Pennsylvania Public School Employees’ Retirement System, Harrisburg, posted investment returns of 7.96% for the fiscal year ended June 30, confirmed spokeswoman Evelyn Tatkovski.
The $49.3 billion pension fund’s master limited partnership portfolio posted the highest return, at 37.08% for the year; followed by private markets, 10.34%; domestic equities, 24.36%; and international equities, 16.08%.
The asset allocation as of June 30 was 21.7% private markets, 19.9% fixed income, 14.3% real estate, 11.7% absolute return, 9.9% international equities, 9.4% domestic equities, 3.8% cash and cash equivalents, 3.6% commodities, 2.8% risk parity and 2.9% master limited partnerships.
