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:
| Target | Low | High | Benchmark | |
| Public Equity | 44 | 34 | 54 | MSCI ASWI IMI NET USA Gross |
| Private Equity | 10 | 7 | 13 | MSCI ASWI IMI NET USA Gross 1 QTR Lagged |
| Credit | 23 | 17 | 26 | S&P LSTA Index 1 QTR Lagged + 2.5% |
| Interest Rate Sensitive | 6 | 3 | 12 | Bloomberg US Treasury Index |
| Real Estate | 17 | 13 | 21 | NCREIF ODCE NET 1 QTR Lagged |
For more details on Asset Allocation, view
ASRS Asset Liability Study - Sept. 2022
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