California Public Employees Retirement System

Pension sovereign Mechanical CIK 919079
League rank
#1
in Pension sovereign · #1422 overall
Long book
$162.49B
Q1 2026
Positions
1064
Top-10 weight
44%
concentration
Last quarter
+15.4%
SPY +14.8%
Turnover
7%
of book per quarter

Strategy in plain words

auto-generated from filings

California Public Employees Retirement System is a pension / sovereign wealth manager, running a $162.49B US long book across 1064 positions.

The portfolio is moderately concentrated (top 10 ≈ 44% of the book). The book barely moves quarter to quarter — a patient, low-turnover holder. Current anchor positions: VANGUARD S&P 500 ETF, NVIDIA CORP, APPLE INC, MICROSOFT CORP, AMAZON.COM INC.

Over the last 9 quarters its long book ran on average 0.1pp per quarter behind the S&P 500, beating the index in 4 of 9 quarters. Its holdings are mechanical (indexing / client flows), so position changes carry no stock-picking signal.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
+3.7%
Q2 2024
+6.8%
Q3 2024
+1.4%
Q4 2024
-3.1%
Q1 2025
+9.5%
Q2 2025
+7.7%
Q3 2025
+2.4%
Q4 2025
-4.3%
Q1 2026
+15.4%

Sector allocation

Technology
44%
Financials
11%
Industrials
10%
Consumer discretionary
9%
Healthcare
8%
Services media
4%
Utilities
3%
Other
3%

Long book by quarter

$142.20B
Q1 2024
$136.35B
Q2 2024
$142.95B
Q3 2024
$149.52B
Q4 2024
$143.11B
Q1 2025
$156.97B
Q2 2025
$167.04B
Q3 2025
$174.90B
Q4 2025
$162.49B
Q1 2026

What does California Public own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
NVDA NVIDIA CORPTechnology68.3M$11.92B7.3%-10.5%
AAPL APPLE INCTechnology37.7M$9.57B5.9%+3.7%
MSFT MICROSOFT CORPTechnology21.9M$8.11B5.0%+3.7%
AMZN AMAZON.COM INCConsumer discretionary21.8M$4.54B2.8%+8.7%
GOOGL ALPHABET INC-CL ATechnology14.6M$4.21B2.6%-4.8%
AVGO BROADCOM INCTechnology13.3M$4.11B2.5%-2.4%
META META PLATFORMS INC-CLASS ATechnology5.6M$3.21B2.0%-3.6%
GOOG ALPHABET INC-CL CTechnology10.3M$2.96B1.8%-16.5%
TSLA TESLA INCIndustrials5.2M$1.93B1.2%-1.0%
JPM JPMORGAN CHASE & COFinancials6.3M$1.86B1.1%-6.7%
LLY ELI LILLY & COHealthcare1.8M$1.67B1.0%-2.2%
JNJ JOHNSON & JOHNSONHealthcare6.0M$1.47B0.9%-19.4%
BRK/B BERKSHIRE HATHAWAY INC-CL BFinancials2.8M$1.33B0.8%-18.0%
XOM EXXON MOBIL CORPEnergy7.8M$1.33B0.8%-1.6%
LRCX LAM RESEARCH CORPIndustrials5.9M$1.25B0.8%+50.6%
WMT WALMART INCConsumer discretionary8.8M$1.09B0.7%+2.0%
MU MICRON TECHNOLOGY INCTechnology3.2M$1.08B0.7%+46.2%
V VISA INC-CLASS A SHARESServices media3.2M$960.1M0.6%-4.3%
COST COSTCO WHOLESALE CORPConsumer discretionary941.7K$938.3M0.6%-15.2%
CSCO CISCO SYSTEMS INCTechnology12.1M$935.3M0.6%+4.3%
BAC BANK OF AMERICA CORPFinancials18.2M$888.3M0.5%-7.1%
MRK MERCK & CO. INC.Healthcare7.4M$888.1M0.5%-13.8%
KLAC KLA CORPOther594.6K$875.5M0.5%-2.2%
MA MASTERCARD INC - AServices media1.7M$865.1M0.5%-5.7%
ABBV ABBVIE INCHealthcare3.7M$809.1M0.5%-11.4%
KO COCA-COLA CO/THEConsumer staples10.0M$757.3M0.5%-0.8%
NFLX NETFLIX INCServices media7.8M$745.3M0.5%-6.3%
VZ VERIZON COMMUNICATIONS INCCommunications14.4M$723.7M0.4%-15.9%
CVX CHEVRON CORPEnergy3.5M$716.1M0.4%+1.7%
PG PROCTER & GAMBLE CO/THEOther4.9M$714.5M0.4%-6.2%
HD HOME DEPOT INCConsumer discretionary2.1M$696.7M0.4%-12.4%
AMGN AMGEN INCHealthcare2.0M$693.4M0.4%-5.6%
MCD MCDONALD'S CORPConsumer discretionary2.0M$636.0M0.4%-6.8%
AMAT APPLIED MATERIALS INCTechnology1.9M$633.3M0.4%-10.0%
CAT CATERPILLAR INCIndustrials879.8K$623.3M0.4%+0.4%
IBM INTL BUSINESS MACHINES CORPTechnology2.5M$600.7M0.4%-14.2%
UNH UNITEDHEALTH GROUP INCFinancials2.2M$591.7M0.4%-10.4%
GS GOLDMAN SACHS GROUP INCFinancials698.1K$590.6M0.4%+15.8%
PLTR PALANTIR TECHNOLOGIES INC-ATechnology3.9M$564.1M0.3%-6.6%
GE GENERAL ELECTRICIndustrials2.0M$564.0M0.3%-3.5%
AMD ADVANCED MICRO DEVICESTechnology2.8M$561.5M0.3%-5.9%
INTC INTEL CORPTechnology12.4M$546.6M0.3%+11.2%
WFC WELLS FARGO & COFinancials6.9M$545.5M0.3%+3.2%
RTX RTX CORPIndustrials2.8M$544.0M0.3%-4.5%
PEP PEPSICO INCConsumer staples3.2M$503.3M0.3%-39.7%
GILD GILEAD SCIENCES INCHealthcare3.6M$499.6M0.3%-3.2%
DE DEERE & COIndustrials851.6K$479.7M0.3%+1.6%
T AT&T INCCommunications16.3M$471.8M0.3%-22.5%
C CITIGROUP INCFinancials4.1M$467.7M0.3%+12.3%
ABT ABBOTT LABORATORIESHealthcare4.5M$458.7M0.3%-14.2%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 6, 20261064$162.49B canonicalSEC ↗
Q4 202513F-HRFeb 12, 20261086$174.90B canonicalSEC ↗
Q3 202513F-HRNov 14, 20251089$167.04B canonicalSEC ↗
Q2 202513F-HRAug 13, 20251114$156.97B canonicalSEC ↗
Q1 202513F-HRMay 13, 20251118$143.11B canonicalSEC ↗
Q4 202413F-HR/ARESTATEMENTApr 23, 20251142$149.52B canonicalSEC ↗
Q4 202413F-HRFeb 12, 20251142$149.52Bconfidential SEC ↗
Q3 202413F-HRNov 13, 20241146$142.95B canonicalSEC ↗
Q2 202413F-HRAug 14, 20240$136.35B canonicalSEC ↗
Q1 202413F-HRApr 30, 20241169$142.20B canonicalSEC ↗