Current Investment Portfolio

Current investment portfolio

Overview

From CalSTRS investment portfolio, the asset allocation mix for the period ending February 29, 2020.

Post

Asset allocation as of February 29, 2020

Asset Market value
(in millions)
Actual Current target Difference Range
Global equity 114,409 47.05% 51.00% (3.95%) +/- 6%
Fixed income 32,168 13.23% 13.00% 0.23% +/- 3%
Real estate 35,001 14.39% 13.00% 1.39% +/- 3%
Private equity 24,226 9.96% 9.00% 0.96% +/- 3%
Risk mitigating strategies 23,747 9.77% 9.00% 0.77% +/- 3%
Inflation sensitive 7,254 2.98% 3.00% (0.02%) +/- 3%
Cash / liquidity 5,226 2.15% 2.00% 0.15% +/- 3%
Innovative strategies 1,069 0.44% 0.00% 0.44% +/- 2.5%
Strategic overlay 78 0.03% 0.00% 0.03%  
Total investment assets 243,178 100.00% 100.00%