Current Investment Portfolio

Current investment portfolio

Overview

From the CalSTRS investment portfolio, the asset allocation mix for the period ending October 31, 2020.

Post

Asset allocation as of October 31, 2020

Asset Market value
(in millions)
Actual Current target Difference Range
Public equity 121,964 47.88% 49.00% (1.12%) +/- 6%
Fixed income 31,010 12.17% 13.00% (0.83%) +/- 3%
Real estate 35,248 13.84% 14.00% (0.16%) +/- 3%
Private equity 26,518 10.41% 10.00% 0.41% +/- 3%
Risk mitigating strategies 21,574 8.47% 9.00% (0.53%) +/- 3%
Inflation sensitive 9,337 3.67% 3.00% 0.67% +/- 3%
Cash / liquidity 8,022 3.15% 2.00% 1.15% +/- 3%
Innovative strategies 785 0.31% 0.00% 0.31% +/- 2.5%
Strategic overlay 249 0.10% 0.00% 0.10%  
Total investment assets 254,707 100.00% 100.00%