Investments

A wealth of information about the fund's holdings, asset allocations, returns, investment managers, fees, and other data is published every spring as we present supplemental budget information to the General Assembly and again by June 30 of each year in our comprehensive annual financial report.

You can also learn more about our investment program's structure and implementation in our strategic investment plan, which is updated every other year.

Holdings

You can find more frequent updates here. Following a one-quarter delay, we post summary reports of the most recent four quarters-on a rolling basis-here.

Summary Holdings Report 2016 - Quarter 4
  2016 - Quarter 3
  2016 - Quarter 2
  2016 - Quarter 1


For your convenience, some of the same data provided in our comprehensive annual financial report is excerpted, simplified, and provided here as well.

Detailed Holdings Report Public Holdings as of December 31, 2015
  Real Asset Holdings as of December 31, 2015
  Private Holdings as of December 31, 2015

 

Recent Performance

Each quarter, the SERS board is provided with an update about the fund's returns, based on asset class. Such information is preliminary, unaudited and subject to change. We do, however, share the information in post-board-meeting press releases and provide the most recent four updates here, for your information. To confirm actual annual performance, please see our comprehensive annual financial report.

2015 Calendar Year Total Fund 0.4%
Alternative Investments 7.8%
Global Public Equity -1.8%
Real Assets -2.2%
Diversifying Assets 0.1%
Fixed Income -0.7%
Liquidity Reserve 0.75%

2015 Quarter Four Total Fund 0.9%
Alternative Investments -2.0%
Global Public Equity 4.6%
Real Assets -0.5%
Diversifying Assets -0.3%
Fixed Income -1.0%
Liquidity Reserve 0.0%

2015 Quarter Three Total Fund -3.2%
Alternative Investments 5.4%
Global Public Equity -9.6%
Real Assets -3.2%
Diversifying Assets -3.3%
Fixed Income -0.2%
Liquidity Reserve 0.2%

2015 Quarter One Total Fund 1.9%
Alternative Investments 2.4%
Global Public Equity 2.9%
Real Assets -0.8%
Diversifying Assets 3.0%
Fixed Income 1.7%
Liquidity Reserve 0.2%

2015 Quarter Two Total Fund 0.9%
Alternative Investments 1.9%
Global Public Equity 0.95%
Real Assets 2.3%
Diversifying Assets 0.8%
Fixed Income -1.2%
Liquidity Reserve 0.3%