Michigan Retirement System, Bureau of Investments 2
1.70%
-1.30%
3.00
$3,900
6.30%
Texas County & District Retirement System
1.50%
0.50%
1.00
$6,232
24.30%
Missouri State Employees' Retirement System3
1.00%
0.20%
0.80
$1,358
16.40%
New Jersey Division of Investment - Absolute Return1
0.07%
3.35%
-3.28
$3,319
4.70%
Texas Teacher Retirement System (directional)
-0.20%
0.50%
-0.70
$5,200
3.90%
Indiana Public Retirement System
-0.20%
3.28%
-3.48
$2,245
7.31%
Pennsylvania Public School Employees Retirement System
-0.59%
4.13%
-4.72
$4,778
9.40%
Illinois Teachers Retirement System
-0.61%
4.28%
-4.89
$3,109
6.82%
Florida State Board of Administration4
-0.76%
-0.98%
0.22
$4,477
3.10%
Pennsylvania State Employees Retirement System
-0.90%
1.20%
-2.10
$2,010
7.52%
New Jersey Division of Investment - Equity-oriented 1
-0.99%
8.05%
-9.04
$2,206
3.12%
MEAN RETURN
1.28%
2.26%
MEDIAN RETURN
0.07%
1.20%
Notes:1
Data are as of Oct. 31;
2 Performance data are for the $47.6 billion Michigan Public School Employees Retirement System; hedge fund assets are the total for all four MRS funds and the percentage of plan assets is from the $61.6 billion asset pool.;
3 MOSERS had an additional $799 million invested in hedge fund replications strategies. The one-year return for the combined hedge fund and replication portfolios was 2.2%.;
4 Data are for the Florida Retirement System, excluding activist and managed futures funds.
