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Asset Allocation

The ASRS manages a well-diversified portfolio that is designed to produce steady returns over a long period of time. This institutional investment approach relies primarily on an asset allocation strategy that does not radically change due to market conditions but is analyzed regularly to take advantage of market and economic conditions.

The current strategic asset allocation is as follows:

TargetLowHighBenchmark
Public Equity443454MSCI ASWI IMI NET USA Gross
Private Equity10713MSCI ASWI IMI NET USA Gross 1 QTR Lagged
Credit231726S&P LSTA Index 1 QTR Lagged + 2.5%
Interest Rate Sensitive 6312Bloomberg US Treasury Index
Real Estate171321NCREIF ODCE NET 1 QTR Lagged

 

For more details on Asset Allocation, view

PDF Icon ASRS Asset Liability Study - Sept. 2022

 

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