Current Investment Portfolio
Current investment portfolio
Overview
From CalSTRS investment portfolio, the asset allocation mix for the period ending December 31, 2019.
Post
Asset allocation as of December 31, 2019
| Asset | Market Value (in millions) |
Actual | Current Target | Difference | Range |
|---|---|---|---|---|---|
| Global Equity | 128,468 | 50.56% | 51.00% | (0.44%) | +/- 6% |
| Fixed Income | 31,103 | 12.24% | 13.00% | (0.76%) | +/- 3% |
| Real Estate | 34,683 | 13.65% | 13.00% | 0.65% | +/- 3% |
| Private Equity | 23,690 | 9.33% | 9.00% | 0.33% | +/- 3% |
| Risk Mitigating Strategies | 22,587 | 8.89% | 9.00% | (0.11%) | +/- 3% |
| Inflation Sensitive | 7,044 | 2.77% | 3.00% | (0.23%) | +/- 3% |
| Cash / Liquidity | 5,358 | 2.11% | 2.00% | 0.11% | +/- 3% |
| Innovative Strategies | 1,047 | 0.41% | 0.00% | 0.41% | +/- 2.5% |
| Strategic Overlay | 103 | 0.04% | 0.00% | 0.04% | |
| Total Investment Assets | 254,083 | 100.00% | 100.00% |