Current Investment Portfolio
Current investment portfolio
Overview
From the CalSTRS investment portfolio, the asset allocation mix for the period ending January 31, 2021.
Post
Asset allocation as of January 31, 2021
| Asset | Net asset value (in millions) | Actual | Current target | Difference | Range |
|---|---|---|---|---|---|
| Public equity | 144,540 | 51.17% | 49.00% | 2.17% | +/- 6% |
| Fixed income | 32,395 | 11.47% | 13.00% | (1.53%) | +/- 3% |
| Real estate | 36,009 | 12.75% | 14.00% | (1.25%) | +/- 3% |
| Private equity | 29,527 | 10.45% | 10.00% | 0.45% | +/- 3% |
| Risk mitigating strategies | 23,029 | 8.15% | 9.00% | (0.85%) | +/- 3% |
| Inflation sensitive | 10,153 | 3.59% | 3.00% | 0.59% | +/- 3% |
| Cash / liquidity | 5,224 | 1.85% | 2.00% | (0.15%) | +/- 3% |
| Innovative strategies | 1,040 | 0.37% | 0.00% | 0.37% | +/- 2.5% |
| Strategic overlay | 568 | 0.20% | 0.00% | 0.20% | |
| Total investment assets | 282,485 | 100.00% | 100.00% |