Current Investment Portfolio
Current investment portfolio
Overview
From CalSTRS investment portfolio, the asset allocation mix for the period ending May 31, 2020.
Post
Asset allocation as of May 31, 2020
| Asset | Market value (in millions) |
Actual | Current target | Difference | Range |
|---|---|---|---|---|---|
| Global equity | 113,878 | 46.90% | 51.00% | (4.10%) | +/- 6% |
| Fixed income | 30,519 | 12.57% | 13.00% | (0.43%) | +/- 3% |
| Real estate | 34,761 | 14.32% | 13.00% | 1.32% | +/- 3% |
| Private equity | 23,719 | 9.77% | 9.00% | 0.77% | +/- 3% |
| Risk mitigating strategies | 20,730 | 8.54% | 9.00% | (0.46%) | +/- 3% |
| Inflation sensitive | 7,611 | 3.13% | 3.00% | 0.13% | +/- 3% |
| Cash / liquidity | 10,046 | 4.14% | 2.00% | 2.14% | +/- 3% |
| Innovative strategies | 701 | 0.29% | 0.00% | 0.29% | +/- 2.5% |
| Strategic overlay | 835 | 0.34% | 0.00% | 0.34% | |
| Total investment assets | 242,800 | 100.00% | 100.00% |