General Information

Cash Collateral Asset Management

Manager Responsibilities


The cash collateral portfolio managers are responsible for investing the cash taken as collateral from loans of securities. Each of the portfolios are diversified among different asset classes based upon investment guidelines developed by CalSTRS and emphasizes safety of principal and adequate liquidity.

CalSTRS Securities Lending Program Manager Selection Considerations:

Cash collateral managers have been selected based upon:

  • Their specific expertise.
  • Their diverse approaches toward lending and cash management.

Cash Collateral Portfolio Market Value

$22.51 Billion
December 31, 2013

2013 Cash Collateral Portfolios Annual Returns

  Annual Returns
CalSTRS 0.40%
State Street 0.47%

Cash Collateral Portfolios Trailing Returns (in bps)

December 31, 2013

13-month T-bill return is the benchmark

Learn more about securities lending.

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