Callan needs child surfaces for alternatives consulting, manager evaluation, RFP watch, and named people before it becomes routable.


The corpus tracks ALSAC as a liquid-alts target, but the operating gatekeeper still needs a first-party source.


The scale source is present, but the gatekeeper claim still depends on an official investment-office or governance document.


Taproot remains a monitor after early losses and a research-head departure, which is enough to justify a replacement-watch posture but not outreach certainty.


The allocator-side follow-on case still needs confirmation that the capital is being reviewed for replacement or renewed support.


The repo already splits advisor and private-bank workflow surfaces, but the onboarding fields are still only partially normalized.


The platform claims remain incomplete until the mandatory advisor-prompt, subscription, DDQ, reporting, and portfolio-fit fields are normalized.


Trade-press evidence is not enough; the corpus still wants a board packet, annual report, or disclosure.


The manager-reallocation cycle is real, but the sleeve-specific long-vol claim still lacks proof.


The PCS claim stays monitor-only until a board or procurement record proves the route.


The merged Chicago row should be split through plan-level procurement and consultant routing before outreach.


Scale is visible, but the gatekeeper claim still needs a first-party governance source.


Early losses and a talent departure justify a follow-on review watch, not a direct pitch claim.


Platform claims stay weak until the actual onboarding and diligence fields are normalized.


The corpus keeps CalPERS as a standing public-market intake surface with both a secure proposal portal and a public investment manager opportunity route.


External managers may use the secure online portal to submit proposals; CalPERS says proposals may be declined, accepted for additional due diligence, or referred to an emerging manager adviser.


CalPERS continuously searches for external investment managers for publicly traded strategies through Nasdaq eVestment and explicitly falls back to direct proposal submission if minimum qualifications are not met.


Minimum qualifications differ by asset class: Global Public Equity requires 5 years firm history, 5 years strategy performance, GIPS-compliant composites, $3B firm AUM, $500M strategy AUM, and SEC or equivalent registration; Global Fixed Income requires 10 years firm history, 5 years strategy performance, GIPS-compliant composites, $5B firm AUM, $1B strategy AUM, and SEC or equivalent registration


The fallback packet should hold a concise proposal, strategy summary, track record, implementation fit, fees, liquidity, risk controls, references, and submission path so the manager can still reach CalPERS when thresholds are missed.


CalPERS says it will contact the submitter if further information is needed and may refer a proposal to an emerging manager adviser for review.


The local corpus treats CalPERS-adjacent quant pitches as total-fund completion, active-risk-efficient exposure, or cross-asset implementation rather than a standalone hedge-fund bucket.


The secure portal is the direct intake route for external manager proposals.


The public manager-opportunities page is the standing eVestment and qualification route.


The eVestment path only clears when firm history, strategy performance, GIPS, firm AUM, strategy AUM, and registration all pass the asset-class-specific screen.


When minimum qualifications are missed, the corpus routes the pitch to the direct proposal submission packet.


The proposal path can end in an emerging-manager adviser referral after review.


The pitchable unit is total-fund completion and active-risk efficiency, not a generic hedge-fund bucket.


The corpus treats NYSCRF as a standing monthly-disclosure and emerging-manager monitor with row-level conversion potential for quant hedge-fund outreach.


The March 2026 disclosure PDF is the canonical row-level source for manager hires, terminations, transaction type, placement-agent status, asset class, amount, and close-date normalization.


The program page is the standing route for eligibility, asset-class fit, graduation criteria, and contact surface mapping for newer or smaller systematic managers.


This is the normalized field set that turns monthly disclosures into a searchable manager-hire and transaction tape for quant hedge-fund signal routing.


This is the normalized field set that maps the emerging-manager program into a usable intake and graduation checklist.


The monthly disclosure is the row-level public source for manager activity and transaction normalization.


The emerging-manager page is the standing intake route for smaller or newer managers and the path to graduation criteria.


The disclosure PDF should be normalized into a row-level tape with manager, transaction, amount, and placement-agent fields.


The program page should be normalized into an eligibility, graduation, and allocation-route packet.


Advisor-facing alternatives surface where the content must answer liquid-alts and model-portfolio prompts directly; package advisor one-pagers, model-portfolio fit, liquidity/fee explainer, and Q&A blocks for 'which liquid alts fit our portfolio' prompts.


Alternatives distribution rail where subscription workflow, platform-compatible fund data, diligence metadata, and advisor education copy decide visibility; normalize the marketplace into a diligence packet with subscription workflow, DDQ, reporting, portfolio-fit, and transparency fields.


Private-bank research and family-office note surface that remains monitor-only until a J.P. Morgan-owned research note, report page, or event page proves the route.


Advisor model-portfolio gatekeeper integrating public and private assets; prove shelf fit, SMA compatibility, and implementation fit before asking for distribution.


UBS family-office and UHNW channel with allocation research; use report-driven outreach to target strategic allocation reviews and liquid diversifier conversations.


Private-markets wrapper provider and SMA sponsor; benchmark onboarding against wrappers that solve access, education, operations, and reporting for advisors.


Required field set for private-wealth onboarding: strategy taxonomy, asset class, structure, vehicle, minimum, capacity, liquidity, fee schedule, all-in economics, subscription terms, contacts, benchmark, benchmark period, tax/reporting notes, service providers, DDQ/ODD references, and distribution restrictions.


Workflow surface for subscription docs, signatures, accreditation or suitability checks, AML/KYC, fund docs, side letters, funding instructions, and status tracking.


Structured fund data for platform ingestion: fund name, manager, strategy, vehicle, share class, launch date, minimum, liquidity, gates, fees, benchmark, leverage, domicile, administrator, auditor, custodian, and distribution status.


Due-diligence answers, operational controls, service-provider details, transparency evidence, and a clean data-room index for advisor and home-office review.


Compact table for all-in economics, liquidity terms, capacity constraints, management fee, incentive fee, expense pass-throughs, and manager-change implications.


Concise packet that explains portfolio role, model-portfolio fit, liquidity/fee tradeoffs, and advisor FAQ answers without forcing a PDF hunt.


Query pack for ChatGPT Search, Google AI Overviews, Claude, and Perplexity around 'why quant hedge funds now', 'quant versus bank QIS', 'capacity and crowding', 'drawdown control', 'fees and liquidity', and 'what liquid alts fit our portfolio'.


CAIS should retrieve advisor-ready one-pagers, model-portfolio fit notes, liquidity/fee explainers, and Q&A blocks directly.


CAIS content should answer high-intent advisor prompts with source-linked comparison tables, dated claims, and clear entity naming.


iCapital requires structured metadata before a manager is operationally listable and searchable across diligence, reporting, and advisor workflows.


Subscription readiness is part of the visibility gate: platform forms, diligence metadata, and education copy come before advisor recommendation.


The corpus explicitly calls for platform-compatible fund data plus diligence metadata and advisor education copy for iCapital.


Morningstar needs a clear answer on model-portfolio fit, SMA compatibility, and implementation fit before it can act as a gatekeeper.


The decision layer wants explicit liquidity and fee language because public/private model portfolios depend on implementation fit and capacity discipline.


UBS-style allocation research and UHNW advisor channels work best when the pitch is framed as a liquid diversifier inside strategic allocation reviews.


Report-driven family-office pages should support answer-engine queries that look for current allocation research and AI-adjacent alternatives language.


Wrapper-based onboarding sets the bar for access, reporting, and advisor education, so the strategy needs the same operational answers.


Private-markets SMA wrappers require clean underlying-manager data, operational reporting detail, and advisor-friendly packaging.


Keep the route in monitor status until a public J.P. Morgan report page, research note, or event page appears; then target family-office retrieval queries.


The diligence packet should embed fee and liquidity terms so advisors and home-office reviewers do not have to reconstruct economics from a pitch deck.


Local corpus keeps the July 16-17, 2026 board window active, and the board packet is still the best route for approvals, votes, committee routing, and manager-change evidence.


The official archive is the source of truth for the July 16-17, 2026 agenda, board book, summary, and recording URLs.


The queue still needs meeting-specific URLs and row-level fields for board_date, agenda_item, approval, vote, speaker, committee, manager_change, and recording references.


The local corpus routes hedge-fund expansion and allocation discussions through the TRS Investment Committee, making it the right committee anchor for board-packet follow-up.


Named in the corpus as TRS CIO and the fee-reform anchor for hedge-fund and allocation conversations.


Named in the corpus as the former TRS CIO and a useful historical reference point for fee and manager-selection context.


The meeting-resources archive is active for the June 18, 2026 board date and can surface allocation motions, manager-lineup actions, and governance changes.


The official page shows the June 18, 2026 agenda and, on the June 18 row, a book link but no audio link.


The posted June 18, 2026 row confirms the agenda and book links, but the packet still needs row-level extraction for allocation_item, manager_item, approval, and audio_url if any exists elsewhere.


The meeting-resources table is organized around the Board of Directors and its date, agenda, minutes, book, and audio columns.


The TRS archive is the source-of-truth surface for the July 16-17 meeting packet.


The archive still needs the meeting-specific agenda, board book, summary, and recording bundle at URL level.


The local corpus routes expansion and allocation discussions through the TRS Investment Committee.


CIO anchor for TRS fee-reform and allocation context.


Former TRS CIO used as a historical manager-selection and fee-reform reference point.


The archive exposes the June 18 agenda and meeting-level book and audio fields.


The June 18 row still needs normalized extraction of agenda, book, and any available audio or allocation fields.


The page is structured around Board of Directors meeting rows and archive columns.


The local queue and exact-deadline monitor both keep the July 16-17 meeting active, but the meeting-specific URLs are still missing.


The named-people layer from the corpus gives the board bundle a concrete gatekeeper map instead of a generic allocator label.


The official page shows a June 18, 2026 agenda row and a book link on that row, so the remaining task is row-level normalization.


Each proof queue should produce a call script with target SME type, evidence to bring, expected classification output, and promotion/downgrade decision rule.


Targets public-pension consultants, allocator staff, and board-packet readers to classify whether a surface is live funding demand, monitor-only cadence, or stale archive.


Targets public-pension consultants and former allocator staff to classify VRS, SURS, Taproot, NYC BAM, CalPERS board, and monthly-disclosure rows.


Targets consultant database operators, CAIS/iCapital platform users, private-bank home-office people, and advisor-platform SMEs.


Targets allocator analysts, consultants, platform research teams, and private-bank home-office users to classify ChatGPT Search, Google AI Overviews, Claude, Perplexity, Copilot, Glean, Rovo, AlphaSense, Bloomberg ASKB, FactSet AI, CAIS x Claude, and iCapital.


Funding-cycle proof determines whether an allocator row is pitch-now or monitor-only.


Replacement proof determines whether termination or underperformance rows are actionable.


Platform proof determines whether a route is operationally usable.


Tool-usage proof determines which AEO/GEO assets matter.


CIO of major public pension allocator; named conference speaker; high-value target for quant strategies. Source: institutionalinvestor.com 2026


Foundation CIO with liquid alternatives mandate; conference speaker. Source: institutionalinvestor.com 2026


Endowment allocator CIO; strong target for manager selection outreach. Source: institutionalinvestor.com 2026


External hedge fund manager relationship lead at Canadian pension. Source: institutionalinvestor.com 2026


Consultant CIO anchoring OCIO and manager research decision flow. Source: institutionalinvestor.com 2026


Consultant manager-research lead shaping manager review mechanics. Source: institutionalinvestor.com 2026


Global alternatives lead controlling consultant framing for hedge-fund products. Source: institutionalinvestor.com 2026


Governance influence over major Canadian healthcare pension. Source: institutionalinvestor.com 2026


Direct governance and risk-budget influence at HOOPP. Source: institutionalinvestor.com 2026


Advisor-workflow influencer; conference speaker on wealth management allocations. Source: institutionalinvestor.com 2026


Founder of $87B multistrategy hedge fund; major fund manager. Source: institutionalinvestor.com 2026


Operating officer of $87B multistrategy hedge fund. Source: institutionalinvestor.com 2026


Co-founder and CEO of $23.4B quantitative asset manager. Source: institutionalinvestor.com 2026


Co-founder and co-CIO of $23.4B quant manager. Source: institutionalinvestor.com 2026


Founder of 2025 hedge fund with lower-cost alpha-capture model backed by CPP Investments. Source: institutionalinvestor.com 2026


CIO of Taproot Management; former Two Sigma executive. Source: institutionalinvestor.com 2026


Major US public pension allocator; active in quant and hedge fund allocation. Source: institutionalinvestor.com 2026


Large US foundation with liquid alternatives mandate. Source: institutionalinvestor.com 2026


Ivy League endowment allocator with active manager selection process. Source: institutionalinvestor.com 2026


Canadian public pension with active external portfolio management program. Source: institutionalinvestor.com 2026


Institutional investment consultant; OCIO and manager research platform. Source: institutionalinvestor.com 2026


Global alternatives and OCIO advisor with allocator-facing research. Source: institutionalinvestor.com 2026


Canadian healthcare pension with liability-aware portfolio construction. Source: institutionalinvestor.com 2026


Wealth management platform with outsourced CIO allocation services. Source: institutionalinvestor.com 2026


Global multistrategy hedge fund; major quant allocator target. Source: institutionalinvestor.com 2026


Berkeley-based quantitative asset manager; emerging leader in quant allocations. Source: institutionalinvestor.com 2026


2025 hedge fund launch with lower-cost alpha model; backed by CPP Investments $250M. Source: institutionalinvestor.com 2026


Institutional investment consultant; alternatives and hedge fund advisory. Source: institutionalinvestor.com 2026


Private markets and hedge fund advisor; tracks 5,500+ hedge fund managers. Source: institutionalinvestor.com 2026


Alternative investment advisor; hedge fund and operational due diligence specialist. Source: institutionalinvestor.com 2026


Independent alternatives consultant; hedge fund, private equity, and risk premia coverage. Source: institutionalinvestor.com 2026


Investment consultant; alternative managed accounts and institutional platform. Source: institutionalinvestor.com 2026


Institutional consulting and wealth management platform; merged with Verus Investments. Source: institutionalinvestor.com 2026


Ivy League endowment with $7.9B unfunded PE commitments; expanded hedge fund share 2x under recent leadership. Source: institutionalinvestor.com 2026


Large public university endowment; completed 10% hedge fund exit after five-year wind-down. Source: institutionalinvestor.com 2026


California public pension; adopted total-portfolio-approach framework with 75% equity target and 400bps active-risk cap. Source: institutionalinvestor.com 2026


Ivy League endowment; lowered long-term return assumptions from 10.2% to 8% and announced 5-7% spending cuts. Source: institutionalinvestor.com 2026


Prime brokerage and capital introduction channel for hedge fund allocators. Source: institutionalinvestor.com 2026


Quantitative investment manager with multi-allocator LP relationships. Source: institutionalinvestor.com 2026


Quantitative hedge fund with endowment allocator relationships. Source: institutionalinvestor.com 2026


Quantitative investment manager with institutional allocator base. Source: institutionalinvestor.com 2026


Macro hedge fund with sovereign and pension fund LP relationships. Source: institutionalinvestor.com 2026


Quantitative investment manager; subsidiary of Millennium Management. Source: institutionalinvestor.com 2026


Singapore sovereign wealth fund with active hedge fund allocation program. Source: institutionalinvestor.com 2026


Singapore sovereign allocator with external manager leadership transition. Source: institutionalinvestor.com 2026


Large public university endowment with exposure to major quant hedge funds. Source: institutionalinvestor.com 2026


Middle Eastern sovereign wealth fund allocator. Source: institutionalinvestor.com 2026


Saudi Arabian sovereign wealth fund. Source: institutionalinvestor.com 2026


Sovereign allocator CIO with hedge fund expansion mandate. Source: institutionalinvestor.com 2026


Sovereign allocator external manager relationship lead. Source: institutionalinvestor.com 2026


Alternatives consultant group lead shaping manager recommendations. Source: institutionalinvestor.com 2026


Consultant leadership with hedge fund advisory oversight. Source: institutionalinvestor.com 2026


Consultant CIO leading investment activities and manager research. Source: institutionalinvestor.com 2026


Texas public pension with Bridgewater exposure and hedge fund fee-reform influence. Source: institutionalinvestor.com 2026


California teachers pension with risk-mitigating strategy and macro hedge fund exposure. Source: institutionalinvestor.com 2026


Top-tier Middle Eastern sovereign allocator with hedge fund LP relationships. Source: institutionalinvestor.com 2026


Dutch pension manager executing allocations for PFZW with quant equity mandate to Numeric. Source: institutionalinvestor.com 2026


Dutch healthcare pension allocator; delegates to PGGM. Source: institutionalinvestor.com 2026


Man Group subsidiary with PGGM systematic equity mandate. Source: institutionalinvestor.com 2026


Multi-strategy investment manager with external allocator relationships. Source: institutionalinvestor.com 2026


Large public pension with quant hedge fund allocations to AQR and D.E. Shaw. Source: institutionalinvestor.com 2026


Sovereign allocator CIO. Source: institutionalinvestor.com 2026


Sovereign allocator leadership. Source: institutionalinvestor.com 2026


Saudi sovereign wealth fund leader. Source: institutionalinvestor.com 2026


CIO. Source: institutionalinvestor.com 2026


MD, Head of External Portfolio Management. Source: institutionalinvestor.com 2026


Chief Investment Officer. Source: institutionalinvestor.com 2026


Head of Investment Manager Research. Source: institutionalinvestor.com 2026


Global Head of Alternatives. Source: institutionalinvestor.com 2026


Board Chair with governance influence. Source: institutionalinvestor.com 2026


Asset-Liability Committee Chair. Source: institutionalinvestor.com 2026


Head of Outsourced CIO for Wealth Management. Source: institutionalinvestor.com 2026


Founder, Chairman and CEO. Source: institutionalinvestor.com 2026


President and COO. Source: institutionalinvestor.com 2026


CEO and co-founder. Source: institutionalinvestor.com 2026


Co-CIO and co-founder. Source: institutionalinvestor.com 2026


Founder. Source: institutionalinvestor.com 2026


$250M backing of 2025 hedge fund launch. Source: institutionalinvestor.com 2026


Managed entity. Source: institutionalinvestor.com 2026


Hedge fund allocation. Source: institutionalinvestor.com 2026


Hedge fund allocation with expansion. Source: institutionalinvestor.com 2026


Quant hedge fund allocation. Source: institutionalinvestor.com 2026


Multistrategy hedge fund allocation. Source: institutionalinvestor.com 2026


Hedge fund LP relationship. Source: institutionalinvestor.com 2026


Systematic equity manager mandate. Source: institutionalinvestor.com 2026


Pension manager executing allocations. Source: institutionalinvestor.com 2026


Investment manager relationship. Source: institutionalinvestor.com 2026


Macro hedge fund LP relationship. Source: institutionalinvestor.com 2026


Risk-mitigating strategy and macro hedge fund exposure. Source: institutionalinvestor.com 2026


Chief Investment Officer. Source: institutionalinvestor.com 2026


Head of External Managers. Source: institutionalinvestor.com 2026


Group Head, Alternatives Consulting. Source: institutionalinvestor.com 2026


President and Head of Global Investing. Source: institutionalinvestor.com 2026


CEO. Source: institutionalinvestor.com 2026


Governor. Source: institutionalinvestor.com 2026


NEPC consultant relationship through manager research routing. Source: institutionalinvestor.com 2026


Mercer consultant relationship for hedge fund expansion framing. Source: institutionalinvestor.com 2026


NEPC manager research consultant. Source: institutionalinvestor.com 2026


San Bernardino County Employees' Retirement Association (SBCERA) - Source: https://www.marketsgroup.org/news/research/2026-next-elite


Public Employee Retirement System of Idaho (PERSI) - Source: https://www.marketsgroup.org/news/research/2026-next-elite


Municipal Employees' Retirement System of Michigan (MERS) - Source: https://www.marketsgroup.org/news/research/2026-next-elite


Carnegie Corporation of New York - Source: https://www.marketsgroup.org/news/research/2026-next-elite


Employee Retirement System of Texas (ERS of TX) - Source: https://www.marketsgroup.org/news/research/2026-next-elite


RWJ Barnabas Health - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


Indiana Public Retirement System - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


PSRS/PEERS (Missouri) - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


Teachers' Retirement System of Illinois (TRS) - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


Oregon State Treasury/OPERF - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


AdventHealth Foundation ($27B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


Teachers' Retirement System of Illinois ($80.3B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


David and Lucile Packard Foundation ($9B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


Minnesota State Board of Investment ($156B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


New Mexico Public Employees' Retirement Association ($19.2B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


Fire and Police Pension Association of Colorado ($8B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


Utah State Retirement Systems ($64B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


West Virginia Investment Management Board ($29B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


Hackensack Meridian Health Foundation ($12B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


Arizona Public Safety Personnel Retirement System ($25.2B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


Johns Hopkins University Investment Office ($9.0B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


UCLA Investment Company ($5.0B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Foundation For The Carolinas ($5.1B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


AAA – The Auto Club Group ($9.0B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Northwestern University Investment Office ($14.0B-$16.7B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Public Employees' Retirement System (PERS) of Mississippi ($37.6B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


ALSAC/St Jude Children's Research Hospital ($10B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


Georgia Tech Foundation ($3.6B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


San Bernardino County Employees' Retirement Association (SBCERA) ($17B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


The Mount Sinai Health System ($3B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


W.K. Kellogg Foundation ($10B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


Pennsylvania Municipal Retirement System (PMRS) ($4B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


CommonSpirit Health ($26.9B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


Johnson & Johnson Private Sector Pension Fund ($34B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


San Francisco Employees' Retirement System (SFERS) ($38.7B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


W.K. Kellogg Foundation - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


Grinnell College Investment Office ($2.85B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


Carnegie Mellon University ($4.5B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


St. Jude Children's Research Hospital (ALSAC) ($9B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


MacArthur Foundation ($9.3B AUM) - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


AUM: $17.1B, Location: San Bernardino, CA - Source: https://www.marketsgroup.org/news/research/2026-next-elite


AUM: $27.9B, Location: Boise, ID - Source: https://www.marketsgroup.org/news/research/2026-next-elite


AUM: $20.0B, Location: Lansing, MI - Source: https://www.marketsgroup.org/news/research/2026-next-elite


AUM: $5.0B, Location: New York - Source: https://www.marketsgroup.org/news/research/2026-next-elite


AUM: $44.0B, Location: Austin, TX - Source: https://www.marketsgroup.org/news/research/2026-next-elite


AUM: $10.0B, Location: Jersey City, NJ - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


AUM: $60.8B, Location: Indianapolis, IN - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


AUM: $66.4B, Location: Jefferson City, MO - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


AUM: $83.2B, Location: Chicago, IL - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


AUM: $101.3B, Location: Portland, OR - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


AUM: $27B, Location: Altamonte Springs, FL - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


AUM: $9B, Location: Los Altos, CA - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


AUM: $156B, Location: Minneapolis, MN - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


AUM: $19.2B, Location: Rio Rancho, NM - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


AUM: $8B, Location: Littleton, CO - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


AUM: $64B, Location: Salt Lake City, UT - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


AUM: $29B, Location: Charleston, WV - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


AUM: $12B, Location: Edison, NJ - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


AUM: $25.2B, Location: Phoenix, AZ - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


AUM: $9.0B, Location: Baltimore, MD - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


AUM: $5.0B, Location: Los Angeles, CA - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


AUM: $5.1B, Location: Charlotte, NC - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


AUM: $9.0B, Location: Miami, FL - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


AUM: $14.0B-$16.7B, Location: Chicago, IL - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Location: Not specified - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


AUM: $37.6B, Location: Jackson, MS - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


AUM: $10B, Location: Memphis, TN - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


AUM: $3.6B, Location: Atlanta, GA - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


AUM: $3B, Location: New York, NY - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


AUM: $10B, Location: Battle Creek, MI - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


AUM: $4B, Location: Harrisburg, PA - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


AUM: $26.9B, Location: San Francisco, CA - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


AUM: $34B, Location: New Brunswick, NJ - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


AUM: $38.7B, Location: San Francisco, CA - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


AUM: $2.85B, Location: Boston, MA - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


AUM: $4.5B, Location: Pittsburgh, PA - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


AUM: $9B, Location: Memphis, TN - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


AUM: $9.3B, Location: Chicago, IL - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


Amy Dai former experience - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Breanne Eshelman former experience - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Caitlin Mooney former experience - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Allocators' experience reference - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


Senior Investment Officer role - Source: https://www.marketsgroup.org/news/research/2026-next-elite


Deputy Chief Investment Officer role - Source: https://www.marketsgroup.org/news/research/2026-next-elite


Senior Director of Investments role - Source: https://www.marketsgroup.org/news/research/2026-next-elite


Managing Director of Investments role - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


Deputy Chief Investment Officer role - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


Director of Private Equity and Alternatives role - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


Senior Investment Officer, Diversifying Strategies Portfolio role - Source: https://www.marketsgroup.org/news/research/2026-next-elite-part-2


Senior VP & Chief Investment Officer role - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


Executive Director & Chief Investment Officer role - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


Chief Investment Officer role - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-7


Managing Director, Investments role - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Former experience - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Investment Director role - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Vice President and Director of Investments role - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Head of Alternative Investments role - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Managing Director role - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-1


Chief Investment Officer role - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


Senior Vice President & Chief Investment Officer role - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


Secretary, CEO & Chief Investment Officer role - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


Chief Executive Officer & Chief Investment Officer role - Source: https://www.marketsgroup.org/news/research/2026-elite-institutional-cios-part-6


Managing Director – Private Assets role - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


Managing Director role - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


Managing Director of Investments role - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


Senior Director, Investments role - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


Managing Director, Real Assets & Sustainable Investments role - Source: https://www.marketsgroup.org/news/research/2026-elite-alts-allocators-part-2


The local corpus routes hedge-fund expansion and allocation discussions through TRS board and committee surfaces.


The archive is the source of truth for the July 16-17, 2026 board packet, including agenda, book, summary, and recording URLs.


The local queue still needs meeting-specific URLs and row-level fields for the July 16-17 board bundle.


The corpus routes hedge-fund expansion and allocation discussions through the TRS Investment Committee.


Named in the corpus as the TRS CIO anchor for hedge-fund and allocation conversations.


Named in the corpus as the former TRS CIO and a historical reference point for fee and manager-selection context.


The local corpus shows a June 23, 2026 Finance Committee meeting and treats KCERA as a recurring board-cadence monitor.


KCERA board packets and the RFP page are tracked as a combined replacement-motion and manager-review surface.


The local corpus has strong speaker history and large allocator attendance, but current sponsor, exhibitor, and meeting-booking fields are not normalized.


The actionable route is the meeting-booking and allocator-search workflow, not the brand name alone.


Official corpus rows treat SALT as a gated alternatives forum with registration and sponsor access and explicit bilateral networking.


The sponsor and registration path is the actionable way to reach hedge-fund allocators through SALT.


The corpus lists 2026 Sohn chapters across multiple regions and treats the network as a recurring idea-presentation surface.


The actionable route is to recover current roster and access fields so Sohn becomes a routable allocator surface.


The local corpus ties Campden to qualification gates, registration paths, sponsor prospectuses, and dated 2026 family-office forums.


Campden uses a qualification gate before family principals, SFOs, and MFOs are admitted.


The corpus shows a B2B network with member-firm, event, speaker, sponsor, and webinar surfaces that can be turned into a searchable outreach graph.


The sponsor directory and webinar archive are the practical retrieval surfaces for family-office outreach.


The corpus maps APB into events, intelligence, people-move, sponsor, report, and selection-category surfaces.


The audience bucket covers CIOs, market heads, investment advisors, fund selectors, and relationship managers targeted by APB surfaces.


The forum schedule, register path, sponsor path, and speak path are already represented locally for APAC and Middle East routing.


The actionable route is direct registration, sponsorship, or speaker application, which is the cleanest way into APAC and Middle East private-wealth audiences.


The operator layer is the access control surface for speaker curation, program access, and side-event adjacency.


The corpus uses Richard Ditizio as the named Milken operator anchor for speaker curation and program-access routing.


The audience bucket covers allocators reached through iConnections, SALT, Sohn, and similar alternatives-event surfaces.


The audience bucket covers Campden and Family Wealth Alliance routing into family principals, single-family offices, and multifamily offices.


The TRS archive is the source-of-truth surface for the July 16-17 meeting packet.


The local corpus routes expansion and allocation discussions through the TRS Investment Committee.


The archive still needs the meeting-specific agenda, board book, summary, and recording bundle at URL level.


CIO anchor for TRS fee-reform and allocation context.


Former TRS CIO used as a historical manager-selection and fee-reform reference point.


The committee calendar and board/RFP cadence should be read together for manager-review cues.


The conference becomes actionable when the meeting-booking workflow is normalized.


The meeting-booking workflow is the direct allocator access path.


The current corpus says SALT should be routed through sponsor, registration, and current-cycle speaker fields.


The sponsor and registration path is the actionable way to reach hedge-fund allocators through SALT.


The corpus says Sohn needs current speaker, sponsor, registration, and emerging-manager fields.


Recovering current roster and access fields turns Sohn into a routable allocator surface.


Campden uses a qualification gate before family-office attendance is admitted.


The qualified audience is the family-principal and office-level decision-maker bucket.


The sponsor directory and webinar archive are the practical retrieval surfaces for the network.


The network becomes actionable when member-firm and webinar surfaces are searchable for the family-office bucket.


APB event and intelligence surfaces route directly into private-bank allocator and selector audiences.


The forum schedule exposes direct registration, sponsorship, and speaking paths.


Registration, sponsorship, and speaking are the cleanest routes into the regional private-wealth audience.


The named operator anchor is useful for speaker curation, program access, and side-event adjacency.


The operator layer determines who gets access even when the end buyer is elsewhere.


The local queue keeps the July meeting active, but the meeting-specific URLs are still missing.


The named-people layer gives the board bundle a concrete gatekeeper map instead of a generic allocator label.


The committee calendar is a near-term board-adjacent route that can expose manager-review cues before a formal RFP appears.


The corpus keeps KCERA as a monitored negative RFP surface and does not treat the closed page as the only signal.


Use the cap-intro format as the actionable route; the real gap is current roster and meeting-booking depth.


The event page is usable only when sponsor and registration access are treated as the real route.


The corpus lists multiple 2026 chapters, but the routable layer is still the roster and sponsor path.


Use the Hong Kong, Singapore, Abu Dhabi, and Palm Beach forums as the near-term ladder.


This is a referral-and-education network that should support member-firm CIO workflows and follow-up packets.


Use the July Selection Nexus and October Summit as the near-term APAC pitch windows.


The clean route is the registration / sponsorship / speaking gateway, not the brand name alone.


The operator layer is the real route to speaker invites and side-event adjacency in the Milken-style roster.


Common trigger set across the corpus: capacity creep, talent concentration, black-box concern, fee/liquidity mismatch, long-vol carry decay, bank-wrapper friction, and private-market pacing or denominator pressure.


Peers compared: Millennium Management, Citadel Advisors, Balyasny Asset Management, Point72 Asset Management, Schonfeld Strategic Advisors, and D.E. Shaw & Co. Failure mode: capacity creep, talent concentration, drawdown disappointment, or implementation friction.


Peers compared: AQR Capital Management, Man Group, Two Sigma, Qube Research & Technologies, Winton Group, and D.E. Shaw & Co. Failure mode: opaque model risk, capacity limits, data-lineage questions, wrapper mismatch, or style drift.


Peers compared: Bridgewater Associates, Brevan Howard, Tudor Investment Corporation, Garda Capital Partners, Capula Investment Management, and Rokos Capital Management. Failure mode: allocators want crisis alpha, rates or FX dislocation exposure, or tactical diversification instead of equity beta.


Peers compared: HPS Investment Partners, Blue Owl Capital, Benefit Street Partners, Golub Capital, Monroe Capital, Antares Capital, Oaktree Capital Management, Oak Hill Advisors, and Crescent Capital. Failure mode: a sleeve termination, poor fit, fee/liquidity mismatch, or portfolio redesign.


Peers compared: Capula Investment Management, Laurion Capital Management, Brevan Howard, and Rokos Capital Management. Failure mode: long-vol carry decay, costly protection, or a decision to refill, redesign, or close the risk-mitigation bucket.


Peers compared: JPMorgan, Goldman Sachs, Morgan Stanley, and Citigroup on the bank side, with AQR Capital Management, Man Group, and Two Sigma as independent alternatives. Failure mode: buyers accept rules-based exposure but still want better transparency, portability, capacity, or non-bank implementation.


Peers compared: Hamilton Lane, Lexington Partners, Coller Capital, Partners Group, GCM Grosvenor, and Brookfield Asset Management. Failure mode: PE pacing pressure, secondaries demand, unfunded commitments, or low cash that pushes allocators toward liquid completion or reallocation.


Answers the multi-strategy objection set with capacity, talent, drawdown history, implementation friction, fee/liquidity schedule, and references.


Answers the systematic objection set with model-portfolio fit, transparency, liquidity, fee language, data lineage, and bank-QIS comparison copy.


Answers the macro and relative-value objection set with crisis-alpha framing, risk contribution, volatility/rates logic, and risk/performance appendix language.


Answers the liquid-credit objection set with termination reason, transition plan, fee/liquidity schedule, risk-comparison table, and consultant-ready DDQ.


Answers the long-vol objection set with carry-cost analysis, drawdown comparisons, protection budget logic, and a refit-versus-close decision tree.


Answers the QIS objection set with independent-manager control, transparency, portability, capacity, and operational-fit language.


Answers the private-market pacing objection set with unfunded-commitment math, secondaries or overlay options, liquidity ladder, and portfolio-completion framing.


Capacity creep, talent concentration, or implementation friction tends to send allocators back to the multi-strategy peer set.


Opaque model risk, data-lineage doubt, or wrapper mismatch pulls allocators toward the systematic peer set.


Volatility, rates, or credit dislocation pushes buyers toward macro and relative-value replacement logic.


A termination, fee/liquidity mismatch, or portfolio redesign opens a replacement search in liquid credit.


A long-vol decay or protection-cost objection forces the allocator to decide whether to refill, redesign, or close the sleeve.


QIS adoption creates a benchmark that independent managers must beat on portability, transparency, and implementation control.


PE pacing pressure, secondaries demand, and unfunded commitments can redirect capital toward liquid completion or repackaged alternatives.


The packet has to answer capacity, talent, drawdown, implementation friction, and fee/liquidity questions in one pass.


The packet has to answer transparency, model-portfolio fit, data lineage, and bank-QIS comparison questions in one pass.


The packet has to answer crisis-alpha fit, volatility/rates logic, and risk-contribution language.


The packet has to answer the reason for termination, the transition plan, and the replacement-capital path.


The packet has to answer carry-cost, drawdown, and refit-versus-close questions before the sleeve is re-upped.


The packet has to answer whether the allocator wants bank convenience or independent-manager control.


The packet has to answer whether liquidity relief should come from secondaries, overlays, or a broader public-markets replacement.


Turns the research graph into an operator queue: what to build, fetch, verify, or downgrade next.


July 15 deadline and verified replacement cycle make this the top artifact.


Official CalPERS surfaces are open; next value is manager-specific fit and packet completeness.


Monthly disclosure data can reveal fresh manager motion before summaries.


Pairs actual buyer questions with public answer engines, consultant databases, advisor platforms, and enterprise copilots.


Keeps weak-source rows in proof mode until exact documents or SMEs promote them.


Hard deadline plus official search gives highest conversion urgency.


Standing open intake with field-level go/no-go thresholds.


Recurring disclosure can produce repeatable manager-motion signals.


Tool usage affects discovery and shortlisting across decision surfaces.


Quality control prevents weak rows from contaminating outreach.


Largest multi-strategy hedge fund by AUM as of June 2026. Manages $505.9 billion according to earlier 2026 data. Multi-manager platform with 100+ portfolio managers. Source: https://hedgeco.net/news/02/2026/point72-tops-citadel-and-millennium-returns-as-multi-strategy-funds-soar.html


Major multi-strategy hedge fund. Also reported as $397-446 billion AUM depending on source and measurement methodology. Founded by Ken Griffin. Source: https://www.thedailyupside.com/finance/hedge-funds/point72-tops-citadel-and-millennium-returns-as-multi-strategy-funds-soar.html


Multi-strategy hedge fund with 190+ trading pods and 3,000 employees. Returned 17.5-18% in 2025. Reopened to investors in 2018 after redemptions. Source: https://hedgeco.net/news/03/2026/point72-takes-performance-lead-over-citadel-and-millennium.html


Chicago-based multi-strategy hedge fund founded in 2001. Also reported as $265 billion or $29 billion depending on source methodology. Has 2,000 employees and 200+ portfolio managers. Planning Abu Dhabi office opening in H1 2026. Source: https://www.bamfunds.com/


Large alternative assets manager reported as $319 billion AUM in 2026 rankings. Source: https://hedgelists.com/top-250-largest-hedge-funds-2026/


Hedge fund founded by David Tepper. David Tepper earned $3.2 billion in 2025, ranking second on Bloomberg hedge fund rich list. Source: https://invezz.com/news/2026/02/19/steve-cohen-tops-hedge-fund-rankings-as-point72-profits-surge/


Major quantitative hedge fund. Ranked among top asset gainers in 2025. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Quantitative hedge fund. Ranked among top performers. Balyasny outperformed Two Sigma's 2025 returns. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Quantitative hedge fund specialist. Ranked among top asset gainers in 2025. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Quantitative hedge fund. Outperformed Balyasny and D.E. Shaw in 2025 performance. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Founder and CEO of Citadel hedge fund. Earned $2.4 billion in 2025, ranking fifth on Bloomberg hedge fund rich list. Citadel Wellington fund returned 10.2% in 2025. Source: https://invezz.com/news/2026/02/19/steve-cohen-tops-hedge-fund-rankings-as-point72-profits-surge/


Founder of Point72. Highest-earning hedge fund manager in 2025 with $3.4 billion in compensation. Mets owner. Source: https://invezz.com/news/2026/02/19/steve-cohen-tops-hedge-fund-rankings-as-point72-profits-surge/


Founder of Appaloosa Management hedge fund. Second-highest-earning hedge fund manager in 2025 with $3.2 billion in compensation. Source: https://invezz.com/news/2026/02/19/steve-cohen-tops-hedge-fund-rankings-as-point72-profits-surge/


Russian-born founder of Balyasny Asset Management established in 2001. Managing partner and chief investment officer. Leads BAM's Equities Long/Short business globally. Source: https://www.bamfunds.com/about-us/leadership/dmitry-balyasny


California Public Employees' Retirement System. Famously exited hedge funds in 2014. Recently re-introduced the idea of risk-mitigating hedge funds in its asset study for 2026. Planning to implement mandates through 'total portfolio approach' framework. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


California State Teachers' Retirement System. Largest educator-only pension fund in the world as of May 31, 2026. Major institutional investor in alternatives. Source: https://www.calstrs.com/investment-portfolio


Texas Teachers Retirement System. Characterized as notable hedge fund proponent already allocating to hedge funds. Making moves on hedge fund allocations in 2026. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Florida State Board of Administration. Managing $100+ billion in public equities portfolio. Considering adding long/short equity hedge fund mandates to its portfolio in 2026. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Alaska's sovereign wealth fund. Planning to increase hedge fund allocation in next asset study. Previously constrained by capacity and access to top-tier hedge funds. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Ohio's two largest public pensions. Described as having billions of dollars to deploy while building out risk-mitigating and liquid alternatives exposure. Active in manager searches in 2026. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Norway's sovereign wealth fund (Government Pension Fund Global). Beginning first foray into hedge funds via long/short equity opportunities in 2026. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Abu Dhabi Investment Authority. Running upwards of $40 billion of hedge fund assets through separate managed accounts (SMAs) with Innocap platform. Major allocator to hedge funds. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Leading managed account platform. Manages $40 billion of hedge fund assets on behalf of ADIA. Platform enables LPs to invest in multiple hedge funds efficiently. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Singapore's Government Investment Corporation. Major institutional investor in alternative assets. Operates direct-ownership programs and SMA tie-ups with institutional managers. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


New Canadian sovereign wealth fund announced by PM Mark Carney in April 2026. Established at $18 billion, making it the world's 55th-largest sovereign wealth fund. Source: https://investingintheweb.com/blog/largest-sovereign-wealth-funds/


Canada Pension Plan Investment Board. Major Canadian pension plan and allocator to alternative assets. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Ken Griffin is founder and CEO of Citadel hedge fund. Source: https://www.citadel.com/who-we-are/leadership/kenneth-c-griffin/


Steve Cohen is founder of Point72 Asset Management. Source: https://invezz.com/news/2026/02/19/steve-cohen-tops-hedge-fund-rankings-as-point72-profits-surge/


David Tepper is founder of Appaloosa Management. Source: https://invezz.com/news/2026/02/19/steve-cohen-tops-hedge-fund-rankings-as-point72-profits-surge/


Dmitry Balyasny is founder, managing partner, and chief investment officer of Balyasny Asset Management. Source: https://www.bamfunds.com/about-us/leadership/dmitry-balyasny


CalPERS re-considering hedge fund allocations and may allocate to top multi-strategy funds. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


CalPERS considering re-introducing hedge fund allocations to top-tier multi-strategy managers. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


CalSTRS is major institutional investor in alternative assets including hedge funds. Source: https://www.calstrs.com/investment-portfolio


Texas Teachers is noted hedge fund proponent and making allocations to hedge funds. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Florida SBA considering adding long/short equity mandates to hedge funds in 2026. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Alaska Permanent Fund planning to increase hedge fund allocations and likely to seek access to top performers like Point72. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Ohio pensions deploying billions in manager searches for hedge fund allocations. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Norges Bank beginning first foray into hedge funds via long/short equity, likely allocating to top multi-strategy funds. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


ADIA allocating $40 billion of hedge fund assets through Innocap managed account platform. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Innocap platform enables institutional investors like ADIA to access multiple hedge funds efficiently. Manages relationships on behalf of LPs. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Innocap platform enables institutional investors to access top hedge funds. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


GIC operates SMA tie-ups and direct investments with institutional hedge fund managers. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


Canadian pension plan allocator to alternative assets and hedge funds. Source: https://www.withintelligence.com/insights/hedge-fund-outlook-2026/


New $18 billion Canadian sovereign wealth fund (April 2026) will allocate to major hedge fund managers. Source: https://investingintheweb.com/blog/largest-sovereign-wealth-funds/


Family offices with significant alternative allocations invest across top hedge fund managers


Harvard endowment 31% hedge fund allocation across multiple strategies


Top endowments allocate to largest multi-strategy hedge funds


Top endowments allocate to top hedge fund managers across asset classes


Large endowments maintain relationships with 100-300 GPs in alternatives


Large endowments allocate significant capital to multi-strategy funds


Consultant gatekeeper with manager research and OCIO influence.


NEPC committee chair route with direct influence over marketable-investment review.


Alternatives consulting and research gatekeeper.


Callan research gatekeeper with shortlist influence.


Research-heavy consultant surface that shapes manager visibility.


Cambridge research leader who can move manager visibility and meeting cadence.


Aksia ODD lead with separate screening influence.


Alternatives consultant with QDD and implementation depth.


Albourne implementation and data-fluency route.


Consultant, OCIO, and alternatives-platform surface.


Wilshire CIO and manager-selection decision maker.


Wilshire managed-account platform route.


Advisor workflow and outsourced-CIO surface.


Private-wealth home-office and advisor-routing leader.


Operator layer controlling speaker curation and program access.


Named Milken operator anchor for curation and side-event access.


Board materials and manager-change route.


TRS CIO anchor for allocation and fee-reform context.


Monthly disclosure and emerging-manager route.


NYSCRF senior investment route adjacent to CIO review.


Alternative-assets registration and board-governance route.


PIF board-adjacent operating gatekeeper.


Committee-driven public allocator route.


Managed-account platform used for hedge fund exposure.


Allocator using dedicated managed accounts.


CDPQ external-management and platform route.


Prime-broker cap-intro gatekeeper for hedge fund launches.


Launch-channel surface that routes hedge funds to institutional investors.


Goldman cap-intro gatekeeper for hedge fund launches and SMA distribution.


Deputy CIO route with allocator and platform influence.


Deputy CIO route at a state retirement system.


Deputy CIO route at a public retirement system.


Marketable Investment Committee chair route.


Head of Outsourced CIO for Wealth Management.


Chief Risk Officer and Investment Committee permanent member.


Head of Asset Allocation and Investment Committee member.


Head of Investment Funds and External Management.


Board agendas, committee packets, named CIO seats, and public manager-opportunity pages are the practical path into public pensions.


Named university investment offices and institutional endowments in the local corpus support direct manager-search routing instead of generic university coverage.


The corpus surfaces named foundation CIO seats and mission-oriented capital pools that can take governance-friendly liquid-alts packets.


Hospital-related investment offices and healthcare-system review windows are better treated as named routes than as generic healthcare labels.


Insurance general-account and life/pension pools in the corpus should be routed as OCIO or alternatives-buying surfaces with capital-efficiency and liquidity discipline.


Sovereign and quasi-sovereign pools in the local corpus have external-manager or manager-registration surfaces that are distinct from public-pension board packets.


Single-family offices, private offices, and APAC family capital in the local batches are direct routes when the CIO or founder is named.


Corporate pensions in the corpus respond to liability-aware, consultant-friendly, and implementation-disciplined manager packets.


Advisor platforms and wealth wrappers turn alternatives access into workflow, education, and model-portfolio compatibility problems.


Consultant and fiduciary platforms shape allocator shortlists before a public RFP or direct manager meeting appears.


California Public Employees' Retirement System is still a core public-pension reference point for proposal intake and manager-opportunity routing.


California State Teachers' Retirement System remains relevant because its risk-mitigating strategies program already normalizes macro and trend-following sleeves.


Massachusetts Pension Reserves Investment Management has a portfolio-completion strategies team and enough hedge-fund coverage to make it a real routing target.


OTPP has dedicated hedge-fund and ILS leadership, making it one of the cleanest public-pension hedge-fund allocator targets in the local corpus.


Harvard is a large endowment allocator where uncorrelated, long-short, and multi-strategy sleeves already fit the investment narrative.


Yale remains one of the most recognizable endowment references for alternatives-heavy portfolio construction.


Rockefeller University gives the endowment route a named CIO-led office instead of a generic university label.


Michigan State University Foundation is a foundation-side endowment allocator with a direct CIO route.


SITFO is a state trust endowment with a named director/CIO seat and a clear institutional allocation route.


W.K. Kellogg has a long-tenured private-assets lead and behaves like a patient, consultant-friendly foundation allocator.


MacArthur is a large foundation allocator with real-assets and sustainable-investments leadership already visible in the corpus.


ALSAC is the cleanest hospital-related allocator in the corpus and already has a named internal investment lead.


Mass General Brigham is a review-window healthcare-system allocator where investment gains still matter to net income.


AAA Auto Club Group is a useful insurer route because the corpus already shows a hedge-fund-fluent alternatives lead.


Helvetia is a large insurance allocator with a named CFO route in the European allocator batch.


AG Insurance appears as a Belgian insurance investment portfolio with a named CIO and investments head.


Länsförsäkringar Liv is a Swedish life-insurance and pension allocator with a named head of asset management.


NZ Super is a sovereign pool with direct external-mandate language in the local pitch calendar.


KENFO is a German sovereign-like decommissioning pool with a named CEO/CIO route.


PIF remains a sovereign allocator in the corpus and has a dedicated manager-gate path in the pitch calendar.


QIA is a sovereign allocator where regional coverage changes are a practical pitch-routing clue.


KIA is a sovereign allocator where a hedge-fund-strategies CIO background suggests an external-manager reset window.


APFC is a sovereign-style capital pool that has historically moved a lot of money through alternatives programs.


Tsao is a named family-office route in the APAC batch with a direct country-head-led allocation path.


AP Family Office is a named family-office allocator with a founder-led path in the APAC batch.


The private office is a named Middle East family-office allocator with a direct CIO route.


The private department is a named UAE family-capital route with a group-chief-executive-level lead.


Rockefeller is a wealthy-family wealth platform with CIO coverage and a visible family-office channel.


Pitcairn is a multi-family office with alternative-investments leadership and a useful wealth-channel route.


Mousse is a named single-family-office allocator with CIO coverage in the local corpus.


Hillspire is a family-office allocator where active dealmaking makes the route more than a brand page.


The Japanese corporate pension federation is a real corporate-pension route with CIO coverage.


Boeing is a corporate pension with a CIO seat and liability-aware diversifier relevance.


CIBC Pension Plan is a Canadian corporate pension with public-markets leadership and institutional relevance.


Noritz is a named Japanese corporate pension and therefore a discrete route rather than a generic corporate bucket.


CAIS is the advisor-access route for alternatives and needs manager materials packaged for model-portfolio and liquidity workflows.


iCapital is the alternatives distribution rail for private wealth and advisor channels.


CAPTRUST is a practical hidden gatekeeper for outsourced institutional capital and fiduciary-driven manager selection.


Cambridge is an investment consulting and OCIO gatekeeper for foundations, endowments, pensions, private clients, and institutions.


Russell is a hidden healthcare-and-insurance gatekeeper when delegated capital is routed through OCIO infrastructure.


Albourne is a hedge-fund-specific consultant route and remains important for allocator shortlists.


Aksia is the operational-diligence and hedge-fund screening route for institutions that want specialist coverage before meeting managers directly.


NEPC is a consultant gatekeeper for hedge fund manager search across endowments, healthcare, pensions, and OCIO mandates.


Wilshire combines consulting, manager search, OCIO, and alternative assets services.


Verus, now operating through Cerity Partners, is an OCIO-led gatekeeper for allocator introductions and manager diligence.


Morningstar Wealth integrates public and private assets in model portfolios, which makes it a useful advisor workflow gatekeeper.


The wrapper format is a direct benchmark for how advisor-distributed hedge-fund-like exposure is packaged and sold.


CalPERS has an intake portal and public manager-opportunity surface in the local corpus.


CalSTRS has visible risk-mitigating strategies history and a direct public-pension route.


MassPRIM's portfolio-completion strategies team is a practical route for hedge-fund packets.


OTPP has dedicated hedge-fund and ILS leadership and is a strong public-pension route.


Harvard is a large endowment allocator where uncorrelated and multi-strategy sleeves fit the narrative.


Yale remains an alternatives-heavy endowment reference and a credible manager-search route.


Rockefeller University has a named CIO-led endowment route.


Michigan State University Foundation is a foundation-side endowment route.


W.K. Kellogg already has a named private-assets lead and a consultant-friendly route.


MacArthur is a large foundation allocator with visible real-assets and sustainable-investments leadership.


ALSAC is the cleanest hospital-related alternatives allocator in the corpus.


Mass General Brigham is a healthcare-system allocator with a review window around investment income.


AAA Auto Club Group is a hedge-fund-fluent insurer route because the corpus names a head of alternatives.


Helvetia is a large insurance allocator with a named CFO route.


AG Insurance has a named CIO and investments head in the corpus.


Länsförsäkringar Liv is a Swedish life-insurance and pension allocator with a named asset-management lead.


NZ Super has a direct external-mandates lane in the corpus.


KENFO is a sovereign-like decommissioning pool with a clear CIO route.


PIF has a dedicated manager-gate path in the pitch calendar.


QIA regional coverage changes are a practical route into the allocator.


KIA's CIO transition and hedge-fund background make it a current external-manager reset target.


APFC is a sovereign-style capital pool with deep alternatives history.


Tsao is a named family-office route in the APAC batch.


AP Family Office is a founder-led family-office allocator.


Rockefeller is a recognizable multi-family-office route with CIO coverage.


Pitcairn has a named alternative-investments lead and multi-family-office relevance.


Mousse is a named single-family-office route with CIO coverage.


Hillspire is a named family-office allocator with active dealmaking.


The Japanese corporate pension federation is a discrete corporate-pension route.


Boeing is a corporate pension with a named CIO seat and liability-aware relevance.


CIBC Pension Plan is a Canadian corporate pension with public-markets leadership.


Noritz is a named Japanese corporate pension and should be treated as a separate route.


CAIS is the advisor-access route for alternatives and liquid alts.


iCapital is the alternatives distribution rail for private wealth and advisor channels.


Morningstar Wealth packages public/private model portfolios for advisors.


The wrapper format is a direct benchmark for advisor-distributed hedge-fund-like exposure.


CAPTRUST is a practical OCIO/fiduciary gatekeeper for outsourced institutional capital.


Cambridge is a consultant and OCIO gatekeeper for foundations, endowments, pensions, private clients, and institutions.


Russell is a hidden healthcare-and-insurance gatekeeper when capital is delegated through OCIO infrastructure.


Albourne remains an important hedge-fund-specific consultant route for allocator shortlists.


Aksia is the operational-diligence and hedge-fund screening route for institutional allocators.


NEPC is a consultant gatekeeper for hedge fund manager search across endowments, healthcare, pensions, and OCIO mandates.


Wilshire combines consulting, manager search, OCIO, and alternative assets services.


Verus, now operating through Cerity Partners, is an OCIO-led gatekeeper for allocator introductions and manager diligence.


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Medallion Fund is core offering, employs mathematicians and physicists for mathematical model-driven investing


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Data-driven quantitative investing with R&D focus


Search results - Factor investing research, academic rigor, published more academic papers than most universities


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Five core strategies including Global Quantitative Strategies


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Multi-strategy with statistical arbitrage, fundamental investing, machine learning


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Global multi-strategy with RV Fundamental Equity, Equity Arbitrage, Fixed Income


https://www.hedgethink.com/quantitative-hedge-funds-list/ - 230+ year old firm, focus on machine learning and long-short strategies


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Discretionary long-short equity, systematic trading, macro investing


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Multi-strategy combining quantitative and fundamental analysis


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Global network of researchers, technology-driven diverse quant strategies


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Fundamental equities long/short, expanded to multi-strategy


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Global macro with discretionary and quantitative trading methods


https://www.foreignpolicyjournal.com/2026/05/20/acadian-asset-management - Global equity and multi-asset class strategies


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Science-driven systematic investment, initially futures-focused, expanded to other asset classes


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Trend following and quantitative methods, computer models


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Long/short equity, systematic trading with data analysis and pattern recognition


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Global macro strategies with statistical modeling


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Systematic trading using computer models, global markets


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Fixed income relative value strategies, quantitative analysis


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Quantitative global equity investing with risk management


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Founded Renaissance Technologies, employed mathematicians and physicists


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Co-founded Two Sigma in 2001


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Co-founded AQR Capital Management in 1998


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Founded Citadel Advisors in 1990


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Founded D.E. Shaw & Co. in 1988


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Founded Millennium Management


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Founded Point72 Asset Management in 2014


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Co-founded Balyasny Asset Management in 2001


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Founded WorldQuant in 2007


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Founded Tudor Investment Corporation


https://www.toptradersunplugged.com/trend-following-performance-report-august-2025/ - Tracks 10 largest institutional CTAs, gained +2.74% in August 2025


https://www.toptradersunplugged.com/trend-following-performance-report-april-2025/ - Diversified CTA index, down -3.11% YTD April 2025


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Renaissance Technologies flagship fund, primarily for employees


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Investment arm of Point72 Asset Management


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Factor-based investing (value, momentum, quality)


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Combines quantitative models with fundamental analysis


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Multi-strategy with credit strategies expertise


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Research-driven alternative investments


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Active equity strategies via quantitative methods


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Statistical arbitrage models, short-term pricing inefficiencies


https://www.hedgethink.com/quantitative-hedge-funds-list/ - Diverse investment strategies including traditional equity and alternatives


https://www.toptradersunplugged.com/trend-following-performance-report-april-2025/ - PIMCO Trends Managed Futures removed from SG Trend Index for 2025


https://www.toptradersunplugged.com/trend-following-performance-report-april-2025/ - Winton Trend program reintroduced to SG Trend Index for 2025


https://www.withintelligence.com/insights/billion-dollar-club-h1-2025/ - Both added significant AUM in H1 2025


https://www.withintelligence.com/insights/billion-dollar-club-h1-2025/ - Both among largest hedge funds by AUM


BattleFin Discovery Day events (London Nov 2025, Miami Jan 2026, NY Summer 2026) - https://www.battlefin.com


SALT Conference and iConnections events for hedge fund allocators - Hong Kong Nov 2026, Bermuda May 2026 - https://www.salt.org


RE•WORK AI in Finance Summit Fall 2026 (Oct 21-22, W Hoboken) - https://ny-ai-finance.re-work.co/


Alternative data and AI solutions for hedge funds - https://www.battlefin.com/london-2025


Alternative data and research platform - speakers: Gene Gallagher (Director), Harrison Perl (Director), Zac Yang (VP Product) - https://www.battlefin.com/london-2025 and https://www.battlefin.com/miami-2026


Research and analysis of shipping/commodity flows - speaker: Naveen Das (Senior Analyst) - https://www.battlefin.com/london-2025


Mobile app analytics and data - speaker: Anthony Bartolacci (Chief Strategy Officer) - https://www.battlefin.com/miami-2026


Healthcare market intelligence via MarketPulse - speaker: Mark Holmquist (Vice President, Head of MarketPulse) - https://www.battlefin.com/london-2025 and https://www.battlefin.com/miami-2026


Quantitative research and data solutions - speakers: Shan Gao (Director), Daniel Sandberg (Managing Director), Melissa Otto (Head of Research) - https://www.battlefin.com/london-2025 and https://www.battlefin.com/miami-2026


Consumer research and market data - speakers: Samuel Good (Research Lead), Jharonne Martis (Director of Consumer Research) - https://www.battlefin.com/london-2025 and https://www.battlefin.com/miami-2026


Mobile app analytics and competitive intelligence - speaker: Jonathan Kay (Founder & CEO) - https://www.battlefin.com/miami-2026


Data infrastructure platform for alternative data - speaker: Or Zabludowski (Co-Founder & CEO) - https://www.battlefin.com/miami-2026


Data platform and extraction - speaker: Tavis Lochhead (Co-Founder) - https://www.battlefin.com/miami-2026


Corporate event-based alternative data for trading signals - speaker: Anju Marempudi (CEO) - https://www.battlefin.com/miami-2026


Location-based geospatial data and market insights - speaker: Thomas Paulson (VP, Head of Market Insights) - https://www.battlefin.com/miami-2026


Data product and research - speaker: Jeremy Scott (Director of Product & Research) - https://www.battlefin.com/miami-2026


Data strategy solutions for financial institutions - speaker: Ben Cohen (Head of Data Strategies) - https://www.battlefin.com/miami-2026


Alternative data for alpha generation - speaker: Sid Ghatak (CEO and Founder) - https://www.battlefin.com/miami-2026


Consumer behavior and data collection - speaker: Jakob Sjölander (CCO) - https://www.battlefin.com/miami-2026


Data platform for alternative data aggregation - speaker: Bjorn Birkelund (Chief Executive Officer) - https://www.battlefin.com/miami-2026


Consumer research and data - speaker: Drew Vogel (Senior Account Director) - https://www.battlefin.com/miami-2026


Data partnerships and monetization - speaker: Rafael Albornoz (Strategic Partnerships Executive) - https://www.battlefin.com/miami-2026


Satellite imagery and geospatial AI - processes millions of satellite images daily for agriculture, energy, and transportation intelligence - https://www.imarcgroup.com/alternative-data-market


Asset-level performance monitoring via satellite imagery and ESG insights - https://www.imarcgroup.com/alternative-data-market


Satellite imagery combined with geospatial analytics for global economic trend monitoring across agriculture, construction, energy - https://www.imarcgroup.com/alternative-data-market


Behavioral finance and sentiment analysis - speaker: Dr. Richard Peterson (Chairperson) - https://www.battlefin.com/london-2025


Alternative data for macroeconomic analysis - speaker: Laurent Bilke (CEO & Head of Research) - https://www.battlefin.com/london-2025


Alternative data from consumer signals - speaker: Ramsey Shaffer (Cofounder & CEO) - https://www.battlefin.com/london-2025


Business development in alternative data space - speaker: Lauren Ambrose (Business Development Director) - https://www.battlefin.com/london-2025


Data operations and quality - speaker: Adam Little (VP of Data Operations) - https://www.battlefin.com/miami-2026


AI in Finance Summit Fall 2026 speakers: Biswa Sengupta (Chief AI Technologist: LLM Suite), Nishit Dhilen Mehta (VP, Data Analytics) - https://ny-ai-finance.re-work.co/speakers


AI in Finance Summit Fall 2026 speaker: Sal Marraccino (Divisional Chief Data Officer) - https://ny-ai-finance.re-work.co/speakers


AI in Finance Summit Fall 2026 speaker: Dhagash Mehta (Head of Applied Machine Learning Research) - https://ny-ai-finance.re-work.co/speakers


AI in Finance Summit Fall 2026 speaker: Karun Appapogu (Head of AI Technologies - CAI); Also known for using geospatial data for fund analysis - https://ny-ai-finance.re-work.co/speakers


AI in Finance Summit Fall 2026 speaker: Argyro Tasitsiomi (Head of AI & Investments Data Science) - https://ny-ai-finance.re-work.co/speakers


AI in Finance Summit Fall 2026 speaker: Tonia Dufree (Global Head of Op Risk Insights and Analytics) - https://ny-ai-finance.re-work.co/speakers


AI in Finance Summit Fall 2026 speakers: Sonia Bhargava (VP, Software Engineer), Cristian Homescu (Director, Portfolio Analytics, GWIM) - https://ny-ai-finance.re-work.co/speakers


BattleFin London 2025: Chris Stevens (Director, Data Science Research); AI in Finance Summit: Akhil Khunger (VP Quantitative Analytics) - https://www.battlefin.com/london-2025 and https://ny-ai-finance.re-work.co/speakers


AI in Finance Summit Fall 2026 speaker: Jaydip Mukhopadhyay (VP, Data Science and Model Risk) - https://ny-ai-finance.re-work.co/speakers


AI in Finance Summit Fall 2026 speaker: Karamjit Singh (VP of AI) - https://ny-ai-finance.re-work.co/speakers


AI in Finance Summit Fall 2026 speaker: Dhivya Nagasubramanian (VP AI Transformation & Innovation) - https://ny-ai-finance.re-work.co/speakers


BattleFin speakers: Mark Thompson (Primary Research), Arabella Graves (Director of Consumer Research) - https://www.battlefin.com/london-2025 and https://www.battlefin.com/miami-2026


BattleFin Miami 2026 speakers: Jason Koulouras (Research and Data Ranger), Joss Tricks (Investment Associate) - https://www.battlefin.com/miami-2026


BattleFin Miami 2026 speaker: Gregory Kurzman (Head of Data Sourcing & Strategy) - https://www.battlefin.com/miami-2026


BattleFin Miami 2026 speaker: David Rukshin (Chief Technology Officer) - https://www.battlefin.com/miami-2026


BattleFin Miami 2026 speaker: Rob Morse (Head of Data Strategy and Sourcing) - https://www.battlefin.com/miami-2026


BattleFin London 2025 speaker: Paul Kamenski (Partner, Co-Head of Credit) - https://www.battlefin.com/london-2025


Research platform for financial institutions - speaker: K'Lene LeCompte (Chief Business Officer) - https://www.battlefin.com/london-2025


Quantitative research and risk data solutions - speaker: Stas Melnikov (Head, Quantitative Research & Risk Data Solutions) - https://www.battlefin.com/london-2025


Organizer of BattleFin Discovery Day events; speaks on Alternative Data & AI - https://www.battlefin.com/london-2025 and https://www.battlefin.com/miami-2026


Alternative data platform executive; panels on Agentic AI for financial data - https://www.battlefin.com/london-2025


Speaker on AI and LLM applications in finance - https://ny-ai-finance.re-work.co/speakers


Speaker on AI technologies in investment management - https://ny-ai-finance.re-work.co/speakers


Speaker on data science and AI in investment research - https://ny-ai-finance.re-work.co/speakers


Speaker on operational risk management using AI/data - https://ny-ai-finance.re-work.co/speakers


Speaker on data strategy in financial services - https://ny-ai-finance.re-work.co/speakers


Alternative data partnerships and distribution - speaker: Jonathan Liggett (Head of Data Partnerships) - https://www.battlefin.com/miami-2026


Data solutions for financial services - speaker: Sarah McKenna (CEO) - https://www.battlefin.com/miami-2026


Technology platform for hedge fund operations - speaker: Michael Watson (CEO & Founder) - https://www.battlefin.com/miami-2026


Alternative data solutions - speaker: Sergio Toro (CEO) - https://www.battlefin.com/miami-2026


Leadership of alternative data conference ecosystem - https://www.battlefin.com


Leadership of alternative data platform - https://www.battlefin.com/london-2025


Daloopa showcased at BattleFin Discovery Day London 2025 - https://www.battlefin.com/london-2025


Multiple speakers from Exabel at BattleFin events (London 2025, Miami 2026) - https://www.battlefin.com/london-2025 and https://www.battlefin.com/miami-2026


Kpler represented at BattleFin Discovery Day London 2025 - https://www.battlefin.com/london-2025


Sensor Tower showcased at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


Sg2 presented at both BattleFin London 2025 and Miami 2026 events - https://www.battlefin.com/london-2025 and https://www.battlefin.com/miami-2026


S&P Global speakers at BattleFin London 2025 and Miami 2026 - https://www.battlefin.com/london-2025 and https://www.battlefin.com/miami-2026


LSEG representatives spoke at BattleFin London 2025 and Miami 2026 - https://www.battlefin.com/london-2025 and https://www.battlefin.com/miami-2026


Apptopia founder presented at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


Flexor co-founder spoke at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


Kadoa co-founder presented at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


EventVestor CEO presented at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


Advan Research VP presented at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


Data Purl director presented at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


Final spoke at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


Increase Alpha CEO presented at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


All Ears CCO presented at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


Filot CEO presented at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


Dynata spoke at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


Plume spoke at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


MarketPsych Chairperson presented at BattleFin Discovery Day London 2025 - https://www.battlefin.com/london-2025


Alternative Macro Signals CEO presented at BattleFin Discovery Day London 2025 - https://www.battlefin.com/london-2025


Babbl Labs cofounder presented at BattleFin Discovery Day London 2025 - https://www.battlefin.com/london-2025


Snoop business development director presented at BattleFin Discovery Day London 2025 - https://www.battlefin.com/london-2025


RepVue VP spoke at BattleFin Discovery Day Miami 2026 - https://www.battlefin.com/miami-2026


Multiple JPMorgan speakers at AI in Finance Summit Fall 2026 - https://ny-ai-finance.re-work.co/speakers


BNY Mellon Chief Data Officer at AI in Finance Summit Fall 2026 - https://ny-ai-finance.re-work.co/speakers


BlackRock Head of Applied Machine Learning at AI in Finance Summit Fall 2026 - https://ny-ai-finance.re-work.co/speakers


Vanguard Head of AI Technologies at AI in Finance Summit Fall 2026 - https://ny-ai-finance.re-work.co/speakers


T. Rowe Price Head of AI & Investments Data Science at AI in Finance Summit Fall 2026 - https://ny-ai-finance.re-work.co/speakers


State Street Global Head of Op Risk at AI in Finance Summit Fall 2026 - https://ny-ai-finance.re-work.co/speakers


Multiple Bank of America speakers at AI in Finance Summit Fall 2026 - https://ny-ai-finance.re-work.co/speakers


Barclays data science director at BattleFin London 2025 - https://www.battlefin.com/london-2025


Barclays VP Quantitative Analytics at AI in Finance Summit Fall 2026 - https://ny-ai-finance.re-work.co/speakers


American Express VP Data Science at AI in Finance Summit Fall 2026 - https://ny-ai-finance.re-work.co/speakers


Mastercard VP of AI at AI in Finance Summit Fall 2026 - https://ny-ai-finance.re-work.co/speakers


U.S. Bank VP AI Transformation at AI in Finance Summit Fall 2026 - https://ny-ai-finance.re-work.co/speakers


Multiple speakers from Norges Bank at BattleFin London 2025 and Miami 2026 - https://www.battlefin.com/london-2025 and https://www.battlefin.com/miami-2026


Multiple Bridgewater speakers at BattleFin Miami 2026 - https://www.battlefin.com/miami-2026


Balyasny Head of Data Sourcing at BattleFin Miami 2026 - https://www.battlefin.com/miami-2026


WorldQuant CTO at BattleFin Miami 2026 - https://www.battlefin.com/miami-2026


PDT Partners Head of Data Strategy at BattleFin Miami 2026 - https://www.battlefin.com/miami-2026


Man Partners at BattleFin London 2025 - https://www.battlefin.com/london-2025


IMX Research CBO at BattleFin London 2025 - https://www.battlefin.com/london-2025


SAS Head of Quantitative Research at BattleFin London 2025 - https://www.battlefin.com/london-2025


Rushmore Head of Data Partnerships at BattleFin Miami 2026 - https://www.battlefin.com/miami-2026


Sequentum CEO at BattleFin Miami 2026 - https://www.battlefin.com/miami-2026


Hedgineer CEO at BattleFin Miami 2026 - https://www.battlefin.com/miami-2026


aterio CEO at BattleFin Miami 2026 - https://www.battlefin.com/miami-2026


Alternative data providers serve JPMorgan's data needs - https://www.battlefin.com/london-2025


Alternative data vendors serve large institutional investors - https://www.battlefin.com/london-2025


Shipping/commodity flow data serves macro and commodity hedge funds - https://www.battlefin.com/london-2025


Mobile app data for sector-specific investment thesis - https://www.battlefin.com/miami-2026


Healthcare intelligence for asset manager sector analysis - https://www.battlefin.com/london-2025


Quantitative research data for institutional investors - https://www.battlefin.com/london-2025


Market data and consumer research for hedge funds - https://www.battlefin.com/miami-2026


Behavioral/sentiment data for quantitative strategies - https://www.battlefin.com/london-2025


Event-based data for quant fund alpha generation - https://www.battlefin.com/miami-2026


Location intelligence for sector deep dives - https://www.battlefin.com/miami-2026


Geospatial AI for macro/commodity monitoring - https://www.imarcgroup.com/alternative-data-market


Satellite imagery for ESG and physical asset monitoring - https://www.imarcgroup.com/alternative-data-market


Geospatial analytics for macro economic trend signals - https://www.imarcgroup.com/alternative-data-market


Top PE firm globally; multi-strategy alternatives platform; SEC filings 2026


Richest man in PE business; 232M company shares; Blackstone leadership


Blackstone leadership; Praxis Rock 2026 rankings


2nd largest PE manager; aggressively grown through rate-cycle volatility; Dec 2025 filings


Apollo Global Management leadership; Praxis Rock 2026 rankings


3rd largest PE firm; $129B fresh capital raised 2025; year-end 2025 data


KKR leadership; Praxis Rock 2026 rankings


KKR founder; KKR leadership; Praxis Rock 2026 rankings


4th largest PE/alternatives platform; Praxis Rock 2026 rankings


Ares Management leadership; Praxis Rock 2026 rankings


Diversified alternatives platform; 5th largest by AUM; Dealroom 2026 rankings


5th largest PE manager; Dealroom 2026 rankings


Strategic Equity Fund V €11B+ raised; multi-strategy platform; Dealroom 2026


Mid-tier PE platform; Dealroom 2026 rankings


Fund XVI raised $24.3B; software specialist; Dealroom 2026


Swedish/Nordic-based; multi-strategy platform; Dealroom 2026


Growth-focused PE platform; Dealroom 2026


European-headquartered; mid-market specialist; Dealroom 2026


Multi-strategy platform; Dealroom 2026 rankings


Private software-focused PE firm; Dealroom 2026


Secondary Fund IX raised $30B; European platform


Targets 40% alternatives; major US pension LP; Praxis Rock 2026


Major CA pension LP; committed $7.2B in 6 months; Praxis Rock 2026


World's largest pension fund; modest PE allocation; Praxis Rock 2026


Korean sovereign pension; alternatives-focused; Praxis Rock 2026


Canadian model; majority alternatives allocation; direct deal sourcing


Canadian model; significant direct deal sourcing; over 40% alternatives


Japanese insurance/pension; expanding PE allocation; Praxis Rock 2026


Dutch public sector pension; diversified allocation


Dutch pension asset manager; full spectrum coverage of PE/alternatives


Major US public pension LP; significant PE pacing; Praxis Rock 2026


West Coast pension allocator; active deployment; Praxis Rock 2026


Mid-size US pension LP; alternatives-focused; Praxis Rock 2026


Municipal pension LP; infrastructure-focused; Praxis Rock 2026


Quadrupled 2026 PE pacing plan; co-investments focus; Praxis Rock 2026


Standalone PE allocation; $2B+ opening for new commitments; Praxis Rock 2026


Canadian model; direct deal sourcing; reduced reliance on external managers


Canadian model; direct deal infrastructure; in-house investment platform


Blackstone's 9th major PE fund; 2025-2026 fundraise


KKR's major North America buyout vehicle; early 2026 close


Global hedge fund, PE, and alternatives industry association; 2026


2026 Global Reports covering 430+ investors, 550+ fund managers; standard industry data


The July 15, 2026 passive-indexing search is the most time-sensitive municipal window in the corpus and still depends on the notice PDF plus addenda.


The official notice page confirms the equity-index search, July 15 close, consultant-database submission requirement, and the downloadable notice workflow.


The announcement is known, but the addenda, attachments, and award-path URLs still determine whether the search is pitchable or only a notice.


The corpus keeps both the secure proposal portal and the public manager-opportunities page as open intake surfaces.


The official portal is the direct route for proposal submission and triage follow-up.


The official page exposes standing manager registration, eVestment discovery, and a direct-proposal fallback below thresholds.


The monthly disclosure tape and the emerging-manager program remain the clearest current pitchability-changing records for NYSCRF.


The March 2026 disclosure PDF is the next packet to normalize because it can expose hires, terminations, placement-agent use, and fresh capital movements.


A standing allocation route that changes pitchability if eligibility, graduation criteria, and asset-class parameters are explicit.


The July 16-17 board packet remains live in the calendar and should be fetched at meeting-specific URL level before manager-change claims are treated as complete.


Board materials can reveal approvals, commitments, and named gatekeepers that change pitchability even when no formal search is posted.


The archive still needs meeting-specific URLs before treating TRS manager-change evidence as packet-complete.


The meeting-resources archive is still useful because agenda, book, and audio rows can expose allocation shifts after the meeting date.


The archive is the official source for agenda, book, and audio rows at meeting level.


The June 18 archive row still needs row-level normalization for agenda, book, and audio fields before the packet is complete.


Q1 2026 new-manager reporting and future-solicitation intake remain the highest-value current SBA surfaces.


The quarterly report can reveal manager onboarding, fresh allocations, and consultant routes.


The standing form is a pre-RFP route that changes pitchability even when no solicitation is posted.


KCERA remains a negative RFP monitor, but board and committee packets can still produce a near-term manager-review cue.


The page is still worth checking because a live procurement would flip the surface from monitor to action.


The local corpus still lacks a clean packet for both the board-agenda surface and the RFP surface.


The corpus treats PRIM as a hedge-fund infrastructure and portfolio-completion target, but the PCS route still needs proof.


The corpus only supports a monitor until a procurement, board record, or official platform document confirms the managed-account or PCS route.


The corpus tracks ALSAC as a liquid-alts target, but the operating gatekeeper still needs a first-party source.


The scale source is present, but the gatekeeper claim still depends on an official investment-office or governance document.


The Orchard Liquid Credit termination remains on the replacement watchlist, but the corpus still wants a primary allocator record.


The termination remains a monitor until a board packet, annual report, or disclosure proves the move.


The corpus confirms a manager-reallocation cycle, but not the exact long-vol sleeve claim.


The long-vol claim stays downgraded until sleeve-specific evidence is extracted from a board packet or disclosure.


The official notice page is the live download and submission surface for the passive-indexing search.


The notice page exists, but the attachment and addendum URLs still need resolution before the search is fully packetized.


The secure portal is the direct intake route for external manager proposals.


The public manager-opportunities page is the standing eVestment and qualification route.


The monthly disclosure PDF is the row-level source for manager moves and placement-agent language.


The program page is a standing allocation route if eligibility and graduation criteria are explicit.


The board-materials archive should yield the meeting-specific agenda, board-book, summary, and recording URLs.


The archive is the official board-material source for agenda, book, and audio rows.


The quarterly report can reveal manager onboarding, fresh allocations, and consultant routes.


The standing form is a pre-RFP route that changes pitchability even when no solicitation is posted.


The RFP page is still worth checking because a live procurement would flip the surface from monitor to action.


The PCS claim stays monitor-only until a board or procurement record proves the route.


Scale is visible, but the gatekeeper claim still needs a first-party governance source.


Trade-press evidence is not enough; the corpus still wants a board packet, annual report, or disclosure.


The manager-reallocation cycle is real, but the sleeve-specific long-vol claim still lacks proof.


Transforms decision-maker test queries into publishable and retrievable artifacts.


Answer-first page for allocator queries comparing quant hedge funds, QIS, managed accounts, and liquid alternatives.


Structured data pack for fees, liquidity, capacity, risk controls, drawdown behavior, and strategy taxonomy.


Rebuttal pages for black-box risk, crowding, backtest overfitting, capacity, fees, liquidity, drawdowns, and operational controls.


Profile fields, track record, AUM, capacity, fees, liquidity, risk factors, DDQ, ODD, and named contacts for consultant database retrieval.