Current Investment Portfolio

Current investment portfolio

Overview

From CalSTRS investment portfolio, the asset allocation mix for the period ending December 31, 2019.

Post

Asset allocation as of December 31, 2019

Asset Market Value
(in millions)
Actual Current Target Difference Range
Global Equity 128,468 50.56% 51.00% (0.44%) +/- 6%
Fixed Income 31,103 12.24% 13.00% (0.76%) +/- 3%
Real Estate 34,683 13.65% 13.00% 0.65% +/- 3%
Private Equity 23,690 9.33% 9.00% 0.33% +/- 3%
Risk Mitigating Strategies 22,587 8.89% 9.00% (0.11%) +/- 3%
Inflation Sensitive 7,044 2.77% 3.00% (0.23%) +/- 3%
Cash / Liquidity 5,358 2.11% 2.00% 0.11% +/- 3%
Innovative Strategies 1,047 0.41% 0.00% 0.41% +/- 2.5%
Strategic Overlay 103 0.04% 0.00% 0.04%  
Total Investment Assets 254,083 100.00% 100.00%