Current Investment Portfolio

Current investment portfolio

Overview

From the CalSTRS investment portfolio, the asset allocation mix for the period ending March 31, 2021.

Post

Asset allocation as of March 31, 2021

Asset Net asset value (in millions) Actual Current target Difference Range
Public equity 149,048 51.09% 49.00% 2.09% +/- 6%
Fixed income 31,593 10.83% 13.00% (2.17%) +/- 3%
Real estate 36,552 12.53% 14.00% (1.47%) +/- 3%
Private equity 32,609 11.18% 10.00% 1.18% +/- 3%
Risk mitigating strategies 22,798 7.81% 9.00% (1.19%) +/- 3%
Inflation sensitive 10,938 3.75% 3.00% 0.75% +/- 3%
Cash / liquidity 6,426 2.20% 2.00% 0.20% +/- 3%
Innovative strategies 1,242 0.43% 0.00% 0.43% +/- 2.5%
Strategic overlay 520 0.18% 0.00% 0.18%  
Total investment assets 291,726 100.00% 100.00%