Accountability for the Investment of Retirement Funds
This information is required by Public Act 93-0499, 30 ILCS 237, and is updated by the 15th of every month.
Every effort has been made to provide accurate information. However, the information provided is based on preliminary, unaudited data and is subject to change. For audited investment information, please click on the following link to view the latest version of the Comprehensive Annual Financial Report.
As of October 31, 2009
| Total assets (thousands) |
30,779,882 |
A |
| Total monthly investment income (thousands) |
$39,517 |
B |
| Yield (monthly) |
0.1% |
B÷A |
| Monthly rate of return (gross of fees) |
(0.8)% |
|
| Asset Allocation |
Actual |
Interim Target |
| U.S. Equities |
32.5% |
31.5% |
| International Equities |
20.8 |
20.0 |
| Fixed Income |
18.2 |
16.0 |
| Real Estate |
10.4 |
14.0 |
| Real Return |
7.1 |
7.75 |
| Absolute Return |
2.6 |
2.5 |
| Private Equity |
8.0 |
7.0 |
| Short-Term Investments |
0.4 |
1.25 |
| Total |
100.0% |
100.0% |
Brokerage Firms
The Teachers' Retirement System of the State of Illinois does not maintain an approved brokerage firm listing. TRS investment managers have sole discretion in selecting the brokerage firm(s) to be used as well as the terms and conditions upon which any selected brokers are engaged. Managers are expected to work diligently in the effective management of TRS's commission expenses.
Depository Institutions
State Street Bank and Trust
Transition Managers Effective February 19, 2009
Barclay's Global Investors
BlackRock Solutions
Goldman Sachs & Co.
J.P. Morgan
Morgan Stanley
State Street Global Markets
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