Current Investment Portfolio
Current investment portfolio
Overview
From the CalSTRS investment portfolio, the asset allocation mix for the period ending August 31, 2020.
Post
Asset allocation as of August 31, 2020
| Asset | Market value (in millions) |
Actual | Current target | Difference | Range |
|---|---|---|---|---|---|
| Public equity | 130,803 | 49.82% | 49.00% | 0.82% | +/- 6% |
| Fixed income | 31,127 | 11.86% | 13.00% | (1.14%) | +/- 3% |
| Real estate | 35,427 | 13.49% | 14.00% | (0.51%) | +/- 3% |
| Private equity | 25,581 | 9.74% | 10.00% | (0.26%) | +/- 3% |
| Risk mitigating strategies | 21,661 | 8.25% | 9.00% | (0.75%) | +/- 3% |
| Inflation sensitive | 8,663 | 3.30% | 3.00% | 0.30% | +/- 3% |
| Cash / liquidity | 8,272 | 3.15% | 2.00% | 1.15% | +/- 3% |
| Innovative strategies | 752 | 0.29% | 0.00% | 0.29% | +/- 2.5% |
| Strategic overlay | 253 | 0.10% | 0.00% | 0.10% | |
| Total investment assets | 262,539 | 100.00% | 100.00% |