Current Investment Portfolio

Current Investment Portfolio

Overview William Yee

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

Post William Yee

Asset Allocation as of August 31, 2019

Asset Market Value
(in millions)
Actual Current Target Difference Range
Global Equity 117,019 49.11% 51.00% (1.89%) +/- 6%
Fixed Income 31,109 13.06% 13.00% 0.06% +/- 3%
Real Estate 32,570 13.67% 13.00% 0.67% +/- 3%
Private Equity 21,586 9.06% 9.00% 0.06% +/- 3%
Risk Mitigating Strategies 24,018 10.08% 9.00% 1.08% +/- 3%
Inflation Sensitive 6,145 2.58% 3.00% (0.42%) +/- 3%
Cash / Liquidity 4,710 1.98% 2.00% (0.02%) +/- 3%
Innovative Strategies 1,004 0.42% 0.00% 0.42% +/- 2.5%
Strategic Overlay 90 0.04% 0.00% 0.04%  
Total Investment Assets 238,251 100.00% 100.00%