TRS of Illinois http://www.trsil.org
TEACHERS' RETIREMENT SYSTEM OF THE STATE OF ILLINOIS


Portfolio Information

Asset Allocation as of March 31, 2017

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 March 31, 2017 was $46.04 billion. Below is the asset allocation as of March 31, 2017.

Asset Class 3/31/17 Total Fund Millions % of Portfolio
US Equities $8,055.0 17.5
International Equities 8,734.4 19.0
Fixed Income 8,612.1 18.7
Real Return 3,561.4 7.7
Real Estate 6,885.1 15.0
Private Equity 5,708.5 12.4
Absolute Return 3,187.7 6.9
Short-term Investments 1,295.4 2.8
Total Fund $46,039.6 100.0

Investment Returns

Listed below are the rates of return by asset class for the one–, three–, five–, and ten–year periods ending March 31, 2017. 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 11.7 6.4 8.8 5.7
TRS Policy Index 10.3 6.4 8.4 5.5
TRS Domestic Equity 18.2 9.3 13.3 7.4
Russell 3000 Index 18.1 9.8 13.2 7.5
TRS International Equity 14.5 1.5 5.2 2.0
International Equity Blend Index 13.0 0.8 4.7 1.8
TRS Fixed Income 8.0 4.9 5.9 6.9
Total Fixed Income Blend Index 0.4 2.7 2.3 4.3
TRS Real Return 7.8 2.4 2.5 *
CPI + 5% 7.5 6.1 6.3 *
TRS Real Estate 10.5 13.2 13.0 6.4
NCREIF Real Estate Index 7.3 10.6 10.7 6.7
TRS Total Private Equity 12.6 10.4 14.0 11.6
Russell 3000 Index + 300 bps 21.6 13.0 16.5 10.8
TRS Absolute Return 6.3 4.4 6.9 *
90–day T–bill + 400 bps 4.4 4.2 4.1 *

* is N/A