TRS of Illinois http://trs.illinois.gov
TEACHERS' RETIREMENT SYSTEM OF THE STATE OF ILLINOIS


Portfolio Information

Asset Allocation as of September 30, 2016

Using the combined resources of external investment managers, internal staff and consultants, TRS invests the trust assets in accordance with the general fiduciary rules of both state and federal laws. The market value of the TRS total fund on September 30, 2016 was $45.70 billion. Below is the asset allocation as of September 30, 2016.

Asset Class 9/30/16 Total Fund Millions % of Portfolio
US Equities $8,026.2 17.6%
International Equities 8,845.6 19.3 
Fixed Income 8,799.9 19.2 
Real Return 3,530.4 7.7 
Real Estate 7,027.7 15.4 
Private Equity 5,601.8 12.3 
Absolute Return 3,109.0 6.8 
Short&nd;term Investments 763.7 1.7 
Total Fund $45,704.3 100.0%

Investment Returns

Listed below are the rates of return by asset class for the one–, three–, five–, and ten–year periods ending September 30, 2016. Returns are before payment of investment expenses. Benchmarks are listed to comply with Public Act 96–0006.

Asset Class 1–Year Return 3–Year Return 5–Year Return 10–Year Return
TRS Total Fund 8.7 7.1 10.1 6.0
TRS Policy Index 10.1 7.0 10.1 5.8
TRS Domestic Equity 12.9 10.0 16.6 7.2
Russell 3000 Index 15.0 10.4 16.4 7.4
TRS International Equity 10.5 1.4 6.9 2.8
International Equity Blend Index 9.8 0.6 6.4 2.6
TRS Fixed Income 7.7 5.6 6.6 6.9
Total Fixed Income Blend Index 5.2 4.0 3.1 4.8
TRS Real Return 6.2 2.5 3.6 *
CPI + 5% 6.5 6.1 6.3 *
TRS Real Estate 12.4 14.1 13.3 6.9
NCREIF Real Estate Index 9.2 11.3 11.2 7.2
TRS Total Private Equity 3.1 12.1 11.8 11.5
Russell 3000 Index + 300 bps 18.4 13.7 19.8 10.6
TRS Absolute Return 1.7 5.3 7.2 *
90–day T–bill + 400 bps 4.3 4.1 4.1 *

* is N/A