TRS of Illinois

Accountability for the Investment of Retirement Funds

As of February 28, 2017

Total assets (thousands)        $46,856,905 A
Total monthly investment income (thousands) $106,927 B
Yield (monthly) 0.2% B ÷ A
Monthly rate of return (gross of fees) 1.5%  


Asset Allocation Actual Interim Target
Total 100.0% 100.0%
U.S. Equities 17.6% 18.0%
International Equities 19.7   18.0  
Fixed Income 19.4   18.5  
Real Estate 14.5   15.0  
Real Return 7.9   9.5  
Absolute Return 6.7   8.0  
Private Equity 12.6   12.0  
Short-Term Investments 1.6   1.0  

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/Cash Management

State Street Bank and Trust

Transition Managers Effective August 1, 2013

Citigroup Global Markets
Russell Implementation Services
Loop Capital
State Street Global Markets