Current Investment Portfolio

Current investment portfolio

Overview

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

Post

Asset allocation as of September 30, 2021

Asset Net asset value (in millions) Actual Current target Difference Range
Public equity 145,714 46.68% 47.00% (0.32%) +/- 6%
Fixed income 34,264 10.98% 12.00% (1.02%) +/- 3%
Real estate 39,848 12.77% 14.00% (1.23%) +/- 3%
Private equity 41,499 13.29% 11.00% 2.29% +/- 3%
Risk mitigating strategies 29,237 9.37% 10.00% (0.63%) +/- 3%
Inflation sensitive 13,000 4.16% 4.00% 0.16% +/- 3%
Cash / liquidity 6,188 1.98% 2.00% (0.02%) +/- 3%
Innovative strategies 2,210 0.71% 0.00% 0.71% +/- 2.5%
Strategic overlay 190 0.06% 0.00% 0.06%  
Total investment assets 312,150 100.00% 100.00%