Annual Investment & Financial Reports
The reports below provide more detailed information about the strategy and implementation of our Investments Program.
Annual Investment Reports
View our investment holdings ending each fiscal year, dating back to June 30, 2002.
- June 30, 2012 Annual Investment Report (PDF, 2.92 MB)
- June 30, 2011 Annual Investment Report (PDF, 817 KB)
- June 30, 2010 Annual Investment Report (PDF, 876 KB)
- June 30, 2009 Annual Investment Report (PDF, 809 KB)
- June 30, 2008 Annual Investment Report
- June 30, 2007 Annual Investment Report
- June 30, 2006 Annual Investment Report
- June 30, 2005 Annual Investment Report
- June 30, 2004 Annual Investment Report
- June 30, 2003 Annual Investment Report
- June 30, 2002 Annual Investment Report
Provides comprehensive information on all CalPERS programs and benefits, including investment information, for each fiscal year.
Emerging Manager Five-Year Plan (PDF, 130 KB)
The Emerging Manager Five-Year Plan examines what we have learned over 20 years of investing with emerging managers, supplemented by data and insight from key stakeholders.
Emerging and Diverse Manager Data Report (PDF, 158 KB)
This report provides the performance and diversity deliverables for the first Portfolio Management work stream in the Emerging Manager Plan.
This report chronicles the Pension Fund’s efforts in Environmental, Social and Governance (ESG) investing and outlines the framework that CalPERS uses to integrate sustainability across the entire investment portfolio.
CalPERS for California Report (PDF, 3.12 MB)
This report focuses on the broad ancillary benefits from the $19 billion that CalPERS has invested in the State. These ancillary benefits include jobs, business expansion, and infrastructure.
Iran Related Investments – Annual Legislative Report (PDF, 694 KB)
Updated version includes details of CalPERS continuous response to the Iran Act and a comprehensive table of companies removed from CalPERS Identified Companies List pursuant to the Iran Act.
Facts at a Glance (PDF, 254 KB)
Facts at a Glance is a monthly compilation of information about CalPERS investments.