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% |