California Pension fund

💸 $300B+ Public Pension Fund based in California practices sustainable investing, allocating capital to create positive ESG impact.

The insights below come from a conversation with Chris Ailman, CIO of one of the largest Public Pension Funds in the US. 

🧠 Investment Philosophy

  • Long-term, patient capital: 100-year time horizon, and look for net cash flow + capital gain potential, at a reasonable price.

  • Sustainable investing: Allocate capital to create positive environment, social and governance (ESG) outcomes, while generating financial returns (7% hurdle rate). 

📊 Portfolio Construction 

  • 40% public equity

  • 15% real estate

  • 15% private equity & venture capital

  • 10% fixed income

  • 10% risk mitigation strategies

  • 5% cash / liquidity

  • 5% innovative strategies and others

🚀 Venture Portfolio

  • Investing through a fund-of-funds vehicle, focused on emerging managers (funds I/II/III).

  • No direct investments due to reporting requirements of a public pension fund.

🔮 Looking Forward

  • Exploring investments that create positive social impact, while delivering 7%+ financial return 

    • Climate change

    • Diversity & inclusion

    • Promoting sustainable business practices & public policies

✍🏼 Lessons Learned

  • Buy low, sell high: Follow Warren Buffet’s advice

  • Rebalance portfolio: Review asset allocation and adjust at key inflection points

  • Can’t predict the future: Global pandemic was on list of major risks since 2008, but could not have predicted the market rally of 2020/21

  • Culture trumps capabilities: Pay attention to culture during times of transition

Stick to asset allocation, rebalance smartly, and build great teams
— Chris Ailman, CIO, CalSTRS

🙏 Special thanks to Chris Ailman for sharing his invaluable insights (posted with permission).

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