The IMRF Investment Department works under the guidance and direction of the Board of Trustees, and is governed by the Prudent Man Rule. It is the mission of the Investment Department to optimize the total return of the IMRF investment portfolio through a policy of long-term diversified investment, using parameters of prudent risk management.
IMRF’s Investment Department works with independent professional money managers and consultants to achieve these goals.
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|
Asset Allocation Summary |
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Asset Allocation as of June 30, 2010
| |
Market Value |
|
|
|
|
| Asset Class |
(in Millions)
|
% Target |
% Actual |
|
|
| Domestic Equity |
$8,297.4
|
38.0% |
38.3% |
|
|
| International Equity |
$4,431.8
|
20.0% |
20.4% |
|
|
| Fixed Income |
$7,148.5
|
29.0% |
33.0% |
|
|
| Real Estate |
$450.6
|
6.0% |
2.1% |
|
|
| Alternative Investments |
$936.4
|
6.0% |
4.3% |
|
|
| Cash Equivalents |
$419.6
|
1.0% |
1.9% |
|
|
| Total |
$21,684.3
|
100.0% |
100.0% |
|
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| |
| |
|
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Last Updated on Monday, 16 August 2010 16:19 |
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Investment Returns Summary |
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Investment Performance for Periods Ending June 30, 2010
| |
Quarter
Ending |
Year to Date |
1 Year
Ending |
3 Years
Ending |
5 Years
Ending |
10 Years
Ending |
| |
6/30/10 |
6/30/10 |
6/30/10 |
6/30/10 |
6/30/10 |
6/30/10 |
| Total Fund |
|
|
|
|
|
|
| Gross of Fees |
-6.06% |
-2.52% |
13.54% |
-2.35% |
3.86% |
3.53% |
| Net of Fees |
-6.10%
|
-2.62% |
13.31% |
-2.54% |
3.64% |
-- |
Total Fund Benchmark*
|
-5.42% |
-2.13% |
12.05% |
-1.77% |
3.54% |
3.39% |
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Last Updated on Monday, 16 August 2010 18:49 |
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