX INC 135,300 936,032 929,511 AFFYMETRIX INC 226,300 1,437,049 1,794,559 AFLAC INC 1,532,478 38,785,103 71,536,073 AGCO CORP 277,156 8,592,495 13,680,420 AGENUS INC 222,323 653,392 173,412 AGFEED INDUSTRIES INC 62,400 181,303 75,504 AGILENT TECHNOLOGIES INC 1,026,543 26,442,287 52,466,613 AGILYSYS INC 94,667 649,335 789,523 AGL RESOURCES INC 198,690 7,204,351 8,088,670 AGREE REALTY CORP 35,500 505,125 792,715 AGRIA CORP ADR 18,900 28,223 18,900 AH BELO CORP A 88,679 704,134 659,772 AIR LEASE CORP 400 9,766 9,716 AIR METHODS CORP 63,234 1,551,691 4,726,109 AIR PRODUCTS + CHEMICALS INC 663,211 26,392,145 63,389,707 AIR T INC 63,200 1,076,906 566,904 AIR TRANSPORT SERVICES GROUP 364,392 1,955,982 2,496,085 AIRCASTLE LTD 230,370 3,152,619 2,930,306 AIRGAS INC 135,985 4,400,854 9,524,389 AIRMEDIA GROUP INC ADR 82,900 429,964 265,280 AIRSPAN NETWORKS INC 1,314 851,747 6,583 AIS HIGHBURY FUND L.P 144,416,373 144,416,373 127,371,919 AKAMAI TECHNOLOGIES INC 399,141 7,943,533 12,560,967 AKORN INC 422,145 1,704,244 2,955,015 ALAMO GROUP INC 32,773 670,317 776,720 ALANCO TECHNOLOGIES INC 987 6,148 1,925 ALASKA AIR GROUP INC 132,033 4,053,887 9,038,979 ALASKA COMM SYSTEMS GROUP 49,290 494,279 437,202 ALBANY INTL CORP CL A 146,785 2,828,651 3,873,656 ALBANY MOLECULAR RESEARCH 167,685 985,611 806,565 ALBEMARLE CORP 243,642 9,768,544 16,860,026 ALCOA INC 3,228,854 42,073,963 51,209,624 ALDILA INC 30,202 168,958 108,123 ALERE INC 138 31,313 38,502 ALEXANDER S INC 7,090 2,676,358 2,814,730 ALEXANDRIA REAL ESTATE EQUIT 167,224 15,114,545 12,946,482 ALEXION PHARMACEUTICALS INC 595,920 15,456,144 28,026,118 ALEXZA PHARMACEUTICALS INC 263,080 323,588 478,806 ALICO INC 11,867 330,161 304,033 ALIGN TECHNOLOGY INC 282,913 5,158,526 6,450,416 ALKERMES INC 224,040 3,215,233 4,167,144 ALLEGHANY CORP 19,796 1,747,260 6,594,246 ALLEGHENY TECHNOLOGIES INC 291,301 12,476,823 18,488,874 ALLEGIANT TRAVEL CO 3,071 130,274 152,015 ALLERGAN INC 798,753 25,996,143 66,496,187 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value ALLETE INC 89,661 2,824,472 3,679,687 ALLIANCE BANKSHARES CORP 10,490 131,114 51,401 ALLIANCE DATA SYSTEMS CORP 173,702 8,748,270 16,340,147 ALLIANCE FIBER OPTIC PRODUCT 38,180 336,021 323,003 ALLIANCE FINANCIAL CORP 16,820 518,032 513,515 ALLIANCE HEALTHCARE SERVICE 210,185 1,012,671 798,703 ALLIANCE HOLDINGS GP LP 59,617 2,574,010 2,973,696 ALLIANCE RESOURCE PARTNERS 63,248 3,669,908 4,898,558 ALLIANCEBERNSTEIN HOLDING LP 143,540 3,762,036 2,790,418 ALLIANT ENERGY CORP 349,596 10,960,953 14,214,573 ALLIANT TECHSYSTEMS INC 137,033 7,370,266 9,774,564 ALLIED DEFENSE GROUP INC/THE 26,470 435,008 92,645 ALLIED HEALTHCARE INTL INC 213,065 726,521 530,532 ALLIED HEALTHCARE PRODUCTS 25,400 89,680 100,584 ALLIED MOTION TECHNOLOGIES 20,924 104,315 114,036 ALLIED NEVADA GOLD CORP 256,913 3,726,805 9,087,013 ALLIED WORLD ASSURANCE CO 94,690 4,152,888 5,452,250 ALLOS THERAPEUTICS INC 118,033 668,686 252,591 ALLOT COMMUNICATIONS LTD 27,800 365,417 508,462 ALLSCRIPTS HEALTHCARE SOLUTI 153,216 2,548,364 2,975,455 ALLSTATE CORP 2,343,439 51,954,644 71,545,193 ALLY FINANCIAL INC 1,195 376,126 1,123,076 ALMOST FAMILY INC 43,595 1,277,778 1,194,503 ALNYLAM PHARMACEUTICALS INC 35,100 662,575 328,887 ALON USA ENERGY INC 108,896 836,151 1,227,258 ALPHA + OMEGA SEMICONDUCTOR 11,000 128,251 145,750 ALPHA NATURAL RESOURCES INC 777,183 28,252,639 35,315,196 ALPHA PRO TECH LTD 40,800 75,480 47,736 ALPHATEC HOLDINGS INC 111,350 484,288 387,498 ALSERES PHARMACEUTICALS INC 60,507 177,310 4,841 ALTAIR NANOTECHNOLOGIES INC 59,937 927,796 51,726 ALTERA CORP 863,163 18,499,893 40,007,605 ALTERRA CAPITAL HOLDINGS LTD 192,270 3,983,363 4,287,621 ALTIGEN COMMUNICATIONS INC 30,100 77,143 27,090 ALTISOURCE PORTFOLIO SOL 46,699 689,569 1,718,523 ALTRA HOLDINGS INC 73,630 1,609,654 1,766,384 ALUMINUM CORP OF CHINA ADR 49,500 900,168 1,074,645 AMAG PHARMACEUTICALS INC 88,875 1,766,899 1,670,850 AMARIN CORPORATION PLC ADR 264,500 2,580,783 3,827,315 AMAZON.COM INC 999,234 81,419,854 204,333,361 AMBAC FINANCIAL GROUP INC 98,561 52,931 10,329 AMBASSADORS GROUP INC 29,248 800,154 258,260 AMBASSADORS INTERNATIONAL 22,749 367,729 1,635 AMCOL INTERNATIONAL CORP 103,496 1,594,535 3,949,407 AMCON DISTRIBUTING CO 1,450 49,867 100,703 AMCORE FINANCIAL INC 40,966 56,943 41 AMDOCS LTD 474,740 13,194,407 14,427,349 AMEDISYS INC 72,420 3,680,928 1,928,545 AMER NATL BNKSHS/DANVILLE VA 10,625 224,627 195,394 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value AMERCO 44,506 3,082,847 4,279,252 AMEREN CORPORATION 705,450 21,988,949 20,345,178 AMERESCO INC CL A 25,394 343,816 360,087 AMERIANA BANCORP 18,900 285,381 94,500 AMERICA MOVIL ADR SERIES L 1,734,653 77,403,186 93,463,115 AMERICA S CAR MART INC 25,911 246,952 855,063 AMERICAN APPAREL INC 339,791 475,928 302,414 AMERICAN AXLE + MFG HOLDINGS 215,025 2,148,029 2,446,985 AMERICAN BILTRITE INC 6,100 44,033 59,048 AMERICAN CAMPUS COMMUNITIES 171,167 5,499,124 6,079,852 AMERICAN CAPITAL AGENCY CORP 304,333 8,946,950 8,859,134 AMERICAN CAPITAL LTD 4,200 38,539 41,706 AMERICAN CARESOURCE HOLDINGS 37,715 176,359 51,670 AMERICAN DEFENSE SYSTEMS INC 54,722 35,505 4,367 AMERICAN DENTAL PARTNERS INC 71,044 900,029 920,730 AMERICAN EAGLE OUTFITTERS 424,774 6,190,635 5,415,869 AMERICAN ELECTRIC POWER 1,209,363 34,014,549 45,568,798 AMERICAN ELECTRIC TECHNOLOGI 6,700 22,554 23,249 AMERICAN EQUITY INVT LIFE HL 266,705 2,905,272 3,389,821 AMERICAN EXPRESS CO 3,733,199 87,592,330 193,006,388 AMERICAN FINANCIAL GROUP INC 329,128 8,235,644 11,746,578 AMERICAN GREETINGS CORP CL A 47,710 831,389 1,146,948 AMERICAN INDEPENDENCE CORP 24,102 266,499 139,792 AMERICAN INTERNATIONAL GROUP 1,300,494 95,667,424 38,130,484 AMERICAN INTL GROUP INC WTS 261,576 4,446,809 2,668,075 AMERICAN LORAIN CORP 18,000 49,843 27,000 AMERICAN MEDICAL ALERT CORP 10,500 59,853 58,275 AMERICAN NATIONAL INSURANCE 49,328 2,269,971 3,822,920 AMERICAN ORIENTAL BIOENGINEE 459,900 1,046,063 510,489 AMERICAN PACIFIC CORP 25,800 211,475 206,916 AMERICAN PUBLIC EDUCATION 62,334 2,146,929 2,774,486 AMERICAN RAILCAR INDUSTRIES 49,724 906,786 1,166,028 AMERICAN REALTY INVESTORS IN 912 8,681 2,399 AMERICAN REPROGRAPHICS CO 120,911 1,031,761 854,841 AMERICAN RIVER BANKSHRS (CA) 5,547 84,431 33,781 AMERICAN SAFETY INS HOLDINGS 41,082 671,659 786,309 AMERICAN SCIENCE + ENGINEERI 21,869 992,309 1,749,520 AMERICAN SHARED HOSPITAL SER 13,000 66,506 40,950 AMERICAN SOFTWARE INC CL A 130,494 779,763 1,084,405 AMERICAN STATES WATER CO 41,778 1,401,551 1,448,025 AMERICAN SUPERCONDUCTOR CORP 133,800 3,364,892 1,209,552 AMERICAN TOWER CORP CL A 1,163,318 38,663,792 60,876,431 AMERICAN VANGUARD CORP 114,438 1,646,596 1,484,261 AMERICAN WATER WORKS CO INC 563,993 12,342,962 16,609,594 AMERICAN WOODMARK CORP 34,488 524,956 597,332 AMERICANWEST BANCORPORATION 59,875 1,026,170 1,407 AMERIGAS PARTNERS LP 38,448 1,703,913 1,731,313 AMERIGON INC 126,465 1,351,116 2,197,962 AMERIGROUP CORP 122,466 3,101,951 8,630,179 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value AMERIPRISE FINANCIAL INC 902,285 25,381,406 52,043,799 AMERIS BANCORP 40,360 388,964 357,993 AMERISAFE INC 79,645 1,478,436 1,801,570 AMERISERV FINANCIAL INC 24,033 76,517 45,903 AMERISOURCEBERGEN CORP 1,001,430 17,982,869 41,459,202 AMERISTAR CASINOS INC 58,910 621,853 1,396,756 AMERON INTERNATIONAL CORP 36,275 3,446,340 2,382,542 AMES NATIONAL CORP 11,627 252,661 211,146 AMETEK INC 381,789 7,063,560 17,142,326 AMGEN INC 2,616,458 93,067,861 152,670,324 AMICUS THERAPEUTICS INC 43,700 227,218 259,578 AMKOR TECHNOLOGY INC 416,709 2,367,114 2,571,095 AMN HEALTHCARE SERVICES INC 158,829 1,066,722 1,321,457 AMPAL AMERICAN ISRAEL CORP A 30,780 39,847 28,933 AMPCO PITTSBURGH CORP 12,600 320,754 295,470 AMPHENOL CORP CL A 485,341 10,125,356 26,203,561 AMPIO PHARMACEUTICALS INC 23,900 197,292 186,181 AMPLIPHI BIOSCIENCES CORP 30,170 71,679 6,788 AMR CORP 1,184,107 9,918,340 6,394,178 AMREP CORP 18,304 732,160 167,848 AMSURG CORP 82,706 1,657,202 2,161,108 AMTECH SYSTEMS INC 45,230 217,649 933,547 AMTRUST FINANCIAL SERVICES 170,685 2,740,881 3,888,204 AMYLIN PHARMACEUTICALS INC 340,740 5,321,496 4,552,286 AMYRIS INC 153,677 4,402,863 4,316,787 ANADARKO PETROLEUM CORP 1,362,332 35,785,881 104,572,604 ANADIGICS INC 50,218 163,388 161,200 ANADYS PHARMACEUTICALS INC 144,100 1,209,772 145,541 ANALOG DEVICES INC 969,617 19,614,094 37,950,809 ANALOGIC CORP 64,401 1,434,730 3,386,849 ANALYSTS INTERNATIONAL CORP 11,188 165,801 36,249 ANAREN INC 65,722 821,547 1,396,593 ANCESTRY.COM INC 90,834 2,134,765 3,759,619 ANCHOR BANCORP WISCONSIN INC 121,500 101,683 86,277 ANDERSONS INC/THE 33,856 962,967 1,430,416 ANGEION CORP 16,310 140,171 75,678 ANGIODYNAMICS INC 112,016 1,649,934 1,593,988 ANGLOGOLD ASHANTI SPON ADR 101,808 3,772,858 4,285,099 ANIKA THERAPEUTICS INC 182,500 2,063,550 1,299,400 ANIXTER INTERNATIONAL INC 105,634 5,262,415 6,902,126 ANN INC 196,553 4,725,404 5,130,033 ANNALY CAPITAL MANAGEMENT IN 2,217,685 35,114,953 40,007,037 ANSYS INC 242,364 6,375,461 13,250,040 ANTARES PHARMA INC 330,200 558,038 729,742 ANTE5 INC 5,500 825 5,885 ANTHERA PHARMACEUTICALS INC 7,700 66,332 62,909 ANTHRACITE CAPITAL INC 287,215 35,831 718 ANWORTH MORTGAGE ASSET CORP 276,658 1,802,193 2,077,702 AOL INC 717,936 14,503,022 14,258,209 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value AON CORP 1,005,410 30,285,682 51,577,533 AP PHARMA INC 39,475 138,521 9,474 APAC CUSTOMER SERVICES INC 166,966 863,525 889,929 APACHE CORP 985,403 47,109,388 121,588,876 APARTMENT INVT + MGMT CO A 311,654 8,064,891 7,956,527 APCO OIL AND GAS INTL INC 7,973 269,847 693,093 APOGEE ENTERPRISES INC 50,924 853,105 652,336 APOLLO COMMERCIAL REAL ESTAT 99 1,797 1,596 APOLLO GROUP INC CL A 580,976 28,136,249 25,377,032 APPLE INC 2,551,781 239,888,060 856,556,328 APPLIANCE RECYCLING CTRS AMR 5,993 15,119 27,568 APPLIED ENERGETICS INC 263,800 997,384 87,793 APPLIED INDUSTRIAL TECH INC 155,818 3,699,976 5,548,679 APPLIED MATERIALS INC 4,131,279 38,724,678 53,747,940 APPLIED MICRO CIRCUITS CORP 148,528 9,308,372 1,315,958 APPLIED NANOTECH HOLDINGS 34,900 10,802 14,484 APPROACH RESOURCES INC 56,010 1,296,542 1,269,747 APRICUS BIOSCIENCES INC 258,130 884,743 1,236,443 APTARGROUP INC 196,852 2,661,948 10,303,234 AQUA AMERICA INC 432,457 6,719,456 9,505,405 ARABIAN AMERICAN DEVELOPMENT 7,600 28,218 30,780 ARBITRON INC 105,537 1,950,264 4,361,844 ARBOR REALTY TRUST INC 150,759 869,879 705,552 ARCA BIOPHARMA INC 12,475 433,962 20,085 ARCADIA RESOURCES INC 675,521 294,012 50,664 ARCH CAPITAL GROUP LTD 394,650 8,578,367 12,597,228 ARCH CHEMICALS INC 17,300 568,101 595,812 ARCH COAL INC 473,228 11,396,277 12,616,258 ARCHER DANIELS MIDLAND CO 1,750,220 30,336,176 52,769,133 ARCHIPELAGO LEARNING INC 10,215 104,815 100,720 ARCTIC CAT INC 57,600 750,380 773,568 ARDEA BIOSCIENCES INC 21,900 283,578 557,574 ARDEN GROUP INC A 1,720 189,928 158,274 ARENA PHARMACEUTICALS INC 604,031 1,558,634 821,482 ARES CAPITAL CORP 61,284 742,019 984,834 ARGAN INC 71,137 590,487 721,329 ARGO GROUP INTERNATIONAL 106,689 3,591,748 3,170,797 ARIAD PHARMACEUTICALS INC 293,198 909,704 3,321,933 ARIBA INC 307,761 33,688,338 10,608,522 ARK RESTAURANTS CORP 11,100 164,787 169,386 ARKANSAS BEST CORP 17,460 492,862 414,326 ARLINGTON ASSET INVESTMENT A 22,731 461,884 713,526 ARM HOLDINGS PLC SPONS ADR 573,855 13,825,010 16,314,698 ARMOUR RESIDENTIAL REIT INC 88,700 650,691 651,945 ARMSTRONG WORLD INDUSTRIES 68,280 2,412,264 3,110,837 AROTECH CORP 30,142 1,014,065 65,710 ARQULE INC 127,800 540,704 798,750 ARRHYTHMIA RESEARCH TECH 23,000 228,123 92,690 ARRIS GROUP INC 417,554 4,467,766 4,847,802 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value ARROW ELECTRONICS INC 380,792 9,355,361 15,802,868 ARROW FINANCIAL CORP 43,352 986,040 1,060,823 ARROW RESOURCES DEVELOPMENT 5,600 56 109 ARROWHEAD RESEARCH CORP 163,481 193,111 80,106 ARROWSTREET CAPITAL LP 39,219 39,219 - ART S WAY MANUFACTURING CO 3,219 11,168 29,132 ARTESIAN RESOURCES CORP CL A 13,974 254,606 251,811 ARTHROCARE CORP 69,543 2,361,454 2,327,604 ARTHUR J GALLAGHER + CO 299,370 7,936,921 8,544,020 ARTIFICIAL LIFE INC 15,900 15,208 5,724 ARTIO GLOBAL INVESTORS INC 108,300 1,817,811 1,223,790 ARUBA NETWORKS INC 186,378 1,400,657 5,507,470 ARYX THERAPEUTICS INC 47,300 174,515 1,102 ASBURY AUTOMOTIVE GROUP 123,596 1,750,323 2,290,234 ASCENA RETAIL GROUP INC 235,147 3,347,444 8,006,755 ASCENT CAPITAL GROUP INC 9,300 273,312 492,621 ASCENT SOLAR TECHNOLOGIES 70,200 299,104 66,690 ASHFORD HOSPITALITY TRUST 250,930 1,328,123 3,124,079 ASHLAND INC 224,347 8,549,520 14,497,303 ASIAINFO LINKAGE INC 160,990 3,144,808 2,665,994 ASML HOLDING N V 25,739 1,027,798 951,313 ASPECT ALTERNATIVE LLC 180,000,000 180,000,000 262,791,180 ASPEN INSURANCE HOLDINGS LTD 440,530 11,750,872 11,334,837 ASPEN TECHNOLOGY INC 183,920 2,552,670 3,159,746 ASPENBIO PHARMA INC 58,765 122,231 38,197 ASSET ACCEPTANCE CAPITAL 112,680 482,602 455,227 ASSISTED LIVING CONCEPTS I A 76,978 1,014,470 1,291,691 ASSOCIATED BANC CORP 382,180 6,210,014 5,312,302 ASSOCIATED ESTATES REALTY CP 82,240 668,743 1,336,400 ASSURANT INC 364,006 11,291,544 13,202,498 ASSURED GUARANTY LTD 425,564 7,443,028 6,940,949 ASTA FUNDING INC 36,964 326,434 310,128 ASTEA INTL INC 59,474 302,871 312,833 ASTEC INDUSTRIES INC 40,512 1,281,330 1,498,134 ASTORIA FINANCIAL CORP 184,222 3,312,537 2,356,199 ASTRAZENECA PLC SPONS ADR 533,947 24,618,167 26,734,726 ASTRO MED INC 19,382 168,571 158,739 ASTRONICS CORP 28,417 556,466 875,244 ASTROTECH CORP 1,625 596 1,690 ASURE SOFTWARE INC 22,370 373,123 64,649 AT CROSS CO CL A 46,100 315,210 525,079 AT+T INC 17,217,988 291,644,296 540,817,003 ATHENAHEALTH INC 110,184 3,569,238 4,528,562 ATHERSYS INC 29,800 96,951 79,566 ATLANTIC AMERICAN CORP 53,025 136,040 110,822 ATLANTIC COAST FINANCIAL COR 13,186 614,152 89,929 ATLANTIC SOUTHERN FINANCIAL 4,200 44,760 118 ATLANTIC TELE NETWORK INC 29,105 747,876 1,116,468 ATLAS AIR WORLDWIDE HOLDINGS 132,800 5,601,561 7,902,928 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value ATLAS ENERGY LP 158,621 2,544,705 3,446,834 ATLAS PIPELINE PARTNERS LP 138,713 2,612,374 4,571,980 ATMEL CORP 1,454,687 11,579,891 20,467,446 ATMI INC 98,915 2,720,517 2,020,833 ATMOS ENERGY CORP 321,884 9,659,153 10,702,643 ATP OIL + GAS CORPORATION 111,010 2,214,558 1,699,563 ATRICURE INC 136,468 897,033 1,760,437 ATRINSIC INC 10,266 229,129 32,851 ATRION CORPORATION 4,767 409,480 942,913 ATWOOD OCEANICS INC 143,615 3,748,258 6,337,730 AU OPTRONICS CORP SPON ADR 1,748,149 15,062,631 12,027,265 AUD PUT USD CALL 56,000,000 977,200 - AUDIOVOX CORP A 87,087 714,905 658,378 AUGME TECHNOLOGIES INC 123,900 439,639 386,568 AURICO GOLD INC 170 1,227 1,868 AUTHENTIDATE HOLDING CORP 168,169 843,770 201,803 AUTOBYTEL INC 372,900 953,704 421,377 AUTOCHINA INTERNATIONAL LTD 62,000 1,925,918 1,809,780 AUTODESK INC 805,747 19,425,659 31,101,834 AUTOINFO INC 10,200 7,467 5,967 AUTOLIV INC 243,158 14,376,338 19,075,745 AUTOMATIC DATA PROCESSING 1,336,052 23,314,618 70,383,219 AUTONATION INC 280,299 5,616,348 10,261,746 AUTONAVI HOLDINGS LTD ADR 13,400 231,730 198,990 AUTOZONE INC 114,305 12,215,188 33,702,829 AUXILIUM PHARMACEUTICALS INC 300 6,842 5,880 AVAGO TECHNOLOGIES LTD 677,722 17,558,673 25,753,436 AVALON CORRECTIONAL SERVICES 78,600 214,253 275,100 AVALON HOLDINGS CORP A 5,200 23,124 14,300 AVALONBAY COMMUNITIES INC 202,636 19,423,869 26,018,462 AVANIR PHARMACEUTICALS INC A 944,850 3,549,331 3,174,696 AVATAR HOLDINGS INC 6,435 127,216 97,876 AVENTINE RENEWABLE ENERGY HO 356 9,214 4,272 AVEO PHARMACEUTICALS INC 20,740 325,605 427,451 AVERY DENNISON CORP 316,034 11,021,001 12,208,393 AVI BIOPHARMA INC 364,016 710,086 520,543 AVIAT NETWORKS INC 169,530 1,507,566 667,948 AVID TECHNOLOGY INC 96,722 2,029,974 1,822,242 AVIS BUDGET GROUP INC 432,927 4,688,585 7,398,722 AVISTA CORP 170,350 2,993,918 4,376,292 AVISTAR COMMUNICATIONS CORP 35,400 96,541 7,080 AVNET INC 1,047,887 26,825,078 33,406,638 AVON PRODUCTS INC 1,357,837 23,864,348 38,019,436 AVX CORP 298,220 6,685,211 4,544,873 AXCELIS TECHNOLOGIES INC 301,014 501,658 493,663 AXION INTERNATIONAL HOLDINGS 15,000 17,637 17,850 AXIS CAPITAL HOLDINGS LTD 449,895 15,266,125 13,928,749 AXT INC 156,000 1,296,561 1,322,880 AZZ INC 30,300 675,439 1,387,740 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value B+G FOODS INC 66,519 982,666 1,371,622 BABCOCK + WILCOX CO/THE 349,499 6,057,313 9,684,617 BADGER METER INC 41,671 1,870,744 1,541,410 BAIDU INC SPON ADR 768,050 69,293,990 107,626,847 BAKER HUGHES INC 1,187,865 39,915,351 86,191,484 BAKERS FOOTWEAR GROUP INC 56,700 152,609 61,236 BALCHEM CORP 111,345 1,889,717 4,874,684 BALDWIN + LYONS INC CL A 900 19,373 23,364 BALDWIN + LYONS INC CL B 20,807 431,481 482,098 BALDWIN TECHNOLOGY CO A 190,130 820,556 224,353 BALL CORP 478,240 10,454,419 18,393,110 BALLANTYNE STRONG INC 81,638 230,411 382,882 BALLY TECHNOLOGIES INC 7,841 229,060 318,972 BALTIC TRADING LTD 301,300 4,213,514 1,729,462 BANCFIRST CORP 4,950 210,686 191,070 BANCO BRADESCO ADR 1,035,491 11,879,784 21,217,216 BANCO DE CHILE ADR 16,785 541,996 1,449,385 BANCO LATINOAMERICANO COME E 41,814 612,577 724,218 BANCO SANTANDER BRASIL ADS 2,609,851 32,486,853 30,561,355 BANCO SANTANDER CHILE ADR 159,053 12,920,040 14,920,724 BANCOLOMBIA S.A. SPONS ADR 308,549 10,218,016 20,589,461 BANCORP INC/THE 81,600 616,433 852,720 BANCORP OF NEW JERSEY INC 600 7,422 5,478 BANCORP RHODE ISLAND INC 20,199 597,068 915,419 BANCORPSOUTH INC 348,400 6,082,641 4,323,644 BANCTRUST FINANCIAL GROUP IN 39,311 153,313 101,029 BANK MUTUAL CORP 59,000 437,750 216,530 BANK OF AMERICA CORP 30,823,888 457,582,437 337,829,812 BANK OF COMMERCE HOLDINGS 4,000 17,360 16,800 BANK OF FLORIDA CORP 67,202 222,043 269 BANK OF GRANITE CORP 3,019 42,373 2,868 BANK OF HAWAII CORP 145,216 2,363,279 6,755,448 BANK OF KENTUCKY FINL CORP 2,700 62,991 60,129 BANK OF MARIN BANCORP/CA 24,786 878,757 876,681 BANK OF NEW YORK MELLON CORP 3,365,753 51,916,411 86,230,592 BANK OF THE CAROLINAS(NC) 22,565 213,354 20,772 BANK OF THE OZARKS 48,938 1,307,642 2,547,712 BANKATLANTIC BANCORP INC A 345,300 369,165 328,035 BANKFINANCIAL CORP 7,300 74,731 61,831 BANKUNITED INC 400 10,895 10,616 BANNER CORPORATION 40,841 706,078 714,718 BAR HARBOR BANKSHARES 5,500 154,797 155,375 BARNES + NOBLE INC 186,300 3,022,245 3,088,854 BARNES GROUP INC 60,870 947,891 1,510,185 BARNWELL INDUSTRIES INC 24,600 361,849 126,690 BARRETT BUSINESS SVCS INC 87,944 996,745 1,259,358 BARRY (R.G.) 33,942 398,868 382,866 BASIC ENERGY SERVICES INC 104,580 1,509,429 3,291,133 BASSETT FURNITURE INDS 41,500 719,996 327,020 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value BAXTER INTERNATIONAL INC 1,647,947 42,983,084 98,365,956 BAY NATIONAL CORP 11,700 173,296 761 BB+T CORP 1,781,734 46,478,258 47,821,741 BCB BANCORP INC 20,300 457,608 230,811 BCE INC 6,000 208,231 235,740 BCSB BANCORP INC 4,020 43,452 56,602 BE AEROSPACE INC 309,969 5,313,521 12,649,835 BEACON FEDERAL BANCORP INC 2,900 31,664 40,078 BEACON POWER CORPORATION 25,620 174,527 30,744 BEACON ROOFING SUPPLY INC 144,460 2,771,829 3,296,577 BEARD COMPANY 5,200 6,723 2,626 BEASLEY BROADCAST GRP INC A 69,583 481,626 289,465 BEAZER HOMES USA INC 188,200 925,905 637,998 BEBE STORES INC 201,600 1,696,734 1,231,776 BECTON DICKINSON AND CO 778,837 30,837,737 67,112,384 BED BATH + BEYOND INC 905,690 27,845,799 52,865,125 BEL FUSE INC CL A 1,600 34,616 37,120 BEL FUSE INC CL B 16,100 312,981 349,209 BELDEN INC 121,248 3,582,997 4,226,705 BELO CORPORATION A 359,890 3,346,323 2,709,972 BEMIS COMPANY 300,470 2,258,800 10,149,877 BENCHMARK ELECTRONICS INC 330,470 5,970,383 5,452,755 BENEFICIAL MUTUAL BANCORP IN 50,815 578,731 417,445 BENIHANA INC CLASS A 52,712 800,446 552,949 BERKSHIRE BANCORP INC 7,345 125,611 49,873 BERKSHIRE HATHAWAY INC CL A 1,707 94,655,898 198,191,235 BERKSHIRE HATHAWAY INC CL B 3,070,858 238,771,173 237,653,701 BERKSHIRE HILLS BANCORP INC 65,480 1,452,040 1,466,097 BERRY PETROLEUM CO CLASS A 135,560 3,679,175 7,202,303 BEST BUY CO INC 1,379,745 34,250,824 43,337,790 BGC PARTNERS INC CL A 187,975 850,189 1,453,047 BIG 5 SPORTING GOODS CORP 52,786 747,426 414,898 BIG LOTS INC 358,519 10,037,254 11,884,905 BIGBAND NETWORKS INC 73,500 312,700 159,495 BIGLARI HOLDINGS INC 4,100 1,486,375 1,603,305 BILL BARRETT CORP 43,100 1,248,022 1,997,685 BIO RAD LABORATORIES CL B 79 7,324 9,435 BIO RAD LABORATORIES A 60,899 5,131,179 7,268,905 BIO REFERENCE LABS INC 139,340 1,983,850 2,912,206 BIOCLINICA INC 69,126 371,773 344,247 BIOCRYST PHARMACEUTICALS INC 117,400 597,512 448,468 BIODEL INC 63,070 305,219 117,941 BIODELIVERY SCIENCES INTL 66,100 227,291 213,503 BIOFUEL ENERGY CORP 305,662 255,367 125,872 BIOGEN IDEC INC 857,543 43,456,606 91,688,498 BIOLASE TECHNOLOGY INC 226,205 1,325,185 1,162,692 BIOMARIN PHARMACEUTICAL INC 126,182 3,065,608 3,433,412 BIOMED REALTY TRUST INC 214,938 5,125,587 4,135,407 BIOMIMETIC THERAPEUTICS INC 188,900 1,052,114 967,168 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value BIONOVO INC 56,180 136,882 42,697 BIOSANTE PHARMACEUTICALS INC 201,219 838,362 553,352 BIOSCRIP INC 284,080 1,969,771 1,843,679 BIOSPECIFICS TECHNOLOGIES 8,755 224,124 196,112 BIOTIME INC 58,400 329,123 299,592 BIRNER DENTAL MGMT SERVICES 2,500 33,821 49,100 BITSTREAM INC CLASS A 14,700 70,560 77,028 BJ S RESTAURANTS INC 50,220 1,376,754 2,629,519 BJ S WHOLESALE CLUB INC 302,266 8,701,248 15,219,093 BLACK BOX CORP 75,872 2,181,729 2,372,517 BLACK HILLS CORP 113,260 3,720,023 3,407,993 BLACK RIVER COMMODITY 53,481,517 53,481,517 21,717,347 BLACK RIVER COMMODITY 149,780,227 149,780,227 199,457,985 BLACK RIVER FL RELATIVE VALUE 215,000,000 215,000,000 362,020,010 BLACKBAUD INC 33,830 847,744 937,768 BLACKBOARD INC 119,294 3,479,439 5,176,167 BLACKROCK INC 251,081 43,728,342 48,159,847 BLACKROCK KELSO CAPITAL CORP 600 5,751 5,382 BLACKSTONE GROUP LP/THE 825,972 14,078,055 13,678,096 BLOCKBUSTER INC 190,810 85,865 8,873 BLONDER TONGUE LABORATORIES 20,400 41,991 33,660 BLOUNT INTERNATIONAL INC 64,536 969,236 1,127,444 BLUE COAT SYSTEMS INC 103,390 2,561,813 2,260,105 BLUE DOLPHIN ENERGY CO 23,945 367,794 72,074 BLUE NILE INC 20,215 981,068 889,056 BLUE TREND LP 228,128,518 220,000,000 287,474,327 BLUEFLY INC 2,919 22,280 8,173 BLUEGREEN CORP 84,834 260,825 248,564 BLUELINX HOLDINGS INC 96,700 341,084 223,377 BLUM STRATEGIC PARTNERS II 6,419,846 11,355,495 12,685,250 BLUM STRATEGIC PARTNERS III 84,212,517 89,498,984 94,357,599 BLUM STRATEGIC PARTNERS IV 249,101,193 249,101,193 242,625,309 BLYTH INC 18,550 705,404 933,993 BMB MUNAI INC 34,700 30,055 34,700 BMC SOFTWARE INC 633,768 16,621,433 34,667,110 BNC BANCORP 600 8,044 4,398 BOARDWALK PIPELINE PARTNERS 198,132 6,169,522 5,753,753 BOB EVANS FARMS 130,938 2,731,609 4,578,902 BODY CENTRAL CORP 106,777 1,491,773 2,512,463 BOEING CO/THE 2,098,024 72,755,094 155,106,914 BOFI HOLDING INC 47,200 744,993 680,152 BOINGO WIRELESS INC 10,000 135,000 90,800 BOISE INC 278,997 1,297,474 2,173,387 BOK FINANCIAL CORPORATION 60,976 2,077,549 3,339,656 BOLT TECHNOLOGY CORP 86,900 1,029,359 1,077,560 BOMBAY COMPANY INC 54,900 27 27 BON TON STORES INC/THE 69,080 825,273 671,458 BONA FILM GROUP LTD SPON ADR 4,500 17,942 16,695 BOOZ ALLEN HAMILTON HOLDING 26,773 494,554 511,632 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value BORDERS GROUP INC 208,940 117,298 50,146 BORGWARNER INC 286,150 11,156,323 23,118,059 BOSTON BEER COMPANY INC CL A 20,639 559,064 1,849,254 BOSTON PRIVATE FINL HOLDING 187,648 1,129,163 1,234,724 BOSTON PROPERTIES INC 333,200 27,612,821 35,372,512 BOSTON SCIENTIFIC CORP 4,213,730 45,922,484 29,116,874 BOTTOMLINE TECHNOLOGIES INC 117,350 1,341,327 2,899,719 BOVIE MEDICAL CORP 13,900 95,715 36,835 BOWL AMERICA INC CLASS A 5,912 76,257 76,708 BOYD GAMING CORP 34,100 446,095 296,670 BP PRUDHOE BAY ROYALTY TRUST 48,328 3,712,020 5,395,338 BPZ RESOURCES INC 215,138 2,750,494 705,653 BRADY CORPORATION CL A 187,786 5,470,364 6,020,419 BRANDYWINE REALTY TRUST 300,889 3,087,165 3,487,304 BRASIL TELECOM SA ADR 4,200 119,433 120,372 BRAVO BRIO RESTAURANT GROUP 13,995 226,627 341,898 BRE PROPERTIES INC 142,520 6,844,381 7,108,898 BREEDEN EUROPEAN PARTNERS 296,665,271 296,665,271 228,546,178 BREEDEN PARTNERS 487,332,950 487,332,950 437,751,208 BREEZE EASTERN CORP 19,800 158,106 221,562 BREITBURN ENERGY PARTNERS LP 101,364 1,770,884 1,972,543 BRF BRASIL FOODS SA ADR 75,459 1,100,762 1,307,704 BRIDGE BANCORP INC 10,500 246,936 223,440 BRIDGE CAPITAL HOLDINGS 22,006 351,744 243,826 BRIDGELINE DIGITAL INC 5,300 14,054 4,770 BRIDGEPOINT EDUCATION INC 82,190 1,582,596 2,054,750 BRIDGFORD FOODS CORP 18,672 142,719 200,351 BRIGGS + STRATTON 197,870 2,885,787 3,929,698 BRIGHAM EXPLORATION CO 351,341 5,257,220 10,515,636 BRIGHTPOINT INC 199,267 2,005,546 1,616,055 BRINK S CO/THE 182,021 4,235,368 5,429,686 BRINKER INTERNATIONAL INC 235,155 4,001,850 5,751,891 BRISTOL MYERS SQUIBB CO 5,296,947 108,195,583 153,399,585 BRISTOW GROUP INC 63,176 1,809,570 3,223,240 BROADCAST INTERNATIONAL INC 35,000 69,140 29,750 BROADCOM CORP CL A 1,497,013 80,600,632 50,359,517 BROADMARK CAPITAL VENTURES 1,098,900 1,098,900 - BROADRIDGE FINANCIAL SOLUTIO 318,745 3,235,028 7,672,192 BROADSOFT INC 81,165 3,238,356 3,094,821 BROADWIND ENERGY INC 817,800 2,243,691 1,185,810 BROCADE COMMUNICATIONS SYS 1,152,336 25,394,977 7,444,091 BROOKDALE SENIOR LIVING INC 228,750 3,299,997 5,547,188 BROOKFIELD OFFICE PROPERTIES 93,600 468,005 1,804,608 BROOKFIELD RESIDENTIAL PROPE 28,094 341,342 278,692 BROOKLINE BANCORP INC 365,640 4,393,691 3,389,483 BROOKLYN FEDERAL BANCORP INC 1,804 25,216 2,796 BROOKS AUTOMATION INC 171,628 3,768,989 1,863,880 BROOKSIDE CAP PARTNERS 9,102,377 9,102,377 32,715,791 BROWN + BROWN INC 372,609 5,859,118 9,561,147 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value BROWN FORMAN CORP CLASS A 57,116 3,695,769 4,112,352 BROWN FORMAN CORP CLASS B 252,472 7,432,944 18,857,134 BROWN SHOE COMPANY INC 91,527 1,072,943 974,763 BRT REALTY TRUST 3,500 25,283 22,085 BRUKER CORP 266,049 2,458,823 5,416,758 BRUNSWICK CORP 277,052 3,666,076 5,651,861 BRYN MAWR BANK CORP 37,674 703,577 762,899 BSD MEDICAL CORP 50,443 221,673 206,312 BSQUARE CORP 42,450 187,085 266,162 BTU INTERNATIONAL INC 35,273 97,392 248,322 BUCKEYE PARTNERS LP 312,538 19,756,077 20,177,453 BUCKEYE TECHNOLOGIES INC 68,343 1,193,561 1,843,894 BUCKLE INC/THE 93,086 2,429,889 3,974,772 BUCYRUS INTERNATIONAL INC 213,777 10,499,761 19,594,800 BUFFALO WILD WINGS INC 91,139 3,408,906 6,043,427 BUILD A BEAR WORKSHOP INC 72,700 474,919 473,277 BUILDERS FIRSTSOURCE INC 185,619 532,725 399,081 BUNGE LTD 314,662 13,389,542 21,695,945 BUTLER NATIONAL CORP 5,800 2,411 4,118 C + F FINANCIAL CORP 2,050 32,596 43,655 C.H. ROBINSON WORLDWIDE INC 470,704 20,031,887 37,110,303 C+D TECHNOLOGIES INC 2,947 623,330 27,437 CA INC 1,828,412 34,570,822 41,760,930 CABELA S INC 223,930 4,232,748 6,079,700 CABLEVISION SYSTEMS NY GRP A 815,270 10,953,152 29,520,927 CABOT CORP 259,854 6,187,078 10,360,379 CABOT MICROELECTRONICS CORP 65,659 2,940,455 3,051,174 CABOT OIL + GAS CORP 220,549 11,993,081 14,624,604 CACHE INC 121,000 1,196,053 596,530 CACI INTERNATIONAL INC CL A 90,308 3,703,280 5,696,629 CADENCE DESIGN SYS INC 810,726 7,116,558 8,561,267 CADENCE PHARMACEUTICALS INC 103,200 784,969 949,440 CADIZ INC 4,000 49,600 43,440 CADUS CORP 232,600 439,985 337,270 CAGLE S INC CLASS A 14,000 93,124 57,120 CAI INTERNATIONAL INC 69,812 930,558 1,442,316 CAL DIVE INTERNATIONAL INC 160,339 1,311,209 958,827 CAL MAINE FOODS INC 45,827 1,269,637 1,464,631 CALAMOS ASSET MANAGEMENT A 62,010 408,533 900,385 CALAMP CORP 193,515 1,476,831 586,350 CALAVO GROWERS INC 44,287 631,745 932,684 CALGON CARBON CORP 123,423 1,687,874 2,098,191 CALIFORNIA FIRST NATL BANCOR 2,039 22,398 31,237 CALIFORNIA PIZZA KITCHEN INC 125,319 1,910,629 2,314,642 CALIFORNIA WATER SERVICE GRP 114,354 2,157,168 2,139,563 CALIPER LIFE SCIENCES INC 238,565 993,137 1,934,762 CALIX NETWORKS INC 90,138 1,483,093 1,876,673 CALLAWAY GOLF COMPANY 17,090 161,304 106,300 CALLIDUS SOFTWARE INC 52,400 313,361 306,540 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value CALLISTO PHARMACEUTICALS INC 5,000 3,600 3,000 CALLON PETROLEUM CO 211,329 1,253,523 1,483,530 CALPINE CORP 952,011 8,820,437 15,355,937 CALUMET SPECIALTY PRODUCTS 107,800 2,309,225 2,317,700 CAMAC ENERGY INC 195,300 660,202 259,749 CAMBREX CORP 118,359 529,367 546,819 CAMBRIDGE BANCORP 31 992 1,069 CAMCO FINANCIAL CORP 38,965 574,586 70,137 CAMDEN NATIONAL CORP 33,710 871,937 1,106,025 CAMDEN PROPERTY TRUST 155,964 7,276,520 9,922,430 CAMELOT INFORMATION SYS ADS 15,900 237,017 237,705 CAMERON INTERNATIONAL CORP 880,101 27,373,711 44,260,279 CAMPBELL SOUP CO 776,930 16,306,782 26,842,932 CANADIAN SOLAR INC 172,787 2,741,161 1,987,051 CANO PETROLEUM INC 121,150 632,880 39,677 CANTEL MEDICAL CORP 37,389 602,055 1,006,138 CANYON SPECIAL OPPORTUNITY FD 10,942,308 10,942,308 11,789,953 CANYON VALUE REALIZATION FUND 11,092,389 11,092,389 24,989,599 CAPE BANCORP INC 47 298 470 CAPELLA EDUCATION CO 62,128 3,600,260 2,600,057 CAPITAL BANK CORP 36,552 333,160 127,566 CAPITAL CITY BANK GROUP INC 50,253 848,789 515,596 CAPITAL ONE FINANCIAL CORP 1,422,257 45,204,711 73,488,019 CAPITAL PRODUCT PARTNERS LP 88,785 795,679 811,495 CAPITAL PROPERTIES INC CL A 1,500 16,637 14,700 CAPITAL SENIOR LIVING CORP 92,100 576,869 855,609 CAPITAL TRUST CL A 90,375 270,109 349,751 CAPITALSOURCE INC 1,596,344 13,705,829 10,296,419 CAPITOL BANCORP LTD 44,100 69,159 5,954 CAPITOL FEDERAL FINANCIAL IN 285,041 3,911,361 3,352,082 CAPLEASE INC 423,434 2,081,169 2,079,061 CAPSTEAD MORTGAGE CORP 244,472 2,732,052 3,275,925 CAPSTONE THERAPEUTICS CORP 67,500 347,625 16,943 CAPSTONE TURBINE CORP 820,007 855,168 1,254,611 CARBO CERAMICS INC 60,381 3,672,835 9,839,084 CARDICA INC 50,000 500,000 137,000 CARDIMA INC 600 1,327 48 CARDINAL FINANCIAL CORP 102,601 659,888 1,123,481 CARDINAL HEALTH INC 1,425,097 39,595,655 64,727,906 CARDIONET INC 81,691 405,866 433,779 CARDIOVASCULAR SYSTEMS INC 131,494 1,522,571 1,914,553 CARDIUM THERAPEUTICS INC 291,000 292,047 81,480 CARDO MEDICAL INC 1,819 910 146 CARDTRONICS INC 288,113 3,721,486 6,756,250 CAREER EDUCATION CORP 345,435 7,277,354 7,305,950 CAREFUSION CORP 582,860 12,384,786 15,836,306 CARIBOU COFFEE CO INC 54,552 518,735 722,268 CARLISLE COS INC 135,899 726,017 6,690,308 CARMAX INC 537,086 9,165,674 17,761,434 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value CARMIKE CINEMAS INC 70,639 375,221 488,115 CARNIVAL CORP 1,660,206 39,951,979 62,473,552 CARPENTER TECHNOLOGY 159,700 5,457,890 9,211,496 CARRIAGE SERVICES INC 167,100 716,405 947,457 CARRIZO OIL + GAS INC 90,798 3,996,551 3,790,817 CARROLLTON BANCORP 14,363 183,727 51,994 CARROLS RESTAURANT GROUP INC 57,617 330,705 601,521 CARTER BANK + TRUST 197 1,579 1,868 CARTER S INC 72,338 1,804,429 2,225,117 CARTICA CAPITAL PARTNERS, LP 172,841,584 172,841,584 237,931,305 CARVER BANCORP INC 2,500 34,524 2,000 CAS MEDICAL SYSTEMS INC 6,600 18,592 19,140 CASCADE BANCORP 64,072 540,964 647,127 CASCADE CORP 33,663 1,350,896 1,601,349 CASCADE FINANCIAL CORP 60,099 713,809 26,978 CASELLA WASTE SYSTEMS INC A 64,040 201,418 390,644 CASEY S GENERAL STORES INC 144,591 2,635,879 6,362,004 CASH AMERICA INTL INC 93,648 3,302,664 5,419,410 CASS INFORMATION SYSTEMS INC 17,668 475,829 667,144 CASTLE (A.M.) + CO 68,538 1,298,318 1,138,416 CASUAL MALE RETAIL GROUP INC 216,068 759,781 896,682 CATALYST HEALTH SOLUTIONS IN 155,645 4,403,963 8,688,104 CATALYST PHARMACEUTICAL PART 10,500 37,707 19,740 CATERPILLAR INC 1,936,581 77,160,302 206,168,413 CATHAY GENERAL BANCORP 192,007 2,308,871 3,146,995 CATO CORP CLASS A 145,343 2,735,321 4,185,878 CAVCO INDUSTRIES INC 21,070 526,252 948,150 CAVIUM INC 119,470 3,264,177 5,207,697 CB RICHARD ELLIS GROUP INC A 1,043,601 15,701,113 26,204,821 CBEYOND INC 118,785 2,446,150 1,571,526 CBIZ INC 422,832 2,341,818 3,112,044 CBL + ASSOCIATES PROPERTIES 356,129 4,418,445 6,456,619 CBOE HOLDINGS INC 205,600 4,841,299 5,057,760 CBS CORP CLASS B NON VOTING 2,198,178 32,591,565 62,626,091 CCA INDUSTRIES INC 24,958 206,407 151,245 CDC CORP CL A 147,966 529,700 309,249 CDC SOFTWARE CORP ADR 8,100 48,044 41,958 CDI CORP 54,652 892,737 726,325 CEC ENTERTAINMENT INC 67,622 1,168,812 2,712,318 CECO ENVIRONMENTAL CORP 120,700 1,300,562 813,518 CEDAR FAIR LP 138,438 1,873,375 2,788,141 CEDAR SHOPPING CENTERS INC 154,778 1,767,126 797,107 CEL SCI CORP 634,800 877,010 317,400 CELADON GROUP INC 66,853 573,972 933,268 CELANESE CORP SERIES A 712,190 21,026,939 37,966,849 CELGENE CORP 1,390,475 46,813,762 83,873,452 CELGENE CORP RTS W/I 28,280 149,884 57,974 CELL THERAPEUTICS INC 329,078 2,147,146 518,298 CELLCOM ISRAEL LTD 38,471 1,088,594 1,066,416 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value CELLDEX THERAPEUTICS INC 169,634 703,133 602,201 CELSION CORP 33,400 179,358 112,558 CEMEX SAB SPONS ADR PART CER 553,288 5,123,790 4,758,277 CEMIG SA SPONS ADR 1,828,822 27,387,645 37,746,886 CENTENE CORP 144,745 3,507,211 5,142,790 CENTER BANCORP INC 32,066 300,712 334,769 CENTER FINANCIAL CORP 144,522 749,861 917,715 CENTERPOINT ENERGY INC 1,323,973 19,157,474 25,618,878 CENTERSTATE BANKS INC 47,470 589,849 328,492 CENTRAIS ELETRICAS BR SP ADR 103,249 1,393,942 1,393,862 CENTRAL BANCORP INC 4,899 128,926 100,674 CENTRAL EURO DISTRIBUTION CP 190,766 8,314,204 2,136,579 CENTRAL EUROPEAN MEDIA ENT A 203,492 4,171,435 4,018,967 CENTRAL FEDERAL CORP 7,300 32,684 5,840 CENTRAL GARDEN + PET CO 12,200 117,059 126,636 CENTRAL GARDEN AND PET CO A 121,662 899,077 1,234,869 CENTRAL PACIFIC FINANCIAL CO 166,297 2,407,193 2,328,158 CENTRAL VALLEY COMM BANCORP 1,900 17,285 12,483 CENTRAL VERMONT PUBLIC SERV 29,585 677,409 1,069,498 CENTRUE FINANCIAL CORP 22,710 261,630 13,626 CENTURY ALUMINUM COMPANY 215,399 2,162,270 3,370,994 CENTURY BANCORP INC CL A 23,852 676,599 631,124 CENTURY CASINOS INC 51,000 408,150 141,780 CENTURYLINK INC 1,475,975 48,952,973 59,673,669 CENVEO INC 155,798 957,259 997,107 CEPHALON INC 209,071 12,971,934 16,704,773 CEPHEID INC 200,311 3,062,356 6,938,773 CERADYNE INC 105,189 3,048,415 4,101,319 CEREPLAST INC 20,300 72,300 90,132 CERNER CORP 395,118 8,703,792 24,145,661 CERUS CORP 103,300 328,494 309,900 CEVA INC 81,883 647,885 2,494,156 CF INDUSTRIES HOLDINGS INC 262,283 27,465,460 37,157,633 CFS BANCORP INC 47,892 645,134 257,180 CH ENERGY GROUP INC 13,600 589,678 724,336 CHAMPION INDUSTRIES INC/WV 33,843 159,193 45,011 CHARLES + COLVARD LTD 116,973 867,209 320,506 CHARLES RIVER LABORATORIES 197,289 6,527,366 8,019,798 CHARM COMMUNICATIONS INC 3,100 31,016 36,890 CHARMING SHOPPES 413,242 1,523,579 1,719,087 CHART INDUSTRIES INC 110,312 4,557,894 5,954,642 CHARTER COMMUNICATION A 286,560 12,401,910 15,548,746 CHARTER FINANCIAL CORP 1,495 12,708 14,801 CHASE CORP 14,850 108,544 248,886 CHATHAM ASSET LEVERAGES LOAN 110,696,978 110,696,978 161,535,894 CHATHAM EUREKA FUND L P 439,935,829 460,135,829 510,469,861 CHATHAM LODGING TRUST 700 11,664 11,277 CHECK POINT SOFTWARE TECH 503,768 17,973,405 28,639,211 CHECKPOINT SYSTEMS INC 152,609 1,796,946 2,728,649 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value CHEESECAKE FACTORY INC/THE 207,852 5,345,839 6,520,317 CHELSEA THERAPEUTICS INTERNA 147,292 826,527 751,189 CHEMED CORP 99,881 4,435,446 6,544,203 CHEMICAL FINANCIAL CORP 21,602 512,917 405,254 CHEMSPEC INTL LTD ADR 4,500 32,288 32,400 CHEMTURA CORP 194,886 3,563,366 3,546,925 CHENIERE ENERGY INC 190,910 928,558 1,748,736 CHENIERE ENERGY PARTNERS LP 17,007 300,464 305,616 CHEROKEE INC 29,130 562,283 499,871 CHESAPEAKE ENERGY CORP 1,599,092 37,051,669 47,477,041 CHESAPEAKE LODGING TRUST 16,620 290,870 283,537 CHESAPEAKE MIDSTREAM PARTNER 22,400 600,900 642,880 CHESAPEAKE UTILITIES CORP 34,892 1,031,923 1,396,727 CHEVIOT FINANCIAL CORP 4,219 43,004 38,815 CHEVRON CORP 5,715,955 246,934,174 587,828,812 CHICAGO BRIDGE + IRON NY SHR 196,141 4,762,037 7,629,885 CHICAGO RIVET + MACHINE CO 2,900 75,237 46,690 CHICO S FAS INC 503,988 7,121,286 7,675,737 CHICOPEE BANCORP INC 19,013 258,111 271,886 CHILDREN S PLACE 141,607 7,013,055 6,300,095 CHIMERA INVESTMENT CORP 1,712,227 6,612,842 5,924,305 CHINA ADVANCED CONSTRUCTION 34,600 126,290 58,474 CHINA AGRITECH INC 29,879 479,793 52,288 CHINA ARMCO METALS INC 36,600 139,629 50,508 CHINA AUTO LOGISTICS INC 2,700 8,321 3,186 CHINA AUTOMOTIVE SYSTEMS INC 6,674 113,478 57,597 CHINA BAK BATTERY INC 10,600 16,483 10,706 CHINA BIOLOGIC PRODUCTS INC 26,600 314,455 271,320 CHINA BIOTICS INC 146,203 1,801,188 505,862 CHINA CERAMICS CO LTD 13,500 85,778 60,615 CHINA CORD BLOOD CORP 212,522 728,859 690,697 CHINA DIGITAL TV HOLDING ADR 41,500 232,906 211,650 CHINA EASTERN AIRLINES ADR 1,700 35,544 38,046 CHINA EDUCATION ALLIANCE INC 114,700 415,947 92,907 CHINA ELECTRIC MOTOR INC 22,000 100,179 8,800 CHINA GENGSHENG MINERALS INC 135,300 175,890 253,011 CHINA GERUI ADVANCED MATERIA 141,522 775,679 540,614 CHINA GREEN AGRICULTURE INC 169,592 1,428,828 844,568 CHINA HGS REAL ESTATE INC 1,700 5,695 3,910 CHINA HYDROELECTRIC CP ADS 49,300 342,102 201,144 CHINA INFORMATION TECHNOLOGY 140,007 532,486 291,215 CHINA INFRASTRUCTURE INVESTM 18,100 15,385 5,611 CHINA JO JO DRUGSTORES INC 29,300 143,033 55,963 CHINA LIFE INSURANCE CO ADR 123,955 6,504,779 6,425,827 CHINA LODGING GROUP SPON ADS 140,960 2,927,897 2,509,088 CHINA MARINE FOOD GROUP LTD 140,482 715,476 383,516 CHINA MEDIAEXPRESS HOLDINGS 172,400 1,835,345 317,216 CHINA MING YANG WIND POW ADS 79,400 817,606 499,426 CHINA MOBILE LTD SPON ADR 376,808 17,729,952 17,627,078 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value CHINA NATURAL GAS INC 51,732 269,997 197,616 CHINA NATURAL RESOURCES INC 1,033 15,582 9,968 CHINA NEPSTAR CHAIN DRUG ADR 53,200 184,407 134,596 CHINA NEW BORUN CORP ADR 79,800 1,035,115 406,980 CHINA NORTH EAST PETROLEUM 2,500 10,675 8,125 CHINA NUOKANG BIO PH SP ADR 2,500 8,428 11,200 CHINA ORGANIC AGRICULTURE IN 79,800 38,025 7,102 CHINA PHARMA HOLDINGS INC 11,000 29,586 24,750 CHINA REAL ESTATE INFORM ADR 156,860 1,134,825 1,119,980 CHINA RECYCLING ENERGY CORP 171,940 566,969 347,319 CHINA RITAR POWER CORP 44,800 167,521 20,608 CHINA SECURITY + SURVEILLANC 525,400 3,110,253 2,784,620 CHINA SHENGDA PACKAGING GROU 4,200 13,673 5,628 CHINA SKY ONE MEDICAL INC 16,800 73,018 36,624 CHINA SOUTHERN AIR SPONS ADR 5,238 86,799 141,636 CHINA TECHFAITH WIRELESS ADR 100,000 446,181 390,000 CHINA TELECOM CORP LTD ADR 22,800 1,075,007 1,492,260 CHINA TRANSINFO TECHNOLOGY 10,700 83,300 39,590 CHINA UNICOM HONG KONG ADR 276,397 3,302,399 5,602,567 CHINA VALVES TECHNOLOGY INC 181,481 1,613,674 589,813 CHINA XD PLASTICS CO LTD 46,500 230,773 195,765 CHINA YIDA HOLDINGS CO 29,700 222,779 86,724 CHINA YUCHAI INTL LTD 128,550 2,718,970 2,712,405 CHINACAST EDUCATION CORP 84,101 377,549 435,643 CHINAEDU CORP ADR 5,200 40,097 33,540 CHINANET ONLINE HOLDINGS INC 28,500 113,628 41,610 CHINDEX INTERNATIONAL INC 41,550 733,701 565,911 CHIPMOS TECHNOLOGIES BERMUDA 71,330 588,570 639,830 CHIPOTLE MEXICAN GRILL INC 92,500 11,241,587 28,507,575 CHIQUITA BRANDS INTL 162,345 2,415,131 2,113,732 CHOICE HOTELS INTL INC 29,058 921,884 969,375 CHRISTOPHER + BANKS CORP 173,688 1,616,877 998,706 CHROMCRAFT REVINGTON INC 13,900 149,866 20,989 CHUBB CORP 1,032,614 28,664,723 64,651,963 CHUNGHWA TELECOM LTD ADR 139,651 3,475,651 4,824,942 CHURCH + DWIGHT CO INC 482,756 5,908,927 19,570,928 CHURCHILL DOWNS INC 25,376 956,522 1,143,950 CHYRON CORP 27,466 41,320 62,897 CIA BRASILEIRA DE DIS SP PRF 43,040 859,579 2,020,719 CIA CERVECERIAS UNIDAS ADR 112,503 3,918,496 6,614,051 CIA DE MINAS BUENAVENTUR ADR 675,366 30,726,937 25,650,401 CIA PARANAENSE ENER SP ADR P 305,072 6,495,430 8,285,756 CIA SANEAMENTO BASICO DE ADR 29,993 1,673,886 1,789,682 CIA SIDERURGICA NACL SP ADR 1,572,764 22,543,383 19,596,639 CIBER INC 490,014 4,353,135 2,719,578 CIENA CORP 43,627 2,430,628 801,864 CIFC DEERFIELD CORP 13,100 77,696 89,735 CIGNA CORP 930,521 17,070,952 47,856,695 CIMAREX ENERGY CO 325,258 16,628,988 29,247,199 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value CINCINNATI BELL INC 817,729 4,139,021 2,714,860 CINCINNATI FINANCIAL CORP 488,542 7,624,290 14,255,656 CINEDIGM DIGITAL CINEMA A 66,300 453,430 112,047 CINEMARK HOLDINGS INC 463,390 8,218,691 9,596,807 CINTAS CORP 378,067 10,035,964 12,487,553 CIRCOR INTERNATIONAL INC 17,112 563,678 732,907 CIRRUS LOGIC INC 202,249 2,290,402 3,215,759 CISCO SYSTEMS INC 15,612,344 122,984,655 243,708,690 CIT GROUP INC 478,071 17,627,244 21,159,422 CITI TRENDS INC 127,589 3,051,819 1,924,042 CITIGROUP INC 8,558,827 433,977,144 356,389,556 CITIZENS + NORTHERN CORP 38,766 460,930 584,204 CITIZENS FINANCIAL SERVICES 9,409 194,279 374,008 CITIZENS FIRST BANCORP INC 54 1,228 1 CITIZENS FIRST CORP 11,600 116,247 88,334 CITIZENS INC 158,869 1,272,663 1,083,487 CITIZENS REPUBLIC BANCORP IN 3,070,159 4,108,098 2,118,717 CITIZENS SOUTH BANKING CORP 48,300 587,510 198,030 CITRIX SYSTEMS INC 482,118 14,071,823 38,569,440 CITY BANK LYNNWOOD WA 15,480 48,762 3,738 CITY HOLDING CO 95,494 3,468,632 3,154,167 CITY NATIONAL CORP 101,345 2,823,189 5,497,966 CKX LDS INC 5,295 70,410 68,173 CLARCOR INC 181,077 2,990,774 8,561,321 CLAYTON WILLIAMS ENERGY INC 30,262 2,599,928 1,817,233 CLEAN DIESEL TECHNOLOGIES 4,133 84,298 19,632 CLEAN ENERGY FUELS CORP 148,861 1,911,315 1,957,522 CLEAN HARBORS INC 67,536 3,712,757 6,973,092 CLEANTECH SOLUTIONS INTERNAT 31,300 139,423 27,857 CLEAR CHANNEL OUTDOOR CL A 151,975 1,955,470 1,930,083 CLEARFIELD INC 35,200 87,312 252,384 CLEARONE COMMUNICATIONS INC 2,100 7,951 13,776 CLEARWATER PAPER CORP 58,615 2,916,622 4,002,232 CLEARWIRE CORP CLASS A 512,500 2,488,024 1,937,250 CLECO CORPORATION 110,785 3,052,670 3,860,857 CLEVELAND BIOLABS INC 43,400 249,468 147,994 CLICKSOFTWARE TECHNOLOGIES 20,788 139,682 205,385 CLIFFS NATURAL RESOURCES INC 520,898 30,536,811 48,157,020 CLIFTON SAVINGS BANCORP INC 40,251 418,175 444,371 CLOROX COMPANY 351,677 6,839,665 23,717,097 CLOUD PEAK ENERGY INC 300,718 4,680,405 6,405,293 CME GROUP INC 177,371 45,400,476 51,719,610 CMS ENERGY CORP 874,437 16,516,592 17,217,665 CNA FINANCIAL CORP 93,143 2,623,993 2,705,804 CNB FINANCIAL CORP/PA 31,300 433,908 434,757 CNH GLOBAL N.V. 567,691 18,644,812 21,941,257 CNINSURE INC ADR 30,300 501,664 446,319 CNO FINANCIAL GROUP INC 1,300,663 6,330,078 10,288,244 COACH INC 859,257 14,038,797 54,932,300 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value COAST DISTRIBUTION SYSTEM/DE 19,900 111,846 57,710 COBALT INTERNATIONAL ENERGY 350,130 3,041,433 4,772,272 COBIZ FINANCIAL INC 114,285 715,415 747,424 COBRA ELECTRONICS CORP 17,900 108,203 62,292 COCA COLA BOTTLING CO CONSOL 13,064 692,963 883,910 COCA COLA CO/THE 6,186,394 140,947,725 416,282,452 COCA COLA ENTERPRISES 1,113,069 19,325,825 32,479,353 COCA COLA FEMSA SAB SP ADR 24,500 2,007,418 2,278,745 CODEXIS INC 6,417 63,096 61,796 CODORUS VALLEY BANCORP INC 11,482 176,238 122,972 COEUR D ALENE MINES CORP 178,427 2,791,026 4,328,639 COFFEE HOLDING CO INC 5,100 12,106 79,050 COGDELL SPENCER INC 77,812 551,564 466,094 COGENT COMMUNICATIONS GROUP 105,484 1,618,321 1,794,283 COGNEX CORP 112,310 2,676,044 3,979,143 COGNIZANT TECH SOLUTIONS A 982,303 28,064,091 72,042,102 COGO GROUP INC 24,214 191,272 129,303 COHEN + STEERS INC 56,669 1,070,931 1,878,577 COHERENT INC 62,667 3,093,764 3,463,605 COHU INC 13,239 183,961 173,563 COINSTAR INC 56,787 2,605,133 3,097,163 COLDWATER CREEK INC 141,650 938,914 198,310 COLEMAN CABLE INC 66,717 501,168 980,073 COLFAX CORP 18,940 293,632 469,712 COLGATE PALMOLIVE CO 1,424,512 49,751,231 124,516,594 COLLECTIVE BRANDS INC 194,356 2,563,788 2,855,090 COLLECTORS UNIVERSE 18,000 140,384 266,580 COLONIAL FINANCIAL SERVICES 5,343 60,971 67,589 COLONIAL PROPERTIES TRUST 172,066 2,970,631 3,510,146 COLONY BANKCORP 999 13,919 2,867 COLONY FINANCIAL INC 822 15,121 14,854 COLUMBIA BANKING SYSTEM INC 132,803 2,727,045 2,286,868 COLUMBIA LABORATORIES INC 424,700 2,093,578 1,312,323 COLUMBIA SPORTSWEAR CO 55,800 2,008,423 3,537,720 COLUMBUS MCKINNON CORP/NY 55,140 1,229,109 990,314 COMARCO INC 29,248 213,909 9,944 COMBIMATRIX CORP 23,300 64,541 85,045 COMCAST CORP CLASS A 3,130,480 53,705,817 79,326,363 COMCAST CORP SPECIAL CL A 4,921,595 67,442,995 119,250,247 COMERICA INC 731,577 20,577,334 25,290,617 COMFORT SYSTEMS USA INC 39,988 471,347 424,273 COMMAND SECURITY CORPORATION 1,500 4,668 2,535 COMMERCE BANCSHARES INC 224,767 5,640,440 9,664,981 COMMERCIAL INTL BANK SP GDR 66,634 431,166 337,168 COMMERCIAL INTL BANK SP GDR 95,009 566,488 480,746 COMMERCIAL METALS CO 277,549 4,229,722 3,982,828 COMMERCIAL VEHICLE GROUP INC 29,375 306,661 416,831 COMMONWEALTH BANKSHARES INC 13,692 246,679 5,477 COMMONWEALTH BIOTECHNOLOGIES 57,300 157,071 2,163 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value COMMONWEALTH REIT 267,043 6,996,534 6,900,391 COMMUNICATIONS SYSTEMS INC 29,700 265,304 532,521 COMMUNITY BANK SYSTEM INC 40,139 838,208 995,046 COMMUNITY BK SHARES/INDIANA 7,117 146,807 70,956 COMMUNITY CAPITAL CORP 58,813 354,663 188,202 COMMUNITY FINL CORP/VA 10,400 119,502 42,640 COMMUNITY HEALTH SYSTEMS INC 312,022 8,596,045 8,012,725 COMMUNITY PARTNERS BANCORP 3,152 22,494 15,130 COMMUNITY TRUST BANCORP INC 38,970 1,099,888 1,080,248 COMMUNITY VALLEY BANCORP 2,824 29,786 7 COMMUNITY WEST BANCSHARES 24,654 207,077 86,412 COMMVAULT SYSTEMS INC 98,997 2,438,867 4,400,417 COMPANHIA DE BEBIDAS PRF ADR 1,354,076 31,492,816 45,672,983 COMPASS DIVERSIFIED HOLDINGS 27,500 357,010 453,475 COMPASS MINERALS INTERNATION 78,101 3,982,931 6,722,153 COMPETITIVE TECHNOLOGIES INC 96,125 128,997 157,645 COMPLETE GENOMICS INC 105,901 1,119,381 1,618,167 COMPLETE PRODUCTION SERVICES 273,864 6,862,182 9,136,103 COMPOSITE TECHNOLOGY CORPORA 77,400 16,254 8,127 COMPREHENSIVE CARE CORP 32,550 56,650 10,091 COMPUCREDIT HOLDINGS CORP 41,785 206,990 96,941 COMPUTER PROGRAMS + SYSTEMS 53,542 1,496,612 3,398,846 COMPUTER SCIENCES CORP 432,212 15,562,832 16,406,768 COMPUTER TASK GROUP INC 60,341 474,456 794,691 COMPUWARE CORP 796,880 4,964,768 7,777,549 COMPX INTERNATIONAL INC 20,500 152,925 270,190 COMSCORE INC 28,584 500,006 740,326 COMSTOCK HOMEBUILDING COS A 84,413 219,660 96,231 COMSTOCK RESOURCES INC 120,464 2,282,950 3,468,159 COMTECH TELECOMMUNICATIONS 63,995 1,416,438 1,794,420 COMVERGE INC 51,742 361,514 153,674 CON WAY INC 163,490 5,147,974 6,345,047 CONAGRA FOODS INC 1,232,732 22,258,578 31,816,813 CONCEPTUS INC 66,585 1,091,466 777,047 CONCHO RESOURCES INC 207,729 6,650,117 19,079,909 CONCORD MEDICAL SPON ADR 93,400 557,367 394,148 CONCUR TECHNOLOGIES INC 112,589 3,662,093 5,637,331 CONCURRENT COMPUTER CORP 21,968 377,862 137,520 CONMED CORP 194,255 4,519,010 5,532,382 CONN S INC 99,928 742,389 864,377 CONNECTICUT WATER SVC INC 28,705 665,458 734,274 CONOCOPHILLIPS 4,321,671 134,133,165 324,946,442 CONOLOG CORP 20 6,551 2 CONSOL ENERGY INC 544,022 15,547,900 26,374,187 CONSOLIDATED COMMUNICATIONS 5,649 62,854 109,817 CONSOLIDATED EDISON INC 762,080 26,936,705 40,573,139 CONSOLIDATED GRAPHICS INC 14,653 445,254 805,182 CONSOLIDATED WATER CO ORD SH 2,500 20,513 23,225 CONSTANT CONTACT INC 67,714 1,270,605 1,718,581 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value CONSTELLATION BRANDS INC A 701,620 13,505,938 14,607,728 CONSTELLATION BRANDS INC B 1,241 23,048 25,776 CONSTELLATION ENERGY GROUP 863,328 25,952,103 32,771,931 CONSTELLATION ENERGY PARTNER 24,100 91,098 62,178 CONSUMER PORTFOLIO SERVICES 123,800 629,023 146,084 CONTANGO OIL + GAS 72,403 3,403,370 4,231,231 CONTANGO ORE INC 3,213 59,729 41,769 CONTINENTAL RESOURCES INC/OK 150,366 4,771,087 9,760,257 CONTINUCARE CORP 154,931 740,485 957,474 CONVERGYS CORP 431,439 3,207,070 5,884,828 CONVERTED ORGANICS INC 23,400 15,093 1,521 COOPER COS INC/THE 122,252 5,281,182 9,687,248 COOPER INDUSTRIES PLC 497,476 23,885,635 29,684,393 COOPER STANDARD HOLDING 4,876 220,882 224,296 COOPER STD HLDGS INC 73,200 3,294,000 3,367,200 COOPER TIRE + RUBBER 163,531 2,306,456 3,236,278 COOPERATIVE BANKSHARES INC 24,475 245 24 COPA HOLDINGS SA CLASS A 111,303 5,949,219 7,428,362 COPANO ENERGY LLC UNITS 148,594 4,204,286 5,084,887 COPART INC 155,156 2,681,932 7,230,270 COPYTELE INC 162,400 130,508 58,464 CORCEPT THERAPEUTICS INC 162,200 526,646 647,178 CORE LABORATORIES N.V. 183,144 16,207,542 20,427,882 CORE MARK HOLDING CO INC 30,000 903,945 1,071,000 CORE MOLDING TECHNOLOGIES IN 1,645 4,572 14,756 CORELOGIC INC 291,341 4,960,585 4,868,308 CORESITE REALTY CORP 7,000 117,117 114,800 CORINTHIAN COLLEGES INC 272,462 2,694,707 1,160,688 CORN PRODUCTS INTL INC 210,142 5,070,334 11,616,650 CORNERSTONE ONDEMAND INC 13,225 231,338 233,421 CORNERSTONE THERAPEUTICS INC 16,523 713,051 148,046 CORNING INC 4,005,066 50,307,682 72,691,948 CORPORATE EXECUTIVE BOARD CO 113,080 4,819,137 4,935,942 CORPORATE OFFICE PROPERTIES 148,153 5,697,264 4,609,040 CORRECTIONS CORP OF AMERICA 497,507 12,598,897 10,771,027 CORVEL CORP 14,348 648,646 672,921 COSAN LTD CLASS A SHARES 283,604 3,334,650 3,485,493 COSFV US WTS 5,491 130,411 145,512 COSI INC 207,528 536,378 197,152 COST PLUS INC/CALIFORNIA 94,900 546,450 949,000 COSTAMARE INC 1,200 19,362 20,328 COSTAR GROUP INC 99,265 4,685,386 5,884,429 COSTCO WHOLESALE CORP 1,218,127 35,457,694 98,960,637 COURIER CORP 11,600 191,968 128,180 COUSINS PROPERTIES INC 161,366 1,284,080 1,378,066 COVANCE INC 199,539 6,656,063 11,846,630 COVANTA HOLDING CORP 390,236 6,696,648 6,434,992 COVENANT GROUP OF CHINA INC 82 243 23 COVENANT TRANSPORT GRP CL A 54,400 825,392 421,600 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value COVENTRY HEALTH CARE INC 518,926 11,605,125 18,925,231 COVER ALL TECHNOLOGIES INC 12,000 13,422 29,880 COVIDIEN PLC 1,397,887 55,909,797 74,409,525 COWEN GROUP INC CLASS A 85,825 349,077 322,702 COWLITZ BANCORP 11,969 31,022 1,556 CPFL ENERGIA SA ADR 56,319 4,126,265 4,894,121 CPI AEROSTRUCTURES INC 11,700 105,109 159,471 CPI CORP 25,472 461,125 334,957 CR BARD INC 248,199 6,557,212 27,267,142 CRA INTERNATIONAL INC 21,640 662,686 586,228 CRACKER BARREL OLD COUNTRY 52,805 1,845,738 2,603,815 CRAFT BREWERS ALLIANCE INC 25,590 101,829 220,330 CRAFTMADE INTERNATIONAL INC 14,405 296,442 57,332 CRANE CO 298,560 5,384,206 14,751,850 CRAWFORD + CO CL B 47,310 235,408 334,482 CRAWFORD + COMPANY CL A 4,300 13,279 21,715 CRAY INC 200,331 978,183 1,282,118 CREDICORP LTD 61,479 4,364,390 5,265,672 CREDICORP LTD 206,483 18,979,146 17,778,202 CREDIT ACCEPTANCE CORP 17,059 935,429 1,440,974 CREDO PETROLEUM CORP 55,800 1,120,030 522,846 CREE INC 230,856 10,474,898 7,754,453 CRESCENT FINANCIAL CORP 17,398 97,941 70,462 CRESTWOOD MIDSTREAM PARTNERS 16,356 451,716 440,794 CREXENDO INC 40,100 338,495 198,495 CREXUS INVESTMENT CORP 13 157 144 CRIMSON EXPLORATION INC 102,300 330,767 363,165 CROCS INC 350,319 3,340,613 9,020,714 CROSS COUNTRY HEALTHCARE INC 85,875 1,064,619 652,650 CROSS TIMBERS RLTY TR 20,677 636,694 917,852 CROSSTEX ENERGY INC 151,581 1,307,415 1,803,814 CROSSTEX ENERGY LP 147,695 1,853,210 2,680,664 CROWN CASTLE INTL CORP 704,129 21,468,936 28,721,422 CROWN CRAFTS INC 79,975 290,122 392,277 CROWN HOLDINGS INC 562,507 13,555,315 21,836,522 CROWN MEDIA HOLDINGS CLASS A 25,850 68,220 49,374 CRUDE CARRIERS CORP 38,400 672,191 516,480 CRYO CELL INTL INC 3,200 1,872 8,928 CRYOLIFE INC 92,717 532,569 519,215 CRYPTOLOGIC LTD 46,800 52,851 69,732 CRYSTAL ROCK HOLDINGS INC 53,000 139,535 39,591 CSG SYSTEMS INTL INC 34,400 678,138 635,712 CSP INC 216,453 1,772,011 944,817 CSS INDUSTRIES INC 16,028 315,682 335,466 CSX CORP 3,245,673 26,004,282 85,101,546 CTC MEDIA INC 262,604 5,157,907 5,598,717 CTI INDUSTRIES CORP 8,000 13,960 41,760 CTM MEDIA HOLDINGS INC B 3,188 404 7,492 CTPARTNERS EXECUTIVE SEARCH 14,928 192,815 178,390 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value CTRIP.COM INTERNATIONAL ADR 266,330 11,197,463 11,473,496 CTS CORP 125,120 2,678,395 1,209,910 CUBIC CORP 85,890 3,102,370 4,379,531 CUBIC ENERGY INC 31,300 31,035 22,223 CUBIST PHARMACEUTICALS INC 203,655 5,181,607 7,329,543 CULLEN/FROST BANKERS INC 168,655 3,699,284 9,588,037 CULP INC 52,543 557,554 493,379 CUMBERLAND PHARMACEUTICALS 11,100 65,140 63,825 CUMMINS INC 739,134 42,628,715 76,492,978 CUMULUS MEDIA INC CL A 60,946 159,198 213,311 CURIS INC 233,600 453,184 836,288 CURTISS WRIGHT CORP 75,357 1,324,581 2,439,306 CUTERA INC 45,833 963,674 390,955 CVB FINANCIAL CORP 125,130 1,289,061 1,157,453 CVR ENERGY INC 170,541 1,579,472 4,198,719 CVR PARTNERS LP 25,000 400,000 561,500 CVS CAREMARK CORP 4,043,823 70,023,839 151,966,868 CYANOTECH CORP 11,600 23,331 42,224 CYBERONICS INC 153,098 3,134,210 4,279,089 CYBEROPTICS CORP 28,500 410,127 276,165 CYBEX INTERNATIONAL INC 27,250 44,754 19,620 CYCLACEL PHARMACEUTICALS INC 49,000 377,637 66,150 CYCLE COUNTRY ACCESSORIES CO 5,700 3,139 2,109 CYMER INC 144,370 5,118,304 7,147,759 CYNOSURE INC A 74,450 1,765,125 900,845 CYPRESS SEMICONDUCTOR CORP 376,592 2,255,306 7,961,155 CYPRESS SHARPRIDGE INVESTMEN 2,800 36,469 35,868 CYTEC INDUSTRIES INC 164,774 7,013,576 9,423,425 CYTOKINETICS INC 146,150 304,268 182,688 CYTOMEDIX INC 56,100 187,717 15,764 CYTORI THERAPEUTICS INC 89,100 592,353 426,789 CYTRX CORP 232,450 237,637 167,364 DAEGIS INC 3,853 18,842 7,167 DAKTRONICS INC 181,285 4,881,934 1,956,065 DANA HOLDING CORP 619,108 7,537,818 11,329,676 DANAHER CORP 1,644,277 29,412,937 87,130,238 DANAOS CORP 30,200 136,001 166,100 DANVERS BANCORP INC 6,700 149,745 145,859 DARA BIOSCIENCES INC 4,233 119,809 11,217 DARDEN RESTAURANTS INC 345,082 10,416,620 17,171,280 DARLING INTERNATIONAL INC 347,820 3,958,365 6,156,414 DATA I/O CORP 27,600 89,088 159,528 DATALINK CORP 100,000 733,440 695,000 DATARAM CORP 43,100 115,919 65,081 DATATRAK INTERNATIONAL INC 27,400 74,821 15,070 DATAWATCH CORP 64,643 203,772 371,697 DAVITA INC 336,671 11,261,361 29,159,075 DAWSON GEOPHYSICAL CO 31,225 1,066,879 1,066,334 DAXOR CORP 13,700 199,966 138,781 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value DAYTON SUPERIOR CORP 29,100 73 73 DCP MIDSTREAM PARTNERS LP 70,635 2,797,071 2,893,916 DCT INDUSTRIAL TRUST INC 491,098 3,174,558 2,568,443 DDI CORP 24,313 231,250 231,946 DEALERTRACK HOLDINGS INC 90,994 2,947,264 2,088,312 DEAN FOODS CO 1,022,975 14,333,864 12,551,903 DEARBORN BANCORP INC 32,100 299,037 37,878 DECKERS OUTDOOR CORP 74,413 2,742,745 6,558,762 DEEPHAVEN MARKET NEUTRAL FND 7,482,224 7,482,224 5,854,795 DEER CONSUMER PRODUCTS INC 105,271 1,127,749 815,850 DEERE + CO 1,267,574 44,783,790 104,511,476 DELCATH SYSTEMS INC 48,389 395,858 249,687 DELEK US HOLDINGS INC 113,911 1,463,878 1,788,403 DELIA S INC 102,530 199,445 160,972 DELL INC 6,760,400 57,353,560 112,695,868 DELPHI FINANCIAL GROUP CL A 202,371 3,546,460 5,911,257 DELTA AIR LINES INC 2,428,924 26,093,004 22,273,233 DELTA APPAREL INC 30,300 336,136 515,100 DELTA NATURAL GAS CO INC 4,700 112,550 149,272 DELTA PETROLEUM CORP 1,039,741 1,728,192 515,712 DELTATHREE INC CLASS A 187,299 463,347 16,857 DELTEK INC 83,536 605,300 625,685 DELTIC TIMBER CORP 511 22,524 27,436 DELUXE CORP 136,767 2,170,923 3,379,513 DEMAND MEDIA INC 7,200 122,400 97,560 DEMANDTEC INC 68,750 710,772 625,625 DENALI ADVISORS VENTURES 2,128,500 2,128,500 - DENBURY RESOURCES INC 900,648 13,276,829 18,012,960 DENDREON CORP 238,469 4,209,626 9,405,217 DENNY S CORP 527,000 1,523,722 2,044,760 DENTSPLY INTERNATIONAL INC 310,482 5,019,080 11,823,155 DEPOMED INC 202,100 753,879 1,653,178 DERMA SCIENCES INC 7,400 58,127 68,672 DESARROLLADORA HOMEX ADR 205,400 7,362,190 5,182,242 DESTINATION MATERNITY CORP 70,252 1,145,831 1,403,635 DESWELL INDUSTRIES INC 15,100 49,652 43,790 DEVELOPERS DIVERSIFIED RLTY 557,315 10,643,661 7,858,142 DEVON ENERGY CORPORATION 1,191,710 44,786,760 93,918,665 DEVRY INC 206,597 10,770,920 12,216,081 DEX ONE CORP 464,395 4,093,139 1,174,919 DEXCOM INC 181,051 2,035,123 2,623,429 DG FASTCHANNEL INC 144,824 3,275,270 4,641,609 DGSE COMPANIES INC 7,400 30,777 52,762 DHT HOLDINGS INC 165,082 683,970 632,264 DIALOGIC INC 13,520 127,558 60,840 DIAMOND FOODS INC 79,283 2,522,515 6,052,464 DIAMOND HILL INVESTMENT GRP 13,478 851,854 1,095,627 DIAMOND OFFSHORE DRILLING 177,013 8,195,486 12,463,485 DIAMONDHEAD CASINO CORP 14,600 12,106 7,738 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value DIAMONDROCK HOSPITALITY CO 523,921 4,579,666 5,621,672 DIANA SHIPPING INC 7,300 96,557 80,008 DICE HOLDINGS INC 137,054 1,357,438 1,852,970 DICK S SPORTING GOODS INC 161,650 3,427,640 6,215,443 DIEBOLD INC 227,110 4,270,756 7,042,681 DIGI INTERNATIONAL INC 40,577 335,979 527,501 DIGIMARC CORP 15,608 465,416 546,748 DIGIRAD CORP 77,300 311,444 209,483 DIGITAL ANGEL CORP 114,512 1,858,498 24,048 DIGITAL POWER CORP 13,600 15,585 21,080 DIGITAL REALTY TRUST INC 206,907 10,131,956 12,782,714 DIGITAL RIVER INC 117,320 3,353,670 3,773,011 DIGITALGLOBE INC 63,390 1,679,590 1,610,740 DILLARDS INC CL A 164,828 3,420,233 8,594,132 DIME COMMUNITY BANCSHARES 228,140 3,407,014 3,317,156 DINEEQUITY INC 36,404 558,585 1,902,837 DIODES INC 93,165 2,591,324 2,431,607 DIRECTV CLASS A 2,519,004 60,858,725 128,015,783 DISCOVER FINANCIAL SERVICES 1,707,118 17,666,973 45,665,407 DISCOVERY COMMUNICATIONS A 480,093 18,702,516 19,664,609 DISCOVERY COMMUNICATIONS C 371,280 10,465,512 13,570,284 DISCOVERY LABORATORIES INC 41,973 1,157,249 94,439 DISH NETWORK CORP A 818,430 23,005,245 25,101,248 DITECH NETWORKS INC 126,200 1,005,912 148,916 DIXIE GROUP INC 60,157 364,518 256,870 DOCUMENT SECURITY SYSTEMS 31,200 150,493 97,968 DOLAN CO/THE 79,324 1,623,455 671,874 DOLBY LABORATORIES INC CL A 141,989 5,525,703 6,028,853 DOLE FOOD CO INC 261,600 3,238,477 3,536,832 DOLLAR FINANCIAL CORP 142,941 2,175,791 3,094,673 DOLLAR GENERAL CORP 353,288 8,902,064 11,972,930 DOLLAR THRIFTY AUTOMOTIVE GP 199,746 8,343,530 14,729,270 DOLLAR TREE INC 369,720 13,549,819 24,630,746 DOMINION RES BLACK WARRIOR TR 22,100 330,248 227,851 DOMINION RESOURCES INC/VA 1,666,728 42,188,926 80,452,961 DOMINO S PIZZA INC 185,613 2,408,849 4,684,872 DOMTAR CORP 171,652 12,556,814 16,258,877 DONALDSON CO INC 185,496 7,238,507 11,255,897 DONEGAL GROUP INC CL A 30,778 493,761 393,958 DORAL FINANCIAL CORP 486,923 794,628 954,369 DORCHESTER MINERALS LP 40,242 1,035,589 1,084,522 DORMAN PRODUCTS INC 44,348 486,063 1,755,294 DOT HILL SYSTEMS CORP 142,300 544,353 404,132 DOUBLE EAGLE PETROLEUM CO 39,785 504,438 347,721 DOUGLAS DYNAMICS INC 3,000 46,470 47,370 DOUGLAS EMMETT INC 244,436 5,163,721 4,861,832 DOVER CORP 616,496 13,274,681 41,798,429 DOVER DOWNS GAMING + ENTERTA 9,537 34,171 30,518 DOVER MOTORSPORTS INC 115,086 706,947 212,909 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value DOW CHEMICAL CO/THE 3,242,929 72,105,073 116,745,444 DP WORLD LTD 584,677 6,810,914 7,179,828 DPL INC 312,318 7,287,536 9,419,511 DR HORTON INC 909,560 8,697,580 10,478,131 DR PEPPER SNAPPLE GROUP INC 864,811 21,679,544 36,261,525 DREAMS INC 11,100 30,339 28,860 DREAMWORKS ANIMATION SKG A 105,863 4,185,847 2,127,846 DRESSER RAND GROUP INC 293,057 11,780,561 15,751,814 DREW INDUSTRIES INC 31,232 853,309 772,055 DRI CORP 15,157 22,474 10,761 DRIL QUIP INC 120,393 6,324,710 8,166,257 DRYSHIPS INC 633,290 2,844,864 2,653,485 DSP GROUP INC 60,800 451,545 528,960 DST SYSTEMS INC 152,889 6,582,076 8,072,539 DSW INC CLASS A 68,986 1,852,339 3,491,381 DTE ENERGY COMPANY 482,748 13,494,135 24,147,055 DTS INC 44,898 1,095,289 1,820,614 DU PONT (E.I.) DE NEMOURS 2,763,716 107,762,229 149,378,850 DUCKWALL ALCO STORES INC 21,800 285,753 231,080 DUCOMMUN INC 24,629 475,743 506,619 DUFF + PHELPS CORP CLASS A 57,903 879,036 742,895 DUKE ENERGY CORP 3,726,332 42,403,982 70,166,832 DUKE REALTY CORP 594,699 10,339,499 8,331,733 DUN + BRADSTREET CORP 123,740 2,118,117 9,347,320 DUNCAN ENERGY PARTNERS LP 66,268 2,564,327 2,866,754 DUPONT FABROS TECHNOLOGY 199,750 3,729,886 5,033,700 DURECT CORPORATION 70,173 295,245 142,451 DUSA PHARMACEUTICALS INC 85,854 266,551 534,012 DXP ENTERPRISES INC 62,023 1,286,852 1,572,283 DYAX CORP 45,050 158,365 89,199 DYCOM INDUSTRIES INC 105,777 1,723,849 1,728,396 DYNACQ HEALTHCARE INC 8,800 33,884 17,160 DYNAMIC MATERIALS CORP 33,080 411,144 741,654 DYNAMICS RESEARCH CORP 40,294 613,168 549,610 DYNATRONICS CORP 4,300 2,270 6,407 DYNAVAX TECHNOLOGIES CORP 133,720 292,908 367,730 DYNAVOX INC CLASS A 40,900 194,889 310,840 DYNEGY INC 397,234 9,556,159 2,458,878 DYNEX CAPITAL INC 44,988 431,899 435,484 E COMMERCE CHINA DANGDANG AD 56,200 1,116,587 651,358 E HOUSE CHINA HOLDINGS ADS 252,780 3,494,243 2,479,772 E TRADE FINANCIAL CORP 636,506 12,166,175 8,783,783 EAGLE BANCORP INC 32,360 365,967 430,388 EAGLE BULK SHIPPING INC 350,946 3,505,740 870,346 EAGLE ROCK ENERGY PARTNERS 148,291 986,274 1,644,547 EARTHLINK INC 155,964 1,283,448 1,200,143 EAST WEST BANCORP INC 420,407 6,249,739 8,496,425 EASTERN CO/THE 19,125 221,835 306,956 EASTERN INSURANCE HOLDINGS 61,500 987,075 813,645 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value EASTERN VIRGINIA BANKSHARES 8,463 193,916 28,351 EASTGROUP PROPERTIES INC 68,453 3,138,370 2,909,937 EASTMAN CHEMICAL CO 253,965 14,821,402 25,922,208 EASTMAN KODAK CO 1,277,395 6,026,004 4,573,074 EASYLINK SERVICES INTL CL A 70,000 146,921 408,800 EATON CORP 947,022 21,738,813 48,724,282 EATON VANCE CORP 435,859 11,466,156 13,176,018 EBAY INC 3,452,170 80,056,264 111,401,526 EBIX INC 151,660 1,907,053 2,889,123 ECB BANCORP INC 300 3,570 3,288 ECHELON CORP 77,210 904,385 701,839 ECHO GLOBAL LOGISTICS INC 65,188 804,519 1,157,087 ECHOSTAR CORP A 240,496 8,215,733 8,761,269 ECOLAB INC 644,077 14,632,716 36,313,061 ECOLOGY AND ENVIRON CL A 6,300 62,451 108,045 ECOPETROL SA SPONSORED ADR 282,570 12,278,211 12,435,906 ECOTALITY INC 10,500 37,793 28,245 EDAC TECHNOLOGIES CORP 15,900 28,658 75,207 EDAP TMS SA ADR 7,600 38,623 24,928 EDCI HOLDINGS INC 62,196 827,955 267,443 EDELMAN FINANCIAL GROUP INC 807,607 7,220,453 6,372,019 EDGAR ONLINE INC 59,915 72,548 51,527 EDGEWATER TECHNOLOGY INC 51,545 287,147 139,172 EDIETS.COM INC 11,144 297,974 17,830 EDISON INTERNATIONAL 1,022,161 20,675,656 39,608,739 EDUCATION MANAGEMENT CORP 122,823 1,811,363 2,940,383 EDUCATION REALTY TRUST INC 226,999 1,930,489 1,945,381 EDUCATIONAL DEVELOPMENT CORP 6,900 83,628 37,191 EDWARDS LIFESCIENCES CORP 304,807 8,086,983 26,573,074 EFG HERMES HOLDINGS GDR 6,601 60,899 45,151 EFG HERMES HOLDINGS GDR 553 5,776 3,783 EHEALTH INC 68,282 1,393,930 912,248 EINSTEIN NOAH RESTAURANT GRO 38,903 440,881 582,378 EL CAPITAN PRECIOUS METALS 229,100 216,669 217,645 EL PASO CORP 1,729,945 22,119,569 34,944,889 EL PASO ELECTRIC CO 144,879 2,978,198 4,679,592 EL PASO PIPELINE PARTNERS LP 329,877 11,193,046 11,463,226 ELECSYS CORP 7,200 38,894 42,336 ELECTRO RENT CORP 76,319 1,064,989 1,306,581 ELECTRO SCIENTIFIC INDS INC 71,088 1,082,647 1,371,998 ELECTRO SENSORS INC 3,550 18,492 16,153 ELECTRONIC ARTS INC 1,290,401 22,535,618 30,453,464 ELECTRONICS FOR IMAGING 15,821 223,465 272,438 ELI LILLY + CO 2,993,250 103,651,878 112,336,673 ELIZABETH ARDEN INC 85,919 1,933,247 2,494,229 ELMIRA SAVINGS BANK FSB 2,102 34,709 35,734 ELONG INC SPONSORED ADR 6,800 107,117 153,476 EMAGIN CORPORATION 62,890 138,386 381,742 EMBOTELLADORA ANDINA ADR A 26,500 458,929 663,295 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value EMBOTELLADORA ANDINA ADR B 206,350 3,165,502 5,953,199 EMBRAER SA ADR 92,420 2,240,137 2,844,688 EMC CORP/MASS 5,749,977 56,467,692 158,411,866 EMC INS GROUP INC 21,160 461,683 404,156 EMCOR GROUP INC 199,800 4,283,520 5,856,138 EMCORE CORP 720,560 1,431,996 1,974,334 EMDEON INC CLASS A 12,690 192,603 166,493 EMERGENT BIOSOLUTIONS INC 40,125 804,301 904,819 EMERITUS CORP 74,862 1,347,329 1,590,818 EMERSON ELECTRIC CO 2,345,875 48,833,688 131,955,469 EMERSON RADIO CORP 36,100 73,826 74,366 EMISPHERE TECHNOLOGIES INC 116,400 132,696 104,760 EMMIS COMMUNICATIONS CLASS A 295,901 1,291,673 325,491 EMPIRE DISTRICT ELECTRIC CO 148,318 3,119,934 2,856,605 EMPIRE RESORTS INC 62,000 137,005 57,474 EMPLOYERS HOLDINGS INC 79,830 1,030,103 1,338,749 EMPRESA NAC ELEC CHIL SP ADR 34,994 1,847,060 1,998,507 EMS TECHNOLOGIES INC 74,426 1,650,807 2,453,825 EMULEX CORP 44,000 465,146 378,400 ENBRIDGE ENERGY PARTNERS LP 344,220 9,422,704 10,350,695 ENCORE BANCSHARES INC 20,773 307,438 249,691 ENCORE CAPITAL GROUP INC 85,892 1,529,395 2,638,602 ENCORE ENERGY PARTNERS LP 94 1,869 2,004 ENCORE WIRE CORP 58,102 1,456,110 1,407,230 ENCORIUM GROUP INC 8,637 77,682 1,814 ENDEAVOUR INTERNATIONAL CORP 94,784 831,004 1,428,395 ENDO PHARMACEUT HLDGS INC 315,607 7,327,917 12,677,933 ENDOCYTE INC 122,900 1,172,650 1,759,928 ENDOLOGIX INC 139,239 902,165 1,294,923 ENDURANCE SPECIALTY HOLDINGS 217,113 8,176,268 8,973,280 ENER1 INC 196,954 788,123 216,649 ENERGEN CORP 196,900 8,472,789 11,124,850 ENERGIZER HOLDINGS INC 316,129 15,547,436 22,875,094 ENERGY CONVERSION DEVICES 117,949 3,939,949 139,180 ENERGY FOCUS INC 160,500 544,893 75,435 ENERGY PARTNERS LTD 114,635 1,594,685 1,697,744 ENERGY RECOVERY INC 151,814 508,695 496,432 ENERGY TRANSFER EQUITY LP 373,560 13,506,690 16,795,258 ENERGY TRANSFER PARTNERS LP 391,923 19,664,172 19,153,277 ENERGY XXI BERMUDA 165,781 3,554,227 5,507,245 ENERGYSOLUTIONS INC 175,173 1,904,750 865,355 ENERNOC INC 86,463 2,640,511 1,360,928 ENERSIS S.A. SPONS ADR 381,038 7,131,311 8,801,974 ENERSYS 258,836 6,533,948 8,909,135 ENGLOBAL CORP 99,600 843,760 301,788 ENNIS INC 64,503 990,935 1,122,352 ENOVA SYSTEMS INC 37,600 37,269 31,584 ENPRO INDUSTRIES INC 93,500 1,220,475 4,494,545 ENSCO PLC SPON ADR 477,018 23,819,243 25,425,059 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value ENSIGN GROUP INC/THE 600 10,689 18,234 ENSTAR GROUP LTD 45,970 3,472,923 4,803,405 ENTEGRIS INC 94,795 553,203 959,325 ENTERCOM COMMUNICATIONS CL A 193,030 1,818,123 1,675,500 ENTERGY CORP 765,201 35,688,968 52,247,924 ENTEROMEDICS INC 65,200 118,847 176,692 ENTERPRISE BANCORP INC 6,857 93,988 103,335 ENTERPRISE FINANCIAL SERVICE 60,347 648,648 816,495 ENTERPRISE PRODUCTS PARTNERS 1,454,597 56,085,130 62,853,136 ENTERTAINMENT GAMING ASIA IN 122,075 15,870 32,826 ENTERTAINMENT PROPERTIES TR 87,821 4,482,723 4,101,241 ENTORIAN TECHNOLOGIES INC 5,679 112,876 20,785 ENTRAVISION COMMUNICATIONS A 420,365 942,449 777,675 ENTREE GOLD INC 49,220 152,484 105,331 ENTREMED INC 26,718 1,010,384 60,383 ENTROPIC COMMUNICATIONS INC 318,764 1,562,215 2,833,812 ENVIRONMENTAL POWER CORP 26,200 197,910 524 ENVIRONMENTAL TECTONICS CORP 21,200 134,202 45,050 ENZON PHARMACEUTICALS INC 60,464 436,741 607,663 EOG RESOURCES INC 783,752 40,490,420 81,941,272 EON COMMUNICATIONS CORP 19,555 298,523 33,048 EPICEPT CORP 17,833 41,565 9,451 EPIQ SYSTEMS INC 72,890 1,238,990 1,036,496 EPLUS INC 41,000 626,488 1,084,040 EPOCH HOLDING CORP 126,066 1,158,627 2,250,278 EPOCRATES INC 7,500 120,000 138,300 EQT CORP 360,848 7,482,030 18,951,737 EQUIFAX INC 298,654 4,538,894 10,369,267 EQUINIX INC 72,966 4,271,920 7,371,025 EQUITY LIFESTYLE PROPERTIES 66,274 3,506,781 4,138,149 EQUITY ONE INC 142,557 2,899,496 2,657,262 EQUITY RESIDENTIAL 710,593 30,507,854 42,635,580 ERAAM HIGHBURY FUND 231,898,761 235,000,000 267,606,764 ERESEARCH TECHNOLOGY INC 200,914 1,559,950 1,279,822 ERHC ENERGY INC 313,516 67,536 43,892 ERIE INDEMNITY COMPANY CL A 110,794 6,010,961 7,835,352 ERMITAGE HIGHBURY FUND 125,000,000 125,000,000 133,154,125 ESB FINANCIAL CORP 32,803 382,327 423,815 ESCALADE INC 9,800 98,753 59,192 ESCALON MEDICAL CORP 17,000 107,388 19,890 ESCO TECHNOLOGIES INC 40,443 1,535,026 1,488,302 ESPEY MFG + ELECTRONICS CORP 9,200 121,366 227,056 ESSA BANCORP INC 4,218 51,981 52,388 ESSEX PROPERTY TRUST INC 57,245 6,315,749 7,744,676 ESSEX RENTAL CORP 7,600 41,827 50,084 ESTEE LAUDER COMPANIES CL A 317,347 16,101,806 33,381,731 ESTERLINE TECHNOLOGIES CORP 120,540 5,951,340 9,209,256 ETHAN ALLEN INTERIORS INC 62,910 1,427,940 1,339,354 EURONET WORLDWIDE INC 145,297 2,821,259 2,239,027 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value EUROSEAS LTD 91,800 377,789 400,248 EV ENERGY PARTNER LP 91,015 3,458,840 4,854,740 EVANS BANCORP INC 1,100 16,553 15,070 EVERCORE PARTNERS INC CL A 51,800 695,427 1,725,976 EVEREST RE GROUP LTD 202,606 18,602,486 16,563,041 EVERGREEN ENERGY INC 104,191 370,562 186,502 EVERGREEN SOLAR INC 70,184 651,664 39,998 EVOLUTION PETROLEUM CORP 102,974 585,454 731,115 EVOLVING SYSTEMS INC 537 3,238 3,840 EVRAZ GROUP SA GDR REG S 71,100 2,396,118 2,214,765 EW SCRIPPS CO/THE A 109,839 741,553 1,062,143 EXACT SCIENCES CORP 240,625 1,092,681 2,069,375 EXACTECH INC 33,600 436,689 605,136 EXAMWORKS GROUP INC 42,551 903,871 1,080,370 EXAR CORP 129,744 1,321,145 821,280 EXCEED CO LTD 18,254 134,573 87,619 EXCEL MARITIME CARRIERS LTD 393,805 4,596,882 1,220,796 EXCEL TRUST INC 130 1,494 1,434 EXCO RESOURCES INC 385,723 4,367,929 6,808,011 EXELIXIS INC 296,470 3,275,647 2,656,371 EXELON CORP 2,425,903 66,048,114 103,925,685 EXIDE TECHNOLOGIES 429,069 3,563,734 3,278,087 EXLSERVICE HOLDINGS INC 26,382 496,630 609,424 EXPEDIA INC 633,132 12,913,565 18,354,497 EXPEDITORS INTL WASH INC 599,670 16,497,081 30,697,107 EXPONENT INC 55,300 1,444,479 2,406,103 EXPRESS 1 EXPEDITED SOLUTION 87,200 195,810 271,192 EXPRESS INC 165,373 3,161,078 3,605,131 EXPRESS SCRIPTS INC 1,481,011 34,722,601 79,944,974 EXTERRAN HOLDINGS INC 123,265 2,971,301 2,444,345 EXTERRAN PARTNERS LP 76,080 1,960,250 1,953,734 EXTRA SPACE STORAGE INC 220,723 3,465,810 4,708,022 EXTREME NETWORKS INC 416,535 4,810,769 1,349,573 EXXON MOBIL CORP 14,372,286 439,192,847 1,169,616,635 EZCHIP SEMICONDUCTOR LTD 17,860 589,568 660,284 EZCORP INC CL A 193,873 3,296,354 6,897,032 F5 NETWORKS INC 225,420 9,788,253 24,852,555 FABRINET 62,200 1,371,121 1,510,216 FACTSET RESEARCH SYSTEMS INC 86,681 4,480,360 8,869,200 FAIR ISAAC CORP 124,421 1,828,824 3,757,514 FAIRCHILD SEMICONDUCTOR INTE 602,398 7,018,808 10,066,071 FALCONSTOR SOFTWARE INC 283,700 887,427 1,270,976 FAMILY DOLLAR STORES 390,605 7,752,273 20,530,199 FAMOUS DAVE S OF AMERICA 81,322 803,308 814,033 FANNIE MAE 2,560,706 35,211,823 847,594 FARALLON CAPITAL PARTNERS 1,293,874 1,293,874 1,895,869 FARMER BROS CO 1,390 23,973 14,095 FARMERS CAPITAL BANK CORP 24,924 213,227 130,851 FARO TECHNOLOGIES INC 34,594 782,505 1,515,217 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value FASTENAL CO 705,006 12,039,653 25,373,166 FAUQUIER BANKSHARES INC 400 5,340 4,876 FBL FINANCIAL GROUP INC CL A 62,630 752,282 2,013,555 FBR + CO 229,657 876,570 780,834 FEDDERS CORP 53,585 21 21 FEDERAL AGRIC MTG CORP CL C 59,400 912,978 1,313,928 FEDERAL HYDROGENERATING ADR 25,200 133,019 121,086 FEDERAL MOGUL CORP 103,000 46,350 46,350 FEDERAL MOGUL CORP 384,914 6,532,810 8,787,587 FEDERAL REALTY INVS TRUST 139,098 11,410,296 11,848,368 FEDERAL SIGNAL CORP 246,471 1,543,710 1,616,850 FEDERATED INVESTORS INC CL B 302,882 7,502,098 7,220,707 FEDEX CORP 902,872 38,432,436 85,637,409 FEI COMPANY 97,680 3,087,211 3,730,399 FEIHE INTERNATIONAL INC 28,300 298,504 204,609 FELCOR LODGING TRUST INC 403,482 1,873,207 2,150,559 FEMALE HEALTH COMPANY 90,600 520,950 453,000 FERRELLGAS PARTNERS LP 154,640 4,007,515 3,490,225 FERRO CORP 391,451 4,701,971 5,261,101 FIBERTOWER CORP 78,895 371,311 94,674 FIDELITY NATIONAL FINL A 952,422 15,357,052 14,991,122 FIDELITY NATIONAL INFORMATIO 831,951 16,358,720 25,615,771 FIDELITY SOUTHERN CORP 45,128 484,939 308,676 FIELDPOINT PETROLEUM CORP 110,740 350,816 302,320 FIFTH THIRD BANCORP 2,628,555 32,556,087 33,514,076 FINANCIAL ENGINES INC 153,829 3,217,114 3,987,248 FINANCIAL INSTITUTIONS INC 49,870 899,063 818,865 FINISAR CORPORATION 249,727 6,350,968 4,502,578 FINISH LINE/THE CL A 215,779 1,683,994 4,617,671 FIRST ACCEPTANCE CORP 23,700 51,619 43,845 FIRST AMERICAN FINANCIAL 286,430 3,919,556 4,482,630 FIRST BANCORP INC/ME 15,363 214,767 228,294 FIRST BANCORP PUERTO RICO 203,896 1,054,562 878,792 FIRST BANCORP/NC 62,311 915,647 638,065 FIRST BANCSHARES INC (MO) 6,700 114,079 50,183 FIRST BUSEY CORP 253,651 1,494,516 1,341,814 FIRST CALIFORNIA FINANCIAL G 48,629 348,749 172,876 FIRST CAPITAL BANCORP INC 1,100 11,627 4,538 FIRST CAPITAL INC 100 1,650 1,785 FIRST CASH FINL SVCS INC 112,968 2,417,923 4,743,526 FIRST CITIZENS BANC CORP 14,700 197,026 55,713 FIRST CITIZENS BCSHS CL A 15,366 2,583,021 2,876,823 FIRST CITIZENS BCSHS CL B 202 39,378 37,802 FIRST CLOVER LEAF FINANCIAL 2,700 27,188 18,698 FIRST COMMONWEALTH FINL CORP 231,465 2,202,465 1,328,609 FIRST COMMUNITY BANCSHARES 33,933 494,750 475,062 FIRST COMMUNITY CORP 6,180 96,039 42,766 FIRST DEFIANCE FINL CORP 33,688 752,440 494,877 FIRST FED BNCSHS OF ARKANSAS 24,876 632,122 161,196 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value FIRST FEDERAL OF NORTHERN MI 20,153 152,228 75,372 FIRST FINANCIAL BANCORP 45,510 748,445 759,562 FIRST FINANCIAL CORP/INDIANA 7,308 209,410 239,264 FIRST FINANCIAL HOLDINGS INC 56,455 1,240,508 506,401 FIRST FINANCIAL NORTHWEST 67,079 416,016 340,091 FIRST FINANCIAL SERVICE CORP 6,981 109,335 23,456 FIRST FINL BANKSHARES INC 83,870 2,231,328 2,889,322 FIRST HORIZON NATIONAL CORP 1,034,676 9,177,906 9,870,806 FIRST INDUSTRIAL REALTY TR 122,093 1,457,555 1,397,965 FIRST INTERSTATE BANCSYS/MT 18,700 258,681 275,638 FIRST M + F CORP 30,730 550,958 114,008 FIRST MARBLEHEAD CORP/THE 378,912 894,638 670,674 FIRST MARINER BANCORP INC 143,653 387,499 90,501 FIRST MERCHANTS CORP 101,340 844,793 905,980 FIRST MID ILLINOIS BNCSHS 51 970 1,015 FIRST MIDWEST BANCORP INC/IL 165,382 1,651,684 2,032,545 FIRST NATIONAL BANCSHARES 5,376 35,238 43 FIRST NATL COMMUNITY BNCRP 5,100 20,417 17,493 FIRST NIAGARA FINANCIAL GRP 899,425 12,082,331 11,872,410 FIRST OF LONG ISLAND CORP 26,682 577,171 744,161 FIRST PACTRUST BANCORP INC 33,766 469,901 501,763 FIRST PLACE FINANCIAL /OHIO 26,515 182,029 30,492 FIRST POTOMAC REALTY TRUST 121,120 1,984,076 1,854,347 FIRST REAL ESTATE INV TR NJ 58 1,074 1,119 FIRST REGIONAL BANCORP/CAL 12,009 256,280 84 FIRST REPUBLIC BANK/SAN FRAN 221,700 7,535,897 7,156,476 FIRST SECURITY GROUP INC/TN 55,412 548,541 36,018 FIRST SOLAR INC 209,892 26,848,696 27,762,415 FIRST SOUTH BANCORP INC /NC 18,525 187,103 79,102 FIRST STATE BANCORPORATION 80,726 405,853 1,049 FIRST UNITED CORP 31,632 585,984 157,211 FIRSTBANK CORP/ALMA MICH 10,290 133,911 59,888 FIRSTCITY FINANCIAL CORP 35,149 168,900 233,038 FIRSTENERGY CORP 1,424,127 51,663,727 62,875,207 FIRSTMERIT CORP 265,461 4,634,956 4,382,761 FISERV INC 425,964 13,812,447 26,678,125 FISHER COMMUNICATIONS INC 24,800 375,123 739,536 FIVE STAR QUALITY CARE 222,700 1,636,967 1,293,887 FLAGSTAR BANCORP INC 1,158,021 3,193,084 1,378,045 FLAGSTONE REINSURANCE HOLDIN 83,100 781,651 700,533 FLANDERS CORPORATION 16,700 97,298 55,110 FLANIGAN S ENTERPRISES INC 3,800 24,639 28,405 FLEETCOR TECHNOLOGIES INC 100 3,272 2,964 FLEXIBLE SOLUTIONS INTL INC 1,700 2,550 4,573 FLEXSTEEL INDS 30,200 540,122 439,410 FLEXTRONICS INTL LTD 2,153,895 14,309,133 13,828,006 FLIR SYSTEMS INC 397,040 8,714,203 13,384,218 FLORIDA GAMING CORP 5,800 70,992 30,392 FLOTEK INDUSTRIES INC 294,490 1,260,598 2,509,055 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value FLOW INTL CORP 171,200 816,109 609,472 FLOWERS FOODS INC 447,307 5,805,015 9,858,646 FLOWSERVE CORP 132,340 5,765,686 14,542,843 FLUOR CORP 636,400 23,642,412 41,149,624 FLUSHING FINANCIAL CORP 156,866 2,716,188 2,039,258 FMC CORP 195,821 4,542,718 16,844,522 FMC TECHNOLOGIES INC 766,170 13,925,302 34,316,754 FNB CORP 316,745 4,247,450 3,278,311 FNB UNITED CORP 37,415 533,086 16,088 FOCUS MEDIA HOLDING ADR 312,780 8,404,390 9,727,458 FOMENTO ECONOMICO MEX SP ADR 554,072 18,201,030 36,840,241 FONAR CORP 45,575 316,817 89,327 FOOD TECHNOLOGY SERVICE INC 9,329 18,902 47,391 FOOT LOCKER INC 645,804 11,323,606 15,344,303 FORCE PROTECTION INC 159,008 834,805 789,475 FORD MOTOR CO 9,829,006 83,955,671 135,541,993 FOREST CITY ENTERPRISES CL A 367,870 7,279,306 6,868,133 FOREST CITY ENTERPRISES CL B 1,051 18,611 19,591 FOREST LABORATORIES INC 1,256,917 27,285,663 49,447,115 FOREST OIL CORP 323,374 8,794,213 8,637,320 FORESTAR GROUP INC 56,500 709,045 928,295 FORMFACTOR INC 33,000 408,982 298,980 FORRESTER RESEARCH INC 72,734 1,635,664 2,397,313 FORTEGRA FINANCIAL CORP 1,500 16,425 11,760 FORTINET INC 314,135 3,902,779 8,572,744 FORTRESS INTERNATIONAL GROUP 7,000 7,639 10,990 FORTRESS INVESTMENT GRP CL A 245,541 1,569,500 1,183,508 FORTUNE BRANDS INC 432,057 17,148,006 27,552,275 FORWARD AIR CORPORATION 76,842 2,161,079 2,596,491 FORWARD INDUSTRIES INC 19,705 78,716 52,415 FOSSIL INC 122,228 6,995,343 14,388,680 FOSTER (LB) CO A 16,984 515,030 558,943 FOSTER WHEELER AG 218,200 6,093,838 6,628,916 FPIC INSURANCE GROUP INC 12,150 343,695 506,412 FRANKLIN COVEY CO 35,245 278,021 341,172 FRANKLIN ELECTRIC CO INC 70,511 2,432,129 3,310,491 FRANKLIN RESOURCES INC 508,311 31,763,647 66,736,151 FRANKLIN STREET PROPERTIES C 169,636 2,189,719 2,190,001 FRED S INC CLASS A 191,833 3,930,339 2,768,150 FREDDIE MAC 2,057,205 14,434,705 720,022 FREDERICK S OF HOLLYWOOD GRO 40,300 53,834 28,210 FREEPORT MCMORAN COPPER 2,843,123 85,232,509 150,401,207 FREESCALE SEMICONDUCTOR HOLD 221,460 4,022,657 4,072,649 FREIGHTCAR AMERICA INC 18,208 458,061 461,391 FREQUENCY ELECTRONICS INC 66,025 731,897 627,238 FRESH DEL MONTE PRODUCE INC 128,731 2,338,307 3,433,256 FRESH MARKET INC/THE 67,849 2,465,357 2,624,399 FRIEDMAN INDUSTRIES 73,899 539,756 791,458 FRISCH S RESTAURANTS INC 7,629 166,889 178,137 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value FRONTIER COMMUNICATIONS CORP 2,424,200 17,239,434 19,563,294 FRONTIER FINANCIAL CORP 14,379 61,255 2,279 FRONTIER OIL CORP 238,215 4,805,445 7,696,727 FRONTLINE LTD 461 14,168 6,795 FROZEN FOOD EXPRESS INDUSTRI 59,507 256,768 212,440 FSI INTL INC 101,000 393,900 276,740 FTI CONSULTING INC 106,419 3,324,810 4,037,537 FUEL SYSTEMS SOLUTIONS INC 80,979 2,946,145 2,020,426 FUEL TECH INC 82,771 537,503 548,772 FUELCELL ENERGY INC 332,709 623,381 435,849 FULL HOUSE RESORTS INC 9,575 20,619 30,353 FULTON FINANCIAL CORP 588,650 6,693,321 6,304,442 FUNTALK CHINA HOLDINGS LTD 114,831 899,886 764,774 FURIEX PHARMACEUTICALS 22,174 313,762 394,475 FURMANITE CORP 314,426 1,955,729 2,496,542 FURNITURE BRANDS INTL INC 289,200 1,795,626 1,197,288 FUSHI COPPERWELD INC 166,220 1,585,125 952,441 FUSION IO INC 40,905 913,761 1,230,831 FUTUREFUEL CORP 1,882 21,950 22,791 FX ENERGY INC 71,420 559,145 627,068 FXCM INC A 15,900 206,379 157,728 G + K SERVICES INC CL A 69,730 1,237,694 2,361,058 G III APPAREL GROUP LTD 32,624 858,241 1,124,876 GAIAM INC CLASS A 41,705 148,887 207,274 GAINSCO INC 10,957 130,679 91,601 GALECTIN THERAPEUTICS INC 32,100 23,680 39,162 GAMCO INVESTORS INC A 32,931 1,194,652 1,524,376 GAMESTOP CORP CLASS A 554,771 13,378,224 14,795,743 GAMETECH INTERNATIONAL INC 31,164 100,360 6,856 GAMING PARTNERS INTERNATIONA 19,100 111,746 136,374 GANNETT CO 996,146 13,947,676 14,264,811 GAP INC/THE 1,465,274 13,323,797 26,521,459 GARDNER DENVER INC 181,996 8,767,869 15,296,764 GARMIN LTD 415,720 17,113,010 13,731,232 GARTNER INC 227,029 2,222,938 9,146,998 GAS NATURAL INC 6,150 27,804 71,033 GASCO ENERGY INC 454,688 652,540 100,804 GASTAR EXPLORATION LTD 90,926 401,924 311,876 GATX CORP 158,516 4,886,124 5,884,114 GAYLORD ENTERTAINMENT CO 85,772 1,778,989 2,573,160 GAZPROM OAO SPON ADR 9,226,679 126,634,122 134,248,179 GAZPROM OAO SPON ADR 1,387,200 19,370,460 20,225,376 GEEKNET INC 20,595 1,084,998 550,298 GEN PROBE INC 98,343 5,298,954 6,800,418 GENCO SHIPPING + TRADING LTD 232,875 4,596,155 1,751,220 GENCORP INC 326,309 1,811,018 2,094,904 GENERAC HOLDINGS INC 3,025 54,018 58,685 GENERAL CABLE CORP 234,350 5,977,117 9,978,623 GENERAL COMMUNICATION INC A 214,258 1,415,218 2,586,094 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value GENERAL DYNAMICS CORP 987,326 34,598,333 73,575,534 GENERAL ELECTRIC CO 30,729,920 367,476,725 579,566,291 GENERAL EMPLOYMENT ENTERPRIS 100 100 23 GENERAL FINANCE CORP 2,600 8,047 7,774 GENERAL GROWTH PROPERTIES 1,117,531 14,797,312 18,651,592 GENERAL MARITIME CORP 456,089 2,760,169 615,720 GENERAL MILLS INC 1,996,384 36,401,149 74,305,412 GENERAL MOLY INC 130,185 430,385 580,625 GENERAL MOTORS CO 2,010,548 66,336,304 61,040,237 GENERAL STEEL HOLDINGS INC 159,100 441,697 237,059 GENEREX BIOTECHNOLOGY CORP 296,900 114,505 43,347 GENESCO INC 90,439 2,634,841 4,711,872 GENESEE + WYOMING INC CL A 122,333 3,498,601 7,173,607 GENESIS ENERGY L.P. 75,912 2,125,025 2,069,361 GENOMIC HEALTH INC 51,229 1,198,588 1,429,801 GENON ENERGY INC 2,311,814 28,240,772 8,923,602 GENPACT LTD 340,569 4,604,841 5,871,410 GENTA INC 1,853 105,908 39 GENTEX CORP 352,209 5,785,311 10,647,278 GENTIUM SPA SPONSORED ADR 5,500 31,808 54,395 GENTIVA HEALTH SERVICES 147,873 2,240,585 3,080,195 GENUINE PARTS CO 462,152 9,622,444 25,141,069 GENVEC INC 37,182 643,446 120,098 GENWORTH FINANCIAL INC CL A 1,770,244 28,702,462 18,198,108 GEO GROUP INC/THE 168,336 3,114,971 3,876,778 GEOEYE INC 57,275 2,171,793 2,142,085 GEOGLOBAL RESOURCES INC 107,800 115,492 50,666 GEOKINETICS INC 145,696 1,143,719 1,148,084 GEOMET INC 5,800 5,104 6,844 GEOPETRO RESOURCES CO 31,500 49,542 12,915 GEOPHARMA INC 38,282 156,694 230 GEORESOURCES INC 29,850 783,530 671,327 GEORGIA GULF CORP 238,427 7,097,782 5,755,628 GEOVIC MINING CORP 21,500 17,897 7,693 GERBER SCIENTIFIC INC 136,900 836,977 1,523,697 GERDAU SA SPON ADR 183,600 3,192,233 1,931,472 GERMAN AMERICAN BANCORP 31,703 531,747 525,636 GEROVA FINANCIAL GROUP LTD 57,595 1,602,289 23,038 GETTY REALTY CORP 107,810 2,625,599 2,720,046 GFI GROUP INC 421,408 2,902,547 1,934,263 GIBRALTAR INDUSTRIES INC 15,700 204,146 177,724 GIGA TRONICS INC 26,700 51,200 55,002 GIGAMEDIA LTD 148,100 181,087 189,568 GIGOPTIX INC 82,127 927,878 165,075 GILEAD SCIENCES INC 2,126,501 40,911,225 88,058,406 GLACIER BANCORP INC 136,797 2,247,998 1,844,024 GLACIER WATER SERVICES INC 6,200 118,470 223,200 GLADSTONE COMMERCIAL CORP 71 1,219 1,230 GLATFELTER 273,063 3,864,016 4,199,709 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value GLAXOSMITHKLINE PLC SPON ADR 690,898 25,004,183 29,639,524 GLEACHER + CO INC 280,000 798,020 571,200 GLIMCHER REALTY TRUST 403,091 2,299,539 3,829,365 GLOBAL CASH ACCESS HOLDINGS 627,431 2,141,574 1,995,231 GLOBAL CROSSING LTD 86,630 1,637,271 3,324,859 GLOBAL ENERGY HOLDINGS GROUP 196,400 262,956 196 GLOBAL GEOPHYSICAL SERVICES 61,850 605,712 1,100,930 GLOBAL INDEMNITY PLC 18,636 323,141 413,346 GLOBAL INDUSTRIES LTD 217,578 1,503,445 1,192,327 GLOBAL PARTNERS LP 54 1,361 1,374 GLOBAL PAYMENTS INC 251,483 7,304,638 12,825,633 GLOBAL POWER EQUIPMENT GROUP 48,510 1,327,501 1,286,485 GLOBAL SHIP LEASE INC CL A 109,800 594,000 585,234 GLOBAL SOURCES LTD 4,876 37,413 44,810 GLOBAL TECH ADVANCED INNOVAT 1,100 6,831 4,400 GLOBAL TRAFFIC NETWORK INC 82,681 591,349 950,005 GLOBALSCAPE INC 55,100 114,865 118,465 GLOBALSTAR INC 395,719 695,611 486,734 GLOBE SPECIALTY METALS INC 224,604 4,033,379 5,035,622 GLOBECOMM SYSTEMS INC 78,613 669,991 1,223,218 GLOWPOINT INC 8,225 17,312 17,108 GLU MOBILE INC 344,743 992,939 1,816,796 GMX RESOURCES INC 419,930 2,261,928 1,868,689 GNC HOLDINGS INC CL A 29,425 476,584 641,759 GOLAR LNG PARTNERS LP 15,000 337,500 427,500 GOLD FIELDS LTD SPONS ADR 272,868 4,749,484 3,981,144 GOLD RESERVE INC 21,600 38,374 54,648 GOLD RESOURCE CORP 59,200 1,365,016 1,475,856 GOLD STANDARD MINING CORP 565 1,065 40 GOLDCORP INC 17,100 532,653 825,417 GOLDEN ENTERPRISES 45,502 114,976 158,347 GOLDEN MINERALS CO 25,600 652,575 455,168 GOLDMAN SACHS GROUP INC 1,489,274 182,731,742 198,207,477 GOLFSMITH INTERNATIONAL HOLD 10,000 115,000 38,000 GOLUB CAPITAL BDC INC 9,200 148,814 137,356 GOODRICH CORP 386,726 17,323,650 36,932,333 GOODRICH PETROLEUM CORP 190,097 3,391,075 3,499,686 GOODYEAR TIRE + RUBBER CO 982,957 13,651,564 16,484,189 GOOGLE INC CL A 636,833 194,056,090 322,479,495 GORDMANS STORES INC 4,900 92,071 85,211 GORMAN RUPP CO 56,287 1,582,438 1,854,094 GOVERNMENT PROPERTIES INCOME 36,400 970,246 983,528 GP STRATEGIES CORP 41,955 324,709 573,105 GRACO INC 206,677 6,320,243 10,470,257 GRAFTECH INTERNATIONAL LTD 316,755 4,118,444 6,420,624 GRAHAM CORP 35,048 562,286 714,979 GRAHAM PACKAGING CO INC 163,500 1,697,970 4,123,470 GRAMERCY CAPITAL CORP 249,625 437,791 756,364 GRAN TIERRA ENERGY INC 335,302 2,102,185 2,216,346 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value GRAND CANYON EDUCATION INC 165,015 2,624,602 2,339,913 GRANITE CITY FOOD + BREWERY 2,883 53,603 9,341 GRANITE CONSTRUCTION INC 55,583 1,619,503 1,363,451 GRAPHIC PACKAGING HOLDING CO 573,075 2,287,103 3,117,528 GRAVITY CO LTD SPONSORED ADR 3,900 7,050 6,084 GRAY TELEVISION INC 157,565 309,226 415,972 GRAYMARK HEALTHCARE INC 1,225 7,876 1,531 GREAT AMERICAN GROUP INC 500 637 150 GREAT LAKES DREDGE + DOCK CO 135,362 742,546 755,320 GREAT NORTHERN IRON ORE PPTY 1,760 212,422 182,477 GREAT PLAINS ENERGY INC 462,019 9,686,295 9,577,654 GREAT SOUTHERN BANCORP INC 29,470 667,726 558,457 GREAT WOLF RESORTS INC 41,813 76,404 127,112 GREATBATCH INC 85,384 2,412,428 2,289,999 GREEN BANKSHARES INC 87,920 636,922 230,350 GREEN DOT CORP CLASS A 85,900 3,323,895 2,918,882 GREEN MOUNTAIN COFFEE ROASTE 326,780 7,048,199 29,168,383 GREEN PLAINS RENEWABLE ENERG 151,226 2,060,199 1,631,729 GREENBRIER COMPANIES INC 61,722 1,161,091 1,219,627 GREENHILL + CO INC 63,291 3,937,251 3,406,322 GREENLIGHT CAPITAL RE LTD A 39,854 759,846 1,047,762 GREIF INC CL A 77,700 4,670,345 5,052,831 GREIF INC CL B 2,075 120,612 125,019 GRIFFIN LAND + NURSERIES 4,900 84,833 159,201 GRIFFON CORP 66,347 1,017,209 668,778 GRIFOLS SA ADR 339,310 2,629,653 2,548,218 GRILL CONCEPTS INC 3,500 10,897 1,330 GROUP 1 AUTOMOTIVE INC 39,950 821,587 1,645,141 GRUBB + ELLIS CO 224,590 131,874 71,891 GRUPO TELEVISA SA SPON ADR 545,387 10,791,613 13,416,520 GSE SYSTEMS INC 147,100 1,138,456 317,736 GSI TECHNOLOGY INC 35,495 237,769 255,564 GT SOLAR INTERNATIONAL INC 486,719 4,731,732 7,884,848 GTSI CORP 32,300 259,249 173,451 GTX INC 35,722 139,058 171,108 GUANGSHEN RAILWAY SPONS ADR 10,645 209,839 223,545 GUANWEI RECYCLING CORP 37,300 137,972 48,863 GUARANTY BANCORP 226,557 348,715 303,586 GUARANTY FEDERAL BNCSHS INC 17,728 310,968 95,022 GUESS? INC 194,854 6,360,351 8,195,559 GUIDANCE SOFTWARE INC 13,680 70,755 111,492 GULF ISLAND FABRICATION INC 31,225 677,221 1,007,943 GULF RESOURCES INC 88,791 833,347 275,252 GULFMARK OFFSHORE INC CL A 28,674 1,046,428 1,267,104 GULFPORT ENERGY CORP 181,474 2,422,712 5,387,963 GULFSTREAM INTERNATIONAL GRP 600 1,307 6 H.B. FULLER CO. 171,934 2,226,630 4,198,628 H+E EQUIPMENT SERVICES INC 102,950 1,731,066 1,440,271 H+R BLOCK INC 1,039,318 12,149,493 16,670,661 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value HACKETT GROUP INC/THE 243,758 792,927 1,240,728 HAEMONETICS CORP/MASS 45,592 1,182,750 2,934,757 HAIN CELESTIAL GROUP INC 127,181 3,062,143 4,242,758 HALLADOR ENERGY CO 5,514 65,810 52,879 HALLIBURTON CO 2,830,971 56,740,200 144,379,521 HALLMARK FINL SERVICES INC 90,600 866,291 713,022 HALOZYME THERAPEUTICS INC 79,700 551,825 550,727 HAMPDEN BANCORP INC 6,900 76,203 91,563 HAMPTON ROADS BANKSHARES INC 79,393 1,257,961 785,991 HANCOCK HOLDING CO 155,610 5,659,287 4,820,798 HANDY + HARMAN LTD 96,000 392,925 1,477,440 HANESBRANDS INC 265,507 2,956,769 7,580,225 HANGER ORTHOPEDIC GROUP INC 133,055 2,160,186 3,255,856 HANMI FINANCIAL CORPORATION 245,146 381,202 262,306 HANOVER INSURANCE GROUP INC/ 194,060 7,312,505 7,318,003 HANSEN MEDICAL INC 151,392 258,870 516,247 HANSEN NATURAL CORP 235,044 8,463,189 19,026,812 HANWHA SOLARONE CO SPON ADR 46,500 461,887 296,670 HARBIN ELECTRIC INC 73,553 1,425,354 1,112,121 HARBINGER GROUP INC 49,480 305,292 302,323 HARDINGE INC 96,882 1,149,041 1,056,983 HARLEY DAVIDSON INC 594,289 13,149,870 24,348,020 HARLEYSVILLE GROUP INC 21,941 677,365 683,901 HARLEYSVILLE SVNGS FIN CORP 9,964 167,562 153,147 HARMAN INTERNATIONAL 167,175 4,964,012 7,618,165 HARMONIC INC 240,574 2,167,066 1,739,350 HARRINGTON WEST FINANCIAL GR 24,620 331,119 37 HARRIS CORP 309,105 8,909,677 13,928,271 HARRIS INTERACTIVE INC 332,800 1,260,409 282,880 HARRY WINSTON DIAMOND CORP 31,920 331,010 530,510 HARSCO CORP 242,078 11,381,731 7,891,743 HARTE HANKS INC 102,616 1,452,197 833,242 HARTFORD FINANCIAL SVCS GRP 1,351,328 43,395,783 35,634,519 HARVARD BIOSCIENCE INC 139,202 728,343 741,947 HARVEST NATURAL RESOURCES IN 119,629 991,149 1,319,508 HASBRO INC 297,184 8,883,887 13,055,293 HASTINGS ENTERTAINMENT INC 56,100 272,984 230,010 HATTERAS FINANCIAL CORP 96,860 2,639,003 2,734,358 HAUPPAUGE DIGITAL INC 64,100 330,428 117,303 HAVERTY FURNITURE 82,938 729,107 954,616 HAVERTY FURNITURE COS CL A 600 7,337 6,756 HAWAIIAN ELECTRIC INDS 410,317 8,840,235 9,872,227 HAWAIIAN HOLDINGS INC 230,727 1,114,247 1,315,144 HAWKINS INC 27,904 443,261 1,010,683 HAWTHORN BANCSHARES INC 10,951 309,904 83,885 HAYNES INTERNATIONAL INC 41,746 1,556,205 2,585,330 HCA HOLDINGS INC 466,623 15,751,084 15,398,559 HCC INSURANCE HOLDINGS INC 384,753 7,863,128 12,119,720 HCP INC 913,299 33,668,287 33,508,940 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value HEADWATERS INC 113,760 981,315 356,069 HEALTH CARE REIT INC 410,323 20,707,648 21,513,235 HEALTH MGMT ASSOCIATES INC A 749,854 5,399,500 8,083,426 HEALTH NET INC 479,417 12,865,475 15,384,492 HEALTHCARE REALTY TRUST INC 146,009 3,919,252 3,012,166 HEALTHCARE SERVICES GROUP 338,375 3,387,038 5,498,594 HEALTHSOUTH CORP 161,751 2,232,905 4,245,964 HEALTHSPRING INC 180,480 3,373,165 8,321,933 HEALTHSTREAM INC 71,500 265,218 948,805 HEALTHWAREHOUSE.COM INC 3,000 12,000 15,000 HEALTHWAYS INC 22,196 381,774 336,935 HEARTLAND EXPRESS INC 182,014 2,148,789 3,014,152 HEARTLAND FINANCIAL USA INC 8,336 139,294 121,289 HEARTLAND PAYMENT SYSTEMS IN 134,345 2,874,986 2,767,507 HEARTWARE INTERNATIONAL INC 9,090 502,418 673,387 HEARUSA INC 89,300 132,605 35,720 HECLA MINING CO 616,010 3,122,291 4,737,117 HEELYS INC 264,460 862,075 602,969 HEICO CORP 3,411 122,654 186,718 HEICO CORP CLASS A 54,485 1,287,854 2,166,324 HEIDRICK + STRUGGLES INTL 12,200 297,847 276,208 HELEN OF TROY LTD 55,999 883,749 1,933,645 HELICOS BIOSCIENCES CORP 27,000 36,870 1,917 HELIX ENERGY SOLUTIONS GROUP 356,123 7,285,339 5,897,397 HELMERICH + PAYNE 354,853 13,483,341 23,462,880 HEMISPHERX BIOPHARMA INC 439,500 967,694 175,800 HENRY SCHEIN INC 271,352 4,978,991 19,426,090 HERBALIFE LTD 379,022 8,388,415 21,846,828 HERCULES OFFSHORE INC 297,803 1,828,495 1,640,895 HERITAGE COMMERCE CORP 42,000 165,606 214,620 HERITAGE CRYSTAL CLEAN INC 24,700 405,223 473,746 HERITAGE FINANCIAL CORP 27,152 368,058 351,075 HERITAGE FINANCIAL GROUP INC 18,372 305,607 218,994 HERITAGE OAKS BANCORP 3,897 41,414 14,809 HERMAN MILLER INC 161,271 3,999,628 4,389,797 HERSHA HOSPITALITY TRUST 371,893 1,884,970 2,071,444 HERSHEY CO/THE 536,074 18,106,639 30,475,807 HERTZ GLOBAL HOLDINGS INC 1,404,911 17,855,067 22,309,987 HESKA CORP 6,680 69,118 64,529 HESS CORP 1,163,356 60,484,456 86,972,495 HEWLETT PACKARD CO 6,764,927 131,962,191 246,243,343 HEXCEL CORP 327,806 5,956,195 7,175,673 HF FINANCIAL CORP 801 12,235 8,667 HFF INC CLASS A 77,347 745,234 1,167,166 HHGREGG INC 24,000 346,866 321,600 HI TECH PHARMACAL CO INC 60,517 1,301,228 1,750,757 HIBBETT SPORTS INC 89,284 2,326,013 3,634,752 HICKORYTECH CORP 60,700 641,229 721,116 HIGHER ONE HOLDINGS INC 126,500 1,820,069 2,393,380 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value HIGHPOWER INTERNATIONAL INC 12,300 50,246 23,985 HIGHWOODS PROPERTIES INC 147,261 5,097,590 4,878,757 HILL INTERNATIONAL INC 105,173 623,431 605,796 HILL ROM HOLDINGS INC 286,248 6,358,791 13,178,858 HILLENBRAND INC 185,473 1,601,875 4,386,436 HILLTOP HOLDINGS INC 34,580 334,828 305,687 HINGHAM INSTITUTION FOR SVGS 3,580 144,147 187,950 HISOFT TECHNOLOGY INT ADR 35,200 688,336 515,680 HITTITE MICROWAVE CORP 56,094 2,059,325 3,472,780 HJ HEINZ CO 787,461 12,621,383 41,955,922 HKN INC 152,731 1,932,012 348,227 HMN FINANCIAL INC 23,940 527,229 58,653 HMS HOLDINGS CORP 84,444 3,099,580 6,491,210 HNI CORP 34,000 906,978 854,080 HOKU CORP 59,902 143,765 97,640 HOLLY ENERGY PARTNERS LP 8,925 461,114 484,449 HOLLYFRONTIER CORP 233,741 9,260,385 16,221,625 HOLLYSYS AUTOMATION TECHNOLO 60,797 617,313 566,628 HOLLYWOOD MEDIA CORP 102,323 438,160 153,485 HOLOGIC INC 672,104 8,041,156 13,556,338 HOME BANCSHARES INC 47,044 883,168 1,112,120 HOME DEPOT INC 4,650,447 67,782,695 168,439,190 HOME FEDERAL BANCORP INC/MD 44,533 589,686 489,418 HOME INNS + HOTELS MANAG ADR 7,090 309,266 269,704 HOME PROPERTIES INC 84,810 4,773,779 5,163,233 HOME SYSTEM GROUP 43,300 189,796 5,824 HOMEAWAY INC 2,575 92,903 99,653 HOMEBANC CORP GA 700 4 - HOMEFED CORP 1,500 40,777 34,125 HONEYWELL INTERNATIONAL INC 2,552,195 65,110,925 152,085,300 HONGKONG LAND HOLDINGS LTD 6,379,975 25,848,687 45,425,423 HOOKER FURNITURE CORP 39,700 548,345 351,742 HOOPER HOLMES INC 191,400 643,767 178,002 HOPFED BANCORP INC 7,650 119,860 60,512 HORACE MANN EDUCATORS 160,712 2,658,448 2,508,714 HORIZON FINANCIAL CORP 22,781 327,059 194 HORIZON LINES INC CL A 161,000 543,520 194,810 HORMEL FOODS CORP 690,730 9,513,310 20,590,661 HORNBECK OFFSHORE SERVICES 72,760 2,002,320 2,000,900 HORSEHEAD HOLDING CORP 99,548 1,628,900 1,325,979 HOSPIRA INC 415,801 10,790,876 23,559,285 HOSPITALITY PROPERTIES TRUST 963,883 20,865,748 23,374,163 HOST HOTELS + RESORTS INC 1,750,189 22,843,834 29,665,704 HOT TOPIC INC 316,936 2,494,128 2,358,004 HOUSTON AMERICAN ENERGY CORP 106,300 1,059,178 1,927,219 HOUSTON WIRE + CABLE CO 23,648 224,603 367,726 HOVNANIAN ENTERPRISES A 122,900 617,440 296,189 HOWARD HUGHES CORP/THE 74,698 2,514,845 4,858,358 HQ SUSTAINABLE MARITIME INDU 98,306 1,296,686 273,291 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value HSN INC 121,670 2,319,951 4,005,376 HUANENG POWER INTL SPONS ADR 12,464 299,767 265,732 HUB GROUP INC CL A 108,850 3,376,258 4,099,291 HUBBELL INC CL A 1,730 101,706 103,160 HUBBELL INC CL B 211,376 5,065,766 13,728,871 HUDSON CITY BANCORP INC 1,365,895 12,020,526 11,186,680 HUDSON HIGHLAND GROUP INC 169,940 869,991 909,179 HUDSON PACIFIC PROPERTIES IN 11,200 167,875 173,936 HUDSON TECHNOLOGIES INC 104,500 221,782 171,380 HUDSON VALLEY HOLDING CORP 11,637 192,450 224,710 HUGOTON ROYALTY TRUST 170,186 5,371,402 3,870,030 HUMAN GENOME SCIENCES INC 255,760 3,628,021 6,276,350 HUMANA INC 663,080 28,399,017 53,404,463 HUNT (JB) TRANSPRT SVCS INC 275,651 4,074,861 12,980,406 HUNTINGTON BANCSHARES INC 2,457,623 14,811,753 16,122,007 HUNTINGTON INGALLS INDUSTRIE 193,252 4,636,857 6,667,194 HUNTSMAN CORP 971,046 15,116,775 18,304,217 HURCO COMPANIES INC 13,900 31,553 447,719 HURON CONSULTING GROUP INC 91,010 3,913,659 2,749,412 HUTCHINSON TECH 135,100 417,450 306,677 HYATT HOTELS CORP CL A 229,211 8,000,849 9,356,393 HYPERCOM CORP 169,557 723,330 1,666,745 HYPERDYNAMICS CORP 527,127 2,617,590 2,266,646 IAC/INTERACTIVECORP 418,348 11,515,479 15,968,343 IBERIABANK CORP 92,961 5,094,081 5,358,272 IBIO INC 27,500 66,918 79,475 ICAD INC 165,356 542,018 173,624 ICAGEN INC 22,562 231,880 137,628 ICAHN ENTERPRISES LP 11,766 455,036 505,938 ICF INTERNATIONAL INC 6,110 152,055 155,072 ICG GROUP INC 75,824 708,892 927,328 ICICI BANK LTD SPON ADR 205,144 7,289,784 10,113,621 ICO GLOBAL COM HLDG LTD NEW 222,693 386,987 616,860 ICONIX BRAND GROUP INC 196,385 3,864,445 4,752,517 ICOP DIGITAL INC 950 9,814 10 ICU MEDICAL INC 26,099 894,252 1,140,526 ID SYSTEMS INC 38,786 465,215 180,355 IDACORP INC 109,200 3,511,008 4,313,400 IDENIX PHARMACEUTICALS INC 131,975 673,822 659,875 IDENTIVE GROUP INC 60,110 341,454 139,455 IDERA PHARMACEUTICALS INC 107,000 512,530 230,050 IDEX CORP 232,966 3,567,924 10,681,491 IDEXX LABORATORIES INC 160,080 3,082,884 12,415,805 IDT CORP CLASS B 55,466 818,983 1,498,691 IEC ELECTRONICS CORP 40,200 75,387 263,310 IFM INVESTMENTS LTD ADS 6,300 26,810 9,261 IGATE CORP 103,084 915,587 1,682,331 IGI LABORATORIES INC 17,000 29,446 18,955 IGO INC 94,709 668,510 154,376 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value IHS INC CLASS A 98,060 6,001,572 8,180,165 II VI INC 140,040 1,708,878 3,585,024 IKANOS COMMUNICATIONS INC 193,330 1,365,550 237,796 ILLINOIS TOOL WORKS 1,212,831 16,752,599 68,512,823 ILLUMINA INC 463,026 17,789,087 34,796,404 IMAGE ENTERTAINMENT INC 102,600 339,381 18,468 IMAGE SENSING SYSTEMS INC 31,600 344,414 357,080 IMAGING3 INC 2,949 885 246 IMATION CORP 212,872 3,907,485 2,009,512 IMMERSION CORPORATION 89,820 512,458 766,165 IMMUCOR INC 248,020 5,421,870 5,064,568 IMMUNOGEN INC 22,790 301,774 277,810 IMMUNOMEDICS INC 145,697 188,081 592,987 IMMUNOSYN CORP 2,112 2,566 116 IMPAX LABORATORIES INC 78,595 1,663,184 1,712,585 IMPERIAL INDUSTRIES INC 42,000 612,843 29,400 IMPERIAL SUGAR CO 95,983 1,349,080 1,919,660 INCONTACT INC 98,474 316,125 467,752 INCYTE CORP 142,405 2,137,139 2,697,151 INDEPENDENCE HOLDING CO 32,537 480,853 339,686 INDEPENDENT BANK CORP MICH 2,745 293,031 5,572 INDEPENDENT BANK CORP/MA 28,843 686,926 757,129 INDIANA COMMUNITY BANCORP 18,109 478,196 314,553 INDUSTRIAL SVCS OF AMERICA 33,827 192,285 356,198 INERGY LP 245,140 9,868,193 8,668,150 INFINERA CORP 218,000 2,401,322 1,506,380 INFINITY PHARMACEUTICALS INC 44,416 259,526 366,876 INFINITY PROPERTY + CASUALTY 32,162 1,256,468 1,757,975 INFORMATICA CORP 277,197 5,740,738 16,196,621 INFORMATION SERVICES GROUP 126,500 383,627 223,905 INFOSONICS CORP 108,700 261,117 78,253 INFOSPACE INC 67,072 625,246 611,697 INFOSYS LTD SP ADR 201,568 7,266,303 13,148,281 INGERSOLL RAND PLC 730,165 27,923,267 33,156,793 INGLES MARKETS INC CLASS A 24,400 400,300 403,820 INGRAM MICRO INC CL A 736,881 11,940,954 13,367,021 INHIBITEX INC 138,400 261,006 542,528 INLAND REAL ESTATE CORP 200,311 2,897,489 1,768,746 INNER MONGOLIA EERDUOSI RE B 674,894 474,616 1,066,333 INNER MONGOLIA YITAI COAL B 1,165,905 2,911,553 6,805,387 INNERWORKINGS INC 62,714 411,071 523,035 INNODATA ISOGEN INC 126,092 521,666 334,144 INNOPHOS HOLDINGS INC 37,160 1,104,879 1,813,408 INNOSPEC INC 38,705 1,001,696 1,300,875 INNOTRAC CORP 82,200 271,239 120,423 INNOVARO INC 21,300 158,302 45,582 INNOVATIVE SOLUTIONS + SUPP 21,500 113,349 117,605 INOVIO PHARMACEUTICALS INC 244,800 649,628 147,002 INPHI CORP 39,776 785,838 692,102 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value INSIGHT ENTERPRISES INC 231,358 3,189,754 4,097,350 INSIGNIA SYSTEMS INC 74,400 85,398 278,256 INSITE VISION INC 69,200 29,362 47,748 INSITUFORM TECHNOLOGIES CL A 139,382 2,734,656 2,922,841 INSMED INC 91,217 871,549 1,093,692 INSPERITY INC 45,422 1,225,643 1,344,945 INSTEEL INDUSTRIES INC 60,800 606,893 762,432 INSTITUTIONAL FINANCIAL MARK 6,700 33,433 22,579 INSULET CORP 64,640 1,229,028 1,433,069 INTEGRA BANK CORPORATION 53,800 98,492 2,690 INTEGRA LIFESCIENCES HOLDING 48,166 1,627,096 2,302,816 INTEGRAL SYSTEMS INC/MD 38,318 282,618 466,330 INTEGRAMED AMERICA INC 37,195 143,013 358,932 INTEGRATED DEVICE TECH INC 355,840 3,634,548 2,796,902 INTEGRATED ELECTRICAL SERVIC 22,600 179,265 70,964 INTEGRATED SILICON SOLUTION 268,587 2,379,773 2,597,236 INTEGRYS ENERGY GROUP INC 310,876 14,805,251 16,115,812 INTEL CORP 13,704,321 111,803,615 303,687,753 INTELLICHECK MOBILISA INC 38,600 217,154 48,250 INTELLIGENT SYSTEMS CORP 300 236 405 INTER PARFUMS INC 51,391 667,280 1,183,535 INTERACTIVE BROKERS GRO CL A 276,463 5,630,366 4,326,646 INTERACTIVE INTELLIGENCE INC 38,664 909,228 1,355,173 INTERCLICK INC 115,945 491,703 922,922 INTERCONTINENTAL HOTELS ADR 16,305 291,256 337,024 INTERCONTINENTALEXCHANGE INC 208,700 23,899,510 26,026,977 INTERDIGITAL INC 106,350 2,780,944 4,344,398 INTERFACE INC CLASS A 153,152 1,612,655 2,966,554 INTERLEUKIN GENETICS INC 123,383 292,001 49,353 INTERLINE BRANDS INC 11,800 223,613 216,766 INTERMEC INC 58,268 785,352 643,279 INTERMUNE INC 102,758 3,571,787 3,683,874 INTERNAP NETWORK SERVICES 119,715 1,321,395 879,905 INTERNATIONAL BANCSHARES CRP 55,660 1,082,385 931,192 INTERNATIONAL EQUITY SWB3 18,691,102 258,578,893 278,692,410 INTERNATIONAL PAPER CO 1,516,267 42,722,689 45,215,082 INTEROIL CORP 89,054 5,765,656 5,210,550 INTERPHASE CORP 4,263 14,334 22,082 INTERPUBLIC GROUP OF COS INC 1,408,751 14,419,989 17,609,388 INTERSECTIONS INC 15,300 166,705 278,460 INTERSIL CORP A 315,188 8,633,198 4,050,166 INTERVAL LEISURE GROUP 76,840 1,111,978 1,051,940 INTERVEST BANCSHARES CORP A 40,100 417,068 122,706 INTEST CORP 31,576 154,134 105,148 INTEVAC INC 18,495 258,055 188,834 INTL BUSINESS MACHINES CORP 3,319,971 201,040,877 569,541,025 INTL FCSTONE INC 18,151 274,094 439,436 INTL FLAVORS + FRAGRANCES 257,757 11,738,757 16,558,310 INTL GAME TECHNOLOGY 928,734 13,520,166 16,327,144 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value INTL RECTIFIER CORP 206,071 4,047,092 5,763,806 INTL SHIPHOLDING CORP 37,021 885,853 787,807 INTL SPEEDWAY CORP CL A 82,629 3,099,972 2,347,490 INTRALINKS HOLDINGS INC 69,815 2,005,135 1,206,403 INTREPID POTASH INC 104,169 2,884,270 3,385,493 INTRICON CORP 34,116 149,431 132,711 INTUIT INC 943,306 25,046,890 48,919,849 INTUITIVE SURGICAL INC 116,319 24,413,905 43,283,463 INUVO INC 33,980 700,795 71,358 INVACARE CORP 100,941 2,738,370 3,350,232 INVENTURE FOODS INC 65,180 300,917 260,068 INVESCO LTD 1,358,150 32,586,547 31,780,710 INVESCO MORTGAGE CAPITAL 166,305 3,517,069 3,514,025 INVESTMENT TECHNOLOGY GROUP 151,208 3,007,948 2,119,936 INVESTORS BANCORP INC 130,639 1,617,161 1,855,074 INVESTORS CAPITAL HOLDINGS 7,790 38,003 49,077 INVESTORS REAL ESTATE TRUST 180,560 1,898,276 1,563,650 INVESTORS TITLE CO 4,800 158,791 188,736 INX INC 65,900 496,075 465,254 ION GEOPHYSICAL CORP 361,555 3,356,495 3,420,310 IPASS INC 387,570 1,039,981 589,106 IPC THE HOSPITALIST CO 82,564 2,412,850 3,826,841 IPG PHOTONICS CORP 82,133 1,779,667 5,971,890 IRIDEX CORP 25,800 108,180 100,878 IRIDIUM COMMUNICATIONS INC 99,810 844,711 863,357 IRIS INTERNATIONAL INC 57,198 778,461 571,408 IROBOT CORP 82,568 1,667,629 2,913,825 IRON MOUNTAIN INC 486,999 8,848,605 16,601,796 IRONWOOD PHARMACEUTICALS INC 99,445 1,170,433 1,563,275 IRVINE SENSORS CORP 3,499 54,299 385 ISHARES RUSSELL 2000 GROWTH IN 400 29,180 37,940 ISHARES S+P SMALLCAP 600/BARRA 4,875 381,532 392,096 ISIS PHARMACEUTICALS INC 144,640 2,104,661 1,324,902 ISLE OF CAPRI CASINOS 55,742 581,486 493,317 ISORAY INC 10,500 11,991 9,764 ISRAMCO INC 1,300 61,013 85,904 ISTA PHARMACEUTICALS INC 105,200 790,876 804,254 ISTAR FINANCIAL INC 488,270 3,793,411 3,959,870 ITAU UNIBANCO HLDNG PREF ADR 2,037,652 25,838,062 47,986,702 ITC HOLDINGS CORP 168,730 8,158,132 12,109,752 ITERIS INC 38,800 123,046 50,440 ITRON INC 161,535 9,329,265 7,779,526 ITT CORP 556,120 11,705,397 32,772,152 ITT EDUCATIONAL SERVICES INC 147,084 10,637,225 11,507,852 IVAX DIAGNOSTICS INC 107,200 482,726 99,696 IXIA 97,634 1,141,715 1,249,715 IXYS CORPORATION 66,027 462,655 989,084 J + J SNACK FOODS CORP 22,383 756,394 1,115,793 J. ALEXANDERS CORPORATION 19,800 99,491 129,888 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value J.C. PENNEY CO INC 886,855 24,626,699 30,631,972 J2 GLOBAL COMMUNICATIONS INC 129,440 2,896,024 3,654,091 JA SOLAR HOLDINGS CO LTD ADR 254,300 1,715,199 1,411,365 JABIL CIRCUIT INC 725,605 10,967,020 14,657,221 JACK HENRY + ASSOCIATES INC 215,455 3,201,063 6,465,805 JACK IN THE BOX INC 140,828 3,118,774 3,208,062 JACKSON HEWITT TAX SERVICE 1,042,100 747,412 36,474 JACO ELECTRONICS INC 31,200 93,176 9,987 JACOBS ENGINEERING GROUP INC 242,763 11,217,879 10,499,500 JAKKS PACIFIC INC 11,800 176,141 217,238 JAMBA INC 169,136 346,048 361,951 JAMES RIVER COAL CO 64,364 1,108,811 1,340,058 JANUS CAPITAL GROUP INC 505,848 4,152,671 4,775,205 JARDEN CORP 650,076 20,924,171 22,434,123 JARDINE MATHESON HLDGS LTD 672,304 21,214,917 38,549,917 JARDINE STRATEGIC HLDGS LTD 549,195 10,981,325 16,805,367 JAZZ PHARMACEUTICALS INC 88,547 805,272 2,953,042 JDA SOFTWARE GROUP INC 83,177 1,270,831 2,569,338 JDS UNIPHASE CORP 620,613 79,633,104 10,339,413 JEFFERIES GROUP INC 359,932 5,853,311 7,342,613 JEFFERSON BANCSHARES INC/TN 41,300 567,644 133,812 JEFFERSONVILLE BANCORP/N Y 100 1,064 1,063 JER INVS TR INC 24,309 1,322,859 1,580 JESUP + LAMONT INC 221,200 523,887 841 JETBLUE AIRWAYS CORP 613,762 5,730,947 3,743,948 JEWETT CAMERON TRADING LTD 13,390 123,762 126,268 JIANGBO PHARMACEUTICALS INC 155,701 716,436 482,673 JIANGSU FUTURE LAND CO LTD B 201,950 100,162 116,525 JIAYUAN.COM INTERNATIONA ADR 50,000 550,000 571,500 JINGWEI INTERNATIONAL LTD 3,300 13,269 5,115 JINKOSOLAR HOLDING CO ADR 34,100 880,182 904,332 JINPAN INTERNATIONAL LTD 38,000 464,488 424,840 JM SMUCKER CO/THE 301,116 7,063,849 23,017,307 JMP GROUP INC 58,300 454,157 409,849 JOE S JEANS INC 158,700 773,811 134,895 JOHN B. SANFILIPPO + SON INC 20,300 261,978 171,738 JOHN BEAN TECHNOLOGIES CORP 19,223 358,898 371,388 JOHNSON + JOHNSON 7,750,809 228,565,822 515,583,815 JOHNSON CONTROLS INC 2,624,856 52,270,251 109,351,501 JOHNSON OUTDOORS INC A 20,000 280,532 342,400 JONES GROUP INC/THE 171,730 2,601,194 1,863,271 JONES LANG LASALLE INC 127,178 8,246,899 11,992,885 JONES SODA CO 64,200 442,221 71,262 JOS A BANK CLOTHIERS INC 25,195 788,103 1,260,002 JOURNAL COMMUNICATIONS INC A 124,801 409,180 645,221 JOY GLOBAL INC 431,976 14,229,050 41,141,394 JPMORGAN CHASE + CO 11,543,471 292,151,725 472,589,703 JUNIPER NETWORKS INC 1,661,025 70,857,018 52,322,288 K SEA TRANSPORTATION PARTNER 33,300 217,157 271,395 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value K SWISS INC A 44,525 489,157 473,301 K12 INC 128,340 3,472,478 4,253,188 KADANT INC 45,153 959,314 1,422,771 KAISER ALUMINUM CORP 48,430 2,580,665 2,645,247 KAISER FEDERAL FINANCIAL GRO 20,665 422,405 254,593 KAMA CO LTD B 15,600 10,994 8,221 KAMAN CORP 72,590 1,813,452 2,574,767 KANDI TECHNOLOGIES CORP 12,200 43,482 21,838 KANSAS CITY LIFE INS CO 8,600 269,210 267,890 KANSAS CITY SOUTHERN 286,778 3,946,741 17,014,539 KAPSTONE PAPER AND PACKAGING 179,188 2,114,611 2,969,145 KAR AUCTION SERVICES INC 8,219 119,356 155,421 KATY INDUSTRIES INC 53,725 198,614 4,970 KAYDON CORP 101,111 3,538,373 3,773,463 KAYNE ANDERSON ENERGY DEV CO 800 14,664 14,504 KB HOME 226,703 2,945,526 2,217,155 KBC BLUE DIAMOND FUND 211,613,005 216,728,054 208,001,617 KBR INC 607,434 12,044,187 22,894,187 KBW INC 59,700 1,302,916 1,116,390 KEARNY FINANCIAL CORP 2,780 33,729 25,326 KELLOGG CO 958,288 38,049,899 53,012,492 KELLY SERVICES INC CL A 189,996 3,862,757 3,134,934 KEMET CORP 125,702 1,270,741 1,796,282 KENDLE INTERNATIONAL INC 114,600 1,365,261 1,728,168 KENEXA CORP 41,407 1,173,492 992,940 KENNAMETAL INC 315,846 8,255,490 13,331,860 KENNEDY WILSON HOLDINGS INC 172 1,724 2,107 KENNETH COLE PRODUCTIONS A 43,000 808,638 537,070 KENSEY NASH CORP 36,993 831,594 933,333 KENTUCKY FIRST FEDERAL BANCO 5,612 56,130 51,153 KERYX BIOPHARMACEUTICALS 123,147 463,443 582,485 KEWAUNEE SCIENTIFIC CP 8,100 83,908 79,785 KEY ENERGY SERVICES INC 373,500 6,177,147 6,723,000 KEY TECHNOLOGY INC 32,967 680,171 533,076 KEY TRONIC CORP 52,700 201,867 239,785 KEYCORP 3,059,925 25,200,840 25,489,175 KEYNOTE SYSTEMS INC 56,100 572,474 1,213,443 KFORCE INC 101,858 992,439 1,332,303 KID BRANDS INC 140,468 1,151,618 724,815 KILROY REALTY CORP 125,670 4,986,111 4,962,708 KIMBALL INTERNATIONAL B 139,635 1,019,899 897,853 KIMBERLY CLARK CORP 1,107,053 39,881,546 73,685,448 KIMCO REALTY CORP 894,595 23,412,582 16,675,251 KINDER MORGAN ENERGY PRTNRS 547,026 37,764,922 39,714,088 KINDER MORGAN INC 85,400 2,516,081 2,453,542 KINDER MORGAN MGMT LLC 214,578 12,194,660 14,074,171 KINDRED HEALTHCARE INC 215,480 4,294,481 4,626,356 KINETIC CONCEPTS INC 229,934 12,895,319 13,251,096 KINGOLD JEWELRY INC 63,813 233,029 92,529 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value KIRBY CORP 129,754 4,900,358 7,353,159 KIRKLAND S INC 98,900 1,500,200 1,188,778 KIT DIGITAL INC 73,000 713,157 871,620 KITE REALTY GROUP TRUST 205,502 1,279,838 1,023,400 KKR FINANCIAL HOLDINGS LLC 448,600 3,883,604 4,400,766 KLA TENCOR CORPORATION 575,741 19,324,454 23,305,996 KMG CHEMICALS INC 41,950 640,762 706,438 KNIGHT CAPITAL GROUP INC A 288,870 4,044,522 3,183,347 KNIGHT TRANSPORTATION INC 74,415 650,911 1,264,311 KNIGHTSBRIDGE TANKERS LTD 4,900 95,267 107,947 KNOLL INC 52,551 610,633 1,054,699 KNOLOGY INC 28,120 261,485 417,582 KODIAK OIL + GAS CORP 416,139 1,178,855 2,401,122 KOHLS CORP 910,048 23,250,599 45,511,500 KONA GRILL INC 18,200 39,385 102,284 KONGZHONG CORP ADR 12,470 102,024 62,849 KONINKLIJKE AHOLD SP ADR 5,155 64,477 69,180 KOPIN CORP 633,369 1,434,245 2,983,168 KOPPERS HOLDINGS INC 48,181 1,560,036 1,827,505 KORN/FERRY INTERNATIONAL 103,945 1,603,865 2,285,751 KOSMOS ENERGY LTD 300 5,256 5,094 KOSS CORP 20,416 193,686 126,579 KRAFT FOODS INC CLASS A 4,845,317 155,845,335 170,700,518 KRATON PERFORMANCE POLYMERS 110,826 2,355,650 4,341,054 KRATOS DEFENSE + SECURITY 41,632 463,299 506,245 KRISPY KREME DOUGHNUTS INC 277,388 959,559 2,637,960 KROGER CO 2,222,601 29,788,499 55,120,505 KRONOS WORLDWIDE INC 76,340 1,601,875 2,400,893 KSW INC 40,987 226,348 161,079 KU6 MEDIA CO LTD SPN ADR 8,100 47,743 25,758 KULICKE + SOFFA INDUSTRIES 313,865 2,246,139 3,496,456 KV PHARMACEUTICAL CO CL A 140,325 156,154 381,684 KVH INDUSTRIES INC 65,330 837,425 694,458 L 1 IDENTITY SOLUTIONS INC 947,174 10,937,573 11,129,295 L 3 COMMUNICATIONS HOLDINGS 495,671 32,835,688 43,346,429 L N B BANCORP INC 9,867 95,195 56,439 L+L ENERGY INC 120,789 989,348 619,648 LA Z BOY INC 164,072 1,631,253 1,619,391 LABORATORY CRP OF AMER HLDGS 237,904 9,249,287 23,026,728 LACLEDE GROUP INC/THE 76,235 1,885,067 2,883,970 LACROSSE FOOTWEAR INC 22,100 190,854 319,124 LADENBURG THALMANN FINANCIAL 524,499 664,523 723,809 LAKE SHORE BANCORP INC 8,076 74,384 84,313 LAKELAND BANCORP INC 115,324 1,012,334 1,150,934 LAKELAND FINANCIAL CORP 47,800 972,892 1,064,028 LAKELAND INDUSTRIES INC 14,546 150,453 127,423 LAKES ENTERTAINMENT INC 20,300 51,461 44,660 LAM RESEARCH CORP 638,786 24,991,249 28,285,444 LAMAR ADVERTISING CO A 194,537 7,021,285 5,324,478 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value LAN AIRLINES SA SPON ADR 108,634 2,018,023 3,098,242 LANCASTER COLONY CORP 47,494 1,924,946 2,888,585 LANDAUER INC 19,012 1,069,856 1,170,949 LANDEC CORP 126,506 800,197 834,940 LANDMARK BANCORP INC 5,739 122,938 93,029 LANDSTAR SYSTEM INC 149,313 6,683,201 6,940,068 LANNETT CO INC 51,900 410,981 258,462 LANSDOWNE EUREKA FUND LP 254,110,839 254,110,839 251,828,923 LANTRONIX INC 41,933 371,508 106,090 LAPOLLA INDUSTRIES INC 21,900 14,310 13,797 LAS VEGAS SANDS CORP 911,817 24,404,008 38,487,796 LASALLE HOTEL PROPERTIES 291,995 6,093,119 7,691,148 LATTICE SEMICONDUCTOR CORP 386,302 3,643,403 2,518,689 LAWSON PRODUCTS INC 18,932 388,161 372,392 LAWSON SOFTWARE INC 160,090 1,422,993 1,796,210 LAYNE CHRISTENSEN COMPANY 31,861 777,578 966,663 LAZARD LTD CL A 399,652 14,423,017 14,827,089 LAZARE KAPLAN INTERNATIONAL 45,000 377,873 61,200 LCA VISION INC 53,800 386,068 257,164 LDK SOLAR CO LTD ADR 274,300 2,964,231 2,013,362 LEAP WIRELESS INTL INC 214,987 6,415,765 3,489,239 LEAPFROG ENTERPRISES INC 155,174 1,910,911 654,834 LEAR CORP 260,295 5,232 5,232 LEAR CORP 260,106 10,332,364 13,910,469 LEARNING TREE INTERNATIONAL 54,500 554,426 485,595 LECG CORP 557,200 118,375 16,716 LECROY CORP 76,156 1,475,175 916,918 LECTEC CORP 900 3,661 2,700 LEE ENTERPRISES 326,645 802,744 290,714 LEGACY BANCORP INC 59,549 830,603 825,349 LEGACY RESERVES LP 107,976 2,677,364 3,205,807 LEGEND INTERNATIONAL HOLDING 1,782 1,354 1,016 LEGG MASON INC 446,744 14,697,821 14,635,333 LEGGETT + PLATT INC 498,469 5,182,065 12,152,674 LEMAITRE VASCULAR INC 10,447 50,620 73,860 LENDER PROCESSING SERVICES 230,005 5,567,239 4,809,405 LENNAR CORP B SHS 59,700 760,205 876,396 LENNAR CORP A 478,412 6,161,065 8,683,178 LENNOX INTERNATIONAL INC 171,620 3,641,032 7,391,673 LEUCADIA NATIONAL CORP 393,564 5,551,087 13,420,532 LEVEL 3 COMMUNICATIONS INC 4,248,049 61,606,300 10,365,240 LEXICON PHARMACEUTICALS INC 315,316 551,253 554,956 LEXINGTON REALTY TRUST 320,644 3,245,412 2,927,480 LEXMARK INTERNATIONAL INC A 292,175 9,823,690 8,549,041 LHC GROUP INC 57,950 1,783,455 1,336,327 LIBBEY INC 68,700 865,093 1,114,314 LIBERTY BANCORP INC 3,574 33,998 34,132 LIBERTY GLOBAL INC A 357,481 10,592,929 16,100,944 LIBERTY GLOBAL INC SERIES C 218,639 6,856,795 9,335,885 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value LIBERTY MEDIA CORP CAP SER A 190,374 5,421,969 16,324,571 LIBERTY MEDIA CORP INTER A 1,891,689 31,800,184 31,723,625 LIBERTY MEDIA INTERACTIVE B 8,249 129,281 137,140 LIBERTY MEDIA STARZ SERIES A 121,997 6,927,788 9,179,054 LIBERTY PROPERTY TRUST 270,832 9,637,380 8,823,707 LICT CORP 88 201,907 197,648 LIFE PARTNERS HOLDINGS INC 70,564 897,655 242,740 LIFE TECHNOLOGIES CORP 505,195 15,637,708 26,305,504 LIFE TIME FITNESS INC 64,326 2,087,918 2,567,251 LIFEPOINT HOSPITALS INC 189,171 6,076,871 7,392,803 LIFETIME BRANDS INC 15,180 229,451 178,213 LIFEWAY FOODS INC 92,800 950,646 1,037,504 LIGAND PHARMACEUTICALS CL B 161 1,619 1,924 LIGHTBRIDGE CORP 15,900 98,621 57,081 LIGHTING SCIENCE GROUP CORP 11,700 47,093 39,195 LIGHTPATH TECHNOLOGIES INC A 6,123 17,187 9,368 LIHUA INTERNATIONAL INC 23,544 281,941 143,383 LIME ENERGY CO 32,700 125,062 175,272 LIMELIGHT NETWORKS INC 122,912 450,570 560,479 LIMITED BRANDS INC 845,645 17,134,322 32,515,050 LIN TV CORP CL A 127,283 669,575 619,868 LINCARE HOLDINGS INC 356,964 3,465,305 10,448,336 LINCOLN EDUCATIONAL SERVICES 67,300 1,321,760 1,154,195 LINCOLN ELECTRIC HOLDINGS 327,924 11,021,812 11,756,075 LINCOLN NATIONAL CORP 871,269 16,085,340 24,822,454 LINDSAY CORP 29,262 1,874,508 2,013,226 LINEAR TECHNOLOGY CORP 486,481 11,154,729 16,063,603 LINKEDIN CORP A 1,100 51,878 99,099 LINKTONE LTD ADR 4,800 8,136 4,225 LINN ENERGY LLC UNITS 404,352 13,227,689 15,798,033 LIONBRIDGE TECHNOLOGIES INC 230,020 952,853 731,464 LIONS GATE ENTERTAINMENT W/D 92,424 585,948 611,847 LIQUIDITY SERVICES INC 30,777 530,180 726,645 LIQUIDMETAL TECHNOLOGIES INC 105,300 55,989 51,597 LITHIA MOTORS INC CL A 85,553 1,046,997 1,679,405 LITTELFUSE INC 87,018 2,666,514 5,109,697 LIVE NATION ENTERTAINMENT IN 345,510 4,280,405 3,963,000 LIVEPERSON INC 103,615 810,509 1,465,116 LIVEWIRE MOBILE INC 12,710 671,080 29,233 LIZ CLAIBORNE INC 346,647 2,084,917 1,854,561 LJ INTERNATIONAL INC 71,100 355,227 226,809 LKQ CORP 397,388 6,583,409 10,367,853 LM CAPITAL CORP 106,647 106,647 8,125,362 LMI AEROSPACE INC 61,089 1,055,062 1,492,404 LML PAYMENT SYSTEMS INC 59,100 115,081 231,672 LOCAL.COM CORP 36,200 464,921 120,908 LOCKHEED MARTIN CORP 905,094 36,699,687 73,285,461 LODGENET INTERACTIVE CORP 248,465 519,107 752,849 LOEWS CORP 1,086,790 29,795,589 45,742,991 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value LOGIC DEVICES INC 109,500 294,687 68,985 LOGITECH INTERNATIONAL REG 25,071 282,402 281,798 LOGMEIN INC 92,280 3,126,324 3,559,240 LOJACK CORPORATION 35,269 150,717 153,773 LONGTOP FINANCIAL SPON ADR 41,430 1,254,625 784,270 LONGWEI PETROLEUM INVESTMENT 57,100 144,138 84,508 LOOKSMART LTD 146,140 1,414,600 220,671 LOOPNET INC 81,920 944,970 1,505,690 LORAL SPACE + COMMUNICATIONS 17,684 838,851 1,228,507 LORILLARD INC 67,200 6,356,991 7,316,064 LOUISIANA BANCORP INC 5,725 69,791 90,283 LOUISIANA PACIFIC CORP 407,409 4,503,399 3,316,309 LOWE S COS INC 3,701,936 34,049,307 86,292,128 LPL INVESTMENT HOLDINGS INC 102,700 3,526,317 3,513,367 LRAD CORP 43,800 228,074 120,450 LSB INDUSTRIES INC 66,233 2,464,500 2,842,720 LSI CORP 1,827,985 17,030,044 13,015,253 LSI INDUSTRIES INC 909 8,171 7,217 LSR GROUP OJSC GDR REGS 28,100 225,106 221,990 LSR GROUP OJSC GDR REGS 550,100 5,522,287 4,345,790 LTC PROPERTIES INC 85,389 2,336,434 2,375,522 LTX CREDENCE CORP 263,655 1,754,845 2,357,076 LUBRIZOL CORP 166,330 10,597,544 22,333,129 LUBY S INC 8,000 39,751 44,160 LUCAS ENERGY INC 23,500 17,921 66,270 LUFKIN INDUSTRIES INC 72,429 2,647,426 6,232,515 LUKOIL OAO SPON ADR 34,869 2,429,440 2,217,668 LUKOIL OAO SPON ADR 1,200,261 77,788,179 76,516,639 LULULEMON ATHLETICA INC 61,351 2,830,899 6,860,269 LUMBER LIQUIDATORS HOLDINGS 66,787 1,582,710 1,696,390 LUMINEX CORP 107,461 2,179,748 2,245,935 LUNA INNOVATIONS INC 61,800 554,608 100,116 LYDALL INC 78,000 629,204 932,880 LYONDELLBASELL INDU CL A 952,007 34,137,550 36,671,310 LYRIS INC 36,300 23,392 10,164 M + F WORLDWIDE CORP 81,491 2,120,805 2,105,727 M + T BANK CORP 353,531 17,506,391 31,093,051 M/I HOMES INC 35,750 400,325 438,295 MAC GRAY CORP 47,700 538,152 736,965 MACATAWA BANK CORP 118,152 517,482 326,690 MACE SECURITY INTL INC 76,054 166,244 19,394 MACERICH CO/THE 286,213 15,498,295 15,312,396 MACK CALI REALTY CORP 185,337 6,184,458 6,105,001 MACQUARIE INFRASTRUCTURE CO 116,316 1,960,661 3,210,322 MACY S INC 1,935,414 36,959,198 56,591,505 MADISON SQUARE GARDEN CO A 171,483 1,367,348 4,720,927 MAGELLAN HEALTH SERVICES INC 100,804 4,209,844 5,518,011 MAGELLAN MIDSTREAM PARTNERS 192,763 9,589,154 11,513,734 MAGELLAN PETROLEUM CORP 258,600 307,657 434,448 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value MAGICJACK VOCALTEC LTD 7,800 215,588 192,114 MAGMA DESIGN AUTOMATION INC 237,070 870,990 1,894,189 MAGNETEK INC 115,900 583,955 210,938 MAGNIT OJSC SPON GDR 144A 647,512 6,904,280 17,442,484 MAGNIT OJSC SPON GDR REGS 570,641 10,315,943 17,912,421 MAGNIT OJSC SPON GDR REGS 71,633 1,454,837 2,248,560 MAGNITOGORS SPON GDR REGS 41,805 464,001 475,741 MAGNITOGORS SPON GDR REGS 203,797 2,658,489 2,319,214 MAGNUM HUNTER RESOURCES CORP 260,504 1,206,726 1,761,007 MAGYAR TELEKOM TELE SPON ADR 49,700 981,575 795,200 MAIDEN HOLDINGS LTD 63,000 460,834 573,300 MAIDENFORM BRANDS INC 63,900 770,827 1,767,474 MAIL.RU GROUP GDR REGS 11,151 308,883 361,850 MAINSOURCE FINANCIAL GROUP I 82,746 633,484 686,792 MAJESCO ENTERTAINMENT CO 22,900 16,252 69,158 MAJESTIC CAPITAL LTD 3,810 54,962 38 MAKEMUSIC INC 1,100 4,583 5,478 MAKO SURGICAL CORP 148,194 2,497,714 4,405,808 MANAGEMENT NETWORK GROUP INC 53,440 1,166,960 140,013 MANHATTAN ASSOCIATES INC 115,693 2,498,402 3,984,467 MANITEX INTERNATIONAL INC 6,800 26,749 37,536 MANITOWOC COMPANY INC 362,102 3,871,893 6,097,798 MANNATECH INC 37,900 63,256 36,384 MANNKIND CORP 527,600 2,280,756 2,004,880 MANPOWER INC 240,165 7,896,348 12,884,852 MANTECH INTERNATIONAL CORP A 18,670 738,837 829,321 MAP PHARMACEUTICALS INC 320,632 5,175,201 5,120,493 MARATHON OIL CORP 2,261,960 46,427,854 119,160,053 MARCHEX INC CLASS B 52,190 230,823 463,447 MARCUS CORPORATION 3,200 60,169 31,616 MARINA BIOTECH INC 18,314 172,042 3,553 MARINE PRODUCTS CORP 138,695 860,969 932,030 MARINEMAX INC 71,700 596,964 628,092 MARKEL CORP 27,842 6,330,052 11,047,984 MARKET LEADER INC 409,775 1,365,022 889,212 MARKETAXESS HOLDINGS INC 89,818 1,275,107 2,250,839 MARKWEST ENERGY PARTNERS LP 171,803 6,798,207 8,287,777 MARLIN BUSINESS SERVICES INC 68,000 801,769 860,200 MARRIOTT INTERNATIONAL CL A 964,050 31,336,517 34,214,135 MARSH + MCLENNAN COS 1,670,279 32,068,385 52,096,002 MARSHALL + ILSLEY CORP 1,391,169 15,781,735 11,087,617 MARTEN TRANSPORT LTD 68,537 1,262,356 1,480,399 MARTHA STEWART LIVING CL A 120,505 557,938 522,992 MARTIN MIDSTREAM PARTNERS LP 60,511 2,003,161 2,335,119 MARVELL TECHNOLOGY GROUP LTD 1,464,854 42,817,810 21,628,569 MASCO CORP 1,654,760 21,510,331 19,906,763 MASIMO CORPORATION 97,174 2,704,086 2,884,124 MASTEC INC 185,469 2,545,173 3,657,449 MASTECH HOLDINGS INC 22,098 41,323 75,133 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value MASTERCARD INC CLASS A 357,293 62,787,828 107,666,673 MATERIAL SCIENCES CORP 31,950 443,904 231,638 MATERION CORP 31,618 1,061,224 1,168,917 MATRIX SERVICE CO 86,300 743,446 1,154,694 MATTEL INC 1,471,953 29,366,942 40,463,988 MATTERSIGHT CORP 24,127 213,865 135,111 MATTHEWS INTL CORP CLASS A 2,670 104,088 107,201 MATTSON TECHNOLOGY INC 160,985 490,545 305,872 MAUI LAND + PINEAPPLE CO 4,200 142,829 21,042 MAXIM INTEGRATED PRODUCTS 942,262 16,708,885 24,084,217 MAXIMUS INC 40,088 2,085,894 3,316,480 MAXLIFE FUND CORP 135 1,352 270 MAXLINEAR INC CLASS A 55,671 607,910 482,111 MAXWELL TECHNOLOGIES INC 36,371 528,391 588,846 MAXXAM INC 80 313,240 50,000 MAXYGEN INC 38,170 229,331 208,790 MAYFLOWER BANCORP INC 12,800 250,194 107,520 MB FINANCIAL INC 77,259 1,535,878 1,486,463 MBIA INC 329,119 3,452,094 2,860,044 MBT FINANCIAL CORP 74,000 680,869 100,640 MCCLATCHY CO CLASS A 466,215 1,811,414 1,310,064 MCCORMICK + CO INC VTG COM 3,133 151,192 155,365 MCCORMICK + CO NON VTG SHRS 350,195 4,193,420 17,359,166 MCCORMICK + SCHMICK S SEAFOO 74,600 964,307 640,814 MCDERMOTT INTL INC 715,122 7,103,311 14,166,567 MCDONALD S CORP 2,657,999 48,166,114 224,122,476 MCGRATH RENTCORP 77,364 1,949,777 2,172,381 MCGRAW HILL COMPANIES INC 959,789 19,858,791 40,224,757 MCKESSON CORP 1,039,317 44,131,050 86,938,867 MCMORAN EXPLORATION CO 311,885 3,687,871 5,763,635 MDC HOLDINGS INC (2,405) 2,571,015 (59,259) MDC PARTNERS INC CL A 36,375 473,322 656,933 MDU RESOURCES GROUP INC 552,310 5,894,569 12,426,975 MEAD JOHNSON NUTRITION CO 416,452 16,809,817 28,131,333 MEADE INSTRUMENTS CORP 10,750 450,599 53,535 MEADOWBROOK INSURANCE GROUP 318,161 2,542,247 3,152,976 MEADWESTVACO CORP 458,755 9,649,359 15,281,129 MEASUREMENT SPECIALTIES INC 58,623 1,194,164 2,092,841 MECHANICAL TECHNOLOGY INC 60,847 238,063 41,984 MECHEL PREF SPON ADR 370,075 3,697,513 3,193,747 MECHEL SPONSORED ADR 275,600 8,370,518 6,584,084 MECOX LANE LTD ADR 70,400 383,551 233,728 MEDALLION FINANCIAL CORP 40,399 289,685 393,890 MEDASSETS INC 85,470 1,332,720 1,141,879 MEDCATH CORPORATION 51,128 503,738 694,830 MEDCO HEALTH SOLUTIONS INC 1,225,246 33,188,441 69,250,904 MEDIA GENERAL INC CL A 199,780 1,228,074 763,160 MEDIA SCIENCES INTL INC 2,800 3,713 364 MEDICAL ACTION IND INC 80,027 735,361 652,220 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value MEDICAL PROPERTIES TRUST INC 275,070 2,768,094 3,163,305 MEDICINES COMPANY 231,904 3,543,708 3,828,735 MEDICINOVA INC 14,900 59,775 40,081 MEDICIS PHARMACEUTICAL CL A 106,695 1,694,507 4,072,548 MEDIDATA SOLUTIONS INC 55,602 1,181,583 1,327,220 MEDIFAST INC 80,762 2,262,494 1,916,482 MEDIVATION INC 28,224 569,977 604,840 MEDIWARE INFORMATION SYSTEMS 43,169 385,768 477,017 MEDNAX INC 121,262 4,062,831 8,753,904 MEDQUIST INC 29,624 252,521 399,924 MEDTOX SCIENTIFIC INC 47,659 386,790 832,603 MEDTRONIC INC 2,779,616 38,069,623 107,098,604 MELA SCIENCES INC 225,700 696,285 528,138 MELCO CROWN ENTERTAINME ADR 193,100 2,192,419 2,465,887 MELLANOX TECHNOLOGIES LTD 24,726 647,483 737,082 MEMC ELECTRONIC MATERIALS 580,824 9,388,356 4,954,429 MEN S WEARHOUSE INC/THE 134,135 2,709,466 4,520,350 MENTOR GRAPHICS CORP 335,526 5,228,955 4,298,088 MERCADOLIBRE INC 77,588 5,254,522 6,155,832 MERCANTILE BANCORP QUINCY 12,200 204,206 10,004 MERCANTILE BANK CORP 12,628 166,328 104,812 MERCER INTERNATIONAL INC 226,912 1,749,549 2,287,273 MERCHANTS BANCSHARES INC 23,093 628,866 565,086 MERCK + CO. INC. 8,811,942 164,974,267 310,973,433 MERCURY COMPUTER SYSTEMS INC 36,534 345,776 682,455 MERCURY GENERAL CORP 64,398 2,528,032 2,543,077 MEREDITH CORP 147,985 3,043,167 4,606,773 MERGE HEALTHCARE INC 214,200 583,725 1,113,840 MERIDIAN BIOSCIENCE INC 101,647 1,782,824 2,450,709 MERIDIAN INTERSTATE BANCORP 13,347 129,487 182,720 MERIT MEDICAL SYSTEMS INC 196,025 2,382,841 3,522,569 MERITAGE HOMES CORP 86,152 1,353,537 1,943,589 MERITOR INC 273,426 4,078,070 4,385,753 MERRIMAN HOLDINGS INC 2,385 58,379 6,249 MERU NETWORKS INC 8,400 97,731 100,884 MESA LABORATORIES INC 9,800 87,997 310,268 MESABI TR 54,539 2,147,397 1,825,966 MET PRO CORP 32,891 344,049 374,300 META FINANCIAL GROUP INC 15,810 308,098 301,181 METABOLIX INC 67,809 884,100 484,156 METALICO INC 253,835 1,420,287 1,497,627 METALS USA HOLDINGS CORP 11,600 152,231 172,840 METHODE ELECTRONICS INC 40,305 421,388 467,941 METLIFE INC 2,640,223 101,490,457 115,826,583 METRO BANCORP INC 29,115 321,475 332,493 METRO HEALTH NETWORKS INC 158,700 600,443 760,173 METROCORP BANCSHARES INC 25,300 212,569 164,450 METROPCS COMMUNICATIONS INC 1,355,777 18,614,026 23,332,922 METTLER TOLEDO INTERNATIONAL 89,047 8,875,662 15,019,557 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value MEXCO ENERGY CORP 14,900 463,528 137,825 MF GLOBAL HOLDINGS LTD 324,198 6,523,507 2,509,293 MFA FINANCIAL INC 696,405 4,833,404 5,599,096 MFRI INC 24,000 254,594 191,760 MGE ENERGY INC 6,581 234,383 266,728 MGIC INVESTMENT CORP 413,524 2,875,093 2,460,468 MGM RESORTS INTERNATIONAL 849,805 11,695,815 11,225,924 MGP INGREDIENTS INC 45,100 283,248 392,821 MHI HOSPITALITY CORP 5,000 11,500 14,350 MI DEVELOPMENTS INC 56,300 705,694 1,713,209 MICHAEL BAKER CORP 42,517 1,320,214 897,959 MICREL INC 55,410 1,493,845 586,238 MICROCHIP TECHNOLOGY INC 294,992 4,865,416 11,183,147 MICROFINANCIAL INC 65,690 299,813 363,266 MICROMET INC 203,233 1,254,111 1,166,557 MICRON TECHNOLOGY INC 2,862,357 19,483,947 21,410,430 MICRONETICS INC 108,855 843,360 547,541 MICROS SYSTEMS INC 213,861 6,431,661 10,631,030 MICROSEMI CORP 275,392 4,070,233 5,645,536 MICROSOFT CORP 24,465,971 318,220,439 636,115,246 MICROSTRATEGY INC CL A 22,292 2,369,277 3,626,463 MICROVISION INC 220,800 423,936 269,376 MID AMERICA APARTMENT COMM 83,966 4,594,585 5,665,186 MIDAS INC 8,100 71,729 51,192 MIDDLEBURG FINANCIAL CORP 10,400 265,702 155,376 MIDDLEBY CORP 64,645 2,579,320 6,079,216 MIDDLESEX WATER CO 184,993 2,853,695 3,437,170 MIDSOUTH BANCORP INC 27,992 578,104 381,531 MIDWEST BANC HOLDINGS INC 73,953 83,814 377 MIDWESTONE FINANCIAL GROUP I 17,159 248,433 247,948 MILESTONE SCIENTIFIC INC 5,200 4,508 4,056 MILLER ENERGY RESOURCES INC 106,165 531,898 679,456 MILLER INDUSTRIES INC/TENN 69,266 898,618 1,294,582 MINDRAY MEDICAL INTL LTD ADR 113,280 3,047,599 3,177,504 MINDSPEED TECHNOLOGIES INC 93,415 642,214 747,320 MINE SAFETY APPLIANCES CO 77,070 2,769,066 2,877,794 MINERALS TECHNOLOGIES INC 8,115 457,724 537,943 MINES MANAGEMENT INC 141,700 356,559 298,987 MIPS TECHNOLOGIES INC 79,966 317,212 552,565 MISONIX INC 3,500 5,480 8,540 MISSION WEST PROPERTIES 96,200 657,856 844,636 MISTRAS GROUP INC 27,780 434,079 450,036 MITCHAM INDUSTRIES INC 81,735 837,563 1,414,016 MITEK SYSTEMS INC 9,100 47,501 65,520 MITEL NETWORKS CORP 20,613 122,528 90,285 MKS INSTRUMENTS INC 85,848 2,070,187 2,268,104 MKTG INC 138,350 88,367 110,680 MMC NORILSK NICKEL JSC ADR 296,635 6,481,303 7,771,837 MMC NORILSK NICKEL JSC ADR 162,470 2,590,100 4,256,714 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value MMRGLOBAL INC 166,700 24,805 7,835 MOBILE MINI INC 127,103 2,822,520 2,693,313 MOBILE TELESYSTEMS SP ADR 3,582,017 76,613,259 68,129,966 MOCON INC 18,100 148,253 278,197 MOD PAC CORP 2,375 14,060 14,036 MODINE MANUFACTURING CO 233,835 2,110,052 3,594,044 MODUSLINK GLOBAL SOLUTIONS I 121,755 708,950 545,462 MOHAWK INDUSTRIES INC 173,521 7,821,803 10,409,525 MOL HUNGARIAN OIL SP ADR 6,002 242,073 414,138 MOLECULAR INSIGHT PHARMACEUT 60,738 205,415 249 MOLEX INC 289,659 6,592,632 7,464,512 MOLEX INC CL A 186,160 3,426,866 3,998,717 MOLINA HEALTHCARE INC 115,617 2,828,385 3,135,533 MOLSON COORS BREWING CO B 667,483 26,568,070 29,863,189 MOLYCORP INC 168,920 6,932,849 10,314,255 MOMENTA PHARMACEUTICALS INC 180,580 2,658,598 3,514,087 MONARCH CASINO + RESORT INC 51,500 548,477 537,660 MONARCH CEMENT CO 300 8,205 8,220 MONARCH COMMUNITY BANCORP 9,854 97,633 11,036 MONARCH FINANCIAL HOLDINGS 3,000 24,291 23,700 MONEYGRAM INTERNATIONAL INC 258,903 729,384 859,558 MONMOUTH REIT CLASS A 97,100 589,527 820,495 MONOLITHIC POWER SYSTEMS INC 156,500 3,110,703 2,413,230 MONOTYPE IMAGING HOLDINGS IN 60,628 480,337 856,674 MONRO MUFFLER BRAKE INC 110,710 2,058,162 4,128,376 MONSANTO CO 1,541,151 52,093,813 111,795,094 MONSTER WORLDWIDE INC 289,286 7,842,902 4,240,933 MONTPELIER RE HOLDINGS LTD 250,126 4,294,774 4,502,268 MOODY S CORP 736,849 12,534,149 28,258,159 MOOG INC CLASS A 103,749 2,123,590 4,515,156 MORGAN STANLEY 4,583,935 98,224,686 105,476,344 MORGANS HOTEL GROUP CO 56,510 416,799 406,307 MORNINGSTAR INC 8,910 1,890,193 541,550 MORTON S RESTAURANT GROUP 50,000 559,525 362,000 MOSAIC CO/THE 652,701 31,397,581 44,207,439 MOSYS INC 86,643 402,024 498,197 MOTORCAR PARTS OF AMERICA IN 99,495 758,322 1,493,420 MOTOROLA MOBILITY HOLDINGS I 850,239 19,716,150 18,739,268 MOTOROLA SOLUTIONS INC 935,191 27,249,404 43,056,194 MOTRICITY INC 182,982 3,776,380 1,414,451 MOVADO GROUP INC 3,200 32,813 54,752 MOVE INC 32,542 64,373 71,267 MPG OFFICE TRUST INC 275,655 934,250 788,373 MRV COMMUNICATIONS INC 221,724 129,580 305,979 MSC INDUSTRIAL DIRECT CO A 150,566 5,711,682 9,984,031 MSCI INC A 248,023 7,877,493 9,345,507 MTR GAMING GROUP INC 108,200 952,491 327,846 MTS SYSTEMS CORP 36,337 1,548,488 1,519,977 MUELLER INDUSTRIES INC 23,613 638,035 895,169 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value MUELLER WATER PRODUCTS INC A 871,800 4,538,507 3,469,764 MULTI COLOR CORP 41,449 804,359 1,023,376 MULTI FINELINE ELECTRONIX IN 46,608 1,106,448 1,007,199 MULTIBAND CORP 2,900 8,399 9,425 MULTIMEDIA GAMES HOLDING CO 119,400 524,385 543,270 MURPHY OIL CORP 625,207 26,309,366 41,051,092 MUTUALFIRST FINANCIAL INC 27,574 482,743 251,475 MV OIL TR 61,813 1,757,920 2,586,256 MWI VETERINARY SUPPLY INC 33,202 1,890,074 2,681,726 MYERS INDUSTRIES INC 27,225 297,058 279,873 MYLAN INC 1,437,513 20,321,847 35,463,446 MYR GROUP INC/DELAWARE 34,418 686,590 805,381 MYREXIS INC 95,100 460,233 340,458 MYRIAD GENETICS INC 378,869 8,607,627 8,604,115 N B T BANCORP INC 31,800 715,303 703,734 N VIRO INTERNATIONAL CORP 9,800 29,309 23,912 NABI BIOPHARMACEUTICALS 53,196 215,468 286,194 NABORS INDUSTRIES LTD 796,257 16,934,656 19,619,772 NACCO INDUSTRIES CL A 39,274 4,051,809 3,802,509 NALCO HOLDING CO 398,663 9,006,139 11,086,818 NAM TAI ELECTRONICS INC 54,693 273,270 301,905 NANOMETRICS INC 135,589 1,533,366 2,574,835 NANOPHASE TECHNOLOGIES CORP 66,826 84,237 80,191 NANOSPHERE INC 100,522 509,144 181,945 NAPCO SECURITY TECHNOLOGIES 86,060 147,830 255,598 NARA BANCORP INC 149,774 1,102,188 1,217,663 NASB FINANCIAL INC 13,410 203,099 139,866 NASDAQ OMX GROUP/THE 601,091 15,635,598 15,207,602 NASH FINCH CO 46,026 1,630,046 1,648,191 NATHAN S FAMOUS INC 2,900 39,672 54,723 NATIONAL AMERICAN UNIVERSITY 10,007 74,395 94,166 NATIONAL BANKSHARES INC/VA 10,045 241,039 251,527 NATIONAL BEVERAGE CORP 18,822 228,274 275,742 NATIONAL CINEMEDIA INC 79,001 1,030,451 1,335,907 NATIONAL FINANCIAL PARTNERS 226,641 2,589,446 2,615,437 NATIONAL FUEL GAS CO 210,411 4,917,377 15,317,921 NATIONAL HEALTHCARE CORP 14,705 748,483 728,927 NATIONAL INSTRUMENTS CORP 253,800 2,691,765 7,535,322 NATIONAL INTERSTATE CORP 17,075 305,624 391,018 NATIONAL OILWELL VARCO INC 1,389,497 43,246,591 108,672,560 NATIONAL PRESTO INDS INC 9,040 648,551 917,470 NATIONAL RESEARCH CORP 15,200 374,864 555,256 NATIONAL RETAIL PROPERTIES 199,934 4,695,350 4,900,382 NATIONAL SECURITY GROUP INC 100 1,248 1,175 NATIONAL SEMICONDUCTOR CORP 497,733 7,544,974 12,249,209 NATIONAL TECHNICAL SYSTEM IN 31,610 145,252 215,896 NATIONWIDE HEALTH PPTYS INC 296,661 10,633,686 12,284,732 NATL HEALTH INVESTORS INC 76,420 2,604,743 3,395,341 NATL PENN BCSHS INC 236,587 2,818,304 1,876,135 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value NATL WESTERN LIFE INS CL A 4,961 905,999 791,131 NATURAL ALTERNATIVES INTL 14,300 103,234 68,926 NATURAL GAS SERVICES GROUP 42,001 367,467 678,736 NATURAL HEALTH TRENDS CORP 35,000 20,596 15,050 NATURAL RESOURCE PARTNERS LP 80,337 2,488,237 2,664,778 NATURES SUNSHINE PRODS INC 66,714 582,320 1,299,589 NATUS MEDICAL INC 118,313 2,068,996 1,792,442 NATUZZI SPA SP ADR 69,000 302,914 242,880 NAUGATUCK VALLEY FINANCIAL 16,763 167,099 131,925 NAUTILUS INC 131,600 529,459 263,200 NAVARRE CORP 153,140 740,517 301,686 NAVIGANT CONSULTING INC 146,636 1,969,294 1,538,212 NAVIGATORS GROUP INC 49,053 1,854,520 2,305,491 NAVIOS MARITIME ACQUISITION 103,000 406,738 418,180 NAVIOS MARITIME HOLDINGS INC 103,754 583,429 534,333 NAVIOS MARITIME PARTNERS LP 47,200 854,957 867,536 NAVISTAR INTERNATIONAL CORP 223,827 9,096,433 12,637,272 NCI BUILDING SYSTEMS INC 66,519 693,440 757,651 NCI INC A 16,100 467,816 365,792 NCR CORPORATION 545,021 4,252,446 10,295,447 NEENAH PAPER INC 60,839 900,622 1,294,654 NEKTAR THERAPEUTICS 125,030 710,958 908,968 NELNET INC CL A 127,199 1,681,309 2,806,010 NEOGEN CORP 110,510 1,986,641 4,996,157 NEOPHOTONICS CORP 15,000 165,000 103,800 NEOPROBE CORP 361,248 1,059,129 1,199,343 NEOSTEM INC 124,300 234,698 183,964 NEPHROS INC 9,610 222,271 7,208 NEPTUNE TECH + BIORESSOURCES 228,365 814,063 856,369 NESS TECHNOLOGIES INC 198,870 925,757 1,505,446 NET 1 UEPS TECHNOLOGIES INC 45,200 484,411 392,336 NETAPP INC 1,155,656 26,223,780 60,995,524 NETBANK INC 4,817 24 24 NETEASE.COM INC ADR 271,540 10,866,716 12,243,739 NETFLIX INC 155,555 13,784,837 40,862,743 NETGEAR INC 39,283 995,661 1,717,453 NETLIST INC 33,200 100,762 68,392 NETLOGIC MICROSYSTEMS INC 117,560 2,712,979 4,751,775 NETSCOUT SYSTEMS INC 97,338 1,832,625 2,033,391 NETSOL TECHNOLOGIES INC 79,300 139,244 137,982 NETSPEND HOLDINGS INC 4,749 52,239 47,490 NETSUITE INC 83,765 2,126,039 3,283,588 NETWORK ENGINES INC 275,400 513,255 302,940 NETWORK EQUIPMENT TECH INC 31,300 72,118 68,860 NEURALSTEM INC 112,100 222,338 168,150 NEUROBIOLOGICAL TECHNOLOGIES 61,300 39,415 4,607 NEUROCRINE BIOSCIENCES INC 132,300 988,966 1,065,015 NEUROGESX INC 6,918 15,310 12,107 NEUROMETRIX INC 108,700 788,612 44,034 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value NEUSTAR INC CLASS A 211,945 5,462,403 5,552,959 NEUTRAL TANDEM INC 90,024 1,949,472 1,568,218 NEW CENTURY BANCORP INC 13,898 120,916 61,846 NEW ENERGY SYSTEMS GROUP 9,800 74,609 21,854 NEW ENGLAND BANCSHARES INC 33,500 392,833 324,950 NEW ENGLAND REALTY ASSOC LP 700 44,670 48,654 NEW FRONTIER MEDIA INC 96,300 633,681 132,894 NEW HAMPSHIRE THRIFT BANCSHS 24,600 336,324 327,918 NEW JERSEY RESOURCES CORP 40,440 1,518,685 1,804,028 NEW MOUNTAIN CAPITAL 198,753,614 198,753,614 280,301,229 NEW ORIENTAL EDUCATIO SP ADR 61,040 7,016,181 6,819,389 NEW YORK + CO 233,265 599,748 1,154,662 NEW YORK COMMUNITY BANCORP 1,083,446 16,024,928 16,240,856 NEW YORK MTG TR INC 17,100 116,330 127,395 NEW YORK TIMES CO A 497,455 5,958,238 4,337,808 NEWBRIDGE BANCORP 65,882 880,308 301,740 NEWCASTLE INVESTMENT CORP 81,523 335,078 471,203 NEWELL RUBBERMAID INC 945,661 13,892,642 14,922,531 NEWFIELD EXPLORATION CO 384,128 7,743,602 26,128,387 NEWLEAD HOLDINGS LTD 2,516 19,328 4,831 NEWMARKET CORP 42,899 3,149,357 7,323,288 NEWMONT MINING CORP 1,348,371 54,334,716 72,771,583 NEWPARK RESOURCES INC 253,162 1,679,504 2,296,179 NEWPORT BANCORP INC 4,774 55,914 66,955 NEWPORT CORP 156,810 5,768,118 2,849,238 NEWS CORP CL A 5,046,390 77,135,820 89,321,103 NEWS CORP CLASS B 1,381,390 21,147,840 24,975,531 NEWSTAR FINANCIAL INC 139,476 635,073 1,489,604 NEWTEK BUSINESS SERVICES INC 140,800 647,914 236,544 NEXEN INC 33,500 681,109 753,750 NEXSTAR BROADCASTING GROUP A 27,800 215,112 228,238 NEXTERA ENERGY INC 1,562,415 58,131,628 89,776,366 NEXTWAVE WIRELESS INC 76,590 201,251 22,977 NEXXUS LIGHTING INC 9,000 17,678 26,550 NIC INC 167,849 1,185,138 2,259,248 NICHOLAS FINANCIAL INC 33,200 342,645 394,416 NICOR INC 146,197 4,240,107 8,002,824 NIELSEN HOLDINGS NV 246,930 6,870,145 7,694,339 NII HOLDINGS INC 516,644 26,150,577 21,895,373 NIKE INC CL B 796,012 26,604,857 71,625,160 NILE THERAPEUTICS INC 12,900 5,676 10,062 NIPPON TELEGRAPH + TELE ADR 173,916 3,536,713 4,205,289 NISKA GAS STORAGE PARTNERS U 106,300 2,257,191 1,826,234 NISOURCE INC 1,037,290 17,203,994 21,005,123 NIVS INTELLIMEDIA TECHNOLOGY 134,700 301,728 47,145 NL INDUSTRIES 27,825 312,415 510,867 NMT MEDICAL INC 42,366 150,305 347 NMV SPECIAL HOLDINGS LLC 20,743,031 20,743,031 76,266,566 NN INC 53,650 641,767 802,604 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value NOAH EDUCATION HOLDINGS ADR 13,000 26,358 27,040 NOAH HOLDINGS LTD SPON ADS 4,700 83,940 52,828 NOBEL LEARNING COMMUNITIES 17,050 118,774 196,928 NOBILITY HOMES INC 15,000 151,156 120,000 NOBLE CORP 559,129 19,071,000 22,035,274 NOBLE ENERGY INC 432,185 14,807,157 38,736,742 NOMOS BANK GDR 144A W/I 185,043 3,238,253 3,238,574 NOMOS BANK GDR REG S 8,086 141,524 144,335 NOMOS BANK GDR REG S 520,052 9,112,814 9,282,928 NORANDA ALUMINUM HOLDING COR 84,100 1,219,345 1,273,274 NORDIC AMERICAN TANKERS LTD 97,158 2,393,311 2,209,373 NORDSON CORP 132,760 7,169,935 7,281,886 NORDSTROM INC 549,209 10,373,947 25,779,870 NORFOLK SOUTHERN CORP 1,299,907 35,429,987 97,402,032 NORTECH SYSTEMS INC 17,570 81,601 68,523 NORTEK INC 43,650 1,876,950 1,570,964 NORTEL NETWORKS CORP 90,915 3,328 4,546 NORTH CENTRAL BANCSHARES INC 7,400 254,951 132,830 NORTH EUROPEAN OIL RTY TR 3,476 104,697 113,109 NORTH ROAD CAPITAL VENTURES 1,142,415 1,142,415 - NORTH VALLEY BANCORP 3,043 213,432 31,404 NORTHEAST BANCORP 3,558 61,557 48,923 NORTHEAST UTILITIES 546,127 11,440,007 19,207,287 NORTHERN OIL AND GAS INC 146,005 1,890,998 3,234,011 NORTHERN STATES FINL CORP 17,765 411,163 19,808 NORTHERN TECHNOLOGIES INTL 7,700 45,431 137,984 NORTHERN TRUST CORP 649,316 26,589,588 29,842,563 NORTHFIELD BANCORP INC/NJ 8,400 92,458 118,104 NORTHRIM BANCORP INC 38,168 721,024 724,047 NORTHROP GRUMMAN CORP 1,159,606 45,194,039 80,418,676 NORTHSTAR REALTY FINANCE COR 429,356 2,403,010 1,730,305 NORTHWAY FINANCIAL INC 3,100 23,441 33,945 NORTHWEST BANCSHARES INC 293,801 3,409,742 3,696,017 NORTHWEST BIOTHERAPEUTICS 198,000 225,633 120,780 NORTHWEST NATURAL GAS CO 9,200 416,706 415,196 NORTHWEST PIPE CO 20,700 620,661 539,442 NORTHWESTERN CORP 149,043 4,179,972 4,934,814 NORWOOD FINANCIAL CORP 1,980 55,410 51,658 NOVABAY PHARMACEUTICALS INC 22,500 38,348 24,075 NOVADEL PHARMA INC 71,400 24,436 4,991 NOVARTIS AG ADR 2,338 130,075 142,875 NOVATEK OAO SPONS GDR REG S 19,947 2,202,668 2,754,681 NOVATEK OAO SPONS GDR REG S 323,641 29,574,697 44,694,765 NOVATEL WIRELESS INC 39,300 263,680 215,364 NOVAVAX INC 409,305 919,099 826,796 NOVELLUS SYSTEMS INC 400,513 10,616,897 14,474,540 NOVOLIPET STEEL GDR REG S 23,329 792,177 907,498 NOVOLIPET STEEL GDR REG S 191,516 6,676,040 7,449,971 NOVOROSSIYSK GDR REG S 608,571 8,037,332 5,464,968 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value NOVOROSSIYSK TRADE SP GDR 93,188 1,789,210 836,828 NPS PHARMACEUTICALS INC 236,711 1,616,223 2,236,919 NRG ENERGY INC 868,606 17,380,593 21,350,335 NSTAR 302,719 6,397,733 13,919,020 NTELOS HOLDINGS CORP 123,922 2,682,090 2,530,487 NTN BUZZTIME INC 116,100 159,817 52,245 NTS REALTY HOLDINGS LP 2,200 8,806 7,106 NTT DOCOMO INC SPON ADR 44,415 696,434 795,473 NU SKIN ENTERPRISES INC A 176,978 3,750,653 6,645,524 NUANCE COMMUNICATIONS INC 594,278 7,234,752 12,759,149 NUCOR CORP 767,868 23,437,113 31,651,519 NUMEREX CORP CL A 32,300 113,705 314,279 NUSTAR ENERGY LP 105,010 6,435,222 6,793,097 NUSTAR GP HOLDINGS LLC 29,706 945,063 1,069,416 NUTRACEUTICAL INTL CORP 37,795 603,063 581,287 NUTRISYSTEM INC 8,748 144,654 122,997 NUVASIVE INC 126,647 4,923,620 4,164,153 NV ENERGY INC 853,260 10,537,691 13,097,541 NVE CORP 22,348 705,092 1,306,241 NVIDIA CORP 1,859,091 21,548,394 29,624,615 NVR INC 23,016 11,149,148 16,697,648 NXP SEMICONDUCTORS NV 360,300 9,428,143 9,630,819 NXSTAGE MEDICAL INC 157,391 2,170,179 3,276,881 NYMOX PHARMACEUTICAL CORP 15,200 100,244 126,920 NYSE EURONEXT 691,313 49,213,113 23,691,297 O CHARLEYS INC 202,167 1,541,601 1,477,841 O REILLY AUTOMOTIVE INC 274,006 6,449,374 17,950,133 OASIS PETROLEUM INC 106,400 3,416,510 3,157,952 OBAGI MEDICAL PRODUCTS INC 11,929 151,663 112,490 OCCIDENTAL PETROLEUM CORP 2,678,966 110,594,764 278,719,623 OCEAN BIO CHEM INC 31,895 50,171 113,227 OCEAN POWER TECHNOLOGIES INC 6,200 55,380 22,320 OCEAN SHORE HOLDING CO 8,880 104,746 107,270 OCEANEERING INTL INC 423,430 10,189,250 17,148,915 OCEANFIRST FINANCIAL CORP 17,015 213,272 220,344 OCEANFREIGHT INC A 447,555 1,116,343 152,169 OCH ZIFF CAPITAL MANAGEMEN A 114,668 1,853,529 1,590,445 OCLARO INC 49,600 354,179 333,312 OCONNER GLOBAL QUANTITATIVE 110,000,000 110,000,000 118,849,610 OCULUS INNOVATIVE SCIENCES I 63,200 173,794 116,288 OCWEN FINANCIAL CORP 201,378 1,704,193 2,569,583 OCZ TECHNOLOGY GROUP INC 35,100 203,701 280,800 ODYSSEY MARINE EXPLORATION 33,900 80,353 106,107 OFFICE DEPOT INC 1,032,895 6,007,869 4,358,817 OFFICEMAX INC 338,210 4,060,955 2,654,949 OGE ENERGY CORP 263,944 8,763,957 13,281,662 OGK 2 JSC 12,468 61,623 58,724 OHIO LEGACY CORP 4,700 11,712 6,698 OHIO VALLEY BANC CORP 2,982 69,997 52,066 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value OIL DRI CORP OF AMERICA 30,343 654,807 649,947 OIL STATES INTERNATIONAL INC 127,073 5,605,829 10,154,403 OILSANDS QUEST INC 320,800 135,236 102,656 OLD DOMINION FREIGHT LINE 125,506 1,734,786 4,681,374 OLD NATIONAL BANCORP 263,054 3,957,143 2,840,983 OLD REPUBLIC INTL CORP 900,363 11,810,626 10,579,265 OLD SECOND BANCORP INC 110,000 145,775 99,000 OLIN CORP 255,371 5,044,611 5,786,707 OLYMPIC STEEL INC 4,400 127,282 121,132 OM GROUP INC 8,115 731,354 329,794 OMEGA FLEX INC 17,200 148,568 241,316 OMEGA HEALTHCARE INVESTORS 251,997 4,948,728 5,294,457 OMEGA NAVIGATION ENT CLASS A 27,200 27,989 11,832 OMEGA PROTEIN CORP 74,500 563,322 1,028,100 OMG EUREKA FUND 100,000,000 100,000,000 100,220,000 OMNIAMERICAN BANCORP INC 17,999 271,826 269,445 OMNICARE INC 310,211 8,843,051 9,892,629 OMNICELL INC 7,601 83,651 118,500 OMNICOM GROUP 1,432,197 48,048,261 68,974,608 OMNIVISION TECHNOLOGIES INC 156,147 4,368,343 5,435,477 OMNOVA SOLUTIONS INC 161,798 888,793 1,126,114 ON ASSIGNMENT INC 113,586 690,729 1,116,550 ON SEMICONDUCTOR CORPORATION 1,038,871 7,212,129 10,876,979 ONCOGENEX PHARMACEUTICAL INC 10,444 219,651 177,861 ONCOTHYREON INC 49,000 311,720 450,310 ONE LIBERTY PROPERTIES INC 43,562 677,991 672,597 ONEBEACON INSURANCE GROUP A 88,609 1,308,028 1,186,475 ONEOK INC 285,298 6,415,885 21,114,905 ONEOK PARTNERS LP 150,327 10,641,700 12,822,893 ONLINE RESOURCES CORP 107,544 439,401 350,593 ONSTREAM MEDIA CORP 11,200 219,433 11,200 ONVIA INC 15,800 75,446 72,364 ONYX PHARMACEUTICALS INC 164,227 5,213,810 5,797,213 OPENTABLE INC 40,299 2,249,765 3,349,653 OPENWAVE SYSTEMS INC 313,642 711,150 718,240 OPEXA THERAPEUTICS INC 24,200 98,230 38,478 OPKO HEALTH INC 309,800 610,170 1,143,162 OPLINK COMMUNICATIONS INC 77,002 1,357,310 1,434,547 OPNET TECHNOLOGIES INC 106,395 1,488,871 4,355,811 OPNEXT INC 554,345 1,408,482 1,263,907 OPPENHEIMER HOLDINGS CL A 1,700 43,498 47,957 OPTI INC 8,900 21,462 16,465 OPTICAL CABLE CORP 26,409 147,273 106,956 OPTIMER PHARMACEUTICALS INC 42,600 440,536 506,514 OPTIONSXPRESS HOLDINGS INC 112,788 2,768,151 1,881,304 ORACLE CORP 12,969,656 202,990,981 426,831,379 ORAGENICS INC 630 4,473 2,079 ORASCOM CONSTRUCTION GDR 25,030 1,173,070 1,150,129 ORASURE TECHNOLOGIES INC 183,145 1,784,514 1,562,227 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value ORBCOMM INC 104,000 577,346 325,520 ORBIT INTERNATIONAL CORP 34,429 216,302 180,752 ORBIT/FR INC 17,000 9,217 31,450 ORBITAL SCIENCES CORP 254,711 2,769,518 4,291,880 ORBITZ WORLDWIDE INC 336,547 1,499,132 838,002 ORBOTECH LTD 127,896 1,478,982 1,630,674 ORCHID CELLMARK INC 119,400 735,921 329,544 ORCHIDS PAPER PRODUCTS CO 25,100 412,372 317,515 ORE HOLDINGS INC 72,938 1,186,280 10,576 OREXIGEN THERAPEUTICS INC 337,925 687,161 537,301 ORIENT EXPRESS HOTELS LTD A 172,430 1,945,929 1,853,623 ORIENT PAPER INC 39,288 247,237 137,115 ORIENTAL FINANCIAL GROUP 76,730 526,695 989,050 ORIGIN AGRITECH LTD 61,900 488,754 246,362 ORION ENERGY SYSTEMS INC 66,300 356,578 260,559 ORION MARINE GROUP INC 99,400 1,601,826 935,354 ORITANI FINANCIAL CORP 24,739 268,160 316,412 ORMAT TECHNOLOGIES INC 57,344 1,858,033 1,262,141 ORRSTOWN FINL SERVICES INC 73 1,674 1,921 ORTHOFIX INTERNATIONAL NV 67,473 2,967,901 2,865,578 OSHKOSH CORP 264,200 5,465,622 7,645,948 OSI SYSTEMS INC 48,606 799,517 2,090,058 OSIRIS THERAPEUTICS INC 35,100 264,572 271,674 OTELCO INC IDS 105 1,457 1,948 OTTER TAIL CORP 74,400 1,551,506 1,569,840 OUTDOOR CHANNEL HOLDINGS INC 102,100 536,068 698,364 OVERHILL FARMS INC 237,987 1,001,191 1,320,828 OVERLAND STORAGE INC 215,861 1,062,711 600,094 OVERSEAS SHIPHOLDING GROUP 31,130 1,016,032 838,642 OVERSTOCK.COM INC 5,448 83,991 82,919 OWENS + MINOR INC 235,216 3,731,431 8,112,600 OWENS CORNING 419,416 12,473,315 15,665,188 OWENS ILLINOIS INC 525,835 10,338,934 13,571,801 OXFORD INDUSTRIES INC 106,565 2,276,011 3,597,634 OXIGENE INC 3,299 376,782 8,182 OXYGEN BIOTHERAPEUTICS INC 54,600 145,329 163,254 OYO GEOSPACE CORP 19,852 693,748 1,985,200 OZ DOMESTIC PARTNERS LP 42,000,000 42,000,000 50,948,982 OZ EUREKA FUND LP 443,748,009 443,748,009 505,466,257 P + F INDUSTRIES CL A 2,500 16,336 10,975 P G + E CORP 1,131,684 31,432,431 47,564,679 P.A.M. TRANSPORTATION SVCS 46,200 1,010,433 455,994 PAA NATURAL GAS STORAGE LP 24,511 596,812 555,664 PAAMCO 1848 FUND LP 150,000,000 150,000,000 150,546,750 PAB BANKSHARES INC 36,009 328,511 432 PACCAR INC 1,158,425 27,241,172 59,183,933 PACER INTERNATIONAL INC 265,200 1,866,755 1,251,744 PACIFIC BIOSCIENCES OF CALIF 101,000 1,173,596 1,181,700 PACIFIC CAPITAL BANCORP 20,420 487,098 649,152 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value PACIFIC CONTINENTAL CORP 42,955 533,545 393,038 PACIFIC ETHANOL INC 58,785 150,396 63,488 PACIFIC MERCANTILE BANCORP 26,537 343,253 113,048 PACIFIC PREMIER BANCORP INC 29,860 262,836 191,104 PACIFIC STATE BANCORP 12,060 162,499 422 PACIFIC SUNWEAR OF CALIF 361,126 1,439,288 942,539 PACKAGING CORP OF AMERICA 417,389 10,704,920 11,682,718 PACWEST BANCORP 56,430 2,984,722 1,160,765 PAETEC HOLDING CORP 418,972 2,320,957 2,006,876 PAIN THERAPEUTICS INC 4,900 32,414 18,963 PALATIN TECHNOLOGIES INC 40,602 703,339 51,971 PALL CORP 344,572 6,369,723 19,375,284 PALM HARBOR HOMES INC 33,800 93,601 693 PALOMAR MEDICAL TECHNOLOGIES 69,148 623,238 779,989 PANERA BREAD COMPANY CLASS A 87,084 5,773,741 10,942,975 PANHANDLE OIL AND GAS INC A 22,769 467,969 671,458 PANTRY INC 242,736 4,228,187 4,561,009 PAPA JOHN S INTL INC 65,585 1,053,296 2,181,357 PAR PHARMACEUTICAL COS INC 138,866 2,271,076 4,579,801 PAR TECHNOLOGY CORP/DEL 30,335 140,816 115,880 PARAGON SHIPPING INC CLASS A 42,904 127,752 87,095 PARAGON TECHNOLOGIES INC 13,500 123,609 31,320 PARAMETRIC TECHNOLOGY CORP 309,478 7,122,481 7,096,331 PARAMOUNT GOLD AND SILVER 384,200 1,374,890 1,252,492 PAREXEL INTERNATIONAL CORP 153,060 2,762,450 3,606,094 PARK ELECTROCHEMICAL CORP 28,644 707,071 800,600 PARK NATIONAL CORP 51,308 4,429,143 3,379,145 PARK OHIO HOLDINGS CORP 65,242 882,584 1,379,216 PARK STERLING CORP 190,205 1,062,176 943,417 PARKER DRILLING CO 493,919 3,134,911 2,889,426 PARKER HANNIFIN CORP 400,226 14,403,082 35,916,281 PARKERVISION INC 175,785 327,740 100,215 PARKVALE FINANCIAL CORP 24,458 637,420 525,847 PARKWAY PROPERTIES INC 46,412 1,478,463 791,789 PARLUX FRAGRANCES INC 64,398 385,421 206,718 PARTNERRE LTD 211,185 16,270,037 14,540,087 PATIENT SAFETY TECHNOLOGIES 17,300 11,795 25,085 PATRICK INDUSTRIES INC 25,800 42,347 53,148 PATRIOT COAL CORP 227,968 3,523,422 5,074,568 PATRIOT NATIONAL BANCORP INC 19,649 382,602 39,494 PATRIOT TRANSPORTATION HLDG 66,300 1,717,621 1,483,131 PATTERSON COS INC 316,497 5,953,492 10,409,586 PATTERSON UTI ENERGY INC 610,088 10,756,034 19,284,882 PAULSON CAPITAL CORP 91,065 528,816 108,367 PAYCHEX INC 968,706 17,922,979 29,758,648 PC CONNECTION INC 29,980 202,355 248,234 PC GROUP INC 85,060 437,358 19,989 PC MALL INC 26,683 258,499 207,594 PC TEL INC 53,350 315,247 345,708 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value PDF SOLUTIONS INC 72,999 593,482 435,074 PDI INC 64,200 786,111 455,178 PDL BIOPHARMA INC 670,278 9,344,986 3,934,532 PEABODY ENERGY CORP 844,953 21,422,688 49,776,181 PEAPACK GLADSTONE FINL CORP 17,818 188,871 209,896 PEBBLEBROOK HOTEL TRUST 93,150 1,963,604 1,880,699 PEETS COFFEE + TEA INC 47,757 1,150,068 2,755,579 PEGASYSTEMS INC 109,628 2,393,243 5,103,183 PENFORD CORP 49,700 647,791 263,410 PENN MILLERS HOLDING CORP 2,800 44,240 47,320 PENN NATIONAL GAMING INC 196,103 6,254,194 7,910,795 PENN REAL ESTATE INVEST TST 157,200 2,497,993 2,468,040 PENN VIRGINIA CORP 150,439 6,121,463 1,987,299 PENN VIRGINIA RESOURCE PARTN 182,520 4,350,258 4,917,089 PENNICHUCK CORP 23,400 577,630 672,750 PENNS WOODS BANCORP INC 7,740 258,541 265,946 PENNYMAC MORTGAGE INVESTMENT 142 2,308 2,353 PENSKE AUTOMOTIVE GROUP INC 103,680 1,651,030 2,357,683 PENSON WORLDWIDE INC 25,000 220,229 89,250 PENTAIR INC 396,701 9,876,395 16,010,852 PEOPLE S UNITED FINANCIAL 957,104 12,376,982 12,863,478 PEOPLES BANCORP INC 30,125 456,049 339,509 PEOPLES BANCORP OF NC 6,352 75,240 40,589 PEOPLES FINANCIAL CORP/MISS 18,907 364,839 259,971 PEP BOYS MANNY MOE + JACK 271,054 3,225,485 2,962,620 PEPCO HOLDINGS INC 703,024 14,803,161 13,800,361 PEPSICO INC 4,660,380 144,562,564 328,230,563 PERCEPTRON INC 138,170 982,121 878,761 PEREGRINE PHARMACEUTICALS 103,000 242,050 191,580 PERFECT WORLD CO SPON ADR 55,050 1,288,481 1,032,738 PERFICIENT INC 214,562 4,069,176 2,201,406 PERFORMANCE TECHNOLOGIES INC 152,959 958,518 304,388 PERFUMANIA HOLDINGS INC 10,075 68,598 154,148 PERICOM SEMICONDUCTOR CORP 128,301 766,995 1,147,011 PERKINELMER INC 371,219 4,882,378 9,989,503 PERMA FIX ENVIRONMENTAL SVCS 115,900 192,495 161,101 PERMIAN BASIN ROYALTY TRUST 369 7,050 7,985 PERNIX THERAPEUTICS HOLDINGS 3,800 11,744 32,338 PERRIGO CO 308,970 10,284,565 27,149,194 PERRY ELLIS INTERNATIONAL 41,316 682,372 1,043,229 PERVASIVE SOFTWARE INC 97,300 657,789 624,666 PETMED EXPRESS INC 58,860 777,893 697,491 PETROHAWK ENERGY CORP 702,050 9,915,301 17,319,574 PETROLEO BRASILEIRO S.A. ADR 1,775,104 65,599,023 60,105,006 PETROLEO BRASILEIRO SPON ADR 2,551,569 80,879,715 78,282,137 PETROLEUM DEVELOPMENT CORP 80,258 2,063,145 2,400,517 PETROQUEST ENERGY INC 311,104 1,348,518 2,183,950 PETSMART INC 326,896 5,066,566 14,831,272 PF CHANG S CHINA BISTRO INC 83,466 4,053,726 3,358,672 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value PFIZER INC 22,968,279 362,470,816 473,146,547 PFM DIVERSIFIED EUREKA FUND LP 59,225,719 59,225,719 220,630,136 PFSWEB INC 59,267 341,355 272,036 PGT INC 64,957 170,972 117,572 PHARMACEUTICAL PRODUCT DEVEL 334,667 4,981,913 8,982,462 PHARMACYCLICS INC 149,726 1,061,280 1,563,139 PHARMASSET INC 78,279 6,477,809 8,782,904 PHARMATHENE INC 196,710 758,413 578,327 PHARMERICA CORP 120,798 2,015,028 1,541,382 PHARMSTANDARD REG S GDR 69,800 1,747,414 1,591,440 PHC INC CL A (MASS) 60,400 111,330 199,320 PHH CORP 181,512 3,063,882 3,724,626 PHI INC NON VOTING 37,670 1,098,480 818,569 PHI INC VOTING 600 9,591 12,984 PHILIP MORRIS INTERNATIONAL 46,977 2,367,326 3,136,654 PHILIPPINE LONG DIST SP ADR 371,300 19,712,349 20,065,052 PHOENIX COMPANIES INC 961,790 2,484,394 2,366,003 PHOENIX FOOTWEAR GROUP INC 15,600 60,938 2,964 PHOTOMEDEX INC 5,012 134,770 58,891 PHOTRONICS INC 374,033 2,152,206 3,168,060 PHYSICIANS FORMULA HOLDINGS 34,300 152,906 137,200 PICO HOLDINGS INC 23,770 872,478 689,330 PIEDMONT INVESTMENT ADVSRS LLC 1 1 1 PIEDMONT NATURAL GAS CO 102,153 2,354,268 3,091,150 PIEDMONT OFFICE REALTY TRU A 27,900 542,709 568,881 PIER 1 IMPORTS INC 345,079 2,800,637 3,992,564 PIK GROUP GDR REG S 124,789 558,015 474,197 PIKE ELECTRIC CORP 7,739 77,077 68,413 PILGRIM S PRIDE CORP 260,700 1,773,530 1,410,387 PINNACLE AIRLINES CORP 147,500 564,965 669,650 PINNACLE DATA SYSTEMS INC 900 706 1,224 PINNACLE ENTERTAINMENT INC 88,635 585,070 1,320,662 PINNACLE FINANCIAL PARTNERS 91,296 1,631,552 1,420,566 PINNACLE WEST CAPITAL 223,938 8,349,714 9,983,156 PIONEER DRILLING COMPANY 95,863 1,257,942 1,460,952 PIONEER NATURAL RESOURCES CO 233,019 8,246,666 20,871,512 PIPER JAFFRAY COS 44,340 1,308,353 1,277,435 PITNEY BOWES INC 925,822 15,008,241 21,284,648 PITTSBURGH + W VA RAILROAD 1,300 13,818 15,704 PIXELWORKS INC 41,666 713,750 102,082 PIZZA INN INC 48,100 126,107 142,857 PLAINS ALL AMER PIPELINE LP 302,460 18,633,895 19,357,440 PLAINS EXPLORATION + PRODUCT 296,643 9,038,466 11,308,031 PLANAR SYSTEMS INC 31,976 290,022 91,451 PLANTRONICS INC 198,180 3,297,795 7,239,515 PLATINUM UNDERWRITERS HLDGS 88,446 3,146,027 2,939,945 PLEXUS CORP 141,508 2,511,175 4,925,893 PLUG POWER INC 15,149 364,956 33,631 PLUM CREEK TIMBER CO 454,586 14,625,884 18,428,916 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value PLUMAS BANCORP 2,315 19,461 5,602 PLX TECHNOLOGY INC 254,283 946,715 882,362 PMC SIERRA INC 506,407 4,259,711 3,833,501 PMC COMMERCIAL TRUST 5,180 34,543 42,735 PMFG INC 39,923 303,326 792,472 PMI GROUP INC/THE 284,056 1,175,536 303,940 PNC FINANCIAL SERVICES GROUP 1,681,498 83,346,087 100,234,096 PNM RESOURCES INC 249,776 2,821,264 4,181,250 POINT.360 19,400 15,926 11,446 POINTS INTERNATIONAL LTD 60,655 616,549 602,304 POKERTEK INC 19,680 110,006 27,749 POLARIS INDUSTRIES INC 78,420 5,388,904 8,717,951 POLO RALPH LAUREN CORP 172,851 11,297,777 22,921,771 POLYCOM INC 277,522 8,314,341 17,844,665 POLYMETAL REGS GDR 35,169 370,260 678,762 POLYMETAL REGS GDR 195,175 2,210,622 3,766,884 POLYONE CORPORATION 450,220 4,322,386 6,964,903 POLYPORE INTERNATIONAL INC 158,928 4,752,399 10,781,676 POLYUS GOLD SPONSORED ADR 185,167 3,858,110 5,814,233 PONIARD PHARMACEUTICALS INC 96,320 577,603 22,539 POOL CORP 127,884 3,353,930 3,812,222 POPE RESOURCES LTD LP 3,688 104,998 167,841 POPULAR INC 3,010,770 9,834,505 8,309,725 PORTER BANCORP INC 18,221 294,826 90,741 PORTFOLIO RECOVERY ASSOCIATE 60,045 2,797,093 5,091,216 PORTLAND GENERAL ELECTRIC CO 158,780 3,646,164 4,013,958 POSCO ADR 58,000 6,152,528 6,299,960 POSITIVEID CORP 184,180 1,197,170 68,147 POSITRON CORP 923,300 71,792 19,389 POST PROPERTIES INC 131,284 3,643,847 5,351,136 POSTROCK ENERGY CORP 12,096 650,034 70,520 POTLATCH CORP 131,855 4,999,747 4,650,526 POWELL INDUSTRIES INC 46,048 1,340,926 1,680,752 POWER 3 MEDICAL PRODUCTS INC 214,500 7,336 1,888 POWER INTEGRATIONS INC 36,058 1,081,194 1,385,709 POWER ONE INC 421,553 3,738,563 3,414,579 POWERSECURE INTERNATIONAL IN 97,076 977,335 700,889 POWERSHARES DB AGRICULTURE F 1,968 58,826 62,464 POWERWAVE TECHNOLOGIES INC 577,036 1,639,936 1,702,256 POZEN INC 45,705 366,157 191,961 PPG INDUSTRIES INC 565,672 21,746,647 51,357,361 PPL CORPORATION 1,588,728 35,528,174 44,214,300 PRAXAIR INC 740,122 24,379,549 80,221,824 PRECISION CASTPARTS CORP 412,947 15,824,392 67,991,724 PREFERRED BANK/LOS ANGELES 10,312 613,464 74,246 PREFORMED LINE PRODUCTS CO 4,300 150,587 306,074 PREMIER EXHIBITIONS INC 132,055 846,292 229,776 PREMIER FINANCIAL BANCORP 32,813 467,315 234,941 PREMIERE GLOBAL SERVICES INC 197,145 2,536,949 1,573,217 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value PREMIERWEST BANCORP 37,444 205,878 54,294 PREPAID LEGAL SERVICES INC 30,645 618,876 2,037,586 PRESIDENTIAL LIFE CORP 77,555 1,093,696 809,674 PRESSTEK INC 150,623 361,980 245,515 PRESSURE BIOSCIENCES INC 8,200 31,974 8,405 PRESTIGE BRANDS HOLDINGS INC 101,498 1,098,492 1,303,234 PRGX GLOBAL INC 95,807 589,301 685,020 PRICELINE.COM INC 141,896 24,204,100 72,640,819 PRICESMART INC 56,838 1,170,142 2,911,811 PRIMEDIA INC 173,351 752,429 1,222,125 PRIMEENERGY CORP 4,380 276,167 102,536 PRIMERICA INC 81,000 1,685,113 1,779,570 PRIMO WATER CORP 59,000 938,087 849,010 PRIMORIS SERVICES CORP 4,900 31,191 63,210 PRIMUS GUARANTY LTD 128,000 557,052 672,000 PRIMUS TELECOMMUNICATIONS GR 27,970 831,505 419,550 PRINCETON NATIONAL BANCORP 19,900 516,232 99,500 PRINCETON REVIEW INC 94,800 536,865 21,330 PRINCIPAL FINANCIAL GROUP 905,809 22,007,361 27,554,710 PRIVATE MEDIA GROUP INC 9,400 18,882 5,828 PRIVATEBANCORP INC 186,151 4,229,693 2,568,884 PRO DEX INC 1 5 2 PROASSURANCE CORP 58,709 2,824,991 4,109,630 PROCERA NETWORKS INC 119,355 1,270,578 1,280,679 PROCTER + GAMBLE CO/THE 7,804,271 220,019,073 496,117,507 PROGENICS PHARMACEUTICALS 80,100 417,569 575,118 PROGRESS ENERGY INC 786,844 29,786,453 37,776,380 PROGRESS ENERGY INC 381,225 186,800 38,123 PROGRESS SOFTWARE CORP 306,204 2,694,756 7,388,703 PROGRESSIVE CORP 1,749,779 19,891,789 37,410,275 PROLOGIS INC 980,359 37,472,216 35,136,067 PROLOR BIOTECH INC 10,600 68,921 52,364 PROPHASE LABS INC 46,600 403,415 41,474 PROS HOLDINGS INC 100,095 955,632 1,750,662 PROSPECT CAPITAL CORP 18,577 227,627 187,813 PROSPERITY BANCSHARES INC 104,381 3,366,624 4,573,975 PROTALIX BIOTHERAPEUTICS INC 59,000 571,120 369,340 PROTECTIVE LIFE CORP 367,724 6,346,496 8,505,456 PROVIDENCE AND WORCESTER RR 6,400 67,311 90,816 PROVIDENCE SERVICE CORP 67,601 884,314 855,153 PROVIDENT FINANCIAL HLDGS 41,515 746,109 329,214 PROVIDENT FINANCIAL SERVICES 235,438 3,384,888 3,371,472 PROVIDENT NEW YORK BANCORP 107,814 1,236,666 901,325 PROXIM WIRELESS CORP 5,123 71,568 21,004 PRUDENTIAL BANCORP INC OF PA 6,130 79,009 35,094 PRUDENTIAL FINANCIAL INC 1,523,876 63,113,453 96,903,275 PS BUSINESS PARKS INC/CA 70,921 3,986,771 3,907,747 PSB HOLDINGS INC 18,388 184,561 95,434 PSIVIDA CORP 49,900 289,533 211,576 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value PSS WORLD MEDICAL INC 145,317 1,971,852 4,070,329 PSYCHEMEDICS CORP 60,260 771,393 573,073 PT INDOSAT ADR 14,931 511,570 449,050 PUBLIC SERVICE ENTERPRISE GP 1,430,665 26,516,150 46,696,906 PUBLIC STORAGE 349,470 33,398,507 39,843,075 PUDA COAL INC 184,900 2,147,236 1,109,400 PULASKI FINANCIAL CORP 52,950 565,102 380,181 PULSE ELECTRONICS CORP 296,618 1,544,664 1,311,052 PULTEGROUP INC 958,807 9,616,927 7,344,462 PURE BIOSCIENCE INC 70,800 189,560 51,755 PURPLE COMMUNICATIONS INC 7,800 22,117 1,950 PVF CAPITAL CORP 40,738 188,995 74,143 PVH CORP 109,966 5,814,115 7,199,474 PYRAMID OIL CO 1,376 4,555 6,467 PZENA INVESTMENT MANAGM CL A 25,810 176,222 146,601 Q.E.P. COMPANY INC 5,325 55,399 107,831 QAD INC A 40,519 339,354 414,104 QAD INC B 10,129 83,067 94,200 QC HOLDINGS INC 49,200 647,894 196,800 QCR HOLDINGS INC 11,136 200,546 99,333 QEP RESOURCES INC 528,635 16,961,437 22,112,802 QIAGEN N.V. 2,800 53,584 53,256 QIAO XING MOBILE COMMUNICATI 34,900 101,555 64,914 QIAO XING UNIVERSAL RESOURCE 225,500 426,597 239,030 QIHOO 360 TECHNOLOGIES CO LT 31,400 516,261 609,474 QKL STORES INC 38,345 104,257 77,840 QLIK TECHNOLOGIES INC 181,611 4,736,949 6,185,671 QLOGIC CORP 648,164 9,920,892 10,318,771 QUAD GRAPHICS INC 74,930 3,164,014 2,911,780 QUAKER CHEMICAL CORP 65,600 1,144,245 2,821,456 QUALCOMM INC 4,572,996 93,886,735 259,700,443 QUALITY DISTRIBUTION INC 135,842 1,194,183 1,768,663 QUALITY SYSTEMS INC 71,158 2,915,597 6,212,093 QUALSTAR CORP 40,499 155,324 72,088 QUANEX BUILDING PRODUCTS 76,943 1,350,353 1,261,096 QUANTA SERVICES INC 505,715 9,876,529 10,215,443 QUANTUM CORP 545,308 1,408,949 1,799,516 QUANTUM FUEL SYSTEMS TECHNOL 16,567 1,164,196 57,487 QUANTUM SOLAR POWER CORP 842 2,118 918 QUEPASA CORP 23,700 53,645 171,825 QUEST DIAGNOSTICS INC 441,059 6,951,829 26,066,587 QUEST SOFTWARE INC 127,756 4,078,207 2,903,894 QUESTAR CORP 561,445 3,983,595 9,943,191 QUESTCOR PHARMACEUTICALS 201,593 1,786,966 4,858,391 QUICKLOGIC CORP 107,900 614,313 363,623 QUICKSILVER RESOURCES INC 289,832 5,342,710 4,277,920 QUIDEL CORP 77,541 1,101,835 1,174,746 QUIKSILVER INC 427,198 2,485,531 2,007,831 QUIMICA Y MINERA CHIL SP ADR 93,663 4,998,362 6,061,869 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value QUINSTREET INC 18,012 290,496 233,796 QUOTIENT VENTURES 1,925,029 1,925,029 1,024,094 RACKSPACE HOSTING INC 288,819 6,427,579 12,344,124 RADIAN GROUP INC 287,200 2,928,101 1,214,856 RADIANT SYSTEMS INC 99,439 1,532,160 2,078,275 RADIENT PHARMACEUTICALS CORP 212,900 160,680 41,516 RADIO ONE INC CL D 408,050 687,494 722,249 RADIOSHACK CORP 670,020 11,049,034 8,917,966 RADISYS CORP 123,417 668,144 899,710 RADNET INC 88,536 308,884 389,558 RADWARE LTD 30,100 686,737 1,048,684 RAILAMERICA INC 11,089 113,034 166,335 RAINMAKER SYSTEMS INC 185,383 1,135,779 189,091 RAIT FINANCIAL TRUST 1,040,794 2,701,569 2,185,667 RALCORP HOLDINGS INC 189,382 9,552,149 16,396,694 RAM ENERGY RESOURCES INC 62,900 289,988 78,625 RAMBUS INC 180,470 3,005,646 2,649,300 RAMCO GERSHENSON PROPERTIES 63,695 644,016 788,544 RAMTRON INTERNATIONAL CORP 26,720 56,489 79,626 RANGE RESOURCES CORP 333,597 3,031,853 18,514,634 RAPTOR PHARMACEUTICAL CORP 25,434 84,194 157,436 RASER TECHNOLOGIES INC 383,800 153,942 2,111 RAVEN INDUSTRIES INC 99,950 3,569,411 5,568,215 RAYMOND JAMES FINANCIAL INC 275,043 2,845,186 8,842,632 RAYONIER INC 290,985 13,973,275 19,015,870 RAYTHEON COMPANY 989,320 38,464,254 49,317,602 RBC BEARINGS INC 69,672 2,096,414 2,630,815 RCM TECHNOLOGIES INC 50,700 215,096 271,245 RDA MICROELECTRON SPON ADR 10,000 140,000 89,900 REACHLOCAL INC 14,710 293,871 306,409 READING INTERNATIONAL INC A 42,505 258,159 193,398 REALD INC 67,090 2,043,071 1,569,235 REALNETWORKS INC 51,901 223,907 176,463 REALPAGE INC 21,800 545,911 577,046 REALTY INCOME CORP 269,656 7,212,920 9,030,779 RED HAT INC 442,643 12,738,448 20,317,314 RED LION HOTELS CORP 74,100 515,255 585,390 RED ROBIN GOURMET BURGERS 35,126 1,134,609 1,277,884 REDDY ICE HOLDINGS INC 99,000 227,011 278,190 REDIFF.COM INDIA LIMITED ADR 126,500 1,159,944 1,165,065 REDWOOD INVESTMENTS, LLC 326,556 326,556 380,763 REDWOOD TRUST INC 215,696 3,756,867 3,261,324 REED S INC 1,100 2,028 2,200 REGAL BELOIT CORP 102,247 4,321,270 6,827,032 REGAL ENTERTAINMENT GROUP A 322,980 5,272,938 3,988,803 REGENCY CENTERS CORP 207,016 12,020,365 9,102,494 REGENCY ENERGY PARTNERS LP 319,792 8,560,016 8,269,821 REGENERON PHARMACEUTICALS 120,480 3,759,305 6,832,421 REGENERX BIOPHARMACEUTICALS 3,000 2,970 570 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value REGIONS FINANCIAL CORP 3,488,883 35,164,341 21,631,075 REGIS CORP 109,393 2,187,807 1,675,901 REINSURANCE GROUP OF AMERICA 233,597 10,954,645 14,216,713 REIS INC 66,612 470,261 661,457 RELATIONAL INVESTORS LP 998,109,942 998,109,942 1,358,902,997 RELIANCE STEEL + ALUMINUM 189,342 5,950,198 9,400,830 RELIV INTERNATIONAL INC 60,906 374,514 110,849 RELM WIRELESS CORP 79,806 291,610 110,930 REMY INTERNATIONAL INC 27,890 631,409 725,140 RENAISSANCE LEARNING INC 83,277 1,051,916 1,044,294 RENAISSANCERE HOLDINGS LTD 370,384 20,176,858 25,908,361 RENASANT CORP 28,115 451,800 407,386 RENEGY HOLDINGS INC 7,422 118,372 891 RENESOLA LTD ADR 224,100 2,060,802 1,169,802 RENREN INC ADR 554,700 4,200,281 4,909,095 RENT A CENTER INC 273,407 3,218,157 8,355,318 RENTECH INC 376,951 442,111 399,568 RENTRAK CORP 49,895 840,123 885,137 REPLIGEN CORP 139,608 724,624 508,173 REPROS THERAPEUTICS INC 2,100 36,936 11,235 REPSOL YPF SA SPONSORED ADR 169,494 5,033,942 5,891,611 REPUBLIC AIRWAYS HOLDINGS IN 130,612 1,334,430 713,142 REPUBLIC BANCORP INC CLASS A 90,532 1,946,246 1,801,587 REPUBLIC FIRST BANCORP INC 46,464 345,739 102,685 REPUBLIC SERVICES INC 2,221,482 58,792,216 68,532,720 RESEARCH FRONTIERS INC 44,146 315,362 201,747 RESMED INC 285,364 3,737,453 8,832,016 RESOLUTE ENERGY CORP 97,310 1,734,548 1,572,530 RESOURCE AMERICA INC CL A 64,000 534,668 375,680 RESOURCE CAPITAL CORP 318,227 2,097,252 2,011,195 RESOURCES CONNECTION INC 178,721 2,801,161 2,151,801 RESPONSE GENETICS INC 16,400 55,936 45,018 RESPONSYS INC 4,475 70,617 79,342 RETRACTABLE TECHNOLOGIES INC 2,700 3,644 4,158 REVLON INC CLASS A 95,916 1,479,955 1,611,389 REX AMERICAN RESOURCES CORP 44,440 703,897 737,704 REX ENERGY CORP 195,856 2,518,392 2,011,441 REXAHN PHARMACEUTICALS INC 233,129 301,377 289,080 REYNOLDS AMERICAN INC 700 27,505 25,935 RF INDUSTRIES LTD 14,100 39,032 49,350 RF MICRO DEVICES INC 719,933 2,953,058 4,405,990 RF MONOLITHICS INC 30,900 193,558 42,333 RGC RESOURCES INC 4,500 113,115 146,025 RICHARDSON ELEC LTD 67,384 705,153 915,749 RICK S CABARET INTL INC 35,100 282,840 296,244 RIGEL CAPITAL VENTURES 238,095 238,095 - RIGEL PHARMACEUTICALS INC 94,565 728,210 867,161 RIGHTNOW TECHNOLOGIES INC 98,666 1,395,401 3,196,778 RIMAGE CORP 42,300 643,805 568,089 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value RITCHIE BROS AUCTIONEERS 18,909 363,808 519,808 RITE AID CORP 3,004,088 6,591,983 3,995,437 RIVERBED TECHNOLOGY INC 435,276 7,857,924 17,232,577 RIVERVIEW BANCORP INC 61,755 470,661 187,735 RLI CORP 73,411 1,710,130 4,545,609 ROADRUNNER TRANSPORTATION SY 9,500 139,345 143,260 ROBBINS + MYERS INC 80,194 3,270,339 4,238,253 ROBERT HALF INTL INC 445,337 4,522,839 12,037,459 ROCHESTER MEDICAL CORP 46,850 454,451 423,524 ROCK CREEK 1848 FUND L.P. 197,620,000 200,000,000 220,556,765 ROCK TENN COMPANY CL A 117,657 6,430,751 7,805,380 ROCKFORD CORPORATION 12,800 30,067 40,960 ROCKVILLE FINANCIAL INC 67,211 513,969 665,389 ROCKWELL AUTOMATION INC 331,366 5,386,355 28,749,314 ROCKWELL COLLINS INC 396,199 7,812,247 24,441,516 ROCKWELL MEDICAL TECH INC 66,895 416,884 858,932 ROCKWOOD HOLDINGS INC 151,692 3,709,339 8,387,051 ROCKY BRANDS INC 60,297 700,431 744,065 ROCKY MOUNTAIN CHOC FACT INC 15,420 155,148 152,350 RODMAN + RENSHAW CAPITAL GRP 30,300 100,078 37,875 ROFIN SINAR TECHNOLOGIES INC 105,829 1,813,735 3,614,060 ROGERS CORP 66,075 2,629,378 3,052,665 ROLLINS INC 274,052 1,675,970 5,585,180 ROMA FINANCIAL CORP 14,192 163,662 149,016 ROPER INDUSTRIES INC 267,783 5,282,346 22,306,324 ROSETTA GENOMICS LTD 6,500 6,872 1,885 ROSETTA RESOURCES INC 138,119 3,626,866 7,118,653 ROSETTA STONE INC 28,170 505,006 454,664 ROSNEFT OJSC REG S GDR 2,633,056 22,528,545 22,170,332 ROSNEFT OJSC REG S GDR 4,457,671 31,040,898 37,533,592 ROSS STORES INC 310,875 7,870,930 24,907,305 ROSTELECOM SPONSORED ADR 93,978 3,206,496 3,806,091 ROSTELECOM SPONSORED ADR 312,138 11,516,953 12,641,593 ROTECH HEALTHCARE INC 85,700 145,823 398,505 ROVI CORP 378,009 12,823,596 21,682,596 ROWAN COMPANIES INC 352,695 8,864,262 13,688,093 ROYAL BANCSHARES OF PENN A 9,043 170,663 14,017 ROYAL CARIBBEAN CRUISES LTD 409,562 10,145,484 15,415,914 ROYAL GOLD INC 30,740 399,267 1,800,442 ROYALE ENERGY INC 71,182 598,720 198,598 RPC INC 176,191 2,370,328 4,323,727 RPM INTERNATIONAL INC 279,260 3,267,923 6,428,565 RPX CORP 1,000 19,000 28,030 RR DONNELLEY + SONS CO 863,164 14,602,127 16,926,646 RSC HOLDINGS INC 919,884 7,983,729 11,001,813 RTI BIOLOGICS INC 82,872 214,716 224,583 RTI INTERNATIONAL METALS INC 96,875 4,327,999 3,717,094 RUBICON TECHNOLOGY INC 109,879 2,296,153 1,852,560 RUBY TUESDAY INC 190,500 1,418,496 2,053,590 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value RUDDICK CORP 124,202 2,029,507 5,407,755 RUDOLPH TECHNOLOGIES INC 258,976 1,943,595 2,773,633 RUE21 INC 951 25,631 30,908 RURAL/METRO CORP 134,100 1,206,313 2,311,884 RURBAN FINANCIAL CORP 3,100 30,526 9,455 RUSH ENTERPRISES INC CL B 1,700 31,450 27,370 RUSH ENTERPRISES INC CL A 40,418 790,516 769,155 RUSHYDRO JSC 2,192 11,893 10,570 RUTH S HOSPITALITY GROUP INC 358,820 1,529,989 2,012,980 RXI PHARMACEUTICALS CORP 10,457 62,853 10,248 RYANAIR HOLDINGS PLC SP ADR 387,928 11,076,303 11,381,808 RYDER SYSTEM INC 283,751 10,274,989 16,131,244 RYLAND GROUP INC/THE 132,100 4,196,235 2,183,613 S + T BANCORP INC 26,118 553,898 485,534 S.Y. BANCORP INC 4,000 96,233 93,000 S1 CORPORATION 253,729 1,718,357 1,897,893 SABA SOFTWARE INC 167,528 972,333 1,512,778 SABINE ROYALTY TRUST 44,574 2,416,564 2,841,147 SABRA HEALTH CARE REIT INC 47,666 1,262,920 796,499 SAFE BULKERS INC 3,900 30,839 29,718 SAFEGUARD SCIENTIFICS INC 46,864 511,661 884,792 SAFETY INSURANCE GROUP INC 16,100 631,199 676,844 SAFEWAY INC 1,314,511 22,502,988 30,720,122 SAGA COMMUNICATIONS INC CL A 15,915 570,224 588,855 SAIA INC 69,630 865,638 1,180,229 SAIC INC 737,546 13,523,859 12,405,524 SAKS INC 448,662 4,025,595 5,011,555 SALEM COMMUNICATIONS CL A 23,900 244,563 85,801 SALESFORCE.COM INC 213,083 5,351,080 31,745,105 SALIX PHARMACEUTICALS LTD 149,611 2,959,573 5,959,006 SALLY BEAUTY HOLDINGS INC 237,113 1,423,429 4,054,632 SAN JUAN BASIN ROYALTY TR 96,328 2,501,557 2,321,505 SANDERSON FARMS INC 59,800 2,766,171 2,857,244 SANDISK CORP 693,780 18,723,587 28,791,870 SANDRIDGE ENERGY INC 785,233 7,949,914 8,370,584 SANDRIDGE MISSISSIPPIAN TRUS 25,000 525,000 661,250 SANDY SPRING BANCORP INC 87,819 1,469,374 1,579,864 SANGAMO BIOSCIENCES INC 180,835 1,244,079 1,065,118 SANMINA SCI CORP 198,510 3,121,864 2,050,608 SANOFI ADR 216,468 8,308,037 8,695,520 SANOFI AVENTIS RTS 649,277 1,530,448 1,564,758 SANTARUS INC 37,278 160,846 125,627 SAPIENT CORPORATION 331,204 2,371,860 4,977,996 SARA LEE CORP 2,020,075 20,740,430 38,361,224 SASOL LTD SPONSORED ADR 123,079 5,690,581 6,509,648 SATCON TECHNOLOGY CORP 257,513 626,321 615,456 SAUER DANFOSS INC 28,327 531,025 1,427,398 SAUL CENTERS INC 44,791 2,181,687 1,763,422 SAVANNAH BANCORP INC 9,991 168,978 74,033 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value SAVIENT PHARMACEUTICALS INC 61,434 759,718 460,141 SAVVIS INC 71,127 1,632,448 2,811,650 SBA COMMUNICATIONS CORP CL A 170,894 3,928,981 6,526,442 SCANA CORP 262,864 8,135,914 10,348,956 SCANSOURCE INC 90,411 2,840,532 3,388,604 SCBT FINANCIAL CORP 6,600 203,033 189,288 SCHAWK INC 14,000 190,227 231,840 SCHIFF NUTRITION INTERNATION 76,600 642,596 857,154 SCHLUMBERGER LTD 4,037,077 139,780,297 348,803,453 SCHMITT INDUSTRIES INC 14,206 34,520 48,300 SCHNITZER STEEL INDS INC A 43,152 1,970,751 2,485,555 SCHOLASTIC CORP 129,517 4,055,264 3,445,152 SCHOOL SPECIALTY INC 15,950 296,828 229,521 SCHUFF INTERNATIONAL INC 16,600 26,952 200,445 SCHULMAN (A.) INC 92,977 1,426,923 2,342,091 SCHWAB (CHARLES) CORP 3,089,709 23,950,058 50,825,713 SCICLONE PHARMACEUTICALS INC 120,899 425,609 730,230 SCIENTIFIC GAMES CORP A 182,818 2,860,355 1,890,338 SCIENTIFIC LEARNING CORP 48,600 243,043 151,146 SCIQUEST INC 300 5,021 5,127 SCOLR PHARMA INC 130,494 158,617 10,440 SCORPIO TANKERS INC 102,816 1,329,417 1,027,132 SCOTTS MIRACLE GRO CO CL A 135,578 5,439,258 6,956,507 SCRIPPS NETWORKS INTER CL A 393,368 12,324,936 19,227,828 SEABOARD CORP 676 1,302,003 1,634,568 SEABRIGHT HOLDINGS INC 110,922 1,656,146 1,098,128 SEACHANGE INTERNATIONAL INC 132,573 830,486 1,429,137 SEACOAST BANKING CORP/FL 206,190 682,632 309,285 SEACOR HOLDINGS INC 93,548 8,225,457 9,351,058 SEACUBE CONTAINER LEASING LT 44,700 505,741 767,946 SEAGATE TECHNOLOGY 1,369,902 20,570,770 22,137,616 SEAHAWK DRILLING INC 23,649 239,801 134,799 SEALED AIR CORP 482,640 5,541,806 11,482,006 SEALY CORP 209,699 586,422 530,538 SEARCHMEDIA HOLDINGS LTD 8,000 25,007 15,120 SEARS HOLDINGS CORP 192,356 13,978,672 13,741,913 SEASPAN CORP 99,462 1,188,645 1,453,140 SEATTLE GENETICS INC 204,970 2,843,638 4,205,984 SECUREALERT INC 75,400 9,342 6,635 SECURITY NATL FINL CORP CL A 41,436 180,078 64,640 SEI INVESTMENTS COMPANY 457,889 4,065,242 10,307,081 SELECT COMFORT CORPORATION 180,706 1,887,094 3,249,094 SELECT MEDICAL HOLDINGS CORP 5,300 42,372 47,011 SELECTICA INC 16,361 644,284 81,805 SELECTIVE INSURANCE GROUP 195,952 2,310,372 3,188,139 SEMGROUP CORP CLASS A 66,890 1,887,157 1,717,066 SEMILEDS CORP/TW 2,300 39,100 14,835 SEMPRA ENERGY 715,167 24,914,950 37,818,031 SEMTECH CORP 123,633 2,810,459 3,380,126 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value SENECA FOODS CORP CL A 23,400 627,713 598,572 SENECA FOODS CORP CL B 2,600 72,709 66,235 SENESCO TECHNOLOGIES INC 5,900 3,853 1,652 SENIOR HOUSING PROP TRUST 295,503 6,730,992 6,917,725 SENOMYX INC 129,650 923,798 666,401 SENSATA TECHNOLOGIES HOLDING 166,420 3,534,065 6,265,713 SENSIENT TECHNOLOGIES CORP 190,235 4,241,444 7,052,011 SEQUANS COMMUNICATIONS ADR 117,300 1,173,000 1,671,525 SEQUENOM INC 173,974 991,010 1,313,504 SERACARE LIFE SCIENCES INC 63,700 232,682 240,149 SERVICE CORP INTERNATIONAL 1,239,326 8,486,548 14,475,328 SERVICESOURCE INTERNATIONAL 48,685 896,863 1,081,781 SERVOTRONICS INC 16,553 83,071 146,163 SEVCON INC 13,500 80,152 87,345 SEVERN BANCORP INC/MD 51,450 490,857 166,184 SEVERSTAL GDR REG S 123,860 1,675,607 2,285,217 SEVERSTAL GDR REG S 383,067 3,244,433 7,067,581 SFN GROUP INC 234,346 1,978,643 2,130,205 SHANDA INTERACTIVE SPON ADR 75,240 3,085,149 2,920,064 SHANGHAI FRIENDSHIP GROUP B 406,428 899,723 727,505 SHANGHAI LUJIAZUI FIN+TRAD B 831,740 1,289,098 1,072,944 SHANGHAI ZHENHUA HEAVY IND B 2,022,153 1,640,495 1,087,918 SHAW GROUP INC 287,022 10,426,808 8,670,935 SHENANDOAH TELECOMMUNICATION 59,505 1,273,651 1,012,775 SHENANDOAH VENTURES 1,475,752 1,475,752 - SHENGDATECH INC 13,500 60,953 6,210 SHENGKAI INNOVATIONS INC 39,700 229,863 52,404 SHERWIN WILLIAMS CO/THE 383,569 15,355,370 32,169,932 SHILOH INDUSTRIES INC 46,493 444,396 501,195 SHIP FINANCE INTL LTD 129,520 1,093,246 2,333,950 SHIRE PLC ADR 16,460 1,498,528 1,550,697 SHOE CARNIVAL INC 36,488 665,032 1,100,113 SHORE BANCSHARES INC 21,886 291,084 152,108 SHORETEL INC 166,878 1,203,827 1,702,156 SHUFFLE MASTER INC 184,868 1,557,703 1,729,440 SHUTTERFLY INC 93,434 2,524,479 5,364,980 SI FINANCIAL GROUP INC 35,115 412,333 354,662 SIEBERT FINANCIAL CORP 44,300 189,278 76,418 SIERRA BANCORP 30,062 317,836 340,302 SIFCO INDUSTRIES 21,725 61,151 355,204 SIFY TECHNOLOGIES SPON ADR 218,000 1,061,844 1,004,980 SIGA TECHNOLOGIES INC 21,109 137,942 205,602 SIGMA ALDRICH 295,794 4,290,969 21,705,364 SIGMA DESIGNS INC 75,305 1,747,746 575,330 SIGMATRON INTERNATIONAL INC 8,700 56,562 39,933 SIGNATURE BANK 152,100 4,619,972 8,700,120 SIGNET JEWELERS LTD 181,954 4,132,725 8,517,267 SILGAN HOLDINGS INC 28,343 961,005 1,161,213 SILICON GRAPHICS INTERNATION 99,100 1,189,554 1,704,520 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value SILICON IMAGE INC 233,089 1,567,403 1,505,755 SILICON LABORATORIES INC 96,249 3,695,118 3,971,234 SILICON MOTION TECHNOL ADR 73,100 746,125 783,632 SILICONWARE PRECISION SP ADR 67,600 329,403 420,472 SILVER BULL RESOURCES INC 110,900 299,303 75,401 SIMCERE PHARMACEUTICAL ADR 19,700 237,884 192,469 SIMMONS FIRST NATL CORP CL A 12,013 336,893 308,254 SIMON PROPERTY GROUP INC 763,563 66,129,181 88,748,927 SIMPSON MANUFACTURING CO INC 108,620 2,787,357 3,244,479 SIMULATIONS PLUS INC 39,200 143,844 113,680 SINA CORP 151,970 7,806,834 15,820,077 SINCLAIR BROADCAST GROUP A 183,713 1,122,014 2,017,169 SINO CLEAN ENERGY INC 47,000 249,112 57,340 SINOCOKING COAL AND COKE CHE 69,415 804,177 316,532 SINOHUB INC 37,600 103,138 40,608 SINOTECH ENERGY LTD SPON ADR 16,700 105,824 69,138 SINOVAC BIOTECH LTD 97,100 419,776 310,720 SIRIUS XM RADIO INC 10,021,551 16,729,029 21,947,197 SIRONA DENTAL SYSTEMS INC 192,218 6,941,970 10,206,776 SISTEMA JSFC REG S SPONS GDR 6,458 167,376 165,971 SISTEMA JSFC REG S SPONS GDR 80,541 2,072,386 2,069,904 SIX FLAGS ENTERTAINMENT CORP 39,000 1,526,860 1,460,550 SJW CORP 26,717 639,928 647,620 SKECHERS USA INC CL A 53,312 1,017,701 771,958 SKILLED HEALTHCARE GROU CL A 126,430 1,511,389 1,196,028 SKY MOBI LTD SP ADR 40,800 261,839 297,840 SKYLINE CORP 20,004 415,545 350,070 SKYPEOPLE FRUIT JUICE INC 46,000 264,960 122,820 SKYSTAR BIO PHARMACEUTICAL 15,900 109,667 50,403 SKYWEST INC 168,076 2,897,068 2,531,225 SKYWORKS SOLUTIONS INC 421,571 5,714,854 9,687,702 SL GREEN REALTY CORP 224,609 11,209,009 18,613,348 SL INDS INC 22,752 216,626 535,810 SLM CORP 1,233,542 11,369,997 20,735,841 SM ENERGY CO 136,622 3,378,967 10,038,985 SMART BALANCE INC 143,201 885,310 741,781 SMART MODULAR TECHNOLOGIES 160,626 958,100 1,471,334 SMARTHEAT INC 145,584 743,192 184,892 SMARTPROS LTD 2,700 8,602 6,291 SMF ENERGY CORP 3,932 19,249 5,465 SMITH (A.O.) CORP 162,042 3,962,989 6,854,377 SMITH + WESSON HOLDING CORP 159,900 638,170 479,700 SMITH GRAHAM + CO VENTURES 2,541,571 2,541,571 - SMITH MICRO SOFTWARE INC 93,878 510,522 395,226 SMITH MIDLAND CORP 800 800 1,328 SMITHFIELD FOODS INC 627,203 11,323,458 13,716,930 SMTC CORPORATION 77,800 213,611 159,490 SNAP ON INC 180,252 6,946,266 11,262,145 SNYDERS LANCE INC 180,959 3,148,819 3,914,143 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value SOCKET MOBILE INC 8,320 202,934 17,722 SODASTREAM INTERNATIONAL LTD 32,125 1,500,031 1,953,521 SOHU.COM INC 87,764 5,330,474 6,342,704 SOLAR CAPITAL LTD 6,300 140,486 155,547 SOLARWINDS INC 83,094 1,627,833 2,172,077 SOLAZYME INC 9,060 191,078 208,108 SOLERA HOLDINGS INC 164,896 5,109,696 9,755,247 SOLITARIO EXPLORATION + ROY 14,104 52,291 40,196 SOLTA MEDICAL INC 231,874 1,626,505 639,972 SOLUTIA INC 70,400 8,448 8,448 SOLUTIA INC 298,670 2,535,408 6,824,610 SOMAXON PHARMACEUTICALS INC 265,200 845,988 564,876 SOMERSET HILLS BANCORP 100 889 867 SONESTA INTL HOTELS A 6,215 157,960 123,492 SONIC AUTOMOTIVE INC CLASS A 115,807 1,172,907 1,696,573 SONIC CORP 166,969 3,279,087 1,774,880 SONIC FOUNDRY INC 9,487 213,286 120,011 SONOCO PRODUCTS CO 326,772 6,750,225 11,613,477 SONOSITE INC 7,234 220,320 254,420 SONUS NETWORKS INC 430,114 950,730 1,393,569 SORL AUTO PARTS INC 19,500 175,578 87,750 SOTHEBY S 156,128 4,019,878 6,791,568 SOUFUN HOLDINGS LTD ADR 21,100 351,872 435,926 SOUNDBITE COMMUNICATIONS INC 6,500 11,426 15,795 SOURCECAP INTERNATIONAL 147 147 1,195,777 SOURCEFIRE INC 84,385 1,809,233 2,507,922 SOUTH JERSEY INDUSTRIES 73,921 3,502,219 4,014,650 SOUTHCOAST FINANCIAL CORP 12,849 179,307 41,503 SOUTHERN CO 2,296,537 56,146,014 92,734,164 SOUTHERN COMMUNITY FINANCIAL 64,000 562,291 70,400 SOUTHERN COPPER CORP 557,521 8,915,682 18,325,715 SOUTHERN MISSOURI BANCORP 8,895 133,938 184,838 SOUTHERN NATL BANCORP OF VA 18,400 192,310 124,936 SOUTHERN UNION CO 317,936 3,976,816 12,765,130 SOUTHSIDE BANCSHARES INC 69,847 1,192,558 1,386,463 SOUTHWEST AIRLINES CO 2,035,070 13,281,442 23,240,499 SOUTHWEST BANCORP INC/OKLA 56,801 732,159 556,082 SOUTHWEST GAS CORP 153,917 5,277,118 5,942,735 SOUTHWEST GEORGIA FINL CORP 9,763 183,605 87,769 SOUTHWESTERN ENERGY CO 1,025,546 25,842,197 43,975,412 SOVRAN SELF STORAGE INC 67,793 2,872,381 2,779,513 SPAN AMERICA MEDICAL SYS INC 11,512 127,466 172,680 SPANISH BROADCASTING SYS A 143,853 399,605 100,697 SPARTAN MOTORS INC 14,000 106,449 75,600 SPARTAN STORES INC 85,840 1,485,337 1,676,455 SPARTECH CORP 149,935 1,636,058 913,104 SPARTON CORP 27,399 211,366 280,018 SPDR S+P EMERGING MARKETS SMAL 5,694,273 305,324,048 309,426,795 SPECTRA ENERGY CORP 1,665,431 32,633,130 45,649,464 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value SPECTRA ENERGY PARTNERS LP 13,822 452,566 439,816 SPECTRANETICS CORP 69,596 463,864 432,887 SPECTRUM BRANDS HOLDINGS INC 51,390 1,518,027 1,644,480 SPECTRUM GROUP INTERNATIONAL 81,806 306,773 237,237 SPECTRUM PHARMACEUTICALS INC 210,300 923,916 1,948,430 SPEEDUS CORP 3,575 15,269 182 SPEEDWAY MOTORSPORTS INC 36,390 918,824 516,010 SPHERIX INC 4,750 272,091 10,925 SPIRE CORP 39,300 379,141 96,285 SPIRIT AEROSYSTEMS HOLD CL A 165,163 3,975,509 3,633,586 SPORT CHALET INC CLASS A 18,375 67,725 37,301 SPORT CHALET INC CLASS B 1,025 4,284 2,178 SPORT HALEY INC 6,900 36,500 7,176 SPREADTRUM COMMUNICATI ADR 30,800 427,636 485,408 SPRINT NEXTEL CORP 11,568,624 104,360,362 62,354,883 SPS COMMERCE INC 38,546 514,483 685,733 SPX CORP 88,545 4,201,544 7,319,130 SRA INTERNATIONAL INC CL A 30,480 669,671 942,442 SRI/SURGICAL EXPRESS INC 91,400 447,839 388,450 SRS LABS INC 43,243 417,256 414,700 SS+C TECHNOLOGIES HOLDINGS 118 1,977 2,345 ST JOE CO/THE 163,811 4,427,035 3,413,821 ST JUDE MEDICAL INC 968,104 27,128,485 46,159,199 STAAR SURGICAL CO 134,785 818,957 714,361 STAGE STORES INC 65,474 870,608 1,099,963 STAMPS.COM INC 96,163 1,030,675 1,282,814 STANCORP FINANCIAL GROUP 167,552 6,991,649 7,069,019 STANDARD FINANCIAL CORP 1,200 18,348 18,240 STANDARD MICROSYSTEMS CORP 78,017 1,497,770 2,105,679 STANDARD MOTOR PRODS 64,389 558,094 980,644 STANDARD PACIFIC CORP 384,350 1,059,088 1,287,573 STANDARD PACIFIC EUREKA FD LLP 100,000,000 100,000,000 100,062,400 STANDARD PARKING CORP 19,500 329,686 311,415 STANDARD REGISTER CO 66,400 220,991 209,160 STANDEX INTERNATIONAL CORP 23,150 500,206 710,011 STANLEY BLACK + DECKER INC 431,848 14,590,072 31,114,648 STANLEY FURNITURE CO INC 66,246 446,597 277,571 STAPLES INC 2,119,315 24,962,054 33,485,177 STAR BULK CARRIERS CORP 84,000 226,214 173,880 STARBUCKS CORP 2,055,284 31,415,249 81,163,165 STARRETT (L.S.) CO CL A 55,500 937,836 568,875 STARTEK INC 79,000 1,164,499 272,550 STARWOOD HOTELS + RESORTS 582,680 26,132,229 32,653,387 STARWOOD PROPERTY TRUST INC 199,190 4,017,883 4,085,387 STATE AUTO FINANCIAL CORP 15,757 298,374 274,645 STATE BANCORP INC 49,733 517,997 663,438 STATE BANK FINANCIAL CORP 13,355 226,634 218,621 STATE BANK OF INDIA SPON GDR 7,200 989,342 792,720 STATE STREET CORP 1,777,017 45,760,647 80,125,697 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value STEALTHGAS INC 34,900 168,917 149,023 STEC INC 48,305 752,222 821,668 STEEL DYNAMICS INC 479,153 10,118,831 7,786,236 STEELCASE INC CL A 249,748 2,479,876 2,844,630 STEELCLOUD INC 140,000 437,457 28,000 STEIN MART INC 132,157 1,091,860 1,273,993 STEINER LEISURE LTD 27,328 935,866 1,248,343 STEINWAY MUSICAL INSTRUMENTS 8,700 137,098 223,503 STELLARONE CORP 64,400 853,320 779,884 STEMCELLS INC 262,300 632,447 139,019 STEPAN CO 26,244 1,162,450 1,860,700 STEREOTAXIS INC 26,323 70,394 92,394 STERICYCLE INC 195,880 7,366,477 17,456,826 STERIS CORP 194,034 4,006,136 6,787,309 STERLING BANCORP N Y 65,567 628,500 622,231 STERLING BANCSHARES INC/TX 190,010 1,579,162 1,550,482 STERLING CONSTRUCTION CO 31,502 470,476 433,783 STERLING FINL CORP/SPOKANE 55,174 1,204,950 886,646 STEVEN MADDEN LTD 97,437 1,803,925 3,654,862 STEWARDSHIP FINANCIAL CORP 800 5,200 4,000 STEWART ENTERPRISES INC CL A 393,389 2,797,982 2,871,740 STEWART INFORMATION SERVICES 47,008 636,717 471,490 STIFEL FINANCIAL CORP 150,476 4,147,251 5,396,069 STILLWATER MINING CO 246,502 4,544,006 5,425,509 STMICROELECTRONICS N V 295,485 3,262,331 2,943,031 STONE ENERGY CORP 150,017 4,531,595 4,559,017 STONEMOR PARTNERS LP 14,662 423,730 405,551 STONERIDGE INC 163,131 1,831,603 2,404,551 STR HOLDINGS INC 153,743 3,429,961 2,293,846 STRATASYS INC 35,971 693,633 1,212,223 STRATEGIC DIAGNOSTICS INC 33,500 135,234 67,335 STRATEGIC HOTELS + RESORTS I 537,360 2,562,343 3,804,509 STRATTEC SECURITY CORP 8,254 314,390 173,169 STRATUS PROPERTIES INC 22,499 361,432 301,487 STRAYER EDUCATION INC 37,392 7,115,752 4,725,975 STREAMLINE HEALTH SOLUTIONS 28,600 63,270 54,912 STRYKER CORP 804,181 15,934,986 47,197,383 STURM RUGER + CO INC 77,855 659,223 1,708,917 STUX CAPITAL MGMT VENTURES 1,142,857 1,142,857 2,151,433 SUBAYE INC 13,000 131,731 6,890 SUBURBAN PROPANE PARTNERS LP 44,549 2,312,724 2,329,022 SUCAMPO PHARMACEUTICALS CL A 5,290 29,769 21,689 SUCCESSFACTORS INC 115,394 2,416,978 3,392,584 SUFFOLK BANCORP 43,418 1,205,213 606,115 SULPHCO INC 211,828 171,536 5,105 SUMMER INFANT INC 21,900 162,936 177,828 SUMMIT FINANCIAL GROUP INC 14,950 173,067 45,598 SUN BANCORP INC NJ 2,265 10,396 8,267 SUN COMMUNITIES INC 51,860 1,055,594 1,934,897 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value SUN HEALTHCARE GROUP INC 33 361 265 SUN HYDRAULICS CORP 24,544 610,895 1,173,203 SUNCOR ENERGY INC 1,600 78,695 62,560 SUNESIS PHARMACEUTICALS INC 80,483 500,262 168,209 SUNLINK HEALTH SYSTEMS INC 25,182 74,080 47,846 SUNOCO INC 421,540 10,659,916 17,582,433 SUNOCO LOGISTICS PARTNERS LP 24,360 1,897,995 2,098,614 SUNPOWER CORP CLASS A 20,189 530,585 390,253 SUNPOWER CORP CLASS B 88,339 1,046,327 1,469,078 SUNRISE SENIOR LIVING INC 126,745 700,112 1,207,880 SUNSHINE PCS CORP CLASS A 1,144 33,523 67,496 SUNSTONE HOTEL INVESTORS INC 445,013 4,625,366 4,125,271 SUNTECH POWER HOLDINGS ADR 449,400 4,014,525 3,536,778 SUNTRUST BANKS INC 1,861,439 47,662,561 48,025,126 SUPER MICRO COMPUTER INC 60,338 558,289 970,838 SUPERCONDUCTOR TECHNOLOGIES 45,410 463,182 104,443 SUPERGEN INC 174,274 366,815 519,337 SUPERIOR BANCORP 46,325 1,201,669 301 SUPERIOR ENERGY SERVICES INC 160,076 3,630,824 5,945,223 SUPERIOR INDUSTRIES INTL 34,786 733,577 769,118 SUPERIOR OFFSHORE INTL 20,000 280 280 SUPERIOR UNIFORM GROUP INC 22,300 287,237 262,025 SUPERMEDIA INC 323,413 2,212,774 1,212,799 SUPERTEL HOSPITALITY INC 30,300 43,824 27,879 SUPERTEX INC 37,490 896,083 839,776 SUPERVALU INC 1,860,005 22,337,835 17,502,647 SUPPORT.COM INC 168,923 741,879 810,830 SUPREME INDS INC CLASS A 34,164 134,816 116,158 SUREWEST COMMUNICATIONS 57,929 572,422 968,573 SURGUTNEFTEGAS SP ADR 602,595 6,410,080 5,905,431 SURGUTNEFTEGAS SP ADR 1,777,651 15,658,344 17,598,748 SURMODICS INC 16,165 570,851 179,432 SUSQUEHANNA BANCSHARES INC 412,445 5,368,361 3,299,560 SUSSER HOLDINGS CORP 57,605 705,545 905,551 SUTTONBROOK EUREKA FUND 153,836,426 153,836,426 158,981,793 SVB FINANCIAL GROUP 182,702 5,406,635 10,909,136 SWIFT ENERGY CO 122,841 2,423,188 4,578,284 SWIFT TRANSPORTATION CO 25,300 360,788 342,815 SWISHER HYGIENE INC 111,300 655,546 626,619 SWORDFISH FINANCIAL INC 1,000 144 37 SWS GROUP INC 117,700 982,481 705,023 SXC HEALTH SOLUTIONS CORP 75,157 3,958,200 4,428,250 SYCAMORE NETWORKS INC 60,988 1,464,451 1,356,373 SYKES ENTERPRISES INC 171,181 2,883,892 3,685,527 SYMANTEC CORP 2,661,550 73,097,229 52,485,766 SYMETRA FINANCIAL CORP 231,480 2,859,231 3,108,776 SYMMETRICOM INC 197,130 751,326 1,149,268 SYMMETRY MEDICAL INC 215,587 2,070,436 1,933,815 SYMPHONY EUREKA FUND, L.P. 247,501,998 247,501,998 280,103,209 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value SYMS CORP 46,900 324,836 505,582 SYNALLOY CORP 46,957 758,668 637,206 SYNAPTICS INC 107,481 2,826,146 2,766,561 SYNCHRONOSS TECHNOLOGIES INC 60,530 1,692,161 1,920,617 SYNERGETICS USA INC 92,300 100,932 508,573 SYNERON MEDICAL LTD 36,419 336,799 441,762 SYNNEX CORP 109,050 2,880,137 3,456,885 SYNOPSYS INC 487,120 10,144,957 12,523,855 SYNOVIS LIFE TECHNOLOGIES IN 49,253 797,958 857,987 SYNOVUS FINANCIAL CORP 2,633,785 9,183,580 5,478,273 SYNTA PHARMACEUTICALS CORP 93,800 408,077 471,814 SYNTEL INC 44,690 1,092,039 2,642,073 SYNTHESIS ENERGY SYSTEMS INC 149,999 77,223 280,498 SYNTROLEUM CORP 110,600 209,587 162,582 SYNUTRA INTERNATIONAL INC 9,100 147,989 89,362 SYPRIS SOLUTIONS INC 43,848 418,280 180,654 SYSCO CORP 1,754,753 20,186,504 54,713,199 SYSTEMAX INC 101,489 1,756,140 1,516,246 T ROWE PRICE GROUP INC 729,632 26,894,535 44,025,995 T.G.C. INDUSTRIES INC 56,920 287,499 363,719 TAIWAN SEMICONDUCTOR SP ADR 1,834,909 19,137,378 23,138,201 TAIYO BLUE FUND GP LLC 30,000 30,000 255,102 TAIYO CYPRESS GP, LP 300,000 300,000 984,686 TAIYO FUND GP LLC 600,000 600,000 2,525,698 TAIYO PEARL GP LP 300,000 300,000 444,445 TAKE TWO INTERACTIVE SOFTWRE 210,970 2,190,605 3,223,622 TAL INTERNATIONAL GROUP INC 81,905 2,699,431 2,828,180 TALBOTS INC 275,894 3,130,377 921,486 TALEO CORP CLASS A 88,681 1,738,949 3,283,857 TALON THERAPEUTICS INC 9,125 343,453 8,112 TAM SA SPONSORED ADR 46,700 803,635 1,019,461 TANDY BRANDS ACCESSORIES INC 15,287 211,649 29,963 TANDY LEATHER FACTORY INC 3,000 13,330 15,495 TANGER FACTORY OUTLET CENTER 168,874 3,679,703 4,520,757 TARGA RESOURCES CORP 29,140 1,025,638 975,024 TARGA RESOURCES PARTNERS LP 139,182 4,047,213 4,954,879 TARGACEPT INC 100,666 2,111,222 2,121,033 TARGET CORP 1,938,468 32,655,523 90,933,534 TASER INTERNATIONAL INC 311,766 1,416,870 1,418,535 TAUBMAN CENTERS INC 148,430 7,923,198 8,787,056 TAYLOR CAPITAL GROUP INC 13,786 176,323 112,494 TAYLOR DEVICES INC 500 1,215 2,820 TBS INTERNATIONAL PLC A 165,232 802,751 305,679 TC PIPELINES LP 78,777 3,548,694 3,763,177 TCF FINANCIAL CORP 472,870 6,772,784 6,525,606 TD AMERITRADE HOLDING CORP 1,009,943 17,084,929 19,703,988 TE CONNECTIVITY LTD 1,618,766 43,172,321 59,505,838 TEAM HEALTH HOLDINGS INC 15,500 255,107 348,905 TEAM INC 83,510 1,767,181 2,015,096 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value TEAMSTAFF INC 4,275 14,130 4,446 TEARLAB CORP 3,200 6,989 5,824 TECH DATA CORP 245,160 9,163,135 11,985,872 TECHE HOLDING CO 7,300 278,831 254,186 TECHNE CORP 109,924 5,815,834 9,164,364 TECHNICAL COMMUNICATIONS 6,500 15,155 53,950 TECO ENERGY INC 895,138 14,023,820 16,909,157 TECUMSEH PRODUCTS CO CLASS A 16,000 197,538 163,200 TECUMSEH PRODUCTS CO CLASS B 6,600 66,143 65,538 TEEKAY CORP 28,998 726,114 895,458 TEEKAY LNG PARTNERS LP 57,157 2,001,046 2,114,237 TEEKAY OFFSHORE PARTNERS LP 41,170 1,122,743 1,208,340 TEEKAY TANKERS LTD CLASS A 5,500 60,527 51,700 TEGAL CORP 1,800 42,487 3,780 TEJON RANCH CO 500 17,085 17,050 TEKELEC 303,902 4,120,847 2,774,625 TELE NORTE LESTE PART ADR 59,830 889,616 929,751 TELECOM NEW ZEALAND SP ADR 135,794 1,954,568 1,371,519 TELECOMMUNICATION SYSTEMS A 234,982 1,666,609 1,134,963 TELECOMUNICACOES DE S.P. ADR 219,303 3,758,523 6,513,299 TELEDYNE TECHNOLOGIES INC 113,271 2,152,587 5,704,328 TELEFLEX INC 67,827 2,077,767 4,141,517 TELEKOMUNIK INDONESIA SP ADR 844,078 29,648,095 29,120,691 TELENAV INC 8,600 48,763 152,478 TELEPHONE + DATA SPECIAL SHS 48,919 1,393,855 1,317,389 TELEPHONE AND DATA SYSTEMS 298,557 9,290,406 9,279,152 TELESTONE TECHNOLOGIES CORP 19,300 229,988 120,046 TELETECH HOLDINGS INC 97,337 1,400,151 2,051,864 TELIK INC 138,273 60,194 107,853 TELKONET INC 453,700 663,444 95,277 TELLABS INC 1,332,991 6,435,523 6,145,089 TELULAR CORP 60,745 572,164 374,797 TELVENT GIT SA 13,072 276,881 520,266 TEMPLE INLAND INC 340,674 4,228,964 10,131,645 TEMPUR PEDIC INTERNATIONAL 151,647 2,862,553 10,284,700 TENARIS SA ADR 62,644 3,102,225 2,864,710 TENET HEALTHCARE CORP 2,188,192 21,757,163 13,654,318 TENGASCO INC 183,248 213,229 135,604 TENNANT CO 44,125 1,153,014 1,761,911 TENNECO INC 208,951 3,710,159 9,208,471 TENNENBAUM STRATEGY SPV LTD 3,245,399 3,245,399 4,547,791 TENNESSEE COMMERCE BANCORP 49,811 751,676 129,010 TERADATA CORP 482,565 6,391,025 29,050,413 TERADYNE INC 831,699 10,977,356 12,309,145 TEREX CORP 301,820 8,390,201 8,586,779 TERRA NITROGEN COMPANY LP 51 4,208 7,013 TERRA NOVA ROYALTY CORP 34,850 273,168 264,163 TERRESTAR CORP 390,035 213,543 5,851 TESCO CORP 298,049 3,726,203 5,785,131 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value TESLA MOTORS INC 163,100 4,052,437 4,751,103 TESORO CORP 754,532 14,165,467 17,286,328 TESSCO TECHNOLOGIES INC 51,275 578,385 570,178 TESSERA TECHNOLOGIES INC 113,891 2,690,325 1,952,092 TETON ADVISORS INC CLASS B 15 42 - TETRA TECH INC 228,304 4,402,638 5,136,840 TETRA TECHNOLOGIES INC 219,790 3,186,552 2,797,927 TEXAS CAPITAL BANCSHARES INC 91,130 1,953,513 2,353,888 TEXAS INDUSTRIES INC 37,634 814,502 1,566,703 TEXAS INSTRUMENTS INC 3,041,870 30,918,904 99,864,592 TEXAS PACIFIC LAND TRUST 3,081 115,654 139,785 TEXAS ROADHOUSE INC 240,380 2,989,479 4,215,063 TEXTAINER GROUP HOLDINGS LTD 70,406 1,363,431 2,164,280 TEXTRON INC 816,903 11,503,152 19,287,080 TF FINANCIAL CORP 300 6,453 6,554 TFS FINANCIAL CORP 107,161 1,239,724 1,037,318 THE9 LTD ADR 7,700 49,806 42,735 THERAGENICS CORP 219,200 734,873 385,792 THERAVANCE INC 87,520 1,276,454 1,943,819 THERMO FISHER SCIENTIFIC INC 1,135,041 33,132,104 73,085,290 THERMOGENESIS CORP 49,574 805,642 99,644 THESTREET.COM INC 127,002 449,225 389,896 THL CREDIT INC 162 1,940 2,106 THOMAS + BETTS CORP 248,055 8,427,602 13,357,762 THOMAS GROUP INC 8,640 64,288 2,592 THOMAS PROPERTIES GROUP 120,220 446,702 385,906 THOMPSON CREEK METALS CO INC 56,020 643,288 559,080 THOR INDUSTRIES INC 126,689 3,310,563 3,653,711 THORATEC CORP 166,498 3,966,836 5,464,464 THQ INC 236,100 1,181,430 854,682 THRESHOLD PHARMACEUTICALS 52,400 60,574 87,508 TIB FINANCIAL CORP 6,117 91,755 81,968 TIBCO SOFTWARE INC 535,527 15,724,428 15,540,994 TIDELANDS BANCSHARES INC 18,100 210,064 3,258 TIDEWATER INC 154,646 4,629,189 8,321,501 TIER TECHNOLOGIES INC 25,000 256,500 125,000 TIERONE CORP 77,845 125,330 623 TIFFANY + CO 394,705 13,870,691 30,992,237 TIGERLOGIC CORP 27,520 117,250 113,933 TII NETWORK TECHNOLOGIES INC 119,700 214,591 288,477 TIM PARTICIPACOES SA ADR 179,167 4,608,406 8,816,808 TIMBERLAND BANCORP INC 42,400 470,744 250,584 TIMBERLAND CO CLASS A 26,030 734,774 1,118,509 TIMBERLINE RESOURCES CORP 94,000 96,679 70,500 TIME WARNER CABLE 963,574 34,297,644 75,197,315 TIME WARNER INC 4,063,569 97,044,279 147,792,005 TIMELESS INVESTMENT VENTURES 1,302,347 1,302,347 - TIMKEN CO 302,188 8,519,324 15,230,275 TITAN INTERNATIONAL INC 122,342 2,831,656 2,968,017 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value TITAN MACHINERY INC 90,332 1,782,990 2,599,755 TITAN PHARMACEUTICALS INC 13,900 16,783 25,298 TITANIUM METALS CORP 263,703 3,654,526 4,831,039 TIVO INC 207,140 1,670,749 2,131,471 TIX CORP 25,800 63,362 45,666 TJX COMPANIES INC 1,165,370 20,935,066 61,216,886 TMK GDR REG S 346,259 6,827,209 6,457,740 TNS INC 137,069 2,895,456 2,275,345 TOFUTTI BRANDS INC 3,700 11,101 8,547 TOLL BROTHERS INC 416,082 4,021,819 8,629,541 TOMPKINS FINANCIAL CORP 15,797 497,806 619,874 TONGXIN INTERNATIONAL LTD 40,200 163,819 41,808 TOOTSIE ROLL INDS 4,289 99,020 125,496 TOP SHIPS INC 8,170 75,246 26,553 TOR MINERALS INTERNATIONAL 1,220 18,524 21,606 TORCHMARK CORP 460,626 20,390,271 29,544,552 TOREADOR RESOURCES CORP 144,500 1,036,455 536,095 TORNIER NV 6,115 163,098 164,799 TORO CO 84,106 4,527,227 5,088,413 TORONTO DOMINION BANK 1,800 107,442 152,820 TOTAL SA SPON ADR 195,879 10,908,842 11,329,641 TOTAL SYSTEM SERVICES INC 679,215 10,884,246 12,619,815 TOWER AUTOMOTIVE INC 270,300 11,893 - TOWER BANCORP INC 759 15,442 20,797 TOWER GROUP INC 172,757 4,127,519 4,115,072 TOWER INTERNATIONAL INC 79,200 1,102,259 1,401,048 TOWERS WATSON + CO CL A 56,878 2,990,849 3,737,453 TOWERSTREAM CORP 91,700 285,649 457,583 TOWN SPORTS INTERNATIONAL 59,800 430,754 455,078 TOWNE BANK 40,000 649,648 535,200 TPC GROUP INC 51,380 1,269,959 2,015,124 TRACK DATA CORP 453 326,554 41,495 TRACTOR SUPPLY COMPANY 196,048 3,362,526 13,111,690 TRAILER BRIDGE INC 24,100 111,738 43,380 TRANS ENERGY INC 4,800 19,212 11,520 TRANS LUX CORP 170 396 27 TRANS WORLD ENTERTAINMENT CP 14,193 51,062 28,954 TRANSACT TECHNOLOGIES INC 34,652 456,937 405,428 TRANSATLANTIC HOLDINGS INC 209,395 7,609,767 10,262,449 TRANSATLANTIC PETROLEUM LTD 584,000 1,841,992 992,800 TRANSCAT INC 17,704 49,064 188,725 TRANSCEND SERVICES INC 25,867 368,413 760,231 TRANSCEPT PHARMACEUTICALS IN 2,580 31,035 28,251 TRANSCONTINENTAL REALTY INV 100 1,173 219 TRANSDIGM GROUP INC 64,789 2,589,761 5,908,109 TRANSGENOMIC INC 6,500 4,233 11,375 TRANSMONTAIGNE PARTNERS LP 34,720 1,113,723 1,212,075 TRANSWITCH CORP 24,403 758,822 75,405 TRAVELCENTERS OF AMERICA LLC 84,000 362,760 457,800 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value TRAVELERS COS INC/THE 1,222,855 40,602,128 71,390,275 TRAVELZOO INC 23,448 932,788 1,515,679 TRC COS INC 30,339 488,659 189,619 TREDEGAR CORP 36,482 665,076 669,445 TREE.COM INC 5,846 33,810 29,932 TREEHOUSE FOODS INC 160,343 7,324,165 8,756,331 TREX COMPANY INC 85,691 1,449,173 2,097,716 TRI TECH HOLDING INC 1,200 10,962 9,636 TRI VALLEY CORP 29,040 172,744 17,424 TRIAD GUARANTY INC 14,600 99,067 2,519 TRIANGLE PETROLEUM CORP 132,738 907,041 857,487 TRICO BANCSHARES 21,255 405,659 310,323 TRICO MARINE SERVICES INC 35,323 448,500 3,709 TRIDENT MICROSYSTEMS INC 109,400 160,059 75,486 TRIMAS CORP 51,439 859,576 1,273,115 TRIMBLE NAVIGATION LTD 364,995 9,148,575 14,468,402 TRIMERIS INC 229,022 2,406,192 565,684 TRINA SOLAR LTD SPON ADR 169,610 4,050,742 3,802,656 TRINITY BIOTECH PLC SPON ADR 29,300 270,921 291,242 TRINITY INDUSTRIES INC 254,089 4,287,239 8,862,624 TRIO TECH INTERNATIONAL 2,400 10,336 7,896 TRIPLE S MANAGEMENT CORP B 49,200 801,696 1,069,116 TRIQUINT SEMICONDUCTOR INC 394,743 5,106,127 4,022,431 TRIUMPH GROUP INC 92,104 4,925,300 9,171,716 TRUE RELIGION APPAREL INC 73,896 1,818,125 2,148,896 TRUEBLUE INC 194,685 3,060,909 2,819,039 TRUSTCO BANK CORP NY 54,637 362,793 267,721 TRUSTMARK CORP 88,230 1,986,885 2,065,464 TRW AUTOMOTIVE HOLDINGS CORP 360,871 7,959,967 21,302,215 TRX INC 94,100 835,413 61,165 TSAKOS ENERGY NAVIGATION LTD 35,780 440,757 357,800 TSR INC 5,250 73,483 24,780 TTM TECHNOLOGIES 139,917 2,013,497 2,241,470 TUCOWS INC WHEN DISTRIBUTED 22,800 19,849 17,403 TUESDAY MORNING CORP 138,008 630,244 641,737 TUFCO TECHNOLOGIES INC 7,700 49,026 31,339 TUPPERWARE BRANDS CORP 176,983 6,051,549 11,937,503 TURKCELL ILETISIM HIZMET ADR 65,803 1,115,787 891,631 TUTOR PERINI CORP 132,887 3,143,496 2,548,773 TVI CORP NEW 250,800 1,028 1,028 TW TELECOM INC 388,519 6,088,396 7,976,295 TWIN DISC INC 43,718 1,031,913 1,688,826 TWO HARBORS INVESTMENT CORP 43,007 439,567 462,325 TYCO INTERNATIONAL LTD 1,391,966 52,356,087 68,804,879 TYLER TECHNOLOGIES INC 145,646 1,660,003 3,900,400 TYSON FOODS INC CL A 1,209,621 18,258,084 23,490,840 U S ENERGY CORP WYOMING 64,960 341,040 277,379 U S GOLD CORP 189,440 541,410 1,142,323 U STORE IT TRUST 187,676 2,149,917 1,974,352 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value U.S. GLOBAL INVESTORS INC A 44,100 667,890 317,520 U.S. PHYSICAL THERAPY INC 56,383 753,325 1,394,352 UBS OCONNOR GLOBAL 45,000,000 45,000,000 48,822,120 UDR INC 354,087 8,263,047 8,692,836 UFP TECHNOLOGIES INC 67,544 558,305 1,277,932 UGI CORP 374,929 9,731,113 11,956,486 UIL HOLDINGS CORP 9,248 245,535 299,173 ULTA SALON COSMETICS + FRAGR 166,591 3,637,123 10,758,447 ULTIMATE SOFTWARE GROUP INC 168,998 4,777,424 9,198,561 ULTRA CLEAN HOLDINGS 113,500 1,156,432 1,030,580 ULTRA PETROLEUM CORP 336,940 13,418,889 15,431,852 ULTRAPAR PARTICPAC SPON ADR 24,000 253,538 435,120 ULTRAPETROL (BAHAMAS) LTD 30,700 163,444 151,658 ULTRATECH INC 188,365 3,063,678 5,722,529 UMB FINANCIAL CORP 51,215 2,365,794 2,144,884 UMH PROPERTIES INC 2,245 25,573 24,022 UMPQUA HOLDINGS CORP 311,327 5,106,351 3,602,053 UNDER ARMOUR INC CLASS A 90,294 3,779,336 6,980,629 UNICO AMERICAN CORP 13,800 68,075 136,758 UNIFI INC 98,331 592,894 1,356,968 UNIFIRST CORP/MA 6,600 258,059 370,854 UNIGENE LABORATORIES INC 191,700 389,126 203,202 UNION BANKSHARES INC /VT 400 8,000 7,800 UNION DRILLING INC 57,400 640,263 590,646 UNION FIRST MARKET BANKSHARE 13,600 186,070 165,648 UNION PACIFIC CORP 1,483,566 51,012,988 154,884,290 UNIONTOWN ENERGY INC 273,000 474,802 155,610 UNISOURCE ENERGY CORP CO 129,976 2,639,776 4,852,004 UNISYS CORP 120,050 9,215,289 3,085,285 UNIT CORP 156,168 8,212,598 9,515,316 UNITED AMERICAN HEALTHCARE 35,800 71,385 5,370 UNITED BANCORP INC/OHIO 14,229 161,069 125,642 UNITED BANKSHARES INC 66,600 1,791,136 1,630,368 UNITED CAPITAL CORP 18,690 463,461 559,766 UNITED COMMUNITY BANCORP 18,869 235,474 117,931 UNITED COMMUNITY BANKS/GA 128,467 1,455,787 1,356,612 UNITED COMMUNITY FINANCIAL 38,975 61,458 49,498 UNITED CONTINENTAL HOLDINGS 966,117 26,107,879 21,863,228 UNITED FINANCIAL BANCORP INC 34,335 465,066 529,789 UNITED FIRE + CASUALTY CO 75,442 1,907,399 1,310,428 UNITED GUARDIAN INC 14,450 123,976 213,860 UNITED NATURAL FOODS INC 80,362 2,161,723 3,429,047 UNITED ONLINE INC 320,135 4,285,505 1,930,414 UNITED PARCEL SERVICE CL B 2,008,626 127,841,257 146,489,094 UNITED RENTALS INC 192,120 2,855,870 4,879,848 UNITED SECURITY BANCSHARE/CA 60,023 288,416 186,672 UNITED SECURITY BANCSHARES 8,800 130,768 42,152 UNITED STATES ANTIMONY CORP 73,700 244,400 280,060 UNITED STATES LIME + MINERAL 6,550 275,449 268,616 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value UNITED STATES STEEL CORP 339,160 8,770,960 15,614,926 UNITED STATIONERS INC 156,440 4,724,043 5,542,669 UNITED TECHNOLOGIES CORP 2,766,675 95,157,530 244,878,404 UNITED THERAPEUTICS CORP 149,276 5,495,218 8,225,108 UNITED WESTERN BANCORP INC 53,600 794,586 2,198 UNITEDHEALTH GROUP INC 3,698,496 75,320,349 190,768,424 UNITEK GLOBAL SERVICES INC 35,550 325,178 281,201 UNITIL CORP 19,875 417,125 522,713 UNITRIN INC 183,255 4,338,010 5,437,176 UNITY BANCORP INC 27,224 258,936 184,851 UNIVERSAL AMERICAN CORP 246,230 2,243,611 2,696,219 UNIVERSAL CORP/VA 12,222 461,258 460,403 UNIVERSAL DISPLAY CORP 123,312 5,347,183 4,327,018 UNIVERSAL ELECTRONICS INC 68,053 1,385,596 1,719,019 UNIVERSAL FOREST PRODUCTS 30,400 991,381 728,384 UNIVERSAL HEALTH RLTY INCOME 23,491 892,938 939,170 UNIVERSAL HEALTH SERVICES B 370,456 12,166,957 19,089,598 UNIVERSAL INSURANCE HOLDINGS 118,613 676,584 553,923 UNIVERSAL SECURITY INSTRUMNT 1,966 10,557 13,624 UNIVERSAL STAINLESS + ALLOY 25,789 847,326 1,205,894 UNIVERSAL TECHNICAL INSTITUT 98,451 2,582,180 1,946,376 UNIVERSAL TRUCKLOAD SERVICES 25,681 418,965 439,916 UNIVEST CORP OF PENNSYLVANIA 27,286 569,325 426,480 UNUM GROUP 989,530 18,087,443 25,213,224 UQM TECHNOLOGIES INC 167,231 504,363 376,270 URALKALI SPON GDR REG S 37,203 1,176,148 1,674,135 URALKALI SPON GDR REG S 746,398 20,096,310 33,587,893 URANERZ ENERGY CORP 178,000 751,818 537,560 URANIUM ENERGY CORP 362,457 1,828,391 1,109,118 URANIUM RESOURCES INC 298,855 874,517 499,088 URBAN OUTFITTERS INC 390,668 9,123,669 10,997,304 UROLOGIX INC 84,400 351,987 80,180 UROPLASTY INC 75,667 367,797 567,503 URS CORP 354,729 13,992,085 15,870,575 URSTADT BIDDLE CLASS A 75,225 1,386,303 1,362,325 URSTADT BIDDLE PROPERTIES 600 10,050 10,110 US AIRWAYS GROUP INC 490,114 6,323,061 4,366,916 US AUTO PARTS NETWORK INC 29,200 236,515 223,672 US BANCORP 5,169,473 74,647,349 131,873,256 US CELLULAR CORP 75,155 3,296,629 3,639,005 US DOLLAR 649,137 649,137 649,137 US ECOLOGY INC 82,988 2,067,831 1,419,095 US GEOTHERMAL INC 191,735 184,179 134,215 US HOME SYSTEMS INC 74,099 426,802 371,977 USA MOBILITY INC 70,995 844,123 1,083,384 USA TRUCK INC 43,843 596,539 495,426 USANA HEALTH SCIENCES INC 11,729 450,537 366,883 USD CALL CAD PUT 110,000,000 1,296,900 847,000 USD CALL CHF PUT 60,000,000 733,500 6,000 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value USD CALL CHF PUT 46,000,000 634,340 634,800 USD CASH COLLATERAL 1,347,466 1,347,466 1,347,466 USEC INC 337,710 1,950,288 1,127,951 UTAH MEDICAL PRODUCTS INC 16,250 402,369 426,725 UTI WORLDWIDE INC 276,242 8,085,427 5,439,205 UTSTARCOM HOLDINGS CORP 481,900 1,086,331 751,764 VAALCO ENERGY INC 223,227 1,603,235 1,343,827 VAIL RESORTS INC 56,809 1,638,268 2,625,712 VALASSIS COMMUNICATIONS INC 181,370 3,835,567 5,495,511 VALE SA SP ADR 2,372,775 49,305,086 75,810,156 VALE SA SP PREF ADR 2,985,447 67,718,783 86,458,545 VALEANT PHARMACEUTICALS INTE 94,031 2,059,401 4,885,851 VALENCE TECHNOLOGY INC 292,053 251,166 344,623 VALERO ENERGY CORP 2,285,560 48,205,825 58,441,769 VALHI INC 45,579 703,563 2,263,909 VALIDUS HOLDINGS LTD 294,390 8,230,026 9,111,371 VALLEY NATIONAL BANCORP 412,856 6,286,056 5,618,970 VALMONT INDUSTRIES 49,811 4,162,078 4,801,282 VALPEY FISHER CORP 9,700 28,333 26,966 VALSPAR CORP 147,715 2,610,736 5,326,603 VALUE LINE INC 2,188 32,392 29,341 VALUECLICK INC 294,783 3,628,649 4,893,398 VALUEVISION MEDIA INC A 203,918 1,176,372 1,559,973 VANCEINFO TECHNOLOGIES ADR 56,980 1,518,890 1,316,808 VANDA PHARMACEUTICALS INC 87,617 864,216 625,585 VANGUARD HEALTH SYSTEMS INC 150,000 2,700,000 2,575,500 VANGUARD NAT RES LLC 8,400 273,657 236,208 VANTAGE DRILLING CO 876,100 1,236,214 1,594,502 VARIAN MEDICAL SYSTEMS INC 313,628 10,327,963 21,960,233 VARIAN SEMICONDUCTOR EQUIP 201,288 4,255,344 12,367,135 VASCO DATA SECURITY INTL 154,410 1,879,807 1,922,405 VASCULAR SOLUTIONS INC 37,989 458,323 471,064 VAUGHAN FOODS INC 2,900 2,647 1,146 VCA ANTECH INC 234,783 2,205,018 4,977,400 VECTREN CORPORATION 158,660 3,863,013 4,420,268 VEECO INSTRUMENTS INC 109,257 3,574,455 5,289,131 VELOCITY PORTFOLIO GROUP INC 20 505 20 VELTI PLC 108,807 1,732,390 1,839,926 VENOCO INC 68,551 962,674 873,340 VENTAS INC 375,526 17,163,569 19,793,975 VERA BRADLEY INC 45,280 1,615,789 1,729,696 VERENIUM CORP 49,907 271,611 89,334 VERIFONE SYSTEMS INC 289,509 10,507,099 12,839,724 VERIGY LTD 26,774 323,656 400,807 VERINT SYSTEMS INC 11,820 302,917 437,813 VERISIGN INC 439,176 30,055,692 14,694,829 VERISK ANALYTICS INC CLASS A 328,755 10,243,656 11,381,498 VERIZON COMMUNICATIONS INC 8,210,117 185,585,984 305,662,656 VERSANT CORP 20,000 169,437 250,400 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value VERSAR INC 51,000 137,786 160,140 VERSO PAPER CORP 102,251 361,919 274,033 VERTEX PHARMACEUTICALS INC 461,650 15,381,361 24,001,184 VERTIS HLDGS INC 13,351 173,563 173,563 VERTRO INC 27,439 266,885 61,738 VESTIN RLTY MTG II INC 46,435 239,424 64,545 VF CORP 280,118 15,143,077 30,409,610 VIA PHARMACEUTICALS INC 81 1,269 5 VIACOM INC CLASS A 8,287 480,000 476,337 VIACOM INC CLASS B 1,766,203 52,942,687 90,076,353 VIAD CORP 39,744 591,431 885,894 VIASAT INC 84,894 1,942,906 3,673,363 VIASYSTEMS GROUP INC 8,141 162,820 183,091 VICAL INC 156,900 319,292 646,428 VICON INDUSTRIES INC 16,000 66,644 62,400 VICOR CORP 42,461 737,675 686,594 VIDEO DISPLAY CORP 30,980 171,114 118,653 VIEWPOINT FINANCIAL GROUP 2,928 31,389 40,406 VILLAGE SUPER MARKET CLASS A 16,367 453,258 453,530 VIMPELCOM LTD SPON ADR 1,015,020 14,799,350 12,951,655 VIRCO MFG CORPORATION 49,276 317,393 137,973 VIRGIN MEDIA INC 794,248 16,748,546 23,771,843 VIRGINIA COMMERCE BANCORP 119,221 641,368 704,596 VIRNETX HOLDING CORP 62,900 1,151,135 1,820,326 VIROPHARMA INC 323,813 4,703,140 5,990,541 VIRTUALSCOPICS INC 25,400 35,417 47,498 VIRTUS INVESTMENT PARTNERS 53,394 2,116,019 3,241,016 VIRTUSA CORP 15,000 155,846 284,250 VISA INC CLASS A SHARES 1,406,073 82,111,892 118,475,711 VISHAY INTERTECHNOLOGY INC 782,390 8,497,320 11,767,146 VISHAY PRECISION GROUP 109 1,258 1,840 VISION BLUE DIAMOND 249,313,638 252,374,191 270,848,103 VISION SCIENCES INC 39,540 208,506 102,013 VIST FINANCIAL CORP 33,680 636,666 236,097 VISTA GOLD CORP 327,537 1,570,020 926,930 VISTAPRINT NV 76,005 2,895,932 3,636,839 VISTEON CORP 80,379 4,954,335 5,498,727 VITACOST.COM INC 50,600 6,175 - VITAMIN SHOPPE INC 71,796 2,553,610 3,285,385 VIVUS INC 119,500 938,326 972,730 VMWARE INC CLASS A 430,270 30,227,324 43,125,962 VOCUS INC 10,400 173,793 318,344 VODAFONE GROUP PLC SP ADR 2,123,881 53,811,431 56,750,100 VOLCANO CORP 101,054 2,512,589 3,263,034 VOLT INFO SCIENCES INC 20,700 167,256 202,860 VOLTERRA SEMICONDUCTOR CORP 37,168 410,876 916,563 VONAGE HOLDINGS CORP 655,923 1,767,999 2,892,620 VORNADO REALTY TRUST 470,356 38,046,282 43,827,772 VOYAGER OIL + GAS INC 97,400 375,653 289,278 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value VSE CORP 22,000 740,241 547,800 VTB BANK OJSC GDR REG S 553,475 3,249,979 3,412,173 VTB BANK OJSC GDR REG S 3,150,371 14,690,700 19,422,039 VULCAN MATERIALS CO 252,652 10,501,508 9,734,682 W.P. CAREY + CO. LLC 14,640 464,686 592,481 W+T OFFSHORE INC 56,336 1,254,235 1,471,496 WABASH NATIONAL CORP 210,997 2,146,072 1,977,042 WABCO HOLDINGS INC 204,369 5,822,434 14,113,723 WABTEC CORP 113,312 4,585,149 7,446,865 WACCAMAW BANKSHARES INC 4,300 4,773 3,655 WADDELL + REED FINANCIAL A 399,039 11,726,001 14,505,068 WAL MART STORES INC 7,200,609 175,974,203 382,640,362 WALGREEN CO 2,761,126 46,680,201 117,237,410 WALT DISNEY CO/THE 5,224,453 79,057,045 203,962,645 WALTER ENERGY INC 237,100 12,236,087 27,456,180 WALTER INVESTMENT MANAGEMENT 61,236 860,590 1,358,827 WARNACO GROUP INC/THE 124,736 3,122,046 6,517,456 WARNER CHILCOTT PLC CLASS A 178,542 4,071,484 4,308,218 WARNER MUSIC GROUP CORP 224,170 2,278,473 1,842,677 WARREN RESOURCES INC 329,358 1,034,159 1,254,854 WARWICK VALLEY TELEPHONE CO 7,700 116,297 111,188 WASHINGTON BANKING CO 104,141 1,374,769 1,376,744 WASHINGTON FEDERAL INC 322,455 4,421,262 5,297,936 WASHINGTON POST CLASS B 7,560 2,982,617 3,167,262 WASHINGTON REIT 149,488 5,110,667 4,861,350 WASHINGTON TRUST BANCORP 35,305 659,187 810,956 WASTE CONNECTIONS INC 351,258 8,211,485 11,145,416 WASTE MANAGEMENT INC 1,537,119 40,193,146 57,288,425 WATERS CORP 331,632 11,354,873 31,750,448 WATERSTONE FINANCIAL INC 30,988 80,520 69,723 WATSCO INC 79,631 4,097,813 5,414,112 WATSON PHARMACEUTICALS INC 290,631 5,864,882 19,975,069 WATTS WATER TECHNOLOGIES A 81,978 2,718,308 2,902,841 WAUSAU PAPER CORP 259,440 2,868,264 1,748,626 WAVE SYSTEMS CORP CLASS A 223,800 768,311 631,116 WAYNE SAVINGS BANCSHARES INC 10,466 115,794 88,699 WAYSIDE TECHNOLOGY GROUP INC 13,590 144,253 184,280 WCA WASTE CORP 61,600 495,282 354,816 WD 40 CO 68,130 1,233,044 2,659,795 WEATHERFORD INTL LTD 1,763,108 29,006,304 33,058,275 WEB.COM GROUP INC 205,541 1,819,693 2,532,265 WEBMD HEALTH CORP 2,467,973 122,630,853 112,490,209 WEBMD HEALTH CORP 587,500 517,793 528,750 WEBMD HEALTH CORP 06/21/2584 $ 615,250 $ 775,000 WEBMD HEALTH CORP 625,000 567,875 656,250 WEBMEDIABRANDS INC 93,400 601,496 125,156 WEBSENSE INC 131,650 1,900,966 3,418,951 WEBSTER FINANCIAL CORP 194,581 3,095,079 4,090,093 WEIGHT WATCHERS INTL INC 171,061 7,112,321 12,909,974 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value WEINGARTEN REALTY INVESTORS 249,977 7,582,474 6,289,421 WEIS MARKETS INC 7,900 293,257 321,767 WELLCARE HEALTH PLANS INC 52,159 2,008,573 2,681,494 WELLMAN INC 312,400 156 156 WELLPOINT INC 1,199,607 54,543,001 94,493,043 WELLS FARGO + CO 15,193,322 329,097,525 426,324,615 WELLS GARDNER ELECTRONICS 47,799 119,082 83,648 WENDY S CO/THE 1,115,499 3,599,361 5,655,580 WERNER ENTERPRISES INC 156,108 1,763,405 3,910,505 WESBANCO INC 25,759 559,011 506,422 WESCO INTERNATIONAL INC 184,084 6,377,199 9,957,104 WEST BANCORPORATION 45,320 311,363 399,269 WEST COAST BANCORP/OREGON 35,914 485,015 601,919 WEST MARINE INC 52,357 546,398 542,942 WEST PHARMACEUTICAL SERVICES 5,000 212,054 218,800 WESTAMERICA BANCORPORATION 77,088 3,782,085 3,796,584 WESTAR ENERGY INC 371,118 8,635,499 9,986,785 WESTELL TECHNOLOGIES INC A 153,920 437,642 549,494 WESTERN ALLIANCE BANCORP 119,610 1,463,769 849,231 WESTERN DIGITAL CORP 658,426 11,785,001 23,953,538 WESTERN GAS PARTNERS LP 77,996 1,951,804 2,771,978 WESTERN LIBERTY BANCORP 1,900 14,184 6,033 WESTERN REFINING INC 265,365 3,081,228 4,795,146 WESTERN UNION CO 1,777,452 16,175,045 35,602,364 WESTFIELD FINANCIAL INC 40,026 373,630 325,011 WESTINGHOUSE SOLAR INC 23,500 92,565 34,310 WESTLAKE CHEMICAL CORP 32,245 1,600,452 1,673,516 WESTMORELAND COAL CO 34,900 692,510 619,475 WESTPORT INNOVATIONS INC 39,600 921,085 951,192 WESTWOOD HOLDINGS GROUP INC 21,124 595,005 804,824 WESTWOOD ONE INC 21,445 156,665 110,656 WET SEAL INC/THE CLASS A 485,602 1,582,177 2,170,641 WEYCO GROUP INC 3,850 114,416 94,710 WEYERHAEUSER CO 1,639,843 37,498,076 35,846,968 WGL HOLDINGS INC 78,540 2,814,910 3,023,005 WHIRLPOOL CORP 197,832 9,240,272 16,087,698 WHITE MOUNTAINS INSURANCE GP 24,148 9,425,951 10,146,024 WHITE RIVER CAPITAL INC 2,000 30,339 38,500 WHITING PETROLEUM CORP 429,689 17,121,721 24,453,601 WHITING USA TRUST I 71,627 1,464,343 1,216,943 WHOLE FOODS MARKET INC 447,023 12,448,845 28,363,609 WIDEPOINT CORP 1,500 1,128 1,260 WILEY (JOHN) + SONS CL B 4,400 192,830 223,102 WILEY (JOHN) + SONS CLASS A 129,649 5,202,877 6,743,044 WILLAMETTE VALLEY VINEYARDS 4,600 21,574 14,214 WILLBROS GROUP INC 53,000 653,983 452,620 WILLDAN GROUP INC 12,100 19,094 47,311 WILLIAMS CONTROLS INC 17,542 199,384 201,733 WILLIAMS COS INC 1,876,154 32,909,029 56,753,659 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value WILLIAMS PARTNERS LP 609,210 28,790,238 33,006,998 WILLIAMS SONOMA INC 279,519 6,703,005 10,199,648 WILLIS GROUP HOLDINGS PLC 442,892 14,822,037 18,207,290 WILLIS LEASE FINANCE CORP 25,500 176,691 339,915 WILSHIRE BANCORP INC 18,184 181,530 53,461 WINDSTREAM CORP 1,225,391 8,112,978 15,881,067 WINLAND ELECTRONICS INC 5,800 4,167 3,595 WINLAND OCEAN SHIPPING CORP 1,537 1,737 784 WINMARK CORP 14,600 498,102 632,618 WINN DIXIE STORES INC 583,672 5,511,500 4,932,028 WINNEBAGO INDUSTRIES 133,400 1,536,723 1,288,644 WINTHROP REALTY TRUST 62,935 665,418 751,444 WINTRUST FINANCIAL CORP 93,903 2,838,212 3,021,799 WIRELESS RONIN TECHNOLOGIES 4,300 5,999 4,945 WIRELESS TELECOM GROUP INC 67,592 178,420 56,101 WISCONSIN ENERGY CORP 820,762 14,079,008 25,730,889 WMS INDUSTRIES INC 134,074 4,077,909 4,118,753 WOLVERINE WORLD WIDE INC 115,590 1,863,139 4,825,883 WONDER AUTO TECHNOLOGY INC 81,700 662,436 442,814 WOODWARD INC 176,890 5,911,276 6,166,385 WORLD ACCEPTANCE CORP 53,009 2,101,863 3,475,800 WORLD FUEL SERVICES CORP 200,896 4,129,118 7,218,193 WORLD HEART CORP 11,700 37,559 11,700 WORLD WRESTLING ENTERTAIN A 126,699 1,458,518 1,207,441 WORLDGATE COMMUNICATIONS INC 601,200 144,288 26,453 WORTHINGTON INDUSTRIES 245,286 3,587,520 5,666,107 WR BERKLEY CORP 415,437 8,922,839 13,476,776 WR GRACE + CO 142,897 2,302,697 6,520,390 WRIGHT EXPRESS CORP 84,870 3,085,151 4,419,181 WRIGHT MEDICAL GROUP INC 95,842 2,707,498 1,437,630 WSB HOLDINGS INC 40,700 250,115 121,286 WSFS FINANCIAL CORP 4,055 155,653 160,781 WSI INDUSTRIES INC 6,500 31,002 39,585 WSP HOLDINGS LTD ADR 17,900 19,033 16,110 WUXI PHARMATECH INC ADR 161,540 2,692,125 2,836,642 WVS FINANCIAL CORP 2,594 43,453 23,982 WW GRAINGER INC 184,247 8,379,109 28,309,552 WYNDHAM WORLDWIDE CORP 627,409 13,000,589 21,112,313 WYNN RESORTS LTD 227,806 18,854,963 32,699,273 X 5 RETAIL GROUP NV REGS GDR 14,717 538,007 575,435 X 5 RETAIL GROUP NV REGS GDR 710,994 19,072,356 27,799,865 X RITE INC 39,071 146,427 194,183 XATA CORP 7,200 27,100 13,680 XCEL ENERGY INC 1,338,669 25,170,154 32,529,657 XENITH BANKSHARES INC 300 1,703 1,230 XENONICS HOLDINGS INC 28,000 80,585 12,600 XENOPORT INC 5,000 62,668 35,600 XERIUM TECHNOLOGIES INC 22,672 585,374 420,566 XEROX CORP 3,775,114 37,710,533 39,298,937 CalPERS 2010-2011 Annual Investment Report Domestic Equity and Options

Security Name Shares Book Value Market Value XILINX INC 925,478 21,392,956 33,752,183 XL GROUP PLC 1,068,403 25,037,827 23,483,498 XO GROUP INC 102,104 2,025,320 1,015,935 XO HOLDINGS INC 11,702 7,870 8,308 XOMA LTD 67,307 543,322 158,171 XUEDA EDUCATION GR SPON ADR 78,100 798,061 624,800 XYRATEX LTD 29,163 278,000 299,212 YADKIN VALLEY FINANCIAL CORP 29,417 119,727 61,482 YAHOO INC 3,417,125 111,570,360 51,393,560 YANDEX NV A 1,900 74,392 67,469 YANZHOU COAL MINING SP ADR 28,900 349,230 1,112,361 YINGLI GREEN ENERGY HOLD ADR 108,280 1,228,450 997,259 YONGYE INTERNATIONAL INC 211,316 1,384,401 1,109,409 YORK WATER CO 13,594 193,868 224,981 YOUKU.COM INC SPON ADR 55,680 2,754,835 1,912,608 YOUNG INNOVATIONS INC 12,107 279,799 345,292 YRC WORLDWIDE INC 1,228,078 5,689,796 1,387,728 YUHE INTERNATIONAL INC 31,200 265,077 37,752 YUM BRANDS INC 1,373,572 18,815,214 75,876,117 Z TRIM HOLDINGS 2,123 17,482 2,123 ZAGG INC 87,900 885,289 1,177,860 ZALE CORP 238,670 657,835 1,336,552 ZALICUS INC 199,100 587,757 473,858 ZANETT INC 4,975 27,021 3,483 ZAP 94,700 60,518 42,615 ZBB ENERGY CORP 38,700 39,681 35,565 ZEBRA TECHNOLOGIES CORP CL A 218,892 5,706,246 9,230,676 ZEP INC 46,965 519,654 887,639 ZHEJIANG SOUTHEAST ELEC B 1,502,005 808,766 779,541 ZHONE TECHNOLOGIES INC 40,822 306,346 96,748 ZHONGPIN INC 222,394 2,914,898 2,330,689 ZIMMER HOLDINGS INC 509,440 13,455,848 32,196,608 ZION OIL + GAS INC 92,624 471,126 551,113 ZIONS BANCORPORATION 614,822 11,501,495 14,761,876 ZIOPHARM ONCOLOGY INC 46,100 172,149 282,132 ZIPCAR INC 32,206 776,283 657,324 ZIPREALTY INC 77,100 659,962 177,330 ZIX CORP 196,860 804,921 755,942 ZOLL MEDICAL CORP 114,387 3,996,723 6,481,167 ZOLTEK COMPANIES INC 132,305 2,927,769 1,393,172 ZOOM TECHNOLOGIES INC 18,500 26,784 45,510 ZOOM TELEPHONICS INC 18,500 925 6,475 ZORAN CORP 93,594 960,480 786,190 ZST DIGITAL NETWORKS INC 8,900 44,518 22,339 ZUMIEZ INC 46,491 1,133,458 1,160,880 ZYGO CORP 59,378 481,093 784,977 Grand Total $ 37,884,196,907 $ 56,370,924,707 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value APRIL 46,183 $ 1,759,728 $ 1,298,323 361 DEGREES INTERNATIONAL 1,773,000 1,427,910 1,086,870 3I GROUP PLC 2,491,542 13,340,116 11,244,136 5N PLUS INC 12,900 118,148 120,165 77 BANK LTD/THE 711,063 4,103,880 3,081,625 888 HOLDINGS PLC 293,177 584,149 162,385 A P MOLLER MAERSK A/S A 1,640 15,652,133 13,566,296 A P MOLLER MAERSK A/S B 5,937 51,642,268 51,189,609 A2A SPA 4,291,182 12,136,228 6,681,962 AAC TECHNOLOGIES HOLDINGS IN 2,291,203 5,435,566 5,347,245 AALBERTS INDUSTRIES NV 300,636 3,487,281 7,026,334 AAREAL BANK AG 126,985 2,320,587 4,351,418 AARHUSKARLSHAMN AB 86,947 1,507,580 2,528,470 ABACUS PROPERTY GROUP 791,624 1,552,496 1,957,754 ABAN OFFSHORE LTD 59,289 1,397,290 694,986 ABB LTD 27,808 468,500 544,369 ABB LTD REG 6,871,840 120,310,290 177,916,989 ABC MART INC 88,339 2,598,686 3,565,946 ABENGOA SA 145,353 3,457,928 4,405,518 ABERDEEN ASSET MGMT PLC 3,419,140 7,791,566 12,246,542 ABERTIS INFRAESTRUCTURAS SA 954,078 22,698,947 21,309,255 ABILITY ENTERPRISE CO LTD 171,310 238,173 236,179 ABOITIZ POWER CORP 41,900 13,599 30,264 ABSA GROUP LTD 1,430,356 18,762,778 28,444,645 ABU DHABI COMMERCIAL BANK 2,370,300 1,391,320 1,910,179 ACC LTD 95,932 1,620,431 2,039,992 ACCELL GROUP 43,729 1,050,475 1,258,499 ACCIONA SA 79,115 13,765,502 8,395,215 ACCOR SA 3,650,731 176,709,719 163,209,941 ACCORDIA GOLF CO LTD 2,973 2,623,214 2,076,241 ACE DIGITECH CO LTD 49,231 902,971 813,869 ACEA SPA 263,856 3,387,525 2,706,551 ACER INC 6,382,470 11,505,906 11,110,189 ACERINOX SA 620,113 12,921,397 11,310,311 ACHILLES CORP 416,000 648,657 576,919 ACINO HOLDING AG REG 9,048 1,522,485 892,980 ACKERMANS + VAN HAAREN 71,212 5,573,575 6,916,493 ACOM CO LTD 118,417 3,282,041 1,945,758 ACRUX LTD 470,946 1,637,398 1,709,220 ACS ACTIVIDADES CONS Y SERV 651,857 32,225,830 30,734,475 ACTELION LTD REG 346,697 17,851,243 17,050,718 ACTIVE BIOTECH AB 145,626 2,520,389 1,927,048 ADAMUS RESOURCES LTD 1,267,914 904,186 766,947 ADANI ENTERPRISES LTD 470,139 4,822,415 7,519,705 ADANI POWER LTD 556,866 1,420,355 1,370,288 ADARO ENERGY TBK PT 45,526,671 11,268,828 13,006,862 ADCOCK INGRAM HOLDINGS LTD 309,777 1,678,392 2,714,837 ADECCO SA REG 416,789 21,608,648 26,680,404 ADEKA CORP 326,500 3,207,993 3,290,874 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value ADELAIDE BRIGHTON LTD 1,731,523 4,094,742 5,728,143 ADERANS CO LTD 114,000 1,521,815 1,154,681 ADIDAS AG 658,771 37,011,157 52,244,971 ADITYA BIRLA NUVO LTD 71,633 1,395,811 1,444,127 ADMIRAL GROUP PLC 633,808 12,921,289 16,901,459 ADP 73,412 7,018,107 6,904,520 ADVAN CO LTD 38,040 220,742 336,783 ADVANCE RESIDENCE INVESTMENT 405 530,016 844,001 ADVANCED INFO SERVICE FOR RG 7,774,017 22,218,340 26,314,004 ADVANCED SEMICONDUCTOR ENGR 19,205,478 17,350,306 21,061,937 ADVANTAGE OIL + GAS LTD 465,400 3,119,382 3,684,236 ADVANTECH CO LTD 767,217 1,285,436 2,606,936 ADVANTEST CORP 372,296 8,022,642 6,785,789 AECI LTD 235,603 1,661,282 2,933,308 AECON GROUP INC 161,200 1,871,425 1,349,597 AED OIL LTD 431,977 411,200 48,560 AEGIS GROUP PLC 3,435,474 7,432,700 8,824,775 AEGON NV 6,948,837 73,072,209 47,391,691 AEON CO LTD 2,063,665 28,618,821 24,735,363 AEON CREDIT SERVICE CO LTD 244,549 3,163,513 3,324,848 AEON DELIGHT CO LTD 61,300 1,200,271 1,228,884 AEON FANTASY CO LTD 15,500 152,006 201,139 AEON MALL CO LTD 394,975 9,247,758 9,497,784 AER LINGUS 598,525 799,269 642,150 AES TIETE SA 96,577 878,779 1,385,362 AES TIETE SA PREF 288,278 2,862,407 4,664,851 AF AB B SHS 91,982 1,492,885 1,800,267 AFFINE (EX IMMOBAI 5,483 118,715 158,354 AFG ARBONIA FORSTER HOLD REG 51,553 1,134,332 1,882,725 AFREN PLC 2,787,881 4,937,689 7,067,297 AFRICA ISRAEL INV LTD 55,685 625,063 347,447 AFRICA ISRAEL PROPERTIES LTD 18,868 351,707 187,706 AFRICAN BANK INVESTMENTS LTD 3,094,261 12,517,443 15,710,943 AFRICAN BARRICK GOLD PLC 304,215 2,851,820 2,023,454 AFRICAN OXYGEN LTD 369,197 1,036,977 1,070,177 AFRICAN RAINBOW MINERALS LTD 348,214 8,301,673 9,682,612 AGEAS 9,355,975 97,067,908 25,379,648 AGF MANAGEMENT LTD CLASS B 305,102 4,758,147 5,914,888 AGFA GEVAERT NV 1,321,091 7,912,561 5,899,378 AGGREKO PLC 699,291 17,761,797 21,656,431 AGILE PROPERTY HOLDINGS LTD 5,527,493 5,539,418 8,566,948 AGL ENERGY LTD 1,139,465 13,699,119 17,871,689 AGNICO EAGLE MINES LTD 428,363 22,117,783 27,066,189 AGRICULTURAL BANK OF CHINA H 43,470,308 19,394,401 22,904,837 AGRICULTURAL BANK OF GREECE 715,429 2,238,253 1,400,306 AGRIUM INC 411,802 21,607,192 36,136,672 AGUAS ANDINAS SA A 733,966 352,093 396,472 AHLSTROM OYJ 52,845 1,142,731 1,231,240 AI HOLDINGS CORP 120,300 443,173 488,588 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value AIA GROUP LTD 24,832,035 73,198,286 86,164,168 AICA KOGYO CO LTD 148,600 1,434,027 2,022,182 AICHI BANK LTD/THE 15,500 1,206,372 849,276 AICHI CORP 90,100 438,386 448,492 AICHI MACHINE INDUSTRY CO 103,000 324,416 418,326 AICHI STEEL CORP 225,000 884,940 1,529,532 AIDA ENGINEERING LTD 168,300 638,677 787,734 AIFUL CORP 507,450 596,889 722,595 AIMS AMP CAPITAL INDUSTRIAL 6,242,000 975,177 1,118,638 AIN PHARMACIEZ INC 33,700 1,146,880 1,377,043 AIPHONE CO LTD 44,000 711,421 779,099 AIR ARABIA 6,232,124 1,391,834 1,124,938 AIR BERLIN PLC 180,775 926,564 811,713 AIR CHINA LTD H 6,750,392 4,772,835 7,009,564 AIR FRANCE KLM 397,661 8,092,447 6,102,771 AIR LIQUIDE SA 813,641 81,972,980 116,597,298 AIR NEW ZEALAND LTD 2,145,341 3,290,316 1,984,458 AIR WATER INC 430,349 4,886,166 5,152,891 AIRASIA BHD 9,240,223 3,482,912 10,771,845 AIRPORT FACILITIES CO LTD 62,100 333,083 237,604 AIRPORTS OF THAILAND PCL FOR 1,296,877 1,314,165 1,519,531 AISAN INDUSTRY CO LTD 46,700 380,687 489,783 AISIN SEIKI CO LTD 985,395 29,942,282 37,824,735 AIXTRON SE 694,834 17,836,161 23,704,225 AJINOMOTO CO INC 1,874,214 19,230,349 22,116,468 AJISEN CHINA HOLDINGS LTD 1,211,000 860,340 2,521,214 AKBANK T.A.S. 4,633,184 14,912,255 21,397,095 AKCANSA CIMENTO 23,555 81,331 104,431 AKEBONO BRAKE INDUSTRY CO 289,100 1,504,973 1,592,985 AKENERJI ELEKTRIK URETIM AS 7,462 12,494 17,231 AKER ASA A SHARES 82,060 2,259,734 2,194,711 AKER SOLUTIONS ASA 1,176,396 19,059,668 23,679,427 AKFEN HOLDING AS 356,600 2,899,776 2,634,975 AKITA BANK LTD/THE 412,000 1,592,062 1,188,658 AKSIGORTA 229,980 263,973 229,414 AKZO NOBEL 906,073 54,314,991 57,144,578 ALACER GOLD CORP 775,119 4,786,529 6,489,443 ALAMOS GOLD INC 501,070 5,758,900 8,291,460 ALAPIS HOLDING INDUSTRIAL 103,999 4,218,506 72,376 ALARKO HOLDING 32,302 66,884 68,622 ALBARAKA TURK KATILIM BANKAS 72,741 124,897 98,093 ALCATEL LUCENT 5,900,564 46,079,965 34,117,047 ALDAR PROPERTIES PJSC 2,542,889 1,422,732 858,476 ALESCO CORP LTD 266,271 1,014,166 778,240 ALFA LAVAL AB 850,419 11,769,570 18,369,441 ALFA S.A.B. A 936,091 5,861,229 13,929,334 ALFRESA HOLDINGS CORP 136,440 7,327,692 5,271,096 ALGETA ASA 111,917 1,864,539 4,036,183 ALGONQUIN POWER + UTILITIES 37,900 204,071 224,235 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value ALI CORP 74,000 99,002 106,916 ALIBABA.COM LTD 3,745,125 4,363,922 5,968,134 ALIMENTATION COUCHE TARD B 488,280 7,119,167 14,226,954 ALK ABELLO A/S 19,534 1,797,809 1,192,255 ALL AMERICA LATINA LOGISTICA 1,994,259 17,390,399 16,760,835 ALL NIPPON AIRWAYS CO LTD 2,093,686 7,050,482 6,792,293 ALLAHABAD BANK 1,324,561 4,972,189 5,837,224 ALLGREEN PROPERTIES LTD 6,342,089 5,119,761 8,266,000 ALLIANCE FINANCIAL GROUP BHD 2,602,773 1,789,993 2,741,122 ALLIANCE GLOBAL GROUP INC 351,300 28,600 88,686 ALLIANCE RESOURCES LTD 723,785 466,005 147,228 ALLIANZ SE REG 1,317,778 198,792,370 184,046,089 ALLIED PROPERTIES REAL ESTAT 202,708 3,669,430 5,007,312 ALLIED TECHNOLOGIES LTD 114,625 849,874 984,937 ALLOT COMMUNICATIONS LTD 48,704 755,221 861,714 ALLREAL HOLDING AG REG 29,579 3,315,718 4,865,446 ALM. BRAND A/S 197,177 796,794 433,095 ALMA MEDIA CORP 211,496 1,921,509 2,066,735 ALMACENES EXITO SA 366,787 3,603,241 5,068,980 ALMIRALL SA 141,245 1,469,169 1,515,401 ALON HOLDINGS BLUE SQUARE IS 36,800 341,301 297,428 ALONY HETZ PROPERTIES + INV 165,704 462,596 862,489 ALPARGATAS SA PREF 366,900 2,452,984 2,841,728 ALPEN CO LTD 45,900 821,209 744,539 ALPHA BANK AE 1,546,585 31,390,032 7,780,830 ALPHA SYSTEMS INC 17,500 395,588 246,812 ALPINE ELECTRONICS INC 98,900 1,041,304 1,359,324 ALPS ELECTRIC CO LTD 633,302 5,394,735 6,367,520 ALSTOM 967,689 68,250,820 59,655,667 ALSTOM PROJECTS INDIA LTD 20,441 306,514 234,350 ALSTRIA OFFICE REIT AG 311,965 4,063,113 4,703,942 ALTAGAS LTD 234,400 5,053,771 6,254,067 ALTEK CORP 3,749,348 5,068,835 5,436,675 ALTEN 73,733 1,882,452 2,932,849 ALTRAN TECHNOLOGIES SA 304,603 1,453,425 2,463,845 ALTRI SGPS SA 436,095 739,072 923,117 ALUMINA LTD 6,069,682 11,326,665 13,711,200 ALUMINUM CORP OF CHINA LTD H 6,386,474 5,947,652 5,384,131 ALVARION LTD 125,785 529,515 184,842 AMADA CO LTD 979,968 7,899,722 7,474,744 AMADEUS IT HOLDING SA A SHS 27,704 555,470 574,784 AMANO CORP 172,700 1,637,890 1,578,165 AMATA CORP PUBLIC CO LTD FOR 4,318,500 2,235,105 1,883,414 AMBASSADOR HOTEL/THE 16,000 21,677 25,986 AMBUJA CEMENTS LTD 5,316,239 10,232,596 15,876,471 AMCOR LIMITED 3,302,318 15,662,325 25,455,314 AMEC PLC 1,030,178 12,442,303 17,994,429 AMER SPORTS OYJ A SHS 460,788 5,204,029 7,656,117 AMERICA MOVIL SAB DE C SER L 76,952,027 69,947,610 103,614,127 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value AMG ADVANCED METALLURGICAL 58,471 1,014,066 1,095,282 AMIL PARTICIPACOES SA 917,157 6,483,540 10,772,816 AMLIN PLC 3,704,128 21,696,325 24,149,936 AMMB HOLDINGS BHD 5,716,151 6,915,839 12,323,942 AMOREPACIFIC CORP 10,906 6,993,299 12,135,211 AMOREPACIFIC GROUP 19,809 2,494,155 4,026,100 AMOT INVESTMENTS LTD 195,542 560,867 564,759 AMP LTD 7,809,985 44,806,772 40,887,084 AMP NZ OFFICE LTD 2,119,207 1,160,998 1,487,716 AMPELLA MINING LTD 579,167 1,729,599 1,159,505 AMPLIFON SPA 249,514 929,124 1,553,387 AMTEK AUTO LTD 66,103 218,197 240,959 AMTRAN TECHNOLOGY CO LTD 469,487 419,352 400,454 AMVIG HOLDINGS LTD 1,056,000 692,767 814,265 ANADOLU CAM SANAYII AS 40,672 51,975 98,925 ANADOLU EFES BIRACILIK 2,337,407 19,710,672 31,592,412 ANDHRA BANK 2,276,220 2,606,575 6,807,910.38 ANDRITZ AG 129,956 7,028,902 13,377,576.93 ANEKA TAMBANG TBK PT 6,843,239 1,463,174 1,655,848 ANF IMMOBILIER 918 33,471 43,309 ANGANG STEEL CO LTD H 2,336,525 3,468,556 2,552,348 ANGLO AMERICAN PLATINUM LTD 32,520 2,028,013.53 3,012,621 ANGLO AMERICAN PLC 3,633,019 157,817,125 180,082,573 ANGLO AMERICAN PLC 1,882,267 62,937,547 92,974,938 ANGLO PACIFIC GROUP PLC 305,447 1,423,542 1,565,784 ANGLOGOLD ASHANTI LTD 27,727 1,174,901 1,167,732 ANHANGUERA EDUCACIONAL PARTI 218,931 4,653,854 4,655,394 ANHEUSER BUSCH INBEV NV 2,107,395 61,327,390 122,216,205 ANHUI CONCH CEMENT CO LTD H 6,783,499 15,342,498 31,906,962 ANRITSU CORP 272,000 1,111,953 2,360,971 ANSALDO STS SPA 255,045 3,640,293 3,573,892 ANSELL LTD 334,679 3,190,672 5,073,637 ANTA SPORTS PRODUCTS LTD 2,462,706 3,089,577 4,392,914 ANTENA 3 TELEVISION 239,366 1,794,564 1,974,684 ANTOFAGASTA PLC 1,794,418 21,526,141 40,159,049 ANXIN CHINA HOLDINGS LTD 5,488,000 1,435,676 1,255,408 AOC HOLDINGS INC 110,800 1,033,241 787,509 AOKI HOLDINGS INC 69,500 838,264 1,076,579 AOMORI BANK LTD/THE 449,000 1,627,739 1,445,518 AOYAMA TRADING CO LTD 162,535 3,433,578 2,785,399 AOZORA BANK LTD 2,040,693 2,932,845 4,699,962 APA GROUP 1,632,801 4,335,692 7,114,670 APAC RESOURCES LTD 14,680,000 1,217,300 764,067 APERAM 415,111 18,520,028 13,439,266 APN NEWS + MEDIA LIMITED 449,613 638,758 632,983 APOLLO SOLAR ENERGY TECHNOLO 22,916,000 1,602,125 1,001,310 APOLLO TYRES LTD 580,251 967,193 1,008,568 AQUARIUS PLATINUM LTD 1,479,984 7,801,677 7,555,812 AQUILA RESOURCES LTD 370,247 3,392,848 2,842,090 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value ARA ASSET MANAGEMENT LTD 200 1,089,200 1,359,699 1,348,635 ARABTEC HOLDING CO 1,223,986 375,800 426,546 ARAFURA RESOURCES LTD 1,038,303 1,187,867 811,473 ARAKAWA CHEMICAL INDUSTRIES 42,700 469,009 401,833 ARAMEX CO 171,287 86,905 82,076 ARB CORPORATION LTD 205,453 1,618,554 1,665,081 ARC LAND SAKAMOTO CO LTD 43,900 456,955 695,790 ARCA CONTINENTAL SAB DE CV 497,100 1,596,953 3,552,258 ARCADIS NV 156,658 2,940,749 3,831,691 ARCELIK AS 2,239,832 5,189,914 11,447,415 ARCELORMITTAL 3,065,422 146,622,903 106,643,343 ARCELORMITTAL SOUTH AFRICA 125,476 1,636,657 1,462,067 ARCHER LTD 465,911 2,769,060 2,825,624 ARCS CO LTD 59,100 826,391 923,529 ARDENT LEISURE GROUP 901,813 1,116,257 1,230,988 ARENA LEISURE PLC 408,079 196,706 252,233 AREVA 48,418 1,785,401 1,805,162 ARIAKE JAPAN CO LTD 69,700 1,105,065 1,411,088 ARISAWA MFG CO LTD 99,200 632,946 558,891 ARISTOCRAT LEISURE LTD 1,319,522 7,394,120 3,418,685 ARKEMA 184,532 7,244,560 18,992,916 ARM HOLDINGS PLC 4,282,557 29,325,841 40,427,555 ARNEST ONE CORP 37,100 160,612 378,993 ARNOLDO MONDADORI EDITORE 366,914 1,601,937 1,295,879 ARTIS REAL ESTATE INVESTMENT 328,861 4,140,883 4,787,590 ARYZTA AG 284,089 11,258,947 15,199,774 AS ONE CORP 23,200 461,139 482,615 ASAHI CO LTD 37,200 645,162 690,475 ASAHI DIAMOND INDUSTRIAL CO 126,000 887,534 2,731,872 ASAHI GLASS CO LTD 3,611,926 39,415,419 41,861,847 ASAHI GROUP HOLDINGS LTD 957,625 15,867,114 19,150,129 ASAHI HOLDINGS INC 51,300 1,099,949 1,040,483 ASAHI KASEI CORP 3,269,866 19,663,032 21,863,889 ASAHI ORGANIC CHEMICAL INDUS 210,000 581,076 582,467 ASATSU DK INC 83,728 2,180,600 2,181,328 ASCENDAS INDIA TRUST 1,616,204 863,857 1,250,728 ASCENDAS REAL ESTATE INV TRT 8,257,535 11,270,434 13,722,199 ASCIANO LTD 8,323,193 12,078,357 14,613,723 ASCOM HOLDING AG REG 102,045 1,167,572 1,508,860 ASCOPIAVE SPA 198,004 421,898 444,968 ASCOTT RESIDENCE TRUST 2,388,003 1,600,629 2,295,409 ASELSAN ELEKTRONIK SANAYI 9,190 40,013 50,817 ASHMORE GROUP PLC. 802,111 2,764,408 5,130,395 ASHOK LEYLAND LTD 919,756 868,679 1,003,034 ASHTEAD GROUP PLC 1,596,498 2,214,986 4,357,268 ASIA CEMENT CORP 4,622,455 4,037,432 6,598,105 ASIA STANDARD INTL.GROUP 1,733,134 245,796 398,690 ASIAN BAMBOO AG BR 32,724 1,703,105 1,233,566 ASIAN PAINTS LTD 11,012 141,193 778,680 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value ASIAN PROPERTY DEVE FOREIGN 186,420 23,142 29,973 ASIANA AIRLINES 252,930 947,155 2,338,237 ASICS CORP 372,875 3,784,062 5,526,632 ASKA PHARMACEUTICAL CO LTD 65,000 544,039 469,230 ASKUL CORP 35,200 570,992 571,847 ASM INTERNATIONAL NV 273,724 7,695,850 10,796,535 ASM PACIFIC TECHNOLOGY 530,818 3,922,161 7,271,991 ASML HOLDING NV 1,319,666 34,258,069 48,598,227 ASPEN GROUP 1,683,006 713,041 792,803 ASPEN PHARMACARE HOLDINGS LT 571,050 4,219,384 7,075,994 ASSA ABLOY AB B 947,209 16,111,496 25,518,898 ASSECO POLAND SA 52,279 1,155,835 943,776 ASSICURAZIONI GENERALI 4,235,811 131,933,483 89,355,717 ASSOCIATED BRITISH FOODS PLC 1,106,122 16,367,491 19,232,170 ASSYSTEM 43,003 440,931 1,100,440 ASTALDI SPA 139,203 995,138 1,022,235 ASTELLAS PHARMA INC 1,306,338 51,008,456 50,386,874 ASTON RESOURCES LTD 173,559 1,523,053 1,627,715 ASTRA AGRO LESTARI TBK PT 926,369 1,584,177 2,538,589 ASTRA INTERNATIONAL TBK PT 7,449,020 21,257,884 55,202,057 ASTRAL FOODS LTD 24,638 359,447 465,211 ASTRAL MEDIA INC A 153,778 4,258,064 5,946,529 ASTRAZENECA PLC 4,864,904 230,539,641 242,746,123 ASTRO JAPAN PROPERTY GROUP 165,666 637,270 501,934 ASUNARO AOKI CONSTRUCTION 41,500 194,510 205,547 ASUSTEK COMPUTER INC 1,598,473 11,721,220 15,860,351 ASX LTD 436,221 14,143,997 14,220,705 ASYA KATILIM BANKASI AS 1,932,481 4,201,005 3,010,577 ATCO LTD CLASS I 155,200 6,285,531 10,045,948 ATEA ASA 303,450 1,696,254 3,209,570 ATHABASCA OIL SANDS CORP 1,135,700 17,252,846 17,886,893 ATHENS WATER SUPPLY + SEWAGE 96,807 976,005 645,635 ATKINS (WS) PLC 335,800 4,200,161 4,032,546 ATLANTIA SPA 1,210,753 27,675,322 25,769,408 ATLANTIC POWER CORP 193,400 2,851,194 2,927,753 ATLAS COPCO AB A SHS 1,743,433 24,949,289 46,003,054 ATLAS COPCO AB B SHS 2,647,306 22,027,613 62,469,219 ATLAS IRON LTD 2,356,019 5,525,671 9,408,377 ATOS 196,027 9,271,473 11,072,796 ATRIUM EUROPEAN REAL ESTATE 790,958 5,194,866 5,209,775 ATRIUM INNOVATIONS INC 70,246 860,186 1,153,662 ATS AUTOMATION TOOLING SYS 269,800 1,363,567 2,155,381 ATSUGI CO LTD 443,000 601,741 554,024 AU OPTRONICS CORP 40,017,627 42,958,369 27,306,752 AUCKLAND INTL AIRPORT LTD 2,473,545 3,700,670 4,545,455 AUDIOCODES LTD 113,900 494,989 591,175 AURA MINERALS INC 443,026 1,640,393 918,093 AURICO GOLD INC 483,709 3,976,844 5,312,730 AURIGA INDUSTRIES B 25,454 638,623 432,925 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value AURIZON MINES LTD 459,600 1,851,139 2,571,588 AUROBINDO PHARMA LTD 14,591 66,041 56,272 AURORA OIL AND GAS LTD 1,161,792 3,520,490 4,353,349 AURUBIS AG 160,903 6,550,111 10,462,835 AUSDRILL LTD 854,394 2,127,603 3,027,703 AUSENCO LTD 262,694 1,456,330 801,534 AUST AND NZ BANKING GROUP 7,253,519 130,494,783 170,843,524 AUSTAL LTD 403,543 958,467 1,201,052 AUSTAR UNITED COMMUNICATIONS 1,801,876 1,857,945 2,594,623 AUSTEVOLL SEAFOOD ASA 229,847 1,131,685 1,332,273 AUSTIN ENGINEERING LTD 202,287 968,899 1,048,191 AUSTRALAND PROPERTY GROUP 713,159 2,950,179 2,183,631 AUSTRALIAN AGRICULTURAL CO 1,035,538 1,589,560 1,535,476 AUSTRALIAN DOLLAR 7,584,803 8,108,672 8,120,288 AUSTRALIAN PHARMA INDUS LTD 1,393,552 808,716 417,742 AUTOBACS SEVEN CO LTD 83,168 2,433,232 3,491,093 AUTOGRILL SPA 548,169 6,154,024 7,192,599 AUTOLIV INC SWED DEP RECEIPT 48,870 3,182,656 3,871,620 AUTOMOTIVE HOLDINGS GROUP 553,476 1,305,507 1,321,389 AUTONEUM HOLDING AG 13,244 844,146 1,386,530 AUTONOMY CORP PLC 599,903 15,496,477 16,440,370 AUTONOMY CORPORATION PLC 31,808 871,792 871,700 AUTOSTRADA TORINO MILANO SPA 124,721 1,554,430 1,828,157 AVANZA BANK HOLDING AB 78,647 1,378,826 2,411,739 AVENG LTD 2,624,574 12,604,005 13,860,413 AVEVA GROUP PLC 191,015 3,329,723 5,253,175 AVEX GROUP HOLDINGS INC 65,400 664,334 844,629 AVI LTD 660,777 1,534,017 3,041,194 AVIS EUROPE PLC 275,999 893,784 1,374,948 AVIVA PLC 11,051,729 105,022,747 77,891,805 AVNER OIL EXPLORATION LP 3,311,550 1,916,711 1,936,807 AWA BANK LTD/THE 441,283 2,676,073 2,732,064 AWE LTD 1,487,640 3,592,368 2,030,650 AXA SA 7,658,436 214,346,216 173,993,033 AXEL SPRINGER AG 197,574 8,309,667 9,756,571 AXELL CORP 26,400 602,206 537,741 AXFOOD AB 94,175 2,537,143 3,317,740 AXIATA GROUP BERHAD 18,987,539 21,689,019 31,504,411 AXIS BANK LTD 1,617,804 38,522,702 46,486,656 AXIS COMMUNICATIONS AB 146,476 1,690,550 2,982,887 AXTEL SAB DE CV CPO 459,300 257,738 254,190 AXWAY SOFTWARE SA 16,524 261,256 519,874 AYALA CORPORATION 400,441 1,691,095 2,947,748 AYALA LAND INC 13,411,281 2,087,217 4,827,875 AYGAZ AS 1,115,760 4,885,905 7,213,966 AZIMUT HOLDING SPA 281,113 2,537,078 2,622,722 AZRIELI GROUP 139,305 3,513,250 3,750,284 B COMMUNICATIONS LTD 22,261 568,429 574,428 B2W COM GLOBAL DO VAREJO 123,570 2,322,583 1,506,807 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value BABCOCK INTL GROUP PLC 1,056,807 9,620,055 12,080,160 BACHEM HOLDING AG REG B 7,692 510,138 437,585 BAE SYSTEMS PLC 8,475,766 62,812,494 43,339,650 BAE SYSTEMS PLC ORD 3,513,723 20,616,973 17,966,934 BAJAJ AUTO LTD 818,466 16,662,300 25,787,570 BAJAJ HOLDINGS AND INVESTMEN 138,471 1,650,329 2,251,965 BAKRIE + BROTHERS PT 6,788,000 52,856 53,034 BAKRIE SUMATERA PLANTATIO PT 656,000 26,231 32,129 BAKRIE TELECOM TBK PT 1,090,500 23,842 46,415 BAKRIELAND DEVELOPMENT PT 2,588,000 47,025 44,665 BALFOUR BEATTY PLC 2,256,023 11,072,920 11,173,666 BALLARPUR INDUSTRIES LTD 185,850 132,799 137,405 BALOISE HOLDING AG REG 152,713 13,953,472 15,733,749 BALRAMPUR CHINI MILLS LTD 1,067,141 2,075,292 1,476,487 BANCA CARIGE SPA 1,993,182 7,864,453 4,516,777 BANCA GENERALI SPA 125,945 1,031,482 1,745,668 BANCA MONTE DEI PASCHI SIE RTS 7,804,358 3,107,524 599,702 BANCA MONTE DEI PASCHI SIENA 7,804,358 18,334,322 5,912,161 BANCA POPOL EMILIA ROMAGNA 744,645 9,230,506 8,340,086 BANCA POPOLARE DELL ETRURIA 213,587 1,555,046 617,789 BANCA POPOLARE DI MILANO 1,139,577 11,133,762 2,691,458 BANCA POPOLARE DI SONDRIO 873,467 7,982,457 7,269,109 BANCO BILBAO VIZCAYA ARGENTA 12,449,762 214,016,046 146,026,724 BANCO BPI SA. REG SHS 980,857 4,300,027 1,443,427 BANCO BRADESCO S.A. 115,055 1,778,344 1,972,266 BANCO BRADESCO SA PREF 3,807,717 43,866,345 77,263,326 BANCO COMERCIAL PORTUGUES R 10,607,058 21,612,304 6,305,239 BANCO DE CHILE 70,385,499 6,089,784 10,198,424 BANCO DE CREDITO E INVERSION 96,674 5,346,494 6,416,754 BANCO DE ORO UNIBANK INC 4,143,444 3,721,543 5,225,319 BANCO DE SABADELL SA 3,727,688 28,804,459 15,403,067 BANCO DE VALENCIA SA 610,644 6,446,264 1,505,081 BANCO DESIO E DELLA BRIANZA 132,658 911,788 684,709 BANCO DO BRASIL S.A. 7,463,522 89,722,794 133,767,721 BANCO ESP CREDITO (BANESTO) 232,754 3,513,982.47 1,798,649 BANCO ESPIRITO SANTO REG 725,485 5,576,318 2,703,237 BANCO ESTADO RIO GRANDE SUL 1,469,848 12,827,305 16,841,269 BANCO PASTOR 384,591 3,133,244 1,672,797 BANCO POPOLARE SCARL 4,574,033 31,942,852 10,537,703 BANCO POPULAR ESPANOL 2,710,701 36,749,458 15,252,743 BANCO POPULAR ESPANOL RTS 2,710,701 193,564 196,505 BANCO SANTANDER (BRASIL) SA 2,320,072 27,421,138 27,177,036 BANCO SANTANDER CHILE 65,190,606 2,973,097 5,878,355 BANCO SANTANDER SA 23,389,312 318,750,624 270,033,063 BANCOLOMBIA SA 797,534 10,442,498 13,136,284 BANCOLOMBIA SA PREF 421,392 5,032,870 7,012,101 BANDO CHEMICAL INDUSTRIES 216,000 617,731 871,917 BANG + OLUFSEN A/S 76,890 668,430 1,001,366 BANGKOK BANK PCL FOREIGN REG 2,315,454 8,900,787 11,906,971 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value BANGKOK BANK PUBLIC CO NVDR 2,069,900 9,741,118 10,644,238 BANGKOK DUSIT MED SERVICE F 169,800 163,653 291,520 BANGKOK EXPRESSWAY PUB FORGN 116,500 66,049 67,871 BANIF SGPS SA REG 646,282 1,075,962 583,758 BANK CENTRAL ASIA TBK PT 24,455,877 8,895,065 21,816,508 BANK DANAMON INDONESIA TBK 18,048,890 8,166,804 12,628,224 BANK HANDLOWY W WARSZAWIE SA 71,634 1,409,136 2,270,124 BANK HAPOALIM BM 2,702,385 7,157,071 13,438,456 BANK LEUMI LE ISRAEL 3,654,096 13,903,141 17,183,111 BANK MANDIRI TBK PT 39,159,421 19,237,870 32,878,297 BANK MILLENNIUM SA 308,372 280,024 606,567 BANK NEGARA INDONESIA PT 54,669,050 17,466,600 24,703,232 BANK OF AYUDHYA PCL FOREIGN 6,983,596 3,313,462 6,250,574 BANK OF AYUDHYA PUBLIC NVDR 12,817,245 11,482,390 11,471,904 BANK OF BARODA 957,772 6,340,031 18,807,268 BANK OF CHINA LTD H 193,842,604 91,489,139 94,663,697 BANK OF COMMUNICATIONS CO H 21,645,728 21,685,576 20,779,899 BANK OF EAST ASIA 5,157,585 18,907,704 21,243,451 BANK OF INDIA 2,469,621 21,542,680 22,860,671 BANK OF IRELAND 11,275,547 40,382,547 1,880,002 BANK OF IWATE LTD/THE 40,900 2,306,562 1,564,896 BANK OF KYOTO LTD/THE 748,691 7,550,441 6,850,947 BANK OF MAHARASHTRA 78,518 99,425 98,713 BANK OF MONTREAL 1,532,216 75,751,121 97,400,757 BANK OF NAGOYA LTD/THE 436,000 1,412,936 1,322,685 BANK OF NOVA SCOTIA 2,714,475 117,238,331 163,414,149 BANK OF OKINAWA LTD/THE 45,500 1,625,666 1,943,722 BANK OF PHILIPPINE ISLANDS 2,940,494 2,432,779 3,969,514 BANK OF QUEENSLAND LTD 544,122 6,221,776 4,759,327 BANK OF SAGA LTD/THE 364,000 1,198,114 905,944 BANK OF THE RYUKYUS LTD 111,400 1,213,652 1,405,604 BANK OF YOKOHAMA LTD/THE 2,914,529 18,092,943 14,471,596 BANK PAN INDONESIA TBK PT 1,388,500 94,443 147,342 BANK PEKAO SA 236,145 9,930,165 13,952,127 BANK RAKYAT INDONESIA PERSER 64,692,678 21,924,348 49,035,322 BANK SARASIN + CIE AG REG B 109,666 3,969,991 4,337,147 BANKERS PETROLEUM LTD 698,700 4,249,652 4,980,889 BANKINTER SA 883,232 10,894,532 5,996,828 BANPU PUBLIC CO LTD FOR REG 873,452 10,818,821 20,354,477 BANQUE CANTONALE VAUDOIS REG 9,740 2,862,463 5,841,686 BANQUE NATIONALE DE BELGIQUE 567 2,230,478 2,578,767 BARCLAYS PLC 34,809,564 244,432,489 143,317,194 BARCO (NEW) N.V. 26,935 1,158,201 1,994,760 BARITO PACIFIC TBK PT 1,591,000 193,446 183,673 BARLOWORLD LTD 1,362,913 10,817,064 13,852,297 BARRATT DEVELOPMENTS PLC 3,443,550 7,093,445 6,313,490 BARRICK GOLD CORP 2,546,626 89,394,338 115,549,431 BARRY CALLEBAUT AG REG 5,835 3,339,953 5,772,631 BASF SE 2,646,298 135,796,755 259,248,011 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value BASILEA PHARMACEUTICA REG 13,498 1,500,653 984,296 BASLER KANTONALBK PC 16,724 1,842,911 2,854,203 BATHURST RESOURCES LTD 1,883,960 2,040,799 2,067,391 BATU KAWAN BHD 90,900 285,195 515,386 BAUER AG 36,419 1,949,796 1,547,628 BAVARIAN NORDIC A/S 54,664 1,132,174 701,284 BAWANG INTERNATIONAL GROUP 2,494,000 1,745,759 483,976 BAYAN RESOURCES GROUP 43,000 46,788 117,836 BAYER AG REG 2,551,679 160,187,142 205,103,005 BAYERISCHE MOTOREN WERKE AG 861,512 44,851,876 85,948,023 BAYWA BAYERISCHE WARENVERMIT 46,382 1,794,085 1,938,056 BB BIOTECH 51,660 3,515,480 3,929,719 BBA AVIATION PLC 1,476,595 3,285,015 5,156,056 BBMG CORPORATION H 5,033,023 7,179,190 7,528,917 BCE INC 685,663 20,776,870 26,869,536 BE GROUP AB 141,431 818,549 874,131 BEACH ENERGY LTD 3,097,048 2,353,088 3,033,864 BEADELL RESOURCES LTD 1,762,926 1,484,389 1,604,280 BEAZLEY PLC 1,622,182 2,673,623 3,255,417 BEC WORLD PCL FOREIGN 2,450,754 1,544,405 2,751,863 BECHTLE AG 45,489 1,038,747 2,034,625 BEFIMMO 47,593 3,924,923 4,230,553 BEFIMMO S.C.A. 25,514 2,138,603 2,267,929 BEIERSDORF AG 240,377 14,998,186 15,595,829 BEIJING CAPITAL INTL AIRPO H 2,873,668 2,013,836 1,344,277 BEIJING CAPITAL LAND LTD H 752,000 255,207 249,338 BEIJING ENTERPRISES HLDGS 1,206,846 6,886,259.63 6,289,170.36 BEIJING ENTERPRISES WATER GR 28,000 7,025 7,701 BEKAERT NV 131,180 6,396,161 9,985,038 BELGACOM SA 784,127 30,701,875 27,961,209 BELIMO HOLDING AG REG 1,307 1,304,712 2,809,584 BELL ALIANT INC 14,400 405,792 428,523 BELLE INTERNATIONAL HOLDINGS 16,692,803 21,271,100 35,182,262 BELLEVUE GROUP AG 11,878 506,262 268,031 BELLUNA CO LTD 80,050 371,128 520,384 BELLWAY PLC 413,462 4,293,808 4,746,119 BEML LTD 5,069 74,701 65,769 BENDIGO AND ADELAIDE BANK 884,199 8,187,573 8,387,082 BENESSE HOLDINGS INC 222,885 8,892,217 9,535,246 BENETEAU 98,602 1,416,757 2,122,926 BENETTON GROUP SPA 205,738 1,442,703 1,627,167 BENI STABILI SPA 4,182,244 3,265,440 4,223,313 BERENDSEN PLC 520,052 3,240,269 4,550,303 BERJAYA CORP BHD 628,800 196,339 251,978 BERJAYA LAND BHD 513,200 205,389 186,958 BERJAYA SPORTS TOTO BHD 2,259,710 2,828,462 3,360,191 BERKELEY GROUP HOLDINGS 416,028 5,827,277 8,602,713 BERLIAN LAJU TANKER TBK PT 4,079,833 195,701 145,105 BES ENGINEERING CORP 316,000 82,761 103,634 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value BEST DENKI CO LTD 192,000 871,857 530,163 BESUNYEN HOLDINGS CO 1,902,000 635,333 659,971 BETER BED HOLDING NV 46,011 670,049 1,254,796 BETSSON AB 96,754 1,414,326 2,315,331 BEZEQ THE ISRAELI TELECOM CO 4,946,020 9,039,937 12,463,535 BEZEQ THE ISRAELI TELECOM CP 6,916,583 17,421,714 17,429,179 BG GROUP PLC 10,409,917 163,168,330 236,316,310 BHARAT ELECTRONICS LTD 41,615 1,564,331 1,503,635 BHARAT FORGE LTD 285,999 1,531,869 1,976,932 BHARAT PETROLEUM CORP LTD 232,335 2,624,112 3,367,629 BHARTI AIRTEL LTD 3,162,917 24,303,246 27,834,940 BHP BILLITON LTD 9,172,308 259,024,353 430,110,262 BHP BILLITON PLC 5,753,682 140,666,640 226,497,442 BHUSHAN STEEL LTD 2,623 25,589 25,879 BIC CAMERA INC 1,950 769,438 1,040,676 BIDVEST GROUP LTD 2,730,840 46,299,167 60,627,148 BIESSE SPA 38,736 349,140 311,696 BIG C SUPERCENTER PCL FORGN 126,200 117,625 375,828 BIG YELLOW GROUP PLC 572,088 3,230,106 2,826,098 BILFINGER BERGER SE 116,078 6,777,182 11,476,075 BILLABONG INTERNATIONAL LTD 836,180 7,335,902 5,380,237 BILLERUD AKTIEBOLAG 297,161 1,430,778 3,119,930 BIM BIRLESIK MAGAZALAR AS 458,307 10,403,277 14,886,518 BINCKBANK NV 211,175 2,486,721 2,895,467 BINGGRAE CO LTD 20,899 765,737 1,203,848 BIOCON LTD 4,336 20,831 34,342 BIOMERIEUX 48,973 5,365,752 5,684,511 BIOSENSORS INTERNATIONAL GRO 2,837,000 1,507,057 2,981,207 BIOTA HOLDINGS LTD 507,246 1,036,496 518,620 BIOTEST AG VORZUGSAKTIEN 14,520 593,963 1,050,064 BIRCHCLIFF ENERGY LTD 357,500 1,998,394 4,822,972 BISI INTERNATIONAL PT 94,500 16,302 14,326 BKW FMB ENERGIE AG 42,669 4,217,740 2,625,014 BLACKPEARL RESOURCES INC 801,900 2,196,229 5,658,418 BLUE LABEL TELECOMS LTD 287,676 184,464 213,455 BLUESCOPE STEEL LTD 4,976,490 14,598,336 6,420,033 BM+FBOVESPA SA 5,078,343 30,834,050 33,579,316 BML INC 18,700 408,750 470,742 BNP PARIBAS 2,932,789 248,878,901 226,339,375 BOARDWALK REAL ESTATE INVEST 207,155 6,489,060 10,365,255 BOART LONGYEAR GROUP 1,529,061 4,500,237 6,531,678 BOBST GROUP AG REG 37,863 1,487,755 1,416,490 BOC HONG KONG HOLDINGS LTD 13,744,501 28,399,476.63 39,831,454.69 BODYCOTE PLC 832,708 3,712,430 4,971,826 BOIRON SA 30,383 975,244 1,357,644 BOLIDEN AB 1,367,454 13,845,436 25,311,793 BOLLORE 12,216 2,555,134 3,023,382 BOLSAS Y MERCADOS ESPANOLES 237,014 7,080,670 7,053,098 BOMBARDIER INC B 4,848,478 23,213,102 34,915,469 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value BOMBARDIER INC A 177,109 909,104 1,269,912 BOMBAY DYEING + MFG CO LTD 3,275 33,893 26,294 BONDUELLE SCA 11,313 970,355 1,137,489 BONTERRA ENERGY CORP 54,600 2,830,545 3,212,297 BOOKER GROUP PLC 4,827,495 3,888,312 5,243,082 BORAL LTD 1,921,238 8,348,517 9,050,260 BORNEO LUMBUNG ENERGI + META 40,171,000 6,309,325 6,558,148 BOSCH LTD 1,291 174,895 197,830 BOSHIWA INTERNATIONAL HOLDIN 1,765,000 1,079,148 1,077,430 BOSIDENG INTL HLDGS LTD 5,765,584 1,587,954 1,778,301 BOSKALIS WESTMINSTER 204,542 7,959,591.56 9,669,175.98 BOSSARD HOLDING AG BR 1,300 244,791 242,245 BOURBON SA 175,987 6,721,205 7,649,534 BOURSORAMA 73,724 687,527 872,212 BOUSTEAD HOLDINGS BHD 1,580,760 2,626,924 3,235,336 BOUYGUES SA 1,083,633 58,025,361 47,628,040 BOVIS HOMES GROUP PLC 377,378 2,466,434 2,677,909 BP PLC 58,480,954 586,430,033 430,618,670 BR MALLS PARTICIPACOES SA 1,024,091 11,662,393 11,701,082 BRADESPAR SA PREF 529,665 8,204,694 13,425,988 BRADKEN LTD 457,875 2,665,821 3,901,998 BRAMBLES LTD 6,706,587 46,693,504 51,840,103 BRASIL ECODIESEL INDUSTRIA E 550,400 284,511 246,619 BRASIL TELECOM SA 24,614 406,266 268,631 BRASIL TELECOM SA PREFERENCE 665,933 5,478,645 6,393,981 BRASKEM SA PREF A 901,746 8,719,706 12,866,013 BRAZIL INSURANCE PARTICIPCO 2,500 2,070,521 3,120,499 BRAZILIAN REAL 10,953,549 6,866,503 7,011,393 BRE BANK SA 29,405 2,168,115 3,490,742 BREMBO SPA 94,454 740,660 1,346,160 BRENNTAG AG 115,053 11,607,236 13,371,448 BREWIN DOLPHIN HOLDINGS PLC 652,864 1,422,864 1,556,489 BRF BRASIL FOODS SA 1,398,061 16,089,537 23,714,912 BRIDGESTONE CORP 1,991,038 37,812,090 45,510,850 BRIGHTOIL PETROLEUM HOLDINGS 5,031,397 2,121,675 1,959,214 BRILLIANCE CHINA AUTOMOTIVE 460,478 338,786 516,031 BRISA AUTO ESTRADAS PORTUGAL 1,119,319 12,308,171 6,832,172 BRITISH AMERICAN TOBACCO BHD 444,300 5,479,322 6,871,605 BRITISH AMERICAN TOBACCO PLC 1,073,549 34,785,015 47,069,608 BRITISH LAND CO PLC 3,860,310 35,937,474 37,743,006 BRITISH SKY BROADCASTING GRO 3,745,850 38,071,996 50,906,633 BRITVIC PLC 780,177 4,128,221 4,941,254 BROCKMAN RESOURCES LTD 163,824 990,674 508,631 BROOKFIELD ASSET MANAGE CL A 1,618,957 44,100,183 53,831,024 BROOKFIELD INCORPORACOES RCT 914 4,756 4,218 BROOKFIELD INCORPORACOES SA 3,091,857 14,354,571 15,060,990 BROOKFIELD OFFICE PROPERTIES 1,556,283 21,877,246 30,042,010 BROOKFIELD RENEWABLE POWER 20,100 383,584 479,226 BROTHER INDUSTRIES LTD 764,404 8,676,165 11,216,177 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value BROWN (N) GROUP PLC 591,868 2,174,325 2,499,065 BRUNEL INTERNATIONAL 26,217 616,401 1,157,045 BS FINANCIAL GROUP INC 481,008 5,465,201 6,802,999 BT GROUP PLC 31,793,251 99,799,444 102,850,640 BTG PLC 924,168 2,665,077 4,154,378 BUCHER INDUSTRIES AG REG 32,276 4,746,226 7,106,853 BUDIMEX 5,037 170,288 167,882 BUKWANG PHARMACEUTICAL CO 57,910 715,368 642,751 BULGARI SPA 376,023 2,869,822 6,634,803 BULL 258,348 794,243 1,790,424 BUMI RESOURCES TBK PT 41,394,347 9,912,789 14,239,791 BUMI SERPONG DAMAI PT 37,971,534 2,746,723 3,985,118 BUMRUNGRAD HOSPITAL FOREIGN 127,200 127,173 151,108 BUNKA SHUTTER CO LTD 153,000 559,991 420,579 BUNNINGS WAREHOUSE PROPERTY 1,474,013 2,253,193 2,887,882 BUNZL PLC 1,237,701 14,341,906 15,499,131 BURBERRY GROUP PLC 1,206,298 9,681,908 28,081,460 BURCKHARDT COMPRESSION HOLDI 9,638 1,733,809 2,930,318 BURE EQUITY AB 266,812 1,147,765 1,344,620 BUREAU VERITAS SA 200,286 10,024,362 16,911,982 BURSA MALAYSIA BHD 37,800 83,523 96,894 BUZZI UNICEM SPA 232,206 3,440,442 3,233,649 BW OFFSHORE LTD 1,551,903 3,143,883 3,557,653 BWIN.PARTY DIGITAL ENTERTAIN 1,806,236 5,757,085 4,349,735 BWP TRUST 794,407 1,288,770 1,556,399 BWT AG 32,100 801,087 855,175 BYD CO LTD H 1,435,928 6,613,304 4,641,102 BYD ELECTRONIC INTL CO LTD 2,567,500 1,418,814 1,082,268 C C LAND HOLDINGS LTD 3,180,514 1,715,668 1,197,610 C+C GROUP PLC 1,043 5,484 5,442 C+C GROUP PLC 944,951 3,528,630 4,915,690 CA IMMOBILIEN ANLAGEN AG 379,097 4,221,196 6,881,412 CABCHARGE AUSTRALIA LTD 341,387 1,790,834 1,882,267 CABLE + WIRELESS COMMUNICATI 17,894,622 16,675,823 11,640,965 CABLE + WIRELESS WORLDWIDE 7,929,243 12,696,902 5,864,716 CAC CORP 45,700 364,777 357,632 CACHE LOGISTICS TRUST 1,344,000 986,362 1,061,975 CADILA HEALTHCARE LTD 1,271 20,861 26,016 CAE INC 756,010 6,045,287 10,191,369 CAFE DE CORAL HOLDINGS LTD 1,036,726 1,761,736 2,528,779 CAIRN ENERGY PLC 3,546,664 17,228,646 23,618,688 CAIRN INDIA LTD 767,082 3,966,250 5,364,981 CAIXABANK 3,220,764 16,986,700 22,474,888 CAJA DE AHORROS DEL MEDITERR 154,403 1,306,338 1,040,954 CALFRAC WELL SERVICES LTD 92,684 1,660,697 3,051,052 CALLOWAY REAL ESTATE INVESTM 445,103 7,367,485 11,626,831 CALSONIC KANSEI CORP 378,000 1,228,759 2,260,698 CALTEX AUSTRALIA LTD 379,501 4,022,665 4,778,011 CAM FINANZIARIA SPA 759,574 343,494 435,661 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value CAMBRIDGE INDUSTRIAL TRUST 3,402,279 1,099,931 1,371,887 CAMECO CORP 1,243,709 35,785,577 32,784,126 CAMPBELL BROTHERS LTD 190,590 3,592,782 9,337,126 CAMPOFRIO FOOD GROUP SA 144,876 1,393,075 1,501,846 CAN APARTMENT PROP REAL ESTA 335,750 4,645,363 6,728,229 CAN IMPERIAL BK OF COMMERCE 1,081,103 73,256,033 85,303,042 CAN REAL ESTATE INVEST TRUST 291,237 6,977,403 10,018,706 CANACCORD FINANCIAL INC 232,700 1,925,808 2,980,180 CANADIAN DOLLAR 11,781,392 12,171,167 12,207,432 CANADIAN NATL RAILWAY CO 1,266,093 62,188,819 101,198,263 CANADIAN NATURAL RESOURCES 2,866,041 91,629,101 120,064,275 CANADIAN OIL SANDS LTD 75,600 2,509,370 2,180,031 CANADIAN PACIFIC RAILWAY LTD 449,780 23,038,483 28,041,943 CANADIAN TIRE CORP CLASS A 262,230 14,638,367 17,145,100 CANADIAN UTILITIES LTD A 227,591 9,339,320 13,210,698 CANADIAN WESTERN BANK 210,300 4,148,283 6,711,470 CANAL PLUS 268,726 2,107,266 1,971,437 CANARA BANK 1,566,546 13,738,233 18,417,271 CANFOR CORP 304,700 1,873,147 3,330,831 CANON ELECTRONICS INC 47,900 861,438 1,298,922.73 CANON INC 4,071,756 178,938,745 192,092,524 CANON MARKETING JAPAN INC 248,368 4,175,944 2,798,600 CAP GEMINI 475,414 26,266,722 27,846,856 CAP SA 250,187 6,056,350 11,907,325 CAPCOM CO LTD 125,640 3,674,759 2,879,648 CAPITA GROUP PLC 2,976,400 31,015,597 34,189,903 CAPITACOMMERCIAL TRUST 8,417,346 6,190,672 9,942,288 CAPITAL + COUNTIES PROPERTIE 2,961,753 6,007,157 9,367,248 CAPITAL PROPERTY FUND 2,668,508 3,297,269 3,243,621 CAPITAL SECURITIES CORP 3,689,982 1,547,628 1,779,249 CAPITAL SHOPPING CENTRES GRO 2,640,474 18,117,396 16,935,409 CAPITALAND LTD 12,793,038 35,587,410 30,325,628 CAPITAMALL TRUST 9,477,936 11,622,360 14,437,716 CAPITAMALLS ASIA LTD 6,165,781 9,028,645 7,383,266 CAPITARETAIL CHINA TRUST 879,000 618,186 873,558 CAPRO CORPORATION 84,860 1,973,085 2,567,300 CAPSTONE MINING CORP 573,700 1,601,765 2,134,062 CARBON ENERGY LTD 1,481,646 669,146 348,975 CARDIOME PHARMA CORP 173,300 965,030 761,364 CARDNO LTD 299,890 1,180,891 1,727,314 CAREER TECHNOLOGY CO LTD 48,000 81,502 98,428 CARGOTEC OYJ B SHARE 116,043 2,845,679 5,945,772 CARILLION PLC 1,351,678 6,545,078 8,161,568 CARL ZEISS MEDITEC AG 46,456 646,121 1,034,560 CARLSBERG AS B 429,856 34,461,725 46,748,933 CARLSBERG BREWERY MALAY BHD 40,600 67,091 97,617 CARNARVON PETROLEUM LTD 1,933,851 1,064,147 362,317 CARNIVAL PLC 616,058 23,544,064 23,865,785 CARPETRIGHT PLC 143,807 1,498,903 1,502,997 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value CARPHONE WAREHOUSE GROUP PLC 304,500 558,288 2,067,877 CARREFOUR SA 2,405,146 128,547,679 98,754,609 CARSALES.COM.AU LTD 658,430 3,340,611 3,313,100 CARSO INFRAESTRUCTURA Y CONS 160,100 95,850 101,710 CASCADES INC 209,100 1,018,955 1,382,300 CASINO GUICHARD PERRACHON 128,239 11,233,236 12,085,237 CASIO COMPUTER CO LTD 517,496 5,864,781 3,620,420 CASTELLUM AB 744,906 5,978,677 11,191,208 CASTROL INDIA LTD 81,542 462,983 959,482 CAT OIL AG 55,271 439,024 545,316 CATALPA RESOURCES LTD 503,365 869,746 732,907 CATCHER TECHNOLOGY CO LTD 1,551,508 6,363,245 9,776,768 CATHAY FINANCIAL HOLDING CO 15,659,800 23,330,927 24,233,750 CATHAY PACIFIC AIRWAYS 4,872,810 8,694,280 11,259,518 CATHAY REAL ESTATE DEVELOPME 2,003,344 785,157 1,039,212 CATLIN GROUP LTD 1,216,123 6,842,575 7,850,704 CATTOLICA ASSICURAZIONI SCRL 165,480 5,693,475 4,028,274 CAWACHI LTD 27,600 563,114 541,337 CCL INDUSTRIES INC CL B 87,500 2,082,225 3,006,424 CCR SA 851,825 12,836,900 25,327,104 CDL HOSPITALITY TRUSTS 3,689,459 4,034,187 6,191,175 CDON GROUP 164,049 658,541 1,000,927 CEBU AIR INC 248,980 723,529 522,838 CELESIO AG 299,340 9,975,507 5,967,478 CELESTICA INC 702,644 5,283,798 6,152,048 CELLCOM ISRAEL LTD 492,857 14,143,407 13,687,009 CELLTRION INC 216,379 6,267,636 8,957,946 CELTIC EXPLORATION LTD 275,500 2,068,016 6,088,918 CEMENTIR HOLDING SPA 217,778 971,918 600,863 CEMENTOS ARGOS SA 737,889 3,421,117 4,695,051 CEMENTOS PORTLANDVALDERRIVAS 32,551 1,398,334 606,915 CENOVUS ENERGY INC 2,154,114 57,340,144 81,245,221 CENTAMIN EGYPT LTD 3,112,723 9,056,432 6,296,628 CENTERRA GOLD INC 500,200 4,359,174 8,292,612 CENTRAIS ELETRIC STA CAT PRB 11,600 239,950 303,839 CENTRAIS ELETRICAS BRAS PR B 839,866 12,078,383 14,181,902 CENTRAIS ELETRICAS BRASILIER 1,417,825 19,421,866 18,958,791 CENTRAL GLASS CO LTD 461,000 1,794,194 2,197,685 CENTRAL JAPAN RAILWAY CO 4,293 38,972,815 33,595,938 CENTRAL PATTANA PUB CO FOREI 8,195,915 4,349,172 7,802,458 CENTRICA PLC 14,670,180 68,242,354 76,144,430 CENTRO RETAIL GRP 4,113,165 572,809 1,475,190 CENTROTHERM PHOTOVOLTAICS AG 23,320 967,740 1,032,910 CENTURY TEXTILES + INDS LTD 12,852 96,420 101,531 CENTURY TOKYO LEASING CORP 121,000 1,328,275 2,166,493 CERAGON NETWORKS LTD 94,779 823,545 1,048,210 CERMAQ ASA 196,648 1,615,234 3,161,131 CERSANIT SA 26,779 95,309 97,057 CESC LTD 18,682 144,121 124,435 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value CETIP SA BALCAO ORGANIZADO 377,499 5,919,232 5,835,555 CETIP SA RECEIPTS 32 440 479 CEZ AS 742,700 34,597,344 38,190,987 CFAO 383,573 13,545,687 16,616,953 CFE 27,833 1,693,834 2,017,682 CFS RETAIL PROPERTY TRUST 8,426,631 13,555,724 16,374,110 CGA MINING LTD 944,200 2,980,040 2,925,249 CGI GROUP INC CLASS A 652,022 6,612,549 16,086,040 CH OFFSHORE LTD 997,000 374,277 349,226 CHABIO+DIOSTECH CO LTD 135,673 1,170,666 1,216,120 CHALLENGER DIVERSIFIED PROPE 1,941,878 740,036 1,143,436 CHALLENGER LTD 1,260,485 3,620,309 6,598,934 CHAMBAL FERTILIZERS + CHEM 68,282 94,845 123,573 CHAMPION REIT 9,855,994 4,894,205 5,535,190 CHANG HWA COMMERCIAL BANK 7,242,987 3,297,926 5,951,033 CHANGSHA ZOOMLION HEAVY IN H 360,360 584,085 685,408 CHAODA MODERN AGRICULTURE 8,270,358 6,131,601 3,560,572 CHARLES VOEGELE HOLDING A BR 24,902 1,079,095 1,324,952 CHAROEN POKPHAND FOOD FORGN 13,049,022 6,577,540 12,528,760.27 CHAROEN POKPHAND INDONESI PT 7,063,000 1,565,406 1,639,015 CHARTER HALL GROUP 694,578 1,810,631 1,598,772 CHARTER HALL OFFICE REIT 1,977,059 7,069,832 7,090,739 CHARTER HALL RETAIL REIT 1,332,720 2,938,577 4,565,790 CHARTER INTERNATIONAL PLC 555,904 5,524,487 7,068,414 CHARTWELL SENIORS HOUSING RE 618,071 3,947,972 5,379,539 CHEIL INDUSTRIES INC 124,369 5,728,673 14,852,240 CHEIL WORLDWIDE INC 213,357 2,110,234 3,167,438 CHEMRING GROUP PLC 550,802 4,348,167 5,659,427 CHEN HSONG HOLDINGS 708,000 215,794 363,042 CHENG LOONG CORP 472,000 195,887 223,483 CHENG SHIN RUBBER IND CO LTD 2,810,090 4,331,127 8,071,176 CHENG UEI PRECISION INDUSTRY 620,543 1,062,255 1,620,300 CHENNAI PETROLEUM CORP LTD 37,503 175,352 187,924 CHESNARA PLC 325,547 863,686 1,264,812 CHEUNG KONG HOLDINGS LTD 6,809,590 89,993,486 99,589,564 CHEUNG KONG INFRASTRUCTURE 1,321,040 5,110,711 6,841,817 CHIBA BANK LTD/THE 2,042,709 13,948,886 12,697,374 CHIBA KOGYO BANK LTD/THE 71,900 741,301 397,070 CHICONY ELECTRONICS CO LTD 1,283,004 2,278,833 2,483,507 CHIGO HOLDING LTD 11,696,000 1,052,680 1,037,139 CHIHO TIANDE GROUP LTD 2,254,000 1,998,052 1,752,508 CHILEAN PESO 451,583 958 964 CHIMEI INNOLUX CORP 19,149,961 22,722,692 13,667,353 CHINA AEROSPACE INTL HLDG 6,620,000 1,107,933 697,626 CHINA AGRI INDUSTRIES HLDGS 3,322,349 3,209,682 3,522,491 CHINA AIRLINES LTD 3,520,919 1,453,571 2,390,305 CHINA AUTOMATION GROUP 2,187,000 1,688,360 1,531,778 CHINA BLUECHEMICAL LTD H 3,191,002 1,828,498 2,640,971 CHINA CITIC BANK CORP LTD H 17,901,343 10,203,117 11,134,779 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value CHINA COAL ENERGY CO H 7,176,502 8,832,887 9,665,509 CHINA COMMUNICATIONS CONST H 10,690,733 11,614,564 9,205,193 CHINA COMMUNICATIONS SERVI H 3,257,668 1,989,704 1,925,818 CHINA CONSTRUCTION BANK H 194,089,691 148,740,699 161,133,418 CHINA COSCO HOLDINGS H 1,065,000 1,276,446 833,523 CHINA DATANG CORP RENEWABL H 1,252,000 369,820 307,318 CHINA DAYE NON FERROUS METAL 11,886,000 915,513 809,585 CHINA DEVELOPMENT FINANCIAL 22,028,488 5,916,869 8,934,562 CHINA DONGXIANG GROUP CO 7,005,609 4,846,227 2,223,788 CHINA EASTERN AIRLINES CO H 2,955,578 798,941 1,314,223 CHINA ENERGY LTD 1,772,000 349,544 158,781 CHINA EVERBRIGHT INTL LTD 1,462,051 673,871 565,561 CHINA EVERBRIGHT LTD 1,587,476 3,885,712 3,023,472 CHINA FISHERY GROUP LTD 863,085 768,354 1,209,275 CHINA FOODS LTD 6,083,659 4,003,604 5,058,477 CHINA FORESTRY HOLDINGS CO 5,319,000 2,227,976 2,016,520 CHINA GAS HOLDINGS LTD 9,296,000 2,933,097 3,679,573 CHINA GOLD INTERNATIONAL RES 840,000 4,663,536 3,272,614 CHINA GRAND FORESTRY GREEN R 27,554,000 1,332,703 559,490 CHINA GREEN (HOLDINGS) LTD 1,872,000 1,933,703 1,207,703 CHINA HIGH PRECISION AUTOMAT 2,206,000 1,535,103 1,726,527 CHINA HIGH SPEED TRANSMISSIO 3,768,425 7,540,987 4,140,727 CHINA HONGXING SPORTS LTD 6,008,000 1,012,950 562,822 CHINA HUIYUAN JUICE GROUP 1,467,411 912,039 752,446 CHINA INTL MARINE CONTAINE B 2,302,666 2,190,319 3,749,369 CHINA ITS HOLDINGS CO LTD 4,279,800 2,449,702 1,688,544 CHINA LIANSU GROUP HOLDINGS 2,546,000 2,248,960 2,077,700 CHINA LIFE INSURANCE CO H 18,712,399 72,902,131 63,967,846 CHINA LIFE INSURANCE CO LTD 6,039,109 3,760,445 7,989,491 CHINA LILANG LTD 1,020,000 1,404,194 1,428,819 CHINA LONGYUAN POWER GROUP H 3,074,715 3,660,371 2,971,483 CHINA LUMENA NEW MATERIALS 6,170,000 2,146,662 2,481,876 CHINA MANMADE FIBERS 457,852 108,700 199,250 CHINA MEDICAL SYSTEM HOLDING 1,460,000 1,350,021 1,491,663 CHINA MENGNIU DAIRY CO 3,383,360 6,920,833 11,392,004 CHINA MERCHANTS BANK H 15,973,134 36,269,866 38,674,228 CHINA MERCHANTS HLDGS INTL 2,440,200 7,994,949 9,439,359 CHINA MERCHANTS PROPERTY D B 427,482 867,589 700,452 CHINA METAL RECYCLING 1,290,600 1,248,635 1,574,014 CHINA MINING RESOURCES GROUP 19,430,000 1,039,986 292,152 CHINA MINSHENG BANKING H 7,211,379 6,810,027 6,644,895 CHINA MOBILE LTD 17,712,624 174,273,676 164,122,759 CHINA MOLYBDENUM CO LTD H 1,617,182 1,133,496 1,357,134 CHINA MOTOR CORP 1,130,123 556,137 1,162,642 CHINA NATIONAL BUILDING MA H 8,329,899 8,947,836 16,335,969 CHINA NATIONAL MATERIALS H 6,131,477 5,083,120 5,027,319 CHINA NICKEL RESOURCES HLDGS 3,260,000 573,541 389,629 CHINA OCEAN RESOURCES CO LTD 106,200 1,054,083 619,703 CHINA OIL AND GAS GROUP LTD 10,520,000 1,725,036 1,027,496 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value CHINA OILFIELD SERVICES H 1,506,000 3,268,370 2,744,428 CHINA OVERSEAS LAND + INVEST 25,951,671 52,969,212 55,697,081 CHINA PACIFIC INSURANCE GR H 3,178,450 13,541,784 13,173,335 CHINA PETROCHEMICAL DEV CORP 307,960 110,927 351,666 CHINA PHARMACEUTICAL GROUP 415,097 245,397 201,114 CHINA POWER INTERNATIONAL 2,576,086 617,734 652,195 CHINA POWER NEW ENERGY DEVEL 1,100,299 118,693 73,530 CHINA PRECIOUS METAL RESOURC 7,082,000 1,532,891 1,538,131 CHINA RAILWAY CONSTRUCTION H 4,506,792 6,461,802 3,776,293 CHINA RAILWAY GROUP LTD H 8,467,999 6,497,430 3,972,137 CHINA RARE EARTH HLDGS LTD 4,416,000 1,777,583 1,407,445 CHINA RESOURCES ENTERPRISE 9,863,198 33,460,327 40,308,393 CHINA RESOURCES GAS GROUP LT 955,657 1,306,625 1,336,231 CHINA RESOURCES LAND LTD 7,727,430 16,274,351 13,923,029 CHINA RESOURCES POWER HOLDIN 6,163,674 13,022,838 12,040,206 CHINA RONGSHENG HEAVY INDUST 5,192,783 4,475,082 3,136,525 CHINA SCE PROPERTY HOLDINGS 4,035,000 1,026,390 1,037,108 CHINA SHANSHUI CEMENT GROUP 5,960,000 3,296,871 6,809,240 CHINA SHENHUA ENERGY CO H 15,514,202 61,154,565 74,169,102 CHINA SHINEWAY PHARMACEUTICA 2,104,000 5,749,322 4,180,285 CHINA SHIPPING CONTAINER H 6,884,622 2,021,795 2,318,099 CHINA SHIPPING DEVELOPMENT H 2,733,269 3,484,703 2,511,534 CHINA SINGYES SOLAR TECH 1,044,000 903,139 955,281 CHINA SKY CHEMICAL FIBRE CO 1,152,000 281,626 126,686 CHINA SOUTH CITY HOLDINGS 5,522,000 982,937 879,972 CHINA SOUTHERN AIRLINES CO H 3,419,499 827,085 1,832,522 CHINA STATE CONSTRUCTION INT 139,200 121,589 141,324 CHINA STEEL CHEMICAL CORP 14,000 30,982 74,817 CHINA STEEL CORP 21,276,542 17,598,506 25,629,479 CHINA SYNTHETIC RUBBER 96,091 97,495 100,696 CHINA TAIPING INSURANCE HOLD 1,540,923 4,447,863.41 3,469,489 CHINA TELECOM CORP LTD H 32,278,439 15,451,247 20,865,613 CHINA TIMBER RESOURCES GROUP 28,500,000 1,333,479 1,245,301 CHINA TONTINE WINES GROUP 4,290,000 832,265 733,263 CHINA TRAVEL INTL INV HK 7,060,528 1,479,701 1,215,885 CHINA UNICOM HONG KONG LTD 14,610,805 21,656,361 29,479,793 CHINA VANADIUM TITANO MAGN 2,935,000 1,187,209 1,124,022 CHINA VANKE CO LTD B 2,207,855 2,760,023 2,973,600 CHINA WATER AFFAIRS GROUP 3,524,000 977,785 1,272,603 CHINA WINDPOWER GROUP LTD 13,270,000 1,554,561 1,159,659 CHINA WIRELESS TECH LTD 4,792,000 2,082,641 960,709 CHINA XLX FERTILISER LTD 1,131,073 399,031 345,514 CHINA YURUN FOOD GROUP LTD 3,378,995 7,165,550 9,510,038 CHINA ZHONGWANG HOLDINGS LTD 4,010,472 3,870,570 1,803,907 CHINATRUST FINANCIAL HOLDING 24,815,939 15,500,512 21,598,986 CHINESE ESTATES HOLDINGS LTD 1,480,932 2,198,355 2,527,457 CHINESE GAMER INTERNATIONAL 6,000 33,892 38,227 CHINESE MARITIME TRANSPORT 71,192 146,954 122,687 CHINOOK ENERGY INC 454,580 1,769,314 796,021 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value CHIPBOND TECHNOLOGY CORP 2,329,000 3,855,688 3,312,258 CHIYODA CO LTD 59,000 839,783 870,097 CHIYODA CORP 624,604 5,414,148 7,138,552 CHIYODA INTEGRE CO LTD 29,900 385,934 386,153 CHOFU SEISAKUSHO CO LTD 58,300 1,178,788 1,454,612 CHONG HONG CONSTRUCTION CO 21,420 47,577 58,913 CHONG KUN DANG PHARM CORP 37,040 620,906 981,812 CHONGQING CHANGAN AUTOMOBI B 983,102 829,475 703,727 CHONGQING RURAL COMMERCIAL H 4,513,355 3,050,417 2,662,335 CHORI CO LTD 338,000 407,424 414,339 CHOW SANG SANG HLDG 581,290 525,745 1,964,714 CHRISTIAN DIOR 280,800 30,627,899 44,172,266 CHROMA ATE INC 898,089 2,608,220 2,857,776 CHUBU ELECTRIC POWER CO INC 1,873,199 43,640,766 36,415,574 CHUDENKO CORP 73,900 1,154,868 864,729 CHUETSU PULP + PAPER CO LTD 165,000 357,446 275,817 CHUGAI PHARMACEUTICAL CO LTD 1,209,527 20,153,505 19,709,481 CHUGAI RO CO LTD 190,000 680,395 658,742 CHUGOKU BANK LTD/THE 435,502 6,050,200 5,354,798 CHUGOKU ELECTRIC POWER CO 707,678 14,924,901 12,197,726 CHUGOKU MARINE PAINTS LTD 147,000 1,030,110 1,144,911 CHUKYO BANK LTD/THE 185,000 567,702 421,496 CHUNG HUNG STEEL CORP 72,304 38,083 37,129 CHUNGHWA PICTURE TUBES LTD 10,438,619 3,788,343 1,261,058 CHUNGHWA TELECOM CO LTD 9,041,766 22,426,650 31,100,893 CHUO DENKI KOGYO CO LTD 44,700 358,554 221,397 CHUO SPRING CO LTD 72,000 216,702 263,001 CI FINANCIAL CORP 600,527 12,981,682 14,249,377 CIA BRASILEIRA DE DIS PREF 169,546 4,029,705 7,830,209 CIA CERVECERIAS UNIDAS SA 264,930 1,809,052 3,166,381 CIA DE BEBIDAS DAS AME PREF 1,980,447 27,181,688 65,070,488 CIA DE BEBIDAS DAS AMER RCT 7,801 221,338 256,662 CIA DE BEBIDAS DAS AMER RCT 1,285 30,466 35,010 CIA DE BEBIDAS DAS AMERICAS 283,450 3,146,573 7,801,785 CIA DE GAS DE SAO PAULO PR A 41,365 765,814 1,159,735 CIA DE MINAS BUENAVENTUR COM 306,949 7,724,587 11,497,055 CIA DE TRANSMISSAO DE ENE PF 149,655 3,855,359 4,807,919 CIA ENERGETICA DE MINAS GER 164,423 1,793,986 2,683,816 CIA ENERGETICA DE SP PREF B 265,335 2,786,900 5,205,635 CIA ENERGETICA DO CEARA PR A 8,775 119,687 180,864 CIA ENERGETICA MINAS GER PRF 710,619 8,478,536 14,405,706 CIA GENERAL DE ELECTRICIDAD 79,768 160,925 456,255 CIA HERING 212,143 3,569,398 4,874,978 CIA PARANAENSE DE ENERGI PFB 363,340 6,013,737 9,651,852 CIA SANEAMENTO BASICO DE SP 829,204 11,133,136 24,670,456 CIA SANEAMENTO MINAS GERAIS 469,500 5,134,764 9,406,529 CIA SIDERURGICA NACIONAL SA 2,170,505 26,562,024 26,661,544 CIA SUDAMERICANA DE VAPORES 529,510 346,146 331,685 CIE AUTOMOTIVE SA 33,000 240,318 292,812 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value CIE FINANCIERE RICHEMON BR A 1,435,973 31,700,257 93,883,964 CIE GENERALE DE GEOPHYSIQUE 427,770 13,722,978 15,753,111 CIELO SA 1,818,637 40,126,779 45,400,454 CIMB GROUP HOLDINGS BHD 19,760,794 28,913,773 58,441,428 CIMENTS FRANCAIS 32,060 4,125,283 3,392,285 CIMPOR CIMENTOS DE PORTUGAL 526,014 4,177,949 4,018,358 CIMSA CIMENTO SANAYI VE TIC 13,307 56,834 70,960 CINEWORLD GROUP PLC 401,720 1,327,819 1,312,456 CIPLA LTD 1,128,012 6,443,209 8,301,909 CIPUTRA DEVELOPMENT TBK PT 3,838,000 158,571 192,448 CIR SPA 1,120,298 2,217,764 2,805,102 CIRCLE K SUNKUS CO LTD 467,652 7,990,231 7,255,673 CITIC 21CN CO LTD 7,904,000 1,166,040 873,567 CITIC PACIFIC LTD 2,197,599 6,056,684 5,495,938 CITIC RESOURCES HOLDINGS LTD 4,731,133 951,970 875,545 CITIC TELECOM INTERNATIONAL 2,699,000 872,015 738,811 CITIZEN HOLDINGS CO LTD 701,621 4,056,049 4,161,420 CITY DEVELOPMENTS LTD 2,749,740 20,462,780 23,295,285 CITY LODGE HOTELS LTD 12,869 125,981 123,830 CITY TELECOM (HK) LTD 1,089,000 775,452 652,175 CITYCON OYJ 799,440 2,449,205 3,593,107 CITYSPRING INFRAST CITYSPRING 2,083,000 926,535 907,792 CJ CGV CO LTD 58,310 1,043,048 1,619,343 CJ CHEILJEDANG CORP 23,832 3,948,090 5,256,851 CJ CORP 35,970 1,679,542 2,449,346 CJ E+M CORP 52,571 1,385,854 2,201,024 CJ O SHOPPING CO LTD 8,544 889,748 1,846,205 CKD CORP 147,600 816,033 1,304,933 CLAL INDUSTRIES + INVESTMENT 116,366 406,570 848,162 CLAL INSURANCE ENTERPR HLDGS 52,620 958,460 1,283,594 CLARIANT AG REG 933,357 11,492,183 17,813,595 CLARION CO LTD 240,000 297,479 460,624 CLAS OHLSON AB B SHS 67,848 968,711 959,649 CLEANUP CORP 39,845 209,513 244,714 CLEVO COMPANY 121,453 250,056 235,519 CLICKS GROUP LTD 1,146,514 3,100,989 7,145,631 CLOSE BROTHERS GROUP PLC 409,935 4,450,861 5,080,767 CLOUGH LTD 1,008,759 606,993 766,784 CLP HOLDINGS LTD 5,513,645 38,609,598 48,892,081 CLS HOLDINGS PLC 103,325 616,980 1,078,242 CLUB MEDITERRANEE SA 63,559 1,266,747 1,520,491 CMB CIE MARITIME BELGE 49,605 1,917,746 1,344,180 CMC LTD 1,234 22,641 31,138 CMC MAGNETICS CORP 5,933,941 1,368,872 1,342,824 CMIC CO LTD 10,300 124,341 179,829 CMK CORP 89,200 749,413 296,008 CML HEALTHCARE INC 263,321 3,024,996 2,545,627 CNK INTERNATIONAL CO LTD 149,611 1,008,931 1,147,674 CNOOC LTD 13,500,000 18,519,985 31,575,904 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value CNP ASSURANCES 748,399 17,179,967 16,313,957 COAL + ALLIED INDUSTRIES LTD 32,115 3,751,904 3,627,377 COAL INDIA LTD 1,371,089 10,680,301 12,056,932 COAL OF AFRICA LTD 1,503,781 2,140,538 1,738,743 COALSPUR MINES LTD 1,123,253 2,086,856 2,344,981 COASTAL GREENLAND LTD 3,158,000 256,403 166,397 COBHAM PLC 3,608,428 12,930,617 12,258,312 COCA COLA AMATIL LTD 1,472,106 10,993,524 17,998,337 COCA COLA CENTRAL JAPAN CO 51,000 703,098 673,811 COCA COLA FEMSA SAB SER L 216,600 723,904 2,013,084 COCA COLA HELLENIC BOTTLING 440,829 11,376,281 11,836,797 COCA COLA ICECEK AS 653,750 3,865,169 9,641,199 COCA COLA WEST CO LTD 182,395 3,654,686 3,478,064 COCHLEAR LTD 274,414 15,834,792 21,152,706 COCKATOO COAL LTD 2,155,609 1,041,548 853,884 COCOKARA FINE INC 72,100 1,404,209 1,819,463 CODERE SA 46,801 495,282 637,831 COFFEY INTERNATIONAL LTD 375,800 584,034 239,387 COFIDE SPA 1,525,777 1,231,889 1,658,004 COFINIMMO 59,322 7,922,459 8,456,240 COGECO CABLE INC 92,500 2,836,763 4,351,363 COLBUN SA 14,800,338 3,468,140 4,197,983 COLGATE PALMOLIVE (INDIA) 126,926 1,644,070 2,805,001 COLLINS STEWART HAWKPOINT PL 699,835 899,235 789,294 COLOMBIAN PESO 1,641,464,769 920,140 925,917 COLONIA REAL ESTATE AG 23,626 115,808 177,090 COLOPLAST B 120,940 11,751,864 18,359,891 COLOWIDE CO LTD 159,893 844,162 966,169 COLRUYT SA 221,934 10,854,031 11,101,079 COLT GROUP SA 1,010,798 2,021,682 2,320,585 COLTENE HOLDING AG REG 11,905 557,972 653,220 COMBA TELECOM SYSTEMS HOLDIN 4,863,352 4,184,886 5,125,075 COMDIRECT BANK AG 80,316 635,448 887,086 COMFORTDELGRO CORP LTD 5,744,026 6,284,290 6,831,442 COMINAR REAL ESTATE INV TR U 271,617 4,519,831 6,197,294 COMMERCIAL INTERNATIONAL BAN 3,399,950 16,150,687 17,078,077 COMMERZBANK AG 11,196,639 77,446,977 48,197,072 COMMONWEALTH BANK OF AUSTRAL 4,054,897 143,025,503 227,043,240 COMMONWEALTH PROPERTY OFFICE 10,083,785 9,337,412 10,147,955 COMPAGNIE DE SAINT GOBAIN 1,620,742 89,014,262 104,931,738 COMPAGNIE FINANCIERE TRAD BR 5,179 635,564 664,290 COMPAL COMMUNICATIONS INC 775,491 799,491 966,546 COMPAL ELECTRONICS 11,626,169 11,260,159 14,247,607 COMPARTAMOS SAB DE CV 49,200 98,232 89,154 COMPASS GROUP PLC 6,436,564 38,413,262 62,104,859 COMPEQ MANUFACTURING CO LTD 186,000 57,233 86,448 COMPUGROUP MEDICAL AG 75,269 885,627 1,156,764 COMPUTACENTER PLC 345,691 1,155,769 2,663,952 COMPUTERSHARE LTD 1,420,488 10,478,117 13,489,262 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value COMSYS HOLDINGS CORP 327,444 3,573,148 3,255,784 CONCENTRIC AB 124,268 344,109 862,582 CONERGY AG 105,552 1,272,678 169,868 CONFAB INDUSTRIAL S.A. PREF 68,384 173,452 188,224 CONNACHER OIL + GAS LTD 1,263,200 1,739,808 1,374,324 CONNECTEAST GROUP 8,268,260 3,094,044 4,071,918 CONQUEST MINING LTD 1,649,767 957,032 732,990 CONSOLIDATED MEDIA HOLDINGS 592,904 1,953,617 1,656,731 CONSORCIO ARA S.A.B. SER 871,500 497,794 439,953 CONSTANTIN MEDIEN AG 181,849 541,312 482,486 CONSTRUCC Y AUX DE FERROCARR 9,717 4,255,716 5,709,940 CONTACT ENERGY LIMITED 107,263 446,123 474,835 CONTACT ENERGY LTD 865,577 4,541,821 3,831,756 CONTAINER CORP OF INDIA LTD 197,945 4,644,745 4,587,462 CONTAX PARTICIPACOES PREF 4,800 67,395 72,204 CONTINENTAL AG 243,166 18,170,949 25,542,484 CONWERT IMMOBILIEN INVEST SE 352,766 3,780,570 5,968,715 COOKSON GROUP PLC 833,294 5,552,936 8,996,789 CORETRONIC CORP 3,221,476 2,878,803 5,086,217 CORIO NV 369,341 24,481,815 24,471,837 CORONA CORP 25,000 309,834 276,436 CORP FINANCIERA COLOMBIANA 185,295 2,986,459 3,553,718 CORP MOCTEZUMA SER 1,391,689 2,644,639 3,471,242 CORPBANCA 184,086,058 1,254,807 2,887,701 CORPORACION FINANCIERA ALBA 76,350 4,706,552 4,311,589 CORPORACION GEO SAB SER B 177,900 428,862 409,597 CORPORATE EXPRESS NV 99,603 1,359,858 1,325,677 CORPORATION BANK 54,375 478,128 637,992 CORRIDOR RESOURCES INC 250,700 904,586 768,907 CORUS ENTERTAINMENT INC B SH 68,903 1,020,631 1,467,161 COSAN SA INDUSTRIA COMERCIO 318,130 4,442,449 5,009,437 COSCO CORP SINGAPORE LTD 2,209,286 2,618,434 3,509,375 COSCO INTERNATIONAL HOLDINGS 252,892 146,908 142,351 COSCO PACIFIC LTD 5,091,915 8,571,132 8,951,954 COSEL CO LTD 55,300 574,655 952,480 COSMO OIL COMPANY LTD 1,772,306 6,211,965 5,003,538 COSMOS PHARMACEUTICAL CORP 28,600 589,287 1,202,291 COTT CORPORATION 306,600 2,554,831 2,570,090 COUNTRY GARDEN HOLDINGS CO 13,325,672 7,957,367 5,839,748 CP ALL PCL FOREIGN 11,619,518 6,881,477 16,734,376 CP POKPHAND CO 17,822,000 2,385,960 1,855,206 CPFL ENERGIA SA 194,570 1,638,828 2,777,347 CRAMO OYJ 84,714 1,109,025 1,847,251 CRANSWICK PLC 133,876 1,361,529 1,565,775 CREATE SD HOLDINGS CO 25,500 567,064 559,194 CREDIT AGRICOLE SA 4,403,601 87,482,064 66,207,851 CREDIT SAISON CO LTD 460,360 8,409,331 7,678,372 CREDIT SUISSE GROUP AG REG 3,123,974 156,082,243 121,322,963 CREDITO ARTIGIANO 241,631 716,388 450,873 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value CREDITO EMILIANO SPA 281,669 1,685,770 1,781,343 CRESCENT POINT ENERGY CORP 678,147 29,612,560 31,318,015 CREW ENERGY INC 243,800 1,757,398 3,789,245 CRH PLC 2,542,572 64,564,514 56,290,501 CRITERIA CAIXACORP SA RTS 3,220,764 237,034 242,820 CRODA INTERNATIONAL PLC 395,153 4,502,693 11,971,104 CROMBIE REAL ESTATE INVESTME 53,789 653,260 735,687 CROMPTON GREAVES LTD 681,271 2,903,182 3,946,423 CROPENERGIES AG 93,706 453,044 732,962 CROWN LTD 1,634,247 13,292,671 15,624,146 CRUCIALTEC CO LTD 57,625 934,370 955,334 CSE GLOBAL LTD 1,448,000 756,456 1,486,217 CSG HOLDING CO LTD B 1,217,171 890,601 1,367,142 CSK CORP 197,100 872,464 790,743 CSL LTD 1,651,855 44,014,742 58,465,800 CSM 320,433 7,716,275 10,782,889 CSR CORP LTD H 8,361,638 6,224,851 7,844,492 CSR LTD 1,452,679 6,042,062 4,510,190 CSR PLC 482,836 2,751,476 2,399,925 CST MINING GROUP LTD 56,736,000 1,617,690 1,523,897 CTCI CORP 333,598 339,625 436,691 CTS EVENTIM 27,155 1,083,347 1,876,011 CUDECO LTD 416,018 1,862,317 1,425,244 CUMMINS INDIA LTD 25,891 186,629 390,950 CUSTOMERS LTD 381,493 1,046,572 306,320 CYBERLINK CORP 49,175 168,880 148,260 CYBERTAN TECHNOLOGY INC 128,000 141,039 149,508 CYBOZU INC 745 217,552 191,416 CYRELA BRAZIL REALTY SA EMP 556,855 5,456,408 5,300,327 CZECH KORUNA 122,869 7,147 7,321 D LINK CORP 1,519,595 1,241,592 1,388,737 D/S NORDEN 25,284 1,104,270 870,388 DAB BANK AG 63,792 343,861 363,666 DABUR INDIA LTD 3,599,088 5,311,024 9,198,496 DAEDUCK ELECTRONICS CO 138,320 709,678 1,180,251 DAEDUCK GDS CO LTD 58,320 533,290 480,151 DAEHAN FLOUR MILLS CO LTD 41,619 7,566,460 6,548,955 DAEHAN STEEL CO LTD 182,778 1,521,999 1,331,909 DAEHAN SYNTHETIC FIBER CO 20,464 1,906,140 1,742,310 DAEJAN HOLDINGS PLC 21,470 831,110 953,048 DAEKYO CO LTD 119,800 580,442 640,714 DAELIM INDUSTRIAL CO LTD 117,613 7,498,110 14,155,662 DAESANG CORPORATION 70,890 460,656 750,299 DAETWYLER HOLDING AG BR 17,817 961,084 1,546,820 DAEWOO ENGINEERING + CONSTR 310,141 3,591,742 3,108,237 DAEWOO INTERNATIONAL CORP 100,971 2,793,611 3,584,320 DAEWOO MOTOR SALES CORP 124,940 1,115,271 222,344 DAEWOO SECURITIES CO LTD 429,178 8,996,589 7,175,416 DAEWOO SHIPBUILDING + MARINE 191,423 3,426,819 8,113,059 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value DAEWOONG PHARMACEUTICAL CO 31,097 1,443,172 1,115,548 DAH CHONG HONG 262,000 282,127 311,454 DAH SING BANKING GROUP LTD 907,405 1,348,871 1,268,764 DAH SING FINANCIAL 405,159 2,764,306 2,072,334 DAI DAN CO LTD 98,000 506,435 583,680 DAI ICHI LIFE INSURANCE 27,898 47,777,212 38,792,886 DAI NIPPON PRINTING CO LTD 1,501,502 21,606,338 16,788,714 DAI NIPPON TORYO CO LTD 211,000 243,605 253,430 DAIBIRU CORP 165,300 1,505,202 1,258,785 DAICEL CORP 686,012 3,946,506 4,502,060 DAIDO METAL CO LTD 96,000 439,278 990,193 DAIDO STEEL CO LTD 807,413 3,738,405 5,358,759 DAIDOH LTD 53,400 417,777 534,264 DAIEI INC 744,500 4,935,894 2,691,852 DAIFUKU CO LTD 241,500 1,868,291 1,548,997 DAIHATSU MOTOR CO LTD 983,904 12,619,697 16,617,687 DAIHEN CORP 288,000 1,071,949 1,059,138 DAIICHI CHUO KISEN KAISHA 299,000 1,154,884 547,945 DAIICHI JITSUGYO CO LTD 122,000 460,869 669,217 DAIICHI SANKYO CO LTD 1,782,293 41,561,975.80 34,626,268 DAIKEN CORP 148,000 278,379 459,980 DAIKIN INDUSTRIES LTD 681,386 25,555,341 23,944,703 DAIKOKU DENKI CO LTD 12,500 160,683 123,978 DAIKOKUTENBUSSAN CO LTD 12,200 400,252 387,935 DAIKYO INC 630,000 1,111,164 1,060,921 DAILY MAIL+GENERAL TST A NV 765,372 4,802,980 5,706,391 DAIMLER AG REGISTERED SHARES 2,847,992 155,667,083 214,303,320 DAINICHISEIKA COLOR + CHEM 106,000 314,787 517,137 DAINIPPON SCREEN MFG CO LTD 620,115 2,341,075 5,236,731 DAINIPPON SUMITOMO PHARMA CO 393,590 3,395,155 3,718,536 DAIO PAPER CORP 272,000 2,280,222 2,162,259 DAIRY CREST GROUP PLC 440,090 2,591,366 2,614,209 DAISAN BANK LTD/THE 261,311 763,350 608,302 DAISEKI CO LTD 127,600 3,015,114 2,567,484 DAISHI BANK LTD/THE 686,012 2,892,054 2,055,658 DAISHIN SECURITIES CO LTD 652,989 11,061,746 8,348,519 DAISHIN SECURITIES CO LTD PF 248,859 2,169,551 1,974,279 DAISO CO LTD 158,000 416,007 569,316 DAISYO CORP 30,100 383,940 348,856 DAITO TRUST CONSTRUCT CO LTD 261,993 13,622,730 22,092,307 DAIWA HOUSE INDUSTRY CO LTD 1,312,587 16,211,888 16,431,717 DAIWA INDUSTRIES LTD 110,000 493,349 524,393 DAIWA SECURITIES GROUP INC 4,351,166 35,924,315 19,018,841 DAIWABO HOLDINGS CO LTD 519,000 1,367,214 1,053,938 DALIAN PORT (PDA) CO LTD H 76,000 28,394 26,957 DANA GAS 5,740,611 1,280,944 1,000,270 DANIELI + CO 63,201 1,486,648 1,747,420 DANIELI + CO RSP 115,654 1,501,345 1,748,911 DANISH KRONE 4,583,585 890,713 890,951 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value DANONE 1,761,973 109,153,594 131,433,923 DANSKE BANK A/S 2,561,132 65,089,368 47,418,223 DAPHNE INTERNATIONAL HOLDING 2,322,000 1,292,322 2,070,963 DART ENERGY LTD 2,042,803 1,271,954 1,345,020 DASSAULT SYSTEMES SA 156,519 8,657,362 13,322,955 DATATEC LTD 117,637 408,394 669,137 DAUM COMMUNICATIONS CORP 32,955 1,552,192 3,426,179 DAVID JONES LTD 2,057,820 7,838,270 8,944,591 DAVIDE CAMPARI MILANO SPA 857,430 3,673,556 7,048,627 DAYLIGHT ENERGY LTD 596,000 5,855,746 5,774,117 DBS GROUP HOLDINGS LTD 5,991,395 60,257,685 71,549,247 DCC PLC 16,105 495,026 459,408 DCC PLC 271,866 6,116,878 7,743,365 DCM HOLDINGS CO LTD 171,500 1,187,603 1,161,596 DE LA RUE PLC 382,544 6,259,969 4,695,219 DE LONGHI SPA 127,130 692,009 1,481,006 DEA CAPITAL SPA 346,760 716,582 787,306 DEBENHAMS PLC 3,647,542 4,580,930 4,040,605 DECCAN CHRONICLE HLDGS LTD 65,424 200,997 101,570 DECHRA PHARMACEUTICALS PLC 187,062 1,328,259 1,473,815 DEEP YELLOW LTD 2,383,206 502,548 382,719 DEJIN RESOURCES GROUP CO LTD 17,412,000 613,354 528,094 DELACHAUX 14,621 1,188,126 1,700,523 DELEK AUTOMOTIVE SYSTEMS LTD 64,345 572,842 718,617 DELEK DRILLIN LP 542,476 1,507,516 1,768,128 DELEK ENERGY SYSTEMS LTD 3,736 1,210,700 1,381,472 DELEK GROUP LTD 10,791 1,749,319 2,414,818 DELEK REAL ESTATE LTD 667,153 492,917 58,235 DELHAIZE GROUP 313,995 23,621,497 23,536,179 DELTA ELECTRONICS INC 5,723,522 17,336,357 21,022,216 DELTA ELECTRONICS THAI FORGN 1,566,922 725,603 1,264,757 DELTA LLOYD NV 427,586 9,350,480 10,160,737 DELTICOM AG 16,759 1,078,754 1,793,194 DEMAG CRANES AG 45,431 1,487,970 2,958,136 DENA CO LTD 321,742 5,025,762 13,764,470 DENISON MINES CORP 1,306,500 3,160,656 2,490,892 DENKI KAGAKU KOGYO K K 1,511,441 5,097,314 7,224,072 DENKI KOGYO CO LTD 150,000 793,746 657,504 DENSO CORP 1,454,292 46,206,193 53,698,607 DENTSU INC 393,893 9,783,794 11,559,263 DENYO CO LTD 53,900 436,245 719,468 DERICHEBOURG 361,488 1,697,077 2,811,813 DERWENT LONDON PLC 435,563 7,583,531 12,768,754 DESARROLLADORA HOMEX SAB DE 128,600 604,541 537,346 DESCENTE LTD 164,000 824,529 808,222 DETOUR GOLD CORP 236,700 3,372,532 6,855,005 DEUTSCHE BANK AG REGISTERED 2,513,913 189,600,313 148,525,344 DEUTSCHE BETEILIGUNGS AG 38,685 791,529 1,090,900 DEUTSCHE BOERSE AG 869,221 75,720,464 66,036,566 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value DEUTSCHE EUROSHOP AG 224,934 7,208,385 8,903,068 DEUTSCHE LUFTHANSA REG 1,447,057 30,644,270 31,522,657 DEUTSCHE POST AG REG 3,375,005 74,747,315 64,835,526 DEUTSCHE TELEKOM AG REG 11,199,205 175,901,397 175,604,838 DEUTSCHE WOHNEN AG BR 356,336 3,393,964 6,199,599 DEUTZ AG 340,385 1,934,174 3,360,782 DEVELOPMENT SECURITIES PLC 531,160 2,390,664 1,927,216 DEVRO PLC 460,497 1,838,421 1,995,385 DEXIA SA 1,701,876 19,468,154 5,297,643 DEXUS PROPERTY GROUP 20,217,353 16,976,240 19,047,328 DGB FINANCIAL GROUP INC 327,234 4,754,588 4,965,281 DIAGEO PLC 7,063,442 120,638,849 144,358,316 DIAGNOSTICOS DA AMERICA SA 23,800 295,407 319,923 DIALOG GROUP BHD 104,778 46,266 95,773 DIALOG SEMICONDUCTOR PLC 184,442 2,855,087 3,358,708 DIAMYD MEDICAL AB B SHS 59,474 1,102,147 107,448 DIASORIN SPA 78,767 1,958,085 3,780,028 DIC ASSET AG 149,383 1,614,416 1,888,606 DIC CORP 1,705,395 5,133,734 4,012,197 DICKSON CONCEPTS INTL LTD 790,000 413,676 615,248 DIGI.COM BHD 1,219,921 7,920,082 11,732,574 DIGITAL CHINA HOLDINGS LTD 2,533,000 2,286,458 4,069,076 DIGITAL MULTIMEDIA TECH SPA 23,878 418,707 723,201 DIGNITY PLC 154,858 1,734,374 1,964,074 DIPLOMA PLC 8,700 52,637 52,448 DIRECIONAL ENGENHARIA SA 301,100 1,983,590 2,033,353 DISCO CORP 58,212 2,073,976 3,661,692 DISCOUNT INVESTMENT CORP REG 63,208 929,812 918,994 DISCOVERY HOLDINGS LTD 650,196 2,049,024 3,697,456 DISCOVERY METALS LTD 1,235,054 1,389,623 1,593,309 DIVI S LABORATORIES LTD 126,708 1,581,713 2,232,993 DIXONS RETAIL PLC 14,280,973 6,569,049 3,858,681 DLF LTD 990,218 7,563,669 4,660,630 DMCI HOLDINGS INC 2,324,700 1,347,606 2,282,589 DMS CO LTD 42,183 317,122 260,767 DNB ASA 3,026,001 29,268,311 42,411,217 DNB NOR ASA 575,872 7,350,256 8,071,191 DNO INTERNATIONAL ASA 2,692,436 3,597,631 3,101,185 DOCKWISE LTD 71,523 2,106,338 1,972,883 DOCKWISE LTD 69,479 1,778,157 1,908,910 DOGAN SIRKETLER GRUBU HLDGS 9,833,487 7,317,496 5,449,592 DOGAN YAYIN HOLDING AS 37,525 30,239 25,186 DOGAN YAYIN HOLDING AS NEW 37,525 23,766 24,493 DOGUS OTOMOTIV SERVIS VE TIC 33,537 73,136 94,168 DOLLARAMA INC 268,000 7,116,193 9,072,179 DOLLARAMA INC 18,500 379,705 626,251 DOMINO PRINTING SCIENCES PLC 312,599 2,712,072 3,422,701 DOMINO S PIZZA UK + IRL PLC 340,954 1,695,799 2,209,793 DOMTAR CORP 2,700 168,132 255,620 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value DON QUIJOTE CO LTD 143,369 2,923,250 4,958,260 DONG A PHARMACEUTICAL CO LTD 31,790 2,456,128 2,825,712 DONGBU CORPORATION 46,230 357,491 282,754 DONGBU HITEK CO LTD 90,920 636,303 841,371 DONGBU INSURANCE CO LTD 312,767 10,202,201 16,258,649 DONGBU SECURITIES CO LTD 90,000 567,778 445,090 DONGBU STEEL CO LTD 106,880 855,012 915,986 DONGFANG ELECTRIC CORP LTD H 670,171 1,389,716 2,476,135 DONGFENG MOTOR GRP CO LTD H 5,518,000 8,873,846 10,452,732 DONGKUK STEEL MILL CO LTD 144,219 3,550,151 5,538,325 DONGSUH COMPANIES INC 33,717 986,277 1,177,955 DONGYUE GROUP 2,969,000 2,149,034 3,266,138 DOOSAN CORP 97,776 7,701,665 11,447,542 DOOSAN ENGINEERING + CONSTRU 366,545 1,820,915 1,563,820 DOOSAN HEAVY INDUSTRIES 171,449 10,743,875 9,073,095 DOOSAN INFRACORE CO LTD 208,482 3,359,161 4,627,946 DOREL INDUSTRIES CL B 81,600 2,122,757 2,277,799 DOSHISHA CO LTD 26,500 400,704 692,360 DOUGLAS HOLDING AG 110,572 4,694,746 5,800,915 DOUJA PROM ADDOHA 246,394 4,152,422 3,084,985 DOUTOR NICHIRES HOLDINGS CO 107,600 1,530,811 1,305,696 DOWA HOLDINGS CO LTD 1,051,282 5,573,019 6,456,609 DOWNER EDI LTD 1,210,357 5,690,792 4,794,489 DR CI LABO CO LTD 445 1,058,939 2,264,673 DR REDDY S LABORATORIES 3,469,686 6,557 76,375 DR. REDDY S LABORATORIES 176,615 3,244,276 6,054,164 DRAEGERWERK AG + CO KGAA 17,962 735,482 2,005,248 DRAKE + SCULL INTERNATIONAL 189,187 50,547 49,241 DRAX GROUP PLC 1,434,271 14,361,362 11,593,854 DRB HICOM BHD 528,500 237,258 397,316 DROGASIL SA 283,600 2,138,598 1,933,327 DS SMITH PLC 1,375,194 2,270,597 5,543,802 DSV A/S 1,154,506 17,323,693 27,669,904 DTS CORP 53,500 657,460 518,041 DUBAI FINANCIAL MARKET 2,744,662 1,305,725 874,287 DUBAI INVESTMENTS PJSC 693,334 150,405 149,124 DUERR AG 19,616 488,757 796,327 DUFRY GROUP REG 57,349 3,552,222 7,212,897 DULUXGROUP LTD 907,491 1,882,244 2,730,082 DUNDEE CORP CL A 190,475 1,142,657 5,003,151 DUNDEE PRECIOUS METALS INC 357,500 3,405,603 2,893,042 DUNDEE REAL ESTATE INVESTMEN 219,343 5,199,683 7,386,448 DUNELM GROUP PLC 226,253 814,562 1,412,996 DURATEX SA 614,828 4,800,291 5,198,836 DURO FELGUERA SA 181,412 1,049,048 1,512,365 DUSKIN CO LTD 205,300 3,516,120 3,970,760 DUZONBIZON CO LTD 244,740 3,296,559 2,221,262 DWANGO CO LTD 280 449,074 644,874 DYDO DRINCO INC 18,800 543,585 694,641 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value E INK HOLDINGS INC 16,382 21,117 30,741 E MART CO LTD 55,809 11,974,555 12,780,684 E TON SOLAR TECH CO LTD 262,000 373,714 258,137 E.ON AG 6,665,366 272,905,687 189,265,007 E.SUN FINANCIAL HOLDING CO 7,165,893 2,946,904 5,089,360 E1 CORP 19,626 1,189,678 968,754 EACCESS LTD 7,362 4,969,847 3,281,724 EADS NV 922,056 21,614,184 30,854,317 EAGLE INDUSTRY CO LTD 56,000 291,695 696,880 EARTH CHEMICAL CO LTD 42,800 1,151,319 1,481,253 EAST ASIATIC CO LTD 47,033 2,002,981 1,293,622 EAST JAPAN RAILWAY CO 821,331 56,675,151 46,782,088 EASTERN CO 207,312 6,451,187 3,650,581 EASTERN PLATINUM LTD 2,568,500 3,039,896 2,129,106 EASTERN STAR GAS LTD 2,107,216 1,740,304 1,364,871 EASYJET PLC 1,074,189 5,520,322 6,192,886 EBARA CORP 1,386,552 5,073,301 8,103,669 EBRO FOODS SA 365,426 6,235,062 8,439,913 ECHO ENTERTAINMENT GROUP LTD 1,949,393 8,580,358 8,577,651 EDB ERGOGROUP ASA 568,343 1,518,023 1,461,785 EDENRED 920,356 22,269,563 28,075,288 EDF 964,424 59,739,679 37,900,086 EDION CORP 224,600 1,643,891 2,105,277 EDISON OPTO CORP 56,000 331,666 233,955 EDISON SPA 1,278,773 3,036,094 1,616,712 EDP ENERGIAS DO BRASIL SA 154,291 2,582,016 3,713,458 EDP ENERGIAS DE PORTUGAL SA 8,401,519 38,063,334 29,831,109 EDP RENOVAVEIS SA 871,116 8,593,889 5,745,324 EDUCOMP SOLUTIONS LTD 762 9,993 6,687 EFG EUROBANK ERGASIAS 1,210,649 24,587,239 5,669,485 EFG HERMES HOLDING SAE 707,530 3,241,113 2,382,734 EFG INTERNATIONAL AG 108,805 2,184,810 1,204,352 EGIS PLC 3,912 258,818 420,823 EGYPTIAN IRON + STEEL CO 347,774 772,598 442,839 EGYPTIAN POUND 87,196 14,637 14,609 EHIME BANK LTD/THE 378,000 1,108,290 1,113,967 EIFFAGE 206,277 17,279,644 13,646,559 EIGHTEENTH BANK LTD/THE 384,000 1,187,268 1,046,062 EIKEN CHEMICAL CO LTD 30,900 263,505 413,990 EIS ECZACIBASI ILAC VE SINAI 112,517 139,834 152,425 EISAI CO LTD 777,172 29,774,857 30,168,821 EIZO NANAO CORP 19,300 381,848 362,293 EL PUERTO DE LIVERPOOL C1 127,500 929,691 975,258 ELAN CORP PLC 1,541,674 21,376,622 17,877,087 ELAN MICROELECTRONICS CORP 27,280 39,229 31,152 ELBIT IMAGING LTD 28,829 188,700 177,083 ELBIT SYSTEMS LTD 52,228 2,629,377 2,474,423 ELCO HOLDINGS LTD 30,104 282,323 345,234 ELDERS LTD 1,271,540 572,953 503,685 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value ELDORADO GOLD CORP 2,146,317 35,516,354 31,646,552 ELECTRA LTD 3,711 281,220 409,219 ELECTRA REAL ESTATE LTD 1 6 4 ELECTRIC POWER DEVELOPMENT C 421,405 14,304,883 11,349,132 ELECTROCOMPONENTS PLC 1,392,842 3,903,447 6,095,716 ELECTROLUX AB B 947,285 15,395,931 22,653,600 ELEKTA AB B SHS 406,829 10,416,325 19,316,165 ELEMATEC CORP 45,000 567,214 655,832 ELEMENTIS PLC 1,262,800 1,180,672 3,497,202 ELETROPAULO METROPOLI PREF 907,999 18,200,939 19,679,846 ELIA SYSTEM OPERATOR SA/NV 7,600 258,674 324,505 ELISA OYJ 500,283 8,314,645 10,771,222 ELITEGROUP COMPUTER SYSTEMS 589,907 228,948 179,703 ELLAKTOR SA 375,502 3,118,796 1,344,720 ELPIDA MEMORY INC 1,086,542 13,413,736 12,646,719 ELRINGKLINGER AG 89,799 1,896,736 3,185,871 ELSWEDY ELECTRIC CO 588,731 9,612,856 3,610,215 EMAAR PROPERTIES PJSC 7,523,091 7,069,406 6,185,607 EMBOTELLADORA ANDINA A PREF 396,348 1,221,598 1,691,807 EMBOTELLADORA ANDINA PREF B 378,816 1,071,297 1,802,923 EMBRAER SA 1,350,894 7,264,942 10,290,052 EMECO HOLDINGS LTD 1,789,286 1,047,075 2,164,638 EMERA INC 352,400 7,543,107 11,542,186 EMIRA PROPERTY FUND 54,346 92,048 106,864 EMMI AG REG 6,066 703,354 1,538,833 EMPEROR WATCH + JEWELLERY 7,070,000 849,673 1,308,376 EMPIRE CO LTD A 114,647 5,101,433 6,640,522 EMPRESA NACIONAL DE ELECTRIC 13,165,175 22,040,334 24,922,656 EMPRESA NACIONAL DE TELECOM 268,506 3,115,574 5,437,732 EMPRESAS CMPC SA 296,107 11,829,095 15,761,184 EMPRESAS COPEC SA 1,311,760 13,900,842 24,776,603 EMPRESAS ICA S.A.B 260,400 580,449 600,433 EMPRESAS LA POLAR SA 14,487 61,893 21,643 EMS CHEMIE HOLDING AG REG 52,582 6,020,956 10,678,767 ENAGAS SA 542,005 12,993,571 13,131,151 ENBRIDGE INC 1,967,314 37,937,442 63,925,993 ENCANA CORP 2,124,212 64,768,573 65,546,609 ENDESA SA 630,679 20,078,521 20,994,373 ENEA SA 27,864 177,163 182,695 ENEL GREEN POWER SPA 1,793,650 3,841,559 4,946,192 ENEL SPA 26,061,603 168,882,752 170,185,393 ENERFLEX LTD 231,000 2,249,280 2,970,376 ENERGI MEGA PERSADA TBK PT 391,500 9,205 9,359 ENERGY DEVELOPMENT CORP 6,596,650 580,684 1,003,160 ENERGY RESOURCES OF AUST 236,694 3,825,541 1,038,959 ENERGY WORLD CORP LTD 3,318,925 2,061,246 1,776,620 ENERSIS SA 30,434,659 10,918,893 14,023,782 ENGRO CORPORATION LTD 16,473 29,262 31,281 ENI SPA 12,684,482 374,708,252 299,950,412 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value ENIRO AB 285,181 2,780,440 1,007,842 ENKA INSAAT VE SANAYI AS 1,090,350 3,024,467 3,323,419 ENN ENERGY HOLDINGS LTD 4,264,350 9,237,498 14,495,364.82 ENPLAS CORP 43,000 566,658 609,646 ENQUEST PLC 1,699,600 3,226,666 3,356,208 ENSIGN ENERGY SERVICES INC 458,338 7,167,822 9,080,326 ENTERPRISE INNS PLC 5,225,051 7,622,631 5,372,874 ENTIRE TECHNOLOGY CO LTD 11,000 40,369 32,207 ENVESTRA LTD 2,660,017 1,506,842 1,964,991 EON CAPITAL BHD 171,000 272,901 145,544 EPISTAR CORP 2,064,783 7,064,873 6,124,585 EPS CO LTD 205 400,106 481,532 EQUATORIAL RESOURCES LTD 286,872 804,052.46 718,672.63 ERA INFRA ENGINEERING LTD 4,728 19,995 18,086 ERAMET 26,366 10,719,658 8,731,041 EREGLI DEMIR VE CELIK FABRIK 6,646,465 12,865,461 16,943,574 ERG SPA 170,079 2,764,591 2,293,276 ERICSSON LM B SHS 8,967,942 123,282,244 129,614,867 ERSTE GROUP BANK AG 751,133 36,816,455 39,368,389 ESPEC CORP 50,400 395,068 365,082 ESPRINET SPA 74,104 585,357 466,288 ESPRIT HOLDINGS LTD 3,722,994 30,759,894 11,578,660 ESSILOR INTERNATIONAL 881,635 47,242,270 71,491,793 ESSO STE ANONYME FRANCAISE 8,178 1,169,699 1,116,917 ESUN HOLDINGS LTD 2,638,000 413,117 779,746 ETAM DEVELOPPEMENT SA 8,974 228,829 376,407 ETERNAL CHEMICAL CO LTD 1,402,213 1,084,027 1,581,691 EUGENE INVESTMENT + SECURITI 1,243,960 1,166,996 641,991 EULER HERMES SA 33,300 3,152,996 2,812,751 EURASIAN NATURAL RESOURCES 1,006,582 10,412,952 12,629,182 EURAZEO 89,964 7,026,040 6,571,309 EURO CURRENCY 25,105,769 36,095,347 36,399,574 EURO DISNEY SCA REGR 55,125 412,628 648,175 EUROBANK PROPERTIES REAL EST 80,108 828,396 662,027 EUROCASH SA 11,749 85,712 126,251 EUROCOMMERCIAL PROPERTIE CV 177,455 6,529,886 8,824,823 EUROFINS SCIENTIFIC 21,555 1,460,226 1,985,095 EUROMONEY INSTL INVESTOR PLC 100,394 562,659 1,052,490 EURONAV SA 58,676 1,535,343 795,417 EUROPEAN GOLDFIELDS LTD 876,699 5,771,738 9,174,863 EUTELSAT COMMUNICATIONS 220,012 5,726,841 9,888,488 EVA AIRWAYS CORP 2,896,735 1,701,264 2,954,874 EVA PRECISION INDUSTRIAL HLD 3,460,000 1,349,566 1,058,288 EVEN CONSTRUTORA E INCORPORA 511,100 2,788,985 2,577,992 EVERGRANDE REAL ESTATE GROUP 34,186,615 15,123,092 22,406,649 EVERGREEN INTERNATIONAL STOR 45,000 41,781 38,540 EVERGREEN MARINE 3,331,582 1,836,018 2,679,323 EVERLIGHT CHEMICAL 31,000 28,835 29,140 EVERLIGHT ELECTRONICS CO LTD 246,868 707,068 662,646 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value EVN AG 5,552 89,113 96,273 EVOLUTION GROUP PLC 656,338 1,378,936 655,940 EVS BROADCAST EQUIPMENT S.A. 29,497 1,840,707 1,996,326 EXEDY CORP 68,900 1,538,895 2,346,149 EXIDE INDUSTRIES LTD 94,166 272,242 341,148 EXOR SPA 194,202 4,450,366 6,067,698 EXOR SPA PRF 124,783 1,110,668 3,542,342 EXPERIAN PLC 3,835,378 35,707,882 48,859,847 EXTENDICARE REAL ESTATE INVE 349,994 2,395,553 3,778,813 EXTRACT RESOURCES LTD 380,348 2,686,962 3,220,955 EXXARO RESOURCES LTD 731,120 15,596,307 19,248,128 EZ TEC EMPREENDIMENTOS E PAR 43,500 471,341 472,520 EZAKI GLICO CO LTD 296,335 3,115,591 3,236,345 EZCHIP SEMICONDUCTOR LTD 74,753 2,479,610 2,691,328 EZION HOLDINGS LTD 1,518,000 766,552 859,409 EZRA HOLDINGS LTD 1,770,200 1,912,752 2,148,581 EZZ STEEL 1,930,470 4,639,073 3,538,467 F SECURE OYJ 178,168 608,144 635,459 F+A AQUA HOLDINGS INC 65,000 735,834 643,078 F+C ASSET MANAGEMENT PLC 1,714,343 2,096,913 2,064,220 F+C COMMERCIAL PROPERTY TRUST 2,224,495 3,278,650 3,789,168 FABEGE AB 715,324 3,562,616 7,204,197 FAES FARMA SA 552,926 3,049,435 1,671,459 FAES FARMA SA RTS 552,926 139,857 80,166 FAIRBORNE ENERGY LTD 293,173 1,105,340 1,442,930 FAIRFAX FINANCIAL HLDGS LTD 96,277 31,497,689 38,506,770 FAIRFAX MEDIA LTD 1,744,761 1,754,119 1,830,581 FAIVELEY TRANSPORT 18,845 1,405,444 1,926,230 FALCK RENEWABLES SPA 247,289 781,634 494,774 FALCON OIL + GAS LTD 1,322,995 2,422,445 219,334 FAMILYMART CO LTD 204,654 6,765,126 7,475,588 FANCL CORP 138,600 1,701,793 1,879,235 FANTASIA HOLDINGS GROUP CO 5,514,000 890,301 864,524 FANUC CORP 495,875 45,115,788 82,154,617 FAR EAST CONSORTIUM 1,612,000 361,809 362,538 FAR EASTERN DEPARTMENT STORE 485,095 263,808 971,085 FAR EASTERN INTL BANK 2,628,411 767,855 1,308,555 FAR EASTERN NEW CENTURY CORP 9,789,060 9,508,381 15,250,942 FAR EASTONE TELECOMM CO LTD 3,663,177 4,438,053 5,840,983 FARADAY TECHNOLOGY CORP 521,678 791,855 789,141 FARGLORY LAND DEVELOPMENT CO 632,786 1,511,995 1,577,366 FAST RETAILING CO LTD 224,277 25,566,454 36,018,690.53 FAUJI FERTILIZER COMPANY LTD 1,084,709 974,399 1,900,166 FAURECIA 156,421 2,926,741 6,698,149 FBD HOLDINGS PLC 158 1,622 1,649 FBD HOLDINGS PLC 75,230 955,380 779,866 FCC CO LTD 59,700 919,841 1,423,752 FDK CORP 185,000 292,223 284,052 FEDERAL BANK LTD 47,541 322,059 478,574 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value FENG HSIN IRON + STEEL CO 1,009,528 1,553,041 1,915,479 FENG TAY ENTERPRISE CO LTD 172,780 155,466 165,120 FENNER PLC 544,442 1,564,118 3,509,411 FERREXPO PLC 528,418 1,702,869 3,983,847 FERROVIAL SA 1,458,691 14,663,585 18,433,307 FERSA ENERGIAS RENOVABLES SA 297,013 1,050,494 508,136 FFP 21,561 1,248,102 1,719,311 FIAT INDUSTRIAL 2,462,803 22,283,431 31,779,159 FIAT INDUSTRIAL PFD 28,570 213,244 200,898 FIAT SPA 4,161,705 33,023,775 45,676,198 FIBERWEB PLC 280,061 968,666 266,402 FIBRIA CELULOSE SA 551,441 9,083,732 7,253,707 FIDEA HOLDINGS CO LTD 406,900 816,483 1,002,639 FIDESSA GROUP PLC 104,015 1,924,093 3,234,615 FIELMANN AG 35,699 2,494,994 3,976,062 FIERA MILANO SPA 47,680 352,411 311,080 FILA KOREA LTD 44,907 3,030,136 3,743,477 FILINVEST LAND INC 1,719,000 39,311 46,411 FILTRONA PLC 589,361 1,515,335 3,478,195 FIMALAC 35,178 2,026,020 1,479,081 FINANCIAL TECHN (INDIA) LTD 35,928 1,007,016 702,330 FINMECCANICA SPA 1,266,105 24,879,436 15,318,588 FINNAIR OYJ 180,826 1,116,864 935,948 FINNING INTERNATIONAL INC 459,464 9,914,886 13,615,854 FIRST CAPITAL REALTY INC 281,952 3,320,054 4,814,604 FIRST FINANCIAL HOLDING CO 12,524,856 7,890,618 10,356,166 FIRST GEN CORPORATION 2,217,900 546,436 725,737 FIRST GULF BANK 731,277 3,154,878 3,563,804 FIRST INTL BANK ISRAEL (5) 29,149 242,852 429,714 FIRST PACIFIC CO 7,293,695 3,871,941 6,542,649 FIRST PHILIPPINE HLDGS 204,940 261,848 279,969 FIRST QUANTUM MINERALS LTD 236,979 25,590,849 34,529,014 FIRST RESOURCES LTD 1,249,000 1,052,396 1,414,231 FIRST SHIP LEASE TRUST 1,270,000 690,931 362,089 FIRST STEAMSHIP 50,718 101,072 117,598 FIRST TRACTOR CO H 124,000 101,963 154,258 FIRSTGROUP PLC 1,737,160 11,755,545 9,507,445 FIRSTRAND LTD 14,847,952 24,989,485 43,477,187 FIRSTSERVICE CORP 81,900 1,592,657 2,833,531 FISCHER (GEORG) REG 11,624 2,993,934 6,381,466 FISHER + PAYKEL APPLIANCES H 2,048,585 790,189 981,318 FISHER + PAYKEL HEALTHCARE C 1,280,811 2,684,453 2,919,590 FKP PROPERTY GROUP 3,911,203 2,681,760 2,931,133 FLEETWOOD CORPORATION LTD 162,027 1,105,747 1,965,370 FLETCHER BUILDING LTD 1,874,617 10,995,652 13,345,886 FLEXIGROUP LTD 585,635 1,091,248 1,297,850 FLIGHT CENTRE LTD 196,801 3,272,803 4,555,220 FLINDERS MINES LTD 5,146,173 970,292 661,139 FLINT ENERGY SERVICES LTD 96,500 1,316,958 1,393,856 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value FLSMIDTH + CO A/S 140,922 7,454,450 11,964,925 FLUGHAFEN WIEN AG 55,188 3,032,349 2,808,101 FLUGHAFEN ZUERICH AG REG 8,703 2,430,774 3,966,480 FLUIDRA SA 10,621 45,945 43,117 FMS ENTERPRISES MIGUN LTD 26,064 702,389 632,200 FOLLI FOLLIE GROUP 92,171 1,486,840 1,325,650 FOMENTO DE CONSTRUC Y CONTRA 172,108 9,977,462 5,246,379 FOMENTO ECONOMICO MEXICA UBD 2,921,713 7,482,759 19,396,033 FONCIERE DES REGIONS 113,829 10,773,051 12,055,760 FONDIARIA SAI SPA 235,048 1,484,260 931,022 FONDIARIA SAI SPA RSP 140,883 749,952 276,771 FONDIARIA SAI SPA RTS 233,573 890,435 585,857 FONDIARIA SAI SPA RTS 140,273 210,100 124,059 FOOK WOO GROUP HOLDINGS LTD 5,228,000 1,694,064 1,639,366 FORBO HOLDING AG REG 7,693 2,237,635 5,829,138 FORD OTOMOTIV SANAYI AS 1,479,590 7,009,198 12,709,535 FOREIGN + COLONIAL INVESTMENT 413,125 1,695,266 2,121,079 FORMOSA CHEMICALS + FIBRE 9,136,471 16,833,806 34,034,933 FORMOSA EPITAXY INC 88,000 113,871 87,009 FORMOSA INTERNATIONAL HOTELS 63,615 876,866 1,204,817 FORMOSA PETROCHEMICAL CORP 3,454,941 8,251,759 12,148,555 FORMOSA PLASTICS CORP 5,667,150 15,751,529 20,420,562 FORMOSA TAFFETA CO. 2,468,935 1,615,593 2,707,590 FORMOSAN RUBBER GROUP INC 44,000 38,174 46,415 FORTESCUE METALS GROUP LTD 3,415,947 14,392,934 23,222,657 FORTIS INC 430,395 14,525,345 14,426,788 FORTUM OYJ 1,435,784 44,256,206 41,570,950 FORTUNE REIT 3,526,000 1,437,825 1,730,997 FORZANI GROUP LTD CL A 81,700 1,084,461 2,229,798 FOSTER ELECTRIC CO LTD 50,000 745,810 994,304 FOSTER S GROUP LTD 5,538,243 21,401,710 30,535,591 FOSUN INTERNATIONAL 4,775,614 3,170,873 3,621,028 FOUNTAINHEAD PROPERTY TRUST 2,214,114 1,637,883 2,103,392 FOURLIS SA 108,095 1,805,633 648,827 FOXCONN INTERNATIONAL HLDGS 5,355,133 5,029,595 2,360,560 FOXCONN TECHNOLOGY CO LTD 1,447,000 5,481,268 5,994,847 FP CORP 47,100 1,852,525 2,904,383 FRANCE BED HOLDINGS CO LTD 339,628 494,051 437,361 FRANCE TELECOM SA 5,723,798 147,978,783 121,699,593 FRANCO NEVADA CORP 364,400 8,778,861 13,592,788 FRANSHION PROPERTIES 5,947,649 1,669,466 1,513,426 FRAPORT AG 97,756 5,905,054 7,859,034 FRASER + NEAVE HOLDINGS BHD 53,500 130,760 343,732 FRASER AND NEAVE LTD 4,238,331 13,528,928 19,990,175 FRASERS CENTREPOINT TRUST 1,086,000 847,412 1,353,519 FRASERS COMM TRUST 100 1,756,200 997,566 1,158,783 FRED OLSEN ENERGY ASA 75,619 2,852,242 2,689,076 FREENET AG 362,998 4,500,911 5,028,197 FREIGHTWAYS LTD 435,368 852,468 1,150,626 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value FRESENIUS MEDICAL CARE AG + 630,419 31,073,932 47,117,351 FRESENIUS SE + CO KGAA 495,203 37,743,945 51,679,469 FRESNILLO PLC 588,956 8,145,939 13,256,467 FRIGOGLASS SA 56,572 703,789 795,602 FRONTLINE LTD 165,522 6,015,660 2,397,014 FRUTAROM 81,744 693,761 841,585 FUBON FINANCIAL HOLDING CO 15,412,496 14,222,774 23,690,069 FUCHS PETROLUB AG 107,616 2,660,006 5,579,524 FUCHS PETROLUB AG PFD 75,450 1,730,176 4,199,525 FUDO TETRA CORP 257,400 224,183 535,453 FUFENG GROUP LTD 2,431,000 1,997,744 1,574,585 FUGRO NV CVA 204,872 10,589,336 14,768,527 FUJI CO LTD 40,004 705,899 822,271 FUJI ELECTRIC CO LTD 1,762,550 4,480,541 5,456,134 FUJI ELECTRONICS CO LTD 23,100 218,864 354,395 FUJI HEAVY INDUSTRIES LTD 2,940,363 15,809,260 22,646,184 FUJI KYUKO CO LTD 124,000 538,967 631,055 FUJI MEDIA HOLDINGS INC 1,170 2,410,561 1,720,642 FUJI OIL CO LTD 186,200 2,095,208 2,852,023 FUJI SEAL INTERNATIONAL INC 42,500 772,651.26 927,254 FUJI SOFT INC 101,300 1,917,418 1,473,842 FUJICCO CO LTD 49,000 559,196 593,995 FUJIFILM HOLDINGS CORP 1,067,888 36,683,912 33,044,216 FUJIKURA KASEI CO LTD 69,600 458,338 379,198 FUJIKURA LTD 892,201 4,037,143 4,043,407 FUJIMI INC 65,300 1,013,598 777,843 FUJIMORI KOGYO CO LTD 36,800 449,410 522,655 FUJITA KANKO INC 104,000 531,588 361,862 FUJITEC CO LTD 199,000 994,919 1,140,874 FUJITSU FRONTECH LTD 27,200 261,904 194,671 FUJITSU GENERAL LTD 123,000 424,808 808,730 FUJITSU LTD 4,771,743 31,443,102 27,061,146 FUJIYA CO LTD 365,000 526,506 637,259 FUKUI BANK LTD/THE 518,000 1,653,400 1,494,477 FUKUOKA FINANCIAL GROUP INC 2,338,508 11,086,045 9,700,349 FUKUSHIMA BANK LTD/THE 650,000 476,604 313,893 FUKUYAMA TRANSPORTING CO LTD 275,561 1,170,144 1,460,378 FUNAI ELECTRIC CO LTD 77,689 2,578,309 2,036,497 FURUKAWA CO LTD 860,000 1,208,726 873,205 FURUKAWA ELECTRIC CO LTD 1,313,664 5,676,926 5,432,934 FURUKAWA SKY ALUMINUM CORP 257,000 565,260 913,311 FURUNO ELECTRIC CO LTD 45,060 364,425 245,498 FUSO PHARMACEUTICAL INDUST 134,000 434,148 358,395 FUTABA CORP/CHINA 97,600 1,743,797 1,786,191 FUTABA INDUSTRIAL CO LTD 148,600 1,353,895 1,078,252 FUTURE ARCHITECT INC 674 320,184 300,863 FUYO GENERAL LEASE CO LTD 64,300 1,629,139 2,163,238 FYFFES PLC 976,714 580,038 594,757 G RESOURCES GROUP LTD 39,873,000 2,834,734 3,228,272 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value G.U.D. HOLDINGS LTD 195,765 1,228,312 1,907,232 G4S PLC 4,659,487 17,945,147 20,930,656 GABRIEL RESOURCES LTD 493,800 1,156,359 3,407,634 GAFISA SA 24,000 131,737 114,143 GAGFAH SA 394,698 3,908,363 2,870,988 GAIL INDIA LTD 750,775 5,984,330 7,389,763 GAJAH TUNGGAL TBK PT 6,357,500 1,566,683 2,316,738 GAKKEN HOLDINGS CO LTD 225,000 486,970 406,761 GALAXY ENTERTAINMENT GROUP L 3,083,200 990,636 6,561,644 GALAXY RESOURCES LTD 685,926 786,084 547,092 GALENICA AG REG 13,819 4,727,114 8,829,717 GALLANT VENTURE LTD 2,735,000 780,013 913,449 GALLEON ENERGY INC A 237,500 1,754,337 743,187 GALLIFORD TRY PLC 250,410 1,533,983 2,078,448 GALP ENERGIA SGPS SA B SHRS 992,452 16,582,145 23,670,003 GAM HOLDING AG 802,180 11,335,984 13,147,376 GAME GROUP PLC 1,272,154 3,607,239 740,363 GAMELOFT 157,820 679,974 1,144,076 GAMESA CORP TECNOLOGICA SA 789,669 19,383,488 6,377,100 GAMUDA BHD 3,776,203 3,131,317 4,814,830 GAS NATURAL SDG SA 1,042,252 24,977,701 21,827,949 GAZIT GLOBE LTD 191,611 1,735,761 2,292,014 GB AUTO 13,930 62,699 71,208 GCL POLY ENERGY HOLDINGS LTD 19,542,559 5,119,603 10,096,204 GDF SUEZ 4,591,375 228,461,903 167,984,369 GEA GROUP AG 546,017 14,372,343 19,541,672 GEBERIT AG REG 106,501 13,741,621 25,196,037 GECINA SA 76,407 8,585,482 10,675,666 GECOSS CORP 30,932 136,016 132,522 GEELY AUTOMOBILE HOLDINGS LT 9,133,980 4,925,141 3,568,488 GEK TERNA HOLDING REAL ESTAT 182,197 1,520,147 530,958 GEM DIAMONDS LTD 391,108 1,938,482 1,439,785 GEMALTO 285,261 9,955,792 13,637,978 GEMINA SPA 1,653,016 1,449,062 1,692,016 GEMTEK TECHNOLOGY CORP 182,329 235,692.33 199,319 GENER S.A. 5,693,127 2,655,447 3,498,014 GENERALI DEUTSCHLAND HOLDING 19,990 2,679,982 2,584,913 GENESIS PHOTONICS INC 61,000 185,693 172,019 GENMAB A/S 94,583 3,565,845 735,396 GENOMMA LAB INTERNACIONAL B 3,866,324 6,363,824 9,824,971 GENTING BHD 9,340,171 21,802,921 34,706,645 GENTING MALAYSIA BHD 6,704,483 5,224,287 7,993,423 GENTING PLANTATIONS BHD 135,500 235,764 355,410 GENTING SINGAPORE PLC 16,296,096 14,862,724 25,620,288 GENUS PLC 169,730 1,889,593 2,806,680 GENWORTH MI CANADA INC 148,400 3,799,452 3,904,130 GEO CORP 1,244 1,109,082 1,540,367 GEODYNAMICS LTD 954,945 477,597 209,585 GEOX SPA 219,821 1,754,128 1,316,898 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value GERDAU S.A. 300,647 2,660,546 2,748,109 GERDAU SA PREF 1,931,415 20,379,499 20,151,740 GERRY WEBER INTL AG 48,796 1,390,209 3,203,063 GETIN HOLDING SA 781,580 2,210,451 3,638,433 GETINGE AB B SHS 678,585 15,662,551 18,260,355 GFI INFORMATIQUE 153,223 707,502 868,607 GFK SE 30,585 891,762 1,614,108 GIANT MANUFACTURING 1,216,666 3,780,829 4,892,333 GIGABYTE TECHNOLOGY CO LTD 516,000 464,440 578,453 GIIR INC 23,430 230,462 217,259 GILAT SATELLITE NETWORKS LTD 113,034 605,443 511,601 GILDAN ACTIVEWEAR INC 417,056 8,207,964 14,688,357 GILDEMEISTER AG 170,551 2,805,565 3,584,225 GIMV NV 52,210 2,880,511 3,324,595 GINDALBIE METALS LTD 1,989,051 1,615,337 1,778,114 GINTECH ENERGY CORP 222,109 650,204 545,152 GIORDANO INTERNATIONAL LTD 4,220,000 1,472,338 3,579,373 GIVAUDAN REG 23,632 17,960,795 24,965,106 GIVEN IMAGING LTD 32,766 446,162 655,802 GKN PLC 7,558,981 12,405,940 28,130,257 GL EVENTS 25,511 558,017 950,938 GLANBIA PLC 413,705 1,664,290 2,867,091 GLAXOSMITHKLINE PHARMACEUTIC 9,125 200,218 480,230 GLAXOSMITHKLINE PLC 16,903,686 379,624,749 362,021,399 GLENCORE INTERNATIONAL PLC 2,059,795 17,518,382 16,236,880 GLENMARK PHARMACEUTICALS LTD 217,612 1,394,891 1,562,629 GLOBAL BIO CHEM TECHNOLOGY 6,888,000 1,042,765 2,177,604 GLOBAL LOGISTIC PROPERTIES L 5,342,051 8,898,457 8,964,341 GLOBAL MIXED MODE TECHNOLOGY 23,000 97,855 98,090 GLOBAL UNICHIP CORP 11,158 44,490 44,090 GLOBE TELECOM INC 89,183 1,927,416 1,839,847 GLOBE TRADE CENTRE SA 194,571 1,507,672 1,318,258 GLORIOUS PROPERTY HOLDINGS 8,815,000 2,288,348 2,752,829 GLORY LTD 127,278 3,180,713 2,846,269 GLOW ENERGY PCL FOREIGN 217,500 264,584 353,946 GMG GLOBAL LTD 8,162,000 1,722,210 1,562,455 GMO INTERNET INC 249,900 1,098,783 1,113,967 GMP CAPITAL INC 207,100 2,517,073 2,744,595 GMR INFRASTRUCTURE LTD 1,783,053 2,199,317 1,306,302 GN STORE NORD A/S 589,371 2,708,006 5,673,065 GO AHEAD GROUP PLC 139,279 3,344,400 3,530,732 GODO STEEL LTD 364,000 1,055,140 955,523 GODREJ CONSUMER PRODUCTS LTD 3,418 27,335 32,955 GODREJ INDUSTRIES LTD 154,323 514,291 715,127 GOL LINHAS AEREAS PREF 18,700 202,687 223,000 GOLAR LNG LTD 95,575 1,163,837 3,331,039 GOLD FIELDS LTD 121,992 2,129,925 1,784,981 GOLDCORP INC 2,104,569 70,337,842 101,728,448 GOLDCREST CO LTD 40,570 925,511.79 835,914.81 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value GOLDEN AGRI RESOURCES LTD 23,308,129 8,560,269.42 12,910,987.03 GOLDEN EAGLE RETAIL GROUP 1,431,761 2,942,147 3,643,228 GOLDEN MEDITECH HOLDINGS LTD 5,172,000 1,302,585 897,311 GOLDEN OCEAN GROUP LTD 1,049,754 1,434,229 1,076,079 GOLDEN STAR RESOURCES LTD 736,300 1,745,671 1,617,403 GOLDSUN DEV + CONST 263,822 114,747 132,262 GOME ELECTRICAL APPLIANCES 31,130,646 7,781,224 12,402,250 GOODMAN FIELDER LTD 3,437,855 4,414,164 3,901,400 GOODMAN GROUP 29,457,911 15,286,897 22,234,028 GOODMAN PROPERTY TRUST 1,899,386 1,317,421 1,490,268 GOODPACK LTD 1,056,000 917,274 1,574,194 GOODTOP TIN INTERNATIONAL HO 6,120,000 1,283,678 1,226,949 GOTTEX FUND MGMT HLDINGS LTD 34,461 279,373 209,549 GOURMET KINEYA CO LTD 32,000 212,246 173,948 GOVERNANCE FOR OWNERS 221,743,929 300,497,562 278,315,513 GPT GROUP 7,386,451 15,989,501 24,989,063 GRAFTON GROUP PLC UTS 652,501 2,753,928 3,192,844 GRAINCORP LTD 562,149 3,610,535 4,995,243 GRAINGER PLC 1,363,148 2,670,948 2,842,819 GRAND KOREA LEISURE CO LTD 52,490 758,419 995,572 GRAND PACIFIC PETROCHEMICAL 278,000 146,952.62 172,760.98 GRANITE HACARMEL INVESTMENTS 417,098 779,167 845,842 GRASIM INDUSTRIES LTD 117,619 5,195,483 5,472,785 GREAT BASIN GOLD LTD 1,281,200 2,545,412 2,628,511 GREAT CANADIAN GAMING CORP 234,400 1,315,747 1,862,862 GREAT EAGLE HOLDINGS LTD 2,046,638 5,247,248 6,799,112 GREAT EASTERN SHIPPING CO 212,530 1,271,590 1,388,497 GREAT PORTLAND ESTATES PLC 1,398,840 5,807,746 9,791,555 GREAT WALL ENTERPRISES 9,181,235 9,016,648 10,548,184 GREAT WALL MOTOR COMPANY H 3,138,826 1,770,120 5,163,305 GREAT WALL TECHNOLOGY CO H 246,000 126,194 101,799 GREAT WEST LIFECO INC 796,166 20,295,239 21,019,892 GREATEK ELECTRONICS INC 234,747 214,952 218,210 GREE INC 303,668 4,889,796 6,583,980 GREEN CROSS CORP 11,401 1,521,394 1,724,593 GREEN ENERGY TECHNOLOGY INC 118,000 358,782 408,759 GREENCORE GROUP PLC 584,497 1,237,112 822,009 GREENE KING PLC 699,221 4,739,025 5,471,381 GREENTOWN CHINA HOLDINGS 1,621,571 2,365,548 1,550,456 GREGGS PLC 286,948 1,859,498 2,443,912 GRENDENE SA 8,400 23,456 48,392 GRENKELEASING AG 19,402 712,524 1,232,093 GRIFOLS SA 529,972 12,507,224 10,634,375 GRINDROD LTD 2,847,646 5,723,343 5,859,960 GRONTMIJ NV CVA 55,660 1,503,815 1,107,185 GROUP FIVE LTD 80,001 314,200 352,859 GROUPE AEROPLAN INC 583,200 4,356,571 8,049,139 GROUPE BRUXELLES LAMBERT SA 321,229 35,400,900 28,563,412 GROUPE EUROTUNNEL SA REGR 1,502,892 13,516,689 16,799,831 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value GROUPE STERIA SCA 63,823 1,405,811 1,882,136 GROWELL HOLDINGS CO LTD 19,000 440,843 493,115 GROWTHPOINT PROPERTIES LTD 2,723,706 4,746,532 7,356,697 GRUMA S.A.B. B 179,600 245,304 372,160 GRUPA LOTOS SA 24,662 244,662 405,598 GRUPO AEROPORTUARIO DE SUR B 50,600 266,275 297,294 GRUPO AEROPORTUARIO DEL B SH 841,855 2,236,755 3,447,278 GRUPO AEROPORTUARIO DEL CENT 44,200 61,408 94,605 GRUPO BIMBO SAB SERIES A 5,107,602 8,273,820 11,803,291 GRUPO CARSO SAB DE CV SER A1 1,614,479 4,326,297 5,341,717 GRUPO CATALANA OCCIDENTE SA 190,564 3,895,015 4,688,625 GRUPO DE INV SURAMERICANA 495,089 6,445,525 10,556,383 GRUPO ELEKTRA SA 148,428 5,321,303 7,594,239 GRUPO EMPRESARIAL ENCE SA 580,496 2,076,324 2,293,446 GRUPO EZENTIS SA 592,737 854,229 211,407 GRUPO FAMSA SAB A 96,800 201,527 165,091 GRUPO FINANCIERO BANORTE O 7,651,058 25,278,349 34,683,524 GRUPO FINANCIERO INBURSA O 4,835,812 13,254,625 24,738,027 GRUPO MEXICO SAB DE CV SER B 10,708,381 24,513,851 35,302,255 GRUPO MODELO S.A.B. SER C 1,626,487 6,249,275 9,819,754 GRUPO SIMEC S.A. SER B 101,700 251,163 255,922 GRUPO TELEVISA SA SER CPO 2,693,600 7,637,549 13,237,272 GRUPO TELEVISA SAB SER CPO 3,699,680 13,434,270 18,181,495 GRUPPO COIN SPA 118,876 628,456 1,110,810 GRUPPO EDITORIALE L ESPRESSO 463,024 822,071 1,270,799 GRYPHON MINERALS LTD 847,947 1,603,068 1,643,139 GS ENGINEERING + CONSTRUCT 142,943 12,100,804 17,405,105 GS HOLDINGS 124,633 3,782,589 9,117,095 GS HOME SHOPPING INC 9,096 550,943.04 1,160,376 GS YUASA CORP 900,837 7,932,634 5,967,651 GSW IMMOBILIEN AG 49,853 1,541,706 1,709,406 GTL LTD 3,683 29,614 7,547 GUANGDONG INVESTMENT LTD 4,390,972 2,196,586 2,358,781 GUANGSHEN RAILWAY CO LTD H 2,413,459 1,101,566 1,011,133 GUANGZHOU AUTOMOBILE GROUP H 6,791,668 6,298,314 8,291,835 GUANGZHOU R+F PROPERTIES H 2,239,932 4,017,869 3,062,860 GUARARAPES CONFECCOES SA 490 11,069 27,288 GUDANG GARAM TBK PT 382,500 1,224,604 2,221,270 GUERBET 3,442 553,138 389,250 GUJARAT MINERAL DEV CORP LTD 18,085 41,197 61,028 GUJARAT NRE COKE LTD 27,399 29,008 29,420 GUJARAT STATE FERT + CHEMICA 22,975 143,634 182,736 GUJARAT STATE PETRONET LTD 12,777 22,414 25,467 GULLIVER INTERNATIONAL CO 15,120 527,871 625,319 GUN EI CHEMICAL INDUSTRY CO 191,000 434,091 522,672 GUNMA BANK LTD/THE 922,070 5,824,431 4,840,979 GUNNEBO AB 160,978 612,799 1,033,210 GUNNS LTD 2,103,620 2,342,930 608,076 GUNZE LTD 446,000 1,476,620 1,507,652 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value GUOCO GROUP LTD 491,953 5,258,935 6,025,140 GUOCOLAND LTD 333 584,845 1,258,227 948,062 GUOCOLEISURE LTD 1,935,000 1,136,770 1,087,610 GURIT HOLDING AG BR 1,191 676,091 769,482 GURUNAVI INC 36,700 813,019 359,456 GUYANA GOLDFIELDS INC 230,700 2,231,033 1,637,442 GVK POWER + INFRASTRUCTURE 39,430 27,153 16,980 GWA GROUP LTD 744,560 1,767,048 2,192,096 GZI REAL ESTATE INVMNT TRUST 2,261,000 783,207 1,168,093 H I S CO LTD 48,500 924,061 1,191,481 H LUNDBECK A/S 693,235 13,991,238 18,231,682 H+R REAL ESTATE INV REIT UTS 677,903 8,572,111 15,200,323 H+R WASAG AG 64,314 1,118,944 1,864,912 H2O RETAILING CORP 334,328 2,308,980 2,583,214 HACHIJUNI BANK LTD/THE 1,088,113 6,810,297 6,076,510 HADERA PAPER LTD 10,736 566,302 742,448 HAIER ELECTRONICS GROUP CO 1,965,000 618,959 2,441,966 HAINAN MEILAN INTL AIRPORT H 32,000 34,967 31,995 HAITIAN INTERNATIONAL HLDGS 1,826,000 1,181,585 2,365,440 HAKON INVEST AB 167,628 1,994,389 2,376,261 HAKUHODO DY HOLDINGS INC 87,050 4,838,988 4,613,357 HAKUTO CO LTD 34,100 318,614 336,524 HALDEX AB 124,268 521,708 665,646 HALDEX AB 124,268 590,810 665,646 HALFORDS GROUP PLC 597,674 3,183,030 3,561,798 HALLA CLIMATE CONTROL 105,600 1,068,677 2,541,947 HALMA PLC 1,067,019 3,841,020 7,097,152 HAMAKYOREX CO LTD 17,800 416,627 578,346 HAMAMATSU PHOTONICS KK 155,991 3,860,033 6,692,764 HAMBURGER HAFEN UND LOGISTIK 69,487 3,401,426 3,018,325 HAMMERSON PLC 2,813,343 20,180,982 21,743,317 HANA FINANCIAL GROUP 620,123 21,719,279 21,664,949 HANA MICROELECTRONICS FOREIG 305,700 179,528 231,825 HANA TOUR SERVICE INC 32,858 1,027,634 1,495,714 HANDSOME CO LTD 69,820 803,202 1,723,184 HANFENG EVERGREEN INC 131,400 893,129 614,044 HANG LUNG GROUP LTD 2,558,794 10,508,719 16,211,858 HANG LUNG PROPERTIES LTD 9,640,406 31,510,195 39,645,687 HANG SENG BANK LTD 3,103,661 51,087,920 49,578,810 HANGZHOU STEAM TURBINE CO B 75,166 99,485 107,901 HANIL CEMENT CO LTD 21,417 1,423,838 928,775 HANJIN HEAVY INDUS + CONST 90,085 2,012,254 3,024,923 HANJIN HEAVY INDUSTRIES 83,530 1,019,693 852,786 HANJIN SHIPPING CO LTD 157,638 2,939,866 3,299,971 HANJIN SHIPPING HOLDINGS CO 108,521 1,707,669 1,285,812 HANJIN TRANSPORTATION CO 183,940 6,430,781 4,574,165 HANKOOK TIRE CO LTD 378,038 6,777,499 16,128,553 HANKYU HANSHIN HOLDINGS INC 3,213,708 15,827,632 12,654,273 HANMI HOLDINGS CO LTD 10,725 547,858 257,665 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value HANMI PHARM CO LTD 15,986 1,547,181 1,154,424 HANNOVER RUECKVERSICHERUNGS 278,685 11,588,322 14,531,708 HANNSTAR DISPLAY CORP 49,976,208 10,321,000 7,464,199 HANSEN TRANSMISSIONS INT 1,678,375 1,477,452 970,037 HANSOL PAPER CO LTD 908,770 9,593,532 7,975,624 HANSOL TECHNICS CO LTD 24,340 951,072 719,268 HANSSEM CO LTD 33,280 257,419 417,695 HANSTEEN HOLDINGS PLC 981,805 1,408,819 1,378,421 HANWA CO LTD 697,000 2,949,762 3,063,831 HANWHA CHEMICAL CORP 192,303 2,465,830 9,077,933 HANWHA CORPORATION 209,365 8,134,347 9,559,818 HANWHA GENERAL INSURANCE CO 103,620 1,012,466 946,279 HANWHA SECURITIES CO 178,853 1,424,839.44 1,018,523 HARBIN POWER EQUIPMENT CO H 752,000 897,018 857,220 HAREL INSURANCE INVESTMENTS 15,772 580,978 876,531 HARGREAVES LANSDOWN PLC 1,380,245 10,890,189 13,461,687 HARRY WINSTON DIAMOND CORP 177,800 2,186,680 2,951,358 HARUM ENERGY TBK PT 4,357,500 2,818,698 4,852,676 HARVEY NORMAN HOLDINGS LTD 2,051,852 5,509,270 5,469,813 HASEKO CORP 3,719,110 3,559,542 2,670,980 HASTIE GROUP LTD 781,629 921,234 117,154 HAULOTTE GROUP 35,696 335,890 774,755 HAVAS SA 1,316,424 4,113,766 7,025,616 HAYS PLC 6,409,431 12,044,187 10,598,727 HCL TECHNOLOGIES LTD 660,738 3,297,538 7,311,320 HDFC BANK LTD 669,105 22,877,109 37,472,277 HEADLAM GROUP PLC 235,130 1,093,261 1,102,270 HEIDELBERGCEMENT AG 578,123 38,133,519 36,901,370 HEIDELBERGER DRUCKMASCHINEN 494,072 2,532,244 1,777,931 HEIJMANS 47,766 1,179,072 1,203,279 HEINEKEN HOLDING NV 642,403 23,347,150 32,859,332 HEINEKEN NV 878,989 42,798,367 52,849,427 HEIWA CORP 114,951 1,289,937 1,766,404 HEIWA REAL ESTATE CO LTD 566,500 1,807,820 1,220,542 HEIWADO CO LTD 66,300 874,568 817,667 HELICAL BAR PLC 514,166 2,719,225 2,096,689 HELIOPOLIS HOUSING 8,717 30,427 27,384 HELLENIC EXCHANGES SA HOLDIN 184,903 1,893,227 1,316,280 HELLENIC PETROLEUM SA 302,961 3,793,027 2,859,503 HELLENIC TELECOMMUN ORGANIZA 1,080,222 24,510,495 10,070,401 HELVETIA HOLDING AG REG 21,338 6,266,298 9,123,135 HENDERSON GROUP PLC 3,234,118 6,412,046 7,923,324 HENDERSON INVESTMENT LTD 11,850,000 2,095,960 1,050,795 HENDERSON LAND DEVELOPMENT 5,345,726 35,007,132 34,556,145 HENG TAI CONSUMABLES GROUP 9,690,000 1,131,910 983,788 HENGAN INTL GROUP CO LTD 2,274,824 8,345,877 20,420,424 HENGDELI HOLDINGS LTD 3,716,000 1,012,432 1,972,316 HENKEL AG + CO KGAA 320,872 12,932,795 18,387,633 HENKEL AG + CO KGAA VORZUG 493,774 21,141,277 34,270,023 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value HENNES + MAURITZ AB B SHS 1,940,253 47,697,809 67,062,738 HERA SPA 2,144,776 5,591,973 4,540,018 HERITAGE OIL PLC 605,702 4,325,874 2,133,500 HERMES INTERNATIONAL 106,542 14,345,803 31,496,381 HERO HONDA MOTORS LTD 235,494 8,479,696 9,797,478 HERO MOTOCORP LTD 105,415 3,394,459 4,385,699 HEXAGON AB B SHS 718,175 8,767,739 17,732,295 HI P INTERNATIONAL LTD 753,000 328,193 613,392 HI SUN TECHNOLOGY CHINA LTD 5,874,000 1,399,595 1,660,761 HIBIYA ENGINEERING LTD 72,300 625,923 726,939 HIDILI INDUSTRY INTL DEVELOP 2,876,166 1,728,387 2,476,506 HIGASHI NIPPON BANK LTD/THE 262,000 711,834 528,801 HIGHWEALTH CONSTRUCTION CORP 39,699 65,176 93,154 HIGO BANK LTD/THE 445,137 2,858,510 2,563,010 HIKARI TSUSHIN INC 43,261 1,103,206 1,016,176 HIKMA PHARMACEUTICALS PLC 411,302 3,500,297 5,018,471 HILLS HOLDINGS LTD 705,065 1,313,666 902,037 HINDALCO INDUSTRIES LTD 8,839,536 37,689,411 35,652,778 HINDUSTAN CONSTRUCTION CO 48,240 46,204 34,209 HINDUSTAN OIL EXPLORATION CO 2,995 14,793 11,906 HINDUSTAN PETROLEUM CORP 372,736 2,752,565 3,316,079 HINDUSTAN UNILEVER LTD 2,113,979 12,398,694 16,114,049 HINDUSTAN ZINC LTD 408,768 707,702 1,252,752 HINO MOTORS LTD 627,239 3,150,513 3,627,048 HIOKI E E CORP 11,800 209,513 235,094 HIROSE ELECTRIC CO LTD 90,593 9,558,139 9,220,848 HIROSHIMA BANK LTD/THE 1,159,091 5,230,555 5,023,300 HISAKA WORKS LTD 70,000 1,045,592 939,574 HISAMITSU PHARMACEUTICAL CO 118,125 4,215,316 5,009,639 HISCOX LTD 1,193,578 5,760,114 8,027,091 HITACHI CABLE LTD 1,324,021 5,140,245 3,246,113 HITACHI CAPITAL CORP 92,592 1,159,657 1,246,259 HITACHI CHEMICAL CO LTD 281,755 4,518,263 5,550,661 HITACHI CONSTRUCTION MACHINE 213,608 5,093,303 4,745,080 HITACHI HIGH TECHNOLOGIES CO 226,920 4,654,611 4,934,022 HITACHI KOKI CO LTD 121,690 1,894,282 1,104,492 HITACHI KOKUSAI ELECTRIC INC 224,000 1,631,710 1,850,025 HITACHI LTD 11,932,166 55,326,033 69,885,021 HITACHI MEDICAL CORP 34,000 352,751 378,900 HITACHI METALS LTD 573,667 5,902,253 8,048,095 HITACHI TOOL ENGINEERING LTD 31,200 323,965 338,039 HITACHI TRANSPORT SYSTEM LTD 82,957 1,223,977 1,414,466 HITACHI ZOSEN CORP 2,511,500 3,193,022 3,887,290 HITE BREWERY CO LTD 17,828 2,497,940 1,870,178 HITE HOLDINGS CO LTD 41,150 822,789 603,192 HKC HOLDINGS LTD 11,832,460 1,142,675 501,810 HKR INTERNATIONAL LTD 1,931,274 846,207 1,129,291 HKSCAN OYJ A SHS 105,502 1,242,424 850,469 HO BEE INVESTMENT LTD 834,000 1,112,195 978,299 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value HOCHSCHILD MINING PLC 478,157 2,389,308 3,528,154 HOCHTIEF AG 157,914 12,782,301 13,187,628 HODOGAYA CHEMICAL CO LTD 119,000 288,475 484,782 HOGANAS AB B 96,710 1,479,259 3,877,565 HOGY MEDICAL CO LTD 34,700 1,722,159 1,557,547 HOKKAIDO ELECTRIC POWER CO 469,887 10,144,982 7,779,082 HOKKAIDO GAS CO LTD 149,000 380,661 481,538 HOKKAN HOLDINGS LTD 94,000 244,756 278,182 HOKKOKU BANK LTD/THE 642,655 2,569,965 2,244,039 HOKUETSU BANK LTD/THE 362,000 747,363 744,081 HOKUETSU KISHU PAPER CO LTD 296,000 1,393,790 1,799,604 HOKUHOKU FINANCIAL GROUP INC 2,590,852 7,290,287 5,100,859 HOKURIKU ELECTRIC INDUSTRY 262,000 488,743 509,336 HOKURIKU ELECTRIC POWER CO 478,329 11,076,280 9,085,647 HOKUTO CORP 70,900 1,526,679 1,548,633 HOLCIM INDONESIA TBK PT 137,000 26,835 35,147 HOLCIM LTD REG 637,089 43,720,371 48,008,634 HOLIDAYBREAK PLC 198,005 921,494 921,873 HOLMEN AB B SHS 170,613 4,784,739 5,331,942 HOMBURG CANADA REAL ESTATE I 72,649 969,272 956,003 HOME CAPITAL GROUP INC 97,800 3,078,460 5,244,172 HOME RETAIL GROUP 3,446,012 15,738,108 9,056,545 HOMESERVE PLC 923,754 4,892,069 7,459,699 HON HAI PRECISION INDUSTRY 16,093,865 47,195,352 55,189,852 HONAM PETROCHEMICAL CORP 45,931 3,966,816 17,014,645 HONDA MOTOR CO LTD 3,883,162 119,270,877 148,335,236 HONEYS CO LTD 31,560 261,159 344,675 HONG KONG + CHINA GAS 14,993,119 26,098,104 34,066,292 HONG KONG AIRCRAFT ENGINEERG 165,182 2,277,883 2,377,566 HONG KONG DOLLAR 21,305,791 2,737,399 2,738,094 HONG KONG EXCHANGES + CLEAR 3,608,177 43,593,419 75,676,085 HONG LEONG ASIA LTD 318,000 353,440 588,025 HONG LEONG BANK BERHAD 1,385,372 3,131,421 6,138,857 HONG LEONG FINANCIAL GROUP 521,800 1,599,560 2,277,637 HONGKONG + SHANGHAI HOTELS 1,822,752 2,429,600 3,035,871 HONGKONG CHINESE LTD 1,592,251 175,311 259,876 HOPEWELL HIGHWAY INFRASTRUCT 2,201,935 1,536,747 1,443,196 HOPEWELL HOLDINGS LTD 2,171,829 7,067,707 6,880,076 HOPSON DEVELOPMENT HOLDINGS 2,891,808 3,856,672 2,605,182 HORIBA LTD 89,600 2,165,702 2,884,596 HORIZON OIL LTD 3,223,201 1,022,858 1,156,004 HOSHIZAKI ELECTRIC CO LTD 153,200 2,230,579 3,376,622 HOSIDEN CORP 276,500 3,743,118 2,499,319 HOSOKAWA MICRON CORP 92,000 441,822 444,279 HOT TELECOMMUNICATION SYSTEM 56,337 489,115 1,008,019 HOTAI MOTOR COMPANY LTD 103,000 94,612 387,279 HOTEL PROPERTIES 498,129 1,147,793 937,339 HOTEL SHILLA CO LTD 111,020 1,608,566 2,812,805 HOUSE FOODS CORPORATION 132,000 2,050,706 2,219,605 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value HOUSING DEVELOPMENT + INFRAS 514,275 2,783,820 1,838,402 HOUSING DEVELOPMENT FINANCE 207,000 2,951,006 3,252,774 HOWDEN JOINERY GROUP PLC 1,791,971 1,198,149 3,078,306 HOYA CORP 1,243,353 33,430,864 27,311,894 HSBC HOLDINGS PLC 47,996,245 580,167,951 476,511,898 HSIL LTD 687,526 2,103,930 2,860,686 HTC CORP 2,274,818 37,062,063 76,504,390 HUA NAN FINANCIAL HOLDINGS C 9,987,313 5,746,734 7,753,828 HUABAO INTERNATIONAL HOLDING 10,927,178 13,587,683 9,956,458 HUADIAN POWER INTL CORP H 18,330,000 6,161,040 3,651,277 HUAKU DEVELOPMENT CO LTD 546,925 1,543,119 1,626,104 HUANENG POWER INTL INC H 5,846,787 3,932,142 3,080,717 HUANG HSIANG CONSTRUCTION CO 16,000 32,216 42,390 HUB POWER COMPANY 689,842 285,106 300,908 HUBER + SUHNER AG REG 42,944 1,663,465 2,825,532 HUCHEMS FINE CHEMICAL CORP 299,066 4,857,764 7,198,985 HUDBAY MINERALS INC 526,000 5,191,535 7,848,306 HUFVUDSTADEN AB A SHS 659,594 5,033,007 7,923,428 HUGA OPTOTECH INC 186,927 188,932 182,219 HUGO BOSS PFD 48,953 1,582,901 4,968,922 HUHTAMAKI OYJ 340,685 3,511,182 4,351,627 HULIC CO LTD 364,900 2,756,129 3,352,598 HUMAX CO LTD 49,108 595,716 419,947 HUNAN NON FERROUS METALS H 430,000 144,834 153,626 HUNGARIAN FORINT 580,364 3,140 3,169 HUNTING PLC 409,721 4,331,490 5,032,070 HURRIYET GAZETECILIK VE MATB 78,977 83,462 65,652 HUSKY ENERGY INC 726,410 26,033,677 19,795,441 HUSQVARNA AB A SHS 381,973 2,109,139 2,540,615 HUSQVARNA AB B SHS 1,237,679 7,799,814 8,216,474 HUTCHISON HARBOUR RING LTD 8,852,638 753,878 876,020 HUTCHISON TELECOMM HONG KONG 7,293,330 1,372,495 2,249,509 HUTCHISON WHAMPOA LTD 10,119,964 93,977,871 109,246,843 HYAKUGO BANK LTD/THE 473,079 2,883,092 1,903,795 HYAKUJUSHI BANK LTD/THE 575,210 3,303,270 2,044,145 HYFLUX LTD 2,148,500 2,688,572 3,482,824 HYNIX SEMICONDUCTOR INC 1,128,841 19,349,221 26,485,697 HYOSUNG CORPORATION 86,525 7,361,415 7,439,716 HYPERMARCAS SA 492,833 6,462,648 4,637,314 HYSAN DEVELOPMENT CO 3,218,634 8,835,163 15,966,490 HYUNDAI DEPT STORE CO 56,372 5,193,713 9,160,887 HYUNDAI DEVELOPMENT COMPANY 187,507 7,058,482 5,251,207 HYUNDAI ELEVATOR CO. 22,817 1,391,551 2,276,037 HYUNDAI ENGINEERING + CONST 222,181 12,221,232 17,917,638 HYUNDAI GLOVIS CO LTD 18,545 1,889,907 2,987,699 HYUNDAI GREENFOOD CO LTD 536,840 4,365,934 6,913,829 HYUNDAI HEAVY INDUSTRIES 166,251 31,449,289 69,060,379 HYUNDAI HOME SHOPPING NETWOR 10,204 977,647 1,218,574 HYUNDAI HYSCO 223,553 3,025,414 10,699,721 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value HYUNDAI MARINE + FIRE INS CO 218,310 4,084,512 6,502,373 HYUNDAI MERCHANT MARINE 178,189 4,449,596 5,273,979 HYUNDAI MIPO DOCKYARD 40,403 4,653,959 6,414,308 HYUNDAI MOBIS 271,260 40,440,972 101,628,904 HYUNDAI MOTOR CO 533,348 53,739,957 118,394,048 HYUNDAI MOTOR CO LTD 2ND PFD 113,984 4,823,417 8,786,478 HYUNDAI MOTOR CO LTD PFD 30,450 1,192,182 2,178,973 HYUNDAI SECURITIES CO 422,032 6,368,981 4,703,961 HYUNDAI STEEL CO 105,586 7,571,567 12,807,007 HYUNJIN MATERIALS CO LTD 31,398 657,769 461,714 I.T LTD 1,354,000 842,058 1,317,241 IAMGOLD CORP 1,704,375 30,325,551 32,035,399 IBERDROLA RENOVABLES SA 2,780,973 15,543,207 12,281,442 IBERDROLA SA 13,349,512 137,005,638 118,780,267 IBIDEN CO LTD 352,142 11,857,503 10,922,681 IBJ LEASING CO LTD 78,200 1,238,242 1,894,965 IC COMPANYS A/S 35,944 930,165 1,544,070 ICADE 90,445 9,466,712 11,150,063 ICAP PLC 1,814,144 14,376,741 13,776,218 ICHIBANYA CO LTD 13,611 299,619 428,082 ICHIKOH INDUSTRIES LTD 136,000 268,789 318,276 ICHIYOSHI SECURITIES CO LTD 94,300 794,039 577,990 ICICI BANK LTD 1,299,502 23,806,389 31,708,116 ICOM INC 16,800 384,292 429,777 IDB HOLDING CORP LTD 41,676 785,947 941,922 IDBI BANK LTD 442,445 989,428 1,352,006 IDEA CELLULAR LTD 1,632,583 2,430,029 2,910,729 IDEC CORP 81,300 722,026 944,272 IDEMITSU KOSAN CO LTD 55,017 4,838,077 5,831,378 IFCI LTD 90,514 100,192 92,736 IG GROUP HOLDINGS PLC 1,184,443 6,373,003 8,298,430 IGB CORPORATION BHD 215,420 128,841 152,674 IGM FINANCIAL INC 344,409 13,283,427 18,039,467 IGUATEMI EMP DE SHOPPING 68,000 1,129,864 1,669,259 IHI CORP 2,889,304 5,455,577 7,405,718 IIDA HOME MAX 33,900 139,510 294,673 IINET LTD 321,242 743,292 897,635 IINO KAIUN KAISHA LTD 157,400 1,029,616 769,849 IJM CORP BHD 3,933,281 5,485,266 8,401,941 ILIAD SA 70,893 8,117,668 9,510,654 ILLOVO SUGAR LTD 392,849 1,407,223 1,484,701 ILUKA RESOURCES LTD 1,038,173 4,038,285 18,650,430 ILYANG PHARMACEUTICAL CO LTD 36,788 967,958 697,754 IMAGINATION TECH GROUP PLC 729,950 4,259,473 4,419,230 IMAX CORP 180,900 4,776,004 5,883,795 IMDEX LTD 565,253 1,043,111 1,301,093 IMERYS SA 104,954 6,257,742 7,394,600 IMI PLC 975,306 6,466,934 16,487,935 IMMOBILIARE GRANDE DISTRIBUZ 191,928 337,339 468,602 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value IMMOBILIARE GRANDE DISTRIBUZO 337,478 735,428 823,968 IMMOFINANZ AG 2,597,358 6,183,951 11,071,384 IMMSI SPA 486,412 575,574 584,631 IMPALA PLATINUM HOLDINGS LTD 1,582,022 34,915,274 42,517,868 IMPAX ENVIRONMENTAL MARKETS PL 160,994 266,907 301,115 IMPERIAL HOLDINGS LTD 757,823 7,231,883 13,554,520 IMPERIAL METALS CORP 104,100 2,623,465 2,088,256 IMPERIAL OIL LTD 896,199 38,238,019 41,713,037 IMPERIAL TOBACCO GROUP PLC 144,151 3,251,704 4,792,860 IMPREGILO SPA 1,186,424 4,394,866 3,718,933 IMPRESA SGPS SA 190,053 309,044 190,128 IMPULSORA DEL DESARROLLO Y E 2,850 4,133 4,982 IMTECH NV 367,006 9,197,034 12,977,999 INABA DENKI SANGYO CO LTD 66,300 1,655,639 1,758,477 INABA SEISAKUSHO CO LTD 15,200 154,773 179,178 INABATA + CO LTD 137,900 600,420 852,057 INAGEYA CO LTD 59,000 554,712 628,281 INCHCAPE PLC 1,887,911 8,445,211 12,666,333 INCITEC PIVOT LTD 5,620,644 21,391,674 23,227,393 IND + COMM BK OF CHINA H 187,253,849 134,631,039 142,222,682 INDAH KIAT PULP + PAPER TBK 1,296,500 278,186 195,031 INDEPENDENCE GROUP NL 565,488 2,879,635 3,408,465 INDEPENDENT NEWS + MEDIA PLC 1,167,692 2,022,411 829,559 INDESIT CO SPA 128,601 999,557 1,277,196 INDIA CEMENTS LTD 74,829 164,961 118,682 INDIA INFOLINE LTD 11,145 28,567 22,015 INDIABULLS FINANCIAL SERVICE 384,084 1,366,334 1,391,904 INDIABULLS REAL ESTATE LTD 22,993 66,496 58,122 INDIAN BANK 23,755 80,465 113,162 INDIAN HOTELS CO LTD 59,127 107,158 102,309 INDIAN OVERSEAS BANK 71,760 152,262 235,735 INDIAN RUPEE 14,118,395 313,797 315,830 INDIKA ENERGY TBK PT 72,000 31,980 32,325 INDITEX 1,302,516 76,933,555 118,670,278 INDO TAMBANGRAYA MEGAH PT 1,679,131 7,720,262 8,762,302 INDOCEMENT TUNGGAL PRAKARSA 14,928,827 14,469,293 29,681,826 INDOFOOD AGRI RESOURCES LTD 1,074,303 1,834,459 1,391,448 INDOFOOD SUKSES MAKMUR TBK P 19,231,048 7,277,544 12,894,703 INDONESIAN RUPIAH 476,493,048 55,408 55,564 INDOPHIL RESOURCES NL 1,904,564 1,469,879 764,635 INDOSAT TBK PT 4,031,033 2,203,523 2,397,326 INDRA SISTEMAS SA 546,104 13,133,906 11,266,864 INDRAPRASTHA GAS LTD 3,818 18,710 32,477 INDS KLABIN PAPEL E CELU PRF 1,087,015 2,295,428 4,035,646 INDUS HOLDING AG 22,863 483,527 795,550 INDUSIND BANK LTD 14,235 63,075 86,647 INDUSTREA LTD 1,037,653 1,200,508 1,499,730 INDUSTRIA MACCHINE AUTOMATIC 39,389 742,443 865,188 INDUSTRIAL ALLIANCE INSURANC 339,000 9,779,485 14,085,483 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value INDUSTRIAL BANK OF KOREA 542,433 7,331,288 9,475,363 INDUSTRIAS CH S.A.B. SER B 120,900 421,160 453,624 INDUSTRIAS PENOLES SAB DE CV 382,738 7,460,903 14,425,806 INDUSTRIVARDEN AB A SHS 667,978 9,808,472 11,729,223 INDUSTRIVARDEN AB C SHS 337,874 4,624,209 5,606,194 INES CORP 102,000 647,527 679,495 INFIGEN ENERGY 2,157,737 2,252,246 808,525 INFINEON TECHNOLOGIES AG 4,363,435 21,779,685 49,041,652 INFO SERVICES INTL DENTSU 36,900 245,921 226,170 INFORMA PLC 1,820,416 8,013,907 12,628,504 INFOSYS LTD 1,274,826 56,185,340 82,790,593 INFRASTRUCTURE DEV FINANCE 5,222,908 16,250,187 15,282,287 INFRATIL LTD 1,354,746 1,703,644 2,025,182 ING BANK SLASKI SA 6,870 2,072,432 2,159,533 ING GROEP NV 3,814,918 41,286,290 46,953,126 ING GROEP NV CVA 9,587,234 180,712,029 117,997,447 ING UK REAL ESTATE INCOME TRUS 976,135 633,610 803,158 INGENICO 77,720 1,793,892 3,788,378 INMARSAT PLC 1,373,925 12,555,396 12,264,074 INMET MINING CORPORATION 174,500 8,411,583 12,548,233 INMOBILIARIA COLONIAL SA 5,001,194 755,340 413,306 INMUEBLES CARSO SAB DE CV B1 342,000 58,829 343,549 INNERGEX RENEWABLE ENERGY 41,300 356,323 427,079 INNVEST REAL ESTATE INVESTME 389,774 1,951,083 2,738,232 INOTERA MEMORIES INC 4,528,881 2,440,214 1,395,394 INPEX CORP 8,792 54,532,841 64,445,995 INSPUR INTERNATIONAL LTD 8,090,000 1,057,886 431,467 INSUN ENT CO LTD 657,630 2,500,781 1,971,073 INSURANCE AUSTRALIA GROUP 5,857,395 20,161,367 21,321,144 INTACT FINANCIAL CORP 393,869 19,301,175 22,609,397 INTEGRA MINING LTD 2,379,973 1,121,438 1,121,119 INTERCELL AG 102,850 3,696,736 423,194 INTERCHINA HOLDINGS CO 7,545,000 1,533,289 1,289,619 INTERCONEXION ELECTRICA SA 715,342 3,738,898 5,189,132 INTERCONTINENTAL HOTELS GROU 870,843 12,525,499 17,825,727 INTERMEDIATE CAPITAL GROUP 1,123,885 4,176,075 5,822,612 INTERNATIONAL FERRO METALS 1,175,306 899,959 306,621 INTERNATIONAL MINING MACHIN 1,474,000 1,204,813 1,415,040 INTERNATIONAL NICKEL INDONES 8,334,844 3,928,218 4,373,716 INTERNATIONAL PERSONAL FINAN 727,571 1,986,323 4,297,364 INTERNATIONAL POWER PLC 5,109,886 29,744,069 26,391,211 INTERNET GOLD GOLDEN LINES 55,252 1,410,462 1,201,660 INTERNET INITIATIVE JAPAN 175 367,234 671,743 INTERPARK CORPORATION 128,777 700,390 594,643 INTERPUMP GROUP SPA 205,285 1,289,865 1,756,030 INTERSERVE PLC 439,231 1,893,746 2,274,153 INTERSHOP HOLDINGS BR 2,970 802,587 1,111,105 INTERTEK GROUP PLC 464,123 8,594,643 14,701,349 INTERVEST OFFICES 19,676 609,064 634,731 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value INTERVEST OFFICES+WAREHOUSES 10,840 314,976 349,688 INTESA SANPAOLO 32,704,788 152,869,411 87,057,620 INTESA SANPAOLO RSP 796,440 1,973,689 1,719,375 INTIME DEPARTMENT STORE 5,251,000 4,425,173 8,907,720 INTL CONSOLIDATED AIRLINE DI 2,306,447 10,224,516 9,394,223 INTL CONSOLIDATED AIRLINES 243,812 856,692 993,053 INTL CONTAINER TERM SVCS INC 6,388,364 4,447,763 7,400,389 INTOPS CO LTD 18,242 307,771 304,133 INTRALOT S.A. INTEGRATED LOT 334,317 2,841,091 712,522 INTREPID MINES LTD 1,475,751 2,889,358 2,243,513 INTRUM JUSTITIA AB 113,375 1,394,009 1,670,965 INUI STEAMSHIP CO LTD 62,400 586,397 306,746 INVENSYS PLC 2,399,921 11,515,938 12,402,662 INVENTEC APPLIANCES CORP 2,119,950 1,708,992 1,704,905 INVENTEC CO LTD 7,340,183 3,644,044 3,833,194 INVERSIONES AGUAS METROPOL 296,618 418,407 452,634 INVERSIONES ARGOS SA 700,462 4,975,874 7,546,718 INVESTA OFFICE FUND 11,885,508 5,911,081 8,207,380 INVESTEC LTD 774,667 4,814,794 6,375,378 INVESTEC PLC 1,579,472 9,585,265 12,792,933 INVESTOR AB B SHS 1,237,521 24,409,676 28,437,255 INVISTA FOUNDATION 1,008,884 598,142 635,738 INVISTA FOUNDATION PROPERTY 520,470 317,972 327,969 INVOCARE LTD 290,320 1,478,540 2,390,179 IOCHPE MAXION S.A. 32,000 456,832 436,294 IOI CORPORATION BHD 9,315,976 13,285,181 16,351,936 ION BEAM APPLICATIONS 57,130 747,193 569,041 IOOF HOLDINGS LTD 599,699 2,658,365 4,237,446 IPIRANGA REF PETRO 6,126 2,705 244,277 IPSEN 41,555 2,344,624 1,473,670 IPSOS 72,052 2,107,754 3,373,682 IRB INFRASTRUCTURE DEVELOPER 3,635 21,244 14,108 IREN SPA 1,685,211 3,196,740 3,029,694 IRESS MARKET TECHNOLOGY LTD 357,207 2,158,028 3,445,655 IRISH LIFE + PERMANENT PLC 992,637 6,284,027 38,858 IRP PROPERTY INVESTMENTS LTD 132,205 141,984 191,024 IRPC PCL FOREIGN 25,962,077 3,074,002 4,520,655 ISAGEN S.A. E.S.P 1,768,572 2,381,964 2,389,288 ISEKI + CO LTD 489,000 1,654,383 1,241,270 ISETAN MITSUKOSHI HOLDINGS L 736,075 8,392,516 7,154,770 ISHIHARA SANGYO KAISHA LTD 859,000 1,044,797 1,053,009 ISPAT INDUSTRIES LTD 504,767 239,832 219,623 ISRAEL CHEMICALS LTD 1,580,085 20,141,407 25,077,028 ISRAEL CORP LIMITED/THE 6,096 3,219,393 6,629,429 ISRAEL DISCOUNT BANK A 1,898,897 3,703,465 3,728,034 ISRAELI SHEKEL 1,033,448 302,697 303,732 ISRAMCO NEGEV 2 LP 22,299,248 2,716,476 2,746,035 ISUZU MOTORS LTD 6,077,098 22,653,495 28,519,316 IT HOLDINGS CORP 162,832 2,872,702 1,437,579 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value ITALCEMENTI SPA 339,631 4,644,315 3,173,610 ITALCEMENTI SPA RSP 579,118 4,344,289 2,569,278 ITALMOBILIARE SPA 24,745 1,039,900 904,088 ITALMOBILIARE SPA RSP 46,228 1,230,206 1,072,378 ITAU UNIBANCO HOLDING SA 4,222,463 57,384,425 98,517,370 ITAU UNIBANCO HOLDING SA 33,928 620,343 668,896 ITAUSA INV ITAU RCT 60,259 377,665 462,859 ITAUSA INVESTIMENTOS ITAU PR 5,799,845 28,563,548 44,512,810 ITC LTD 1,818,194 3,849,646 8,256,661 ITE GROUP PLC 702,712 1,592,475 2,462,794 ITEQ CORP 107,000 167,328 153,105 ITO EN LTD 169,191 2,677,196 2,981,157 ITOCHU CORP 4,267,791 37,866,150 44,020,182 ITOCHU ENEX CO LTD 132,500 801,884 738,299 ITOCHU SHOKUHIN CO LTD 11,100 390,378 388,967 ITOCHU TECHNO SOLUTIONS CORP 63,784 1,937,163 2,248,541 ITOHAM FOODS INC 351,000 1,443,244 1,421,211 ITOKI CORP 110,600 364,436 235,552 ITURAN LOCATION AND CONTROL 63,384 640,692 893,989 ITV PLC 13,629,896 12,957,127 15,645,721 IVANHOE AUSTRALIA LTD 473,772 1,596,759 1,217,328 IVANHOE MINES LTD 1,219,083 29,312,127 30,783,389 IVG IMMOBILIEN AG 450,757 4,207,222 3,524,489 IVRCL LTD 64,281 111,279 100,586 IWAI COSMO HOLDINGS INC 70,700 676,937 315,156 IWASAKI ELECTRIC CO LTD 166,000 382,727 524,146 IWATANI CORP 534,000 1,528,417 1,884,473 IYO BANK LTD/THE 603,151 6,393,602 5,519,175 IZUMI CO LTD 134,890 1,996,442 2,012,660 IZUMIYA CO LTD 181,000 1,026,696 726,152 J FRONT RETAILING CO LTD 1,098,600 6,652,864 4,815,557 J OIL MILLS INC 190,000 728,940 555,225 JACCS CO LTD 372,000 829,097 1,073,254 JACQUET METAL SERVICE 50,975 992,371 1,274,510 JAFCO CO LTD 89,496 2,494,477 2,225,202 JAGUAR MINING INC 240,300 2,627,667 1,145,353 JAIN IRRIGATION SYSTEMS LTD 204,238 1,096,558 778,528 JAIPRAKASH ASSOCIATES LTD 2,812,470 7,538,007 5,089,845 JAIPRAKASH POWER VENTURES LT 67,351 95,714 73,073 JAMES HARDIE INDUSTRIES CDI 2,553,559 14,758,515 16,020,301 JAMMU + KASHMIR BANK LTD 65,145 1,225,099 1,218,522 JANOME SEWING MACHINE CO LTD 414,000 319,068 333,210 JAPAN AIRPORT TERMINAL CO 179,600 2,347,787 2,079,321 JAPAN AVIATION ELECTRONICS 131,000 869,185 948,923 JAPAN CASH MACHINE CO LTD 41,900 363,632 357,468 JAPAN DIGITAL LABORATORY CO 48,100 589,855 565,812 JAPAN DRILLING CO LTD 15,300 474,372 521,178 JAPAN PETROLEUM EXPLORATION 70,875 4,235,963 3,304,168 JAPAN PRIME REALTY INVESTMEN 1,086 2,403,413 2,865,151 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value JAPAN PULP + PAPER CO LTD 170,000 542,279 578,876 JAPAN PURE CHEMICAL CO LTD 133 410,906 336,782 JAPAN RADIO CO LTD 293,000 777,786 848,960 JAPAN REAL ESTATE INVESTMENT 732 6,157,313 7,167,267 JAPAN RETAIL FUND INVESTMENT 2,992 4,012,290 4,587,292 JAPAN SECURITIES FINANCE CO 198,800 1,610,725 1,206,191 JAPAN STEEL WORKS LTD 725,793 9,981,062 4,933,883 JAPAN TOBACCO INC 8,485 31,035,530 32,517,428 JAPAN TRANSCITY CORP 142,100 409,005 439,884 JAPAN VILENE CO LTD 128,000 631,866 561,070 JAPAN WOOL TEXTILE CO LTD 188,000 1,390,941 1,468,895 JAPANESE YEN 4,432,763,381 54,908,301 54,888,105 JARDINE CYCLE + CARRIAGE LTD 372,010 4,814,117 13,030,664 JARDINE LLOYD THOMPSON GROUP 459,328 3,394,947 5,021,888 JASA MARGA (PERSERO) TBK PT 157,500 36,086 66,578 JB HI FI LTD 284,300 3,521,454 5,195,621 JBCC HOLDINGS INC 39,700 278,444 265,945 JC DECAUX SA 165,201 3,437,529 5,294,504 JD GROUP LTD 390,637 2,414,929 2,433,485 JEAN COUTU GROUP INC CLASS A 335,019 2,730,555 3,821,945 JENOPTIK AG 121,429 697,258 1,135,546 JEOL LTD 169,000 657,496 558,730 JEONBUK BANK 157,298 907,082 928,186 JERONIMO MARTINS 835,426 8,620,490 16,036,847 JERUSALEM ECONOMY LTD 60,730 661,831 777,313 JET AIRWAYS INDIA LTD 29,978 257,231 319,211 JFE HOLDINGS INC 1,225,473 51,568,537 33,444,064 JFE SHOJI HOLDINGS INC 200,000 944,520 970,778 JGC CORP 517,700 8,950,035 14,070,722 JIANGLING MOTORS CORP LTD B 170,320 300,339 435,582 JIANGSU EXPRESS CO LTD H 2,318,710 1,760,041 2,121,666 JIANGXI COPPER CO LTD H 3,635,325 7,709,689 12,100,229 JIH SUN FINANCIAL HOLDINGS 245,173 64,782 116,084 JINCHUAN GROUP INTERNATIONAL 3,087,000 945,342 1,340,923 JINDAL SAW LTD 1,632,876 7,688,911 5,802,413 JINDAL STEEL + POWER LTD 1,557,977 15,039,436 22,554,556 JINRO LTD 45,910 1,384,098 1,498,584 JKX OIL + GAS PLC 364,326 1,857,480 1,550,005 JM AB 187,932 1,934,815 4,445,108 JOHNSON ELECTRIC HOLDINGS 4,542,232 2,334,275 3,035,451 JOHNSON MATTHEY PLC 733,853 19,163,051 23,162,733 JOLLIBEE FOODS CORPORATION 812,010 827,500 1,658,310 JOSHIN DENKI CO LTD 122,000 938,047 1,315,775 JOYO BANK LTD/THE 1,532,736 8,086,820 6,395,889 JS GROUP CORP 819,077 14,033,360 20,973,897 JSE LTD 146,634 999,905 1,373,545 JSL STAINLESS LTD 48,404 101,596 105,194 JSP CORP 35,400 285,758 589,562 JSR CORP 763,122 13,765,371 14,665,238 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value JSW STEEL LTD 210,656 3,867,794 4,179,893 JTEKT CORP 889,074 12,961,519 12,979,426 JU TENG INTERNATIONAL HLDGS 14,312,000 10,638,483 4,138,410 JUKI CORP 275,000 473,312 783,185 JULIUS BAER GROUP LTD 616,382 24,345,474.43 25,423,947 JUMBO SA 275,530 2,856,058 2,077,280 JUNGHEINRICH PRFD 45,733 840,472 1,929,503 JUPITER TELECOMMUNICATIONS 945 1,010,428 1,053,120 JUROKU BANK LTD/THE 703,355 3,684,303 2,177,300 JUSUNG ENGINEERING CO LTD 74,272 1,082,859 1,033,053 JUVENTUS FOOTBALL CLUB SPA 228,011 287,946 287,606 JVC KENWOOD HOLDINGS INC 539,600 3,125,731 2,665,929 JX HOLDINGS INC 5,726,039 35,229,819 38,216,136 JYSKE BANK REG 183,680 7,351,089 7,251,372 K REIT ASIA 1,152,000 866,508 1,248,094 K S AG 555,082 37,979,533 42,653,583 K S HOLDINGS CORP 129,000 2,580,701 5,550,706 K WAH INTL HOLDINGS 2,885,000 1,032,943 1,064,090 K1 VENTURES LTD 3,062,000 366,926 349,202 KABA HOLDING AG REG B 10,734 2,528,412 4,656,287 KABEL DEUTSCHLAND HOLDING AG 200,209 8,550,636 12,307,567 KABU.COM SECURITIES CO LTD 183,161 1,138,531 560,189 KADOKAWA GROUP HOLDINGS INC 57,982 1,335,888 1,801,348 KAGA ELECTRONICS CO LTD 61,000 786,189 653,356 KAGARA LTD 2,002,066 1,461,494 1,221,744 KAGOME CO LTD 247,812 4,917,343 4,501,492 KAGOSHIMA BANK LTD/THE 421,050 3,183,388 2,726,707 KAI YUAN HOLDINGS LTD 20,240,000 942,425 728,315 KAISA GROUP HOLDINGS LTD 5,586,000 1,863,102 2,067,493 KAJIMA CORP 2,145,285 7,096,709 6,109,651 KAKAKU.COM INC 411 1,491,832 2,875,371 KAKEN PHARMACEUTICAL CO LTD 217,000 1,952,410 3,028,219 KALBE FARMA TBK PT 1,492,000 465,270 587,196 KAMEI CORP 53,000 250,521 221,161 KAMIGUMI CO LTD 606,655 4,881,466 5,641,381 KANADEN CORP 49,021 254,021 307,140 KANAMOTO CO LTD 70,000 364,727 515,726 KANDENKO CO LTD 229,795 1,604,214 1,112,553 KANEKA CORP 548,259 3,884,724 3,577,665 KANEMATSU CORP 890,000 990,471 870,604 KANEMATSU ELECTRONICS LTD 32,500 275,053 336,027 KANGWON LAND INC 609,261 8,734,031 16,320,754 KANSAI ELECTRIC POWER CO INC 2,693,557 61,101,749 53,364,176 KANSAI PAINT CO LTD 553,765 4,091,207 5,012,405 KANSAI URBAN BANKING CORP 912,435 2,040,604 1,593,032 KANTO AUTO WORKS LTD 79,200 852,880 720,802 KANTO DENKA KOGYO CO LTD 122,000 665,817 883,730 KANTO NATURAL GAS DEVELOP 86,000 519,763 490,911 KAO CORP 1,819,304 46,463,281 47,532,594 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value KAPPA CREATE CO LTD 49,200 980,777 1,018,603 KAPPAHL AB 84,904 458,736 413,080 KAPSCH TRAFFICCOM AG 13,833 435,251 1,239,245 KARDAN NV 125,929 973,634 576,216 KARNATAKA BANK LTD 40,120 113,770 117,481 KAROON GAS AUSTRALIA LTD 627,633 3,972,391 3,514,265 KAS BANK NV 33,375 824,002 486,307 KASIKORNBANK PCL FOREIGN 6,430,992 14,604,214 25,744,899 KASIKORNBANK PCL NVDR 599,800 1,781,174 2,401,152 KASUMI CO LTD 91,914 466,513 517,841 KATAKURA INDUSTRIES CO LTD 49,500 531,749 520,988 KATO SANGYO CO LTD 54,000 815,360 992,942 KATO WORKS CO LTD 125,000 351,675 363,732 KAWASAKI HEAVY INDUSTRIES 3,402,726 10,042,845 13,440,681 KAWASAKI KISEN KAISHA LTD 1,425,017 10,783,432 4,940,622 KAYABA INDUSTRY CO LTD 474,000 1,503,039 3,568,499 KAZAKHMYS PLC 624,997 8,597,550 13,846,948 KB FINANCIAL GROUP INC 1,036,695 52,578,246 49,035,807 KBC ANCORA 44,803 1,253,631 825,611 KBC GROEP NV 517,749 32,394,952 20,342,830 KCC CORP 14,076 4,127,717 4,403,603 KCOM GROUP PLC 1,452,859 822,941 1,813,514 KDDI CORP 10,304 62,878,862 73,618,470 KEANGNAM ENTERPRISES LTD 33,520 396,498 315,530 KEIHAN ELECTRIC RAILWAY CO 1,407,674 6,605,326 5,978,603 KEIHANSHIN REAL ESTATE CO 51,900 227,738 235,851 KEIHIN CORP 104,900 1,544,083 2,199,055 KEIKYU CORP 1,028,440 7,413,293 7,386,022 KEIO CORP 1,201,485 7,032,309 6,590,610 KEISEI ELECTRIC RAILWAY CO 641,691 3,793,204 3,774,186 KEIYO BANK LTD/THE 359,386 2,076,869 1,797,818 KEIYO CO LTD 67,300 336,753 373,333 KELLER GROUP PLC 186,474 1,940,121 1,395,685 KEMIRA OYJ 236,508 1,846,023 4,094,237 KENDA RUBBER INDUSTRIAL CO 125,967 137,671 180,683 KENEDIX INC 6,481 2,348,128 1,123,502 KENEDIX REALTY INVESTMENT CO 358 1,206,772 1,372,604 KENTUCKY FRIED CHICKEN JAPAN 26,000 453,172 659,014 KEPCO ENGINEERING + CONSTRUC 18,902 1,250,025 1,062,255 KEPCO PLANT SERVICE + ENGINE 25,460 669,441 752,365 KEPPEL CORP LTD 4,690,641 26,715,607 42,336,516 KEPPEL LAND LTD 3,241,937 6,648,000 9,559,965 KEPPEL TELECOM + TRANSPORT 315,000 606,657 341,276 KERRY GROUP PLC A 378,595 9,986,393 15,652,025 KERRY PROPERTIES LTD 2,843,898 13,036,117 13,723,806 KESA ELECTRICALS PLC 2,023,988 4,519,800 4,474,442 KESKO OYJ B SHS 264,931 10,278,813 12,322,241 KEWPIE CORP 339,306 3,523,356 4,298,047 KEY COFFEE INC 31,800 501,968 590,639 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value KEYENCE CORP 104,411 21,674,816 29,399,654 KGHM POLSKA MIEDZ SA 1,085,321 40,853,549 77,881,566 KGI SECURITIES CO LTD 5,113,866 2,388,436 2,697,271 KHON KAEN SUGAR INDUSTRY PCL 30,000 13,148 13,181 KIA MOTORS CORPORATION 1,601,126 33,589,733 108,426,334 KIATNAKIN BANK PCL FOR 2,028,000 2,083,994 2,178,161 KIER GROUP PLC 122,187 2,044,572 2,667,847 KIKKOMAN CORP 433,218 5,105,361 4,532,798 KILLAM PROPERTIES INC 70,461 577,617 787,037 KIMBERLY CLARK DE MEXICO A 2,043,625 7,823,155 13,418,646 KINDEN CORP 590,996 5,241,312 5,027,415 KINDOM CONSTRUCTION CO LTD 27,000 21,755 23,782 KING S TOWN BANK 69,000 37,575 46,243 KING SLIDE WORKS CO LTD 6,150 33,070 26,014 KING STONE ENERGY GROUP LTD 3,201,000 1,485,249 855,657 KING YUAN ELECTRONICS CO LTD 1,260,438 643,257 649,450 KINGBOARD CHEMICALS HOLDINGS 1,790,304 7,558,696 8,294,357 KINGBOARD LAMINATES HOLDING 2,225,685 1,801,115 1,753,375 KINGDEE INTERNATIONAL SFTWR 5,323,600 2,817,781 2,859,778 KINGFISHER PLC 8,496,439 28,881,640 36,447,723 KINGSGATE CONSOLIDATED LTD 381,502 2,588,790 3,267,487 KINGSOFT CORP LTD 1,593,000 989,293 900,781 KINGSPAN GROUP PLC 989 9,904 9,894 KINGSPAN GROUP PLC 566,779 3,804,042 5,587,859 KINKI SHARYO CO LTD 78,000 446,704 308,098 KINNEVIK INVESTMENT AB B 602,545 12,185,880 13,416,318 KINPO ELECTRONICS INC 470,957 140,825 149,698 KINROSS GOLD CORP 2,858,178 53,328,741 45,104,179 KINSUS INTERCONNECT TECH 517,415 1,446,076 2,107,597 KINTETSU CORP 3,177,324 11,296,511 10,150,442 KINTETSU WORLD EXPRESS INC 30,600 707,656 998,024 KINUGAWA RUBBER INDUSTRIAL 143,000 631,284 965,020 KIRIN HOLDINGS CO LTD 2,261,818 31,817,150 31,339,454 KIRKLAND LAKE GOLD INC 197,600 1,713,913 3,112,133 KISCO CORP 19,764 798,946 573,862 KISCO HOLDINGS CO LTD 7,839 517,463 287,451 KISOJI CO LTD 36,709 731,717 758,180 KISSEI PHARMACEUTICAL CO LTD 106,274 2,733,116 2,059,422 KITA NIPPON BANK LTD/THE 18,700 519,473 415,864 KITAGAWA IRON WORKS CO LTD 274,000 412,403 505,523 KITANO CONSTRUCTION CORP 167,000 388,103 399,096 KITZ CORP 256,000 1,021,577 1,486,677 KIWI INCOME PROPERTY TRUST 4,450,774 3,380,533 3,822,931 KIWOOM SECURITIES CO LTD 31,613 1,296,664 1,661,115 KIYO HOLDINGS INC 2,099,000 2,877,050 2,832,974 KLCC PROPERTY HOLDINGS BHD 98,000 92,220 108,727 KLEPIERRE 377,746 12,795,452 15,589,555 KLOECKNER + CO 112,474 2,795,470 3,384,524 KLOVERN AB 537,788 1,548,178 2,693,178 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value KME GROUP 948,734 480,179 460,800 KNIGHT VINKE INST PARTNERS 211,800,549 284,786,874 285,605,713 KNM GROUP BHD 528,300 1,052,820 328,930 KOA CORP 86,100 691,431 1,003,221 KOATSU GAS KOGYO CO LTD 79,000 419,556 426,498 KOBAYASHI PHARMACEUTICAL CO 52,607 1,904,065 2,631,658 KOBE STEEL LTD 6,261,843 16,927,642 14,111,632 KOC HOLDING AS 6,509,796 15,202,684 27,979,297 KOHNAN SHOJI CO LTD 43,900 493,392 751,779 KOITO MANUFACTURING CO LTD 570,518 7,020,502 9,897,165 KOJIMA CO LTD 55,000 274,145 355,498 KOKUYO CO LTD 240,586 2,054,067 1,784,435 KOLON CORP 9,855 245,447 264,917 KOLON ENG + CONST 58,520 331,393 218,974 KOLON INDUSTRIES INC 49,747 2,208,898 4,799,270 KOMATSU LTD 2,552,153 54,964,238 78,909,422 KOMATSU SEIREN CO LTD 92,000 350,259 399,851 KOMERCNI BANKA AS 134,520 27,915,514 32,782,951 KOMERI CO LTD 100,878 2,629,452 2,734,311 KOMIPHARM INTERNATIONAL CO 107,076 1,229,077 882,563 KOMORI CORP 145,200 1,924,518 1,287,311 KONAMI CORP 305,588 7,937,300 7,174,280 KONE OYJ B 925,526 32,293,572 58,143,323 KONECRANES OYJ 304,946 10,289,949 12,388,361 KONGSBERG GRUPPEN ASA 10,500 163,401 299,416 KONICA MINOLTA HOLDINGS INC 1,109,510 14,912,709 9,190,965 KONINKLIJKE AHOLD NV 4,871,009 59,167,595 65,438,603 KONINKLIJKE BAM GROEP NV 492,702 3,441,407 3,083,107 KONINKLIJKE DSM NV 802,346 34,931,087 52,062,595 KONINKLIJKE KPN NV 4,412,061 63,109,751 64,160,121 KONINKLIJKE PHILIPS ELECTRON 3,052,268 93,935,741 78,372,551 KONINKLIJKE WESSANEN NV 213,146 1,175,033 874,244 KONISHI CO LTD 43,200 373,786 627,459 KONTRON AG 157,506 1,924,867 1,680,957 KOOR INDUSTRIES LTD 35,196 723,458 672,364 KOREA DIGITAL COMMUNICATIONS 233,483 1,093,492 242,744 KOREA ELECTRIC POWER CORP 773,104 21,780,621 20,528,726 KOREA ELECTRIC TERMINAL CO 29,520 583,132 604,142 KOREA EXCHANGE BANK 641,652 6,794,788 5,769,553 KOREA EXPRESS CO LTD 28,371 1,779,369 2,869,940 KOREA GAS CORPORATION 57,490 2,675,404 1,992,352 KOREA INVESTMENT HOLDINGS CO 138,347 4,411,494 4,677,870 KOREA KUMHO PETROCHEMICAL CO 54,050 1,630,726 11,896,923 KOREA LIFE INSURANCE 646,846 4,372,498 4,689,351 KOREA LINE CORP 34,831 1,277,624 201,942 KOREA ZINC CO LTD 42,153 8,319,086 16,168,063 KOREAN AIR LINES CO LTD 89,530 3,636,711 5,844,860 KOREAN REINSURANCE CO 372,928 3,577,441 4,872,707 KOSE CORP 59,978 1,407,281 1,550,691 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value KOTAK MAHINDRA BANK LTD 571,482 3,971,120 6,136,379 KOURAKUEN CORP 18,441 211,080 255,288 KOWLOON DEVELOPMENT CO LTD 1,133,076 2,115,192 1,526,058 KOZA ALTIN ISLETMELERI AS 921,500 13,462,868 12,369,889 KP CHEMICAL CORP 83,450 599,249 1,918,885 KREDYT BANK SA 26,821 100,902 169,017 KRONES AG 44,776 2,253,108 3,789,938 KROSAKI HARIMA CORP 103,000 403,760 437,457 KRUNG THAI BANK PUB CO FOREI 23,090,409 6,636,966 14,128,549 KS ENERGY LTD 895,000 853,167 780,099 KSB AG 114 75,342 88,286 KSB AG VORZUG 2,729 1,819,054 2,085,148 KT CORP 354,399 12,100,809 13,510,069 KT+G CORP 3,800 171,609 236,332 KTB INVESTMENT + SECURITIES 170,610 753,290 463,419 KUALA LUMPUR KEPONG BHD 1,254,162 4,833,889 9,204,249 KUBOTA CORP 1,926,410 15,876,531 16,912,143 KUDELSKI SA BR 137,367 2,204,814 2,120,868 KUEHNE + NAGEL INTL AG REG 188,249 16,407,145 28,528,041 KUKA AG 96,136 1,759,389 2,589,730 KULIM MALAYSIA BHD 57,700 31,875 67,837 KUMAGAI GUMI CO LTD 386,000 318,775 391,927 KUMBA IRON ORE LTD 636,451 22,086,617 45,440,635 KUMHO ELECTRIC CO LTD 19,566 982,492 516,800 KUMIAI CHEMICAL INDUSTRY CO 123,000 466,936 354,866 KUNGSLEDEN AB 660,198 4,118,674 6,303,745 KUONI REISEN HLDG REG(CAT B) 7,952 2,826,302 3,069,359 KURA CORP 29,300 480,588 379,492 KURABO INDUSTRIES LTD 525,000 1,040,927 1,046,620 KURARAY CO LTD 1,010,523 11,702,624 14,702,390 KUREHA CORP 385,000 2,103,877 1,878,281 KURIMOTO LTD 189,000 219,477 402,526 KURITA WATER INDUSTRIES LTD 340,116 9,833,469 10,073,763 KURODA ELECTRIC CO LTD 69,000 906,771 787,741 KWANG DONG PHARMACEUTICAL CO 148,280 411,971 434,014 KWG PROPERTY HOLDING LTD 4,657,926 3,397,987 3,088,822 KWS SAAT AG 7,883 1,306,899 1,788,663 KYERYONG CONST INDUST CO LTD 18,950 354,843 273,339 KYOBO SECURITIES CO LTD 50,910 519,791 304,225 KYOCERA CORP 541,487 46,509,656 54,644,844 KYODO PRINTING CO LTD 192,000 578,927 458,841 KYOEI STEEL LTD 63,500 1,551,858 958,476 KYOKUTO KAIHATSU KOGYO CO 90,600 448,961 485,758 KYOKUTO SECURITIES 69,100 403,053 489,416 KYOKUYO CO LTD 232,000 469,113 528,579 KYORIN HOLDINGS INC 158,000 2,249,132 3,126,350 KYORITSU MAINTENANCE CO LTD 17,041 287,122 248,778 KYOSAN ELECTRIC MFG CO LTD 134,000 550,384 764,908 KYOTO KIMONO YUZEN CO LTD 20,900 174,700 233,430 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value KYOWA EXEO CORP 250,500 2,440,172 2,524,851 KYOWA HAKKO KIRIN CO LTD 652,319 6,205,825 6,179,099 KYUDENKO CORP 176,000 1,185,653 1,152,848 KYUSHU ELECTRIC POWER CO INC 1,220,708 27,558,315 21,871,778 L OCCITANE INTERNATIONAL SA 1,095,740 2,558,666 2,929,015 L OREAL 860,251 86,478,120 111,702,253 LABORATORIOS FARMACEUTICOS R 56,572 502,164 449,474 LADBROKES PLC 2,804,843 10,975,863 6,862,628 LAFARGE MALAYAN CEMENT BHD 2,214,332 4,018,231 5,463,411 LAFARGE SA 791,980 62,778,703 50,459,932 LAGARDERE S.C.A. 390,081 24,025,757 16,477,528 LAI FUNG HOLDINGS LTD 9,210,000 287,624 355,084 LAI SUN DEVELOPMENT 30,044,000 909,289 841,715 LAIRD PLC 807,716 2,388,066 2,625,915 LAKE SHORE GOLD CORP 1,064,800 4,022,485 3,100,288 LAMDA DEVELOPMENT SA 21,241 181,754 121,337 LAMPRELL PLC 552,741 1,821,966 3,346,380 LAN AIRLINES SA 488,840 9,907,854 13,896,812 LANCASHIRE HOLDINGS LTD 524,127 4,380,535 5,490,527 LANCO INFRATECH LTD 1,114,816 1,119,468 589,797 LAND + HOUSES PUB NVDR 5,155,200 717,891 964,765 LAND + HOUSES PUB CO FOR REG 7,972,256 1,470,521 1,491,960 LAND SECURITIES GROUP PLC 3,540,227 47,126,159 48,453,203 LANDI RENZO SPA 159,110 718,856 495,974 LANXESS AG 293,348 10,122,282 24,072,559 LARGAN PRECISION CO LTD 187,895 2,358,752 6,018,185 LARSEN + TOUBRO LTD 1,026,396 31,538,419 42,066,117 LASSILA + TIKANOJA OYJ 87,441 1,733,935 1,531,457 LAURENT PERRIER GROUP 8,409 789,199 1,188,820 LAURENTIAN BANK OF CANADA 67,300 2,356,592 3,107,334 LAWSON INC 403,884 17,745,063 21,079,373 LCY CHEMICAL CORP 38,843 41,165 87,494 LEASINVEST REAL ES 2,527 198,537 253,007 LEE + MAN PAPER MANUFACTURIN 4,666,423 1,845,873 2,824,592 LEGACY OIL GAS INC 404,900 5,789,883 4,912,837 LEGAL + GENERAL GROUP PLC 17,238,764 30,690,247 32,713,018 LEGRAND SA 738,206 24,686,499 31,086,493 LEIGHTON HOLDINGS LTD 447,176 11,367,359 9,981,871 LEMMINKAINEN OYJ 22,274 695,647 748,896 LEND LEASE GROUP 1,406,756 11,312,027 13,509,472 LENOVO GROUP LTD 16,919,225 9,031,449 9,675,894 LEONI AG 84,460 2,179,171 5,002,256 LEOPALACE21 CORP 373,000 672,769 526,523 LEROEY SEAFOOD GROUP ASA 46,411 759,354 1,098,547 LEWIS GROUP LTD 745,541 4,617,485 9,297,542 LEXTAR ELECTRONICS CORP 148,312 254,007 195,178 LG CHEM LTD 223,862 54,065,314 102,322,342 LG CHEM LTD PREFERENCE 34,050 2,105,426 5,262,258 LG CORP 493,315 32,732,523 37,103,173 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value LG DISPLAY CO LTD 826,553 24,388,266 22,877,006 LG ELECTRONICS INC 397,706 40,044,122 30,880,710 LG ELECTRONICS PFD 51,760 1,967,882 1,490,769 LG FASHION CORP 82,710 1,709,458 3,249,833 LG HAUSYS LTD 16,633 1,809,604 1,174,655 LG HOUSEHOLD + HEALTH CARE 33,652 7,216,531 14,467,642 LG INNOTEK CO LTD 80,584 7,570,827 7,276,071 LG INTERNATIONAL CORP 109,868 2,836,214 5,598,107 LG LIFE SCIENCES LTD 46,886 2,519,448 2,132,080 LG UPLUS CORP 625,452 4,562,157 3,391,906 LI + FUNG LTD 18,065,673 30,941,038 35,986,240 LI NING CO LTD 1,942,898 5,232,817 3,345,842 LIANHUA SUPERMARKET HLDGS H 1,874,128 3,391,603 4,277,528 LIBERTY HOLDINGS LTD 376,497 3,472,235 3,993,233 LIC HOUSING FINANCE LTD 81,095 393,336 439,920 LIECHTENSTEIN LANDESBANK BR 34,922 2,184,074 3,127,219 LIEN HWA INDUSTRIAL 58,665 34,952 44,524 LIFE HEALTHCARE GROUP HOLDIN 1,652,340 3,295,336 4,287,455 LIFESTYLE INTL HLDGS LTD 1,874,293 3,213,866 5,515,992 LIG INSURANCE CO LTD 157,330 3,062,450 4,022,956 LIGHT SA 217,493 3,257,657 4,087,434 LIJUN INTL PHARMACETL HLDG 2,785,000 666,081 572,659 LINAMAR CORP 184,800 2,019,966 4,203,046 LINC ENERGY LTD 1,070,232 1,458,348 3,288,417 LINDAB INTERNATIONAL AB 223,103 2,584,939 2,444,921 LINDE AG 439,687 46,531,229 77,071,284 LINDT + SPRUENGLI AG PC 2,223 6,458,948 6,916,534 LINDT + SPRUENGLI AG REG 436 13,738,099 15,862,009 LINGBAO GOLD CO LTD H 44,000 35,310 26,520 LINK REIT 9,679,874 22,700,540 33,090,397 LINTEC CORP 102,131 1,608,437.64 2,859,314 LION CORP 582,217 2,873,966 3,215,314 LIPPO KARAWACI TBK PT 1,580,000 100,710 119,760 LIPPO MAPLETREE INDONESIA RE 2,287,000 812,044 1,127,106 LISI 15,209 899,621 1,427,786 LITE ON IT CORP 540,947 382,361 615,836 LITE ON TECHNOLOGY CORP 13,440,981 14,824,687 17,688,272 LLOYDS BANKING GROUP PLC 105,442,050 146,604,784 82,948,193 LLX LOGISTICA SA ORD 518,136 1,407,079 1,591,969 LOBLAW COMPANIES LTD 306,040 9,520,072 12,351,304 LOCALIZA RENT A CAR 217,300 2,286,974 3,880,730 LOCK+LOCK CO LTD 42,520 1,412,498 1,726,448 LOGICA PLC 6,911,908 13,003,375 14,869,616 LOGITECH INTERNATIONAL REG 571,117 9,658,789 6,389,456 LOJAS AMERICANAS SA 12,638 99,655 105,894 LOJAS AMERICANAS SA PREF 1,222,858 8,125,478 11,858,725 LOJAS RENNER S.A. 450,284 10,229,531 17,149,540 LONDON + STAMFORD PROPERTY P 828,654 1,700,581 1,734,794 LONDON STOCK EXCHANGE GROUP 629,064 7,773,014 10,715,371 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value LONGFOR PROPERTIES 5,905,895 7,792,572 9,062,347 LONKING HOLDINGS LTD 3,632,000 846,011 1,988,411 LONMIN PLC 783,712 27,418,807 18,281,804 LONZA GROUP AG REG 136,942 14,846,241 10,701,675 LOOMIS AB B 197,238 2,040,712 2,758,497 LOTTE CHILSUNG BEVERAGE CO 2,308 1,527,950 2,853,003 LOTTE CONFECTIONERY CO LTD 2,652 2,591,987 4,224,502 LOTTE MIDOPA CO LTD 48,330 591,568 776,342 LOTTE SHOPPING CO 32,579 9,005,165 15,531,958 LOTTOMATICA SPA 287,959 6,231,228 5,586,110 LPN DEVELOPMENT PCL FOREIGN 1,222,900 389,481 380,104 LPP SA 224 99,332 182,771 LPS BRASIL CONS DE IMOVEIS 3,100 68,795 75,404 LS CORP 83,135 7,015,955 8,565,383 LS INDUSTRIAL SYSTEMS 25,458 1,885,704 1,836,057 LUK FOOK HOLDINGS INTL LTD 1,153,000 3,205,794 5,586,262 LUNDBERGS AB B SHS 86,500 1,828,171 3,178,953 LUNDIN MINING CORP 1,231,800 4,795,355 9,444,948.71 LUNDIN PETROLEUM AB 714,991 5,245,828 9,744,650 LUPATECH SA 3,100 29,854 23,613 LUPIN LTD 1,632,269 11,880,884 16,431,323 LUTHAI TEXTILE CO LTD B 105,200 96,852 95,719 LUXOTTICA GROUP SPA 359,861 8,717,491 11,540,976 LVMH MOET HENNESSY LOUIS VUI 1,038,645 103,088,553 186,879,428 LYNAS CORP LTD 4,234,941 8,132,683 8,977,174 M REAL OYJ B SHARES 618,336 852,450 2,635,692 M1 LTD 891,392 1,177,250 1,837,098 M3 INC 222 775,370 1,608,098 M6 METROPOLE TELEVISION 315,848 6,604,073 7,306,304 MAANSHAN IRON + STEEL H 13,802,659 7,932,426 6,350,332 MABUCHI MOTOR CO LTD 91,372 4,637,064 4,582,174 MACARTHUR COAL LTD 770,507 8,802,338 9,032,699 MACDONALD DETTWILER + ASSOC 116,100 3,297,431 6,573,105 MACMAHON HOLDINGS LTD 2,075,391 1,263,936 1,244,271 MACNICA INC 25,700 381,155 581,400 MACQUARIE ATLAS ROADS GROUP 1,118,553 881,785 2,095,665 MACQUARIE GROUP LTD 960,180 46,261,370 32,123,997 MACQUARIE KOREA INFRA FUND 724,690 3,027,645 3,312,403 MACROMILL INC 45,700 290,533 469,110 MACRONIX INTERNATIONAL 16,900,271 8,260,242 10,355,450 MAEDA CORP 394,000 1,407,662 1,229,421 MAEDA ROAD CONSTRUCTION CO 200,000 1,776,715 1,931,649 MAEIL DAIRY INDUSTRY 28,423 367,722 319,464 MAEZAWA KASEI INDUSTRIES CO 33,400 323,380 317,623 MAEZAWA KYUSO INDUSTRIES CO 34,000 535,376 494,255 MAGNA INTERNATIONAL INC 724,794 25,606,918 39,164,886 MAGNESITA REFRATARIOS SA 433,045 2,152,072 2,106,668 MAGYAR TELEKOM TELECOMMUNICA 1,075,488 3,652,074 3,459,035 MAHANAGAR TELEPHONE NIGAM 547,606 976,814 530,426 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value MAHARASHTRA SEAMLESS LTD 958 7,925 8,066 MAHINDRA + MAHINDRA LTD 829,170 6,049,624 12,984,039 MAINFREIGHT LTD 140,891 542,872 1,181,073 MAIRE TECNIMONT SPA 364,892 1,138,259 668,175 MAISONS FRANCE CONFORT 9,812 312,218 469,455 MAJOR DRILLING GROUP INTL 200,200 1,867,806 2,603,368 MAKHTESHIM AGAN INDUSTRIES 722,851 3,553,410 4,036,494 MAKINO MILLING MACHINE CO 255,000 1,108,708 2,349,183 MAKITA CORP 340,705 10,707,891 15,735,873 MALAYAN BANKING BHD 11,297,036 20,538,392 33,447,757 MALAYSIA AIRPORTS HLDGS BHD 189,000 191,404 404,978 MALAYSIA MARINE AND HEAVY EN 1,040,600 1,632,016.41 2,870,740 MALAYSIAN BULK CARRIERS BHD 359,800 406,135 252,617 MALAYSIAN RESOURCES CORP BHD 84,700 49,973 62,554 MALAYSIAN RINGGIT 13,818 4,040 4,576 MAN GROUP PLC 6,796,801 42,576,384 25,861,272 MAN SE 460,363 48,965,585 61,379,303 MAN SE 11,537 808,063 1,551,421 MAN WAH HOLDINGS LTD 820,800 1,216,717 855,478 MANDO CORP 25,814 3,648,659 5,343,412 MANDOM CORP 51,300 1,235,308 1,403,826 MANGALORE REFINERY + PETRO 499,067 770,617 868,016 MANILA ELECTRIC COMPANY 752,090 2,083,212 4,758,811 MANILA WATER COMPANY 857,200 324,643 368,714 MANITOBA TELECOM SVCS INC 100,196 3,261,085 3,391,776 MANITOU BF 42,779 784,225 1,299,384 MANULIFE FINANCIAL CORP 5,119,780 132,023,819 90,608,072 MANZ AUTOMATION AG 9,503 821,838 453,431 MAOYE INTERNATIONAL HLDGS 3,012,000 1,040,601 1,505,758 MAP GROUP 3,262,047 7,537,092 11,664,438 MAPFRE SA 2,702,258 10,596,815 10,029,736 MAPLE LEAF FOODS INC 297,700 2,675,331 3,667,654 MAPLETREE INDUSTRIAL TRUST 1,646,855 1,547,535 1,569,583 MAPLETREE LOGISTICS TRUST 20 7,926,541 3,863,006 5,940,386 MARCOPOLO SA PREF 331,000 1,216,283 1,483,117 MARFIN INVESTMENT GROUP SA 1,634,222 1,864,906 1,469,013 MARFRIG ALIMENTOS SA 636,654 5,990,580 6,275,866 MARICO LTD 4,716 15,141 16,437 MARINE HARVEST 7,599,975 5,310,561 6,127,630 MARKS + SPENCER GROUP PLC 5,399,697 38,098,491 31,329,578 MAROC TELECOM 388,867 7,418,844 7,154,183 MARR SPA 94,314 787,514 1,214,261 MARS ENGINEERING CORP 32,161 771,905 502,964 MARSHALLS PLC 557,106 992,002 957,015 MARSTON S PLC 1,871,737 3,087,188 3,059,071 MARTIFER SGPS SA 84,845 411,866 169,757 MARTINREA INTERNATIONAL INC 237,900 1,503,037 1,989,279 MARUBENI CORP 3,816,884 24,666,648 25,143,413 MARUDAI FOOD CO LTD 281,000 759,898 859,423 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value MARUETSU INC/THE 109,000 629,181 398,155 MARUHA NICHIRO HOLDINGS INC 1,081,000 1,706,744 1,726,709 MARUI GROUP CO LTD 792,511 5,774,825 5,966,402 MARUICHI STEEL TUBE LTD 174,297 4,564,128 4,294,841 MARUSAN SECURITIES CO LTD 154,000 969,978 625,458 MARUTI SUZUKI INDIA LTD 185,637 4,385,606 4,800,543 MARUZEN SHOWA UNYU CO LTD 111,606 315,158 360,688 MASISA SA 1,230,863 181,597 171,803 MASPRO DENKOH CORP 28,800 249,362 222,526 MASSMART HOLDINGS LTD 933,515 11,172,973 19,251,417 MASTERLINK SECURITIES CORP 229,000 93,540 102,447 MATSUDA SANGYO CO LTD 24,500 431,369 367,985 MATSUI SECURITIES CO LTD 266,215 2,124,722 1,272,400 MATSUMOTOKIYOSHI HOLDINGS CO 126,619 2,650,621 2,690,410 MATSUYA CO LTD 60,300 866,031 328,529 MATSUYA FOODS CO LTD 21,600 285,406 403,596 MAUREL ET PROM 340,512 5,840,637 8,345,846 MAX CO LTD 107,000 1,181,469 1,314,314 MAXIS BHD 3,749,777 5,955,116 6,805,358 MAYR MELNHOF KARTON AG 24,892 2,080,196 2,937,336 MAZDA MOTOR CORP 4,557,243 12,534,112 11,906,614 MCB BANK LTD 1,409,467 2,694,650 3,262,580 MCBRIDE PLC 509,903 1,135,339 1,131,748 MCLEOD RUSSEL INDIA LTD 2,701 15,908 16,241 MCMILLAN SHAKESPEARE LTD 168,878 1,607,685 1,732,071 MEDA AB A SHS 642,547 5,315,217 7,005,845 MEDCO ENERGI INTERNASIONAL T 18,582,000 6,569,061 5,092,146 MEDI CLINIC CORP LTD 134,564 413,493 615,354 MEDIA PRIMA BHD 2,167,500 1,679,739 2,081,719 MEDIASET ESPANA COMUNICACION 380,368 4,704,412 3,303,891 MEDIASET SPA 3,716,497 28,294,915 17,469,061 MEDIATEK INC 5,704,685 70,868,434 61,965,348 MEDICA SA 135,503 2,491,400 2,901,698 MEDICLINIC INTERNATIONAL LTD 430,467 1,108,861 1,968,503 MEDINET NASR HOUSING 6,563 29,079 22,619 MEDIOBANCA SPA 1,796,563 21,691,191 18,194,142 MEDIOLANUM SPA 543,187 2,632,557 2,507,523 MEDION AG 63,022 833,570 1,192,410 MEDIPAL HOLDINGS CORP 583,594 9,144,344 5,145,106 MEDIQ NV 190,795 2,908,317 3,676,332 MEDUSA MINING LTD 518,636 2,496,858 3,659,107 MEETIC 32,109 785,267 695,970 MEG ENERGY CORP 547,573 24,239,722 28,550,260 MEGA FINANCIAL HOLDING CO LT 23,092,897 13,632,371 20,179,703 MEGACABLE HOLDINGS CPO 1,414,823 3,680,379 3,223,705 MEGACHIPS CORP 51,100 988,508 821,928 MEGANE TOP CO LTD 64,500 1,078,210 769,911 MEGASTUDY CO LTD 13,451 2,762,453 1,806,653 MEGAWORLD CORP 2,320,000 65,049 106,537 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value MEGGITT PLC 2,346,983 8,387,230 14,374,790 MEGMILK SNOW BRAND CO LTD 150,500 2,506,541 2,765,503 MEIDENSHA CORP 557,000 2,504,744 2,379,458 MEIJI HOLDINGS CO LTD 142,405 6,381,906 5,968,820 MEISEI INDUSTRIAL CO LTD 72,000 189,563 251,412 MEITEC CORP 100,500 2,062,850 2,180,238 MEIWA ESTATE CO LTD 29,400 161,956 166,367 MEKONOMEN AB 43,750 698,562 1,518,411 MELCO HOLDINGS INC 25,200 426,333 640,921 MELCO INTERNATIONAL DEVELOP. 2,277,714 1,342,506 2,303,693 MELCOR DEVELOPMENTS LTD 34,300 321,572 550,876 MELEXIS NV 91,929 932,542 1,678,035 MELFAS INC 35,402 1,281,654 1,016,317 MELIA HOTELS INTERNATIONAL 209,505 1,558,436 2,530,243 MELLANOX TECHNOLOGIES LTD 94,337 2,326,742 2,733,763 MELROSE PLC 1,495,740 3,595,295 8,692,840 MELROSE RESOURCES PLC 164,030 881,725 589,228 MENORAH MIVTACHIM HOLDINGS L 62,830 772,592 684,527 MERAFE RESOURCES LTD 121,396 30,010 20,773 MERCATOR MINERALS LTD 563,800 1,511,074 1,670,778 MERCIALYS 200,438 6,910,611 8,495,845 MERCK KGAA 187,367 22,221,861 20,357,687 MERCURIES + ASSOCIATES LTD 583,000 412,583 558,167 MERIDA INDUSTRY CO LTD 157,000 342,442 356,924 MERITZ FINANCE HOLDINGS CO L 92,072 4,533 238,017 MERITZ FIRE + MARINE INSURAN 221,596 2,283,589 2,729,347 MERITZ SECURITIES CO LTD 655,250 727,315 583,045 MERMAID MARINE AUSTRALIA LTD 634,108 1,829,458 2,165,614 MERSEN (EX CARBON LORRAINE) 56,522 1,958,990 3,187,791 MESOBLAST LTD 604,587 4,712,291 5,598,891 METALFRIO SOLUTIONS SA 169,200 2,066,427 1,218,435 METALLURGICAL CORP OF CHIN H 5,432,873 2,990,358 2,101,584 METALURGICA GERDAU SA PREF 704,969 12,683,835 9,025,050 METCASH LTD 2,186,047 7,910,368 9,712,581 METHANEX CORP 312,200 6,036,562 9,795,271 METKA SA 73,475 1,074,761 841,568 METOREX LTD 89,559 57,654 104,369 METRO AG 511,511 30,421,318 30,992,045 METRO INC A 332,415 10,887,832 16,529,475 METRO PACIFIC INVESTMENTS CO 19,898,904 1,629,506 1,643,892 METROPOLITAN BANK + TRUST 6,365,214 7,481,555 10,281,874 METSO OYJ 413,658 12,783,755 23,491,874 MEXICAN PESO (NEW) 22,909 1,927 1,954 MEXICHEM SAB DE CV 1,306,892 2,118,792 5,284,673 MEYER BURGER TECHNOLOGY AG 157,687 3,760,254 6,957,330 MGM CHINA HOLDINGS LTD 1,320,000 2,646,227 2,436,010 MICHAEL PAGE INTERNATIONAL 908,708 4,114,399 7,805,040 MICHELIN (CGDE) B 790,843 58,085,502 77,326,897 MICHINOKU BANK LTD/THE 321,000 728,143 616,085 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value MICLYN EXPRESS OFFSHORE 583,819 1,016,547 950,055 MICRO FOCUS INTERNATIONAL 576,057 3,355,826 3,100,959 MICRO STAR INTERNATIONAL CO 1,864,252 1,100,980 902,157 MICROPORT SCIENTIFIC CORP 816,000 589,570 525,386 MIDAS HOLDINGS LTD 2,583,000 1,576,829 1,367,669 MIDLAND HOLDINGS LTD 1,536,000 914,384 896,185 MIE BANK LTD/THE 191,000 736,489 461,181 MIGDAL INSURANCE + FINANCIAL 519,916 518,462 904,601 MIKUNI COCA COLA BOTTLING CO 113,900 990,817 991,477 MILANO ASSICURAZIONI 633,793 1,544,486 352,767 MILANO ASSICURAZIONI RTS 630,709 697,121 182,887 MILBON CO LTD 29,300 601,093 867,826 MILLENNIUM + COPTHORNE HOTEL 448,570 2,252,072 3,661,999 MILLICOM INTL CELLULAR SDR 129,496 12,191,827 13,544,641 MIMASU SEMICONDUCTOR INDUST 30,000 394,690 351,783 MINARA RESOURCES LTD 1,126,765 575,922 898,704 MINATO BANK LTD/THE 466,000 688,141 807,826 MINCOR RESOURCES NL 566,246 864,532 548,632 MINEBEA CO LTD 987,588 5,184,781 5,221,643 MINEFINDERS CORP 225,800 2,325,905 2,929,246.71 MINERA FRISCO SAB DE CV A1 342,000 131,988 1,636,668 MINERAL DEPOSITS LTD 214,830 877,572 1,306,382 MINERAL RESOURCES LTD 357,622 3,385,703 4,403,005 MINERVA PLC 253,468 339,570 492,385 MINGYUAN MEDICARE DEVELOPME 5,340,000 680,204 391,171 MINISTOP CO LTD 41,500 721,340 744,595 MINMETALS RESOURCES LTD 77,762 30,953 57,463 MINOR INTERNATIONAL PCL FOR 106,900 23,563 39,663 MINTH GROUP LTD 4,314,000 5,177,239 6,985,561 MIQUEL Y COSTAS 27,198 535,656 847,809 MIRABELA NICKEL LTD 1,393,365 3,345,785 2,610,538 MIRACA HOLDINGS INC 180,794 5,932,632.22 7,286,821 MIRAE ASSET SECURITIES CO LT 41,454 2,629,271 1,741,390 MIRAIT HOLDINGS CORP 181,500 1,463,864 1,427,099 MIRVAC GROUP 13,607,431 17,964,273 18,210,138 MISAWA HOMES CO LTD 82,400 291,915 508,113 MISUMI GROUP INC 152,610 2,949,446 3,924,846 MISYS PLC 1,030,590 3,504,488 6,949,159 MITAC INTERNATIONAL 2,566,706 1,141,488 1,121,457 MITCHELLS + BUTLERS PLC 1,153,603 5,013,690 5,833,967 MITIE GROUP PLC 1,190,391 4,289,957 4,546,541 MITO SECURITIES CO LTD 164,000 490,243 233,531 MITSUBA CORP 97,000 460,611 896,013 MITSUBISHI CHEMICAL HOLDINGS 3,731,049 23,510,827 26,241,159 MITSUBISHI CORP 3,535,851 83,135,511 87,564,406 MITSUBISHI ELECTRIC CORP 5,864,270 51,779,549 67,530,592 MITSUBISHI ESTATE CO LTD 4,319,171 81,116,209 75,195,069 MITSUBISHI GAS CHEMICAL CO 1,124,690 7,698,587 8,174,753 MITSUBISHI HEAVY INDUSTRIES 9,321,484 41,815,424 43,514,107 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value MITSUBISHI KAKOKI KAISHA LTD 168,000 458,159 393,165 MITSUBISHI LOGISTICS CORP 326,627 3,698,441 3,644,013 MITSUBISHI MATERIALS CORP 2,870,071 10,899,213 8,955,645 MITSUBISHI MOTORS CORP 10,563,896 17,815,427 12,818,992 MITSUBISHI PAPER MILLS LTD 728,000 1,240,470 748,192 MITSUBISHI PENCIL CO LTD 47,000 623,394 843,276 MITSUBISHI SHOKUHIN CO LTD 40,400 867,081 933,462 MITSUBISHI STEEL MFG CO LTD 329,000 966,853 1,120,295 MITSUBISHI TANABE PHARMA 622,159 8,260,545 10,361,613 MITSUBISHI UFJ FINANCIAL GRO 37,510,110 331,747,752 181,140,949 MITSUBISHI UFJ LEASE + FINAN 136,470 4,595,038 5,238,444 MITSUBOSHI BELTING CO LTD 158,000 727,321 778,653 MITSUI + CO LTD 5,076,852 80,879,901 87,003,014 MITSUI CHEMICALS INC 2,182,381 10,380,985 7,890,729 MITSUI ENGINEER + SHIPBUILD 1,731,600 4,095,634 3,752,229 MITSUI FUDOSAN CO LTD 3,580,785 67,425,726 61,098,583 MITSUI HIGH TEC INC 60,100 533,471 302,881 MITSUI HOME CO LTD 75,000 415,151 372,400 MITSUI KNOWLEDGE INDUSTRY CO 1,673 357,222 257,082 MITSUI MATSUSHIMA CO LTD 393,000 621,252 807,801 MITSUI MINING + SMELTING CO 1,425,017 4,025,419 4,764,171 MITSUI OSK LINES LTD 3,493,920 32,375,586 18,646,353 MITSUI SOKO CO LTD 264,400 1,113,981 1,031,278 MITSUI SUGAR CO LTD 301,000 1,072,884 1,203,851 MITSUMI ELECTRIC CO LTD 265,842 5,979,845 2,607,071 MITSUUROKO CO LTD 57,800 334,214 338,527 MIURA CO LTD 88,800 2,005,489 2,557,563 MIYAZAKI BANK LTD/THE 500,000 1,737,275 1,139,178 MIZRAHI TEFAHOT BANK LTD 484,625 3,283,998 5,128,982 MIZUHO FINANCIAL GROUP INC 55,520,641 171,780,656 90,746,961 MIZUHO INVESTORS SECS CO LTD 914,362 1,355,319 826,503 MIZUHO SECURITIES CO LTD 1,206,302 4,281,856 2,882,817 MIZUHO TRUST + BANKING CO 3,727,782 5,181,708 3,277,272 MIZUNO CORP 283,000 1,356,465 1,335,104 MLP AG 229,305 3,147,877 2,349,810 MMC CORP BHD 2,354,233 1,484,796 2,198,688 MMI HOLDINGS LTD 4,417,336 6,578,033 11,071,035 MMX MINERACAO E METALICOS SA 370,123 2,450,284 1,978,252 MOBIMO HOLDING AG REG 22,223 4,097,882 5,745,659 MOBINIL EGYPTIAN MOBILE SERV 227,181 7,477,972 4,873,637 MOBISTAR SA 56,924 3,951,617 4,323,021 MOCHIDA PHARMACEUTICAL CO 441,350 4,547,762 4,710,788 MODEC INC 74,600 1,475,354 1,268,274 MODERN TIMES GROUP B SHS 187,699 11,609,445 12,424,940 MODIIN LP 44,470,561 682,446 653,498 MOL HUNGARIAN OIL AND GAS PL 398,560 31,102,773 45,703,280 MONADELPHOUS GROUP LTD 248,087 2,773,463 4,887,074 MONDI LTD 777,297 5,783,614 7,566,574 MONDI PLC 1,570,743 8,019,633 15,647,463 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value MONEX GROUP INC 3,952 1,362,537 782,527 MONEYSUPERMARKET.COM 719,999 628,952 1,175,574 MONGOLIA ENERGY CORP LTD 12,252,830 4,704,804 1,432,941 MONNET ISPAT + ENERGY LTD 3,564 37,329 39,784 MORGAN CRUCIBLE COMPANY PLC 773,583 1,923,572 3,823,962 MORGAN SINDALL GROUP PLC 91,381 1,023,895 927,926 MORGUARD REAL ESTATE TR UTS 186,761 1,890,708 2,993,670 MORI SEIKI CO LTD 221,027 2,934,280 2,901,046 MORI TRUST SOGO REIT INC 183 1,506,622 1,781,341 MORINAGA + CO LTD 576,000 1,174,227 1,319,465 MORINAGA MILK INDUSTRY CO 614,000 2,189,778 2,607,751 MORITA HOLDINGS CORP 100,000 413,973 635,215 MOROCCAN DIRHAM 1,323,471 166,417 169,087 MORPHOSYS AG 65,011 1,619,135 1,921,883 MORY INDUSTRIES INC 90,000 240,970 352,155 MOS FOOD SERVICES INC 90,700 1,397,701 1,693,606 MOSHI MOSHI HOTLINE INC 49,150 1,125,761 794,823 MOTA ENGIL SGPS SA 290,027 1,349,400 672,793 MOTECH INDUSTRIES INC 260,694 1,007,661 1,007,434 MOTHERCARE PLC 249,772 1,910,178 1,595,967 MOTOR OIL (HELLAS) SA 125,345 1,583,916 1,541,082 MOUCHEL GROUP PLC 317,003 1,325,486 305,360 MOUNT GIBSON IRON LTD 2,335,464 2,528,167 4,600,638 MPHASIS LTD 170,956 1,766,545 1,659,553 MPX ENERGIA SA 61,057 1,538,510 1,523,445 MR MAX CORP 56,000 246,883 190,688 MR PRICE GROUP LTD 1,065,027 4,256,163 10,714,681 MRV ENGENHARIA 582,046 4,479,793 4,828,494 MS+AD INSURANCE GROUP HOLDIN 1,815,056 58,026,715 42,162,508 MSM MALAYSIA HOLDINGS BHD 11,100 39,239 17,388 MSTAR SEMICONDUCTOR INC 778,111 7,449,725 4,456,256 MTN GROUP LTD 5,548,388 80,571,375 117,777,408 MTR CORP 4,427,002 13,292,870 15,702,523 MTU AERO ENGINES HOLDING AG 120,935 4,853,481 9,657,589 MUCKLOW A + J GROUP PLC 106,980 470,009 549,606 MUENCHENER RUECKVER AG REG 677,454 104,588,482 103,573,606 MULLEN GROUP LTD 227,600 3,487,170 4,785,001 MULTI PURPOSE HOLDINGS BHD 93,560 64,102 93,885 MULTIPLAN EMPREENDIMENTOS 125,005 2,508,235 2,728,556 MUNDRA PORT AND SEZ LTD 751,479 2,015,541 2,722,487 MURATA MANUFACTURING CO LTD 591,978 32,860,965 39,215,986 MURCHISON METALS LTD 1,231,535 2,065,276 1,008,638 MURRAY + ROBERTS HOLDINGS 2,682,789 17,888,458 11,872,499 MUSASHI SEIMITSU INDUSTRY CO 101,800 1,817,996 2,664,750 MUSASHINO BANK LTD/THE 64,844 2,643,123 2,189,554 MYER HOLDINGS LTD 2,071,928 6,830,327 5,856,062 MYTILINEOS HOLDINGS S.A. 247,995 2,218,759 1,707,888 NABTESCO CORP 126,508 1,182,488 3,035,805 NACHI FUJIKOSHI CORP 526,000 1,439,629 3,093,735 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value NAGAILEBEN CO LTD 40,600 750,855 1,181,402 NAGANO BANK LTD/THE 262,000 621,798 603,418 NAGASE + CO LTD 225,018 2,688,770 2,750,029 NAGATANIEN CO LTD 54,000 473,807 567,013 NAGOYA RAILROAD CO LTD 1,639,877 5,219,097 4,162,640 NAKAMURAYA CO LTD 127,000 587,640 600,718 NAKAYAMA STEEL WORKS LTD 280,000 690,096 381,377 NAMCO BANDAI HOLDINGS INC 465,467 5,886,922 5,567,620 NAMHAE CHEMICAL CORP 70,410 963,171 847,439 NAMPAK LTD 1,361,317 2,836,957 4,548,434 NAMURA SHIPBUILDING CO LTD 102,900 616,809 452,322 NAMYANG DAIRY PRODUCTS CO 6,437 3,801,678 4,720,808 NAN HAI CORP LTD 78,550,000 728,671 403,791 NAN KANG RUBBER TIRE CO LTD 32,000 40,176 52,138 NAN YA PLASTICS CORP 15,422,499 23,628,977 41,128,811 NAN YA PRINTED CIRCUIT BOARD 565,938 1,791,803 2,147,621 NANTO BANK LTD/THE 695,647 3,916,240 3,514,413 NANYA TECHNOLOGY CORP 3,943,386 2,465,885 1,112,031 NASPERS LTD N SHS 1,369,335 38,683,618 77,152,602 NATIONAL ALUMINIUM CO LTD 597,869 1,189,248 1,107,400 NATIONAL AUSTRALIA BANK LTD 5,560,898 134,764,007 152,528,553 NATIONAL BANK OF CANADA 415,352 20,869,857 33,663,664 NATIONAL BANK OF GREECE 2,451,148 60,204,418 17,520,204 NATIONAL BANK OF PAKISTAN 894,579 536,779 525,072 NATIONAL EXPRESS GROUP PLC 2,022,906 7,680,399 8,223,116 NATIONAL GRID PLC 10,057,048 105,089,386 98,894,834 NATIONAL SOCIETE GENERAL 179,920 1,058,814 1,080,695 NATIXIS 4,112,111 21,902,016 20,628,313 NATRACEUTICAL SA 371,863 284,171 159,048 NATURA COSMETICOS SA 1,099,946 18,269,203 27,459,037 NAVA BHARAT VENTURES LTD 4,287 32,180 20,062 NAVITAS LTD 783,971 3,302,756 3,382,456 NCC AB B SHS 283,175 3,796,112 6,457,775 NCC LTD 36,756 85,542 66,601 NCSOFT CORPORATION 73,064 7,920,183.75 19,914,324 NEC CAPITAL SOLUTIONS LTD 24,400 346,903 323,279 NEC CORP 7,096,847 26,922,886 16,081,266 NEC FIELDING LTD 46,300 575,231 556,105 NEC MOBILING LTD 20,785 385,666 698,495 NEC NETWORKS + SYSTEM INTEGR 56,400 695,955 784,264 NEDBANK GROUP LTD 1,070,924 13,977,740 23,143,595 NEO MATERIAL TECHNOLOGIES IN 27,900 149,375 268,275 NEO NEON HOLDINGS LTD 2,003,500 770,738 548,428 NEO SOLAR POWER CORP 206,037 504,191 385,196 NEOPOST SA 95,997 8,819,375 8,245,092 NEOWIZ GAMES CORP 44,763 1,565,259 2,213,728 NEPTUNE ORIENT LINES LTD 2,532,406 2,887,126 3,156,224 NESTE OIL OYJ 521,497 10,859,898 8,173,356 NESTLE INDIA LTD 46,934 2,359,157 4,320,457 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value NESTLE SA REG 9,962,906 390,156,943 618,244,476 NET ONE SYSTEMS CO LTD 1,164 1,830,004 2,223,938 NETCARE LTD 3,064,302 3,589,883 6,780,429 NETIA SA 36,828 71,375 77,270 NETUREN CO LTD 62,700 492,187 526,382 NEVSUN RESOURCES LTD 555,800 3,906,541 3,363,249 NEW GOLD INC 1,275,500 4,845,029 13,150,166 NEW HOPE CORP LTD 656,926 2,094,596 3,671,249 NEW TAIWAN DOLLAR 1,271,551 44,017 44,269 NEW TIMES ENERGY CORP LTD 25,708,000 1,003,026 360,118 NEW WORLD CHINA LAND LTD 6,930,245 3,472,863 2,484,868 NEW WORLD DEPT STORE CHINA 4,713,605 4,494,863 3,707,279 NEW WORLD DEVELOPMENT 12,598,709 23,959,415 19,040,747 NEW ZEALAND DOLLAR 718,961 552,032 593,790 NEW ZEALAND OIL + GAS LTD 1,114,285 1,064,126 763,839 NEWALTA CORP 24,600 287,524 309,189 NEWCREST MINING LTD 2,073,083 52,719,238 83,695,142 NEXANS SA 97,937 7,209,421 9,215,402 NEXEN INC 1,417,926 39,056,139 31,940,441 NEXEN TIRE CORPORATION 107,400 1,133,277 1,946,509 NEXITY 73,321 2,006,417 3,502,729 NEXT PLC 633,603 17,158,759 23,650,317 NEXUS ENERGY LTD 3,759,598 1,750,182 1,328,258 NGK INSULATORS LTD 668,171 12,809,991 12,344,120 NGK SPARK PLUG CO LTD 284,233 2,957,536 3,896,055 NH HOTELES SA 699,054 4,007,529 5,239,913 NH INVESTMENT + SECURITIES 121,399 1,102,782 757,287 NHK SPRING CO LTD 630,845 5,328,228 6,397,499 NHN CORP 122,085 17,360,290 21,612,066 NIBE INDUSTRIER AB B SHS 80,576 785,888 1,398,257 NICE HOLDINGS INC 210,000 379,765 418,648 NICE SYSTEMS LTD 222,806 6,231,800 8,021,674 NICHI IKO PHARMACEUTICAL CO 86,600 2,497,677 2,292,605 NICHIAS CORP 266,000 836,855 1,561,218 NICHICON CORP 178,100 2,085,963 2,924,227 NICHIDEN CORP 33,900 946,849 1,061,999 NICHIHA CORP 42,200 329,924 377,271 NICHII GAKKAN CO 82,800 721,334 732,036 NICHIREI CORP 580,991 2,809,931 2,467,555 NICOX SA 204,613 1,929,074 534,281 NIDEC COPAL CORP 53,500 596,855 652,520 NIDEC COPAL ELECTRONICS CORP 75,300 400,932 502,559 NIDEC CORP 278,991 21,043,452 25,701,989 NIDEC SANKYO CORP 141,635 981,293 929,498 NIDEC TOSOK CORP 32,700 142,365 379,799 NIEN HSING TEXTILE CO LTD 162,026 100,901 130,022 NIEUWE STEEN INVESTMENTS NV 188,612 3,513,263 3,829,786 NIFCO INC 114,300 2,115,944 3,006,107 NIHON DEMPA KOGYO CO LTD 74,100 1,433,183 1,033,143 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value NIHON KOHDEN CORP 97,300 1,522,541 2,405,994 NIHON M+A CENTER INC 141 618,028 742,886 NIHON NOHYAKU CO LTD 149,000 1,305,467 682,640 NIHON PARKERIZING CO LTD 94,000 1,167,465 1,421,174 NIHON UNISYS LTD 155,400 1,690,069 923,626 NIHON YAMAMURA GLASS CO LTD 237,000 550,703 622,140 NIKKISO CO LTD 171,000 1,158,913 1,532,987 NIKO RESOURCES LTD 184,746 17,346,948 11,525,776 NIKON CORP 1,055,891 23,271,717 24,697,607 NINE DRAGONS PAPER HOLDINGS 3,478,837 2,625,636 3,031,199 NINTENDO CO LTD 312,956 96,828,930 58,398,294 NIPPO CORP 169,000 1,299,021 1,360,203 NIPPON ACCOMMODATIONS FUND 219 1,651,348 1,636,215 NIPPON BEET SUGAR MFG CO LTD 326,000 786,584 726,597 NIPPON BUILDING FUND INC 862 7,667,014 8,392,168 NIPPON CARBON CO LTD 335,000 1,112,302 999,690 NIPPON CERAMIC CO LTD 37,300 420,076 753,297 NIPPON CHEMI CON CORP 496,000 2,142,490 3,089,252 NIPPON CHEMICAL INDUSTRIAL 190,000 490,590 423,477 NIPPON CHEMIPHAR CO LTD 91,000 329,760 368,462 NIPPON COKE + ENGINEERING CO 428,500 781,976 732,207 NIPPON DENKO CO LTD 235,000 1,815,592 1,580,052 NIPPON DENSETSU KOGYO CO LTD 139,000 1,356,709 1,471,582 NIPPON DENWA SHISETSU CO LTD 93,000 263,186 274,071 NIPPON ELECTRIC GLASS CO LTD 1,048,851 12,650,435 13,324,921 NIPPON EXPRESS CO LTD 2,136,988 9,930,190 8,599,816 NIPPON FLOUR MILLS CO LTD 369,000 1,743,248 1,704,272 NIPPON GAS CO LTD 51,000 659,353 695,914 NIPPON KANZAI CO LTD 29,100 533,170 502,656 NIPPON KASEI CHEMICAL CO LTD 89,000 156,459 182,937 NIPPON KAYAKU CO LTD 367,189 2,509,063 3,846,477 NIPPON KOEI CO LTD 184,000 580,994 660,723 NIPPON KONPO UNYU SOKO CO 104,500 1,146,028 1,106,334 NIPPON LIGHT METAL CO LTD 1,155,000 1,434,730 2,359,770 NIPPON MEAT PACKERS INC 426,867 5,489,019 6,078,468 NIPPON METAL INDUSTRY CO LTD 376,000 863,016 419,019 NIPPON PAINT CO LTD 492,349 2,402,528 3,913,915 NIPPON PAPER GROUP INC 216,691 5,960,546 4,781,372 NIPPON PARKING DEVELOPMENT C 4,835 237,320 261,028 NIPPON ROAD CO LTD 138,000 329,157 413,522 NIPPON SEIKI CO LTD 69,000 792,733 906,501 NIPPON SHARYO LTD 125,000 569,066 544,824 NIPPON SHEET GLASS CO LTD 2,361,846 8,161,755 7,282,065 NIPPON SHINYAKU CO LTD 100,000 1,182,577 1,267,954 NIPPON SHOKUBAI CO LTD 395,035 3,543,645 4,783,856 NIPPON SIGNAL CO LTD/THE 132,800 976,738 1,017,870 NIPPON SODA CO LTD 328,000 1,396,260 1,437,741 NIPPON STEEL CORP 13,074,930 59,611,458 42,093,633 NIPPON STEEL TRADING CO LTD 191,000 414,910 534,497 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value NIPPON SUISAN KAISHA LTD 589,300 1,885,228 1,926,389 NIPPON SYNTHETIC CHEMICAL 139,000 675,612 986,218 NIPPON TELEGRAPH + TELEPHONE 2,115,803 94,172,650 101,257,772 NIPPON TELEVISION NETWORK 12,545 1,290,806 1,775,467 NIPPON THOMPSON CO LTD 158,000 885,074 1,295,146 NIPPON VALQUA INDUSTRIES LTD 199,000 496,539 581,526 NIPPON YAKIN KOGYO CO LTD 263,000 1,301,323 703,418 NIPPON YUSEN 3,594,806 20,862,131 13,264,636 NIPRO CORP 79,007 1,419,697 1,426,352 NISCAYAH GROUP AB 986,188 1,649,124 2,875,708 NISHI NIPPON CITY BANK LTD 1,477,816 4,289,156 4,336,831 NISHI NIPPON RAILROAD CO LTD 738,041 2,651,473 3,161,988 NISHIMATSU CONSTRUCTION CO 591,000 1,067,911 863,522 NISHIMATSUYA CHAIN CO LTD 59,000 538,766 485,092 NISHIO RENT ALL CO LTD 38,323 310,955 265,737 NISSAN CHEMICAL INDUSTRIES 425,289 4,927,465 4,671,016 NISSAN MOTOR CO LTD 7,184,483 61,841,516 74,905,086 NISSAN SHATAI CO LTD 134,000 1,034,868 1,028,727 NISSEN HOLDINGS CO LTD 134,800 562,458 784,497 NISSHA PRINTING CO LTD 83,535 3,401,326 1,521,553 NISSHIN OILLIO GROUP LTD/THE 369,000 1,845,316 1,759,101 NISSHIN SEIFUN GROUP INC 523,219 5,784,901 6,491,648 NISSHIN STEEL CO LTD 1,844,139 5,948,666 3,493,725 NISSHINBO HOLDINGS INC 333,371 3,703,194 3,149,605 NISSIN CORP 144,000 350,440 360,178 NISSIN ELECTRIC CO LTD 92,000 475,359 868,053 NISSIN FOODS HOLDINGS CO LTD 241,800 8,048,424 8,763,600 NISSIN KOGYO CO LTD 138,900 1,971,422 2,495,591 NITORI HOLDINGS CO LTD 84,260 4,816,168 7,960,666 NITSBA HOLDINGS (1995) LTD 83,829 794,210 805,645 NITTA CORP 64,200 1,041,702 1,250,453 NITTETSU MINING CO LTD 118,000 482,147 531,847 NITTO BOSEKI CO LTD 558,000 1,097,961 1,381,872 NITTO DENKO CORP 371,421 13,952,423 18,695,245.06 NITTO KOGYO CORP 62,400 630,406 734,027 NITTO KOHKI CO LTD 46,400 932,411 1,085,310 NITTO SEIKO CO LTD 86,000 270,500 224,690 NKSJ HOLDINGS INC 4,352,452 37,378,593 28,509,743 NKT HOLDING A/S 50,359 2,363,734 3,216,570 NMDC LTD 630,714 3,960,105 3,610,528 NOBEL BIOCARE HOLDING AG REG 334,683 9,249,611 6,812,897 NOBIA AB 248,441 1,137,504 1,633,949 NOBLE GROUP LTD 13,501,878 12,694,803 21,667,237 NOF CORP 418,000 1,749,276 1,821,892 NOHMI BOSAI LTD 69,000 538,159 407,541 NOK CORP 394,978 5,510,456 6,715,023 NOKIA OYJ 15,758,502 264,954,859 102,128,096 NOKIAN RENKAAT OYJ 806,426 24,099,028 40,454,167 NOMURA CO LTD 127,000 383,535 367,979 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value NOMURA HOLDINGS INC 9,338,281 92,277,147 45,789,490 NOMURA REAL ESTATE HOLDINGS 304,068 5,523,335 5,026,389 NOMURA REAL ESTATE OFFICE FU 455 2,952,868 2,996,638 NOMURA RESEARCH INSTITUTE LT 442,301 10,787,698 9,611,659 NONGSHIM CO LTD 20,147 4,038,162 4,594,978 NORBORD INC 61,240 1,289,189 768,435 NORDEA BANK AB 7,893,445 73,876,143 85,063,389 NORDEX SE 113,071 1,825,413 1,018,042 NORDIC SEMICONDUCTOR ASA 478,297 1,666,139 1,827,449 NORDION INC 190,100 1,118,360 2,076,110 NORDNET AB B SHARES 248,064 550,536 829,494 NORITAKE CO LTD 225,000 790,867 883,172 NORITSU KOKI CO LTD 40,900 426,617 219,794 NORITZ CORP 108,000 1,250,662 1,975,186 NORSK HYDRO ASA 2,977,986 31,832,823 22,928,289 NORSKE SKOGINDUSTRIER ASA 539,123 1,357,710 899,300 NORTH ASIA RESOURCES HOLDING 1,805,000 352,461 200,652 NORTH MINING SHARES CO LTD 26,650,000 982,498 856,225 NORTHAM PLATINUM LTD 506,320 2,109,708 3,172,063 NORTHERN DYNASTY MINERALS 198,800 1,682,707 2,018,692 NORTHERN IRON LTD 714,387 1,182,659 1,353,736 NORTHERN PROPERTY REAL ESTAT 43,227 1,243,607 1,369,240 NORTHGATE MINERALS CORP 821,401 1,867,669 2,127,761 NORTHUMBRIAN WATER GROUP PLC 1,263,662 5,937,052 8,431,473 NORTHWEST HEALTHCARE PROPERT 52,582 667,234 656,522 NORWEGIAN AIR SHUTTLE AS 73,500 1,155,290 1,363,026 NORWEGIAN ENERGY CO AS 688,908 1,877,813 885,940 NORWEGIAN KRONE 3,925,026 720,622 731,537 NORWEGIAN PROPERTY ASA 2,186,839 3,635,543 4,605,630 NOVA MEASURING INSTRUMENTS 71,214 747,817 705,547 NOVAE GROUP PLC 186,207 1,104,511 1,061,259 NOVAGOLD RESOURCES INC 501,008 3,080,279 4,615,026 NOVARTIS AG REG 6,710,686 351,876,647 410,451,693 NOVATEK MICROELECTRONICS COR 994,787 2,415,295 3,203,571 NOVO NORDISK A/S B 1,795,266 103,468,725 225,254,511 NOVOZYMES A/S B SHARES 271,523 26,334,352 44,175,396 NRJ GROUP 70,494 544,061 866,704 NRW HOLDINGS LTD 784,525 1,268,543 2,343,355 NS SOLUTIONS CORP 42,490 706,480 824,447 NS UNITED KAIUN KAISHA LTD 262,000 861,288 522,313 NSD CO LTD 108,800 1,151,156 909,361 NSK LTD 1,495,692 12,308,928 14,797,650.66 NTN CORP 993,369 6,809,709 5,608,916 NTPC LTD 2,975,245 12,796,430 12,449,406 NTT DATA CORP 3,139 12,330,889 10,344,418 NTT DOCOMO INC 72,045 114,505,728 127,569,148 NTT URBAN DEVELOPMENT CORP 5,242 5,763,953 4,465,526 NUFARM LTD 510,302 5,105,140 2,453,020 NUPLEX INDUSTRIES LTD 551,752 745,412 1,321,507 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value NUTRECO NV 112,283 5,397,604 8,255,253 NUVISTA ENERGY LTD 281,700 3,040,737 2,656,170 NVC LIGHTING HOLDINGS LTD 3,745,000 1,884,085 1,934,766 NWS HOLDINGS LTD 2,942,816 5,363,000 3,940,773 NYRSTAR 518,725 4,965,630 7,505,688 O NET COMMUNICATIONS GROUP 1,767,000 1,211,410 663,086 O.S.K. HOLDINGS BHD 259,200 120,947 131,338 OAKTON LTD 267,997 596,948 599,658 OBARA CORP 29,600 319,762 420,396 OBAYASHI CORP 1,526,010 7,498,641 6,613,464 OBIC BUSINESS CONSULTANTS 11,450 463,214 670,610 OBIC CO LTD 12,314 2,072,064 2,285,535 OBRASCON HUARTE LAIN S.A. 225,686 5,353,164 8,622,000 OC OERLIKON CORP AG REG 707,623 4,576,460 5,706,366 OCEANAGOLD CORP 741,300 2,582,448 2,027,802 OCEANUS GROUP LTD 2,858,000 719,893 535,468 OCI CO LTD 67,681 17,248,170 25,547,295 OCI MATERIALS CO LTD 22,424 1,724,721 2,795,518 ODAKYU ELECTRIC RAILWAY CO 1,371,639 9,862,516 10,835,877 ODONTOPREV S.A. 3,200 48,297 53,257 OENON HOLDINGS INC 139,000 330,431 311,528 OESTERREICHISCHE POST AG 118,954 3,659,852 3,828,730 OGAKI KYORITSU BANK LTD/THE 655,180 3,025,504 2,011,945 OGX PETROLEO E GAS PARTICIPA 5,252,068 42,381,574 49,049,562 OHARA INC 28,800 420,005 301,337 OHASHI TECHNICA INC 25,000 162,861 193,784 OHL MEXICO SAB DE CV 753,100 1,533,197 1,512,378 OHSHO FOOD SERVICE CORP 19,800 556,672 465,825 OIL + GAS DEVELOPMENT CO LTD 4,743,931 6,778,475 8,442,730 OIL INDIA LTD 108,262 2,751,209 3,143,297 OIL REFINERIES LTD 1,983,610 1,170,120 1,353,694 OIL SEARCH LTD 3,678,814 18,153,842 26,191,269 OILES CORP 72,100 1,096,724 1,420,395 OITA BANK LTD/THE 364,000 1,785,975 1,077,216 OJI PAPER CO LTD 2,061,328 9,716,359 9,826,788 OKABE CO LTD 156,300 600,111 814,788 OKAMOTO INDUSTRIES INC 248,344 886,805 934,826 OKAMURA CORP 159,000 1,007,866 1,067,088 OKASAN SECURITIES GROUP INC 257,640 1,421,978 957,058 OKI ELECTRIC INDUSTRY CO LTD 3,716,000 3,196,907 3,404,953 OKINAWA CELLULAR TELEPHONE 445 828,941 938,379 OKINAWA ELECTRIC POWER CO 37,300 1,963,156 1,685,797 OKUMA CORP 315,065 3,655,726 2,972,748 OKUMURA CORP 647,000 2,554,248 2,347,338 OKURA INDUSTRIAL CO LTD 132,000 332,288 433,135 OKUWA CO LTD 51,000 645,656 508,990 OLAM INTERNATIONAL LTD 3,960,949 6,705,240 8,776,295 OLD MUTUAL PLC 19,136,989 39,772,592 40,985,141 OLYMPIC CORP 26,413 164,592 178,572 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value OLYMPIC GROUP FINANCIAL INV 2,901 17,767 17,216 OLYMPUS CORP 1,033,827 24,917,338 34,576,096 OM HOLDINGS LTD 1,057,517 1,095,911 1,041,603 OMEGA PHARMA 51,464 1,928,899 2,641,372 OMNIA HOLDINGS LTD 21,349 163,047 249,801 OMRON CORP 622,169 13,593,655 17,164,333 OMV AG 658,294 31,676,442 28,752,097 ONESTEEL LTD 3,597,413 11,433,498 7,125,069 ONEX CORPORATION 373,172 8,509,306 14,449,733 ONO PHARMACEUTICAL CO LTD 233,559 11,866,202 12,435,658 ONOKEN CO LTD 45,100 548,783 404,872 ONWARD HOLDINGS CO LTD 307,357 2,968,956 2,576,527 OPAP SA 944,566 26,699,045 14,721,886 OPEN TEXT CORP 204,000 7,919,113 13,069,444 OPERA SOFTWARE ASA 253,198 1,205,651 1,599,756 OPTEX CO LTD 19,200 208,390 240,119 OPTO CIRCUITS INDIA LTD 1,097,729 5,460,606 7,306,734 ORACLE CORP JAPAN 63,398 2,710,169 2,747,574 ORACLE FINANCIAL SERVICES 31,077 1,137,865 1,598,959 ORASCOM CONSTRUCTION INDS 911,234 44,152,217 40,947,123 ORASCOM DEVELOPMENT HOLDING 31,922 2,317,291 1,050,166 ORASCOM TELECOM HOLDING 6,383,878 6,682,317 4,353,252 ORDINA NV 142,970 894,333 689,430 ORESUND INVESTMENT AB 109,472 1,510,051 1,821,627 ORGANIZACION SORIANA S.A.B B 1,311,316 3,205,214 3,926,043 ORGANO CORP 82,000 696,400 613,274 ORICA LTD 916,106 16,739,767 26,422,301 ORIENT CORP 954,000 1,190,849 1,098,588 ORIENT OVERSEAS INTL LTD 1,425,856 10,555,055 9,207,938 ORIENTAL BANK OF COMMERCE 134,682 674,546 993,186 ORIENTAL HOLDINGS BERHAD 158,040 148,043 270,597 ORIENTAL LAND CO LTD 113,115 7,928,828 9,552,298 ORIENTAL PRESS GROUP 2,034,000 261,080 313,677 ORIENTAL UNION CHEMICAL 1,335,358 770,485 1,952,583 ORIENTAL WEAVERS 16,016 88,454 79,161 ORIFLAME COSMETICS SA SDR 5,309 293,497 261,914 ORIGIN ELECTRIC CO LTD 71,000 288,880 360,451 ORIGIN ENERGY LTD 3,129,962 37,542,974 52,911,281 ORIOLA KD OYJ B SHARES 292,331 1,154,383 1,127,403 ORION CORP 12,628 2,376,435 5,393,498 ORION OYJ CLASS B 377,238 7,292,273 9,719,091 ORIX CORP 344,565 44,170,406 33,236,302 ORIX JREIT INC 383 1,857,856 2,106,939 ORKLA ASA 3,004,093 31,251,790 28,722,659 ORMAT INDUSTRIES LTD 133,283 1,007,364 877,454 ORPEA 89,850 4,193,321 4,364,009 ORTAK 44,306 36,571 33,557 OSAKA GAS CO LTD 4,350,414 15,448,982 16,429,870 OSAKA STEEL CO LTD 35,900 578,491 709,465 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value OSAKA TITANIUM TECHNOLOGIES 39,920 1,546,039 2,896,644 OSAKI ELECTRIC CO LTD 82,000 705,954 825,483 OSEM INVESTMENTS LTD 110,446 1,417,347 1,798,623 OSG CORP 210,400 1,894,006 2,912,670 OSIM INTERNATIONAL LTD 987,000 1,190,192 1,197,972 OSISKO MINING CORP 716,183 10,499,402 11,123,811 OSSTEM IMPLANT CO LTD 30,124 277,297 278,767 OSX BRASIL SA 6,900 3,069,480 1,987,518 OTP BANK PLC 1,151,765 27,418,768 37,515,277 OTSUKA CORP 38,557 2,303,240 2,384,735 OTSUKA HOLDINGS CO LTD 1,285,153 31,461,318 33,895,194 OTTOGI CORPORATION 7,298 848,576 967,234 OUTOKUMPU OYJ 337,473 7,858,328 4,469,612 OUTOTEC OYJ 144,618 5,397,508 8,219,231 OVERSEA CHINESE BANKING CORP 6,825,653 35,833,774 52,043,100 OYO CORP 68,200 726,661 703,450 OZ MINERALS LTD 1,025,568 13,464,159 14,493,235 PA RESOURCES AB 1,806,939 2,673,462 1,145,436 PACE PLC 863,243 2,467,200 1,475,977 PACIFIC ANDES RESOURCES DEVE 3,338,000 847,673 747,760 PACIFIC BASIN SHIPPING LTD 15,640,000 16,772,142 8,924,222 PACIFIC BRANDS LTD 2,640,079 2,410,613 1,964,395 PACIFIC INDUSTRIAL CO LTD 77,000 271,347 356,587 PACIFIC METALS CO LTD 363,240 2,688,363 2,662,677 PACIFIC RUBIALES ENERGY CORP 661,241 21,940,621 17,711,209 PACIFIC RUBIALES ENERGY CORP 285,626 6,308,001 7,662,665 PACIFIC TEXTILES HOLDINGS 2,675,000 1,633,019 1,787,631 PACK CORP/THE 22,500 326,315 367,478 PADDY POWER PLC 217 11,496 11,817 PADDY POWER PLC 136,364 4,473,859 7,412,043 PAGESJAUNES GROUPE 447,359 6,654,083 4,021,988 PAKISTAN PETROLEUM LTD 3,589,973 5,228,564 8,654,437 PAKISTAN RUPEE 2,993,581 34,840 34,821 PAKISTAN STATE OIL CO LTD 597,917 1,821,767 1,863,925 PAKISTAN TELECOM CO LTD 2,244,129 560,923 369,366 PAL CO LTD 9,850 156,895 326,260 PALABORA MINING CO LTD 5,151 57,798 96,501 PALADIN ENERGY LTD 2,428,061 8,565,515 6,550,694 PALFINGER AG 30,320 536,428 1,094,809 PALM HILLS DEVELOPMENTS SAE 213,254 122,477 82,893 PALTAC CORP 42,200 770,830 759,245 PAN AMERICAN SILVER CORP 303,800 6,774,973 9,402,659 PAN INTERNATIONAL INDUSTRIAL 56,342 73,641 56,590 PANAHOME CORP 167,649 1,023,520 1,081,539 PANALPINA WELTTRANSPORT REG 59,553 4,927,192 8,169,087 PANASONIC CORP 7,845,258 140,062,379 95,200,005 PANASONIC ELECTRIC WORKS INF 6,000 125,375 166,419 PANASONIC ELECTRIC WORKS SUN 47,900 259,081 282,916 PANAUST LTD 1,684,089 3,695,996 6,797,254 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value PANIN FINANCIAL TBK PT 50,069,048 1,112,885 1,039,274 PANORAMIC RESOURCES LTD 589,571 1,259,571 1,104,590 PAPELES Y CARTONES DE EUROPA 122,423 527,201 671,818 PAPERLINX LTD 1,707,298 1,009,889 292,453 PARADISE CO LTD 102,897 303,565 667,893 PARAGON GROUP COMPANIES PLC 844,266 1,241,948 2,689,168 PARAMOUNT BED CO LTD 35,900 552,320 991,295 PARAMOUNT RESOURCES LTD A 110,400 1,427,785 3,164,091 PARCO CO LTD 116,500 1,079,719 953,523 PARGESA HOLDING SA BR 100,317 9,965,390 9,281,136 PARIS MIKI HOLDINGS INC 79,300 734,329 760,989 PARK24 CO LTD 276,235 2,889,088 2,859,495 PARKSON HOLDINGS BHD 1,104,994 1,668,701 2,203,035 PARKSON RETAIL GROUP LTD 3,470,045 4,885,557 5,083,825 PARKWAYLIFE REAL ESTATE 1,924,000 2,080,146 2,883,806 PARMALAT SPA 5,060,887 14,279,962 19,033,534 PARROT SA 36,492 488,281 1,478,776 PARSVNATH DEVELOPERS LTD 52,134 71,800 55,105 PARTNER COMMUNICATIONS CO 221,614 3,932,752 3,341,307 PARTNERS GROUP HOLDING AG 30,273 3,479,214 5,349,908 PARTRON CO LTD 42,510 653,769 722,668 PASON SYSTEMS INC 174,200 1,889,492 2,624,462 PASONA GROUP INC 354 243,238 326,122 PATEL ENGINEERING LTD 8,801 36,901 29,296 PATNI COMPUTER SYSTEMS LTD 5,595 42,485 40,590 PATRIZIA IMMOBILIEN AG 116,220 504,106 872,840 PAYPOINT PLC 143,126 1,267,327 1,170,738 PAZ OIL CO LTD 7,551 1,612,355 1,171,756 PBG SA 6,037 631,944 304,566 PCCW LTD 18,133,406 9,194,346 7,830,136 PCD STORES GROUP LTD 8,964,000 2,461,477 2,085,120 PDG REALTY SA 2,729,554 12,773,881 15,357,833 PEAB AB 613,398 3,194,137 4,391,934 PEAK SPORT PRODUCTS LTD 2,379,000 1,809,727 1,672,370 PEARSON PLC 2,778,816 37,436,684 52,464,323 PEET LTD 644,083 1,155,735 1,010,198 PEGATRON CORP 16,203,460 19,350,795 16,782,527 PEMBINA PIPELINE CORP 473,000 10,254,365 12,443,757 PENNON GROUP PLC 1,227,791 10,944,295 13,758,683 PENTA OCEAN CONSTRUCTION CO 608,000 907,482 1,452,997 PEOPLE S FOOD HOLDINGS LTD 2,101,394 1,086,376 1,300,960 PERNOD RICARD SA 726,088 60,301,522 71,553,226 PERPETUAL LTD 126,265 5,448,424 3,370,023 PERSEUS MINING LTD 1,188,343 2,365,506 3,333,268 PERSIMMON PLC 987,466 6,439,412 7,646,037 PERUSAHAAN GAS NEGARA PT 17,297,000 8,134,845 8,118,527 PERUVIAN NOUVEAU SOL 21,373 7,772 7,772 PESCANOVA SA 27,637 910,731 1,190,063 PETKIM PETROKIMYA HOLDING AS 132,345 172,698 199,658 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value PETROASIAN ENERGY HOLDINGS 11,684,000 580,674 427,944 PETROBAKKEN ENERGY LTD A 213,824 6,243,640 2,933,406 PETROBANK ENERGY + RESOURCES 300,788 10,479,688 4,413,178 PETROBRAS PETROLEO BRAS 5,180,731 101,047,298 87,050,205 PETROBRAS PETROLEO BRAS PR 9,136,219 148,243,398 138,717,311 PETROFAC LTD 694,808 11,774,829 16,888,370 PETROLEUM GEO SERVICES 1,047,138 10,456,784 15,047,077 PETROMINERALES LTD 377,799 10,569,143 11,082,261 PETRONAS CHEMICALS GROUP BHD 7,177,100 14,415,046 16,852,339 PETRONAS DAGANGAN BHD 426,400 1,976,533 2,273,568 PETRONET LNG LTD 36,674 66,541 111,164 PETROPAVLOVSK PLC 532,503 5,895,257 6,240,824 PETROPLUS HOLDINGS AG 344,193 7,607,675 4,905,363 PEUGEOT SA 866,978 35,220,967 38,803,215 PFEIFFER VACUUM TECHNOLOGY 27,912 2,423,282 3,499,284 PGE SA 1,319,918 10,589,926 11,529,386 PGM HOLDINGS K K 1,003 613,801 522,241 PHARMAXIS LTD 640,915 1,295,685 576,377 PHIHONG TECHNOLOGY CO LTD 108,053 153,391 219,315 PHILEX MINING CORP 478,000 200,598 256,456 PHILIPPINE LONG DISTANCE TEL 89,653 3,694,549 4,783,164 PHILIPPINE PESO 296,418 6,823 6,840 PHISON ELECTRONICS CORP 19,736 110,777 111,654 PHOENIX HOLDINGS LTD/THE 189,761 603,911 640,252 PHOENIX MECANO AG BR 2,079 769,941 1,596,287 PHOENIX SATELLITE TELEVISION 4,230,000 1,099,307 1,668,896 PHOENIX SOLAR AG 20,898 1,014,720 522,657 PIAGGIO + C. S.P.A. 417,059 895,491 1,746,294 PICC PROPERTY + CASUALTY H 9,340,056 8,001,641 15,892,349 PICCOLO CREDITO VALTELLINESE 674,169 5,644,302 2,752,480 PICK N PAY HOLDINGS LTD 344,762 652,183 878,815 PICK N PAY STORES LTD 1,515,409 6,826,571 9,277,102 PICTON PROPERTY INCOME LTD 533,572 350,586 439,020 PIERRE + VACANCES 12,395 958,654 1,033,146 PIGEON CORP 28,700 817,158 938,187 PILOT CORP 498 751,103 972,444 PING AN INSURANCE GROUP CO H 4,088,994 29,928,349 42,249,651 PIOLAX INC 14,800 246,133 352,957 PIONEER CORP 693,300 2,284,217 3,081,906 PIPAVAV SHIPYARD LTD 1,483,720 1,830,247 2,547,408 PIRAEUS BANK S.A. 3,374,852 8,444,338 5,235,538 PIRAEUS PORT AUTHORITY 21,215 394,896 415,240 PIRAMAL HEALTHCARE LTD 149,376 1,278,466 1,342,974 PIRELLI + C. 1,335,230 10,915,820 14,422,318 PIXART IMAGING INC 40,817 176,263 148,498 PKO BANK POLSKI SA 1,662,654 19,178,668 25,436,741 PLASTIC OMNIUM 82,265 811,388 2,677,653 PLATINUM ASSET MANAGEMENT 554,892 2,484,123 2,447,558 PLATINUM AUSTRALIA LTD 1,110,033 1,165,798 463,476 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value PLENUS CO LTD 37,700 552,141 604,526 PLUS EXPRESSWAYS BHD 4,020,669 3,565,284 6,018,686 POCKET CARD CO LTD 45,000 124,002 138,744 POHJOLA BANK PLC A SHS 532,413 5,054,757 6,885,513 POINT INC 18,104 1,099,885 783,483 POLARIS SECURITIES CO LTD 3,498,241 1,728,803 2,563,683 POLIMEX MOSTOSTAL SA 223,687 274,236 262,366 POLISH ZLOTY 166,424 59,105 60,622 POLSKI KONCERN NAFTOWY ORLEN 1,465,528 17,251,764 27,625,793 POLSKIE GORNICTWO NAFTOWE I 3,209,630 4,373,193 4,922,065 POLY HONG KONG INVESTMENTS 2,872,611 2,379,827 1,890,155 POLYTEC ASSET HOLDINGS LTD 3,810,000 728,787 523,913 POONGSAN CORP 80,170 1,720,956 2,890,971 PORSCHE AUTOMOBIL HLDG PFD 460,779 39,500,257 36,542,901 PORTO SEGURO SA 217,298 2,005,244 3,379,959 PORTS DESIGN LTD 1,208,000 3,070,963 2,856,508 PORTUCEL EMPRESA PRODUTORA 652,660 1,681,394 2,168,824 PORTUGAL TELECOM SGPS SA REG 2,870,108 31,452,669 28,450,282 POSCO 235,137 103,994,004 102,190,174 POSCO CHEMTECH CO LTD 6,683 810,113 1,032,824 POSCO ICT CO LTD 116,286 515,096 787,475 POSTNL NV 1,073,372 16,112,551 9,107,046 POTASH CORP OF SASKATCHEWAN 2,228,367 75,556,984 127,176,929 POU SHENG INTL HOLDINGS LTD 4,865,000 773,645 844,048 POUND STERLING 22,219,958 36,158,768 35,673,050 POWER ASSETS HOLDINGS LTD 5,440,702 31,551,324 41,008,469 POWER CORP OF CANADA 1,218,313 35,163,060 33,945,127 POWER FINANCE CORPORATION 295,689 1,639,341 1,217,085 POWER FINANCIAL CORP 807,832 23,222,260 24,893,722 POWER GRID CORP OF INDIA LTD 2,344,250 5,220,955 5,758,037 POWERCHIP TECHNOLOGY CORP 13,262,136 2,729,777 1,652,948 POWERLONG REAL ESTATE HOLDIN 4,634,000 1,510,196 1,328,041 POWERTECH TECHNOLOGY INC 5,545,750 17,550,473 18,612,297 POWSZECHNY ZAKLAD UBEZPIECZE 150,015 19,635,775 20,491,563 POYRY OYJ 141,387 2,437,099 2,023,249.33 PP LONDON SUMATRA INDONES PT 184,000 41,152 49,886 PPB GROUP BERHAD 1,260,164 3,921,196 7,186,628 PPR 285,826 36,262,802 50,888,953 PRAKTIKER AG 243,887 2,731,233 2,068,556 PRECIOUS SHIPPING PCL FORGN 323,500 179,317 155,828 PRECISION DRILLING CORP 869,000 8,683,857 12,470,884 PRELIOS SPA 1,784,514 2,009,628 1,254,829 PREMAFIN FINANZIARIA 586,981 888,618 481,685 PREMIER FARNELL PLC 2,969,377 11,243,854 11,870,300 PREMIER FOODS PLC 7,787,653 4,766,022 2,378,012 PREMIER INVESTMENT CORP 211 805,957 906,289 PREMIER INVESTMENTS LTD 329,583 2,544,358 2,145,337 PREMIER OIL PLC 1,319,470 6,525,117 9,460,525 PRESIDENT CHAIN STORE CORP 2,842,298 8,304,236 16,426,324 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value PRESIDENT SECURITIES CORP 1,503,600 787,131 1,088,825 PRESS KOGYO CO LTD 242,000 676,778 1,216,592 PRETORIA PORTLAND CEMENT CO 3,417,376 14,550,523 13,510,205 PRIMA MEAT PACKERS LTD 476,000 561,622 577,613 PRIMARIS RETAIL REAL ESTATE 293,605 4,029,179 6,403,871 PRIMARY HEALTH CARE LTD 1,390,107 5,948,026 5,104,691 PRIMARY HEALTH PROPERTIES 97,149 429,818 500,655 PRINCE HOUSING + DEVELOPMENT 2,229,160 1,860,025 2,273,901 PROGRAMMED MAINTENANCE SERV 337,371 939,522 794,616 PROGRESS ENERGY RESOURCES CO 663,200 6,807,642 9,435,018 PROGRESSIVE WASTE SOLUTIONS 422,200 8,119,874 10,503,598 PROMETHEAN WORLD PLC 282,817 534,803 265,619 PROMISE CO LTD 818,818 10,248,583 6,904,593 PROMOTORA DE INFORMACIONES A 943,583 2,919,963 2,209,405 PRONEXUS INC 82,700 567,444 385,032 PRONOVA BIOPHARMA AS 426,365 1,226,285 778,756 PROPERTY + BUILDING CORP LTD 4,354 250,734 281,142 PROSAFE SE 933,592 6,429,819 7,053,988 PROSEGUR COMP SEGURIDAD REGD 87,391 3,150,426 4,646,227 PROSIEBEN SAT.1 MEDIA AG PFD 370,498 5,768,594 10,501,598 PROSPERITY REIT 3,785,958 596,102 890,384 PROTON HOLDINGS BHD 691,073 715,102 757,560 PROVIDENT FINANCIAL PLC 335,839 4,928,045 5,192,229 PRUDENTIAL PLC 7,361,113 78,300,334 85,088,921 PRUKSA REAL ESTATE FOREIGN 45,100 25,482 27,009 PRYSMIAN SPA 823,622 15,164,689 16,562,549 PSI AG 3,991 116,180 117,145 PSP SWISS PROPERTY AG REG 203,208 9,940,614 19,270,981 PTC INDIA LTD 12,759 23,067 22,734 PTT AROMATICS + REFIN FOREIG 4,637,845 4,129,621.82 5,660,511 PTT CHEMICAL PCL FOREIGN 2,203,460 6,614,090 10,542,184 PTT EXPLORATION + PROD FOR 130,900 719,023 728,524 PTT PCL/FOREIGN 2,977,800 28,310,224 32,467,469 PUBLIC BANK BERHAD 255,589 667,858 1,125,795 PUBLIC BANK BHD FOREIGN MKT 5,862,585 16,126,374 25,745,281 PUBLIC FINANCIAL HOLDINGS LT 811,267 671,755 498,359 PUBLIC POWER CORP 445,041 9,573,303 6,374,989 PUBLICIS GROUPE 427,251 16,587,747 23,817,807 PUMA SE 14,978 4,706,081 4,737,186 PUNCH TAVERNS PLC 2,532,368 5,670,564 2,919,095 PUNJ LLOYD LTD 520,408 1,995,460 886,507 PUNJAB NATIONAL BANK 1,746,299 25,668,215 42,385,436 PV CRYSTALOX SOLAR PLC 589,284 1,168,918 243,612 PYEONG SAN CO LTD 45,433 818,066 74,895 PZ CUSSONS PLC 607,682 2,121,315 3,473,149 Q CELLS SE 317,744 1,397,312 607,638 QANTAS AIRWAYS LTD 3,311,688 8,031,732 6,523,705 QBE INSURANCE GROUP LTD 3,116,304 58,857,761 57,551,410 QIAGEN N.V. 578,232 13,124,151 11,082,975 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value QINETIQ GROUP PLC 2,078,385 5,465,154 4,027,451 QINGLING MOTORS CO LTD H 842,300 191,472 259,794 QISDA CORP 3,115,575 1,932,371 1,496,856 QLT INC 145,000 408,370 1,042,690 QSC AG 290,636 723,511 1,265,399 QUABIT INMOBILIARIA SA 1,086,141 535,435 288,178 QUADRA FNX MINING LTD 540,241 6,050,874 8,016,010 QUALITY HOUSE PCL FOREIGN 422,900 18,711 24,638 QUANTA COMPUTER INC 8,563,052 15,899,227 20,272,165 QUEBECOR INC CL B 140,286 3,099,148 4,604,974 QUINTAIN ESTATES + DEV PLC 815,806 750,345 785,842 RADIANT OPTO ELECTRONICS COR 1,115,810 1,349,268 3,604,963 RADIUM LIFE TECH CO LTD 29,210 31,298 38,237 RAFFLES EDUCATION CORP 10 1,858,512 2,590,128 741,830 RAFFLES MEDICAL GROUP LTD 744,000 1,280,267 1,418,182 RAIFFEISEN BANK INTERNATIONA 145,888 10,544,655 7,516,224 RAISIO PLC V SHS 370,471 1,443,630 1,305,219 RAITO KOGYO CO LTD 122,900 314,392 445,885 RAKUTEN INC 21,584 15,756,299 22,209,391 RALINK TECHNOLOGY CORP 20,120 71,715 63,813 RALLYE SA 55,083 1,789,887 2,288,047 RAMAYANA LESTARI SENTOSA PT 24,835,857 2,269,913 2,258,990 RAMELIUS RESOURCES LTD 823,718 1,084,404 1,128,796 RAMIRENT OYJ 230,744 1,746,610 2,977,441 RAMSAY HEALTH CARE LTD 376,989 6,323,437 7,337,519 RANBAXY LABORATORIES LTD 232,477 1,755,924 2,805,685 RANDGOLD RESOURCES LTD 313,432 23,079,932 26,443,140 RANDON SA IMPLEMEN 81,800 529,927 649,269 RANDSTAD HOLDING NV 348,989 12,999,610 16,128,161 RANK GROUP PLC 642,127 837,993 1,541,200 RATHBONE BROTHERS PLC 122,068 1,854,504 2,216,468 RATIO OIL EXPLORATION 13,749,629 1,504,954 1,515,389 RATIONAL AG 12,865 1,757,969 3,390,057 RATOS AB B SHS 594,604 9,776,939 11,449,095 RAUTARUUKKI OYJ 372,617 13,158,280 8,416,910 RAYMOND LTD 1,500 12,278 12,269 RCS MEDIAGROUP SPA 414,422 662,811 687,972 REA GROUP LTD 145,628 1,817,101 1,855,320 REAL GOLD MINING LTD 5,371,500 8,687,975 6,116,175 REAL NUTRICEUTICAL GROUP LTD 1,283,000 937,773 842,555 REALIA BUSINESS SA 314,497 885,709 779,714 REALTEK SEMICONDUCTOR CORP 1,081,233 2,291,864 2,085,411 RECKITT BENCKISER GROUP PLC 2,116,109 97,753,876 116,867,435 RECORDATI SPA 321,390 2,167,466 3,534,359 RECTICEL 32,729 245,900 360,636 RECYLEX SA 50,728 489,452 460,410 RED ELECTRICA CORPORACION SA 196,577 10,364,044 11,863,385 REDECARD SA 3,557,789 49,783,750 53,563,257 REDES ENERGETICAS NACIONAIS 222,508 885,918 799,733 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value REDROW PLC 872,222 2,125,472 1,740,585 REED ELSEVIER NV 1,794,434 29,134,978 24,078,347 REED ELSEVIER PLC 3,098,399 33,002,185 28,154,695 REGAL HOTELS INTL HLDGS LTD 1,445,200 493,611 607,332 REGENT PACIFIC GROUP LTD 8,371,000 313,071 328,116 REGIS RESOURCES LTD 1,219,018 2,755,859 3,236,599 REGUS PLC 2,002,621 2,399,661 3,559,126 REITMANS (CANADA) LTD A 150,600 1,996,837 2,393,746 REJECT SHOP LTD/THE 73,182 720,412 912,761 RELIANCE CAPITAL LTD 234,573 3,573,748 3,048,228 RELIANCE COMMUNICATIONS LTD 1,522,694 8,084,070 3,270,032 RELIANCE INDUSTRIES LTD 4,029,079 73,280,703 80,671,718 RELIANCE INFRASTRUCTURE LTD 283,203 5,767,833 3,392,231 RELIANCE POWER LTD 1,174,636 4,829,856 3,057,299 REMGRO LTD 1,271,080 16,469,117 20,925,285 REMY COINTREAU 54,807 2,327,136 4,611,967 RENAULT SA 1,216,020 71,828,346 72,082,081 RENEWABLE ENERGY CORP ASA 1,617,113 8,812,936 2,795,426 RENGO CO LTD 546,305 3,613,442 3,591,972 RENHE COMMERCIAL HOLDINGS 21,759,684 5,113,351 4,166,673.62 RENISHAW PLC 103,178 1,065,633 2,903,796 RENTOKIL INITIAL PLC 11,484,645 19,067,678 17,525,351 REPSOL YPF SA 4,996,549 151,722,833 173,427,152 RESEARCH IN MOTION 1,571,352 103,651,307 45,393,526 RESOLUTE MINING LTD 1,317,865 1,480,363 1,650,760 RESOLUTION LTD 5,880,372 26,722,354 27,755,504 RESONA HOLDINGS INC 5,056,763 39,924,300 23,668,357 RESORTTRUST INC 109,500 1,242,197 1,369,428 RESTAURANT GROUP PLC 565,137 1,464,531 2,667,461 RETALIX LTD 40,947 431,477 581,261 REUNERT LTD 425,300 2,734,439 3,835,162 REX MINERALS LTD 426,085 1,167,718 1,053,744 REXAM PLC 2,519,294 15,193,070 15,482,738 REXEL SA 538,097 10,892,580 13,340,737 REXLOT HOLDINGS LTD 16,356,131 1,366,081 1,576,495 REZIDOR HOTEL GROUP AB 318,889 971,528 2,021,467 RHB CAPITAL BHD 9,022,224 19,979,704 27,369,951 RHEINMETALL AG 32,484 1,570,458 2,875,265 RHI AG 84,475 2,420,420 2,549,338 RHJ INTERNATIONAL 241,937 1,856,640 1,743,337 RHODIA SA 317,538 4,487,521 14,400,754 RHOEN KLINIKUM AG 195,661 4,680,304 4,720,417 RHYTHM WATCH CO LTD 281,000 345,989 421,013 RICHTEK TECHNOLOGY CORP 386,328 3,214,915 2,649,629 RICHTER GEDEON NYRT 27,937 4,495,720 5,523,030 RICOH CO LTD 1,523,513 26,013,514 16,770,716 RICOH LEASING CO LTD 44,200 904,859 981,310 RIETER HOLDING AG REG 13,244 2,229,170 3,452,563 RIGHT ON CO LTD 33,300 340,417 172,355 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value RIGHTMOVE PLC 331,376 2,017,169 6,341,534 RIKEN CORP 226,000 780,031 962,655 RIKEN TECHNOS CORP 94,000 207,447 329,396 RINGER HUT CO LTD 46,600 576,112 631,835 RINNAI CORP 113,068 4,434,976 8,120,251 RIO TINTO LTD 997,166 59,704,442 88,597,294 RIO TINTO PLC 4,550,299 230,811,055 328,043,624 RIOCAN REAL ESTATE INVST TR 1,042,246 20,403,360 28,013,529 RISO KAGAKU CORP 54,600 748,684 899,183 RITCHIE BROS AUCTIONEERS 688,932 14,569,596 18,959,728 RITEK CORPORATION 4,894,162 1,160,009 1,351,183 RMB HOLDINGS LTD 3,012,158 7,522,906 11,841,570 RMI HOLDINGS 1,047,993 1,575,001 1,909,236 ROAD KING INFRASTRUCTURE LTD 838,000 702,245 638,630 ROBERT WALTERS PLC 216,761 541,842 1,033,557 ROBERT WISEMAN DAIRIES PLC 99,326 611,372 499,119 ROBINSONS LAND CO 368,000 72,859 101,904 ROC OIL CO LTD 2,040,295 1,313,929 698,989 ROCHE HOLDING AG GENUSSCHEIN 2,012,475 315,851,201 336,288,885 ROCK FIELD CO LTD 28,500 368,203 447,121 ROCKWOOL INTL A/S A SHS 4,269 403,740 521,946 ROCKWOOL INTL A/S B SHS 26,647 3,013,856 3,252,839 ROGERS COMMUNICATIONS INC B 1,202,816 38,776,617 47,596,669 ROHM CO LTD 335,316 24,900,136 19,078,447 ROHTO PHARMACEUTICAL CO LTD 305,715 3,783,245 3,463,704 ROLAND CORP 54,300 773,430 533,184 ROLAND DG CORP 20,200 341,878 270,634 ROLLS ROYCE HOLDINGS PLC 5,441,496 42,019,612 56,347,553 ROLTA INDIA LTD 16,455 48,699 47,485 RONA INC 395,000 4,604,527 4,915,501 ROSSI RESIDENCIAL S.A. 1,145,800 8,993,612 9,358,558 ROTH + RAU AG 52,510 1,935,860 1,565,265 ROTORK PLC 244,623 3,957,857 6,621,431 ROUND ONE CORP 135,000 983,757 1,146,731 ROYAL BAFOKENG PLATINUM LTD 120,044 1,051,295 1,186,451 ROYAL BANK OF CANADA 3,606,851 160,191,655 206,036,374 ROYAL BANK OF SCOTLAND GROUP 45,953,383 173,946,538 28,374,210 ROYAL DUTCH SHELL PLC A SHS 9,403,572 308,858,222 334,850,862 ROYAL DUTCH SHELL PLC A SHS 312,126 9,815,845 11,078,071 ROYAL DUTCH SHELL PLC B SHS 8,741,000 277,556,414 312,099,376 ROYAL HOLDINGS CO LTD 57,800 586,290 594,032 RPS GROUP PLC 754,757 2,854,139 2,971,150 RSA INSURANCE GROUP PLC 11,561,152 27,273,912 25,038,601 RTL GROUP 36,516 3,644,322 3,578,913 RUBICON MINERALS CORP 607,400 2,762,604 2,158,721 RUBIS 40,835 3,399,066 5,179,217 RUCHI SOYA INDUSTRIES LTD 79,386 176,561 174,568 RUENTEX DEVELOPMENT CO LTD 50,000 63,852 70,239 RUENTEX INDUSTRIES LTD 111,000 274,958 275,148 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value RURAL ELECTRIFICATION CORP 603,066 3,115,980 2,634,052 RUSSEL METALS INC 168,900 3,020,512 4,301,691 RUUKKI GROUP OYJ 526,084 1,338,607 1,235,643 RWE AG 1,262,785 114,165,841 70,002,470 RWE AG NON VTG PFD 6,191 382,125 315,911 RYANAIR HOLDINGS PLC 1,743,600 8,400,659 8,936,325 RYOBI LTD 364,000 1,090,316 1,627,093 RYODEN TRADING CO LTD 97,000 571,593 596,942 RYOHIN KEIKAKU CO LTD 69,276 3,521,062 3,298,228 RYOSAN CO LTD 114,700 2,663,202 2,432,901 RYOYO ELECTRO CORP 90,900 822,745 898,195 S IMMO AG 192,682 1,257,755 1,293,995 S OIL CORPORATION 215,056 11,678,566 27,696,481 S.A. D IETEREN N.V. 86,958 2,429,260 5,943,221 S.A.C.I. FALABELLA 1,535,137 5,904,557 16,119,680 S+T DAEWOO CO LTD 32,920 640,759 1,026,775 S+T DYNAMICS CO LTD 69,680 848,330 1,047,501 S1 CORPORATION 70,751 2,992,981 3,657,980 SA CORP REAL ESTATE 243,137 101,657 119,076 SA DES CIMENTS VICAT VICAT 38,101 2,125,942 3,198,989 SA SA INTERNATIONAL HLDGS 2,374,000 539,953 1,522,411 SAAB AB B 156,133 2,543,246 3,580,391 SABAF SPA 13,047 311,252 375,108 SABMILLER PLC 3,288,730 74,572,525 119,932,817 SABMILLER PLC 1,100,936 26,674,690 39,788,954 SACYR VALLEHERMOSO S.A 14,083 74,719 133,127 SACYR VALLEHERMOSO SA 868,312 5,209,339 8,208,167 SADBHAV ENGINEERING LTD 774,090 1,437,975 2,320,408 SAES GETTERS RSP 10,434 115,618 79,421 SAES GETTERS SPA 20,747 281,495 256,282 SAFESTORE HOLDINGS PLC 285,794 615,850 633,183 SAFILO GROUP SPA 120,546 1,092,552 1,915,518 SAFRAN SA 788,163 17,527,927 33,653,025 SAFT GROUPE SA 86,910 3,205,593 2,988,241 SAGAMI CHAIN CO LTD 52,972 487,190 327,959 SAGE GROUP PLC/THE 6,946,461 28,949,812 32,218,708 SAHAVIRIYA STEEL INDUS FOREI 483,320 22,613 18,247 SAI GLOBAL LTD 555,550 1,595,536 2,825,165 SAIBU GAS CO LTD 527,000 1,314,969 1,337,729 SAINSBURY (J) PLC 5,444,729 34,402,710 28,793,658 SAINT MARC HOLDINGS CO LTD 16,000 523,473 596,335 SAIPEM SPA 995,879 29,234,522 51,401,926 SAIZERIYA CO LTD 111,100 1,467,574 2,103,416 SAKAI CHEMICAL INDUSTRY CO 223,000 867,533 1,005,102 SAKATA INX CORP 89,000 309,789 414,364 SAKATA SEED CORP 102,900 1,425,751 1,493,299 SALA CORP 45,500 232,340 221,415 SALAMANDER ENERGY PLC 433,069 1,670,328 1,951,626 SALZGITTER AG 112,113 13,273,973 8,548,332 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value SAM YOUNG ELECTRONICS CO LTD 56,690 592,948 600,007 SAMCHULLY CO LTD 51,077 7,869,436 4,951,500 SAMLING GLOBAL LTD 12,168,000 1,010,562 1,313,558 SAMPO OYJ A SHS 2,708,103 67,285,364 87,439,594 SAMSUNG C+T CORP 414,990 18,878,966 31,872,938 SAMSUNG CARD CO 91,576 4,146,212 4,957,696 SAMSUNG ELECTRO MECHANICS CO 139,343 11,390,790 12,033,393 SAMSUNG ELECTRONICS CO LTD 454,863 296,443,754 351,910,460 SAMSUNG ENGINEERING CO LTD 153,733 15,436,994 36,717,913 SAMSUNG FINE CHEMICALS CO 47,848 2,262,014 3,069,933 SAMSUNG FIRE + MARINE INS 173,456 33,565,712 40,291,363 SAMSUNG HEAVY INDUSTRIES 604,076 14,598,565 26,932,064 SAMSUNG LIFE INSURANCE CO 180,539 17,851,471 16,064,472 SAMSUNG SDI CO LTD 93,678 13,075,796 14,345,907 SAMSUNG SECURITIES CO LTD 166,244 10,177,294 12,301,122 SAMSUNG TECHWIN CO LTD 136,959 10,313,183 11,917,254 SAMYANG CORPORATION 28,436 1,099,534 2,796,591 SAMYANG GENEX CO LTD 70,000 4,341,849 3,992,882 SAN A CO LTD 22,600 750,730 867,509 SAN AI OIL CO LTD 86,000 380,051 489,846 SAN IN GODO BANK LTD/THE 347,824 2,977,850 2,480,762 SAN MIGUEL CORP 102,730 351,314 273,093 SANDEN CORP 298,000 947,299 1,531,327 SANDFIRE RESOURCES NL 314,972 2,161,434 2,377,323 SANDS CHINA LTD 7,344,103 11,729,631 19,725,847 SANDVIK AB 3,043,961 40,215,696 53,498,034 SANGETSU CO LTD 85,435 1,767,311 2,072,402 SANKEI BUILDING CO LTD/THE 58,000 323,317 317,434 SANKEN ELECTRIC CO LTD 505,000 2,158,752 2,951,461 SANKI ENGINEERING CO LTD 158,000 1,198,323 880,386 SANKYO CO LTD 136,713 7,198,165 7,016,783 SANKYO SEIKO CO LTD 127,300 297,329 419,289 SANKYO TATEYAMA HOLDINGS INC 690,000 695,430 1,008,172 SANKYU INC 693,000 2,963,049 3,217,868 SANLAM LTD 9,608,858 23,537,875 39,064,777 SANOFI 4,698,155 344,983,699 377,635,940 SANOH INDUSTRIAL CO LTD 52,500 282,871 445,301 SANOMA OYJ 121,321 2,840,175 2,247,966 SANRIO CO LTD 126,200 1,357,833 4,891,109 SANSHIN ELECTRONICS CO LTD 64,400 539,363 511,149 SANTAM LTD 90,402 1,028,354 1,746,962 SANTEN PHARMACEUTICAL CO LTD 249,175 7,562,873 10,058,339 SANTOS BRASIL PARTICIPACOES 3,000 14,303 54,057 SANTOS LTD 2,378,568 29,499,800 34,479,534 SANWA HOLDINGS CORP 548,000 1,973,941 1,899,950 SANY HEAVY EQUIPMENT INTL 2,322,517 2,370,523 2,647,483 SANYANG INDUSTRIAL CO LTD 370,000 166,324 224,781 SANYO CHEMICAL INDUSTRIES 168,000 886,163 1,323,031 SANYO DENKI CO LTD 138,000 588,749 1,230,312 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value SANYO SHOKAI LTD 179,000 703,883 520,864 SANYO SPECIAL STEEL CO LTD 355,000 1,598,102 2,237,432 SAO MARTINHO SA 28,700 282,289 442,740 SAP AG 2,286,699 111,301,868 138,416,603 SAP AG COMMON 382,606 17,539,341 23,159,599 SAPPI LIMITED 1,100,943 4,228,701 5,602,968 SAPPORO HOKUYO HOLDINGS INC 857,689 6,238,502 3,568,394 SAPPORO HOLDINGS LTD 730,333 5,062,588 2,984,273 SAPURACREST PETROLEUM BHD 71,200 30,155 99,036 SAPUTO INC 479,189 13,850,104 23,093,011 SARACEN MINERAL HOLDINGS LTD 1,394,093 1,050,801 798,496 SARANTIS SA 81,347 708,677 338,490 SARAS SPA 3,014,343 9,201,198 6,415,662 SAS AB 465,307 2,492,297 1,253,591 SASEBO HEAVY INDUSTRIES CO 344,000 764,883 634,671 SASOL LTD 972,965 41,558,278 51,092,503 SATO CORP 45,400 479,648 577,338 SATS LTD 2,352,467 3,912,433 4,982,416 SAVANNA ENERGY SERVICES CORP 223,700 1,998,992 2,016,568 SAVILLS PLC 373,105 1,783,391 2,341,498 SAWAI PHARMACEUTICAL CO LTD 29,098 2,605,858 3,051,728 SBERBANK SPONSORED ADR 3,706,117 35,511,450 53,722,357 SBI HOLDINGS INC 56,279 9,515,677 5,177,747 SBM OFFSHORE NV 449,692 8,789,099 11,892,203 SCANIA AB A SHS 59,347 1,193,571 1,348,694 SCANIA AB B SHS 1,092,871 15,897,853 25,407,741 SCHIBSTED ASA 243,075 3,665,266 7,801,306 SCHINDLER HOLDING AG REG 72,085 4,264,260 8,740,975 SCHINDLER HOLDING PART CERT 70,143 5,294,248 8,513,830 SCHMOLZ BICKENBACH AG REG 250,598 3,301,090 3,095,272 SCHNEIDER ELECTRIC SA 834,476 88,108,847 139,376,384 SCHOELLER BLECKMANN OILFIELD 33,943 2,016,416 2,939,446 SCHOUW + CO 36,065 863,459 953,396 SCHRODER IMMOPLUS 2,721 2,389,537 3,496,582 SCHRODERS PLC 456,197 9,297,614 11,330,249 SCHRODERS PLC NON VOTING 149,087 2,646,952 3,142,693 SCHULTHESS GROUP REG 25,035 1,346,365 1,605,570 SCHWEITER TECHNOLOGIES AG BR 3,208 1,293,075 2,221,216 SCOR SE 693,433 18,114,616 19,705,300 SCOTTISH + SOUTHERN ENERGY 444,972 8,401,151 9,951,323 SDL PLC 242,660 1,546,550 2,719,259 SEABRIDGE GOLD INC 116,800 3,228,211 3,277,323 SEADRILL LTD 1,424,238 27,952,554 50,408,240 SEAH BESTEEL CORP 101,654 1,597,242 5,569,952 SEAT PAGINE GIALLE 2,724,988 705,818 239,025 SEB SA 70,796 3,390,988 7,415,994 SECHE ENVIRONNEMENT 18,319 1,390,577 1,694,780 SECHILIENNE SIDEC 83,194 3,760,452 2,062,580 SECOM CO LTD 471,946 22,327,541 22,469,435 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value SECURITAS AB B SHS 1,002,758 10,217,940 10,639,316 SEEK LTD 951,755 5,408,722 6,562,029 SEGA SAMMY HOLDINGS INC 536,128 7,571,487 10,283,087 SEGRO PLC 2,925,026 16,878,138 14,665,563 SEIKA CORP 175,000 402,876 455,052 SEIKAGAKU CORP 124,500 1,335,595 1,410,568 SEIKO EPSON CORP 593,907 12,070,171 10,207,320 SEIKO HOLDINGS CORP 711,265 2,127,694 2,457,193 SEINO HOLDINGS CO LTD 493,009 3,337,599 3,522,365 SEIREN CO LTD 136,700 734,434 870,032 SEKERBANK 191,649 143,564 132,172 SEKISUI CHEMICAL CO LTD 1,600,157 10,962,499 13,572,404 SEKISUI HOUSE LTD 1,416,149 15,143,562 13,081,312 SEKISUI JUSHI CORP 100,833 811,798 1,023,812 SEKISUI PLASTICS CO LTD 109,000 362,219 496,682 SEMAFO INC 768,400 3,876,849 5,883,821 SEMAPA SOCIEDADE DE INVESTIM 134,168 1,293,211 1,453,089 SEMBCORP INDUSTRIES LTD 3,060,838 9,403,874 12,441,822 SEMBCORP MARINE LTD 2,597,129 6,009,846 11,212,760 SEMEN GRESIK (PERSERO) PT 24,341,450 19,410,718 27,249,481 SEMICONDUCTOR MANUFACTURING 50,820,771 3,106,660 4,114,646 SEMPERIT AG HOLDING 43,738 1,388,060 2,181,424 SENAO INTERNATIONAL CO LTD 21,000 31,953 94,313 SENIOR PLC 1,127,894 1,327,034 3,291,995 SENKO CO LTD 194,000 661,511 655,795 SENSHU IKEDA HOLDINGS INC 2,062,275 3,142,857 2,987,695 SENSHUKAI CO LTD 101,000 667,017 612,803 SEOUL SEMICONDUCTOR CO LTD 146,192 5,063,088 3,991,474 SEQUANA CAPITAL 70,911 784,841 1,064,086 SERCO GROUP PLC 1,386,349 13,144,968 12,297,079 SES 17,179 444,152 478,214 SES 1,166,054 23,011,858 32,721,615 SESA GOA LTD 819,089 4,912,625 5,171,696 SEVAN MARINE ASA 1,487,810 3,381,333 108,145 SEVEN + I HOLDINGS CO LTD 1,921,466 53,974,464 51,319,995 SEVEN GROUP HOLDINGS LTD 548,283 3,419,215 5,652,729 SEVEN WEST MEDIA LTD 451,333 2,623,394 1,956,949 SEVERFIELD ROWEN PLC 251,165 947,524 876,024 SEVERN TRENT PLC 863,063 19,218,364 20,396,119 SEWON CELLONTECH CO LTD 76,830 591,514 291,805 SFA ENGINEERING CORP 50,893 1,003,506 2,531,184 SFCG CO. LTD 6,340 131 157 SGL CARBON SE 162,934 6,377,915 9,212,958 SGS SA REG 15,542 19,184,677 29,459,982 SHAFTESBURY PLC 1,082,576 6,163,000 9,176,759 SHANDONG CHENMING PAPER B 967,952 715,388 646,856 SHANGHAI ELECTRIC GRP CO L H 5,627,072 2,363,009 2,972,179 SHANGHAI INDUSTRIAL HLDG LTD 1,283,189 5,273,930 4,724,609 SHANGHAI INDUSTRIAL URBAN DE 2,974,000 900,210 932,570 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value SHANGHAI JIN JIANG INTL HO H 300,000 61,965 53,205 SHANGHAI PHARMACEUTICALS H 849,231 2,505,755 2,286,443 SHANGRI LA ASIA LTD 3,922,586 9,284,240 9,618,371 SHANKS GROUP PLC 1,362,670 2,187,938 2,795,880 SHARP CORP 2,372,344 34,777,220 21,473,301 SHAW COMMUNICATIONS INC B 1,110,180 21,282,880 25,295,670 SHAWCOR LTD CLASS A 162,900 3,688,596 4,999,583 SHENGLONG PV TECH INVESTMENT 156,006 1,062,106 602,018 SHENGUAN HOLDINGS GROUP LTD 2,816,000 1,619,286 1,990,426 SHENZHEN EXPRESSWAY CO H 1,249,545 586,886 704,964 SHENZHEN INTL HOLDINGS 20,166,984 1,494,118 1,580,962 SHENZHEN INVESTMENT LTD 37,432,472 15,256,148 11,256,801 SHENZHOU INTERNATIONAL GROUP 2,662,000 3,599,154 3,626,307 SHERRITT INTERNATIONAL CORP 834,100 5,809,680 5,306,573 SHIBAURA MECHATRONICS CORP 73,000 314,654 287,444 SHIBUSAWA WAREHOUSE CO LTD 161,500 675,277 519,936 SHIBUYA KOGYO CO LTD 59,847 544,387 644,711 SHIGA BANK LTD/THE 492,349 3,094,404 2,786,073 SHIH WEI NAVIGATION CO LTD 75,300 100,711 102,502 SHIHLIN ELECTRIC + ENGINEER 192,000 230,964 241,976 SHIHLIN PAPER 10,000 21,146 20,367 SHIKOKU BANK LTD/THE 465,000 1,737,047 1,468,239 SHIKOKU CHEMICALS CORP 67,000 301,224 381,625 SHIKOKU ELECTRIC POWER CO 522,428 14,141,593 11,805,724 SHIKUN + BINUI LTD 298,716 721,489 741,851 SHIMA SEIKI MFG LTD 67,830 1,425,272 1,745,314 SHIMACHU CO LTD 129,205 3,296,033 3,140,541 SHIMADZU CORP 551,122 5,055,421 5,008,959.23 SHIMAMURA CO LTD 86,988 7,452,000 8,250,733 SHIMANO INC 232,172 9,728,654 12,692,392 SHIMAO PROPERTY HOLDINGS LTD 6,580,110 11,241,365 8,118,111 SHIMIZU BANK LTD/THE 20,400 814,350 722,184 SHIMIZU CORP 1,554,374 7,574,911 6,428,441 SHIMOJIMA CO LTD 20,600 247,183 266,555 SHIN ETSU CHEMICAL CO LTD 886,587 49,549,262 47,150,695 SHIN ETSU POLYMER CO LTD 116,900 643,572 605,054 SHIN KEISEI ELECTRIC RAILWAY 62,000 221,205 267,162 SHIN KOBE ELECTRIC MACHINERY 53,000 477,714 840,020 SHIN KONG FINANCIAL HOLDING 12,597,488 5,244,592 5,416,435 SHIN NIPPON BIOMEDICAL LABOR 38,900 219,860 132,460 SHINDENGEN ELECTRIC MFG 147,000 388,017 686,218 SHINHAN FINANCIAL GROUP LTD 1,601,994 63,038,696 76,374,738 SHINING BUILDING BUSINESS CO 22,000 22,191 33,777 SHINKAWA LTD 42,500 549,006 342,063 SHINKO ELECTRIC INDUSTRIES 167,553 1,464,378 1,564,323 SHINKO PLANTECH CO LTD 98,500 957,959 1,056,228 SHINKO SHOJI CO LTD 52,700 463,601 415,022 SHINKONG SYNTHETIC FIBERS 334,000 135,288 138,956 SHINKONG TEXTILE CO LTD 5,000 7,097 6,789 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value SHINMAYWA INDUSTRIES LTD 255,000 923,290 966,196 SHINSEGAE CO LTD 18,752 5,917,180 5,962,988 SHINSEI BANK LTD 7,444,769 14,047,083 7,374,709 SHINSUNG SOLAR ENERGY CO LTD 101,900 487,359 593,657 SHINWA CO LTD 30,663 444,899 343,991 SHIONOGI + CO LTD 732,084 13,468,923 11,920,381 SHIP HEALTHCARE HOLDINGS INC 87,700 557,708 1,609,354 SHIPPING CORP OF INDIA LTD 184,762 549,101 422,615 SHIRE PLC 1,700,199 30,858,589 53,090,434 SHIROKI CORP 76,000 169,679 258,791 SHISEIDO CO LTD 778,503 16,097,749 14,449,926 SHIZUOKA BANK LTD/THE 1,353,813 14,132,383 12,371,392 SHIZUOKA GAS CO LTD 86,000 431,788 484,522 SHO BOND HOLDINGS CO LTD 61,900 1,119,599 1,484,650 SHOCHIKU CO LTD 296,000 2,148,103 2,415,354 SHOEI CO LTD/CHIYODA KU 87,500 818,224 785,506 SHOKO CO LTD 160,000 201,808 231,798 SHOPPERS DRUG MART CORP 566,272 25,832,709 23,293,951 SHOPRITE HOLDINGS LTD 2,474,350 20,496,289 37,157,221 SHOUGANG CONCORD INTL ENT CO 651,731 99,475 63,655 SHOUGANG FUSHAN RESOURCES GR 6,646,223 5,477,050 4,057,132 SHOWA AIRCRAFT INDUSTRY 48,008 294,839 389,367 SHOWA CORP 161,600 879,270 1,154,572 SHOWA DENKO K K 3,461,187 8,120,301 7,114,375 SHOWA SANGYO CO LTD 256,000 735,169 713,224 SHOWA SHELL SEKIYU KK 280,282 2,688,670 2,582,094 SHREE RENUKA SUGARS LTD 20,367 28,909 30,321 SHRIRAM TRANSPORT FINANCE 1,041,365 7,944,449 14,373,295 SHUFERSAL LTD 321,692 1,497,474 1,857,826 SHUI ON CONSTRUCTION + MATER 550,000 862,125 737,928 SHUI ON LAND LTD 10,445,148 5,848,226 4,590,831 SHUN TAK HOLDINGS LTD 5,594,992 2,911,571 3,393,846 SIA ENGINEERING CO LTD 1,120,633 3,189,444 3,970,963 SIAM CEMENT PUB CO FOR REG 1,441,710 12,626,271 16,563,833 SIAM CITY CEMENT PCL FOR 197,663 1,082,620 1,376,728 SIAM COMMERCIAL BANK FOREIGN 7,346,507 17,419,274 26,540,676 SIAM MAKRO PUBLIC CO FOREIGN 258,971 656,146 1,652,023 SIAS SPA 193,459 1,521,531 2,215,842 SICHUAN EXPRESSWAY CO H 1,442,663 911,568 745,318 SIDENOR 108,044 1,021,931 421,382 SIDI KERIR PETROCHEMICALS CO 359,395 800,872 881,553 SIEGFRIED HOLDING AG REG 5,953 651,539 724,682 SIEM OFFSHORE INC 559,715 852,686 1,095,343 SIEMENS AG REG 2,725,922 251,539,246 374,270,992 SIEMENS INDIA LTD 139,993 2,057,731 2,787,495 SIERRA WIRELESS INC 88,600 710,216 1,031,876 SIG PLC 2,112,891 4,399,191 4,630,275 SIGMA PHARMACEUTICALS LTD 3,333,879 1,430,155 1,891,702 SIKA AG BR 3,011 5,344,776 7,248,793 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value SILEX SYSTEMS LTD 568,748 2,966,374 1,777,992 SILIC 56,699 5,911,377 8,134,138 SILICON ON INSULATOR SOITEC 245,793 2,009,456 2,734,371 SILICON WORKS CO LTD 34,577 1,107,457 905,191 SILICONWARE PRECISION INDS 7,226,661 8,251,136 9,296,399 SILITECH TECHNOLOGY CORP 847,300 2,853,555 2,002,948 SILVER BASE GROUP HOLDINGS 1,361,000 1,032,353 1,404,508 SILVER GRANT INTL LTD. 150,000 57,588 48,000 SILVER LAKE RESOURCES LTD 507,056 1,061,745 1,085,708 SILVER STANDARD RESOURCES 226,200 4,774,104 6,039,969 SILVER WHEATON CORP 922,056 34,729,852 30,410,358 SILVERCORP METALS INC 494,900 2,347,010 4,645,937 SIMCORP A/S 13,012 2,057,954 2,567,193 SIME DARBY BERHAD 8,465,363 17,781,717 25,876,900 SIMPLEX HOLDINGS INC 498 244,369 205,650 SIMPLO TECHNOLOGY CO LTD 197,230 988,141 1,589,595 SIMS METAL MANAGEMENT LTD 583,774 12,748,696 11,031,035 SINANEN CO LTD 86,000 399,622 372,709 SINCERE NAVIGATION 236,000 268,440 268,672 SINDOH CO LTD 122,480 6,942,680 5,615,507 SINFONIA TECHNOLOGY CO LTD 211,000 521,072 697,585 SINGAMAS CONTAINER HLDGS 5,168,000 982,010 2,052,256 SINGAPORE AIRLINES LTD 1,867,732 16,698,275 21,574,162 SINGAPORE DOLLAR 1,108,525 898,535 903,002 SINGAPORE EXCHANGE LTD 2,735,844 14,135,566 16,781,448 SINGAPORE POST LTD 3,562,060 2,555,390 3,365,908 SINGAPORE PRESS HOLDINGS LTD 4,094,968 11,456,689 13,009,429 SINGAPORE TECH ENGINEERING 4,108,861 8,378,228 10,074,675 SINGAPORE TELECOM LTD 1,189,000 2,894,313 3,050,953 SINGAPORE TELECOM LTD 20,510,137 45,215,023 52,795,726 SINGULUS TECHNOLOGIES 138,177 720,688 781,310 SINO AMERICAN SILICON PRODUC 145,541 446,345 479,842 SINO BIOPHARMACEUTICAL 7,092,000 2,886,554 2,542,867 SINO FOREST CORPORATION 693,900 9,239,123 2,300,777 SINO LAND CO 10,701,048 19,930,315 17,190,438 SINO OCEAN LAND HOLDINGS 8,861,422 7,915,220 4,532,493 SINO OIL AND GAS HOLDINGS LT 25,860,000 1,149,656 1,445,667 SINO PROSPER STATE GOLD RESO 22,230,000 1,129,242 757,070 SINO THAI ENGR + CONST FOR 73,000 30,083 28,749 SINO UNION ENERGY INVESTMENT 7,230,000 795,881 659,701 SINOFERT HOLDINGS LTD 3,753,488 1,748,144 1,644,902 SINOLINK WORLDWIDE HOLDINGS 7,512,000 1,138,663 781,972 SINOPAC FINANCIAL HOLDINGS 14,106,454 4,839,858 6,089,788 SINOPEC KANTONS HOLDINGS 122,000 65,223 63,499 SINOPEC SHANGHAI PETROCHEM H 3,900,104 1,347,027 1,749,251 SINOPEC YIZHENG CHEMICAL H 3,065,648 927,880 1,083,442 SINOPHARM GROUP CO H 1,156,500 4,904,216 3,879,151 SINOTRANS LIMITED H 3,692,862 878,881 873,236 SINOTRANS SHIPPING LTD 939,912 400,270 277,821 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value SINOTRUK HONG KONG LTD 191,324 204,118 133,266 SINTEK PHOTRONIC CORP 85,000 64,511 63,920 SINTEX INDUSTRIES LTD 1,126,491 5,207,514 4,561,151 SINTOKOGIO LTD 120,200 933,184 1,226,409 SINYI REALTY CO 45,112 64,318 87,009 SIPEF NV 19,031 983,723 1,924,547 SITC INTERNATIONAL HOLDINGS 4,225,000 2,657,664 2,275,052 SIX OF OCTOBER DEVELOPMENT 3,291 46,232 33,696 SIXT AG 23,297 678,600.50 1,301,264.02 SIXT AG PRFD 24,751 567,537 1,103,111 SJM HOLDINGS LTD 10,961,629 19,085,218 26,033,209 SK BROADBAND CO LTD 409,414 1,758,397 1,551,145 SK C+C CO LTD 49,747 4,430,857 6,057,384 SK CHEMICALS CO LTD 58,583 3,057,672 3,928,762 SK COMMUNICATIONS CO LTD 36,695 303,197 472,586 SK GAS CO LTD 24,459 1,205,231 1,367,679 SK HOLDINGS CO LTD 190,559 17,471,463 33,019,721 SK INNOVATION CO LTD 180,217 18,077,835 33,844,027 SK NETWORKS CO LTD 185,204 2,145,115 1,890,810 SK SECURITIES CO LTD 679,120 1,595,035 1,211,749 SK TELECOM 107,550 15,606,752 16,268,792 SKANDINAVISKA ENSKILDA BAN A 5,528,724 35,304,179 45,298,381 SKANSKA AB B SHS 1,163,340 18,182,299 20,869,904 SKC CO LTD 36,032 644,010 2,281,425 SKF AB B SHARES 1,113,108 17,909,833 32,281,637 SKILLED GROUP LTD 494,223 976,829 1,185,218 SKISTAR AB 79,391 1,109,470 1,283,331 SKS MICROFINANCE LTD 173,859 2,524,889 1,337,900 SKY CITY ENTERTAINMENT GROUP 1,610,270 4,571,136 4,814,319 SKY DEUTSCHLAND AG 1,505,369 5,434,422 8,130,028 SKY NETWORK TELEVISION LTD 657,970 2,447,770 3,021,402 SKY PERFECT JSAT HOLDINGS 1,704 699,528 699,627 SKYMARK AIRLINES INC 71,500 923,131 859,664 SKYWORTH DIGITAL HLDGS LTD 9,106,000 9,014,589 5,465,063 SLIGRO FOOD GROUP NV 62,722 1,854,271 2,235,697 SM INVESTMENTS CORP 466,062 3,192,222 5,748,480 SM PRIME HOLDINGS INC 6,582,296 1,290,829 1,792,341 SMA SOLAR TECHNOLOGY AG 157,477 15,803,207 17,539,378 SMARTONE TELECOMMUNICATION 1,463,000 576,173 2,165,945 SMC CORP 237,759 30,409,997 42,511,702 SMITH + NEPHEW PLC 2,580,047 24,899,490 27,545,217 SMITHS GROUP PLC 1,081,351 21,422,791 20,850,040 SMITHS NEWS PLC 517,410 917,705 730,995 SMK CORP 168,000 754,798 730,163 SMRT CORP LTD 1,882,679 2,207,312 2,959,898 SMURFIT KAPPA GROUP PLC 525,229 4,298,500 6,259,553 SMURFIT KAPPA GROUP PLC 1,064 12,570 12,688 SNAI SPA 164,738 744,913 584,215 SNAM RETE GAS 4,291,926 20,138,237 25,413,283 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value SNC LAVALIN GROUP INC 392,116 18,737,004 23,922,698 SNS REAAL 551,092 3,782,894 2,460,122 SO NET ENTERTAINMENT CORP 362 789,559 1,521,781 SOBHA DEVELOPERS LTD 28,223 198,215 163,899 SOC QUIMICA Y MINERA CHILE B 270,812 8,475,252 17,570,549 SOCIETE BIC SA 107,851 6,448,353 10,420,296 SOCIETE GENERALE 2,100,332 182,099,692 124,608,120 SOCO INTERNATIONAL PLC 964,631 5,478,066 5,516,354 SODEXO 370,662 22,254,017 29,052,073 SODICK CO LTD 150,500 501,448 1,265,348 SOFINA 50,294 4,409,938 5,272,752 SOFT WORLD INTL CORP 29,104 120,474 116,017 SOFTBANK CORP 2,821,138 76,646,016 105,845,087 SOFTWARE AG 283,113 8,226,106 16,958,613 SOGEFI 131,416 322,077 493,100 SOHGO SECURITY SERVICES CO 125,448 1,294,806 1,401,112 SOHO CHINA LTD 8,236,711 3,949,210 7,367,391 SOJITZ CORP 3,590,872 9,374,865 6,669,525 SOLAR APPLIED MATERIALS TECH 73,520 148,826 176,355 SOLAR HOLDING A/S B SHS 20,743 1,330,038 1,495,870 SOLAR MILLENNIUM AG 35,762 1,247,937 950,661 SOLARIA ENERGIA Y MEDIO AMBI 112,794 325,340 328,704 SOLARTECH ENERGY CORP 126,000 359,621 278,114 SOLARWORLD AG 293,948 3,423,412 3,967,738 SOLVAY SA 173,282 19,252,445 26,768,802 SONAE 2,834,570 2,680,403 2,963,093 SONAE INDUSTRIA SGPS SA/NEW 198,003 643,356 389,560 SONAECOM SGPS SA 310,792 707,058 683,562 SONGA OFFSHORE SE 475,393 2,397,039 2,365,690 SONIC HEALTHCARE LTD 1,005,190 11,300,374 13,850,126 SONOVA HOLDING AG REG 133,879 10,042,416 12,481,591 SONY CORP 2,776,629 108,681,442 72,785,077 SONY FINANCIAL HOLDINGS INC 618,504 11,540,962 11,097,234 SOPRA GROUP 16,524 648,115 1,420,908 SORIN SPA 995,720 1,617,253 2,820,880 SOS CORPORACION ALIMENTARIA 2,175,639 2,804,500 1,671,804 SOTETSU HOLDINGS INC 912,435 3,215,973 2,485,582 SOUND GLOBAL LTD 2,154,000 1,449,976 1,175,611 SOUTH AFRICAN RAND 1,237,705 179,624 182,579 SOUTH INDIAN BANK LTD 185,048 84,566 98,935 SOUTH KOREAN WON 708,950,046 663,999 664,029 SOUTH VALLEY CEMENT 65,692 59,566 47,658 SOUZA CRUZ SA 1,115,000 5,046,728 14,174,364 SP AUSNET 4,374,088 4,066,099 4,425,338 SP SETIA BHD 2,605,999 2,053,698 3,607,576 SPAR GROUP LIMITED/THE 510,345 4,525,549 6,793,554 SPAREBANK 1 SMN 270,299 1,754,864 2,463,469 SPAREBANK 1 SR BANK 342,795 2,261,168 3,290,300 SPARK INFRASTRUCTURE GROUP 3,760,720 4,110,679 5,193,831 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value SPARKLE ROLL GROUP LTD 6,312,000 1,001,655 1,176,212 SPECTRIS PLC 346,131 4,194,773 8,846,685 SPEEDY HIRE PLC 1,463,005 1,126,258 704,635 SPIR COMMUNICATION 7,065 257,932 347,654 SPIRAX SARCO ENGINEERING PLC 217,939 3,668,589 7,001,306 SPIRENT COMMUNICATIONS PLC 1,911,753 2,387,031 4,573,146 SPONDA OYJ 1,207,643 4,510,071 7,021,107 SPORTINGBET PLC 1,872,355 1,906,411 1,653,286 SPORTS DIRECT INTERNATIONAL 810,500 1,197,877 3,074,778 SPOTLESS GROUP LTD 884,320 1,760,176 2,205,934 SPROTT INC 144,100 642,251 1,103,408 SQUARE ENIX HOLDINGS CO LTD 113,886 2,850,453 2,036,292 SRE GROUP LTD 6,176,000 700,720 484,159 SRF LTD 10,027 69,489 63,972 SRI SPORTS LTD 32,800 286,207 349,282 SSAB AB B SHARES 206,872 3,265,036 2,717,839 SSAB AB A SHARES 598,875 10,015,917 8,973,563 SSANGYONG CEMENT IND 158,390 1,269,172 1,014,740 SSANGYONG MOTOR CO 345,711 3,375,280 2,729,681 SSCP CO LTD 63,463 456,781 279,674 SSE PLC 2,309,867 53,577,875 51,657,703 ST BARBARA LTD 920,558 1,416,075 1,926,748 ST CORP 32,600 349,077 347,556 ST GALLER KANTONALBANK A REG 6,319 2,375,332 3,469,071 ST JAMES S PLACE PLC 556,346 1,996,180 3,036,833 ST SHINE OPTICAL CO LTD 5,000 61,052 75,809 ST. MODWEN PROPERTIES PLC 663,178 2,169,790 1,969,693 STADA ARZNEIMITTEL AG 166,817 5,666,560 6,530,205 STAGECOACH GROUP PLC 2,275,640 6,633,936 9,327,202 STALLERGENES 11,221 931,351 919,835 STALPRODUKT SA 340 86,164 45,824 STANDARD BANK GROUP LTD 5,726,676 63,302,577 84,451,366 STANDARD CHARTERED PLC 6,004,014 133,979,600 157,889,271 STANDARD FOODS CORP 13,100 22,221 48,800 STANDARD LIFE INVESTMENT PROPE 177,254 150,411 187,818 STANDARD LIFE PLC 6,844,584 29,695,319 23,131,093 STANLEY ELECTRIC CO LTD 541,496 9,722,679 9,420,525 STANTEC INC 143,700 3,642,739 4,169,102 STAR MICRONICS CO LTD 108,500 1,204,659 1,274,969 STARHILL GLOBAL REIT 1,652,000 801,724 874,715 STARHUB LTD 2,195,523 3,975,045 4,989,824 START TODAY CO LTD 72,900 921,734 1,445,182 STARZEN CO LTD 124,000 279,336 359,287 STATE BANK OF INDIA 343,782 15,765,666 18,433,969 STATOIL ASA 4,050,976 113,926,041 103,134,569 STATS CHIPPAC LTD 1,088,755 627,822 558,745 STE DE LA TOUR EIFFEL 24,043 1,321,146 2,225,060 STEEL AUTHORITY OF INDIA 1,211,011 4,537,633 3,712,746 STEINHOFF INTL HOLDINGS LTD 3,765,263 7,539,531 12,769,346 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value STELLA CHEMIFA CORP 26,100 792,063 919,447 STELLA INTERNATIONAL 675,500 1,025,303 1,711,918 STERLING BIOTECH LTD 18,167 47,396 34,950 STERLITE INDUSTRIES INDIA LT 728,300 2,471,854 2,720,790 STERLITE TECHNOLOGIES LTD 7,154 8,147 8,210 STHREE PLC 258,239 864,981 1,645,922 STMICROELECTRONICS NV 2,618,581 29,631,184 26,086,072 STOBART GROUP LTD 987,312 2,374,870 2,298,367 STOCKLAND 10,333,586 31,813,949 37,725,285 STOCKMANN OYJ ABP B SHARE 86,029 2,284,118 2,437,206 STOLT NIELSEN LTD 77,353 1,133,903 1,773,275 STORA ENSO OYJ R SHS 1,520,864 13,474,711 15,953,338 STOREBRAND ASA 3,525,726 24,962,987 30,201,081 STRABAG SE BR 103,497 4,071,568 3,075,389 STRAITS ASIA RESOURCES LTD 1,600,000 2,477,647 3,897,035 STRAITS RESOURCES LTD 920,260 610,866 788,184 STRATEC BIOMEDICAL AG 4,780 185,129 212,344 STRAUMANN HOLDING AG REG 24,716 6,100,258 5,944,132 STRAUSS GROUP LTD 77,761 768,141 1,187,272 STUDIO ALICE CO LTD 14,600 142,131 203,019 STW COMMUNICATIONS GROUP LTD 1,030,496 688,747 1,130,830 STX CORPORATION 391,943 6,909,014 8,278,292 STX ENGINE CO LTD 60,840 1,262,895 1,760,835 STX OFFSHORE + SHIPBUILDING 158,377 2,442,854 4,680,177 STX PAN OCEAN CO LTD 254,518 2,907,181 1,783,165 SUBSEA 7 SA 1,023,003 17,469,863 26,311,757 SUEDZUCKER AG 141,024 2,691,597 5,010,365 SUEZ ENVIRONNEMENT CO 1,089,177 26,172,358 21,721,097 SUGI HOLDINGS CO LTD 71,800 1,654,774 1,865,235 SUL AMERICA SA UNITS 260,361 3,108,156 3,266,488 SULZER AG REG 117,169 9,906,340 19,036,484 SUMCO CORP 279,972 4,932,107 4,687,008 SUMIDA CORP 28,200 231,476 262,585 SUMIKIN BUSSAN CORP 233,000 620,469 562,593 SUMISHO COMPUTER SYSTEMS 76,900 1,185,998 1,320,707 SUMITOMO BAKELITE CO LTD 743,436 4,002,542 4,943,352 SUMITOMO CHEMICAL CO LTD 3,332,018 19,602,838 16,503,306 SUMITOMO CORP 2,430,375 30,783,118 32,772,143 SUMITOMO ELECTRIC INDUSTRIES 2,127,635 27,159,227 30,744,794 SUMITOMO FORESTRY CO LTD 399,843 3,081,190 3,638,990 SUMITOMO HEAVY INDUSTRIES 1,348,565 8,872,077 9,317,723 SUMITOMO LIGHT METAL IND LTD 917,000 990,922 908,370 SUMITOMO METAL INDUSTRIES 8,921,047 33,339,285 19,883,462 SUMITOMO METAL MINING CO LTD 1,619,284 25,150,480 26,366,499 SUMITOMO MITSUI CONSTRUCTION 319,700 330,629 273,146 SUMITOMO MITSUI FINANCIAL GR 4,228,794 235,873,300 129,230,593 SUMITOMO MITSUI TRUST HOLDIN 9,886,573 42,154,281 34,154,950 SUMITOMO OSAKA CEMENT CO LTD 1,349,960 3,321,514 3,761,031 SUMITOMO PRECISION PRODUCTS 75,000 291,303 554,421 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value SUMITOMO REAL ESTATE SALES 25,629 1,039,227 1,182,125 SUMITOMO REALTY + DEVELOPMNT 2,118,533 44,127,308 46,929,850 SUMITOMO RUBBER INDUSTRIES 467,953 4,273,173 5,620,540 SUMITOMO SEIKA CHEMICALS CO 99,000 380,227 546,731 SUMITOMO WAREHOUSE CO LTD 417,000 1,874,090 1,879,495 SUMMARECON AGUNG TBK PT 5,560,000 211,231 739,129 SUN HUNG KAI PROPERTIES 8,076,638 105,926,151 117,289,650 SUN INTERNATIONAL LTD 200,581 2,155,235 2,710,317 SUN LIFE FINANCIAL INC 1,538,776 55,844,677 46,317,950 SUN PHARMACEUTICAL INDUS 2,789,393 10,311,561 31,199,514 SUN TV NETWORK LTD 70,228 462,736 543,258 SUNAC CHINA HOLDINGS LTD 9,204,600 3,245,762 3,264,861 SUNCOR ENERGY INC 4,160,296 158,262,461 162,946,002 SUNCORP GROUP LTD 3,851,329 38,255,326 33,563,105 SUNDANCE RESOURCES LTD 8,137,073 1,424,538 2,961,926 SUNDRUG CO LTD 50,006 1,302,798 1,578,930 SUNG KWANG BEND CO LTD 60,674 1,226,987 1,247,407 SUNGWOO HITECH CO LTD 85,037 1,359,042 2,011,131 SUNLAND GROUP LTD 478,544 513,788 315,082 SUNLIGHT REAL EST 3,340,000 642,949 1,068,800 SUNTEC REIT 9,550,315 8,409,921 11,669,495 SUPER GROUP LTD 1,186,000 1,200,396 1,381,541 SUPER RETAIL GROUP LTD 274,038 1,277,410 2,053,695 SUPERGROUP PLC 90,972 1,829,468 1,258,960 SUPERIOR PLUS CORP 305,400 4,033,808 3,550,500 SUPERMAX CORP BHD 16,600 23,993 20,396 SURUGA BANK LTD 540,604 6,353,931 4,679,076 SUZANO PAPEL E CELULOSE SA 646,070 4,140,272 4,668,993 SUZLON ENERGY LTD 2,578,864 3,923,751 2,769,095 SUZUKEN CO LTD 159,331 5,306,573 3,655,773 SUZUKI MOTOR CORP 1,123,009 26,464,985 25,099,450 SVENSKA CELLULOSA AB B SHS 2,001,220 26,871,360 28,242,035 SVENSKA HANDELSBANKEN A SHS 2,324,564 58,192,896 71,873,018 SVG CAPITAL PLC 874,240 2,268,671 3,677,299 SWATCH GROUP AG/THE BR 111,690 30,840,691 56,216,405 SWATCH GROUP AG/THE REG 125,096 5,390,420 11,217,042 SWCC SHOWA HOLDINGS CO LTD 534,000 667,810 674,443 SWECO AB B SHS 7,802 52,929 76,968 SWEDBANK AB A SHARES 3,044,872 27,791,030 51,294,341 SWEDISH KRONA 12,928,887 2,005,847 2,048,936 SWEDISH MATCH AB 313,965 8,161,395 10,553,320 SWIBER HOLDINGS LTD 1,081,000 888,009 638,421 SWIRE PACIFIC LTD A 2,906,836 29,924,083 42,773,689 SWISS FRANC 4,252,381 5,055,407 5,050,333 SWISS LIFE HOLDING AG REG 177,622 23,140,915 29,090,354 SWISS PRIME SITE REG 176,597 8,614,036 15,132,379 SWISS RE AG 922,072 54,396,369 51,699,570 SWISS RE LTD 665,042 30,317,862 37,288,162 SWISSCANTO CH REAL ESTATE FUND 26,897 3,227,797 3,654,414 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value SWISSCOM AG REG 116,087 38,810,896 53,148,869 SWISSQUOTE GROUP HOLDING REG 31,120 1,360,038 1,663,183 SXC HEALTH SOLUTIONS CORP 175,200 4,813,695 10,342,083 SYDBANK A/S 210,025 5,343,249 4,686,636 SYMRISE AG 355,523 6,264,488 11,329,694 SYNDICATE BANK 79,056 148,215 207,975 SYNEAR FOOD HOLDINGS LTD 2,917,000 599,258 320,784 SYNERGY HEALTH PLC 154,592 1,662,838 2,270,937 SYNGENTA AG REG 286,739 62,211,044 96,646,710 SYNNEX TECHNOLOGY INTL CORP 3,070,195 4,390,696 7,450,089 SYNTHES INC 6,178 873,368 1,085,186 SYNTHES INC 144A/REGS 117,848 14,584,803 20,700,311 SYNTHOS SA 323,130 345,427 600,285 SYSMEX CORP 82,049 1,574,307 3,068,187 SYSTEMAIR AB 7,618 76,229 114,088 T GAIA CORP 581 769,182 1,077,685 T HASEGAWA CO LTD 36,300 472,728 561,850 T JOIN TRANSPORTATION CO 74,000 64,887 84,245 T M G HOLDING 3,232,464 3,148,470 2,664,610 T RAD CO LTD 174,000 586,087 833,804 T+D HOLDINGS INC 853,052 35,242,915 20,122,143 TA CHONG BANK LTD 269,400 73,270 105,515 TABCORP HOLDINGS LTD 1,954,275 7,174,491 6,883,490 TACHI S CO LTD 74,500 723,582 1,371,737 TADANO LTD 277,000 1,738,298 1,666,939 TAEKWANG INDUSTRIAL CO LTD 14,051 10,635,199 21,715,122 TAEWOONG CO LTD 18,794 1,287,697 734,931 TAEYOUNG ENGINEERING + CONST 162,080 807,270 960,958 TAG IMMOBILIEN AG 96,745 719,140 979,615 TAI CHEUNG HOLDINGS 1,325,000 734,688 1,038,715 TAICHUNG COMMERCIAL BANK 191,010 53,784 75,477 TAIHAN ELECTRIC WIRE CO LTD 428,579 4,336,709 2,589,177 TAIHEI DENGYO KAISHA LTD 91,000 861,619 681,711 TAIHEI KOGYO CO LTD 89,000 300,921 385,711 TAIHEIYO CEMENT CORP 1,762,242 3,018,799 3,709,523 TAIHO KOGYO CO 31,800 279,731 312,251 TAIKISHA LTD 78,200 1,025,676 1,541,535 TAIKO PHARMACEUTICAL CO LTD 27,500 913,875 277,179 TAINAN SPINNING 306,360 139,031 193,052 TAISEI CORP 2,294,554 5,947,743 5,227,810 TAISEI LAMICK CO LTD 7,100 155,001 201,677 TAISHIN FINANCIAL HOLDING 11,336,217 4,489,578 6,729,072 TAISHO PHARMACEUTICAL CO LTD 711,757 13,885,694 15,951,959 TAIWAN ACCEPTANCE CORP 8,000 15,099 24,036 TAIWAN BUSINESS BANK 5,919,941 1,520,951 2,256,805 TAIWAN CEMENT 7,697,745 8,197,723 11,470,172 TAIWAN COOPERATIVE BANK 9,037,375 4,883,465 7,346,692 TAIWAN FERTILIZER CO LTD 2,173,617 6,244,514 6,681,998 TAIWAN GLASS IND CORP 2,780,582 1,748,093 4,888,660 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value TAIWAN HON CHUAN ENTERPRISE 18,280 38,777 54,986 TAIWAN LIFE INSURANCE CO LTD 187,295 158,092 201,813 TAIWAN MOBILE CO LTD 4,644,983 8,608,065 12,581,323 TAIWAN NAVIGATION CO LTD 227,000 275,634 254,475 TAIWAN SECOM 603,011 936,472 1,167,247 TAIWAN SEMICONDUCTOR MANUFAC 101,455,364 184,616,680 255,020,360 TAIWAN SURFACE MOUNTING TECH 75,000 173,849 223,510 TAIYO CYPRESS FUND LP 20,672,352,257 199,636,393 205,046,134 TAIYO HOLDINGS CO LTD 31,100 661,835 918,444 TAIYO NIPPON SANSO CORP 913,384 7,766,259 7,226,998 TAIYO PACIFIC PARTNERS JPY 22,841,210,500 200,300,000 232,111,499 TAIYO PARTNERS JPY 55,232,757,730 495,284,924 726,720,428 TAIYO YUDEN CO LTD 485,809 4,809,316 6,256,084 TAKAMATSU CONSTRUCTION GROUP 22,000 321,372 310,822 TAKAOKA ELECTRIC MFG CO LTD 226,000 805,712 710,797 TAKARA HOLDINGS INC 414,305 2,693,286 2,103,331 TAKARA STANDARD CO LTD 210,000 1,166,472 1,599,183 TAKASAGO INTERNATIONAL CORP 143,000 782,403 690,565 TAKASAGO THERMAL ENGINEERING 182,300 1,664,758 1,415,331 TAKASHIMAYA CO LTD 735,759 6,245,414 5,038,073 TAKATA CORP 326,605 3,978,547 9,944,562 TAKEDA PHARMACEUTICAL CO LTD 1,740,615 93,458,426 80,069,158 TAKIHYO CO LTD 68,000 298,116 353,640 TAKIRON CO LTD 111,000 333,363 399,963 TAKKT AG 55,793 752,647 901,939 TAKUMA CO LTD 187,000 486,525 942,410 TALISMAN ENERGY INC 3,202,653 56,541,830 65,738,840 TALKTALK TELECOM GROUP 3,022,487 5,438,072 6,939,009 TALVIVAARA MINING CO PLC 521,228 3,075,529 3,891,148 TAM SA 9,217 138,050 189,384 TAM SA PREF 166,640 2,108,750 3,573,338 TAMBANG BATUBARA BUKIT ASAM 5,186,302 7,006,252 12,579,451 TAMRON CO LTD 60,000 951,403 1,430,163 TAMURA CORP 160,000 616,366 509,163 TAN CHONG MOTOR HOLDINGS BHD 33,100 49,251 51,960 TAP OIL LTD 689,394 645,527 612,594 TASEKO MINES LTD 533,300 1,435,103 2,663,461 TAT HONG HOLDINGS LTD 704,000 473,676 455,914 TATA CHEMICALS LTD 387,620 2,429,386 3,234,323 TATA COMMUNICATIONS LTD 196,117 1,634,127 867,999 TATA CONSULTANCY SVS LTD 666,948 7,727,474 17,605,237 TATA GLOBAL BEVERAGES LTD 85,292 152,932 184,503 TATA MOTORS LTD 521,398 7,324,011 11,554,095 TATA MOTORS LTD A DVR 144,589 2,400,032 1,751,629 TATA POWER CO LTD 180,344 3,893,022 5,284,939 TATA STEEL LTD 2,265,521 27,986,045 31,016,131 TATA STEEL THAILAND PCL FRGN 457,100 19,813 20,382 TATA TELESERVICES MAHARASHTR 926,411 537,183 395,827 TATE + LYLE PLC 1,159,052 8,463,809 11,462,534 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value TATTS GROUP LTD 3,634,299 9,200,629 9,338,111 TATUNG CO LTD 6,499,162 3,705,648 3,009,343 TAV HAVALIMANLARI HOLDING AS 11,743 38,171 58,860 TAYLOR WIMPEY PLC 10,697,175 6,171,859 6,488,257 TCC INTL HLDGS LTD 2,797,000 998,645 1,549,246 TCL COMMUNICATION TECH HLDGS 1,550,000 1,550,812 1,229,044 TDC A/S 236,573 2,122,632 2,158,523 TDK CORP 314,797 18,317,583 17,189,875 TECAN GROUP AG REG 32,360 1,492,663 2,703,713 TECHNICOLOR REGR 494,496 3,566,082 3,019,053 TECHNIP SA 293,009 20,447,277 31,406,827 TECHNOPOLIS OYJ 92,372 411,363 511,594 TECHTRONIC INDUSTRIES CO 2,968,736 1,960,003 3,540,546 TECK RESOURCES LTD CLS B 1,525,144 37,320,663 77,466,104 TECMO KOEI HOLDINGS CO LTD 76,200 596,301 618,960 TECNICAS REUNIDAS SA 79,221 4,108,711 4,063,693 TECO ELECTRIC + MACHINERY 22,638,124 11,722,380 16,314,487 TEIJIN LTD 2,412,395 8,238,195 10,544,518 TEIKOKU ELECTRIC MFG CO LTD 20,100 403,034 430,572 TEIKOKU PISTON RING CO LTD 75,400 459,769 900,953 TEIKOKU TSUSHIN KOGYO CO LTD 108,000 292,633 205,944 TEIXEIRA DUARTE SA 459,702 622,249 286,594 TEKFEN HOLDING AS 28,340 102,165 97,724 TEKKEN CORP 333,000 369,716 465,936 TELE NORTE LESTE PART 316,272 6,142,548 5,496,427 TELE NORTE LESTE PART PREF 450,517 6,924,683 6,906,623 TELE2 AB B SHS 1,709,915 27,698,387 33,872,843 TELECITY GROUP PLC 560,327 3,251,094 4,983,659 TELECOM CORP OF NEW ZEALAND 6,152,396 14,039,867 12,474,505 TELECOM EGYPT 2,668,152 7,872,517 6,772,641 TELECOM ITALIA MEDIA SPA 1,227,130 527,178 391,414 TELECOM ITALIA RSP 16,346,528 28,852,429 19,019,247 TELECOM ITALIA SPA 41,748,590 92,432,839 58,077,720 TELECOMUNICACOES DE SAO PAOL 34,550 673,583 918,901 TELECOMUNICACOES DE SAO PREF 530,546 8,256,256 15,418,017 TELEFONICA CZECH REPUBLIC AS 636,174 13,731,879 16,546,144 TELEFONICA SA 12,675,984 274,213,105 309,857,519 TELEFONOS DE MEXICO SAB L 17,860,039 15,531,101 14,757,845 TELEGATE AG 24,013 294,219 269,748 TELEKOM AUSTRIA AG 946,890 18,946,807 12,081,053 TELEKOM MALAYSIA BHD 3,018,197 2,132,921 3,948,296 TELEKOMUNIKACJA POLSKA SA 3,912,783 22,079,885 23,744,933 TELEKOMUNIKASI INDONESIA TBK 44,509,552 37,152,812 38,148,820 TELEMAR NORTE LESTE SA PR A 104,983 3,193,964 3,487,680 TELENET GROUP HOLDING NV 237,843 4,738,385 11,314,083 TELENOR ASA 3,975,297 52,757,314 65,459,089 TELEPERFORMANCE 159,065 4,983,564 4,673,519 TELEVISION BROADCASTS LTD 918,231 5,104,704.99 6,065,484.05 TELEVISION FRANCAISE (T.F.1) 400,231 7,521,319 7,276,645 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value TELIASONERA AB 6,587,092 45,585,668 48,437,189 TELKOM SA LTD 1,564,222 10,155,137 8,491,425 TELSTRA CORP LTD 15,158,808 49,603,582 46,901,850 TELUS CORP 160,397 6,064,123 8,825,049 TELUS CORP 1,200 64,479 66,024 TELUS CORPORATION NON VOTE 135,390 5,458,446 7,129,334 TEMENOS GROUP AG REG 134,314 2,987,877 4,131,511 TEMP HOLDINGS CO LTD 92,700 769,254 849,406 TEN CATE NV 72,287 2,076,560 2,926,162 TEN NETWORK HOLDINGS LTD 2,388,690 4,330,294 2,710,770 TENAGA NASIONAL BHD 4,967,834 9,238,900 11,138,347 TENARIS SA 2,655,442 54,391,484 60,637,339 TENCENT HOLDINGS LTD 2,270,488 22,765,010 61,684,319 TENMA CORP 42,259 523,742 421,230 TERNA ENERGY SA 55,174 238,495 208,784 TERNA SPA 4,026,509 15,140,838 18,716,084 TERUMO CORP 441,497 19,875,464 23,698,486 TESCO PLC 23,101,690 155,531,600 149,096,281 TESSENDERLO CHEMIE 60,892 2,260,830 2,623,807 TEVA PHARMACEUTICAL IND LTD 2,329,222 108,515,435 111,994,333 TEXWINCA HOLDINGS LTD 1,670,709 1,247,939 1,983,917 TGS NOPEC GEOPHYSICAL CO ASA 304,436 3,632,342 8,584,772 THAI AIRWAYS INTL PCL FOR 6,610,792 6,579,266 6,239,641 THAI BEVERAGE PCL 40,830,133 7,341,184 9,146,535 THAI OIL PCL FRGN 4,951,232 9,804,727 12,005,428 THAI OIL PLC 493,300 1,138,843 1,196,122 THAI PLASTIC + CHEMICAL FOR 99,700 70,202 96,536 THAI STANLEY ELECTRIC THAI F 7,100 38,457 38,475 THAI UNION FROZEN PROD FOREI 987,063 847,778 1,542,035 THAILAND BAHT 398,568 12,993 12,972 THALES SA 209,912 11,212,751 9,049,550 THANACHART CAPITAL FOREIGN 241,100 113,833 223,640 THE FOSCHINI GROUP LTD 1,022,683 7,758,764 13,307,404 THE UNITED LABORATORIES INTE 1,106,000 1,887,489 1,634,570 THEOLIA 233,982 916,043 441,010 THERMAX LTD 17,400 269,499 230,975 THINK ENVIRONMENTAL CO/THE 1,526,000 978,598 1,025,538 THK CO LTD 330,384 5,715,297 8,345,513 THOMAS COOK GROUP PLC 2,915,935 12,011,585 6,226,250 THOMPSON CREEK METALS CO INC 474,700 5,678,327 4,736,671 THOMSON REUTERS CORP 1,110,953 35,551,989 41,682,333 THORESEN THAI AGENCIES FOR 12,668,600 7,922,177 7,710,425 THROMBOGENICS NV 68,858 1,631,053 1,847,922 THYSSENKRUPP AG 1,115,412 47,434,453 57,951,626 TIANJIN DEVELOPMENT HLDGS LT 109,116 67,313 68,011 TIANJIN PORT DVLP HLDS LTD 73,510 20,871 13,982 TIANNENG POWER INTL LTD 2,318,000 1,169,754 1,036,677 TIETO OYJ 316,493 5,454,119 5,354,979 TIGER AIRWAYS HOLDINGS LTD 765,000 844,008.60 741,569 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value TIGER BRANDS LTD 922,242 17,787,898 26,868,694 TIGER RESOURCES LTD 1,895,292 978,006 913,095 TIKKURILA OYJ 125,028 2,367,666 2,898,535 TIM HORTONS INC 431,669 17,694,757 21,062,380 TIM PARTICIPACOES SA 531,948 1,924,378 3,030,459 TIM PARTICIPACOES SA PREF 1,028,077 2,115,341 4,968,461 TIMAH TBK PT 622,500 177,470 181,476 TINGYI (CAYMAN ISLN) HLDG CO 5,561,322 6,457,500 17,224,464 TISCALI SPA 5,271,558 1,303,705 483,800 TISCO FINANCIAL FOREIGN 35,700 26,700 43,572 TITAN CEMENT CO. S.A. 163,175 3,124,163 3,927,213 TITAN INDUSTRIES LTD 27,620 63,812 132,037 TITAN PETROCHEMICALS GROUP L 11,098,555 448,660 684,634 TK CORPORATION 50,091 1,357,730 1,097,859 TKC CORP 30,300 567,233 688,091 TKH GROUP NV 106,477 1,858,887 3,437,944 TMB BANK PUBLIC CORPORATION 52,730,079 2,034,518 3,432,389 TMX GROUP INC 229,768 7,413,011 10,427,767 TNT EXPRESS NV 1,011,180 17,301,163 10,485,247 TNT EXPRESS NV W/I 186,947 2,427,216 1,938,513 TOA CORP 76,000 485,133 487,469 TOA CORP 478,000 660,073 875,978 TOA OIL CO LTD 141,000 187,481 192,051 TOAGOSEI CO LTD 561,000 1,808,633 2,806,389 TOBISHIMA CORP 1,739,000 522,897 581,389 TOBU RAILWAY CO LTD 2,675,640 12,520,370 11,198,194 TOC CO LTD 291,000 1,267,543 1,300,780 TOCALO CO LTD 33,600 498,582 824,190 TOCHIGI BANK LTD/THE 162,000 859,699 615,825 TOD S SPA 34,706 2,051,697 4,641,878 TODA CORP 598,334 2,264,460 2,155,957 TODA KOGYO CORP 115,000 558,870 1,153,418 TOEI CO LTD 313,843 1,607,499 1,433,978 TOENEC CORP 81,744 435,205 428,154 TOFAS TURK OTOMOBIL FABRIKA 1,602,117 3,841,836 7,300,287 TOGNUM AG 25,952 918,016 973,021 TOGNUM AG NEW 278,050 4,735,951 10,396,736 TOHO BANK LTD/THE 543,000 2,151,977 1,196,805 TOHO CO LTD 352,564 6,779,860 5,819,313 TOHO CO LTD 78,000 265,943 297,474 TOHO GAS CO LTD 1,091,982 5,438,003 5,881,773 TOHO HOLDINGS CO LTD 164,000 2,170,275 1,624,567 TOHO REAL ESTATE CO LTD 47,210 255,682 249,612 TOHO TITANIUM CO LTD 75,153 1,307,923 2,185,914 TOHO ZINC CO LTD 289,000 1,181,883 1,402,774 TOHOKU ELECTRIC POWER CO INC 1,137,764 24,605,051 16,356,413 TOKAI CARBON CO LTD 417,196 2,363,699 2,314,309 TOKAI HOLDINGS CORP 220,000 940,978 1,081,476 TOKAI RIKA CO LTD 611,470 8,549,887 11,735,750 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value TOKAI RUBBER INDUSTRIES 312,776 3,346,251 4,147,888 TOKAI TOKYO FINANCIAL HOLDIN 596,000 2,156,118 1,793,314 TOKEN CORP 15,270 506,969 551,543 TOKIO MARINE HOLDINGS INC 1,740,404 58,772,564 48,380,464 TOKO INC 207,000 338,930 512,630 TOKUSHU TOKAI PAPER CO LTD 346,000 837,075 702,625 TOKUYAMA CORPORATION 769,436 5,188,087 3,849,083 TOKYO BROADCASTING SYSTEM 94,038 1,390,201 1,128,311 TOKYO DOME CORP 408,044 1,504,121 798,303 TOKYO ELECTRIC POWER CO INC 3,655,478 92,272,618 14,755,892 TOKYO ELECTRON DEVICE LTD 150 216,069 295,505 TOKYO ELECTRON LTD 370,436 22,253,458 20,044,640 TOKYO ENERGY + SYSTEMS INC 52,666 384,618 297,371 TOKYO GAS CO LTD 5,622,090 23,337,204 25,270,165 TOKYO OHKA KOGYO CO LTD 99,100 1,910,130 2,119,189 TOKYO RAKUTENCHI CO LTD 92,767 353,389 321,629 TOKYO ROPE MFG CO LTD 345,000 1,090,461 1,298,663 TOKYO SEIMITSU CO LTD 88,500 1,139,094 1,701,839 TOKYO STEEL MFG CO LTD 386,101 4,423,472 4,044,595 TOKYO TATEMONO CO LTD 1,299,954 5,773,803 4,700,181 TOKYO TEKKO CO LTD 99,000 336,091 294,205 TOKYO TOMIN BANK LTD/THE 84,300 1,522,443 1,044,877 TOKYOTOKEIBA CO LTD 325,000 544,852 418,524 TOKYU COMMUNITY CORP 12,200 263,586 382,194 TOKYU CONSTRUCTION CO LTD 150,990 448,033 392,619 TOKYU CORP 2,429,721 13,070,147 10,048,623 TOKYU LAND CORP 1,594,461 7,818,523 6,712,690 TOKYU LIVABLE INC 40,700 349,205 367,893 TOKYU REIT INC 194 1,082,184 1,291,578 TOLI CORP 142,000 283,348 307,702 TOLL HOLDINGS LTD 2,156,604 13,533,497 11,197,967 TOM GROUP LTD 4,402,000 276,483 480,861 TOMEN ELECTRONICS CORP 22,930 252,905 279,669 TOMOKU CO LTD 137,000 277,493 363,026 TOMONY HOLDINGS INC 325,700 1,518,042 1,242,145 TOMRA SYSTEMS ASA 419,573 2,010,985 3,675,355 TOMSON GROUP LTD 1,996,000 768,775 697,718 TOMTOM 188,543 2,001,053 997,760 TOMY COMPANY LTD 204,300 1,384,878 1,727,797 TON YI INDUSTRIAL CORP 1,886,273 732,268 1,116,390 TONAMI HOLDINGS CO LTD 110,848 260,379 215,492 TONENGENERAL SEKIYU KK 703,355 6,590,454 8,604,690 TONG HSING ELECTRONIC INDUST 5,000 26,044 22,020 TONG YANG INDUSTRY 140,000 206,766 173,516 TONG YANG LIFE INSURANCE 121,910 1,518,199 1,444,445 TONG YANG MAJOR CORP 415,780 1,180,600 778,869 TONG YANG SECURITIES INC 350,270 4,325,578 2,040,631 TONGAAT HULETT LTD 179,584 2,108,070 2,357,715 TOP GLOVE CORP BHD 45,700 74,841 79,459 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value TOP REIT INC 239 1,060,483 1,308,841 TOPCON CORP 105,100 640,596 589,528 TOPDANMARK A/S 48,222 6,158,527 8,998,391 TOPPAN FORMS CO LTD 85,270 978,645 674,683 TOPPAN PRINTING CO LTD 1,594,772 15,549,139 12,282,665 TOPRE CORP 61,300 505,340 648,978 TOPY INDUSTRIES LTD 512,000 1,151,964 1,445,468 TORAY INDUSTRIES INC 3,360,697 19,639,072 24,635,120 TORIDOLL.CORP 222 435,570 301,003 TORII PHARMACEUTICAL CO LTD 32,700 522,686 613,834 TORISHIMA PUMP MFG CO LTD 42,400 745,817 675,166 TORM A/S 154,768 2,677,424 657,928 TOROMONT INDUSTRIES LTD 232,000 3,402,916 4,567,402 TORONTO DOMINION BANK 2,355,880 140,838,726 199,630,948 TORRENT PHARMACEUTICALS LTD 2,436 15,762 34,876 TORRENT POWER LTD 186,379 1,000,735 996,465 TORSTAR CORP CL B 195,491 1,598,923 2,430,724 TOSHIBA CORP 9,501,757 52,276,928 49,650,094 TOSHIBA MACHINE CO LTD 189,000 824,753 1,022,697 TOSHIBA PLANT SYSTEMS + SERV 120,000 1,265,680 1,408,618 TOSHIBA TEC CORP 841,196 3,766,199 3,645,599 TOSHO PRINTING CO LTD 122,000 296,538 219,044 TOSOH CORP 1,114,770 3,220,932 4,444,722 TOTAL ACCESS COMM FOREIGN 2,327,062 2,570,840 4,146,677 TOTAL ACCESS COMMUNICATION 3,946,900 5,923,109 7,033,125 TOTAL PRODUCE PLC 989,907 512,863 545,382 TOTAL SA 7,366,912 481,790,178 425,954,674 TOTETSU KOGYO CO LTD 77,000 516,693 732,244 TOTO LTD 693,720 5,099,493 5,351,505 TOTVS SA 359,983 2,482,799 6,636,268 TOWA BANK LTD/THE 645,900 462,833 775,784 TOWA PHARMACEUTICAL CO LTD 19,300 888,650 1,159,052 TOWER LTD 560,402 679,895 703,511 TOWER SEMICONDUCTOR LTD 892,320 1,032,096 1,049,017 TOWNGAS CHINA CO LTD 2,082,000 1,041,361 1,110,400 TOYO CONSTRUCTION CO LTD 739,000 455,521 814,401 TOYO CORP 65,100 690,142 703,718 TOYO DENKI SEIZO TOYO ELEC 138,000 1,242,311 656,166 TOYO ENGINEERING CORP 273,000 1,143,980 1,078,343 TOYO INK SC HOLDINGS CO LTD 429,000 1,543,894 2,055,758 TOYO KANETSU K K 295,000 592,326 723,254 TOYO KOHAN CO LTD 114,000 543,264 526,523 TOYO SECURITIES CO LTD 194,000 554,720 317,088 TOYO SEIKAN KAISHA LTD 492,711 9,129,555 8,217,949 TOYO SUISAN KAISHA LTD 262,153 5,599,459 6,167,530 TOYO TANSO CO LTD 44,100 2,091,769 2,233,395 TOYO TIRE + RUBBER CO LTD 541,000 1,307,452 1,359,869 TOYO WHARF + WAREHOUSE CO 164,809 278,844 269,376 TOYOBO CO LTD 2,201,598 3,340,208 3,216,797 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value TOYODA GOSEI CO LTD 209,689 5,408,917 4,728,134 TOYOTA AUTO BODY CO LTD 92,741 1,699,116 1,513,535 TOYOTA BOSHOKU CORP 231,666 3,913,365 3,818,079 TOYOTA INDUSTRIES CORP 324,218 10,137,206 10,618,573 TOYOTA MOTOR CORP 6,306,916 298,698,889 257,712,008 TOYOTA TSUSHO CORP 391,670 5,961,530 6,658,781 TPG TELECOM LTD 870,609 1,656,047 1,570,544 TPI POLENE PUB CO LTD FOR 11,287,900 8,967,475 4,298,403 TPV TECHNOLOGY LTD 3,909,344 2,710,187 1,989,526 TRACTEBEL ENERGIA SA 995,569 9,532,585 17,524,810 TRADEDOUBLER 121,525 943,450 779,988 TRAKYA CAM SANAYII AS 46,995 64,741 100,125 TRANSALTA CORP 611,194 15,229,833 13,039,576 TRANSAT A.T. INC B 130,700 1,702,851 1,526,255 TRANSCANADA CORP 1,976,185 66,973,130 86,717,905 TRANSCEND INFORMATION INC 504,280 1,215,967 1,481,756 TRANSCONTINENTAL INC CL A 185,900 1,956,837 2,800,732 TRANSCOSMOS INC 103,500 967,697 1,136,757 TRANSFIELD SERVICES LTD 1,687,544 4,239,591 6,052,391 TRANSFORCE INC 276,200 2,400,719 4,292,819 TRANSGLOBE APARTMENT REAL ES 60,126 704,838 710,219 TRANSOCEAN LTD 925,998 56,637,273 60,156,855 TRANSPACIFIC INDUSTRIES GROU 2,037,958 2,393,675 1,778,197 TRANSURBAN GROUP 3,585,030 17,795,637 20,073,431 TRAVELSKY TECHNOLOGY LTD H 2,024,016 863,184 1,274,561 TRAVIS PERKINS PLC 837,232 9,374,032 13,300,214 TREASURY WINE ESTATES LTD 2,854,374 8,734,653 10,390,033 TRELLEBORG AB B SHS 687,587 2,925,844 7,660,378 TREND MICRO INC 300,074 9,516,169 9,248,201 TREVI FINANZIARIA SPA 90,516 1,465,379 1,313,658 TRICAN WELL SERVICE LTD 410,700 5,161,555 9,643,003 TRIGANO SA 29,915 472,683 942,912 TRILOGY ENERGY CORP 179,000 2,199,683 4,423,531 TRINIDAD DRILLING LTD 342,500 1,466,411 2,973,941 TRINITY LTD 3,488,000 3,389,097 3,509,853 TRINITY MIRROR PLC 3,020,823 5,964,163 2,012,660 TRIPOD TECHNOLOGY CORP 364,203 1,233,778 1,508,875 TRIVENI ENGINEERING + INDUS 14,852 24,964 13,173 TRONY SOLAR HOLDINGS CO LTD 604,000 434,408 263,916 TROY RESOURCES NL 247,359 949,687 921,582 TRUE CORP PCL FOREIGN 2,675,855 219,284 337,911 TRULY INTERNATIONAL HOLDINGS 3,168,000 508,267 455,988 TRUSCO NAKAYAMA CORP 46,800 705,895 910,966 TRUWORTHS INTERNATIONAL LTD 2,671,621 13,717,053 28,883,778 TRYG A/S 77,728 5,545,724 4,482,740 TS TECH CO LTD 96,400 1,461,438 1,819,138 TSI HOLDINGS CO LTD 243,924 2,296,042 1,727,647 TSINGTAO BREWERY CO LTD H 881,066 2,911,384 5,072,676 TSRC CORP 453,300 834,550 1,333,537 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value TSUBAKIMOTO CHAIN CO 407,000 1,745,486 2,494,614 TSUGAMI CORP 145,000 430,227 856,426 TSUKISHIMA KIKAI CO LTD 65,000 443,172 562,593 TSUKUBA BANK LTD 232,200 803,948 713,046 TSUMURA + CO 137,299 3,720,669 4,369,215 TSURUHA HOLDINGS INC 55,200 1,934,548 2,628,083 TSURUMI MANUFACTURING CO LTD 59,000 395,315 427,377 TSUTSUMI JEWELRY CO LTD 28,500 552,936 681,092 TT HELLENIC POSTBANK S.A. 318,766 2,581,669 1,317,163 TTY BIOPHARM CO LTD 5,000 26,129 25,241 TUBACEX SA 376,938 1,963,225 1,543,871 TUBE INVESTMENTS OF INDIA 46,510 144,381 142,539 TUBOS REUNIDOS SA 370,579 1,388,803 1,165,905 TUI AG 699,657 9,766,061 7,587,692 TUI TRAVEL PLC 1,794,263 7,698,278 6,464,068 TULLETT PREBON PLC 697,646 4,121,361 3,968,289 TULLOW OIL PLC 2,999,843 48,188,600 59,719,642 TUNG HO STEEL ENTERPRISE COR 358,427 453,363 406,800 TUPRAS TURKIYE PETROL RAFINE 747,136 14,738,508 18,310,363 TURK HAVA YOLLARI AO 1,698,505 4,684,181 4,444,978 TURK SISE VE CAM FABRIKALARI 6,174,294 11,453,270 13,496,763 TURK TELEKOMUNIKASYON AS 2,636,448 9,947,677 13,929,017 TURK TRAKTOR VE ZIRAAT MAKIN 37,500 920,312 858,990 TURKCELL ILETISIM HIZMET AS 4,012,600 24,185,256 21,545,485 TURKISH LIRA 2,961 1,804 1,823.43 TURKIYE GARANTI BANKASI 6,316,410 14,797,522 28,626,095 TURKIYE HALK BANKASI 916,120 4,279,845 6,853,975 TURKIYE IS BANKASI C 15,374,121 39,492,707 47,144,779 TURKIYE SINAI KALKINMA BANK 3,985,453 6,646,006 6,380,651 TURKIYE VAKIFLAR BANKASI T D 9,589,895 17,800,153 21,671,745 TV ASAHI CORP 497 668,331 749,196 TV AZTECA SAB DE CV CPO 433,000 198,587 352,621 TV TOKYO HOLDINGS CORP 24,500 753,054 293,964 TVN SA 354,061 1,784,579 2,095,763 TVS MOTOR CO LTD 11,357 12,163 13,694 TXC CORP 68,519 120,440 119,751 U MING MARINE TRANSPORT CORP 1,071,440 1,886,284 2,294,063 U SHIN LTD 45,300 279,339 374,695 UAE DIRHAM 582,686 158,642 158,640 UBE INDUSTRIES LTD 2,193,558 6,476,551 6,545,906 UBI BANCA SCPA 2,289,705 38,471,045 12,887,176 UBISOFT ENTERTAINMENT 267,244 7,156,967 2,678,535 UBM PLC 604,460 6,061,327 5,400,451 UBS AG REG 10,072,453 269,742,340 183,385,631 UCB SA 366,030 15,876,059 16,443,360 UCHIDA YOKO CO LTD 111,000 387,470 331,241 UCO BANK 57,993 68,225 124,412 UEM LAND HOLDINGS BHD 380,862 193,669 354,437 UGL LTD 602,816 6,196,633 8,957,799 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value UK COAL PLC 856,276 2,353,380 494,895 UK COMMERCIAL PROP 1,018,190 1,248,569 1,342,868 UK COMMERCIAL PROPERTY TRUST L 559,841 654,802 738,362 UKC HOLDINGS CORP 33,400 402,522 374,282 ULKER BISKUVI SANAYI AS 36,576 84,165 127,025 ULTRA ELECTRONICS HLDGS PLC 253,976 5,486,563 6,996,921 ULTRAPAR PARTICIPACOES PREF 1,586,325 15,327,483 28,076,105 ULTRATECH CEMENT LTD 177,013 3,388,451 3,643,019 ULVAC INC 91,533 1,918,448 2,236,177 UMICORE 748,156 26,987,000 40,796,042 UMW HOLDINGS BHD 2,745,800 4,978,246 6,565,549 UNI PRESIDENT CHINA HOLDINGS 3,083,000 1,560,985 1,909,727 UNI PRESIDENT ENTERPRISES CO 9,094,521 7,931,194 13,171,517 UNIBAIL RODAMCO SE 370,783 60,978,030 85,717,007 UNICHARM CORP 265,851 6,406,435 11,554,439 UNICREDIT SPA 54,819,535 211,348,522 116,040,870 UNIDEN CORP 179,000 630,945 726,994 UNILEVER INDONESIA TBK PT 3,044,897 2,619,070 5,290,532 UNILEVER NV CVA 4,089,753 108,746,233 134,036,902 UNILEVER PLC 4,183,711 112,477,393 134,737,838 UNIMICRON TECHNOLOGY CORP 4,873,630 6,430,615 8,670,338 UNION BANK OF INDIA 1,891,650 9,355,114 12,474,881 UNION FINANCIERE DE FRANCE 13,664 488,157 554,701 UNION STEEL 8,710 171,072 183,149 UNION TOOL CO 26,200 664,623 565,461 UNIPOL GRUPPO FINANZIARI PFD 3,228,825 5,178,077 1,320,129 UNIPOL GRUPPO FINANZIARIO SP 2,620,996 3,725,940 1,426,158 UNIPRES CORP 65,800 857,617 1,693,886 UNISON CO LTD 33,357 589,020 199,333 UNIT 4 NV 82,510 1,706,327 2,982,302 UNITE GROUP PLC 693,407 2,358,472 2,422,389 UNITECH LTD 3,962,980 6,978,814 2,850,172 UNITED ARROWS LTD 48,500 342,244 1,020,926 UNITED BANK LTD 716,889 476,307 517,007 UNITED BUSINESS MEDIA LTD 324,984 2,708,792 2,903,516 UNITED DRUG PLC 738,092 2,671,666 2,527,628 UNITED ENERGY GROUP LTD 10,842,000 758,820 1,616,285 UNITED ENGINEERS LTD 565,000 1,044,865 1,003,340 UNITED INTERNET AG REG SHARE 353,148 4,559,569 7,421,603 UNITED MICROELECTRONICS CORP 35,757,857 15,925,718 17,739,811 UNITED OVERSEAS BANK LTD 4,746,235 62,102,812 76,088,227 UNITED PHOSPHORUS LTD 115,712 312,008 393,451 UNITED SPIRITS LTD 126,791 2,785,232 2,769,242 UNITED TRACTORS TBK PT 11,120,347 13,485,837 32,289,270 UNITED URBAN INVESTMENT CORP 2,842 2,605,008 3,255,065 UNITED UTILITIES GROUP PLC 2,402,967 30,409,197 23,108,490 UNITIKA LTD 1,040,000 947,829 695,394 UNITY OPTO TECHNOLOGY CO LTD 118,000 180,063 165,763 UNIVERSAL ENTERTAINMENT CORP 10,200 145,027 337,853 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value UNIVERSAL ROBINA CORP 69,900 54,395 65,811 UNIZYX HOLDING CORP 98,000 69,878 81,031 UNY CO LTD 433,156 4,044,321 3,995,801 UOB KAY HIAN HOLDINGS LTD 820,000 1,108,178 1,082,111 UOL GROUP LTD 1,501,908 3,761,692 6,092,783 UPC TECHNOLOGY CORP 122,736 64,557 98,279 UPM KYMMENE OYJ 1,879,847 30,739,875 34,368,486 UPONOR OYJ 254,173 3,399,480 4,215,783 URANIUM ONE INC 1,718,900 5,458,799 4,737,617 URANIUM PARTICIPATION CORP 54,000 298,270 355,860 URBI DESARROLLOS URBANOS SAB 1,578,679 3,086,687 3,459,742 USG PEOPLE NV 220,253 3,240,634 3,808,053 USHA MARTIN LTD 27,334 41,277 32,775 USHIO INC 259,952 4,086,619 5,095,400 USI CORP 208,840 102,779 240,297 USINAS SIDER MINAS GER PF A 2,206,690 24,543,898 19,351,358 USINAS SIDERURGICAS DE MINAS 341,594 3,495,092 5,134,030 USS CO LTD 58,417 3,664,022 4,506,413 VACON OYJ 45,321 1,740,094 2,848,468 VALE FERTILIZANTES SA PRF 290,676 2,459,703 4,392,935 VALE SA 2,109,209 39,923,560 66,816,925 VALE SA PREF A 4,358,423 68,358,659 124,538,324 VALEANT PHARMACEUTICALS INTE 783,338 24,449,867 40,705,011 VALEO SA 523,888 13,472,135 35,760,014 VALIANT HOLDING AG REG 44,765 8,642,747 6,698,800 VALLOUREC 316,334 35,059,479 38,520,919 VALOR CO LTD 111,900 932,129 1,560,171 VALORA HOLDING AG REG 9,132 2,096,722 2,798,166 VALUE PARTNERS GROUP LTD 2,477,000 2,292,517 2,110,523 VAN DE VELDE NV 18,882 738,127 1,073,141 VANGUARD INTERNATIONAL SEMI 24,384,849 11,307,390 12,691,820 VARITRONIX INTERNATIONAL LTD 909,000 317,761 588,769 VASTNED OFFICES/INDUSTRIAL 83,317 1,439,127 1,471,911 VASTNED RETAIL NV 80,096 4,775,961 5,740,154 VECTOR LTD 743,854 1,220,102 1,560,447 VEDANTA RESOURCES PLC 344,773 7,683,706 11,590,628 VEIDEKKE ASA 288,891 1,719,685 2,643,683 VENTURE CORP LTD 782,702 4,801,461 5,444,994 VEOLIA ENVIRONNEMENT 1,651,456 73,816,659 46,570,344 VERBUND AG 259,062 12,585,952 11,268,009 VERMILION ENERGY INC 264,100 12,043,574 13,956,170 VERWALTUNGS UND PRIVAT BA BR 11,298 1,653,120 1,481,353 VESTAS WIND SYSTEMS A/S 734,464 46,899,144 17,060,312 VESTEL ELEKTRONIK SANAYI 239,755 373,960 395,655 VETROPACK HOLDING AG BR 704 1,121,616 1,496,627 VIA TECHNOLOGIES INC 30,180 31,838 36,354 VICTREX PLC 237,431 2,918,354 5,717,757 VIENNA INSURANCE GROUP AG 105,928 6,736,698 5,820,646 VIJAYA BANK 11,318 13,471 17,609 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value VILMORIN + CIE 14,647 1,574,626 1,805,055 VINCI SA 1,601,540 93,671,303 102,562,327 VINDA INTERNATIONAL HOLDINGS 1,987,000 1,975,659 2,236,931 VIOHALCO 282,118 1,989,867 1,636,114 VIRBAC SA 18,487 1,623,594 3,160,116 VIRGIN BLUE HOLDINGS LTD 6,319,914 4,140,851 1,894,507 VISCOFAN SA 132,473 2,833,960 5,272,207 VISTA LAND + LIFESCAPES INC 1,703,000 79,995 124,183 VITAL KSK HOLDINGS INC 86,800 502,586 717,959 VITASOY INTL HOLDINGS LTD 2,162,000 1,793,867 1,742,103 VITERRA INC 1,612,758 15,774,459 17,512,904 VIVENDI SA 4,974,842 155,009,959 138,304,847 VODACOM GROUP LTD 2,119,656 18,105,483 26,249,464 VODAFONE GROUP PLC 152,648,257 395,360,960 405,099,503 VODONE LTD 7,170,000 2,256,804 1,695,460 VOESTALPINE AG 626,054 26,765,867 34,550,989 VOLCAN CIA MINERA SAA CMN B 3,157,592 2,218,215 3,180,672 VOLKSWAGEN AG 97,472 17,435,412 17,905,244 VOLKSWAGEN AG PFD 471,009 47,076,678 97,209,605 VOLTAS LTD 9,909 27,887 35,422 VOLVO AB A SHS 1,685,450 20,577,705 29,461,746 VOLVO AB B SHS 3,783,294 45,665,361 66,252,094 VON ROLL HOLDING AG BR 209,507 1,478,856 883,313 VONTOBEL HOLDING AG REG 91,930 2,736,150 3,111,645 VOPAK 126,444 5,649,767 6,194,540 VOSSLOH AG 30,109 3,688,485 4,224,786 VTECH HOLDINGS LTD 518,908 5,272,262 6,181,879 WACKER CHEMIE AG 52,963 8,161,499 11,449,085 WACOAL HOLDINGS CORP 265,926 3,439,972 3,302,672 WACOM CO LTD 888 1,778,434 1,030,282 WAFANGDIAN BEARING CO LTD B 8,100 6,469 6,891 WAH LEE INDUSTRIAL CORP 90,000 140,274 167,006 WAH SEONG CORP BHD 217,200 155,318 176,234 WALLENSTAM AB B SHS 518,873 3,407,657 5,529,942 WALMART DE MEXICO SER V 2,369,900 5,718,066 7,022,659 WALSIN LIHWA CORP 7,594,640 2,696,941 3,807,433 WAN HAI LINES LTD 2,406,774 1,195,098 1,822,457 WANT WANT CHINA HOLDINGS LTD 25,061,748 16,533,706 24,284,733 WARABEYA NICHIYO CO LTD 35,200 430,415 400,555 WAREHOUSE GROUP LIMITED/THE 384,309 1,225,949 1,101,382 WAREHOUSES DE PAUW SCA WDP 41,343 1,848,469 2,302,350 WARTSILA OYJ 62,299 1,540,379 2,103,649 WARTSILA OYJ ABP 490,458 13,546,137 16,561,291 WASION GROUP HOLDINGS LTD 1,670,000 1,282,766 783,357 WATAMI CO LTD 58,600 1,072,769 1,229,903 WATERLAND FINANCIAL HOLDINGS 2,774,008 730,361 1,245,834 WATPAC LTD 519,694 785,591 773,374 WAVIN NV 143,091 2,105,206 2,158,625 WCT BHD 198,400 156,546 203,032 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value WEG SA 451,926 3,276,959 5,149,168 WEI CHUAN FOOD 83,000 87,729 94,057 WEICHAI POWER CO LTD H 3,082,084 12,230,175 18,002,338 WEIQIAO TEXTILE CO LTD H 1,390,938 810,278 1,052,868 WEIR GROUP PLC/THE 740,424 11,488,466 25,283,954 WELLING HOLDING LTD 3,195,200 820,250 689,855 WELSPUN CORP LTD 781,956 6,055,222 3,041,936 WENDEL 67,137 3,443,067 8,253,272 WERELDHAVE BELGIUM 9,337 693,586 932,718 WERELDHAVE NV 92,149 7,830,088 9,377,528 WESFARMERS LTD 2,838,808 56,234,120 96,799,367 WESFARMERS LTD PPS 377,985 10,075,302 13,050,623 WEST CHINA CEMENT LTD 9,036,000 3,736,112 3,263,121 WEST FRASER TIMBER CO LTD 84,800 2,287,574 4,619,144 WEST JAPAN RAILWAY CO 452,893 18,780,762 17,608,757 WESTERN AREAS NL 379,641 2,261,781 2,398,017 WESTFIELD GROUP 9,873,816 94,143,349 91,544,025 WESTFIELD RETAIL TRUST 12,166,356 30,690,956 35,298,551 WESTON (GEORGE) LTD 151,477 7,052,037 10,977,429 WESTPAC BANKING CORP 8,064,238 149,249,125 192,183,272 WESTPORT INNOVATIONS INC 144,700 2,636,383 3,464,944 WETHERSPOON (J.D.) PLC 434,868 2,611,461 3,011,161 WH SMITH PLC 474,453 3,345,084 3,731,622 WHARF HOLDINGS LTD 6,901,283 32,990,935 47,937,587 WHEELOCK + CO LTD 2,077,460 5,273,764 8,356,560 WHEELOCK PROPERTIES (S) LTD 1,225,069 1,760,366 1,796,288 WHITBREAD PLC 555,826 12,037,322 14,411,481 WHITE ENERGY CO LTD 666,344 1,866,814 1,301,932 WHITEHAVEN COAL LTD 610,344 4,124,320 3,809,524 WHK GROUP LTD 753,168 637,392 741,834 WIENERBERGER AG 493,988 9,428,674 9,095,842 WIHLBORGS FASTIGHETER AB 326,258 2,583,803 4,730,967 WILLIAM DEMANT HOLDING 75,368 4,152,947 6,800,491 WILLIAM HILL PLC 2,190,726 8,215,664 8,033,063 WILMAR INTERNATIONAL LTD 6,307,071 23,898,406 27,846,469 WILSON BAYLY HOLMES OVCON 99,147 1,474,485 1,608,812 WINBOND ELECTRONICS CORP 4,733,638 838,451 1,400,802 WINCANTON PLC 391,541 1,437,902 738,605 WINCOR NIXDORF AG 103,652 6,277,363 7,489,191 WING HANG BANK LTD 618,768 7,015,046 6,779,113 WING TAI HOLDINGS LTD 2,850,679 3,519,456 3,413,570 WINTEK CORP 63,000 56,288 83,675 WIPRO LTD 1,393,139 8,653,190 13,011,256 WIRECARD AG 216,398 2,168,075 3,866,900 WISTRON CORP 12,392,611 18,242,026 22,003,696 WISTRON NEWEB CORP 31,541 53,715 98,828 WITAN INVESTMENT TRUST PLC 54,991 499,042 460,850 WM MORRISON SUPERMARKETS 8,249,182 38,145,136 39,426,365 WOCKHARDT LTD 3,381 17,588 27,670 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value WOLFSON MICROELECTRONICS PLC 326,815 660,600 895,900 WOLSELEY PLC 1,388,659 34,831,730 45,301,881 WOLTERS KLUWER 780,116 19,265,851 17,282,444 WOOD GROUP (JOHN) PLC 1,555,109 9,988,111 16,165,815 WOOD ONE CO LTD 104,235 400,808 384,621 WOODSIDE PETROLEUM LTD 1,535,851 62,535,899 67,415,556 WOOLWORTHS HOLDINGS LTD 3,749,198 10,467,271 16,453,553 WOOLWORTHS LTD 3,690,857 74,558,219 109,652,197 WOONGJIN CHEMICAL CO LTD 997,880 1,043,883 1,135,601 WOONGJIN COWAY CO LTD 221,262 6,676,477 7,875,216 WOONGJIN ENERGY CO LTD 68,220 1,039,666 824,276 WOONGJIN HOLDINGS CO LTD 34,060 310,491 241,497 WOONGJIN THINKBIG CO LTD 53,340 899,475 816,849 WOORI FINANCE HOLDINGS CO 1,039,055 15,459,205 13,576,376 WOORI INVESTMENT + SECURITIE 245,760 3,875,148 3,947,720 WORKSPACE GROUP PLC 5,066,444 1,608,111 2,460,513 WORLEYPARSONS LTD 661,201 14,407,696 19,990,563 WOTIF.COM HOLDINGS LTD 298,575 1,048,224 1,499,179 WPG HOLDINGS LTD 1,311,295 2,180,574 2,223,269 WPP PLC 3,573,082 36,410,539 44,743,975 WSP GROUP PLC 179,492 1,020,861 752,112 WYNN MACAU LTD 5,071,758 14,484,303 16,555,520 XCHANGING PLC 677,121 2,302,347 1,141,439 XEBIO CO LTD 67,900 1,442,759 1,524,303 XIAMEN INTERNATIONAL PORT H 870,000 171,823 155,412 XINGDA INT L HOLDINGS 4,069,000 4,044,602 3,958,532 XINJIANG GOLDWIND SCI+TEC H 856,501 1,919,947 916,903 XINJIANG XINXIN MINING IND H 192,000 115,069 108,075 XINYI GLASS HOLDINGS LTD 10,246,851 10,117,066 10,153,024 XSTRATA PLC 6,565,791 100,660,523 144,570,569 XTEP INTERNATIONAL HOLDINGS 2,464,500 1,831,893 1,681,799 YACHIYO BANK LTD/THE 44,900 1,337,815 1,267,608 YAGEO CORPORATION 22,434,155 8,464,687 10,192,550 YAHAGI CONSTRUCTION CO LTD 63,100 366,933 318,000 YAHOO JAPAN CORP 45,138 17,530,123 15,426,034 YAKULT HONSHA CO LTD 460,825 11,209,394 13,249,585 YAMABIKO CORP 23,600 333,014 291,639 YAMADA DENKI CO LTD 272,703 20,905,241 22,049,899 YAMAGATA BANK LTD/THE 366,000 1,907,129 1,735,736 YAMAGUCHI FINANCIAL GROUP IN 538,422 6,507,771 4,993,533 YAMAHA CORP 422,830 6,879,887 4,780,131 YAMAHA MOTOR CO LTD 1,080,482 17,450,685 19,693,782 YAMANA GOLD INC 1,937,089 22,235,759 22,600,379 YAMANASHI CHUO BANK LTD/THE 393,000 2,089,965 1,654,532 YAMATAKE CORP 178,222 4,273,475 3,947,986 YAMATO HOLDINGS CO LTD 990,726 13,533,829 15,469,358 YAMATO KOGYO CO LTD 144,151 4,963,600 4,451,605 YAMAZAKI BAKING CO LTD 274,634 3,030,024 3,659,066 YAMAZEN CORP 133,000 564,688 935,414 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value YANG MING MARINE TRANSPORT 2,609,499 977,606 1,980,507 YANGZIJIANG SHIPBUILDING 7,173,216 4,146,563 8,531,195 YANLORD LAND GROUP LTD 2,371,346 3,185,868 2,318,031 YANTAI CHANGYU PIONEER B 287,835 1,708,148 3,220,426 YANZHOU COAL MINING CO H 6,292,318 8,370,565 23,976,511 YAOKO CO LTD 16,900 517,877 528,177 YAPI VE KREDI BANKASI 4,934,330 8,934,445 12,396,593 YARA INTERNATIONAL ASA 758,262 28,967,812 42,919,822 YASKAWA ELECTRIC CORP 471,152 3,594,581 5,238,906 YAZICILAR HOLDING AS A 19,764 115,786 141,780 YELL GROUP PLC 10,595,724 6,478,202 978,128 YELLOW HAT LTD 35,330 174,288 371,411 YELLOW MEDIA INC 62,800 248,787 156,170 YES BANK LTD 1,292,577 7,197,626 9,021,509 YIEH PHUI ENTERPRISE CO LTD 295,290 115,068 119,253 YING LI INTERNATIONAL REAL E 3,058,000 873,061 909,229 YINGDE GASES GROUP COMPANY 2,564,000 2,152,233 2,362,587 YIP S CHEMICAL HOLDINGS LTD 782,000 916,047 901,467 YIT OYJ 517,361 9,805,797 12,931,643 YODOGAWA STEEL WORKS LTD 391,000 1,978,526 1,636,429 YOKOGAWA BRIDGE HOLDINGS COR 97,000 717,071 624,567 YOKOGAWA ELECTRIC CORP 604,326 3,962,009 5,110,879 YOKOHAMA REITO CO LTD 112,500 736,476 755,015 YOKOHAMA RUBBER CO LTD 732,655 3,730,969 4,191,263 YOKOWO CO LTD 44,200 264,971 258,326 YOMIURI LAND CO LTD 95,000 294,494 316,431 YONEKYU CORP 61,000 640,285 461,503 YOROZU CORP 45,600 594,738 999,406 YOSHINOYA HOLDINGS CO LTD 936 1,056,085 1,148,559 YOULCHON CHEMICAL CO LTD 52,610 407,009 424,763 YOUNG FAST OPTOELECTRONICS 28,908 245,254 180,150 YOUNG OPTICS INC 10,000 39,574 45,607 YOUNG POONG CORPORATION 2,605 1,242,326 2,610,734 YOUNGONE CORP 86,584 562,994 1,236,741 YOUNGONE HOLDINGS CO LTD 122,890 2,565,603 4,638,662 YPSOMED HOLDING AG REG 10,757 772,916 606,838 YTL CORPORATION BERHAD 2,204,620 671,231 1,131,698 YTL POWER INTERNATIONAL BHD 7,648,169 4,797,746 5,572,436 YUANDA CHINA HOLDINGS LTD 11,712,000 2,283,545 2,197,529 YUANTA FINANCIAL HOLDING CO 10,979,000 6,982,229 7,606,389 YUASA TRADING CO LTD 492,000 590,922 767,608 YUE YUEN INDUSTRIAL HLDG 2,503,587 7,655,091 7,947,128 YUEN FOONG YU PAPER MANUFACT 2,795,049 871,140 1,284,476 YUEXIU PROPERTY CO LTD 13,322,187 2,596,424 2,533,891 YUHAN CORPORATION 27,593 4,084,289 3,488,986 YULE CATTO + COMPANY PLC 723,092 1,740,620 2,639,861 YULON MOTOR COMPANY 2,403,200 2,341,617 5,898,502 YUNGTAY ENGINEERING CO LTD 117,000 118,371 233,401 YURTEC CORP 92,000 486,638 451,114 CalPERS 2010-2011 Annual Investment Report International Equity and Options

Security Name Shares Book Value Market Value YUSEN LOGISTICS CO LTD 35,900 460,235 593,444 YUSHIN PRECISION EQUIPMENT 25,300 406,936 530,686 YUSHIRO CHEMICAL INDUSTRY CO 32,300 456,704 459,543 ZAPPALLAS INC 282 509,420 337,311 ZARDOYA OTIS SA 383,117 7,944,436 5,643,498 ZARDOYA OTIS SA RTS 346,562 363,127 262,788 ZEE ENTERTAINMENT ENTERPRISE 1,031,146 2,244,847 3,114,027 ZEE LEARN LTD 31,934 18,534 14,252 ZEHNDER GROUP AG BR 690 788,422 2,130,641 ZELTIA SA 629,855 4,110,669 2,082,084 ZENRIN CO LTD 43,300 633,004 449,835 ZENSHO CO LTD 171,600 967,338 2,165,186 ZEON CORP 448,991 1,810,258 4,169,679 ZERIA PHARMACEUTICAL CO LTD 68,000 709,982 858,841 ZHAOJIN MINING INDUSTRY H 1,650,082 1,410,123 3,392,940 ZHEJIANG EXPRESSWAY CO H 3,367,632 2,633,008 2,536,138 ZHONGDE WASTE TECHNOLOGY AG 17,897 366,047 235,348 ZHONGSHENG GROUP HOLDINGS 943,748 1,741,617 2,061,844 ZHUZHOU CSR TIMES ELECTRIC H 35,000 61,457 117,847 ZIGNAGO VETRO SPA 90,516 451,706 727,039 ZINWELL CORPORATION 74,000 135,838 111,811 ZODIAC AEROSPACE 127,370 5,436,419 11,085,576 ZON MULTIMEDIA SERVICOS DE T 876,157 3,480,101 4,066,215 ZOOMLION HEAVY INDUSTRY H 1,887,229 2,967,079 3,589,525 ZORLU ENERJI ELEKTRIK URETIM 6,387 10,863 9,085 ZTE CORP H 1,116,432 2,587,035 4,031,710 ZUEBLIN IMMOBILIEN HOLDI REG 193,893 871,396 842,813 ZUKEN INC 49,700 417,646 350,780 ZUMTOBEL AG 24,609 315,408 645,796 ZURICH FINANCIAL SERVICES AG 491,372 110,868,694 124,068,469 Grand Total $ 55,210,240,759 $ 61,269,872,538 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Corporate Restructuring

Security Name Book Value Market Value ACON BASTION II $ 45,760,270 $ 80,265,414 ADVENT INTERNATIONAL GPE V D 44,505,925 85,344,786 ADVENT INTERNATIONAL GPE VI A 264,323,551 292,057,190 ADVENT LATIN AMERICAN PEF III 30,707,039 46,480,460 ADVENT LATIN AMERICAN PRIVATE 138,120,000 194,345,408 ADVENT LATIN AMERICAN PRIVATE 4,000,000 211,045 AFFINITY ASIA PACIFIC FUND III 76,683,780 98,479,784 APOLLO INVESTMENT FUND IV 1 15,317,468 APOLLO INVESTMENT FUND V 15,667,711 102,663,067 APOLLO INVESTMENT FUND VI 428,192,519 589,409,885 APOLLO INVESTMENT FUND VII LP 321,900,144 489,139,942 APOLLO INVESTMENTS FD III LP 14,677,818 11,774,529 AUDAX PRIVATE EQUITY FD II 58,309,145 46,309,141 AUDAX PRIVATE EQUITY FUND III 85,892,457 112,519,626 AURORA EQUITY 36,169,928 31,228,085 AURORA EQUITY PARTNERS III LP 113,869,379 147,648,331 AURORA EQUITY PARTNERS LTD 13,408,660 720,731 BARING VOSTOK PRIV EQ FD IV 46,575,971 70,628,905 BIRCH HILL EQUITY PRTNRS IV LP 7,745,369 7,812,552 BIRCH HILL EQUITY PRTNS III LP 119,077,402 100,610,697 BLACKSTONE CAPITAL PARTNERS II 5,220,756 92,752 BLACKSTONE CAPITAL PTR III 59,912,320 72,428,965 BLACKSTONE COMMUNICATIONS I 62,212,676 36,522,227 BLACKSTONE MANAGEMENT PRTNRS V 535,178,126 548,602,854 BLACKSTONE MANAGEMENT PTRS IV 86,405,396 174,015,865 BRIDGEPOINT EUROPE III D 164,773,471 185,264,531 BRIDGEPOINT EUROPE IV D 148,820,329 159,935,508 CANDOVER 2001 FUND NO 1 74,108,723 22,640,842 CANDOVER 2005 FUND US NO 1 189,809,590 110,232,019 CANDOVER 2008 FUND 31,757,194 22,910,514 CAPITAL LINK FUND I 356,882,944 404,525,607 CARLYLE 22,892,350 55,040,942 CARLYLE ASIA PARTNERS GP II 123,783,417 127,894,756 CARLYLE ASIA PARTNERS III 140,997,939 149,682,813 CARLYLE ASIA PARTNERS LP 33,716,341 72,661,556 CARLYLE EUROPE PARTNERS II 33,781,818 49,114,244 CARLYLE EUROPE PARTNERS III LP 275,068,958 269,585,374 CARLYLE GLB FIN SERV PARTNERS 98,610,047 112,930,518 CARLYLE JAPAN INTL PARTNERS II 111,350,716 101,874,064 CARLYLE JAPAN PARTNERS LP 17,898,023 8,194,635 CARLYLE MANOR CARE 13,128,107 16,645,859 CARLYLE MEXICO PARTNERS 11,603,147 12,604,035 CARLYLE PARTNERS II LP 3,803,945 7,150,317 CARLYLE PARTNERS III LP 39,530,330 20,698,248 CARLYLE PARTNERS IV, L.P. 225,810,782 288,443,791 CARLYLE PARTNERS KINDER MORGAN 29,477,075 68,215,645 CARLYLE PARTNERS V 451,370,251 528,018,454 CARLYLE/RIVER RENE+ALT ENGY II 140,853,360 163,748,816 CARLYLE/RIVERSTONE GLB E+P IV 309,206,623 444,256,236 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Corporate Restructuring

Security Name Book Value Market Value CARLYLE/RIVERSTONE GLOBAL 195,614,177 299,501,436 CLESSIDRA CAPITAL PARTNERS 51,154,109 31,626,064 CLESSIDRA CAPITAL PARTNERS II 25,234,042 16,747,815 COINVEST HAMLET HOLDINGS B LLC 45,000,000 24,762,563 COURT SQUARE CAPITAL PARTNERS 97,087,210 122,245,862 CVC CPTL PTNRS ASIA/PACIFIC II 81,979,505 51,284,552 CVC CPTL PTRS ASIA/PACIFIC III 74,525,180 72,509,751 CVC EURO EQUITY PARTNERS III 34,096,015 95,054,319 CVC EUROPEAN EQ PTNERS IV(B)LP 182,785,587 288,108,417 CVC EUROPEAN EQTY TNDM FND B 326,897,793 490,525,741 CVC EUROPEAN EQUITY PARTNERS 11,144,098 9,078,045 CVC EUROPEAN EQUITY PRTNRS II 28,720,960 24,909,090 CVC EUROPEAN EQUITY V LP 251,858,492 312,003,954 ENRGY FUTURE HOLDINGS CORP KKR 75,039,662 15,090,359 ETHOS PRIVATE EQUITY FD III 5,247,640 143,042 EXXEL CAPITAL PARTN V LP 78,146,070 132,566 FALCONHEAD CAPITAL PARTNERS II 44,261,380 53,046,749 FENWAY PARTNERS CAPITAL FUND 63,327,782.00 1,120,026 FIRST RESERVE FUND XI 329,691,036 317,285,000 FIRST RESERVE FUND XII 161,304,079 161,041,000 FIRST RESERVE X 59,696,801 81,700,000 FRANCISCO PARTNERS 30,274,806 18,199,431 FRANCISCO PARTNERS II LP 135,862,944 171,968,693 FS EQUITY PARTNERS V LP 29,103,858 35,922,141 GLOBAL PRIVATE EQUITY IV A 241,405 5,187,166 GOLDER THOMA CRESSEY RAUNER 9,642,380 97,750 GREEN EQUITY INVESTORS III LP 17,307,498 11,641,595 GREEN EQUITY INVESTORS IV 99,932,986 145,165,492 GREEN EQUITY INVESTORS V LP 278,070,301 321,873,762 HELLMAN + FRIEDMAN CAP PAR IV 14,898,010 24,431,387 HELLMAN + FRIEDMAN CAP PAR VI 462,425,275 528,052,228 HELLMAN + FRIEDMAN CAP PART V 109,636,161 164,317,043 HELLMAN FRIEDMAN CAP PARTN II 19,000,012 53,104 HUNTSMAN GAY CAPITAL PARTNERS 97,491,498 106,806,199 ICV PARTNERS II LP 23,731,421 25,944,381 IRONBRIDGE CAPITAL 2003/4 12,545,350 11,638,478 IRONBRIDGE FUND II 48,436,772 66,258,267 KKR 2006 333,915,911 413,585,085 KKR ASIAN FUND 200,639,139 261,128,990 KKR EUROPEAN FD II 184,664,195 155,294,412 KKR EUROPEAN FUND III 149,726,567 149,415,518 KKR EUROPEAN FUND L P 1 23,061,095 31,219,770 KKR MILENNIUM FUND 118,858,550 131,435,532 LEVINE LEICHTMAN CAP PART II 72,629,982 58,597,150 LEVINE LEICHTMAN CAP PART III 35,712,232 26,298,974 LEVINE LEICHTMAN CAPITAL IV 29,138,863 39,390,233 LION CAPITAL FUND II L.P. 162,350,738 160,333,552 MADISON DEARBORN CAP PART IV 92,237,857 83,655,582 MADISON DEARBORN CAP PARTNER V 257,233,883 253,443,611 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Corporate Restructuring

Security Name Book Value Market Value MADISON DEARBORN PARTNERS III 40,364,055 3,658,405 MAGNUM CAPITAL 73,023,751 80,486,482 MARKSTONE CAPITAL PARTNERS LP 34,079,730 32,465,348 NEW MOUNTAIN PARTNERS II 97,258,869 125,742,229 NEW MOUNTAIN PARTNERS III 226,340,270 223,037,951 NEWBRIDGE ASIA III 17,107,001 868,196 NEWBRIDGE ASIA IV LP 134,072,832.08 212,754,773 NWEPP II (NATWEST) 5,445,302 1,732,985 OAK HILL CAPITAL PARTNERS II 68,581,213.06 97,051,912 OAK HILL CR PARTNERS III LTD 179,343,041 173,617,332 PALLADIUM EQUITY PARTNERS III 120,704,628 125,172,245 PCG CLEAN ENERGY + TECHNOLOGY 295,069,566 255,777,142 PCG INTERNATIONAL EMERGING MKT 221,401,203 317,838,895 PCGI GLOBAL OPPS FUND 2 38,632,922 46,628,918 PERMIRA EUROPE III LP 2 58,880,460 58,388,135 PERMIRA IV 209,771,454 247,627,772 PERMIRA VENTURES EUROPEAN V 37,364,385 1,551,044 PROVIDENCE EQUITY PARTNERS V 100,786,632 123,292,356 PROVIDENCE EQUITY VI 229,045,555 258,316,045 QUADRANGLE CAPITAL PRTRS 71,019,744 81,196,255 RESOLUTE FUND II 83,716,008 78,574,380 RHONE PARTNERS III LP 107,752,732 99,881,861 RIPPLEWOOD PARTNERS II LP 25,448,265 23,595,455 RIVERWOOD CAP PTNRS LP 46,889,702 44,730,163 SILVER LAKE BANK ONE 4,258,816 9,481 SILVER LAKE PARTNERS II 62,042,399 85,062,842 SILVER LAKE PARTNERS III 230,278,197 323,070,377 SILVER LAKE PARTNERS LP 23,324,498 75,425 SILVER LAKE SUMERU FUND 111,715,548 177,161,129 THE SECOND EUROPEAN EQUITY 31,049,588 21,692,803 THL MANAGERS VI 199,716,257 226,607,197 THOMAS H LEE EQUITY FD V 70,824,476 90,037,805 TOWERBROOK INVESTORS II 128,183,239 163,882,708 TOWERBROOK INVESTORS III L.P. 94,464,080 123,589,452 TOWERBROOK INVESTORS LP 984,422 3,341,234 TPG ASIA V 245,932,590 235,281,542 TPG PARTNERS III 47,645,929 22,704,424 TPG PARTNERS IV 155,502,129 177,261,703 TPG PARTNERS V 590,177,809 440,270,177 TPG PARTNERS VI 399,775,557 377,278,944 TRICOR PACIFIC CAPITAL PARTNER 79,337,823 79,017,080 WELSH CARSON ANDERSON STOWE 6 22,083,302 185,958 WELSH CARSON ANDERSON STOWE X 156,187,624 160,072,558 WELSH CARSON ANDERSON STOWE XI 46,894,049 48,771,974 WELSH CARSON ANDERSON VII 69,956,762 3,140,953 WELSH CARSON ANDERSON VIII 84,001,724 22,102,259 WELSH CARSON ANDERSON+STOWE IX 51,578,579 36,011,637.00 YUCAIPA AMERICAN ALLIANCE FUND 119,749,530 132,179,914 YUCAIPA AMERICAN ALLIANCE II 252,696,357 362,142,750 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Corporate Restructuring

Security Name Book Value Market Value YUCAIPA CORP INITIATIVE FD 166,761,038 129,215,640 YUCAIPA CORP INITIATIVES II LP 34,385,685 19,653,411 Grand Total $ 16,936,740,453 $ 18,799,978,565 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Distressed Securities

Security Name Book Value Market Value AVENUE EUROPE SPL SIT FUND $ 107,144,090 $ 200,274,774 AACP CHINA DEBT INVESTORS 7,262,757 8,605,238 APOLLO ASIA OPPORTUNITY FUND 50,000,000 48,262,401 APOLLO SVF MNGMNT L P 800,000,000 1,097,703,148 APOLLO/CALPERS CLO 83,688,848 98,174,819 ARES CALPERS CLO 84,884,668 92,723,566 ARES SPECIAL SIT. FUND 150,000,000 218,405,408 ASIA RECOVERY CO INVESTMENT 5,890,032 3,178,364 ASIA RECOVERY FUND 14,607,011 3,112,491 AUDAX CREDIT OPPORTUNITIES LP 25,000,000 31,171,780 AURORA RESURGENCE FUND C 94,708,807 190,638,072 AVENUE ASIA SPECIAL SITUATIONS 162,342,568 204,037,366 AVENUE ASIA SPL SIT FD III LP 8,426,392 39,341,434 AVENUE SPECIAL SIT FND VI (A) 94,308,690 92,404,276 AVENUE SPECIAL SITUATIONS FD V - 54,106,305 AVENUE SPECIAL SITUATIONS IV - 21,788,040 CARLYLE STRATEGIC PARTNERS 23,175,881 34,972,657 CARLYLE STRATEGIC PARTNERS II 58,002,997 79,704,250 CARLYLE/CALPERS CLO 99,669 1,443,533 CLEARWATER CAP PARTNERS FD III 124,005,737 164,659,440 CLEARWATER CAPITAL PARTNERS 36,095,131 45,048,795 CLEARWATER CAPITAL PARTNERS 1 23,219,886 17,123,359 GSO CAPITAL SOLUTIONS,LP 69,340,590 80,274,881 KPS SPECIAL SITUATIONS FND III 32,848,233 61,876,704 LEVINE LEICHTMAN CAP DEEP VAL 68,185,507 58,212,483 MHR INSTITUTIONAL ADV II LLC 29,037,127 43,792,304 MHR INSTITUTIONAL INV III 223,767,191 267,635,339 SILVER LAKE CREDIT FUND LP 99,972,107 143,896,186 TPG CREDIT STRATEGIES, L.P. 75,000,000.00 87,778,811 WAYZATA OPPORTUNITIES FUND II 152,250,000 262,001,948 WAYZATA OPPORTUNITIES FUND LLC 53,175,000 105,688,175 WLR RECOVERY FD 11,280,297 140,498 WLR RECOVERY FUND II LP 26,799,888 10,842,296 WLR RECOVERY FUND III 134,611,836 116,091,289 WLR RECOVERY FUND IV 227,469,016 248,319,152 Grand Total $ 3,156,599,957 $ 4,233,429,582 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Expansion Capital

Security Name Book Value Market Value AACP AP INVESTORS $ 10,378,643 $ 4,936,461 AACP CHINA GROWTH 36,515,990 56,087,455 AP ALTERNATIVE ASSETS L P 195,450,000 123,000,000 APOLLO GLOBAL MGMT LLC 581,278,324 412,800,014 ARCLIGHT ENERGY PARTNERS FD 3 127,881,065 146,053,780 ARCLIGHT ENERGY PARTNERS FD II 8,828,243 21,491,664 ARCLIGHT ENERGY PARTNERS FD IV 140,780,905 176,699,027 ASIA ALTERNATIVES CAPITAL 35,139,084 45,767,684 ASIA ALTERNATIVES CAPITAL II 12,215,832 13,048,008 CARLYLE ASIA GROWTH PRTNRS IV 40,863,278 48,175,768 CARLYLE ASIA GROWTH PRTNS III 67,338,852 67,445,066 CARLYLE GROUP 175,000,000 436,100,000 CARLYLE RIVERSTONE BRAZIL 17,362,588 2,462,850 CARLYLE VENTURE PARTNERS III 56,071,943 64,646,861 CARLYLE/RIVERSTONEENERGYFDI,LP 54,262,246 27,063,846 CENTINELA CAPITAL PTNRS 1,969,508 2,000,003 CHINA PRIVATIZATION FUND I 69,317,995 71,234,293 COMMUNITY BANCORP LLC 49,629,705 50,576,187 CONVERSUS ASSET MANAGEMENT - 265,740 CORPORATE PARTNERS LP 238,702,378 174,886,172 EM ALTERANTIVES INVESTEMENTS 50,318,658 51,570,521 GENERATION CAPTIAL PARTNERS LP 31,108,867 421,852 GOLDEN STATE INVESTMENT FUND 361,570,743 317,163,251 HEALTH EVOLUTION MGMT CO LLC 4,925,641 5,063,147 INSIGHT VENTURE PARTNERS V 23,169,259 32,564,825 INSIGHT VENTURE PARTNERS V 9,465,773 13,370,259 INSIGHT VENTURE PARTNERS VI 65,467,450 93,364,229 LIME ROCK PARTNERS III LP 22,978,502 24,791,087 LIME ROCK PARTNERS IV 35,859,547 45,609,035 LIME ROCK PARTNERS V 54,247,621 69,427,025 LOMBARD ASIA III 31,452,076 52,041,030 LOMBARD THAILAND FUND 45,156,274 79,458,936 LOMBARD/PACIFIC PART L.P. 138,789,473 621,150 NOGALES INVESTORS FUND 1 LP 21,534,048 4,670,083 NOGALES INVESTORS FUND II 16,081,638 15,066,514 OPPORTUNITY CAPITAL PARTNER IV 18,835,320 1,923,355 PCG CORPORATE PARTNERS II 121,365,785 119,655,380 PERMIRA UK VENTURE FD IV 10,161,468 1,400,727 PERMIRA UK VENTURE FUND III 4,293,214 281,236 PHAROS CAPITAL II 16,797,742 26,752,764 POLISH ENTERPRISE FD IV 12,127,834 31,108,754 POLISH ENTERPRISE FUND V 51,340,500 74,804,203 POLISH ENTERPRISE FUND VI 103,235,994 81,295,494 RFG PRIVATE EQUITY 26,477,235 19,683,118 RICHARDSON PRIVATE EQUITY II 23,792,000 13,784,776 ROSEWOOD CAPITAL V 24,493,782 20,806,216 SAIF PARTNERS III 95,726,588 154,250,885 SAIF PARTNERS IV, LP 26,100,000 24,030,283 SILVER LAKE TCH INV III SUMERU 6,023,735 7,724,268 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Expansion Capital

Security Name Book Value Market Value SILVER LAKE TECH ASSOC III 541,415 51,496,553 SILVER LAKE TECH ASSOC SUMERU 171,186 4,016,912 SILVER LAKE TECH INV III 19,477,164 2,692,349 SILVER LAKE TECHNOLOGY MANAGEM 268,781,656 329,740,406 SPV VCOC (NAT WEST) 10,493,991 118,803 T3 PARTNERS II LP 18,538,267 9,682,569 TA X L.P. 78,553,500 70,757,607 TAILWIND CAPITAL PARTNERS LP 51,554,791 61,076,338 TPG STAR 114,335,812 161,749,573 TSG CAPITAL FUND III LP 32,514,844 40,485 YUCAIPA AMERICAN FUNDS LLC 17,500,000 7,000,000 Grand Total $ 3,984,345,973 $ 4,025,816,877 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Mezzanine Debt

Security Name Book Value Market Value AUDAX MEZZANINE FUND II LP $ 66,060,628 $ 33,514,250 BLACKSTONE MEZZANINE PTNRS 22,271,656 66,357,174 CENTRAL VALLEY FUND 13,671,130 12,617,769 DARBY CONVERGINGEROPE 32,240,678 17,685,836 GLEACHER MEZZANINE FUND 3,881,761 350,062 GLEACHER MEZZANINE FUND II 32,585,369 28,596,074 GSO CAPITAL OPPORTUNITY 62,730,479 64,476,301 TA SUBORDINATED DEBT FUND II 35,067,013 31,913,886 Grand Total $ 268,508,714 $ 255,511,352 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Secondary Interest

Security Name Book Value Market Value CALIFORNIA ASIA INVESTORS LP $ 37,202,318 $ 50,401,057 COLLER INTERNATIONAL PARTNERS 229,461,943 268,704,188 COLLER INTL PARTNERS III - 5,218,005 COLLER INTL PARTNERS IV LP 9,252,836 52,283,382 LEXINGTON CAP PARTNERS V LP 3,705,523 16,979,226 LEXINGTON CAPITAL PARTNERS III - 9,255,226 LEXINGTON CAPITAL PARTNERS IV - 19,271,135 LEXINGTON CAPTIAL PARTNERS II - 11,209,995 LEXINGTON MIDDLE MARKETS 30,472,235 30,116,806 W CAPITAL PARTNERS 14,161,511 6,381,740 W CAPITAL PARTNERS II 72,400,615 96,169,102 Grand Total $ 396,656,981 $ 565,989,862 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Special Situation

Security Name Book Value Market Value AP INVESTMENT EUROPE LTD $ 75,050,224 $ 11,004,961 APOLLO EURO PRINCIPAL FINANCE 36,444,990 46,327,499 CARLYLE EUROPE REALTY PARTNERS 11,107,976 7,178,856 ESP GOLDEN BEAR EUROPE FUND 192,927,455 178,732,380 APOLLO CREDIT OPPORT FD I 743,420,352 1,673,048,984 ARES CORP OPPORTUNITY FUND II 122,908,797 181,524,932 ARES CORPORATE OPP FUND III 167,904,471 233,832,241 ARES CORPORATE OPP FUND LP 42,417,998 48,889,266 BANC OF AMERICA CAL COMM 67,855,872 56,676,329 CAPITAL LINK FUND II 183,197,813 186,999,193 CARLYLE REALTY III LP 13,542,519 15,689,426 CONVERSUS CAP L P 500,000,000 470,200,000 PARISH CAPITAL 1 40,677,483 37,502,179 PARISH CAPITAL II 44,731,667 47,802,332 YUCAIPA AMERICAN SPECIAL SIT 34,361,816 9,249,092 Grand Total $ 2,276,549,434 $ 3,204,657,670 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Venture Capital

Security Name Book Value Market Value AACP CHINA VENTURE INVESTORS $ 3,192,082 $ 3,097,507 AACP INDIA A 4,000,973 4,725,950 AACP INDIA B 3,683,359 5,757,676 AACP INDIA C 2,542,164 3,885,311 ABERDARE VENTURE III 20,172,284 11,557,658 ABERDARE VENTURES IV L P 15,375,000 11,698,247 AISLING CAPITAL 11 61,014,660 44,322,899 AISLING CAPITAL III LP 13,987,907 10,754,111 ALTA BIOPHARMA PARTNER II 25,687,216 7,766,537 ALTA V 11,644,856 419,560 APA EXCELSIOR IV 8,983,741 370,124 CALIFORNIA EM VENTURES IV LLC 288,228,095 356,756,614 CALIFORNIA EMERG VENT II LLC 889,220,950 550,863,506 CALIFORNIA EMERG VENT III LLC 356,605,299 318,363,361 CALIFORNIA EMERGING VENTURES 526,208,739 286,332,949 CARLYLE ASIA II LP 21,797,371 2,737,812 CARLYLE EUROPE TECH PTNRS II 57,274,489 50,288,690 CARLYLE VENTURE PRTNRS II LP 40,025,303 13,678,335 CLARUS LIFESCIENCES I LP 32,771,840 27,142,759 CLARUS LIFESCIENCES II LP 34,012,500 35,332,209 CLEARSTONE VENTURE PARTNERS 23,000,000 26,399,329 CRATON EQUITY INVESTORS I L.P 29,100,063 24,929,859 DFJ ELEMENT PARTNERS 26,281,032 19,369,068 DFJ FRONTIER FUND LP 18,584,304 14,338,654 EMERGENCE CAPITAL PARTNERS 11,625,000 11,360,575 ENERTECH CAPITAL III LP 5,611,435 5,872,121 ESSEX W HEALTH VENTURES VIII 48,090,644 44,197,683 GARAGE CALIFORNIA ENTREPRENEUR 9,227,285 7,388,376 GIZA VENTURE FD IV LP 9,174,558 6,062,849 GRANITE GLOBAL VENTURES 111 47,567,369 72,658,695 GRANITE GLOBAL VENTURES II LP 22,129,140 30,039,212 HEALTH EVOLUTION INVESTMENTS 1,767,133 1,135,967 HEALTH EVOLUTION INVSTMNT FOF 484,474 338,825 HEALTH EVOLUTION PARTNERS FOF 92,528,045 71,678,501 HEALTH EVOLUTION PARTNERS LLC 114,707,619 126,244,641 KHOSLA VENTURES III 121,672,922 180,187,817 KHOSLA VENTURES SEED, LP 25,800,000.00 27,403,766 KLINE HAWKES PACIFIC LP 66,360,646 65,256,996 LIGHTSPEED VENTURE PRTNRS VII 23,194,274 32,318,065 NEW ENTERPRISE ASSOCIATES 12 40,993,899 53,672,523 NGEN PARTNERS II 12,879,063 4,554,696 PACIFIC COMMUNITY VENTURE INV 8,176,549 45,008.00 PERSEUS SOROS BIO PHARM LP 11,936,012 8,899,258 PINNACLE VENTURES II B LP 19,163,915 24,688,658 PROSPECT VENTURE II 49,607,441 33,102,308 PROSPECT VENTURE PARTNERS III 34,825,476 31,422,769 ROCKPORT CAPITAL PARTNERS 12,977,095 11,018,609 SACRAMENTO PARTNERS 282,141,667 272,890,000 SPACEVEST FUND LP 14,380,016 437,868 CalPERS 2010-2011 Annual Investment Report Alternative Investment Management Venture Capital

Security Name Book Value Market Value TECHNOLOGY PARTNERS FUND V 10,322,120 919,269 TECHNOLOGY PARTNERS FUND VI 15,680,379 1,007,126 TPG BIOTECHNOLOGY PARTNERS II 56,415,631 95,115,641 TPG BIOTECHNOLOGY PARTNERS LP 57,978,976 45,905,136 TPG BIOTECHNOLOGY PRTNRS III 43,202,702 40,544,295 TPG VENTURE HOLDING 23,049,867 34,100,000 TPG VENTURES LP 159,757,780 32,254,646 TRINITY VENTURES IX 19,166,516 20,397,142 VANTAGEPOINT 2006 57,099,257 59,958,725 VANTAGEPOINT CLEANTECH PARTNER 16,909,765 19,879,300 VICENTE CAP PTNRS GRWTH EQ FND 13,789,641 9,684,159 Grand Total $ 4,073,788,536 $ 3,313,529,949 CalPERS 2010-2011 Annual Investment Report Inflationary-Linked Assets

Security Name Rate Maturity Date Par Value Book Value Market Value Yield ALINDA INFRASTRUCTURE 0.00 N/A N/A $ 89,604,223 $ 92,218,163 N/A ALINDA INFRASTRUCTURE FUND II 0.00 N/A N/A 100,819,513 117,568,574 N/A BUNDESOBLIGATION I/L 2.25 04/15/2013 8,729,871 13,216,434 13,060,753 1.50 BUONI POLIENNALI DEL TES 2.15 09/15/2014 10,560,420 16,590,676 15,419,723 1.47 BUONI POLIENNALI DEL TES 2.35 09/15/2035 10,091,381 13,940,127 13,064,586 1.82 BUONI POLIENNALI DEL TES 2.10 09/15/2017 31,176,018 44,653,674 44,183,507 1.48 BUONI POLIENNALI DEL TES 2.60 09/15/2023 42,392,015 59,480,078 59,360,020 1.86 BUONI POLIENNALI DEL TES 2.35 09/15/2019 7,854,608 11,374,382 11,122,655 1.66 BUONI POLIENNALI DEL TES 2.55 09/15/2041 3,029,340 4,436,458 3,808,377 2.03 CARLYLE INFRASTRUCTURE PARTNER 0.00 N/A N/A 45,911,590 51,033,705 N/A CIM INFRASTRUCTURE FUND 0.00 N/A N/A (33,954,708) 287,449,642 N/A DEUTSCHLAND I/L BOND 1.50 04/15/2016 11,956,394 17,726,514 18,028,365 0.99 DEUTSCHLAND I/L BOND 1.75 04/15/2020 74,256,945 112,263,863 115,576,620 1.12 EURO CURRENCY 0.00 N/A N/A 661,059 662,108 N/A FRANCE (GOVT OF) 3.40 07/25/2029 6,115,323 11,258,037 11,562,269 1.80 FRANCE (GOVT OF) 3.00 07/25/2012 9,395,713 14,893,710 14,085,116 2.00 FRANCE (GOVT OF) 3.15 07/25/2032 7,631,454 13,502,989 14,063,809 1.71 FRANCE (GOVT OF) 2.50 07/25/2013 10,891,780 17,278,052 16,558,268 1.64 FRANCE (GOVT OF) 2.25 07/25/2020 19,510,482 29,647,664 30,919,099 1.42 FRANCE (GOVT OF) 1.30 07/25/2019 68,431,347 98,832,341 101,913,771 0.87 FRANCE (GOVT OF) 1.85 07/25/2027 1,541,685 2,192,434 2,306,737 1.24 FRANCE (GOVT OF) 1.60 07/25/2015 7,714,017 11,990,916 11,629,290 1.06 FRANCE (GOVT OF) 1.00 07/25/2017 16,820,529 23,839,082 24,865,217 0.68 FRANCE (GOVT OF) 1.80 07/25/2040 4,955,040 7,164,668 7,549,800 1.18 FRANCE (GOVT OF) 2.10 07/25/2023 5,929,518 8,679,287 9,475,509 1.31 IVY INVESTMENT VEHICLE LDC 0.00 N/A N/A 83,372,290 141,881,154 N/A JAPANESE YEN 0.00 N/A N/A 26,079,258 25,961,867 N/A LINCOLN TIMBER COMPANY 0.00 N/A N/A 1,609,772,624 1,828,544,832 N/A POUND STERLING 0.00 N/A N/A 1,806 1,750 N/A POUND STERLING 0.00 N/A N/A 831,303 822,441 N/A STIF CALPERS 0.17 12/31/2020 2,592,692,176 2,592,692,176 2,592,692,176 0.17 SYLVANUS 0.00 N/A N/A 269,612,797 462,203,779 N/A TIMBERLAND GETCO 0.00 N/A N/A 30,311 30,311 N/A TRS USD P F 0.09 06/29/2012 (158,960,530) (158,960,530) (158,960,530) 0.09 TRS USD P F 0.09 06/29/2012 (157,029,136) (157,029,136) (157,029,136) 0.09 TRS USD P F 0.09 07/12/2012 (156,124,175) (156,124,175) (156,124,175) 0.09 TRS USD P F 0.09 07/12/2012 (158,156,672) (158,156,672) (158,156,672) 0.09 TRS USD P F 0.10 07/29/2011 (154,879,661) (154,879,661) (154,879,661) 0.10 TRS USD P F 0.09 07/29/2011 (154,564,771) (154,564,771) (154,564,771) 0.09 TRS USD P F 0.09 07/29/2011 (155,851,177) (155,851,177) (155,851,177) 0.09 TRS USD P F 0.09 08/05/2011 (155,436,962) (155,436,962) (155,436,962) 0.09 TRS USD P F 0.09 08/05/2011 (154,732,895) (154,732,895) (154,732,895) 0.09 TRS USD P F 0.60 05/23/2012 (130,395,707) (130,395,707) (130,395,707) 0.60 TRS USD P F 0.60 08/31/2011 (400,587,542) (400,587,542) (400,587,542) 0.60 TRS USD P F 0.09 07/29/2011 (59,146,976) (59,146,976) (59,146,976) 0.09 TRS USD P F 0.09 09/30/2011 (135,944,665) (135,944,665) (135,944,665) 0.09 TRS USD P F 0.09 09/30/2011 (175,999,790) (175,999,790) (175,999,790) 0.09 TRS USD P F 0.09 10/31/2011 (159,794,085) (159,794,085) (159,794,085) 0.09 TRS USD P F 0.09 10/31/2011 (123,100,629) (123,100,629) (123,100,629) 0.09 TRS USD R F 1.00 06/29/2012 157,029,136 157,029,136 148,692,653 1.06 TRS USD R F 1.00 07/12/2012 158,156,672 158,156,672 149,760,329 1.06 TRS USD R F 1.00 07/29/2011 154,564,771 154,564,771 146,359,117 1.06 TRS USD R F 1.00 08/05/2011 155,436,962 155,436,962 147,185,005 1.06 TRS USD R F 1.00 05/23/2012 130,395,707 130,395,707 125,461,133 1.04 TRS USD R F 1.00 07/29/2011 59,146,976 59,146,976 56,006,936 1.06 TRS USD R F 1.00 09/30/2011 175,999,790 175,999,790 166,656,177 1.06

*** Yield calculation unavailable due to lack of data. CalPERS 2010-2011 Annual Investment Report Inflationary-Linked Assets

Security Name Rate Maturity Date Par Value Book Value Market Value Yield TRS USD R F 1.00 10/31/2011 123,100,629 123,100,629 116,565,368 1.06 TRS USD R F 1.00 06/29/2012 158,960,530 158,960,530 150,521,511 1.06 TRS USD R F 1.00 07/12/2012 156,124,175 156,124,175 147,835,735 1.06 TRS USD R F 1.00 07/29/2011 154,879,661 154,879,661 146,657,291 1.06 TRS USD R F 1.00 07/29/2011 155,851,177 155,851,177 147,577,230 1.06 TRS USD R F 1.00 08/05/2011 154,732,895 154,732,895 146,479,224 1.06 TRS USD R F 1.00 08/31/2011 400,587,542 400,587,542 385,428,080 1.04 TRS USD R F 1.00 09/30/2011 135,944,665 135,944,665 128,727,530 1.06 TRS USD R F 1.00 10/31/2011 159,794,085 159,794,085 151,310,814 1.06 TSY 0 1/2 2050 I/L GILT 0.50 03/22/2050 3,294,330 5,437,264 5,237,583 0.31 TSY 0 3/4 2047 I/L GILT 0.75 11/22/2047 4,353,617 7,387,536 7,476,687 0.44 TSY 0 5/8 2040 I/L GILT 0.63 03/22/2040 7,792,344 12,011,470 12,480,201 0.39 TSY 0 5/8 2042 I/L GILT 0.63 11/22/2042 3,529,408 5,780,538 5,771,287 0.38 TSY 1 1/4 2027 I/L GILT 1.25 11/22/2027 8,271,444 13,631,665 14,425,806 0.72 TSY 1 1/4 2032 I/L GILT 1.25 11/22/2032 9,713,070 16,298,090 17,408,513 0.70 TSY 1 1/4 2055 I/L GILT 1.25 11/22/2055 13,655,376 27,886,087 28,756,006 0.59 TSY 1 1/8 2037 I/L GILT 1.13 11/22/2037 6,998,488 14,134,565 12,546,937 0.63 TSY 1 7/8 2022 I/L GILT 1.88 11/22/2022 88,079,485 163,792,498 162,180,012 1.02 TSY 2 2035 I/L STOCK 2.00 01/26/2035 3,700,400 9,665,851 10,377,407 0.71 TSY 2 1/2 2024I/L STOCK 2.50 07/17/2024 4,440,000 18,480,762 20,800,805 0.53 TSY 4 1/8 2030I/L STOCK 4.13 07/22/2030 4,730,000 22,234,635 21,236,772 0.92 TSY I/L GILT 2.50 04/16/2020 4,090,000 20,262,901 22,000,368 0.46 TSY INFL IX N/B 3.63 04/15/2028 80,633,920 96,718,581 106,298,084 2.75 TSY INFL IX N/B 3.88 04/15/2029 36,520,527 45,625,232 50,050,287 2.83 TSY INFL IX N/B 3.38 04/15/2032 3,800,430 4,721,849 5,026,677 2.55 TSY INFL IX N/B 2.38 01/15/2025 52,905,115 55,179,705 60,907,014 2.06 TSY INFL IX N/B 2.00 01/15/2026 48,148,675 49,572,574 52,707,873 1.83 TSY INFL IX N/B 2.38 01/15/2027 27,875,250 29,325,826 31,786,426 2.08 TSY INFL IX N/B 1.75 01/15/2028 19,534,606 18,858,428 20,468,556 1.67 TSY INFL IX N/B 2.50 01/15/2029 25,397,268 27,306,468 29,552,006 2.15 TSY INFL IX N/B 2.13 02/15/2040 18,205,950 18,912,924 19,870,156 1.95 TSY INFL IX N/B 1.88 07/15/2013 85,700,300 88,602,638 91,217,685 1.76 TSY INFL IX N/B 2.00 07/15/2014 66,802,400 69,450,723 72,981,622 1.83 TSY INFL IX N/B 2.00 01/15/2016 106,493,540 109,426,684 118,474,063 1.80 TSY INFL IX N/B 2.50 07/15/2016 7,515,653 7,777,367 8,604,220 2.18 TSY INFL IX N/B 2.63 07/15/2017 46,543,497 49,383,970 54,172,442 2.26 TSY INFL IX N/B 1.63 01/15/2018 41,859,870 42,578,575 46,045,857 1.48 TSY INFL IX N/B 1.38 07/15/2018 1,564,125 1,478,822 1,698,061 1.27 TSY INFL IX N/B 2.13 01/15/2019 13,196,106 13,843,616 14,985,894 1.87 TSY INFL IX N/B 1.25 04/15/2014 28,687,230 28,877,867 30,475,592 1.18 TSY INFL IX N/B 1.88 07/15/2019 42,124,400 42,285,247 47,172,588 1.67 TSY INFL IX N/B 0.50 04/15/2015 303,495,075 314,042,403 316,964,186 0.48 TSY INFL IX N/B 1.13 01/15/2021 500,078,215 507,180,572 520,316,380 1.08 TSY INFL IX N/B 0.13 04/15/2016 68,252,900 70,131,140 69,862,986 0.12 Grand Total $ 7,346,680,702 $ 8,120,479,790

*** Yield calculation unavailable due to lack of data. CalPERS 2010-2011 Annual Investment Report Domestic Real Estate

Investment Net Assets at Cost Net Assets at Market Value 301 Capitol Mall$ 60,868,665 $ 17,564,397 400 R Street 15,934,957 15,934,957 AEW Capital Partners 117,132,634 139,330,006 AEW Senior Housing Co (37,293,783) (11,076,286) AGI TMG Housing Partners I, LLC 22,400,084 28,020,513 American Value Partners Fund I 52,106,462 36,095,385 Apollo Real Estate Finance Company 73,111,847 73,111,847 Apollo Real Estate Investment Fund V LP 62,271,131 32,712,746 Bridge Urban InFill 51,068,907 43,641,731 Buchanan 298,779,371 47,143,014 CALEAST Canada 103,748,806 131,202,348 CALEAST Industrial Investors 419,656,086 368,629,771 CalEast Solstice LLC 2,033,874,327 1,803,879,972 California Smart Growth Fund IV 72,889,951 60,177,510 CALSmart, LLC (CANYON 345,154,973 276,863,469 CalWest RREEF 390,924,340 322,224,625 Canyon Johnson Urban Fund III LP 58,684,299 58,684,299 Capmark Structured Real Estate Partners 20,778,801 20,778,801 Capri Urban Capital I LLC 141,180,108 122,201,609 CIM CA Urban Real Estate 434,347,064 499,699,583 CIM Core Urban REIT LLC 437,240,283 439,450,373 CIM Fund III 369,327,028 429,419,732 Cityview LA Urban Fund I LP 30,448,932 29,009,638 CMR Commercial Mortgage Fund 37,907,377 7,630,121 CUIP Properties LLC 56,943,132 5,226,449 CWP-Bishop Square (7,883) (7,883) ERPMI Eqk Partners 690,318 690,318 Fifth St. Properties CWP 64,746,695 52,832,676 Fillmore East Fund 40,838,346 12,333,781 Fortress Holiday 70,730,202 97,212,210 Fortress RIC CoInvestment 24,895,498 16,311,689 GI Partners Fund II 475,204,069 643,273,638 GI Partners Fund III 293,181,507 366,266,453 Global Innovation Partners 11,816,423 11,816,423 Global Retail Investors 322,797,688 681,703,156 GRI - DT 2011 12,314,981 12,314,981 Guggenheim Structured III 42,389,969 42,389,969 Hampshire Companies 31,962,334 22,581,937 HC NOP HOLDINGS L.P. 2,628,166 2,628,166 Hearthston Path-of-Growth Fund, LLC 329,856,471 80,403,689 Hearthstone A+D Partners (1,332) (1,332) Hearthstone Housing Partners II LLC 126,823,300 126,823,300 Hearthstone Housing Partners III LLC 30,809,536 22,805,960 Hearthstone MS II (46,572) (46,572) Hearthstone MS III 69,422 (3,601,032) Heartstone HSG Partners (949,160) (949,160) Hines CalPERS Green 157,454,730 157,454,730 IHP Fund II LP A+D 73,512,143 34,647,560 IHP Investment Fund III 440,051,344 344,051,819 IHP Investment Fund IV (156,997) (5,346) Institutional HSG Partners LP (IHP) 151,494,570 191,875,583 Institutional Mall Investors 1,029,204,112 1,918,408,742 JER US Debt Co-Investment 95,792,245 55,053,010 Karec CA Development Program LLC 392,826,140 179,512,287 KC 2011, LLC 121,187,917 121,182,203 Kennedy Wilson Property Fund II 47,019,006 31,456,657 KSC Affordable Housing 32,043,887 32,043,887 CalPERS 2010-2011 Annual Investment Report Domestic Real Estate

Investment Net Assets at Cost Net Assets at Market Value Legacy Part Housing Fund 115,541,980 54,438,794 Lowe Resort Community Fund LLC 8,983,242 427,787 Market Street Capital Partners, LP 105,422,686 85,918,733 Meriwether Farms LLC 85,216,319 56,652,519 National Office Partners (CWP) 710,974,694 788,878,897 Newland LP A+D (Cal-Land) 10,448,817 14,083,674 Newland National Partners II 170,514,344 121,548,211 Newland National Partners III 504,069,609 109,002,131 Newland National Partners IV 261,640,252 79,306,084 Newland National Partners LP 364,659,270 135,299,973 Next Block Medical 70,375,505 8,122,521 Olson Urban Housing LLC (Wells Fargo) 40,126 40,126 ORA Multi-Family Investment I 19,501,924 (6,385,017) ORA Residential Investments (Olympic) 105,229,705 67,643,844 Pacific Vineyard Partners 75,561,649 70,708,867 Page Mill Properties II, LP (1,845,096) (1,845,096) PICAL Housing Assoc II 1,031,642 1,031,642 PICAL Housing Assoc. LP 1,000,095 1,000,095 Preco III 91,684,808 54,698,858 Principal Mortgage Value Investors 27,383,555 18,447,381 Reg Finance + Accounting (WFHAI/Wells Fargo) (843,372) (843,372) Rockpoint Real Estate Fund II, LP 31,532,708 12,991,593 Rockpoint Real Estate Fund III 160,805,186 204,199,022 Savanna Real Estate Fund I LP 71,891,981 57,487,652 Senior Housing UK Investment II LP(Preco) 6,577,116 1,828,511 SHEA Capital I, LLC 459,096,825 103,855,301 SHEA Mountain House, LLC 1,158,249,179 96,800,416 Starwood Capital Hospitality Fund 156,589,737 207,979,380 Starwood Capital Hospitality Fund II 85,891,920 103,555,310 Stockbridge Hollywood Park CoInvestment 90,656,801 101,546,366 StockBridge Real Estate Fund II 61,422,086 17,953,727 Strategic Partners Value Enhancement Fund 19,128,111 41,164,540 TPG Hospitality Investments IV 154,816,874 (10,179,425) URBANAMERICA, LP. II 84,850,453 56,258,054 Western Multifamily GID 1,631,312,597 1,698,044,222 Windsor Realty Fund VII, LP 37,766,735 15,925,370 WMF - DT 2011 2,058,000 2,058,000 Grand Total $ 17,029,902,922 $ 14,620,664,800 CalPERS 2010-2011 Annual Investment Report Domestic REITS

Security Name Shares Book Value Market Value 14OMED REALTY TRUST INC 195,838 $ 2,791,257 $ 3,767,918 ACADIA REALTY TRUST 60,524 853,804 1,230,453 AEON MALL CO LTD 135,490 2,877,523 3,258,074 AFFINE (EX IMMOBAI 5,483 118,715 158,354 AGILE PROPERTY HOLDINGS LTD 2,079,126 2,682,930 3,222,395 AGREE REALTY CORP 15,013 312,467 335,230 ALEXANDER S INC 3,085 858,134 1,224,642 ALEXANDRIA REAL ESTATE EQUIT 92,455 5,187,667 7,157,904 ALLGREEN PROPERTIES LTD 1,221,374 962,196 1,591,885 ALLIED PROPERTIES REAL ESTAT 71,008 1,198,146 1,754,044 ALLREAL HOLDING AG REG 10,219 1,147,039 1,680,933 ALSTRIA OFFICE REIT AG 109,468 1,400,068 1,650,605 AMERICAN ASSETS TRUST INC 59,070 1,248,893 1,326,111 AMERICAN CAMPUS COMMUNITIES 102,537 2,648,621 3,642,098 APARTMENT INVT + MGMT CO A 179,602 2,172,436 4,585,246 ARTIS REAL ESTATE INVESTMENT 116,961 1,352,838 1,702,733 ASCENDAS REAL ESTATE INV TRT 3,113,409 4,054,594 5,173,798 ASHFORD HOSPITALITY TRUST 89,128 434,568 1,109,642 ASSOCIATED ESTATES REALTY CP 62,163 687,603 1,010,142 AUSTRALIAN DOLLAR 60,608 64,330 64,887 AVALONBAY COMMUNITIES INC 130,697 9,003,912 16,781,467 AZRIELI GROUP 53,581 1,195,219 1,442,461 BEFIMMO S.C.A. 25,514 2,138,603 2,267,929 BENI STABILI SPA 1,472,792 1,176,339 1,487,254 BIG YELLOW GROUP PLC 202,727 1,160,374 1,001,465 BOARDWALK REAL ESTATE INVEST 71,555 2,360,336 3,580,337 BOSTON PROPERTIES INC 218,126 13,098,010 23,156,225 BRANDYWINE REALTY TRUST 201,237 1,782,174 2,332,336 BRAZILIAN REAL 110,770 63,789 70,904 BRE PROPERTIES INC 111,718 3,587,178 5,572,511 BRITISH LAND CO PLC 1,324,044 9,368,172 12,945,434 BROOKFIELD OFFICE PROPERTIES 561,792 5,913,891 10,844,661 BWP TRUST 794,407 1,288,770 1,556,399 CA IMMOBILIEN ANLAGEN AG 132,333 1,370,289 2,402,124 CALLOWAY REAL ESTATE INVESTM 153,803 2,569,140 4,017,595 CAMDEN PROPERTY TRUST 104,470 3,576,454 6,646,386 CAMPUS CREST COMMUNITIES INC 47,225 616,415 611,097 CAN APARTMENT PROP REAL ESTA 117,950 1,595,835 2,363,653 CAN REAL ESTATE INVEST TRUST 101,637 2,430,743 3,496,356 CANADIAN DOLLAR 322,266 328,581 333,920 CAPITACOMMERCIAL TRUST 3,163,350 2,278,152 3,736,443 CAPITAL + COUNTIES PROPERTIE 1,023,110 1,850,594 3,235,828 CAPITAL SHOPPING CENTRES GRO 964,323 5,363,705 6,184,953 CAPITALAND LTD 4,744,799 12,934,595 11,247,446 CAPITAMALL TRUST 3,542,134 4,104,893 5,395,724 CAPITAMALLS ASIA LTD 2,324,306 3,823,793 2,783,260 CAPLEASE INC 103,916 558,359 510,226 CASTELLUM AB 257,341 2,109,025 3,866,201 CBL + ASSOCIATES PROPERTIES 221,933 1,791,133 4,023,648 CDL HOSPITALITY TRUSTS 1,107,459 1,568,851 1,858,395 CalPERS 2010-2011 Annual Investment Report Domestic REITS

Security Name Shares Book Value Market Value CEDAR REALTY TRUST INC 98,676 549,456 508,179 CFS RETAIL PROPERTY TRUST 3,165,100 5,053,473 6,150,228 CHAMPION REIT 3,759,930 1,488,434 2,111,601 CHARTER HALL OFFICE REIT 752,368 1,585,599 2,698,376 CHARTER HALL RETAIL REIT 465,885 1,335,917 1,596,084 CHARTWELL SENIORS HOUSING RE 213,571 1,337,078 1,858,868 CHESAPEAKE LODGING TRUST 48,282 823,119 823,684 CHINA OVERSEAS LAND + INVEST 6,108,602 13,141,657 13,110,189 CHINA RESOURCES LAND LTD 3,224,306 6,800,405 5,809,448 CITY DEVELOPMENTS LTD 1,020,703 8,429,139 8,647,209 CITYCON OYJ 279,513 835,443 1,256,279 CLS HOLDINGS PLC 37,477 226,814 391,089 COFINIMMO 20,588 2,608,914 2,934,742 COGDELL SPENCER INC 80,947 589,084 484,873 COLONIA REAL ESTATE AG 23,626 115,808 177,090.45 COLONIAL PROPERTIES TRUST 119,120 1,345,473 2,430,043 COMINAR REAL ESTATE INV TR U 94,017 1,556,721 2,145,121 COMMONWEALTH PROPERTY OFFICE 3,667,043 2,855,653 3,690,379 COMMONWEALTH REIT 107,952 2,487,243 2,789,489 CONWERT IMMOBILIEN INVEST SE 123,390 1,288,651 2,087,734 CORIO NV 136,185 7,964,403 9,023,362 CORPORATE OFFICE PROPERTIES 107,271 3,618,714 3,337,206 COUNTRY GARDEN HOLDINGS CO 5,066,550 2,103,406 2,220,329 COUSINS PROPERTIES INC 158,930 1,208,713 1,357,264 CROMBIE REAL ESTATE INVESTME 53,789 653,260 735,687 CUBESMART 146,136 863,029 1,537,354 DAEJAN HOLDINGS PLC 7,638 290,526 339,036 DANISH KRONE 12,527 2,397 2,435 DCT INDUSTRIAL TRUST INC 373,900 1,677,422 1,955,494 DDR CORP 413,832 3,481,804 5,835,033 DERWENT LONDON PLC 150,494 2,699,235 4,411,804 DEUTSCHE EUROSHOP AG 78,581 2,459,690 3,110,288 DEUTSCHE WOHNEN AG BR 124,842 1,212,610 2,172,023 DEVELOPMENT SECURITIES PLC 181,116 799,262 657,145 DEXUS PROPERTY GROUP 7,240,765 4,686,085 6,821,725 DIAMONDROCK HOSPITALITY CO 254,820 2,050,967 2,734,216 DIC ASSET AG 52,392 508,351 662,380 DIGITAL REALTY TRUST INC 142,355 6,720,197 8,794,709 DOUGLAS EMMETT INC 140,416 1,573,908 2,792,884 DUKE REALTY CORP 376,251 3,730,261 5,271,276 DUNDEE REAL ESTATE INVESTMEN 75,770 1,737,180 2,551,589 DUPONT FABROS TECHNOLOGY 91,193 1,533,871 2,298,054 EASTGROUP PROPERTIES INC 40,831 1,480,160 1,735,732 EDUCATION REALTY TRUST INC 110,142 650,350 943,920 ENTERTAINMENT PROPERTIES TR 69,613 2,240,553 3,250,928 EQUITY LIFESTYLE PROPERTIES 58,240 2,769,210 3,636,486 EQUITY ONE INC 84,446 1,315,606 1,574,074 EQUITY RESIDENTIAL 441,502 12,699,042 26,490,122 ESSEX PROPERTY TRUST INC 48,783 3,718,163 6,599,889 EURO CURRENCY 21,437 30,733 31,081 CalPERS 2010-2011 Annual Investment Report Domestic REITS

Security Name Shares Book Value Market Value EUROBANK PROPERTIES REAL EST 28,353 291,308 234,316 EUROCOMMERCIAL PROPERTIE CV 61,871 2,272,150 3,076,852 EXTENDICARE REAL ESTATE INVE 123,194 807,278 1,330,097 EXTRA SPACE STORAGE INC 140,286 1,470,444 2,992,300 F+C COMMERCIAL PROPERTY TRUST 777,722 1,130,027 1,324,759 FABEGE AB 246,510 1,250,309 2,482,660 FEDERAL REALTY INVS TRUST 93,635 5,615,363 7,975,797 FELCOR LODGING TRUST INC 184,722 774,580 984,566 FIRST CAPITAL REALTY INC 97,272 1,290,055 1,661,018 FIRST INDUSTRIAL REALTY TR 130,318 770,169 1,492,142 FIRST POTOMAC REALTY TRUST 75,082 990,000 1,149,512 FKP PROPERTY GROUP 1,392,069 934,864 1,043,244 FONCIERE DES REGIONS 41,088 3,643,546 4,351,732 FOREST CITY ENTERPRISES CL A 218,255 1,952,808 4,074,830 FRANKLIN STREET PROPERTIES C 123,641 1,712,622 1,596,204 GAGFAH SA 139,587 1,301,144 1,015,338 GECINA SA 28,083 2,575,461 3,923,747 GENERAL GROWTH PROPERTIES 716,651 11,184,813 11,960,911 GETTY REALTY CORP 37,720 877,116 951,676 GLIMCHER REALTY TRUST 152,464 935,075 1,448,410 GLOBAL LOGISTIC PROPERTIES L 2,752,051 4,591,690 4,618,137 GOODMAN GROUP 11,064,765 5,847,941 8,351,383 GOVERNMENT PROPERTIES INCOME 47,134 1,103,906 1,273,565 GPT GROUP 2,775,573 6,715,451 9,390,028 GRAINGER PLC 482,830 963,399 1,006,933 GREAT PORTLAND ESTATES PLC 475,553 1,916,683 3,328,762 GSW IMMOBILIEN AG 49,853 1,541,706 1,709,406 H+R REAL ESTATE INV REIT UTS 234,203 3,062,617 5,251,439 HAMMERSON PLC 1,058,899 6,133,763 8,183,851 HANG LUNG PROPERTIES LTD 3,341,238 12,236,663 13,740,672 HANSTEEN HOLDINGS PLC 981,805 1,408,819 1,378,421 HCP INC 608,243 17,868,230 22,316,419 HEALTH CARE REIT INC 264,450 11,329,473 13,865,134 HEALTHCARE REALTY TRUST INC 108,841 2,195,974 2,245,391 HELICAL BAR PLC 180,000 939,562 734,011 HENDERSON LAND DEVELOPMENT 1,757,107 11,175,058 11,358,391 HERSHA HOSPITALITY TRUST 261,982 1,128,747 1,459,240 HIGHWOODS PROPERTIES INC 107,197 2,744,722 3,551,444 HOMBURG CANADA REAL ESTATE I 72,649 969,272 956,003 HOME PROPERTIES INC 58,041 2,285,738 3,533,553 HONG KONG DOLLAR 4,978,398 639,379 639,794 HONGKONG LAND HOLDINGS LTD 2,608,715 11,203,832 18,574,052 HOPSON DEVELOPMENT HOLDINGS 1,083,318 1,656,974 975,944 HOSPITALITY PROPERTIES TRUST 184,624 3,084,958 4,477,121 HOST HOTELS + RESORTS INC 1,018,832 10,378,383 17,269,194 HUFVUDSTADEN AB A SHS 228,037 1,720,852 2,739,314 HYSAN DEVELOPMENT CO 1,178,767 3,289,649 5,847,440 ICADE 32,487 3,006,905 4,005,078 IMMOBILIARE GRANDE DISTRIBUZ 191,928 337,339 468,602 INLAND REAL ESTATE CORP 132,619 972,079 1,171,026 CalPERS 2010-2011 Annual Investment Report Domestic REITS

Security Name Shares Book Value Market Value INMOBILIARIA COLONIAL SA 5,001,194 755,340 413,306 INNVEST REAL ESTATE INVESTME 138,074 600,977 969,995 INTERVEST OFFICES+WAREHOUSES 10,840 314,976 349,688 INVESTA OFFICE FUND 4,149,764 1,856,325 2,865,565 INVESTORS REAL ESTATE TRUST 119,672 1,039,782 1,036,359 INVISTA FOUNDATION PROPERTY 520,470 317,972 327,969 IRP PROPERTY INVESTMENTS LTD 132,205 141,984 191,024 ISRAELI SHEKEL 50,372 13,842 14,804 IVG IMMOBILIEN AG 156,103 1,274,530 1,220,579 JAPAN PRIME REALTY INVESTMEN 1,086 2,403,413 2,865,151 JAPAN REAL ESTATE INVESTMENT 732 6,157,313 7,167,267 JAPAN RETAIL FUND INVESTMENT 2,526 3,265,177 3,872,944 JAPANESE YEN 35,220,273 435,524 436,110 KENEDIX REALTY INVESTMENT CO 358 1,206,772 1,372,604 KEPPEL LAND LTD 1,084,827 2,240,531 3,198,985 KERRY PROPERTIES LTD 1,069,049 5,291,523 5,158,912 KILLAM PROPERTIES INC 70,461 577,617 787,037 KILROY REALTY CORP 87,495 2,425,355 3,455,160 KIMCO REALTY CORP 607,281 6,610,285 11,319,726 KITE REALTY GROUP TRUST 92,920 301,336 462,743 KIWI INCOME PROPERTY TRUST 1,505,649 1,025,611 1,293,256 KLEPIERRE 141,883 4,493,694 5,855,506 KLOVERN AB 183,727 542,536 920,081 KUNGSLEDEN AB 207,763 1,231,563 1,983,778 KWG PROPERTY HOLDING LTD 1,795,849 1,341,764 1,190,886 LAMDA DEVELOPMENT SA 21,241 181,754 121,337 LAND SECURITIES GROUP PLC 1,165,497 10,528,107 15,951,534 LASALLE HOTEL PROPERTIES 127,387 2,313,703 3,355,380 LEASINVEST REAL ES 2,527 198,537 253,007 LEXINGTON REALTY TRUST 235,418 1,228,498 2,149,367 LIBERTY PROPERTY TRUST 170,919 4,642,962 5,568,545 LINK REIT 3,318,228 7,862,819 11,343,277 LONDON + STAMFORD PROPERTY P 828,654 1,700,581 1,734,794 LTC PROPERTIES INC 46,395 1,181,422 1,290,705 MACERICH CO/THE 194,714 5,962,253 10,417,181 MACK CALI REALTY CORP 129,982 3,676,661 4,281,619 MAPLETREE INDUSTRIAL TRUST 1,646,855 1,547,535 1,569,583 MAPLETREE LOGISTICS TRUST 20 2,769,431 1,374,901 2,075,494 MEDICAL PROPERTIES TRUST INC 169,287 1,409,883 1,946,805 MERCIALYS 70,091 2,423,914 2,970,914 MID AMERICA APARTMENT COMM 54,362 2,440,894 3,667,808 MINERVA PLC 253,468 339,570 492,385 MIRVAC GROUP 5,111,012 5,825,750 6,839,809 MITSUBISHI ESTATE CO LTD 1,563,117 24,176,159 27,213,252 MITSUI FUDOSAN CO LTD 1,320,954 21,971,764 22,539,316 MOBIMO HOLDING AG REG 7,678 2,017,288 1,985,033 MORGUARD REAL ESTATE TR UTS 66,161 665,791 1,060,521 MORI TRUST SOGO REIT INC 183 1,506,622 1,781,341 MUCKLOW A + J GROUP PLC 39,113 168,538 200,943 NATIONAL RETAIL PROPERTIES 127,948 2,497,638 3,135,999 CalPERS 2010-2011 Annual Investment Report Domestic REITS

Security Name Shares Book Value Market Value NATIONWIDE HEALTH PPTYS INC 188,858 5,927,351 7,820,610 NATL HEALTH INVESTORS INC 42,397 1,550,982 1,883,711 NEW WORLD CHINA LAND LTD 2,656,544 1,160,441 952,515 NEW WORLD DEVELOPMENT 4,455,088 8,929,810 6,733,087 NEW ZEALAND DOLLAR 58,126 44,682 48,006 NIEUWE STEEN INVESTMENTS NV 65,913 1,172,466 1,338,366 NIPPON ACCOMMODATIONS FUND 219 1,651,348 1,636,215 NIPPON BUILDING FUND INC 862 7,667,014 8,392,168 NOMURA REAL ESTATE HOLDINGS 115,800 1,778,136 1,914,234 NOMURA REAL ESTATE OFFICE FU 455 2,952,868 2,996,638 NORTHERN PROPERTY REAL ESTAT 43,227 1,243,607 1,369,240 NORTHWEST HEALTHCARE PROPERT 52,582 667,234 656,522 NORWEGIAN KRONE 59,565 10,684 11,102 NORWEGIAN PROPERTY ASA 773,531 1,203,798 1,629,108 NTT URBAN DEVELOPMENT CORP 2,004 1,783,707 1,707,597 OMEGA HEALTHCARE INVESTORS 151,311 2,678,495 3,179,039 ORIENT EXPRESS HOTELS LTD A 156,915 1,411,465 1,686,838 ORIX JREIT INC 383 1,857,856 2,106,939 PARKWAY PROPERTIES INC 32,364 472,164 552,126 PATRIZIA IMMOBILIEN AG 42,492 194,491 319,127 PEBBLEBROOK HOTEL TRUST 76,421 1,513,894 1,542,934 PENN REAL ESTATE INVEST TST 85,725 697,068 1,345,890 PICTON PROPERTY INCOME LTD 533,572 350,586 439,020 PIEDMONT OFFICE REALTY TRU A 258,428 4,785,089 5,269,347 POST PROPERTIES INC 74,683 1,237,577 3,044,062 POUND STERLING 25,197 40,680 40,453 PREMIER INVESTMENT CORP 211 805,957 906,289 PRIMARIS RETAIL REAL ESTATE 100,396 1,401,182 2,189,749 PRIMARY HEALTH PROPERTIES 97,149 429,818 500,655 PROLOGIS INC 632,831 13,878,122 22,680,679 PS BUSINESS PARKS INC/CA 28,456 1,427,007 1,567,924 PSP SWISS PROPERTY AG REG 69,241 3,528,355 6,566,391 PUBLIC STORAGE 191,339 14,419,735 21,814,585 QUINTAIN ESTATES + DEV PLC 815,806 750,345 785,842 RAMCO GERSHENSON PROPERTIES 58,853 564,388 728,600 REALTY INCOME CORP 189,637 4,927,273 6,350,928 REGENCY CENTERS CORP 134,430 4,392,201 5,910,867 RETAIL OPPORTUNITY INVESTMEN 63,822 708,221 686,727 RIOCAN REAL ESTATE INVST TR 387,507 6,261,734 10,415,440 RLJ LODGING TRUST 10,828,181 194,907,258 188,085,504 SAFESTORE HOLDINGS PLC 285,794 615,850 633,183 SAUL CENTERS INC 21,217 704,932 835,303 SEGRO PLC 1,098,674 5,096,626 5,508,558 SENIOR HOUSING PROP TRUST 212,293 4,019,539 4,969,772 SHAFTESBURY PLC 374,030 2,203,965 3,170,570 SHENZHEN INVESTMENT LTD 4,042,075 1,534,472 1,215,545 SHIMAO PROPERTY HOLDINGS LTD 2,118,732 3,886,350 2,613,954 SHUI ON LAND LTD 4,001,790 2,188,814 1,758,859 SILIC 19,835 2,129,626 2,845,535 SIMON PROPERTY GROUP INC 439,344 28,068,207 51,064,918 CalPERS 2010-2011 Annual Investment Report Domestic REITS

Security Name Shares Book Value Market Value SINGAPORE DOLLAR 50,106 40,408 40,816 SINO LAND CO 3,936,383 7,349,488 6,323,507 SL GREEN REALTY CORP 123,963 4,443,862 10,272,814 SOHO CHINA LTD 3,105,110 1,614,218 2,777,390 SOVRAN SELF STORAGE INC 42,021 1,215,278 1,722,854 SPONDA OYJ 422,493 1,506,584 2,456,328 ST. MODWEN PROPERTIES PLC 238,120 726,591 707,235 STANDARD LIFE INVESTMENT PROPE 177,254 150,411 187,818 STE DE LA TOUR EIFFEL 8,495 421,371 786,188 STIF CALPERS 3,913,049 3,913,049 3,913,049 STOCKLAND 3,566,161 10,382,915 13,019,144 STRATEGIC HOTELS + RESORTS I 265,926 1,326,075 1,882,756 SUMITOMO REALTY + DEVELOPMNT 712,908 13,037,859 15,792,378 SUN COMMUNITIES INC 31,760 607,820 1,184,975 SUN HUNG KAI PROPERTIES 2,889,729 40,987,558 41,964,903 SUNSTONE HOTEL INVESTORS INC 182,771 1,336,067 1,694,285 SUNTEC REIT 3,299,746 2,939,183 4,031,947 SWEDISH KRONA 41,069 6,412 6,508 SWISS FRANC 65,828 78,391 78,181 SWISS PRIME SITE REG 61,013 2,982,959 5,228,120 TAG IMMOBILIEN AG 96,745 719,140 979,615 TANGER FACTORY OUTLET CENTER 120,553 2,279,259 3,227,207 TAUBMAN CENTERS INC 62,625 1,933,140 3,707,400 TECHNOPOLIS OYJ 92,372 411,363 511,594 TOKYO TATEMONO CO LTD 496,395 2,155,927 1,794,792 TOKYU LAND CORP 608,801 2,433,135 2,563,054 TOKYU REIT INC 194 1,082,184 1,291,578 TOP REIT INC 239 1,060,483 1,308,841 TRANSGLOBE APARTMENT REAL ES 60,126 704,838 710,219 UDR INC 283,867 4,085,414 6,968,938 UK COMMERCIAL PROPERTY TRUST L 559,841 654,802 738,362 UNIBAIL RODAMCO SE 137,112 19,640,127 31,697,382 UNITE GROUP PLC 243,157 810,016 849,458 UNITED URBAN INVESTMENT CORP 2,218 2,184,002 2,540,355 UNIVERSAL HEALTH RLTY INCOME 18,977 613,420 758,698 URSTADT BIDDLE CLASS A 32,213 508,203 583,375 VASTNED OFFICES/INDUSTRIAL 29,651 458,904 523,826 VASTNED RETAIL NV 27,670 1,578,186 1,982,991 VENTAS INC 243,822 9,153,818 12,851,862 VORNADO REALTY TRUST 276,196 16,108,268 25,735,910 WALLENSTAM AB B SHS 179,256 1,867,795 1,910,439 WAREHOUSES DE PAUW SCA WDP 14,697 644,734 818,469 WASHINGTON REIT 100,407 2,637,720 3,265,231 WEINGARTEN REALTY INVESTORS 178,999 3,002,724 4,503,609 WERELDHAVE BELGIUM 3,305 247,911 330,154 WERELDHAVE NV 31,838 2,704,112 3,239,985 WESTFIELD GROUP 3,467,584 27,335,964 32,149,331 WESTFIELD RETAIL TRUST 4,569,501 10,066,581 13,257,608 WHARF HOLDINGS LTD 2,265,011 12,299,003 15,733,182 WIHLBORGS FASTIGHETER AB 114,071 968,560 1,654,111 CalPERS 2010-2011 Annual Investment Report Domestic REITS

Security Name Shares Book Value Market Value WING TAI HOLDINGS LTD 924,139 1,081,884 1,106,618 WINTHROP REALTY TRUST 37,673 404,866 449,818 WORKSPACE GROUP PLC 1,820,868 519,193 884,303 YANLORD LAND GROUP LTD 896,227 1,396,045 876,077 ZUEBLIN IMMOBILIEN HOLDI REG 69,392 275,503 301,633 Grand Total $ 1,173,859,725 $ 1,486,447,703 CalPERS 2010-2011 Annual Investment Report International Real Estate

Investment Net Assets at Cost Net Assets at Market Value AETOS Asia Real Estate Securities Opportunity Fund$ 2,811,496 $ 3,152,081 AETOS Capital Asia TE 9,205,213 9,205,213 AETOS Capital Asia TE II LTD 164,244,305 164,244,305 ARA Asia Dragon Limited 298,681,575 473,340,510 CB Richard Ellis Strategic Partners Europe Fund III, US 74,841,432 55,457,195 CB Richard Ellis Strategic Partners UK Fund III, TE 56,645,828 23,993,153 CBRE Strategic Partners, UK 68,770,798 (10,410,452) DB International Fund 1A 406,801 406,801 DB International Fund 1B 28,361,149 28,361,149 European Property Investors) - IXIS AEW 29,455,095 39,857,442 Fortress Investment Fund Deutschland LP 88,244,617 45,103,191 Fortress Investment Fund IV 94,447,832 89,481,393 Harbert European Real Estate Fund II LP 46,100,467 59,615,185 Hines CalPERS Brazil Fund 20,942,428 20,942,428 Hines CalPERS Brazil Fund II 234,158,843 234,158,843 Hines CalPERS China Fund (HCC) 46,125,017 46,125,017 Hines CalPERS Mexico II 61,840,067 61,840,067 Hines European Development Fund (3,270,980) (3,270,980) Hines European Development Fund II (3,509,054) (3,509,054) Hines Mexico Development Fund (HCM Holdings) 71,274,163 71,274,163 Hines Residential Sunbelt Spain Fund 164,251 164,251 IL & FS India Realty Fund II 109,906,262 130,627,369 IL & FS India Realty Fund LLC 78,671,059 111,683,781 JER Europe Fund III 21,862,647 14,725,819 LaSalle Asia Opportunity Fund III 73,670,898 73,670,898 LaSalle French Fund II G.P., LLC 37,482,824 48,243,013 LaSalle Japan Logistics II 18,190,795 18,190,795 MGP Asia Fund II 51,829,887 78,768,141 MGP Europe Parellel Fund II 66,718,410 72,050,866 NIAM Nordic Fund III 55,237,915 55,237,915 NIAM Nordic Investment Fund IV 150,626,960 150,626,960 PLA Residential Fund 5,975,838 5,975,838 PLA Retail Fund I 69,843,777 81,838,234 RREEF Global Opportunities Fund II, LLC 141,636,541 141,636,541 SDL Hospitality Co-Invest Fund 48,096,549 203,628,516 Secured Capital Japan I 12,474,769 4,121,520 Secured Capital Japan II 99,726,589 64,022,770 Secured Capital Japan Real Estate Partners Asia LP 330,906,920 220,383,300 Sun Apollo India Real Estate Fund 24,613,681 25,440,503 Xander Cassander Co-Investment 175,004,950 113,326,589 Xander JV Fund (Ptolemy) 10,689,918 12,158,609 Grand Total $ 2,973,108,533 $ 3,035,889,878 California Public Employees’ Retirement System 400 Q Street P.O. Box 942701 Sacramento, CA 94229-2701 (916) 795-3991 (916) 795-3507 fax www.calpers.ca.gov TTY: (877) 249-7442 www.CalPERSResponds.com

2012.3.1