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%