Pennsylvania PSERS returns 11.45% for year

Pennsylvania Public School Employees' Retirement System, Harrisburg, returned 11.45% in the year ended Sept. 30, confirmed spokeswoman Evelyn Tatkovski.

The $49.5 billion pension fund's master limited partnership portfolio posted the highest return, at 31.72% for the year, followed by domestic equities, with 29.74%, and risk parity, 24.36%. Other returns were international equities, 16.04%; fixed income, 12.09%; commodities, 11.31%; real estate, 6.85%; private equity/venture capital/private debt, 5.85%; and absolute return, 3.59%.

Actual allocations as of Sept. 30 were 23.7% fixed income; 21.8% private equity/venture capital/private debt; 13% real estate; 12.1% absolute return; 10.7% international equities; 10.6% domestic equities; 4.8% commodities; 1.9% risk parity; and 1.4% master limited partnerships.

— Contact Rob Kozlowski at rkozlowski@pionline.com | @Kozlowski_PI