Current Investment Portfolio

Current investment portfolio

Overview

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

Post

Asset allocation as of January 31, 2021

Asset Net asset value (in millions) Actual Current target Difference Range
Public equity 144,540 51.17% 49.00% 2.17% +/- 6%
Fixed income 32,395 11.47% 13.00% (1.53%) +/- 3%
Real estate 36,009 12.75% 14.00% (1.25%) +/- 3%
Private equity 29,527 10.45% 10.00% 0.45% +/- 3%
Risk mitigating strategies 23,029 8.15% 9.00% (0.85%) +/- 3%
Inflation sensitive 10,153 3.59% 3.00% 0.59% +/- 3%
Cash / liquidity 5,224 1.85% 2.00% (0.15%) +/- 3%
Innovative strategies 1,040 0.37% 0.00% 0.37% +/- 2.5%
Strategic overlay 568 0.20% 0.00% 0.20%  
Total investment assets 282,485 100.00% 100.00%