a complete copy of the 2012 CAFR Report! - PSERs

Description
INVESTMENT SECTION
Common and Preferred Stock - U.S. Equity
10 Largest Holdings in Descending Order by Fair Value
As of June 30, 2012
(Dollar Amounts and Shares in Thousands)
No. of
Shares
Fair
Value ($)
Security Capital Preferred Growth 13,039 185,611
Apple Computer, Inc. 290 169,279
Exxon Mobil Corporation 1,431 122,456
Microsoft Corporation 2,272 69,505
IBM 351 68,558
General Electric Company 3,220 67,102
Chevron Corporation 605 63,816
AT&T Inc. 1,782 63,536
Johnson & Johnson 833 56,260
The Coca-Cola Company 700 54,747
Total of 10 Largest Holdings 920,870
Description
Fixed Income
10 Largest Holdings in Descending Order by Fair Value
As of June 30, 2012
(Dollar Amounts and Shares in Thousands)
Maturity
Date
Interest
Rate
(%)
Par
Value($)
or No. of
Shares
Fair
Value ($)
PIMCO Multi-Sector Strategy Fund Ltd. N/A N/A 744 751,649
BlackRock US Ext’d Core Global Alpha Bond Fund N/A N/A 359 575,935
Bridgewater Int’l Inflation-Linked Bond Fund N/A N/A 234 464,368
Bridgewater Pure Alpha Fund II Ltd. N/A N/A 140 407,295
Brevan Howard CMBS Fund Ltd. N/A N/A 2,000 206,521
Bridgewater U.S. Inflation-Linked Bond Fund N/A N/A 75 165,691
U.S. Treasury - Inflation Index 01/15/25 2.375 121,257 159,689
U.S. Treasury - Inflation Index 02/15/41 2.125 90,389 129,003
U.S. Treasury - Inflation Index 02/15/40 2.125 77,063 109,382
Brigade Distressed Value Offshore Fund Ltd. N/A N/A 100 103,979
Total of 10 Largest Holdings 3,073,512
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