Penn SERS Adjusts Asset Allocation Targets, Makes New Commitments

The fund will decrease its emerging equities exposure target for US equities as it reports a 3.81% return in the first quarter. 



The board of the Pennsylvania State Employees’ Retirement System at its June 18 board meeting approved a commitment of up to $100 million to digital infrastructure investor IPI Partners LLC’s IPI Partners III-A L.P fund. The fund will invest in data center projects and will be a part of SERS real estate portfolio.
 

The commitment will increase the fund’s value add/opportunistic sub-strategy of its real estate portfolio to 50.1% from 48%. The fund’s real estate portfolio currently has a 5.5% allocation to REITS, and a 46.5% allocation to core and core-plus opportunities. IPI Partners is a new manager for SERS.  

The pension’s board also approved an adjustment to its asset allocation reducing its target allocation to emerging markets equity by 3 percentage points, while raising its target to U.S. equities by 3 percentage points.  

As of the end of 2023, the fund had a 32% allocation to U.S. equity with a policy target of 31% and policy range of 26% to 36%. Emerging markets equity comprised of 4.6% of the portfolio, with a policy target of 5% and policy range of 1% to 9%.  

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SERS had a 14.1% allocation to international developed equities, an 18.8% allocation to private equity, a 17.8% allocation to fixed income, and a 2.9% allocation to TIPS. Real estate comprised 6.9% of the fund’s assets, while legacy private credit had a 1.1% allocation. Cash had a 1.8% allocation.  

Asset Returns 

SERS announced at its June 11 meeting that it had achieved a 3.81% return in the first quarter of the year. 

Emerging markets equities returns lagged international developed markets and U.S. equities. In the first quarter, emerging markets equities returned 3.43%, while international developed markets and U.S. equities returned 5.43% and 9.68% respectively. These three were SERS’ top-performing assets. 

SERS private credit portfolio returned 2.61%, while private equity returned 2.21%. The fund’s cash holdings returned 1.34% during the quarter.  

TIPS, fixed income and real estate all generated negative returns in the quarter. Inflation protection returned negative 0.17%, while fixed income returned negative 0.18%. Real estate was the worst performer among SERS’ assets, returning a negative 5.61% during the quarter.  

PENN SERS manages $36.4 billion in assets for 242,000 members, who are current and retired public employees of Pennsylvania.  

Related Stories: 

Penn SERS Returns 12.2% in 2023 

Penn SERS Earmarks $100 Million for 2 Private Equity Funds 

Penn SERS Loses More Than 12% in 2022 

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