Current Investment Portfolio

Current Investment Portfolio

Overview

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

Post

Asset Allocation as of October 31, 2019

Asset Market Value
(in millions)
Actual Current Target Difference Range
Global Equity 122,803 49.92% 51.00% (1.08%) +/- 6%
Fixed Income 31,066 12.63% 13.00% (0.37%) +/- 3%
Real Estate 34,192 13.90% 13.00% 0.90% +/- 3%
Private Equity 22,564 9.17% 9.00% 0.17% +/- 3%
Risk Mitigating Strategies 22,829 9.28% 9.00% 0.28% +/- 3%
Inflation Sensitive 6,576 2.67% 3.00% (0.33%) +/- 3%
Cash / Liquidity 4,922 2.00% 2.00% 0.00% +/- 3%
Innovative Strategies 1,050 0.43% 0.00% 0.43% +/- 2.5%
Strategic Overlay (2) 0.00% 0.00% 0.00%  
Total Investment Assets 246,000 100.00% 100.00%