Current Investment Portfolio
Current investment portfolio
Overview
From CalSTRS investment portfolio, the asset allocation mix for the period ending February 29, 2020.
Post
Asset allocation as of February 29, 2020
| Asset | Market value (in millions) |
Actual | Current target | Difference | Range |
|---|---|---|---|---|---|
| Global equity | 114,409 | 47.05% | 51.00% | (3.95%) | +/- 6% |
| Fixed income | 32,168 | 13.23% | 13.00% | 0.23% | +/- 3% |
| Real estate | 35,001 | 14.39% | 13.00% | 1.39% | +/- 3% |
| Private equity | 24,226 | 9.96% | 9.00% | 0.96% | +/- 3% |
| Risk mitigating strategies | 23,747 | 9.77% | 9.00% | 0.77% | +/- 3% |
| Inflation sensitive | 7,254 | 2.98% | 3.00% | (0.02%) | +/- 3% |
| Cash / liquidity | 5,226 | 2.15% | 2.00% | 0.15% | +/- 3% |
| Innovative strategies | 1,069 | 0.44% | 0.00% | 0.44% | +/- 2.5% |
| Strategic overlay | 78 | 0.03% | 0.00% | 0.03% | |
| Total investment assets | 243,178 | 100.00% | 100.00% |