Stocks/Funds/CIK 919079

CALIFORNIA PUBLIC EMPLOYEES RETIREMENT SYSTEM

index-like (500+ pos)long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 919079
Assets
$162.42B
+13.5% YoY
Holdings
1,061
Lifetime alpha vs market
+1.15% annual
Average hold time
8.7 yr
median 10.5 yr

Quarterly history

Cum return +29% vs S&P +23% · α +6% lifetimeAUM $162.4B · peak $174.8BFlow $-4.8B (-3%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-2.72%
trims when stocks drop
when a holding falls −10%+
Middle response
-1.72%
baseline attrition
Rally response
-1.23%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
VOOVanguard S&P 500 ETF$20.10B12.4%1.8 yr
NVDANVIDIA Corporation$11.92B7.3%+60.9%10.5 yr
AAPLApple Inc.$9.57B5.9%+14.7%10.5 yr
MSFTMicrosoft Corporation$8.11B5.0%-0.6%10.5 yr
AMZNAmazon.com, Inc.$4.54B2.8%+9.5%10.5 yr
GOOGLAlphabet Inc.$4.21B2.6%10.5 yr
AVGOBroadcom Inc.$4.11B2.5%+86.0%8.0 yr
METAMeta Platforms, Inc.$3.21B2.0%-0.4%10.5 yr
GOOGAlphabet Inc.$2.96B1.8%+84.3%10.5 yr
JPHYJPMorgan Active High Yie$2.00B1.2%1.0 yr
TSLATesla, Inc.$1.93B1.2%+43.4%10.5 yr
JPMJPMorgan Chase & Co.$1.86B1.1%+21.8%10.5 yr
LLYEli Lilly and Company$1.67B1.0%+12.2%10.5 yr
JNJJohnson & Johnson$1.47B0.9%+51.5%10.5 yr
BRK-BBerkshire Hathaway Inc.$1.33B0.8%10.5 yr

Portfolio composition (YoY)

Industry mix
Asset Management14.8%+6.2pp$23.97B
Semiconductors14.4%+5.9pp$23.36B
Internet Content & Information6.6%+1.3pp$10.66B
Software - Infrastructure6.3%-0.2pp$10.31B
Consumer Electronics5.9%+0.5pp$9.60B
Drug Manufacturers - General4.2%-0.8pp$6.82B
Specialty Retail3.4%+0.3pp$5.54B
Banks - Diversified2.5%+0.4pp$4.14B
Aerospace & Defense1.8%+0.1pp$2.94B
Software - Application1.7%-1.2pp$2.82B
Country
US97.0%+0.5pp
IE1.2%-0.2pp
GB0.5%-0.1pp
Unknown0.2%+0.0pp
CH0.2%-0.1pp
NL0.2%+0.1pp
BM0.1%-0.1pp
SG0.1%+0.0pp
Top 5: 33.4% · Top 10: 43.5% · Top 25: 54.9%

Winners

TickerPrev $PnLYoY %
NVDA$6.34B+3.86B60.9%
AVGO$2.18B+1.86B86.0%
GOOG$1.77B+1.49B84.3%
AAPL$7.70B+1.13B14.7%
JNJ$1.45B+0.73B51.5%

Losers

TickerPrev $PnLYoY %
V$1.30B-0.17B-13.1%
MA$1.04B-0.09B-8.5%
MSFT$7.18B-0.05B-0.6%
META$3.18B-0.01B-0.4%

Top buys this quarter · 15

LRCX Lam Research Corporation+$421M
AMZN Amazon.com, Inc.+$4.54B
MU Micron Technology, Inc.+$341M
AAPL Apple Inc.+$9.57B
MSFT Microsoft Corporation+$8.11B
UBER Uber Technologies, Inc.+$113M
TT Trane Technologies plc+$98M
NXPI NXP Semiconductors N.V.+$93M
AXP American Express Company+$90M
MPWR Monolithic Power Systems, Inc.+$82M

Top sells this quarter · 15

NVDA NVIDIA Corporation$1.40B
GOOG Alphabet Inc.$585M
JNJ Johnson & Johnson$353M
PEP PepsiCo, Inc.$331M
MDT Medtronic plc$207M
COST Costco Wholesale Corporation$168M
MRK Merck & Co., Inc.$143M
CRM Salesforce, Inc.$139M
T AT&T Inc.$135M
VZ Verizon Communications Inc.$698M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$162.42B1061+15.76%+17.59%-1.83%-4.82B
2025-12-31$174.83B1084+16.82%+17.72%-0.90%+4.36B
2025-09-30$166.98B1086+15.90%+17.52%-1.62%-2.05B
2025-06-30$156.94B1110+15.11%+14.94%+0.17%-0.53B
2025-03-31$143.08B1115+6.61%+8.30%-1.70%-1.22B
2024-12-31$149.48B1139+18.66%+24.89%-6.23%+4.73B
2024-09-30$142.91B1141+30.34%+36.04%-5.70%-2.91B
2024-06-30$136.31B1162+17.07%+24.49%-7.42%-8.12B
2024-03-31$141.71B1161+22.19%+29.62%-7.43%+0.70B
2023-12-31$131.24B1178+20.38%+26.18%-5.80%+2.41B
2023-09-30$115.79B1181+16.24%+21.57%-5.33%+4.30B
2023-06-30$116.03B1201+14.74%+19.42%-4.68%-3.39B
2023-03-31$112.26B1208-5.47%-7.82%+2.35%-11.44B
2022-12-31$116.86B1209+7.43%+7.56%-0.13%+0.54B
2022-09-30$108.27B1213-5.15%-4.93%-0.22%+7.32B
2022-06-30$106.44B1212-12.37%-16.11%+3.75%-5.87B