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An Official Pennsylvania Government Website

Public School Employees' Retirement System

Public School Employees' Retirement System

About

Active Members

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Retired Members

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Begin Main Content Area

INVESTMENT PROGRAM ARCHIVE

FISCAL YEAR 2019/2020

PSERS' ASSET ALLOCATION

PSERS' assets have grown from $6 billion in 1982 to $59.1 billion as of June 30, 2019.

PSERS detailed asset allocation - Overview of the Investment Portfolio as of June 30, 2020
PSERS detailed asset allocation - Overview of the Investment Portfolio as of March 31, 2020
PSERS detailed asset allocation - Overview of the Investment Portfolio as of December 31, 2019
PSERS detailed asset allocation - Overview of the Investment Portfolio as of September 30, 2019

Manager Roster

A Listing of PSERS’ Investment Managers, Advisors, and Partnerships as of June 30, 2020
A Listing of PSERS’ Investment Managers, Advisors, and Partnerships as of March 31, 2020
A Listing of PSERS' Investment Managers, Advisors, and Partnerships as of December 31, 2019
A Listing of PSERS' Investment Managers, Advisors, and Partnerships as of September 30, 2019

QUARTERLY INVESTMENT PERFORMANCE (PRIVATE MARKETS AND REAL ESTATE PERFORMANCE IS ONE QUARTER LAGGED)

Total Fund Performance

PSERS Annualized Total Fund Performance (Net of Fees) as of June 30, 2020 (private markets and real estate performance is one quarter lagged)
PSERS Annualized Total Fund Performance (Net of Fees) as of March 31, 2020 (private markets and real estate performance is one quarter lagged)
PSERS Annualized Total Fund Performance (Net of Fees) as of December 31, 2019 (private markets and real estate performance is one quarter lagged)
PSERS Annualized Total Fund Performance (Net of Fees) as of September 30, 2019 (private markets and real estate performance is one quarter lagged)

Total Fund Performance by Individual Manager

PSERS Annualized Total Fund Performance (Net of Fees) by Individual Manager as of June 30, 2020 (private markets and real estate performance is one quarter lagged)
PSERS Annualized Total Fund Performance (Net of Fees) by Individual Manager as of March 31, 2020 (private markets and real estate performance is one quarter lagged)
PSERS Annualized Total Fund Performance (Net of Fees) by Individual Manager as of December 31, 2019 (private markets and real estate performance is one quarter lagged)
PSERS Annualized Total Fund Performance (Net of Fees) by Individual Manager as of September 30, 2019 (private markets and real estate performance is one quarter lagged)

History of PSERS' Market Rates of Return

History of PSERS' Market Rates of Return

Private Market

PSERS Private Markets Investment Performance (Net of Fees) as of June 30, 2020
PSERS Private Markets Investment Performance (Net of Fees) as of March 31, 2020
PSERS Private Markets Investment Performance (Net of Fees) as of December 31, 2019
PSERS Private Markets Investment Performance (Net of Fees) as of September 30, 2019

Real Estate

PSERS Real Estate Investment Performance (Net of Fees) as of June 30, 2020
PSERS Real Estate Investment Performance (Net of Fees) as of March 31, 2020
PSERS Real Estate Investment Performance (Net of Fees) as of December 31, 2019
PSERS Real Estate Investment Performance (Net of Fees) as of September 30, 2019

Private Market Asset Class Review Year End Report

Private Markets Asset Class Review Year-End 2018 Report as of Oct. 10, 2019

Hedge Fund/Absolute Return

Hedge Fund/Absolute Return Holdings and Performance as of June 30, 2020

PSERS’ INVESTMENT MANAGER FEE INFORMATION

Guaranteed Partner Ownership Interest (Carried Interest) Presentation to the PSERS Board – Calendar Year 2017

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