Asset Liability Quarterly Monitor 3Q23

October 23, 2023 — This piece evaluates the asset and liability performance of a sample Pension Plan that maintains an asset allocation of 60% S&P 500, 5% MSCI EAFE, 30% Bloomberg Barclays Aggregate Bond, and 5% Cash. Liabilities returns are calculated using both the FTSE Pension Liability Index (Corporate) and a flat 7% ROA (Public/Multi-Employer). The purpose of this publication is to illustrate asset vs. liability performance in the context of the current market environment.