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Texas Teachers' Pension to cut China target allocation

Published 10/14/2022, 06:18 AM
Updated 10/14/2022, 06:20 AM
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(Reuters) - The $184 billion Texas Teachers' pension fund is set to settle on a new emerging markets stock benchmark, a move that will cut its exposure to Chinese stocks by half.

Teacher Retirement System (TRS) of Texas received an approval in September to move to a new benchmark which has a proportionate mix of two MSCI emerging markets indexes - one with and one without China.

The shift was made to reduce China's allocation in MSCI Emerging Markets Index by half given China's "outsized weight" in the benchmark and to improve the diversification of the benchmark, according to a document submitted by TRS in the September meeting.

TRS' total exposure to China would be about 1.5%, nearly half the current 3%, Bloomberg News said, which first reported the move on Friday.

China represented a 35.4% weight in the MSCI Emerging Markets Index. Under the new proposal, the fund's exposure to China through the MSCI emerging market indices would fall to 17.7%, according to the document.

The pension fund has a six-month transition period from Oct. 1 to March 31 to implement the new benchmark and adjust its portfolio to reduce any negative impact.

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