Updated: University of California Retirement Plan Fixed Income - Updated 2-19-2010

8/14/2019 Updated: University of California Retirement Plan Fixed Income - Updated 2-19-2010

1/116

UNIVERSITY OF CALIFORNIA RETIREMENT PLANPRIVATE EQUITY

December 31, 2004

ISSUER SHARES MARKET VALUE

ACCEL VIII 99,541 5,341,280AIG ASIAN INFRASTRUCTURE 501,235 2,400,414AIG ASIAN INFRASTRUCTURE II 547,528 24,428,500AIG GE CAP LATIN AMER 728,078 41,732,728AIG INDIAN SEC. EQUITY 89,698 4,722,241ALTA S D III 74,000 1,798,792ARCH VENTURE FUND VI 13,688 1,041,578ARSENAL CAPITAL PARTNERS QPF 100,722 6,693,464BAIN CAPITAL FUND VIII 153,300 3,503,978BAIN CAPITAL FUND VIII COINVESTM 13,505 1,350,500BLACKSTONE CAPITAL PARTNERS IV 177,795 19,038,000CHINA VEST IV 146,000 1,374,882CLEARSTONE VENTURE PARTNERS IIIA 14,000 1,400,000DARWIN VENTURE CAPITAL FUND 2,359 235,864DE NOVO VENTURES II LP 34,509 2,846,054DOLL CAPITAL MANAGEMENT 7,300 730,000DOMAIN PARTNERS VI, LP 10,353 912,111FORTRESS INVESTMENT FUND III LP 7,826 782,614

FREMONT PARTNERS III LP 60,555 3,317,788GENSTAR CAPITAL PARTNERS IV, L.P 5,125 512,548GLENCOE CAPITAL INSTITUTIONAL PA 7,097 701,505GLENCOE CAPITAL PARTNERS III LP 30,003 3,016,676GLOBESPAN CAPITAL PARTNERS IV 31,224 2,516,460GOLDER THOMA CRESSEY III 127,275 153,366GOLDER THOMA CRESSEY IV 179,848 189,200GOLDER THOMA CRESSEY V 280,218 19,309,847GRANITE GLOBAL VENTURES II, L.P. 17,500 1,750,000HUMMER WINBLAD III 70,155 1,148,016INSTITUTIONAL VENTURE IV 106,440 1,880,050INSTITUTIONAL VENTURE V 97,137 55,368INSTITUTIONAL VENTURE VI 82,900 1,002,676

INSTITUTIONAL VENTURE VII 125,790 6,314,155INSTITUTIONAL VENTURE VIII 211,058 4,146,858INTERSOUTH PARTNERS V 131,400 8,444,158INTERSOUTH PARTNERS VI, L.P. 24,420 1,311,354INTERWEST PARTNERS IV 85,600 153,566INTERWEST PARTNERS V 124,680 2,130,657INTERWEST PARTNERS VI 106,004 2,093,261INTERWEST PARTNERS VII 106,554 4,502,876INTERWEST PARTNERS VIII 315,000 22,209,705INVERNESS PARTNERS II L.P. 31,993 2,993,137INVESTMENT CO OF CHINA 940,000 977,600KELSO INVESTMENT ASSOCIATES VII 6,087 381,451KODIAK VENTURE PARTNERS III 10,507 921,774KPCBUCRS 675,025 51,928,323LAKE CAPITAL PARTNERS LP 28,766 2,715,411LATIN AMER CAP PART II 374,983 16,951,284LIGHTHOUSE CAPITAL PARTNERS V LP 37,000 3,513,742LINDSAY GOLDBERG & BESSEMER L.P. 48,535 3,713,303MADISON DEARBORN CAPITAL IV, LP 213,552 21,421,596MAYFIELD VIII 83,000 1,896,384MPAE V 81,033 1,783NOVAK BIDDLE VENTURE PARTNERS IV 2,190 219,000OLYMPUS GROWTH FUND IV, L.P. 67,738 6,492,939OXFORD BIOSCIENCE III 165,750 8,864,310

Source: University of California, Office of the Treasurer of the Regents


2/116


December 31, 2004


OXFORD BIOSCIENCE PARTNERS IV 143,438 10,726,256PALOMAR VENTURES III, L.P. 7,350 735,000PERSEUS 2000 EXPANSION 20,963 2,273,890PERSEUS-SOROS BIOPHARMACEUTICAL 44,177 3,949,966POLARIS VENTURE PARTNERS III 149,696 9,053,315

POLARIS VENTURE PARTNERS IV 46,250 3,921,584REDPOINT VENTURES I 183,750 4,945,999REDPOINT VENTURES II 144,451 9,742,897RIPPLEWOOD PARTNERS II, L.P. 37,694 3,039,284SEQUOIA UCRP 850,623 94,773,864SKM EQUITY FUND II 373,218 15,522,875SPC PARTNERS III, L.P. 36,366 3,637,552TECHNOLOGY VENTURE IV 100,080 848,578VENTURE STRATEGY PARTNERS II 110,700 5,061,425VENTURE STRATEGY PARTNERS III 105,000 1,050,000VERSANT VENTURES I 133,000 13,936,804VERSANT VENTURES II 114,750 10,135,523WARBURG PINCUS PRIVATE EQTY VIII 357,351 30,178,544

WCAS CAPITAL PARTNERS II 155,400 4,004,869WCAS VI 364,600 7,302,209WCAS VII 698,947 15,929,701WELSH CARSON CP III 1,260,000 66,510,688

TOTAL PRIVATE EQUITY 647,465,950

Source: University of California, Office of the Treasurer of the Regents


3/116

Source: University of California, Office of the Treasurer

University of California Retirement PlanFixed Income Portfolio

December 31, 2002

DESCRIPTION PAR VALUE RATE MATURITY MARKET VALU

ABBOTT LABORATORIES NC 10,000,000 5.625 7/1/06 10,885,30

ALCOA INC NC 14,000,000 5.375 1/15/13 14,835,52

ALLSTATE CORP NC 24,000,000 7.200 12/1/09 27,831,60

ALLSTATE CORP. NC 13,000,000 6.900 5/15/2038 14,314,43AMERICAN GENERAL CAP II NC 29,000,000 8.500 7/1/2030 37,789,90

AMERICAN GENERAL INST CAP A NC 37,500,000 7.570 12/1/2045 44,584,12

ANADARKO FINANCE NC 27,500,000 7.500 5/1/2031 32,693,65

AOL TIME WARNER INC NC 26,000,000 6.875 5/1/12 27,462,24



ATHABASCA OIL SANDS NC 20,000,000 8.200 4/1/27 23,514,87

AXA NC 31,000,000 8.600 12/15/2030 35,400,14

BECTON DICKINSON NC 37,000,000 7.000 8/1/27 41,766,71

BELLSOUTH CORP NC 5,000,000 5.000 10/15/06 5,347,80

BELLSOUTH CORP NC 29,000,000 6.875 10/15/2031 32,491,60

BOMBARDIER NC 18,200,000 7.350 12/22/26 8,651,92

BRITISH TEL PLC NC 12,000,000 8.375 12/15/10 14,414,28

BRITISH TEL PLC NC 38,000,000 8.875 12/15/2030 48,427,20

BURLINGTON RESOURCES NC 24,300,000 9.875 6/15/10 31,376,55

CANADIAN NATL RAILROAD NC 22,000,000 6.800 7/15/18 24,252,14

CANADIAN NATL RAILROAD NC 38,525,000 6.900 7/15/28 43,621,85

CARNIVAL CORP NC 23,500,000 7.200 10/1/23 23,552,73

CCCIT 2001-A6 A6 6,000,000 5.650 6/15/06 6,552,84

CELULOSA ARAUCO NC 41,632,000 7.750 9/13/11 45,986,29

CEMEX S A PT09 50,000,000 9.625 10/1/09 55,125,00

CHAMT 2001-4 A 6,000,000 5.500 11/15/08 6,530,76

CHILE REP NC 11,000,000 7.125 1/11/12 12,403,49

CITIGROUP INC NC 16,500,000 5.500 8/9/06 17,815,54

CITIGROUP INC NC 35,000,000 6.000 2/21/12 38,467,45CLEAR CHANNEL COMMUNICATIONS NC 34,750,000 7.650 9/15/10 39,324,49

CODELCO INC NC 21,000,000 6.375 11/30/12 22,101,87

DCAT 2001-B A4 4,000,000 5.320 6/1/04 4,233,36

EATON CORP NC 10,650,000 8.100 8/15/22 12,240,01

EMERSON ELECTRIC NC 16,000,000 7.125 8/15/10 18,596,64

FEDERAL HOME LOAN BANK 186,000,000 5.375 2/15/07 203,978,76

FGCI POOL #E01084 20,997,729 5.500 1/1/17 21,770,96

FGCI POOL #E01098 48,842,773 6.000 2/1/17 51,015,94

FGCI POOL #E01251 28,794,189 5.500 11/1/17 29,866,26

FGCI POOL #G11212 14,390,648 6.500 11/1/16 15,138,68

FHLG POOL #C62885 33,404,488 6.500 1/1/2032 34,816,44

FHLG POOL #G01317 23,814,120 7.000 10/1/2031 24,977,80FHLG POOL #G01323 32,936,677 7.000 9/1/2031 34,499,06

FHLG POOL #G01324 18,815,900 7.000 10/1/2031 19,708,45

FHLG POOL #G01391 100,594,758 7.000 4/1/2032 105,510,35


4/116



December 31, 2002


FHR 2422 DM 45,000,000 6.500 4/15/28 47,165,18

FHR 2484 PA 51,227,643 6.000 4/15/22 53,647,69

FHR 2484 VA 9,696,984 6.000 9/15/12 10,293,35

FHR 2494 CD 13,750,000 5.500 8/15/14 14,624,99FHR 2501 MA 17,000,000 5.500 3/15/12 17,767,28

FHR 2509 TA 11,000,000 5.500 10/15/09 11,421,50

FIRSTENERGY CORP NC 24,000,000 5.500 11/15/06 24,135,12



FNCI 5 1/2 TBA 60,000,000 5.500 1/5/18 61,396,87

FNCI POOL #254308 5,097,908 6.500 5/1/17 5,376,45

FNCI POOL #254373 13,928,734 6.500 7/1/17 14,689,79

FNCI POOL #545125 29,673,250 6.000 8/1/16 31,001,06

FNCI POOL #545296 32,533,757 6.000 11/1/16 33,989,57

FNCI POOL #581853 62,829,957 6.000 7/1/16 65,641,46

FNCI POOL #598444 5,473,933 6.500 6/1/17 5,773,02

FNCI POOL #609541 11,152,776 6.500 10/1/16 11,748,26

FNCI POOL #612304 59,916,559 6.000 10/1/16 62,597,70

FNCI POOL #639018 5,529,155 6.500 4/1/17 5,831,26

FNCI POOL #650503 16,026,900 6.500 6/1/17 16,902,59

FNCI POOL #651388 5,499,887 6.500 8/1/17 5,800,39

FNCI POOL #673022 61,839,544 5.500 12/1/17 64,129,22

FNMA POOL #555139 78,685,000 6.500 10/1/2032 81,979,93

FNMA POOL #254146 40,396,775 6.000 1/1/2032 41,770,30

FNMA POOL #254548 42,928,457 5.500 12/1/2032 43,818,91

FNMA POOL #516493 2,438,765 6.000 6/1/29 2,520,98

FNMA POOL #535811 7,503,625 6.500 4/1/2031 7,804,48

FNMA POOL #535911 22,444,849 6.500 5/1/2031 23,328,53

FNMA POOL #545506 31,024,702 7.000 2/1/2032 32,610,11FNMA POOL #581706 21,143,778 6.500 7/1/2031 21,991,55

FNMA POOL #581861 26,016,855 6.500 7/1/2031 27,060,01

FNMA POOL #581975 21,883,104 6.500 8/1/2031 22,760,52

FNMA POOL #585628 60,090,095 6.500 6/1/2031 62,499,44

FNMA POOL #591189 11,759,218 6.500 8/31/2031 12,230,71

FNMA POOL #591497 16,468,896 6.500 9/1/2031 17,129,22

FNMA POOL #592020 27,670,313 6.500 6/1/2031 28,779,77

FNMA POOL #597249 39,186,081 6.500 9/1/2031 40,757,27

FNMA POOL #597384 42,866,271 6.500 6/1/2031 44,585,02

FNMA POOL #597545 10,829,016 6.500 9/1/2031 11,263,21

FNMA POOL #597699 42,003,608 6.500 9/1/2031 43,687,77


FNMA POOL #620451 17,305,161 6.500 1/1/2032 17,999,02

FNMA POOL #633857 10,783,688 7.000 3/1/2032 11,334,75


5/116



December 31, 2002


FNMA POOL #635030 43,838,332 6.500 5/1/2032 45,658,65

FNMA POOL #640008 24,708,008 7.000 4/1/2032 25,970,62

FNMA POOL #672415 11,672,306 6.500 9/1/2032 12,156,98


FNMA POOL #676739 15,089,273 6.000 1/1/2033 15,619,75

FNMA POOL #676740 19,114,643 6.000 1/1/2033 19,786,64

FNMA POOL #676868 10,329,704 6.000 1/1/2033 10,690,44

FNMA-BENCHMARK 65,000,000 4.000 11/17/06 66,101,75

FNMA-BENCHMARK 68,000,000 5.000 1/15/07 73,712,68

FNMA-BENCHMARK 83,000,000 5.250 1/15/09 90,724,81

FNMA-BENCHMARK 85,000,000 5.500 3/15/11 93,249,25

FNMA-DUS POOL #382064 7,645,739 7.030 11/1/09 8,854,22

FNMA-DUS POOL #383233 7,967,764 6.275 3/1/2031 8,953,53

FNMA-DUS POOL #383428 6,868,763 6.080 5/1/11 7,607,15

FNMA-POOL #627118 74,278,170 7.000 3/1/2032 78,073,89

FNMA-POOL #627131 75,749,864 7.000 3/1/2032 79,620,79

FNR 02-09 PB 36,000,000 6.000 11/25/14 37,879,81

FNR 02-18 VA 14,258,642 6.500 2/25/13 15,095,73

FNR 02-29 VA 14,347,542 6.500 2/15/13 15,178,05

FNR 02-33 VA 9,558,614 6.500 6/25/13 10,045,64

G2SF POOL#TBA 39,000,000 6.000 1/3/28 40,566,09

GENERAL ELECTRIC NC 20,000,000 4.625 9/15/09 20,550,20

GENERAL ELECTRIC NC 40,000,000 6.000 6/15/12 43,122,80

GENERAL ELECTRIC CAPITAL NC 52,000,000 6.125 2/22/11 56,209,92

GENERAL ELECTRIC CAPITAL NC 57,000,000 6.750 3/15/2032 63,177,66

GEORGIA POWER NC 15,000,000 5.125 11/15/12 15,468,90

GNMA-I POOL #523006 10,283,047 6.500 2/15/2032 10,802,24

GNMA-I POOL #546959 3,089,014 7.000 9/15/2031 3,267,91GNMA-I POOL #550274 9,003,998 7.000 8/15/2031 9,525,45

GNMA-I POOL #551683 8,798,156 7.000 10/15/2031 9,307,69

GNMA-I POOL #552383 17,398,654 6.000 2/15/2032 18,135,92

GNMA-I POOL #569552 24,216,371 6.000 1/15/2032 25,230,90

GNMA-I POOL #569569 24,860,397 6.000 1/15/2032 25,913,86

GNMA-I POOL #569703 35,571,562 6.500 2/15/2032 37,367,60

GNMA-I POOL #570142 38,952,030 6.000 12/15/2031 40,583,90

GNMA-I POOL #572861 10,170,653 6.500 2/15/2032 10,672,27

GNMA-I POOL #586579 3,587,665 6.500 5/15/2032 3,768,80

GNMA-I POOL #780933 32,042,945 7.000 12/15/28 34,106,96

GNMA-I POOL #781029 34,136,704 6.500 5/15/29 35,984,88

GNMA-I POOL #781130 35,995,818 7.000 1/15/2030 38,269,46GNMA-II POOL #2824 7,766,516 7.000 10/20/29 8,181,47

GNMA-II POOL #2957 19,687,914 7.500 8/20/2030 20,856,09

GNMA-II POOL #2958 8,322,931 8.000 8/20/2030 8,889,72


6/116


7/116



December 31, 2002


PEMEX PROJECT NC 6,000,000 8.000 11/15/11 6,450,00

RESOLUTION TRUST FUNDING NC 38,700,000 8.625 1/15/21 54,777,14

SBC COMMUNICATIONS NC 35,000,000 5.875 8/15/12 37,939,65

SEARIVER MARITIME INC. 198,815,000 0.000 9/1/12 130,225,44SPIEKER PROP. REIT NC 30,250,000 7.250 5/1/09 33,168,52

STARWOOD HOTELS NC 17,000,000 7.875 5/1/12 16,787,50

STATE STREET INSTL CAP A NC06 25,500,000 7.940 12/30/26 29,438,98

STATE STREET INSTL CAP B NC07 39,000,000 8.035 3/15/27 44,461,95

TELEFONOS MEXICO NC 55,000,000 8.250 1/26/06 60,225,00

TIME WARNER ENTERTAINMENT NC 14,500,000 8.875 10/1/12 17,272,83

TIME WARNER INC. NC 20,500,000 9.150 2/1/23 23,188,57

TOYOTA MTR CRED NC 4,000,000 5.650 1/15/07 4,330,44

TRANSCANADA PIPELINE NC 41,320,000 8.290 2/5/26 29,220,29




TREASURY INFLATION INDEX NC 157,188,000 3.000 7/15/12 168,446,30












TREASURY INFLATION INDEX NC 45,000,000 3.875 1/15/09 55,449,40TREASURY INFLATION INDEX NC 178,818,000 3.875 4/15/29 241,134,85




U.S.BANCORP CAP A SEC. NC06 33,000,000 8.270 12/15/26 38,081,67

UNITED MEXICAN STATES NC 51,000,000 8.125 12/30/19 53,868,75



UNIVISION COMM INC NC 27,000,000 7.850 7/15/11 30,250,37

US BANK NA NC 51,000,000 6.375 8/1/11 57,180,18

US TREASURY BOND NC 521,442,000 5.250 11/15/28 544,458,45

US TREASURY BOND NC 40,000,000 5.500 8/15/28 43,200,80US TREASURY BOND NC 341,000,000 6.000 2/15/26 390,745,08




8/116



December 31, 2002




US TREASURY NOTE NC 16,600,000 4.000 11/15/12 16,836,05

US TREASURY NOTE NC 178,000,000 4.875 2/15/12 193,308,00US TREASURY NOTE NC 175,000,000 5.750 8/15/10 201,264,00



US TREASURY(INTPT)STRIPS 184,000,000 0.000 2/15/11 133,808,48








VERIZON MARYLAND INC NC 25,000,000 6.125 3/1/12 27,035,50

VERIZON NY INC. NC 50,370,000 7.375 4/1/2032 57,845,41

VESSEL MGMT SVC TITLE XI 14,937,500 6.080 5/20/24 16,290,24

VODAFONE GROUP NC 49,000,000 7.750 2/15/10 57,731,31

WACHOVIA CAPITAL SEC. NC07 39,000,000 7.965 6/1/27 40,660,80

WAL-MART STORES NC 41,000,000 6.875 8/10/09 48,162,70

WELLS FARGO & CO NC 10,000,000 6.450 2/1/11 11,203,40

WESTERN ATLAS NC 16,000,000 8.550 6/15/24 20,224,04

WISCONSIN ENERGY CORP NC 29,000,000 5.500 12/1/08 31,125,41

WYETH NC 17,000,000 6.250 3/15/06 18,407,43

WYETH NC 49,327,000 6.700 3/15/11 54,642,97

ZENECA NC 6,000,000 7.000 11/15/23 7,032,60

Total Fixed Income Portfolio 11,667,781,74Cash and equivalents 207,378,00

Total University of California Fixed Income Portfolio 11,875,159,74


9/116

Source: University of California: Office of the Treasurer

University of California Retirement PlanU.S. Equity

December 31, 2002


ISHARES RUSS3000 1,627,000 79,657,920RUSSELL 3000 INDEX FUND 87,162,923 5,597,428,580RUSSELL 3000 INDEX TRANS FUNDS 191,550,262 12,300,974,701

PRIVATE EQUITY DISTRIBUTIONS 78,532 556,227Total U.S. Equity 17,978,617,428

% of Portfolio 86.75%


10/116


University of California Retirement PlanNon-U.S. EquityDecember 31, 2002


CGI EMERGING MARKETS GF 4,680,717 192,798,746EAFE INDEX FUND 28,068,394 1,781,802,051GENESIS EMERGING MARKETS 543,487 76,553,441

TEMPLETON EMERGING MKTS 4,511,938 36,546,699Total Non-U.S. Equity 2,087,700,937



11/116


University of California Retirement PlanPrivate Equity

December 31, 2002


ACCEL VIII 72,630 4,313,496AIG ASIAN INFRASTRUCTURE 495,656 14,122,229AIG ASIAN INFRASTRUCTURE II 484,202 28,595,017

AIG GE CAP LATIN AMER 673,124 43,014,617AIG INDIAN SEC. EQUITY 86,155 7,132,030ALTA S D II 62,090 3,545ALTA S D III 74,000 2,394,270CHINA VEST IV 146,000 7,167,724GOLDER THOMA CRESSEY III 127,275 3,960,925GOLDER THOMA CRESSEY IV 179,848 1,266,310GOLDER THOMA CRESSEY V 280,218 20,534,962HUMMER WINBLAD III 70,155 1,337,014INSTITUTIONAL VENTURE IV 106,440 1,961,476INSTITUTIONAL VENTURE V 97,137 196,217INSTITUTIONAL VENTURE VI 82,900 1,498,749INSTITUTIONAL VENTURE VII 125,790 9,263,176INSTITUTIONAL VENTURE VIII 211,058 12,308,451

INTERSOUTH PARTNERS V 90,900 6,969,030INTERWEST PARTNERS IV 85,600 648,848INTERWEST PARTNERS V 124,680 2,467,791INTERWEST PARTNERS VI 106,004 8,876,669INTERWEST PARTNERS VII 94,833 4,695,259INTERWEST PARTNERS VIII 157,500 10,672,200INVERNESS PARTNERS II L.P. 8,683 868,300INVESTMENT CO OF CHINA 940,000 2,190,200KPCB II 65,150 720,689KPCB II ANNEX FUND 13,275 36,214KPCB IV 87,800 455,682KPCB IX-A 119,000 5,346,075KPCB VI 117,350 676,053KPCB VII 105,000 2,285,745KPCB VIII 140,000 6,167,140KPCB X-A 85,500 5,898,902LAKE CAPITAL PARTNERS LP 5,602 560,235LATIN AMER CAP PART II 376,069 19,618,407LINDSAY GOLDBERG & BESSEMER L.P. 7,591 736,028MAYFIELD VI 131,100 796,433MAYFIELD VII 110,450 1,468,322MAYFIELD VIII 83,000 4,188,512MPAE V 81,033 290,179OXFORD BIOSCIENCE III 144,500 12,291,893OXFORD BIOSCIENCE PARTNERS IV 53,125 4,622,034PERSEUS-SOROS BIOPHARMACEUTICAL 25,992 2,611,594

POLARIS VENTURE PARTNERS III 112,200 7,475,437POLARIS VENTURE PARTNERS IV 5,550 543,939REDPOINT VENTURES I 157,500 6,841,643REDPOINT VENTURES II 84,376 5,538,408RIPPLEWOOD PARTNERS II, L.P. 14,856 1,429,925SEQUOIA CAPITAL FRANCHISE 113,178 4,501,644SEQUOIA CAPITAL GROWTH 79,876 398,741SEQUOIA CAPITAL III 35,920 26,509SEQUOIA CAPITAL IX 108,108 2,983,348SEQUOIA CAPITAL V 50,784 394,084SEQUOIA CAPITAL VI 61,680 991,129SEQUOIA CAPITAL VII 90,815 8,445,523


12/116


University of California Retirement PlanPrivate Equity

December 31, 2002


SEQUOIA CAPITAL VIII 115,372 5,273,769SEQUOIA CAPITAL X 151,200 9,550,699SKM EQUITY FUND II 373,218 30,819,207

TECHNOLOGY VENTURE III 71,920 89,828TECHNOLOGY VENTURE IV 100,080 1,357,185VENTURE STRATEGY PARTNERS II 70,875 5,514,217VERSANT VENTURES I 112,000 10,811,920VERSANT VENTURES II 27,000 2,304,720WARBURG PINCUS PRIVATE EQTY VIII 141,751 11,444,414WCAS CAPITAL PARTNERS II 155,400 5,321,984WCAS CAPITAL PARTNERS III 1,120,000 121,792,160WCAS VI 364,600 13,768,390WCAS VII 698,947 41,058,244

Total Private Equity 563,905,709



13/116


University of California Retirement PlanTotal Equity

December 31, 2002


Total Equities 20,630,224,074

Cash and equivalents 94,446,000% of Portfolio 0.46%

Total University of California Retirement Plan Equity Portfolio 20,724,670,074


14/116


UNIVERSITY OF CALIFORNIA RETIREMENT PLANFixed Income Portfolio

December 31, 2003

DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUALCAN INC NC 6,000,000 5.200 1/15/2014 6,064,86ALCAN INC NC 11,500,000 6.125 12/15/2033 11,563,94ALCOA INC NC 5,000,000 5.375 1/15/2013 5,186,40ALLSTATE CORP NC 24,000,000 7.200 12/1/2009 27,669,84AMERICAN ELECTRIC POWER NC 7,000,000 5.250 6/1/2015 6,789,65AMERICAN GENERAL CAP II NC 15,000,000 8.500 7/1/2030 19,522,20AMERICAN INTERNATIONAL GROUP NC 42,000,000 4.250 5/15/2013 39,727,37ANADARKO FINANCE NC 23,500,000 7.500 5/1/2031 27,481,60AOL TIME WARNER INC NC 15,000,000 6.875 5/1/2012 16,861,50AOL TIME WARNER INC NC 26,000,000 7.625 4/15/2031 29,842,80AOL TIME WARNER INC NC 10,000,000 7.700 5/1/2032 11,639,10ARCEL FINANCE LIMITED NC 7,000,000 7.048 9/1/2011 7,210,00AT&T WIRELESS NC 11,500,000 8.125 5/1/2012 13,417,39ATHABASCA OIL SANDS NC 20,000,000 8.200 4/1/2027 23,490,34BECTON DICKINSON NC 7,000,000 4.900 4/15/2018 6,748,91BECTON DICKINSON NC 34,000,000 7.000 8/1/2027 38,614,14

BELLSOUTH CORP NC 21,000,000 6.875 10/15/2031 23,151,02BP CAP MKTS AMER NC 15,000,000 4.200 6/15/2018 13,599,57BRITISH SKY BROADCASTING NC 2,000,000 8.200 7/15/2009 2,381,28BRITISH SKY BROADCASTING GRO NC 5,000,000 6.875 2/23/2009 5,628,55BRITISH TEL PLC NC 24,500,000 8.875 12/15/2030 31,837,74BURLINGTON RESOURCES NC 24,300,000 9.875 6/15/2010 31,496,64CANADIAN NATL RAILROAD NC 22,000,000 6.800 7/15/2018 24,694,78CANADIAN NATL RAILROAD NC 21,025,000 6.900 7/15/2028 23,369,07CELULOSA ARAUCO NC 40,632,000 7.750 9/13/2011 46,957,59CEMEX S A PT09 50,000,000 9.625 10/1/2009 60,500,00CENTEX NC 14,000,000 5.125 10/1/2013 13,783,56CENTEX NC 3,500,000 5.800 9/15/2009 3,754,41

CIA BRASIL DE BEBIDAS NC 24,200,000 8.750 9/15/2013 25,652,00CINCINNATI GAS & ELEC NC 14,000,000 5.375 6/15/2033 12,473,02CITIGROUP NC 40,000,000 6.000 10/31/2033 40,029,99CITIGROUP INC NC 6,000,000 3.500 2/1/2008 6,018,12CITIGROUP INC NC 35,000,000 6.000 2/21/2012 38,190,25CITIGROUP INC NC 8,500,000 6.625 6/15/2032 9,227,77CLEAR CHANNEL COMMUNICATIONS NC 24,750,000 7.650 9/15/2010 28,898,59CODELCO INC NC 12,000,000 5.500 10/15/2013 12,177,48CODELCO INC NC 15,000,000 6.375 11/30/2012 16,231,82COMCAST CORP NC 22,500,000 5.300 1/15/2014 22,396,27COMCAST CORP NC 10,000,000 5.850 1/15/2010 10,687,30COMCAST CORP NC 19,200,000 6.500 1/15/2015 20,871,16

COMCAST CORP NC 20,000,000 7.050 3/15/2033 21,695,00COMCAST CORP NC 4,500,000 7.050 3/15/2033 4,881,37CONS EDISON CO OF NY NC 5,000,000 5.875 4/1/2033 5,034,63COSOLIDATED NATURAL GAS NC 12,000,000 5.000 3/1/2014 11,953,44


15/116


16/116



December 31, 2003

DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUFIRSTENERGY CORP NC 9,500,000 7.375 11/15/2031 9,681,54FLORIDA POWER NC 10,000,000 5.100 12/1/2015 9,937,90

FNARM POOL #758810 8,000,000 4.929 11/1/2033 8,123,67FNCI POOL #254308 2,575,074 6.500 5/1/2017 2,728,25FNCI POOL #254373 7,636,948 6.500 7/1/2017 8,091,24FNCI POOL #254719 35,349,204 4.500 4/1/2018 35,460,12FNCI POOL #254804 13,991,936 5.500 7/1/2018 14,524,82FNCI POOL #545125 12,133,029 6.000 8/1/2016 12,729,83FNCI POOL #545296 13,177,789 6.000 11/1/2016 13,825,98FNCI POOL #555813 24,600,169 4.000 10/1/2018 24,013,69FNCI POOL #581853 25,500,029 6.000 7/1/2016 26,754,33FNCI POOL #598444 2,341,502 6.500 6/1/2017 2,480,79FNCI POOL #639018 3,108,267 6.500 4/1/2017 3,293,16FNCI POOL #645562 5,481,601 6.500 6/1/2032 5,733,23FNCI POOL #650503 8,809,986 6.500 6/1/2017 9,334,06FNCI POOL #651388 3,731,973 6.500 8/1/2017 3,953,97FNCI POOL #652610 21,811,973 5.000 4/1/2018 22,296,19FNCI POOL #681357 21,919,427 5.000 3/1/2018 22,406,03FNCI POOL #681405 20,070,794 5.000 3/1/2018 20,516,36FNCI POOL #687579 1,876,790 6.500 4/1/2033 1,964,71FNCI POOL #689076 3,829,777 5.000 6/1/2018 3,914,79FNCI POOL #689080 21,865,374 5.000 6/1/2018 22,350,78FNCI POOL #689584 7,732,074 5.500 2/1/2018 8,026,55FNCI POOL #689613 5,689,268 4.500 5/1/2018 5,707,12FNCI POOL #689619 2,766,355 4.500 6/1/2018 2,775,03FNCI POOL #689620 7,498,436 5.000 6/1/2018 7,664,90FNCI POOL #689621 9,653,019 4.500 6/1/2018 9,683,30FNCI POOL #694431 33,199,690 5.000 3/1/2018 33,936,72FNCI POOL #695916 32,400,552 5.000 5/1/2018 33,119,84FNCI POOL #702895 56,368,262 5.000 4/1/2018 57,619,63FNCI POOL #704939 5,535,175 5.500 4/1/2018 5,745,98FNCI POOL #709844 14,366,547 5.000 5/1/2018 14,685,48FNCI POOL #730016 19,461,809 4.000 4/1/2018 18,997,83FNCI POOL #737040 3,966,209 4.500 10/1/2018 3,978,65FNCI POOL #737043 4,114,230 4.500 10/1/2018 4,127,14FNCI POOL #738691 3,327,178 6.000 10/1/2033 3,443,94FNCI POOL #747799 32,429,412 5.500 12/1/2018 33,664,50FNCI POOL #748727 7,897,174 5.500 10/1/2018 8,197,94FNCI POOL #755497 9,952,968 5.500 11/1/2018 10,332,03

FNCL POO1 #748794 14,987,370 6.500 11/1/2033 15,689,49FNCL POOL #545759 28,437,780 6.500 7/1/2032 29,735,11FNCL POOL #555329 36,177,414 5.000 4/1/2033 35,866,40FNCL POOL #555590 18,924,150 5.500 3/1/2033 19,210,84FNCL POOL #656563 27,234,898 5.500 3/1/2033 27,647,50


17/116



December 31, 2003

DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUFNCL POOL #662707 4,975,636 6.500 10/1/2032 5,204,04FNCL POOL #662950 10,489,726 6.500 2/1/2033 10,971,25

FNCL POOL #669991 1,702,701 5.500 2/1/2033 1,728,49FNCL POOL #676904 3,293,861 6.000 1/1/2033 3,407,88FNCL POOL #676919 3,022,465 6.000 1/1/2033 3,127,09FNCL POOL #676956 18,335,930 5.000 1/1/2033 18,179,06FNCL POOL #677508 4,865,663 6.000 1/1/2033 5,036,42FNCL POOL #677685 13,157,040 5.000 2/1/2033 13,043,93FNCL POOL #682059 8,967,510 5.500 4/1/2033 9,103,36FNCL POOL #683160 4,567,160 6.000 2/1/2033 4,727,44FNCL POOL #684687 41,501,931 6.000 2/1/2033 42,958,43FNCL POOL #684745 32,567,367 6.500 4/1/2033 34,093,08FNCL POOL #688178 15,162,196 5.500 3/1/2033 15,391,90FNCL POOL #689062 10,376,642 5.500 6/1/2033 10,533,84FNCL POOL #689100 52,089,390 5.500 2/1/2033 52,878,53FNCL POOL #689103 30,099,321 5.500 2/1/2033 30,555,31FNCL POOL #689108 35,806,848 5.500 2/1/2033 36,349,31FNCL POOL #694517 37,791,051 5.500 4/1/2033 38,363,57FNCL POOL #694517 3,197,670 5.500 10/1/2033 3,246,11FNCL POOL #694758 14,348,277 5.500 4/1/2033 14,565,65FNCL POOL #695526 49,076,784 6.000 4/1/2033 50,799,13FNCL POOL #695539 15,050,454 5.500 4/1/2033 15,278,46FNCL POOL #702449 18,487,911 6.000 6/1/2033 19,136,74FNCL POOL #703337 11,716,419 5.500 4/1/2033 11,893,92FNCL POOL #704520 22,213,246 5.500 6/1/2033 22,549,77FNCL POOL #705209 18,769,467 5.500 5/1/2033 19,053,82FNCL POOL #707281 26,415,183 6.000 5/1/2033 27,342,22FNCL POOL #709519 31,159,931 5.500 6/1/2033 31,631,99FNCL POOL #710141 10,422,079 5.500 5/1/2033 10,579,97FNCL POOL #711213 8,552,652 5.500 6/1/2033 8,682,22FNCL POOL #720111 39,593,548 4.500 7/1/2033 37,944,46FNCL POOL #721211 17,655,479 5.000 6/1/2033 17,503,69FNCL POOL #726054 18,544,193 5.500 6/1/2033 18,825,13FNCL POOL #733578 19,894,884 5.000 8/1/2033 19,723,84FNCL POOL #743832 19,895,651 5.500 11/1/2033 20,197,06FNCL POOL #744234 27,573,217 5.500 10/1/2033 27,990,94FNCL POOL #747817 39,760,702 4.500 11/1/2018 39,885,46FNCL POOL #748737 31,885,874 6.000 10/1/2033 33,004,90FNCL POOL #748767 22,065,253 6.500 11/1/2033 23,098,96

FNCL POOL #748768 6,785,466 7.000 11/1/2033 7,183,88FNCL POOL #748793 47,080,443 6.000 11/1/2033 48,732,72FNCL POOL #748795 8,090,778 7.000 11/1/2033 8,565,83FNCL POOL #749770 15,141,469 6.000 11/1/2033 15,672,85FNCL POOL #752574 19,815,180 5.500 11/1/2033 20,115,37


18/116



December 31, 2003

DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUFNCL POOL #753412 15,565,124 5.500 11/1/2033 15,800,93FNCL POOL #753466 9,329,827 5.500 11/1/2033 9,471,17

FNCL POOL 696940 14,438,549 5.500 4/1/2033 14,657,29FNMA PL #516493 1,112,816 6.000 6/1/2029 1,151,73FNMA POOL #254146 19,461,257 6.000 1/1/2032 20,129,98FNMA POOL #254147 2,302,978 6.500 1/1/2032 2,408,02FNMA POOL #545506 12,397,301 7.000 2/1/2032 13,110,97FNMA POOL #545872 39,061,349 6.500 7/1/2032 40,854,44FNMA POOL #555139 31,018,426 6.500 10/1/2032 32,442,31FNMA POOL #555273 2,298,069 6.500 12/1/2032 2,402,88FNMA POOL #581706 7,190,153 6.500 7/1/2031 7,518,11FNMA POOL #597545 4,125,946 6.500 9/1/2031 4,314,14FNMA POOL #597699 13,045,577 6.500 9/1/2031 13,640,61FNMA POOL #610324 30,189,303 6.500 10/1/2031 31,566,31FNMA POOL #614359 10,991,995 6.500 12/1/2031 11,493,36FNMA POOL #633857 6,526,518 7.000 3/1/2032 6,902,23FNMA POOL #635030 19,180,993 6.500 5/1/2032 20,061,48FNMA POOL #640008 10,219,531 7.000 4/1/2032 10,807,83FNMA POOL #672415 8,383,553 6.500 9/1/2032 8,768,39FNMA POOL #673596 17,860,697 6.000 1/1/2033 18,478,98FNMA POOL #676633 64,038,350 6.000 12/1/2032 66,255,19FNMA POOL #676739 13,194,972 6.000 1/1/2033 13,651,74FNMA POOL #676740 16,326,829 6.000 1/1/2033 16,892,02FNMA POOL #676868 8,906,170 6.000 1/1/2033 9,214,47FNMA POOL #753077 4,904,046 6.500 12/1/2033 5,133,79FNMA TBA 25,000,000 4.000 1/1/2034 24,355,47FNMA-BENCHMARK C 7/06 47,000,000 4.375 7/17/2013 44,943,75FNMA-BENCHMARK C 2/06 44,400,000 4.750 2/21/2013 43,689,15FNMA-BENCHMARK NC 68,000,000 5.000 1/15/2007 72,584,55FNMA-BENCHMARK NC 83,000,000 5.250 1/15/2009 89,277,29FNMA-POOL #627118 32,337,566 7.000 3/1/2032 34,199,13FNR 02-18 VA 13,212,398 6.500 2/25/2013 13,607,09FNR 02-29 VA 13,298,598 6.500 2/15/2013 13,690,09FNR 02-33 VA 8,762,016 6.500 6/25/2013 9,126,92FNR 03-18 PA 12,379,377 4.000 7/25/2032 12,270,98FNR 03-19 ME 9,426,844 4.000 3/25/2031 9,557,59FNR 03-42 CA 5,284,484 4.000 5/25/2033 5,239,48FNR 03-58 MC 12,106,568 3.750 7/25/2033 10,711,28FNR 03-63 GU 15,000,000 4.000 7/25/2033 15,117,66

FNR 03-63 TJ 56,269,671 3.000 8/25/2032 53,487,69FNR 2003-20 4,967,944 4.500 3/25/2031 5,052,59FORD MOTOR CREDIT NC 28,400,000 6.625 10/1/2028 25,932,60FORD MOTOR CREDIT NC 22,000,000 7.000 10/1/2013 23,088,99FORD MOTOR CREDIT NC 3,000,000 7.375 2/1/2011 3,256,26


19/116



December 31, 2003

DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUFORD MOTOR CREDIT NC 25,300,000 7.450 7/16/2031 25,524,91FREDDIE MAC NC 41,000,000 4.000 6/12/2013 38,290,71

FREDDIE MAC NC 88,750,000 4.875 11/15/2013 89,642,82FREDDIE MAC NC 85,550,000 5.875 3/21/2011 92,618,99GENERAL ELECTRIC CAPITAL NC 57,000,000 6.750 3/15/2032 63,325,29GENERAL ELECTRIC COMPANY NC 106,000,000 5.000 2/1/2013 107,076,95GEORGIA POWER NC 15,000,000 5.125 11/15/2012 15,228,90GEORGIA POWER NC 5,000,000 5.750 4/15/2023 4,956,80GMAC NC 23,500,000 8.000 11/1/2031 26,283,57GMC NC 8,000,000 8.250 7/15/2023 9,033,44GMC NC 23,000,000 8.375 7/15/2033 26,686,44GNMA-I POOL #603419 15,334,879 5.500 2/15/2033 15,638,30GNMA-I POOL #781130 14,072,819 7.000 1/15/2030 14,995,43GNMA-II POOL #2824 3,009,272 7.000 10/20/2029 3,200,19GNMA-II POOL #2999 7,428,188 7.500 11/20/2030 7,931,35GNMA-II POOL #3011 4,007,723 7.500 12/20/2030 4,279,19GNMA-II POOL #3334 28,797,222 6.000 1/20/2033 29,960,28GNR 02-45 VA 16,673,457 6.000 4/20/2013 17,506,42GNR 02-46 PD 27,040,000 6.000 7/20/2007 27,810,25GNSF POOL #598267 3,813,286 6.000 6/15/2033 3,972,58GNSF POOL #612376 39,954,640 5.500 11/15/2033 40,745,20GNSF POOL #781324 12,065,211 7.000 7/15/2031 12,838,06GOLDMAN SACHS NC 30,500,000 4.750 7/15/2013 29,658,19GOLDMAN SACHS NC 25,000,000 6.125 2/15/2033 25,205,99GRAND MET INVT CORP NC 27,000,000 9.000 8/15/2011 34,432,83GRUMA SA DE CV NC 13,055,000 7.625 10/15/2007 14,034,12GRUPO TELEVISA SA NC 29,000,000 8.000 9/13/2011 32,335,00GRUPO TELEVISA SA NC 26,800,000 8.500 3/11/2032 28,140,00HAROT 2002-3 A3 2,000,000 3.000 5/18/2006 2,020,31HERTZ CORP NC 16,500,000 4.700 10/2/2006 16,711,20HILTON HOTELS NC 3,000,000 7.625 12/1/2012 3,360,00IBM NC 17,000,000 6.500 1/15/2028 18,546,32IBM CORP NC 20,000,000 4.750 11/29/2012 20,028,40IBM CORP NC 17,000,000 5.875 11/29/2032 17,096,05ILLINOIS STATE TAXABLE PENSION SNK 41,635,000 5.100 6/1/2033 38,282,13INTL BK R&D(INTPT)STRIPS 60,000,000 0.000 2/15/2016 31,336,80INTL BK R&D(PRNPT)STRIPS 32,000,000 0.000 2/15/2015 17,881,60JOHNSON & JOHNSON NC 18,000,000 4.950 5/15/2033 16,361,09KFW INTL FINANCE NC 17,000,000 5.250 6/28/2006 18,191,01

KIMBERLY CLARK DE MEX NC 30,000,000 8.875 8/1/2009 36,000,00L-3 COMMUNICATIONS CORP NC 11,000,000 6.125 1/15/2014 11,000,00LOBLAW NC 22,000,000 6.450 2/9/2028 17,631,66LOBLAW NC 25,000,000 6.650 11/8/2027 20,512,63LOBLAW CO. LTD NC 28,000,000 6.500 1/22/2029 22,588,92


20/116



December 31, 2003

DESCRIPTION PAR VALUE RATE MATURITY MARKET VALULOBLAW CO. LTD RESIDS NC 40,000,000 0.000 5/23/2031 5,421,85LOCKHEED MARTIN CORP NC 9,500,000 8.500 12/1/2029 12,412,51

LORAL NC 26,300,000 7.000 9/15/2023 28,912,37M & I CAPITAL SEC. NC06 12,200,000 7.650 12/1/2026 13,433,66MASCO NC 13,000,000 7.125 8/15/2013 14,968,85MELLON A CAPITAL SEC. C 16,500,000 7.720 12/1/2026 18,301,80MERCK NC 5,000,000 5.950 12/1/2028 5,196,25MERCK NC 11,000,000 6.400 3/1/2028 12,073,05MORGAN STANLEY NC 38,000,000 5.300 3/1/2013 38,799,51NAROT 2002-C A4 12,000,000 3.330 1/15/2008 12,260,40NISOURCE FINANCE NC 16,500,000 5.400 7/15/2014 16,711,69NORFOLK SOUTHERN NC 13,161,000 9.000 3/1/2021 17,060,60NORWEST NC 30,000,000 6.750 12/15/2027 32,741,40OHIO POWER COMPANY NC 4,445,000 6.600 2/15/2033 4,781,35PCCW-HKTC CAP NC 19,000,000 6.000 7/15/2013 19,495,58PEMEX PRJT FDG MASTER TR 144A NC 13,000,000 8.625 2/1/2022 14,332,50PEMEX PROJECT NC 4,000,000 6.125 8/15/2008 4,200,00PEMEX PROJECT NC 13,000,000 7.375 12/15/2014 13,812,50PEMEX PROJECT NC 17,000,000 8.000 11/15/2011 18,997,50PFIZER INC NC 5,000,000 4.650 3/1/2018 4,770,15PROGRESS ENERGY NC 9,000,000 7.000 10/30/2031 9,605,97PSI ENERGY INC NC 13,000,000 5.000 9/15/2013 12,842,44REPUBLIC OF BRAZIL NC 19,000,000 9.250 10/22/2010 20,425,00REPUBLIC OF BRAZIL NC 26,400,000 10.000 8/7/2011 29,436,00RFCO STRIPS NC 100,000,000 0.000 1/15/2013 65,878,70ROYAL BK SCOTLAND NC 24,500,000 4.700 7/3/2018 22,652,70ROYAL BK SCOTLAND NC 8,000,000 6.400 4/1/2009 8,811,20RYLAND GROUP NC 8,000,000 5.375 6/1/2008 8,120,00SBC COMMUNICATIONS NC 18,500,000 5.875 8/15/2012 19,567,44SEARIVER MARITIME INC. NC 103,815,000 0.000 9/1/2012 69,625,05SOUTHERN POWER NC 20,000,000 4.875 7/15/2015 19,058,60SPIEKER PROP. REIT NC 30,250,000 7.250 5/1/2009 34,670,73SPRINT NC 33,000,000 6.875 11/15/2028 31,933,76SPRINT CAP CORP NC 3,500,000 6.375 5/1/2009 3,740,97SPRINT CAP CORP NC 6,000,000 6.900 5/1/2019 6,110,82STARWOOD HOTELS NC 2,000,000 7.375 5/1/2007 2,160,00STARWOOD HOTELS NC 9,500,000 7.875 5/1/2012 10,616,25STATE STREET BANK NC 11,000,000 5.250 10/15/2018 11,021,45STATE STREET INSTL CAP B NC07 9,000,000 8.035 3/15/2027 10,286,40

STATE STREET REPO 1,113,500 0.700 1/2/2004 1,113,50SUNCOR ENERGY NC 3,000,000 5.950 12/1/2034 2,985,57SUNCOR ENERGY NC 18,000,000 5.950 12/1/2034 17,913,42TELECOM ITALIA CAPITAL NC 37,000,000 6.375 11/15/2033 37,147,63TELEFONOS MEXICO NC 15,000,000 4.500 11/19/2008 15,019,05


21/116



December 31, 2003

DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUTELEFONOS MEXICO NC 32,720,000 8.250 1/26/2006 36,025,70TIME WARNER ENTERTAINMENT NC 25,000,000 8.375 7/15/2033 31,577,25

TIME WARNER ENTERTAINMENT NC 10,500,000 8.875 10/1/2012 13,307,70TIME WARNER INC. NC 4,800,000 6.875 6/15/2018 5,285,13TOYOTA MTR CRED NC 4,000,000 5.650 1/15/2007 4,340,76TRANSCANADA PIPELINE NC 21,320,000 8.290 2/5/2026 20,455,71U.S.BANCORP CAP A SEC. NC06 19,000,000 8.270 12/15/2026 22,235,51UNITED MEXICAN STATES NC 12,000,000 6.375 1/16/2013 12,510,00UNITED MEXICAN STATES NC 24,500,000 7.500 4/8/2033 25,357,50UNITED MEXICAN STATES NC 23,300,000 8.125 12/30/2019 25,921,25UNIVISION COMM INC NC 7,500,000 3.875 10/15/2008 7,452,97UNIVISION COMM INC NC 12,000,000 7.850 7/15/2011 14,073,84US BANK NA NC 19,000,000 4.800 4/15/2015 18,499,16US BANK NA NC 8,000,000 6.375 8/1/2011 8,904,32US TREASURY BOND NC 521,442,000 5.250 11/15/2028 525,905,55US TREASURY BOND NC 429,000,000 6.000 2/15/2026 475,512,19US TREASURY BOND NC 409,900,000 6.250 8/15/2023 467,335,19US TREASURY BOND NC 233,750,000 7.875 2/15/2021 311,333,94US TREASURY BOND NC 102,000,000 8.125 8/15/2021 139,226,94US TREASURY BOND NC 44,462,000 8.750 5/15/2017 62,342,39US TREASURY NOTE NC 16,600,000 4.000 11/15/2012 16,438,48US TREASURY NOTE NC 58,025,000 4.875 2/15/2012 61,456,59US TREASURY NOTE NC 103,900,000 5.750 8/15/2010 116,567,48US TREASURY NOTE NC 31,800,000 6.000 8/15/2009 36,007,45US TREASURY NOTE NC 311,250,000 6.500 2/15/2010 361,467,08US TREASURY NOTES NC 206,000,000 1.625 9/30/2005 205,948,49US TREASURY STRIPS NC 50,000,000 0.000 2/15/2013 33,425,49US TREASURY(INTPT)STRIPS NC 75,000,000 0.000 5/15/2013 49,358,24US TREASURY(INTPT)STRIPS NC 100,000,000 0.000 5/15/2014 61,855,00VALE OVERSEAS LIMITED NC 24,000,000 9.000 8/15/2013 26,160,00VERIZON GLOBAL NC 25,500,000 7.750 12/1/2030 29,874,52VERIZON MARYLAND IN NC 17,500,000 5.125 6/15/2033 15,022,52VERIZON NY INC. NC 25,000,000 4.750 10/1/2013 24,185,00VERIZON NY INC. NC 26,870,000 7.375 4/1/2032 29,539,53VESSEL MGMT SVC TITLE XI 14,243,500 6.080 5/20/2024 15,344,23VIRGINIA EL&PWR NC 26,500,000 4.750 3/1/2013 26,189,42VODAFONE GROUP NC 4,500,000 5.000 12/16/2013 4,481,41VODAFONE GROUP NC 12,500,000 5.375 1/30/2015 12,608,87VODAFONE GROUP NC 11,750,000 7.750 2/15/2010 13,890,61

WACHOVIA CAPITAL SEC. NC07 21,000,000 7.965 6/1/2027 23,823,15WAL-MART STORES NC 16,000,000 4.550 5/1/2013 15,737,12WELLS FARGO & CO NC 12,500,000 4.950 10/16/2013 12,442,00WESTERN ATLAS NC 16,000,000 8.550 6/15/2024 20,954,58WYETH NC 24,900,000 5.500 3/15/2013 25,821,29WYETH NC 10,000,000 6.450 2/1/2024 10,255,20

Total Bond Portfolio 9,828,330,75


22/116


23/116



December 31, 2003

Total Fixed Income Portfolio 11,708,772,45

Cash and Equivalents 230,452,00

TOTAL UCRP FIXED INCOME PORTFOLIO 11,939,224,45


24/116


UNIVERSITY OF CALIFORNIA RETIREMENT PLANPublic Equities

December 31, 2003


PRIVATE EQUITY DISTRIBUTIONS 1,075,970 8,982,741CGI EMERGING MARKETS GF 4,543,262 277,547,895EAFE INDEX FUND 32,182,106 2,834,350,824TEMPLETON EMERGING MKTS 4,511,938 54,910,287GENESIS EMERGING MARKETS 543,487 114,522,611GMO EMERGING MARKETS FUND 652,378 9,629,093RUSSELL 3000 INDEX FUND 131,477,096 17,209,680,654RUSSELL 3000 INDEX TRANS FUNDS 43,825,699 5,736,560,246

Total Public Equities 26,246,184,351% of Portfolio 97.9%


25/116


UNIVERSITY OF CALIFORNIA RETIREMENT PLANPrivate Equity

December 31, 2003


ACCEL VIII 81,819 4,251,161AIG ASIAN INFRASTRUCTURE 499,854 3,458,493AIG ASIAN INFRASTRUCTURE II 547,528 23,062,965AIG GE CAP LATIN AMER 708,951 42,701,537AIG INDIAN SEC. EQUITY 89,698 6,282,179ALTA S D III 74,000 2,235,540ARSENAL CAPITAL PARTNERS QPF 63,233 4,227,963BLACKSTONE CAPITAL PARTNERS IV 76,928 7,683,174CHINA VEST IV 146,000 2,523,902DE NOVO VENTURES II LP 17,254 1,725,425DELPHI MANAGEMENT PARTNERS, L.P. 6 6DOMAIN PARTNERS VI, L.P. 5,176 517,628FREMONT PARTNERS III LP 60,555 6,055,463GLOBESTPAN CAPITAL PARTNERS IV 10,228 1,022,832GOLDER THOMA CRESSEY III 127,275 3,967,798GOLDER THOMA CRESSEY IV 179,848 213,300GOLDER THOMA CRESSEY V 280,218 16,025,128HUMMER WINBLAD III 70,155 1,373,004INSTITUTIONAL VENTURE IV 106,440 1,889,097INSTITUTIONAL VENTURE V 97,137 49,151INSTITUTIONAL VENTURE VI 82,900 1,911,757INSTITUTIONAL VENTURE VII 125,790 8,861,025INSTITUTIONAL VENTURE VIII 211,058 11,170,007INTERSOUTH PARTNERS V 112,050 7,397,877INTERSOUTH PARTNERS VI, L.P. 13,043 929,943INTERWEST PARTNERS IV 85,600 136,789INTERWEST PARTNERS V 124,680 2,248,230INTERWEST PARTNERS VI 106,004 7,253,960INTERWEST PARTNERS VII 100,161 3,886,333INTERWEST PARTNERS VIII 225,000 13,905,450

INVERNESS PARTNERS II L.P. 8,683 805,913INVESTMENT CO OF CHINA 940,000 1,671,320KPCB II 65,150 625,375KPCB II ANNEX FUND 13,275 36,413KPCB IX-A 122,500 4,951,695KPCB VI 117,350 532,417KPCB VII 105,000 3,776,115KPCB VIII 140,000 8,612,800KPCB X-A 95,625 5,368,770LAKE CAPITAL PARTNERS LP 14,173 720,246LATIN AMER CAP PART II 374,983 15,038,306LIGHTHOUSE CAPITAL PARTNERS V LP 14,800 1,480,000LINDSAY GOLDBERG & BESSEMER L.P. 17,817 1,514,506MADISON DEARBORN CAPITAL IV, LP

81,290

3,354,125

MAYFIELD VII 110,450 87,476MAYFIELD VIII 83,000 2,822,913MPAE V 81,033 141,727OLYMPUS GROWTH FUND IV, L.P. 9,284 1,017,093OXFORD BIOSCIENCE III 165,750 10,326,225OXFORD BIOSCIENCE PARTNERS IV 100,938 9,014,022PERSEUS-SOROS BIOPHARMACEUTICAL 34,174 2,858,125POLARIS VENTURE PARTNERS III 134,396 7,914,849POLARIS VENTURE PARTNERS IV 18,500 1,465,293REDPOINT VENTURES I 173,250 5,279,447REDPOINT VENTURES II 110,701 6,720,295


26/116


UNIVERSITY OF CALIFORNIA RETIREMENT PLANPrivate Equity

December 31, 2003


RIPPLEWOOD PARTNERS II, L.P. 21,120 1,291,112SEQUOIA CAPITAL FRANCHISE 122,354 5,082,356

SEQUOIA CAPITAL GROWTH 79,876 272,297SEQUOIA CAPITAL III 35,920 30,532SEQUOIA CAPITAL IX 116,550 3,639,157SEQUOIA CAPITAL VI 61,680 922,171SEQUOIA CAPITAL VII 90,815 4,127,814SEQUOIA CAPITAL VIII 115,372 4,992,493SEQUOIA CAPITAL X 178,920 9,229,946SKM EQUITY FUND II 373,218 18,079,044TECHNOLOGY VENTURE IV 100,080 880,304VENTURE STRATEGY PARTNERS II 91,125 3,583,582VERSANT VENTURES I 126,000 11,397,582VERSANT VENTURES II 67,500 5,617,418WARBURG PINCUS PRIVATE EQTY VIII 200,551 15,998,561

WCAS CAPITAL PARTNERS II 155,400 4,210,874WCAS VI 364,600 11,589,905WCAS VII 698,947 29,628,363WELSH CARSON CP III 1,260,000 113,150,520

Total Private Equity 526,826,614% of Portfolio 2.0%


27/116


UNIVERSITY OF CALIFORNIA RETIREMENT PLANTotal Equity

December 31, 2003

Total Equities 26,773,010,965

Cash and Equivalents 27,628,000% of Portfolio 0.1%

TOTAL UCRP EQUITY PORTFOLIO 26,800,638,965


28/116

Source: University of California, Office of the Treasurer of The Regents

UNIVERSITY OF CALIFORNIA RETIREMENT PLANBOND PORTFOLIODecember 31, 2004

DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUALCAN INC NC 6,000,000 5.200 1/15/2014 6,157,27ALCAN INC NC 8,000,000 6.125 12/15/2033 8,508,34ALLSTATE CORP NC 10,800,000 5.000 8/15/2014 10,850,00ALLSTATE CORP NC 10,500,000 7.200 12/1/2009 11,897,01AMERICA MOVIL NC 23,900,000 5.500 3/1/2014 23,765,44

AMERICA MOVIL SA NC 18,700,000 5.750 1/15/2015 18,739,08AMERICAN ELEC PWR INC NC 4,500,000 5.375 3/15/2010 4,692,08AMERICAN ELECTRIC POWER NC 9,000,000 5.250 6/1/2015 9,022,32AMERICAN GENERAL CAP II NC 13,000,000 8.500 7/1/2030 17,374,67AMERICAN GENERAL FINANCE NC 13,500,000 4.000 3/15/2011 13,066,72AMERICAN INTERNATIONAL GROUP NC 26,000,000 4.250 5/15/2013 25,112,38ANADARKO FINANCE NC 23,500,000 7.500 5/1/2031 28,948,43AOL TIME WARNER INC NC 16,500,000 7.625 4/15/2031 19,958,66ARCEL FINANCE LIMITED NC 11,000,000 7.048 9/1/2011 11,241,56AT&T WIRELESS NC 14,000,000 8.125 5/1/2012 16,916,73ATHABASCA OIL SANDS NC 20,000,000 8.200 4/1/2027 24,281,57BAFC 2004-1 40,623,738 6.000 2/25/2034 41,623,53BECTON DICKINSON NC 21,500,000 7.000 8/1/2027 25,134,98BECTON DICKINSON & CO NC 3,500,000 4.550 4/15/2013 3,464,39BELLSOUTH CORP NC 13,000,000 4.750 11/15/2012 13,096,87BELLSOUTH CORP NC 11,250,000 5.200 9/15/2014 11,474,01BELLSOUTH CORP NC 10,000,000 5.200 12/15/2016 10,054,62BELLSOUTH CORP NC 14,790,000 6.550 6/15/2034 16,113,50BOAA 2004 14,127,080 6.000 2/25/2034 14,487,16BOAA 2004-2 3A1 18,191,872 6.000 3/25/2034 18,656,36BOAMS 2004-1 2A1 19,564,761 5.500 2/25/2034 19,659,07BOAMS 2004-7 4A1 12,706,060 5.000 8/25/2019 12,807,76BP CAP MKTS AMER NC 15,000,000 4.200 6/15/2018 13,782,67BRITISH SKY BROADCASTING NC 9,545,000 8.200 7/15/2009 11,032,03BRITISH SKY BROADCASTING GRP NC 5,000,000 6.875 2/23/2009 5,484,18

BRITISH TEL PLC NC 24,500,000 8.875 12/15/2030 32,724,48BURLINGTON RESOURCES NC 11,000,000 7.200 8/15/2031 13,150,70BURLINGTON RESOURCES NC 24,300,000 9.875 6/15/2010 30,789,37CANADIAN NATL RAILROAD NC 22,210,000 6.800 7/15/2018 26,176,78CANADIAN NATL RAILROAD NC 16,025,000 6.900 7/15/2028 18,510,53CELULOSA ARAUCO NC 4,500,000 5.125 7/9/2013 4,453,09CELULOSA ARAUCO NC 33,132,000 7.750 9/13/2011 38,285,65CENTEX NC 2,500,000 5.800 9/15/2009 2,646,44CINCINNATI GAS & ELEC NC 14,000,000 5.375 6/15/2033 13,328,04CINCINNATI GAS & ELEC CO NC 12,400,000 5.400 6/15/2033 11,842,49CITIGROUP NC 45,000,000 6.000 10/31/2033 46,472,38CITIGROUP INC NC 20,000,000 5.125 5/5/2014 20,486,21CITIGROUP INC

NC

6,500,000

5.000

9/15/2014

6,525,21

CITIGROUP INC NC 8,500,000 5.850 12/11/2034 8,762,22


29/116



DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUCITIGROUP INC NC 15,000,000 6.000 2/21/2012 16,419,00CLEAR CHANNEL COMMUNICATION NC 7,000,000 5.500 9/15/2014 7,016,00CLEAR CHANNEL COMMUNICATIONS NC 4,000,000 4.250 5/15/2009 3,954,70CLEAR CHANNEL COMMUNICATIONS NC 9,500,000 4.400 5/15/2011 9,207,72CMSI 2004-5 23A5 19,434,195 4.500 8/25/2034 19,197,34

CODELCO INC NC 13,500,000 4.750 10/15/2014 13,243,42CODELCO INC NC 15,000,000 6.375 11/30/2012 16,540,52COMCAST CABLE COMMUNICATIONS NC 18,200,000 8.875 5/1/2017 23,802,20COMCAST CORP NC 6,750,000 5.500 3/15/2011 7,123,32COMCAST CORP NC 6,800,000 5.850 1/15/2010 7,251,93COMCAST CORP NC 29,200,000 6.500 1/15/2015 32,408,55COMCAST CORP NC 19,500,000 7.050 3/15/2033 22,280,01COSOLIDATED NATURAL GAS NC 12,000,000 5.000 3/1/2014 12,088,50COUNTRYWIDE FINANCIAL NC 7,800,000 4.000 3/22/2011 7,561,30COX COMMUNICATIONS INC NEW NC 14,400,000 5.500 10/1/2015 14,319,95COX COMMUNICATIONS INC. NC 9,800,000 4.625 1/15/2010 9,798,30CRH AMERICA NC 10,700,000 5.300 10/15/2013 10,949,47CRH AMERICA NC 25,000,000 6.400 10/15/2033 27,065,49CWHL 2003-50 A1 16,128,941 5.000 11/25/2018 16,274,71D.R. HORTON INC. NC 17,500,000 5.625 1/15/2016 17,215,62DAIMLERCHRYS NA NC 8,650,000 8.500 1/18/2031 10,737,50DANA CORPORATION NC 7,400,000 5.850 1/15/2015 7,326,00DELHAIZE AMER INC NC 12,850,000 9.000 4/15/2031 16,625,33DEV BANK SINGAPORE NC 22,500,000 5.000 11/15/2019 22,331,02DEVELOPERS DIVERS REALTY NC 12,550,000 5.250 4/15/2011 12,771,91DIAGEO FINANCE NC 32,000,000 3.875 4/1/2011 31,226,73DIAMLERCHRYSLER NA HLDG NC 4,500,000 6.500 11/15/2013 4,865,29DR HORTON INC NC 2,900,000 5.000 1/15/2009 2,921,75DR HORTON INC. NC 8,600,000 5.625 9/15/2014 8,578,50EATON CORP NC 8,750,000 8.100 8/15/2022 11,301,24

EMPRESA NACIONAL DE ELCTRCID NC 4,500,000 8.500 4/1/2009 5,118,72ENBRIDGE ENERGY PARTNERS L P NC 19,100,000 4.750 6/1/2013 18,646,58ENCANA CORP NC 19,000,000 6.500 8/15/2034 20,883,41ENERSIS SA NC 27,000,000 7.375 1/15/2014 29,426,49ENTERPRISE PRODUCTS NC 7,500,000 6.650 10/15/2034 7,728,27ENTERPRISE PRODUCTS NC 15,250,000 6.875 3/1/2033 16,176,62ENTERPRISE PRODUCTS OPER NC 4,000,000 4.625 10/15/2009 3,983,02EOP OPERATING LP NC 17,500,000 4.650 10/1/2010 17,569,40ERAC USA FINANCE NC 28,000,000 6.700 6/1/2034 30,140,50FANNIE MAE NC 308,000,000 3.875 11/17/2008 306,520,52FANNIE MAE NC 148,960,000 4.000 12/15/2008 148,775,17FANNIE MAE NC 185,300,000 5.125 1/2/2014 189,274,90FANNIE MAE

NC

34,700,000

5.250

8/1/2012

36,036,45

FEDERAL HOME LOAN BANK NC 55,500,000 5.375 2/15/2007 57,726,76


30/116



DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUFEDERAL NATL MTG ASSN NC 200,000,000 3.750 9/15/2008 198,908,40FEDERAL NATL MTG ASSN NC 90,600,000 4.625 5/1/2013 89,787,89FGCI PL B14157 11,945,977 4.000 5/1/2019 11,686,69FGCI POOL #B10827 43,210,195 4.500 11/1/2018 43,208,06FGCI POOL #B11815 22,514,111 4.500 1/1/2019 22,513,00

FGCI POOL #B13457 20,201,050 4.500 1/1/2019 20,156,41FGCI POOL #E01084 8,284,300 5.500 1/1/2017 8,561,78FGCI POOL #E01098 13,818,746 6.000 2/1/2017 14,488,06FGCI POOL #E01251 12,581,047 5.500 11/1/2017 12,999,94FGCI POOL #E01311 10,601,546 5.500 2/1/2018 10,955,71FGCI POOL #E01537 2,421,776 4.500 12/1/2018 2,421,65FGLMC POOL # C79601 8,481,200 5.000 5/1/2033 8,453,73FGLMC POOL #A12330 21,669,641 5.000 8/1/2033 21,599,47FGLMC POOL #A12886 39,863,669 5.000 8/1/2033 39,734,59FGLMC POOL #A14235 32,249,782 5.000 10/1/2033 32,145,35FGLMC POOL #A14282 11,363,855 5.000 10/1/2033 11,327,05FGLMC POOL #C01404 20,427,173 6.500 10/1/2032 21,411,57FGLMC POOL #C76289 9,777,951 6.000 1/1/2033 10,099,82FGLMC POOL #C77031 24,243,882 6.000 3/1/2033 25,041,95FGLMC POOL #G01674 17,851,934 5.500 4/1/2034 18,157,72FGLMC POOL 78907 7,097,867 5.000 5/1/2033 7,074,88FGLMC POOL C01676 56,552,719 6.000 11/1/2033 58,414,35FGTW POOL C90847 19,071,705 6.000 8/1/2024 19,806,68FGTW POOL C90865 16,285,370 6.000 11/1/2024 16,912,96FHARM POOL #781285 17,842,082 4.780 2/1/2034 18,012,43FHLG POOL #C62885 7,752,066 6.500 1/1/2032 8,125,64FHR 2567 MC 6,148,550 4.000 12/15/2032 6,152,62FHR 2601 TA 12,238,336 4.000 10/15/2022 12,099,13FIFTH THIRD BANK NC 25,000,000 3.375 8/15/2008 24,636,80FIRSTENERGY CORP NC 4,200,000 5.500 11/15/2006 4,325,44

FIRSTENERGY CORP NC 2,360,000 6.450 11/15/2011 2,558,71FIRSTENERGY CORP NC 26,500,000 7.375 11/15/2031 30,153,22FLORIDA POWER NC 18,000,000 5.100 12/1/2015 18,076,67FNARM POOL #555893 20,969,003 3.917 10/1/2033 20,777,68FNARM POOL #746038 9,000,095 4.725 1/1/2034 9,106,78FNARM POOL #748088 4,252,254 4.095 9/1/2033 4,227,69FNARM POOL #759753 7,582,954 5.036 1/1/2034 7,722,22FNARM POOL #767500 5,272,618 4.485 3/1/2034 5,294,08FNARM POOL #770305 5,087,492 4.422 4/1/2034 5,092,97FNARM POOL #770306 8,285,016 4.432 3/1/2034 8,295,59FNCI POOL #254308 1,651,357 6.500 5/1/2017 1,749,25FNCI POOL #254373 1,174,516 6.500 7/1/2017 1,244,14FNCI POOL #254719

29,715,764

4.500

4/1/2018

29,716,26

FNCI POOL #254804 9,673,455 5.500 7/1/2018 10,003,44


31/116



DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUFNCI POOL #545125 4,015,121 6.000 8/1/2016 4,207,20FNCI POOL #545296 8,149,202 6.000 11/1/2016 8,539,05FNCI POOL #555813 22,303,514 4.000 10/1/2018 21,795,68FNCI POOL #639018 3,195,188 6.500 4/1/2017 3,384,60FNCI POOL #645562 3,621,542 6.500 6/1/2032 3,793,72

FNCI POOL #651388 2,228,505 6.500 8/1/2017 2,360,61FNCI POOL #652610 18,380,368 5.000 4/1/2018 18,698,03FNCI POOL #681357 18,561,118 5.000 3/1/2018 18,881,91FNCI POOL #681405 16,922,773 5.000 3/1/2018 17,215,25FNCI POOL #687579 1,215,804 6.500 4/1/2033 1,272,94FNCI POOL #689076 3,219,298 5.000 6/1/2018 3,274,93FNCI POOL #689080 18,769,903 5.000 6/1/2018 19,094,30FNCI POOL #689584 5,776,522 5.500 2/1/2018 5,973,57FNCI POOL #689613 5,077,188 4.500 5/1/2018 5,077,27FNCI POOL #689619 2,455,353 4.500 6/1/2018 2,455,39FNCI POOL #689620 6,368,791 5.000 6/1/2018 6,478,86FNCI POOL #689621 8,432,890 4.500 6/1/2018 8,433,03FNCI POOL #694431 27,255,943 5.000 3/1/2018 27,727,00FNCI POOL #695916 26,222,876 5.000 5/1/2018 26,676,08FNCI POOL #702895 46,095,154 5.000 4/1/2018 46,891,81FNCI POOL #704939 4,597,163 5.500 4/1/2018 4,753,98FNCI POOL #709844 11,385,195 5.000 5/1/2018 11,581,96FNCI POOL #730016 16,940,832 4.000 4/1/2018 16,555,10FNCI POOL #737040 3,529,869 4.500 10/1/2018 3,529,92FNCI POOL #737043 3,704,550 4.500 10/1/2018 3,704,61FNCI POOL #738691 2,658,279 6.000 10/1/2033 2,747,21FNCI POOL #747799 28,540,673 5.500 12/1/2018 29,514,27FNCI POOL #748727 5,675,529 5.500 10/1/2018 5,869,13FNCI POOL #755497 8,516,814 5.500 11/1/2018 8,807,34FNCL PL 255458 29,591,192 5.500 11/1/2034 30,060,82

FNCL PL 763681 8,615,014 5.500 1/1/2034 8,755,92FNCL POO1 #748794 8,640,474 6.500 11/1/2033 9,046,56FNCL POOL #545759 16,149,680 6.500 7/1/2032 16,917,50FNCL POOL #555329 31,412,463 5.000 4/1/2033 31,271,74FNCL POOL #662707 3,050,588 6.500 10/1/2032 3,195,62FNCL POOL #662950 4,602,429 6.500 2/1/2033 4,821,24FNCL POOL #669991 1,306,109 5.500 2/1/2033 1,327,47FNCL POOL #676919 2,370,959 6.000 1/1/2033 2,450,44FNCL POOL #676956 14,538,252 5.000 1/1/2033 14,495,58FNCL POOL #677508 3,660,289 6.000 1/1/2033 3,782,74FNCL POOL #677685 11,758,032 5.000 2/1/2033 11,705,36FNCL POOL #682059 7,270,835 5.500 4/1/2033 7,389,75FNCL POOL #683160

3,597,748

6.000

2/1/2033

3,718,11

FNCL POOL #684745 19,141,304 6.500 4/1/2033 20,040,91


32/116



DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUFNCL POOL #689108 30,170,864 5.500 2/1/2033 30,664,33FNCL POOL #694517 31,846,785 5.500 4/1/2033 32,367,66FNCL POOL #702449 14,693,015 6.000 6/1/2033 15,184,58FNCL POOL #705209 16,491,979 5.500 5/1/2033 16,761,71FNCL POOL #709519 27,452,431 5.500 6/1/2033 27,901,43

FNCL POOL #710141 9,311,959 5.500 5/1/2033 9,464,26FNCL POOL #721211 16,218,578 5.000 6/1/2033 16,145,92FNCL POOL #726054 16,971,349 5.500 6/1/2033 17,248,92FNCL POOL #747817 35,665,538 4.500 11/1/2018 35,666,13FNCL POOL #748767 14,220,536 6.500 11/1/2033 14,888,87FNCL POOL #748768 4,875,148 7.000 11/1/2033 5,151,49FNCL POOL #748795 3,798,494 7.000 11/1/2033 4,013,81FNCL POOL #749770 12,316,665 6.000 11/1/2033 12,728,73FNCL POOL #753035 175,258 6.500 12/1/2033 183,49FNCL POOL #753093 12,745,049 6.500 12/1/2033 13,344,04FNCL POOL #753412 13,820,706 5.500 11/1/2033 14,046,75FNCL POOL #753466 8,403,233 5.500 11/1/2033 8,540,67FNCL POOL #753595 16,037,991 6.000 11/1/2033 16,574,56FNCL POOL #757113 3,432,867 6.000 12/1/2033 3,547,71FNCL POOL #766748 23,863,184 5.500 3/1/2034 24,241,90FNCL POOL #790927 12,910,111 6.000 9/1/2034 13,346,93FNCL POOL #793349 55,947,382 6.000 8/1/2034 57,840,41FNCL POOL #794921 132,193,329 5.500 10/1/2034 134,291,32FNCL POOL #794967 11,640,876 5.500 10/1/2034 11,825,62FNCL POOL #794978 23,839,468 5.500 10/1/2034 24,217,81FNCL POOL 793999 26,591,953 5.500 9/1/2034 27,013,98FNCL POOL 794256 46,587,919 5.500 9/1/2034 47,327,29FNCLTBA 578,803 6.500 5/1/2034 606,32FNCT POOL #255417 23,045,868 6.000 9/1/2024 23,932,98FNCT POOL #255511 10,558,730 6.000 11/1/2024 10,965,17

FNCT POOL #747580 6,828,327 6.000 11/1/2023 7,088,67FNGT 2004-T1 18,573,474 6.500 1/25/2044 19,552,20FNGT 2004-T3 26,861,482 7.000 2/25/2044 28,464,71FNMA POOL #254147 1,340,757 6.500 1/1/2032 1,404,39FNMA POOL #545506 5,774,637 7.000 2/1/2032 6,109,05FNMA POOL #545872 29,274,445 6.500 7/1/2032 30,666,27FNMA POOL #555139 18,748,282 6.500 10/1/2032 19,639,65FNMA POOL #555273 1,309,627 6.500 12/1/2032 1,371,78FNMA POOL #555969 22,766,572 4.000 12/1/2018 22,248,20FNMA POOL #581706 3,992,563 6.500 7/1/2031 4,182,06FNMA POOL #597545 2,442,548 6.500 9/1/2031 2,558,48FNMA POOL #633857 4,531,052 7.000 3/1/2032 4,793,45FNMA POOL #633865

1,323,776

7.000

3/1/2032

1,400,43

FNMA POOL #635030 9,454,299 6.500 5/1/2032 9,903,79


33/116



DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUFNMA POOL #640008 4,808,742 7.000 4/1/2032 5,087,22FNMA POOL #672415 6,400,339 6.500 9/1/2032 6,704,63FNMA POOL #676868 7,227,402 6.000 1/1/2033 7,469,69FNMA POOL #753077 4,243,354 6.500 12/1/2033 4,442,78FNMA-POOL #627118 14,296,910 7.000 3/1/2032 15,124,86

FNR 03-18 PA 6,952,238 4.000 7/25/2032 6,796,11FNR 03-19 ME 5,023,331 4.000 3/25/2031 5,020,16FNR 03-42 CA 2,993,068 4.000 5/25/2033 2,926,87FNR 03-58 MC 7,757,610 3.750 7/25/2033 7,481,03FNR 03-63 GU 13,976,508 4.000 7/25/2033 14,014,57FNR 03-63 TJ 48,494,584 3.000 8/25/2032 45,770,59FNR 2003-20 2,218,908 4.500 3/25/2031 2,230,03FORD MOTOR CREDIT NC 15,000,000 6.625 10/1/2028 13,855,20FORD MOTOR CREDIT NC 3,000,000 7.375 2/1/2011 3,231,43FORD MOTOR CREDIT NC 11,500,000 7.450 7/16/2031 11,452,99FORD MOTOR CREDIT CO NC 11,000,000 5.700 1/15/2010 11,090,72FREDDIE MAC NC 450,000,000 4.250 5/4/2009 450,961,11FREDDIE MAC NC 303,000,000 5.000 1/30/2014 303,779,19FREDDIE MAC NC 50,000,000 6.250 3/5/2012 52,235,01GENERAL ELECTRIC CAPITAL NC 92,000,000 6.750 3/15/2032 107,464,72GENERAL ELECTRIC COMPANY NC 79,750,000 5.000 2/1/2013 81,835,49GENERAL MOTORS NC 30,700,000 8.250 7/15/2023 31,943,55GENERAL MOTORS NC 4,500,000 8.375 7/15/2033 4,628,90GEORGIA POWER NC 15,000,000 5.125 11/15/2012 15,345,73GEORGIA POWER NC 5,000,000 5.750 4/15/2023 5,061,56GMAC NC 6,800,000 6.750 12/1/2014 6,771,00GMAC NC 30,410,000 6.875 8/28/2012 30,742,36GMAC NC 5,500,000 8.000 11/1/2031 5,606,25GNMA-I POOL #603419 12,684,033 5.500 2/15/2033 12,966,66GNMA-I POOL #781130 7,535,151 7.000 1/15/2030 7,998,72

GNMA-II POOL #2824 1,594,969 7.000 10/20/2029 1,690,52GNMA-II POOL #2999 3,638,392 7.500 11/20/2030 3,891,66GNMA-II POOL #3011 1,937,742 7.500 12/20/2030 2,072,62GNSF POOL #598267 3,373,199 6.000 6/15/2033 3,495,57GNSF POOL #612376 36,639,363 5.500 11/15/2033 37,455,77GNSF POOL #621888 5,538,074 6.000 1/15/2034 5,738,98GNSF POOL #627135 5,553,490 5.000 3/15/2034 5,563,98GNSF POOL #781324 5,893,025 7.000 7/15/2031 6,253,13GOLDMAN SACHS NC 30,500,000 4.750 7/15/2013 30,186,93GOLDMAN SACHS NC 30,000,000 5.150 1/15/2014 30,414,34GOLDMAN SACHS NC 7,000,000 6.125 2/15/2033 7,219,02GRAND MET INVT CORP NC 13,000,000 9.000 8/15/2011 16,390,04GRUPO TELEVISA SA

NC

5,000,000

8.000

9/13/2011

5,800,00

GRUPO TELEVISA SA NC 28,963,000 8.500 3/11/2032 33,452,26


34/116



DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUGSR 2004-2F 14A1 11,491,231 5.500 9/25/2019 11,778,06HARRAHS OPERATING CO NC 15,750,000 5.500 7/1/2010 16,348,84HERTZ CORP NC 16,500,000 4.700 10/2/2006 16,667,73HILTON HOTELS NC 3,000,000 7.625 12/1/2012 3,505,57HUTCH WHAM INTL LTD NC 9,450,000 6.250 1/24/2014 9,929,11

HUTCHISON WHAMP INTL LTD. NC 8,300,000 7.450 11/24/2033 9,157,03IBM CORP NC 20,000,000 4.750 11/29/2012 20,398,03IBM CORP NC 21,200,000 6.220 8/1/2027 23,201,97ILLINOIS STATE TAXABLE PENSION SNK 24 16,635,000 5.100 6/1/2033 15,979,08INTL BK R&D(INTPT)STRIPS NC 60,000,000 0.000 2/15/2016 33,564,70INTL BK R&D(PRNPT)STRIPS NC 32,000,000 0.000 2/15/2015 19,297,88JERSEY CENT PWR & LT CO NC 5,000,000 5.625 5/1/2016 5,215,46KFW INTL FINANCE NC 17,000,000 5.250 6/28/2006 17,500,31KIMBERLY CLARK DE MEX NC 30,000,000 8.875 8/1/2009 35,362,99L 3 COMMUNICATIONS CORP NC 8,700,000 6.125 1/15/2014 8,961,00L-3 COMMS CORP NC 13,300,000 5.875 1/15/2015 13,266,75LOBLAW NC 25,000,000 6.650 11/8/2027 22,692,42LOBLAW CO. LTD NC 28,000,000 6.500 1/22/2029 24,960,98LOBLAW CO. LTD RESIDS NC 40,000,000 0.000 5/23/2031 6,533,78LOCKHEED MARTIN CORP NC 9,500,000 8.500 12/1/2029 12,975,44LORAL NC 26,300,000 7.000 9/15/2023 30,030,71LUBRIZOL CORP NC 14,250,000 4.625 10/1/2009 14,228,64LUBRIZOL CORP NC 2,500,000 6.500 10/1/2034 2,522,66M & I CAPITAL SEC. NC06 12,200,000 7.650 12/1/2026 13,122,71MASCO NC 6,000,000 7.125 8/15/2013 6,935,10MASTR 2003-10 1A1 56,979,893 5.500 11/25/2033 57,336,27MASTR 2003-7 1A2 12,731,636 5.500 9/25/2033 12,810,33MELLON A CAPITAL SEC. NC06 16,500,000 7.720 12/1/2026 17,907,36MGM GRAND NC 11,000,000 6.000 10/1/2009 11,275,00MGM MIRAGE NC 14,175,000 6.750 9/1/2012 14,919,18

MORGAN STANLEY NC 50,750,000 4.750 4/1/2014 49,455,66MSM 2004-3 23,384,454 6.000 4/25/2034 23,985,54MSSTR 2004-2 100,000,000 6.500 12/1/2034 103,171,87NEW BRUNSWICK PROV CDA NC 5,000,000 3.500 10/23/2007 5,006,06NEWS AMER INC NC 8,000,000 6.550 3/15/2033 8,519,94NEWS AMER INC. NC 9,000,000 6.200 12/15/2034 9,165,78NEWS AMERICA HOLDINGS NC 21,700,000 7.700 10/30/2025 25,803,60NEXTEL COMMUNICATIONS 3/09@ 4,500,000 5.950 3/15/2014 4,657,50NISOURCE FINANCE NC 6,500,000 5.400 7/15/2014 6,661,36NORFOLK SOUTHERN NC 13,161,000 9.000 3/1/2021 17,698,55OHIO POWER NC 9,745,000 6.600 2/15/2033 10,928,73PACIFIC GAS & ELECTRIC NC 8,000,000 4.200 3/1/2011 7,905,77PACIFIC GAS & ELECTRIC

NC

12,000,000

4.800

3/1/2014

11,939,25

PEARSON PLC (U.K.) RULE 144A. NC 10,000,000 4.700 6/1/2009 10,163,89


35/116



DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUPEMEX PRJ FDG MASTER TR 144A NC 29,700,000 8.625 2/1/2022 34,526,25PEMEX PROJECT NC 8,250,000 6.125 8/15/2008 8,745,00PEMEX PROJECT NC 4,000,000 7.375 12/15/2014 4,440,00PEMEX PROJECT NC 14,500,000 8.000 11/15/2011 16,675,00PETROBRAS INTL FINANCE NC 5,500,000 7.750 9/15/2014 5,788,75

PETRO-CANADA NC 11,500,000 5.000 11/15/2014 11,474,29PFIZER INC NC 5,000,000 4.650 3/1/2018 4,805,18PROGRESS ENERGY NC 16,000,000 7.000 10/30/2031 17,605,00PSI ENERGY INC NC 13,000,000 5.000 9/15/2013 12,982,46RALI 2004-QS6 A 37,067,438 5.000 5/25/2019 37,409,24RBS CAPITAL TRUST III 9/14@ 28,900,000 5.512 9/29/2049 29,561,83REPUBLIC OF BRAZIL NC 4,500,000 8.875 10/14/2019 4,740,75REPUBLIC OF BRAZIL NC 3,000,000 9.250 10/22/2010 3,352,50REPUBLIC OF BRAZIL NC 7,050,000 10.000 8/7/2011 8,170,95RFCO STRIPS NC 111,500,000 0.000 4/15/2016 64,923,65RFCO STRIPS NC 105,000,000 0.000 10/15/2017 55,711,19RFMSI 2003-28 A1 9,910,615 5.000 5/25/2018 9,998,93RFMSI 2004-S9 16,000,000 5.500 12/1/2034 16,102,50ROYAL BK SCOTLAND NC 8,000,000 6.400 4/1/2009 8,727,53ROYAL CARIBBEAN CRUISES NC 7,250,000 6.875 12/1/2013 7,830,00ROYAL CARIBBEAN CRUISES NC 3,525,000 7.500 10/15/2027 3,846,65RYLAND GROUP NC 12,750,000 5.375 6/1/2008 13,260,00S A S C 2003-20 1A1 33,235,278 5.500 7/25/2033 33,440,86SASC 2003-30 1A1 39,606,844 5.500 10/25/2033 39,856,79SEARIVER MARITIME INC. NC 43,815,000 0.000 9/1/2012 31,290,80SHAW NC 18,000,000 7.500 11/20/2013 16,140,30SHAW COMMUNICATIONS INC NC 8,555,000 7.200 12/15/2011 9,442,58SIMON PROPERTY GROUP NC 8,390,000 4.875 8/15/2010 8,551,75SOUTHERN POWER NC 20,000,000 4.875 7/15/2015 19,686,98SPRINT NC 43,000,000 6.875 11/15/2028 47,069,97

SPRINT CAP CORP NC 19,650,000 6.900 5/1/2019 21,939,87STATE STREET BANK NC 3,500,000 5.250 10/15/2018 3,510,54STATE STREET INSTL CAP B NC07 9,000,000 8.035 3/15/2027 10,451,59STRIP PRINCIPAL NC 922,500,000 0.000 8/15/2017 510,714,45STRIPS NC 198,500,000 0.000 8/15/2017 109,423,12SUNCOR ENERGY NC 3,000,000 5.950 12/1/2034 3,140,09SUNCOR ENERGY NC 18,000,000 5.950 12/1/2034 18,840,58TELECOM ITALIA CAPITAL NC 3,800,000 4.000 1/15/2010 3,724,02TELECOM ITALIA CAPITAL NC 52,000,000 6.375 11/15/2033 53,600,98TELEFONOS MEXICO NC 11,900,000 4.500 11/19/2008 12,005,79TENGIZCHEVROIL LLP NC 13,300,000 6.124 11/15/2014 13,333,25TIME WARNER ENTERTAINMENT NC 43,375,000 8.375 3/15/2023 54,376,45TIME WARNER ENTERTAINMENT

NC

30,750,000

8.375

7/15/2033

39,771,65

TIME WARNER INC. NC 8,500,000 6.875 6/15/2018 9,593,55


36/116


37/116


UNIVERSITY OF CALIFORNIA RETIREMENT PLANTIPS PORTFOLIO

December 31, 2004

DESCRIPTION PAR VALUE RATE MATURITY MARKET VALUTREASURY INFLATION INDEX NC 114,200,000 0.875 4/15/2010 113,925,47TREASURY INFLATION INDEX NC 192,017,000 1.875 7/15/2013 205,221,05TREASURY INFLATION INDEX NC 200,865,000 2.000 1/15/2014 214,807,68TREASURY INFLATION INDEX

NC

180,845,000

2.000

7/15/2014

188,957,89

TREASURY INFLATION INDEX NC 104,660,000 2.375 1/15/2025 113,212,70TREASURY INFLATION INDEX NC 212,075,000 3.000 7/15/2012 251,231,94TREASURY INFLATION INDEX NC 158,524,000 3.375 1/15/2007 202,311,98TREASURY INFLATION INDEX NC 60,184,000 3.375 1/15/2012 73,669,13TREASURY INFLATION INDEX NC 48,200,000 3.375 4/15/2032 68,540,95TREASURY INFLATION INDEX NC 110,629,000 3.500 1/15/2011 137,795,55TREASURY INFLATION INDEX NC 165,870,000 3.625 1/15/2008 213,541,59TREASURY INFLATION INDEX NC 158,033,000 3.625 4/15/2028 244,606,29TREASURY INFLATION INDEX NC 151,682,000 3.875 1/15/2009 197,975,41TREASURY INFLATION INDEX NC 184,758,000 3.875 4/15/2029 294,062,99TREASURY INFLATION INDEX NC 108,144,000 4.250 1/15/2010 142,314,64

TOTAL TIPS PORTFOLIO 2,662,175,33Cash and Equivalents 272,00

TOTAL UCRP TIPS PORTFOLIO 2,662,447,33


38/116



DESCRIPTION MARKET VALU

TOTAL UCRP BOND PORTFOLIO 10,731,157,26TOTAL UCRP TIPS PORTFOLIO 2,662,447,33GRAND TOTAL UCRP BOND PORTFOLIO 13,393,604,59

Portfolio market values do not include accruals.


39/116


UNIVERSITY OF CALIFORNIA RETIREMENT PLANPUBLIC EQUITY

December 31, 2004


AMERICAN CENTURY SC CORE R2000 90,611,833 107,529,878AMEX/KENWOOD SC VALUE R2000V 114,652,462 132,134,669ARK LC GROWTH 3,383,266 375,589,388AXA ROSENBERG SMC CORE R2500 94,891,713 107,157,037BURGUNDY SMC VALUE R2500V 88,764,529 102,107,436CGI EMERGING MARKETS GF 2,596,301 188,543,402CGT LC CORE 3,389,953 372,248,110CORTINA SC GROWTH R2000G 45,506,705 49,001,529DELAWARE SC GROWTH II R2000G 72,415,918 77,898,889EAFE INDEX FUND 31,176,202 3,311,421,597FRANKLIN PORTFOLIO LC CORE 4,367,408 478,266,933FREEMAN LC CORE 2,415,826 265,720,488GENESIS EMERGING MARKETS 543,487 162,308,837GMO EMERGING MARKETS FUND 3,597,504 61,733,172GSAM CONCENTRATED LC GROWTH 3,863,850 427,300,258HARRIS LC VALUE 3,390,407 370,724,356HOTCHKIS&WILEY LC DIVS. VALUE 3,888,139 435,460,299INTECH LC BROAD GROWTH 3,911,310 430,022,336

IRONBRIDGE SC CORE R2000 113,855,061 129,709,948LSV LC VALUE 2,428,160 266,250,644MAZAMA SMC GROWTH R2500G 99,740,883 102,645,537NWQ LC VALUE 2,425,196 263,208,191PZENA LC VALUE 3,368,609 371,572,174RUSSELL 1000 INDEX FUND 33,426,424 5,542,268RUSSELL 3000 INDEX FUND 119,941,211 17,567,940,702S & P 500 FUTURES 3/05 336 100,099,490STATE STREET RM SC GROWTH R2000G 175,117 1,641TEMPLETON EMERGING MKTS 4,511,938 68,085,147THORNBURG LC VALUE 3,384,753 372,699,330TRANSAMERICA LC GROWTH 2,922,445 325,944,682UBS SC CORE R2000 103,632,382 116,651,615

VICTORY LC DIVERSIFIED 2,429,751 262,006,342WELLINGTON LC GROWTH 2,898,856 319,278,717WELLINGTON SC VALUE R2000V 103,607,306 120,257,726

TOTAL PUBLIC EQUITY 27,847,062,768



40/116



December 31, 2004

ISSUER MARKET VALUE

PRIVATE EQUITY DISTRIBUTIONS 6,059,939BUYOUT FUNDS 198,399,329INTERNATIONAL PRIVATE EQUITY 92,587,649VENTURE CAPITAL PARTNERSHIPS 356,478,972REAL ESTATE 36,000,000

TOTAL PRIVATE EQUITY 689,525,889



41/116


UNIVERSITY OF CALIFORNIA RETIREMENT PLANTOTAL EQUITY

December 31, 2004


TOTAL EQUITIES 28,536,588,657

Cash and Equivalents 25,521,250


TOTAL UCRP EQUITY PORTFOLIO 28,562,109,907

Portfolio market values do not include accruals.


42/116

UCRP

Holdings as of December 31, 2005

EQUITY INVESTMENTS

EXTERNALLY MANAGED FUNDS

(SC = Small Cap LC + Large Cap)

Security Name Security Description Shares/Par Value Market Value

AMERICAN CENTURY SC 115,958,862.36

AMEX/KENWOOD SC 138,887,010.93

AQR NON-US 134,939,328.26

ARK ASSET MANAGEMENT CO INC LC 637,834,104.29

AXA ROSENBERG SC 119,731,612.22

BRANDYWINE NON- US 133,599,430.37

BURGUNDY SC 99,925,337.51

CAPITAL GUARDIAN TRUST COMPANY LC 489,306,570.70

CAUSEWAY NON-US 264,541,934.46

CGI EMERGING MARKETS GF 130,959,204.58

CORTINA ASSET MGT SC 51,265,350.75

DELAWARE GROWTH LC 601,600,830.36

DELAWARE INV ADV SC 80,164,493.79

EAFE + CANADA TF INTL INDEX FD 1,013,267,642.97

FRANKLIN PORTFOLIO ASSOCIATES LC 508,352,776.03

FREEMAN ASSOCIATES INVESTMENT LC 297,403,730.93

GENESIS EMERGING MKT FD 223,289,652.69

GMO NON US 187,638,618.62

GMO TR EMERGING MARKETS 90,293,299.98

GOLDMAN SACHS ASSET MGMT L P LC 444,933,502.46

HANSBERGER NON-US 144,992,109.61

HARRIS ASSOCIATES LP LC 494,764,243.53

HOTCHKIS + WILEY CAP MGMT LC 533,957,412.26

INTECH LC 465,367,504.37

IRONBRIDGE SC 134,412,958.93

JP MORGAN FLEMING NON-US 187,598,956.88

LSV ASSET MANAGEMENT LC 294,191,903.70

MAZAMA SC 113,047,413.95

MFS NON-US 260,585,091.34

MONDRIAN NON US 128,660,229.54

NEW STAR NON US 151,838,632.99NWQ INVESTMENT MGT CP LLC LC 290,505,952.69

PANAGORA NON-US 134,126,914.87

PZENA INVESTMENT MGMT LC 503,572,617.46

RUSSELL 3000 TF INDEX FUND 15,981,521,856.47

SANDERSON NON US 129,148,104.11

TEMPLETON INSTL FDS EMERGING MRKT 85,410,988.99

THORNBURG MTG INC LC 608,926,062.66

UBS SC 121,510,315.51

VICTORY CAPITAL MGT INC LC 612,164,050.44

WELLINGTON MANAGEMENT CO LLP LC 482,820,571.75

WELLINGTON SC 133,076,643.50

TOTAL EQUITY 27,756,093,829.81

FIXED INCOMEFIXED INCOME - SECURITIES

ALCAN ALUM LTD 5.75% 01 Jun 2035 13,000,000 12,688,535.34

ALCAN INC 5% 01 Jun 2015 6,250,000 6,071,895.63

ALL STATE CORP 7.2% 01 Dec 2009 8,500,000 9,159,906.26

ALLSTATE CORP 5.55% 09 May 2035 23,600,000 23,120,905.84

AMEREN UN ELEC 5.1% 01 Oct 2019 17,000,000 16,445,237.98

AMEREN UN ELEC 5.3% 01 Aug 2037 19,000,000 18,044,406.02

AMERENENERGY GENERATING CO 7.95% 01 Jun 2032 7,000,000 8,916,512.78

AMERICA MOVIL S A DE C V 5.5% 01 Mar 2014 37,350,000 36,819,257.25

Source: State Street


43/116


AMERICA MOVIL S A DE C V 5.75% 15 Jan 2015 11,053,000 11,061,069.35

AMERICAN ELEC PWR INC 5.375% 15 Mar 2010 4,500,000 4,537,235.43

AMERICAN ELEC PWR INC 5.25% 01 Jun 2015 10,000,000 9,970,729.80

AMERICAN GEN CORP 8.5% 01 Jul 2030 5,700,000 7,614,302.76

AMERICAN GEN FIN CORP MTN 4% 15 Mar 2011 13,500,000 12,779,289.00

AMERICAN GEN FIN CORP MTN 4.875% 15 Jul 2012 13,000,000 12,720,213.22

AMERICAN INTL GROUP INC 4.25% 15 May 2013 9,600,000 9,081,121.54

AMERICAN INTL GROUP INC 5.05% 01 Oct 2015 12,000,000 11,782,492.68ANADARKO FIN CO 7.5% 01 May 2031 23,500,000 28,830,016.91

ARCEL FINANCE 7.048% 01 Sep 2011 8,507,700 8,540,029.26

AT+T WIRELESS 8.125% 01 May 2012 15,000,000 17,332,136.55

AT+T WIRELESS SVCS INC 8.75% 01 Mar 2031 24,150,000 32,008,846.87

ATHABASCA OIL SANDS INVTS INC 8.2% 01 Apr 2027 27,000,000 34,228,059.30

BAE SYS HLDGS INC 4.75% 15 Aug 2010 19,500,000 19,150,813.50

BANC AMER ALT LN TR 6% 25 Mar 2034 13,081,177 13,169,517.25

BANC AMER ALTERNATIVE LN TR 6% 25 Feb 2034 9,627,578 9,675,861.62

BANC AMER ALTERNATIVE LN TR 5.5% 25 Dec 2019 6,441,897 6,453,188.21

BANC AMER ALTERNATIVE LN TR 6% 25 Aug 2035 23,846,033 23,994,109.49

BANC AMER ALTERNATIVE LN TR 5.5% 25 Sep 2033 15,736,689 15,476,057.83

BANC AMER FDG CORP 6% 25 Feb 2034 29,734,380 29,948,143.14

BANC AMER FDG CORP 6% 25 Feb 2034 4,664,342 4,657,691.62

BANC AMER MTG SECS INC 5% 25 Aug 2019 10,769,510 10,570,490.52

BANC AMER MTG SECS INC 5.75% 25 Jan 2035 26,948,748 26,674,911.30

BANC AMER MTG SECS INC 5.18587% 25 Sep 2035 19,582,422 19,342,996.04

BANK AMER CORP 4.75% 01 Aug 2015 23,500,000 22,796,274.64BECTON DICKINSON + CO 7% 01 Aug 2027 21,500,000 25,522,529.60

BECTON DICKINSON + CO 4.55% 15 Apr 2013 4,000,000 3,908,016.00

BELLSOUTH CORP 6% 15 Nov 2034 19,400,000 19,338,831.80

BELLSOUTH CORP 4.75% 15 Nov 2012 13,000,000 12,657,452.73

BELLSOUTH CORP 5.2% 15 Dec 2016 10,000,000 9,796,143.30

BELLSOUTH TELECOMM INC 6.375% 01 Jun 2028 19,350,000 20,012,156.42

BHP BILLITON FIN USA LTD 5.25% 15 Dec 2015 9,500,000 9,566,140.90

BHP FINANCE USA 6.42% 01 Mar 2026 11,500,000 12,789,636.80

BP CAP MKTS AMER INC 4.2% 15 Jun 2018 20,000,000 18,195,588.00

BRAZIL FEDERATIVE REP 10% 07 Aug 2011 5,300,000 6,174,500.00

BRAZIL FEDERATIVE REP 8.25% 20 Jan 2034 12,500,000 13,250,000.00

BRAZIL FEDERATIVE REP 8.75% 04 Feb 2025 1,500,000 1,657,500.00

BRAZIL FEDERATIVE REP 7.875% 07 Mar 2015 4,500,000 4,781,250.00

BRITISH SKY BROADCASTING GROUP 8.2% 15 Jul 2009 9,845,000 10,754,498.23

BRITISH SKY BROADCASTING GROUP 6.875% 23 Feb 2009 2,475,000 2,593,511.74

BURLINGTON RES FIN CO 7.2% 15 Aug 2031 11,000,000 13,583,000.09BURLINGTON RES INC 9.875% 15 Jun 2010 20,500,000 24,473,781.50

CANADIAN NATL RY CO 6.9% 15 Jul 2028 17,775,000 20,883,666.73

CANADIAN NATL RY CO 6.8% 15 Jul 2018 24,210,000 27,694,964.13

CARNIVAL CORP 3.75% 15 Nov 2007 13,400,000 13,100,826.91

CELULOSA ARAUCO Y CONSTITUCION 7.75% 13 Sep 2011 5,322,000 5,903,447.77

CELULOSA ARAUCO Y CONSTITUCION 5.625% 20 Apr 2015 15,300,000 15,141,395.76

CENTEX CORP 5.8% 15 Sep 2009 2,500,000 2,532,242.50

CHASE MORTGAGE FINANCE CORP 1% 25 Dec 2035 20,943,319 20,787,626.53

CHRYSLER CORP 7.45% 01 Mar 2027 8,365,000 9,075,590.35

CINCINNATI GAS + ELEC CO 5.375% 15 Jun 2033 16,000,000 14,776,177.60

CINCINNATI GAS + ELEC CO 5.4% 15 Jun 2033 17,465,000 16,226,242.48

CITICORP MTG SECS INC 4.5% 25 Aug 2034 17,227,139 16,647,742.21

CITIGROUP INC 6% 31 Oct 2033 40,200,000 41,969,806.61

CITIGROUP INC 5.85% 11 Dec 2034 27,350,000 28,554,339.47

CITIGROUP INC 5% 15 Sep 2014 35,000,000 34,441,917.65

COMCAST CABLE COMMUNICATIONS 8.875% 01 May 2017 20,000,000 24,696,702.60

COMCAST CORP NEW 5.5% 15 Mar 2011 6,750,000 6,791,272.88COMCAST CORP NEW 5.65% 15 Jun 2035 14,000,000 12,800,422.18

COMCAST CORP NEW 4.95% 15 Jun 2016 23,400,000 22,050,151.11

COMCAST CORP NEW 5.45% 15 Nov 2010 6,000,000 6,037,413.00

CONSOLIDATED NAT GAS CO 5% 01 Mar 2014 8,600,000 8,445,680.74

CORPORACION NACIONAL COBRE CL 5.625% 21 Sep 2035 14,500,000 14,463,750.00

CORPORACION NACIONAL DEL COBRE 7.375% 01 May 2009 6,000,000 6,431,196.00

CORPORACION NACIONAL DEL COBRE 6.375% 30 Nov 2012 10,800,000 11,614,244.40

CORPORACION NACIONAL DEL COBRE 4.75% 15 Oct 2014 17,050,000 16,518,142.30

COX COMMUNICATIONS INC 7.125% 01 Oct 2012 17,750,000 18,975,394.86

COX COMMUNICATIONS INC NEW 6.8% 01 Aug 2028 7,200,000 7,436,052.00

COX COMMUNICATIONS INC NEW 4.625% 15 Jan 2010 7,640,000 7,386,853.87



44/116


CRH AMER INC 5.3% 15 Oct 2013 9,005,000 9,038,886.27

CRH AMER INC 6.4% 15 Oct 2033 27,000,000 29,447,223.03

CWMBS INC 5% 25 Nov 2018 21,300,026 20,954,177.78

D R HORTON INC 6.875% 01 May 2013 4,000,000 4,174,188.00

D R HORTON INC 5.625% 15 Sep 2014 26,100,000 25,140,981.60

DAIMLER CHRYSLER HLDGS 8.5% 18 Jan 2031 16,850,000 20,406,686.71

DAIMLERCHRYSLER NORTH AMER 4.875% 15 Jun 2010 13,000,000 12,681,697.73

DAIMLERCHRYSLER NORTH AMER HLD 6.5% 15 Nov 2013 5,480,000 5,730,056.35DBS BK LTD SINGAPORE 1% 15 Nov 2019 22,500,000 21,892,860.00

DELHAIZE AMER INC 9% 15 Apr 2031 8,000,000 9,404,960.00

DELHAIZE AMER INC 8.125% 15 Apr 2011 3,000,000 3,270,201.00

DEVELOPERS DIVERSIFIED RLTY 5.25% 15 Apr 2011 12,550,000 12,445,212.39

DEVELOPERS DIVERSIFIED RLTY CO 5.5% 01 May 2015 8,000,000 7,962,648.80

DIAGEO CAP PLC 4.375% 03 May 2010 5,400,000 5,279,476.81

DIAGEO FIN BV 3.875% 01 Apr 2011 32,000,000 30,379,421.44

DIAGEO FIN BV 5.3% 28 Oct 2015 5,400,000 5,436,909.11

DIAMOND OFFSHORE DRILLING INC 4.875% 01 Jul 2015 16,750,000 16,285,791.67

EATON CORP 8.1% 15 Aug 2022 8,750,000 11,294,031.00

EMPRESA NACIONAL DE 8.5% 01 Apr 2009 11,330,000 12,356,928.54

EMPRESA NACIONAL DE ELECTRIC 8.35% 01 Aug 2013 6,492,000 7,393,849.16

ENBRIDGE ENERGY PARTNERS L P 4.75% 01 Jun 2013 4,700,000 4,475,062.70

ENCANA CORP 4.75% 15 Oct 2013 10,500,000 10,298,972.15

ENCANA CORP 6.5% 15 Aug 2034 21,750,000 24,414,680.37

ENERSIS S A 7.4% 01 Dec 2016 9,000,000 9,782,073.00

ENERSIS SA 7.375% 15 Jan 2014 20,500,000 22,050,333.00ENTERPRISE PRODS OPER L P 6.875% 01 Mar 2033 21,000,000 22,482,356.40

ENTERPRISE PRODS OPER L P 5% 01 Mar 2015 19,350,000 18,445,908.02

ENTERPRISE PRODUCTS OPER 4.95% 01 Jun 2010 7,431,000 7,286,132.58

EQUITY RESIDENTIAL 5.125% 15 Mar 2016 19,900,000 19,337,649.48

ERAC USA FIN CO 6.7% 01 Jun 2034 30,000,000 32,170,431.00

FED HM LN PC POOL 1B3816 4.918% 01 May 2035 3,787,097 3,730,046.51

FED HM LN PC POOL A14282 5% 01 Oct 2033 9,865,103 9,587,785.99

FED HM LN PC POOL A33799 6.5% 01 Mar 2035 2,128,100 2,179,032.25

FED HM LN PC POOL B10827 4.5% 01 Nov 2018 36,232,427 35,348,463.03

FED HM LN PC POOL B11064 5.5% 01 Nov 2018 2,466,922 2,481,366.99

FED HM LN PC POOL B11815 4.5% 01 Jan 2019 19,376,084 18,903,364.42

FED HM LN PC POOL B13457 4.5% 01 Apr 2019 18,024,723 17,567,864.58

FED HM LN PC POOL B14157 4% 01 May 2019 10,392,740 9,896,855.58

FED HM LN PC POOL C01676 6% 01 Nov 2033 40,925,628 41,319,279.16

FED HM LN PC POOL C76289 6% 01 Jan 2033 6,581,897 6,645,206.09

FED HM LN PC POOL C78907 5% 01 May 2033 6,101,066 5,929,559.43FED HM LN PC POOL C90847 6% 01 Aug 2024 15,948,310 16,179,676.44

FED HM LN PC POOL C90852 6% 01 Jul 2024 3,630,323 3,682,989.18

FED HM LN PC POOL C90865 6% 01 Nov 2024 17,149,229 17,398,016.82

FED HM LN PC POOL C90932 5.5% 01 Nov 2025 57,994,204 57,798,829.26

FED HM LN PC POOL C90939 5.5% 01 Dec 2025 5,000,000 4,983,155.70

FED HM LN PC POOL E01084 5.5% 01 Jan 2017 6,657,084 6,702,059.58

FED HM LN PC POOL E01098 6% 01 Feb 2017 10,247,883 10,450,363.43

FED HM LN PC POOL E01251 5.5% 01 Nov 2017 9,894,946 9,958,873.32

FED HM LN PC POOL E01311 5.5% 01 Feb 2018 9,129,873 9,183,330.96

FED HM LN PC POOL E01537 4.5% 01 Dec 2018 5,909,196 5,765,028.91

FED HM LN PC POOL G01674 5.5% 01 Apr 2034 14,438,993 14,321,684.38

FEDERAL HOME LN BKS 5.375% 15 Feb 2007 55,500,000 55,875,818.25

FEDERAL HOME LN BKS 3.25% 21 Jul 2006 100,000,000 99,235,590.00

FEDERAL HOME LN MTG CORP 4% 15 Oct 2022 11,211,508 10,759,615.14

FEDERAL HOME LN MTG CORP 4.875% 15 Nov 2013 120,000,000 120,681,444.00

FEDERAL HOME LN MTG CORP 4% 15 Dec 2032 4,789,680 4,456,165.74

FEDERAL HOME LN MTG CORP 4.125% 24 Feb 2011 185,000,000 179,324,866.00FEDERAL HOME LN MTG CORP 3% 29 Sep 2006 100,000,000 98,741,410.00

FEDERAL HOME LN MTG CORP 3.75% 15 Apr 2007 102,000,000 100,838,362.80

FEDERAL HOME LN MTG CORP 6.5% 15 Jul 2031 10,745,946 11,246,569.27

FEDERAL HOME LN MTG CORP 3.75% 15 Nov 2006 160,000,000 158,651,984.00

FEDERAL HOME LN MTG CORP 4.5% 15 Aug 2022 2,702,067 2,642,195.97

FEDERAL HOME LOAN MTG CORP 5.875% 21 Mar 2011 200,000,000 208,173,560.00

FEDERAL HOME LOAN MTG CORP 3.625% 15 Feb 2007 125,000,000 123,496,587.50

FEDERAL NATL MTG ASSN 6.25% 01 Feb 2011 200,000,000 211,134,980.00

FEDERAL NATL MTG ASSN 6.5% 25 Jul 2042 33,056,724 33,961,938.92

FEDERAL NATL MTG ASSN 4% 25 May 2033 1,988,586 1,843,105.15

FEDERAL NATL MTG ASSN 4% 25 Jul 2032 5,108,589 4,894,637.78



45/116


46/116


FNMA POOL 689619 4.5% 01 Jun 2018 2,065,669 2,014,748.11

FNMA POOL 689620 5% 01 Jun 2018 5,284,134 5,236,844.11

FNMA POOL 689621 4.5% 01 Jun 2018 7,145,160 6,969,023.36

FNMA POOL 694431 5% 01 Mar 2018 22,549,254 22,347,452.16

FNMA POOL 695916 5% 01 May 2018 20,640,457 20,455,737.89

FNMA POOL 702449 6% 01 Jun 2033 10,874,390 10,970,912.42

FNMA POOL 702895 5% 01 Apr 2018 43,338,002 42,950,153.63

FNMA POOL 704939 5.5% 01 Apr 2018 3,861,603 3,884,959.74FNMA POOL 709844 5% 01 May 2018 9,616,258 9,530,198.45

FNMA POOL 721211 5% 01 Jun 2033 15,812,655 15,379,075.44

FNMA POOL 725162 6% 01 Feb 2034 76,381,550 77,059,518.80

FNMA POOL 725773 5.5% 01 Sep 2034 44,945,263 44,551,656.86

FNMA POOL 725801 4.677% 01 Aug 2034 15,435,917 15,165,379.06

FNMA POOL 726054 5.5% 01 Jun 2033 13,243,932 13,140,226.51

FNMA POOL 726233 1% 01 Jul 2033 1,450,884 1,433,977.45

FNMA POOL 729777 5% 01 Jul 2018 6,221,145 6,165,469.46

FNMA POOL 730016 4% 01 Jul 2018 14,369,296 13,718,881.12

FNMA POOL 733484 5% 01 Aug 2018 3,392,599 3,362,237.4

Date post:	30-May-2018
Category:	Documents
Upload:	spotus
View:	216 times
Download:	0 times

Updated: University of California Retirement Plan Fixed Income - Updated 2-19-2010

Documents