Comprehensive Annual Financial Reports


Getting Data from CAFRs

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CAFRs are filed annually by pension funds. The format is not as well-defined as the public filings reported to the SEC. Some pension funds publish the funds in which they've invested. Some publish the firms in which they've invested. Some publish the firms to which they've paid fees. And some do not report any details at all.

The reporting cadence varies as well. Some publish quarterly updates on their holdings, while others only wait for the annual CAFR to publish. For example, CalSTRS has quarterly updates on their performances, i.e. CalSTR's PE Portfolio Performance Q1 2014

Most pension funds do not show the amount invested in each fund or firm. They sometimes show the fees paid to the firm, but these are rough estimates without the fee rates. While a few are more transparent on their investments. For example, NYSCRF publishes the cost and the current fair value: NYSCRF's Asset Listing

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