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.

Comprehensive Annual Financial Report

Provides comprehensive information on all CalPERS programs and benefits, including investment information, for each fiscal year.

Emerging Manager Five-Year Plan (PDF)

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)

This report provides the performance and diversity deliverables for the first Portfolio Management work stream in the Emerging Manager Plan.

Towards Sustainable Investment (PDF)

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, 1 MB)

This report focuses on the broad ancillary benefits from the $20.8 billion that CalPERS has invested in the state. These ancillary benefits include jobs, business expansion, and infrastructure.

Iran Related Investments – Annual Legislative Report (PDF)

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)

Facts at a Glance is a monthly compilation of information about CalPERS investments.

Dated: 04-15-2015