Current Investment Portfolio

Current Investment Portfolio

Overview

From CalSTRS investment portfolio, the asset allocation mix for the period ending June 30, 2019.

Post

Asset Allocation as of June 30, 2019

Asset Market Value
(in millions)
Actual Current Target Difference Range
Global Equity 119,727 50.53% 51.00% (0.47%) +/- 6%
Fixed Income 29,185 12.32% 13.00% (0.68%) +/- 3%
Real Estate 32,479 13.71% 13.00% 0.71% +/- 3%
Private Equity 21,669 9.15% 9.00% 0.15% +/- 3%
Risk Mitigating Strategies 22,212 9.37% 9.00% 0.37% +/- 3%
Inflation Sensitive 5,871 2.48% 3.00% (0.52%) +/- 3%
Cash / Liquidity 5,017 2.12% 2.00% 0.12% +/- 3%
Innovative Strategies 785 0.32% 0.00% 0.32% +/- 3%
Strategic Overlay (7) 0.00% 0.00% 0.00%  
Total Investment Assets 236,938 100% 100%