Current Investment Portfolio

Current investment portfolio

Overview

From the CalSTRS investment portfolio, the asset allocation mix for the period ending June 30, 2021.

Post

Asset allocation as of June 30, 2021

Asset Net asset value (in millions) Actual Current target Difference Range
Public equity 153,285 49.68% 49.00% 0.68% +/- 6%
Fixed income 32,230 10.44% 13.00% (2.56%) +/- 3%
Real estate 37,860 12.27% 14.00% (1.73%) +/- 3%
Private equity 36,991 11.99% 10.00% 1.99% +/- 3%
Risk mitigating strategies 26,659 8.64% 9.00% (0.36%) +/- 3%
Inflation sensitive 11,526 3.74% 3.00% 0.74% +/- 3%
Cash / liquidity 8,142 2.64% 2.00% 0.64% +/- 3%
Innovative strategies 1,559 0.50% 0.00% 0.50% +/- 2.5%
Strategic overlay 308 0.10% 0.00% 0.10%  
Total investment assets 308,560 100.00% 100.00%