Current Investment Portfolio

Current investment portfolio

Overview

From the CalSTRS investment portfolio, the asset allocation mix for the period ending December 31, 2021.

Post

Asset allocation as of December 31, 2021

Asset Net asset value (in millions) Actual Current target Difference Range
Public equity 153,943 46.97% 47.00% (0.03%) +/- 6%
Fixed income 34,310 10.47% 12.00% (1.53%) +/- 3%
Real estate 42,171 12.87% 14.00% (1.13%) +/- 3%
Private equity 44,967 13.72% 11.00% 2.72% +/- 3%
Risk mitigating strategies 29,813 9.10% 10.00% (0.90%) +/- 3%
Inflation sensitive 13,751 4.20% 4.00% 0.20% +/- 3%
Cash / liquidity 5,913 1.80% 2.00% (0.20%) +/- 3%
Innovative strategies 2,728 0.83% 0.00% 0.83% +/- 2.5%
Strategic overlay 135 0.04% 0.00% 0.04%  
Total investment assets 327,731 100.00% 100.00%