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Asset Allocation

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Determining the system’s asset allocation is regarded as one of the most important decisions in the investment management process. In the summer of 2018, the Board, with advice from staff and the investment consultant, adopted a different asset allocation as described in the Investment Policy Statement. The asset allocation reflects a diversified portfolio that is designed to achieve the long term required return objectives of the system, given certain risk constraints. MOSERS will transition to the new asset allocation over a period of 36 months with expected completion by December 31, 2021.

While the board maintains a set policy allocation mix, they have taken steps to provide flexibility by granting authority to the CIO, to make strategic allocation decisions to capitalize on attractively valued opportunities within prudent risk constraints. This flexibility has allowed the system to take advantage of changing market conditions.

Total Fund Asset Allocation at December 31, 2018

Policy Target vs. Actual Allocation

Asset Allocation Total Funds

Total Fund Risk Allocation at December 31, 2018

Policy Target vs. Actual

Asset Allocation Total Risk


Missouri State Employees' Retirement System
Address: 907 Wildwood Dr., Jefferson City, MO 65102 Phone: 800.827.1063 URL: Email: Founded On: September 1, 1957