Current Investment Portfolio
Current Investment Portfolio
Overview William Yee
From CalSTRS investment portfolio, the asset allocation mix for the period ending August 31, 2019.
Post William Yee
Asset Allocation as of August 31, 2019
| Asset | Market Value (in millions) |
Actual | Current Target | Difference | Range |
|---|---|---|---|---|---|
| Global Equity | 117,019 | 49.11% | 51.00% | (1.89%) | +/- 6% |
| Fixed Income | 31,109 | 13.06% | 13.00% | 0.06% | +/- 3% |
| Real Estate | 32,570 | 13.67% | 13.00% | 0.67% | +/- 3% |
| Private Equity | 21,586 | 9.06% | 9.00% | 0.06% | +/- 3% |
| Risk Mitigating Strategies | 24,018 | 10.08% | 9.00% | 1.08% | +/- 3% |
| Inflation Sensitive | 6,145 | 2.58% | 3.00% | (0.42%) | +/- 3% |
| Cash / Liquidity | 4,710 | 1.98% | 2.00% | (0.02%) | +/- 3% |
| Innovative Strategies | 1,004 | 0.42% | 0.00% | 0.42% | +/- 2.5% |
| Strategic Overlay | 90 | 0.04% | 0.00% | 0.04% | |
| Total Investment Assets | 238,251 | 100.00% | 100.00% |