Current Investment Portfolio

Current investment portfolio

Overview

From the CalSTRS investment portfolio, the asset allocation mix for the period ending August 31, 2020.

Post

Asset allocation as of August 31, 2020

Asset Market value
(in millions)
Actual Current target Difference Range
Public equity 130,803 49.82% 49.00% 0.82% +/- 6%
Fixed income 31,127 11.86% 13.00% (1.14%) +/- 3%
Real estate 35,427 13.49% 14.00% (0.51%) +/- 3%
Private equity 25,581 9.74% 10.00% (0.26%) +/- 3%
Risk mitigating strategies 21,661 8.25% 9.00% (0.75%) +/- 3%
Inflation sensitive 8,663 3.30% 3.00% 0.30% +/- 3%
Cash / liquidity 8,272 3.15% 2.00% 1.15% +/- 3%
Innovative strategies 752 0.29% 0.00% 0.29% +/- 2.5%
Strategic overlay 253 0.10% 0.00% 0.10%  
Total investment assets 262,539 100.00% 100.00%