Advisor-ready pages for model-portfolio fit, all-in economics, subscription workflow, DDQ/ODD, liquidity, fees, and portfolio role.


Canonical titles, tags, memos, DDQ history, ODD notes, committee decisions, spreadsheets, source appendices, and slide-ready evidence blocks.


PDF and deck versions matching the public page, FAQ/schema, and diligence appendices so claims survive forwarding and offline review.


The comparison page is the public answer-engine anchor.


Schema improves machine-readable retrieval and entity clarity.


Consultant databases gate shortlist inclusion.


Advisor platforms gate private-wealth distribution.


Enterprise copilots retrieve internal evidence and prior diligence.


Public claims need offline mirrors for relationship-led distribution.


Search launch and replacement cycle are actionable in the pitch calendar and board-packet extraction queue.


The pitch calendar and validation split keep both the secure proposal route and the public-manager intake route active.


The repo links NYSCRF to both opportunistic absolute return and systematic allocation evidence.


The queue treats TRS as a board-cycle and manager-change archive, not just a generic public plan.


UTIMCO is a direct board-archive and allocation-motion detector in the repo.


The repo treats MassPRIM as a high-yield but still source-sensitive PCS route.


The corpus explicitly separates Harvard as the allocator from HMC as the operating manager node.


The repo already ties ALSAC to a named operating gatekeeper and a portfolio-completion pitch.


The corpus normalizes GPIF as a standing manager-registration gate rather than a generic sovereign allocator row.


The corpus keeps PIF separate from its Managers Gate intake surface and from board-adjacent contacts.


The repo treats NZ Super as one of the cleanest non-US sovereign allocator routes for portable alpha and systematic sleeves.


The corpus treats HOOPP as a direct public-pension target with capital-markets and alternatives appetite.


The queue keeps this as a source-quality monitor until plan-level evidence separates the buyers.


The private-wealth corpus emphasizes that alternatives distribution is a workflow and packaging problem, not only an investment-thesis problem.


Public Employee Retirement System of Idaho (PERSI) | 2026 Elite Institutional CIOs


State Board of Administration of Florida (SBA) | 2026 Elite Institutional CIOs


Andrew W. Mellon Foundation | 2026 Elite Institutional CIOs


Massachusetts Pension Reserves Investment Management Board (Mass PRIM) | 2026 Elite Institutional CIOs


Boeing Company Pension Fund | 2026 Elite Institutional CIOs


Employees' Retirement System of the State of Hawaii | 2026 Elite Institutional CIOs


Employees Retirement System (ERS) of Texas | 2026 Elite Institutional CIOs


Arizona State Retirement System (ASRS) | 2026 Elite Institutional CIOs


Rockefeller University | 2026 Elite Institutional CIOs


Los Angeles Department of Water and Power (LADWP) Employees' Retirement Plan | 2026 Elite Institutional CIOs


Michigan State University Foundation | 2026 Elite Institutional CIOs


Utah School & Institutional Trust Funds Office (SITFO) | 2026 Elite Institutional CIOs


Illinois Police Officers' Pension Investment Fund | 2026 Allocators' Choice Awards Finalist


Sacramento County Employees' Retirement System | 2026 Allocators' Choice Awards Finalist


City of Austin Employees Retirement System | 2026 Allocators' Choice Awards Finalist


Fairfax County Employees' Retirement System | 2026 Allocators' Choice Awards Finalist


Connecticut Retirement Plan and Trust Funds | 2026 Allocators' Choice Awards Finalist


Connecticut | 2026 Allocators' Choice Awards Finalist


ALSAC/St. Jude Children's Research Hospital | 2026 Allocators' Choice Awards Finalist


Boston Children's Hospital | 2026 Allocators' Choice Awards Finalist


AdventHealth | 2026 Allocators' Choice Awards Finalist


Hackensack Meridian Health | 2026 Allocators' Choice Awards Finalist


Memorial Sloan Kettering Cancer Center | 2026 Allocators' Choice Awards Finalist


The Dietrich Foundation | 2026 Allocators' Choice Awards Finalist


New York University | 2026 Allocators' Choice Awards Finalist


John D. and Catherine T. MacArthur Foundation | 2026 Allocators' Choice Awards Finalist


Williams College | 2026 Allocators' Choice Awards Finalist


PartnerRe | 2026 Allocators' Choice Awards Finalist


Guardian Life | 2026 Allocators' Choice Awards Finalist


Lincoln Financial Group | 2026 Allocators' Choice Awards Finalist


New York Life Insurance Company | 2026 Allocators' Choice Awards Finalist


Arch Capital Group | 2026 Allocators' Choice Awards Finalist


TDC Group | 2026 Allocators' Choice Awards Finalist


Protective Life | 2026 Allocators' Choice Awards Finalist


Henry Crown and Company | 2026 Allocators' Choice Awards Finalist


Dillon Trust | 2026 Allocators' Choice Awards Finalist


Marron Capital | 2026 Allocators' Choice Awards Finalist


RCap | 2026 Allocators' Choice Awards Finalist


Altman Family Holdings | 2026 Allocators' Choice Awards Finalist


Office of the NYC Comptroller's Bureau of Asset Management | Appointed March 2026, 30+ years in pension investment management


California Public Employees' Retirement System (CalPERS) | June 2026


California Public Employees' Retirement System (CalPERS) | 2024-2026, previously CIO at New Zealand Super


California Public Employees' Retirement System (CalPERS) | 2024-2026


Mercer | Effective May 1, 2026, succeeded Hooman Kaveh


Mercer | 2026, transitioned from Global CIO role


South Carolina Retirement System Investment Commission | Appointed October 2025


Raytheon Technologies (RTX) | Succeeds Robin Diamonte


Van Andel Institute | Promoted November 2025


Michigan Municipal Employees' Retirement System (MERS) | Promoted February 2026


Manages 5 NYC public pension systems | 2026


$467B AUM | Largest US public pension | 2026


2026, private credit/asset-based finance


institutionalinvestor.com | 2026 Allocators' Choice Awards


comptroller.nyc.gov | Appointed March 2026


ai-cio.com | 2026, transitioned to Executive Chair


Norway's sovereign wealth fund managing ~$2 trillion


Singapore sovereign wealth fund managing $936 billion


Australian sovereign wealth fund managing A$335 billion (~$238 billion USD)


China's sovereign wealth fund managing ~$1.24 trillion


Singapore sovereign wealth fund with restructuring to TGI, TSG, TPS effective April 1, 2026


UAE sovereign wealth fund, subsidiary of Mubadala Investment Company


UAE sovereign wealth fund managing ~$990 billion


UAE sovereign wealth fund with ADIC as investment platform


US sovereign wealth fund managing $71 billion


SAFE Investment Company Limited, Chinese sovereign wealth fund based in Hong Kong


Chinese sovereign wealth fund based in Hong Kong


Temasek subsidiary effective April 1, 2026


Mubadala subsidiary for alternative asset management


Chief Governance and Compliance Officer at NBIM


CIO Public Equities at GIC, appointed April 1, 2026


CIO Infrastructure at GIC, appointed April 1, 2026


IAB member advising GIC Investment Strategies Committee, appointed April 1, 2026


CIO of Future Fund, effective July 1, 2026


Executive Director and CEO of Temasek Holdings


Co-CEO of Temasek International, CEO of TGI


Chief Strategist at ADIC, joined September 2025


CIO of New Mexico SIC, starts June 8, 2026


Wholly-owned entity effective April 1, 2026


This schema defines the minimum reusable fields for every one-page brief template in the tick78 queue.


The shared field contract is applied to the NYC BAM response template.


The shared field contract is applied to the CalPERS proposal and manager-opportunity template.


The shared field contract is applied to the NYSCRF disclosure and emerging-manager template.


The shared field contract is applied to the TRS Texas board-packet template.


The shared field contract is applied to the UTIMCO meeting-resources template.


The shared field contract is applied to the MassPRIM managed-account and PCS template.


The shared field contract is applied to the Harvard/HMC intake-versus-allocation template.


The shared field contract is applied to the ALSAC mission-fit liquid-alts template.


The shared field contract is applied to the GPIF manager-registration template.


The shared field contract is applied to the PIF Managers Gate template.


The shared field contract is applied to the NZ Super external-mandates template.


The shared field contract is applied to the HOOPP absolute-return template.


The shared field contract is applied to the advisor-platform and wealth-channel template.


Citadel Advisors LLC - CEO and Co-Chief Investment Officer


Citadel Advisors - joined 2019 from Goldman Sachs


Citadel Advisors - formerly CRO at Tudor Investment Corporation


Citadel Securities - joined 2006, CEO since 2017


Citadel Securities - joined summer 2024 from Goldman Sachs


Millennium Management - joined June 2026 from ExodusPoint Capital


D.E. Shaw Group - founded 1988, Chief Scientist of D.E. Shaw Research


D.E. Shaw - oversees Corporate Development and DESCOvery venture studio


D.E. Shaw - chairs Risk Committee, oversees Discretionary Macro, Energy, Reinsurance


D.E. Shaw - oversees back-office, human capital, legal, compliance


D.E. Shaw - oversees Investment Management, Investor Relations, Communications


D.E. Shaw - oversees Fundamental Equities, Asset-Backed Strategies, Corporate Credit, Private Credit


D.E. Shaw - jointly oversees trading and IT platforms


D.E. Shaw - heads Systematic Futures, oversees Options trading


AQR Capital Management - founded 1998, University of Chicago PhD program


AQR Capital Management - co-head of Global Stock Selection Research


AQR Capital Management - Cliff Asness family member


Two Sigma Investments - assumed CEO role September 2024


Two Sigma Investments - recent CEO leadership


Ken Griffin CEO, $619B AUM as of March 2026


Israel Englander founder/CEO, $84.2B AUM as of March 2026


Founded 1988, David E. Shaw founder, $65B investment capital


Founded 1998, $187.18B AUM as of December 2025


Co-founded by John Overdeck and David Siegel


Global Head of Strategic Business Services


Head of Operational Transformation, Corporate Technology


Senior Portfolio Manager, joined June 2026


Head of Capital Development and Investor Relations


Global Head of Credit/MBS Risk Management


Founder, Chief Scientist of D.E. Shaw Research


Managing Director, Chair of Executive Committee


Managing Director, chairs Risk Committee


Managing Director, oversees Investment Management


Managing Director, oversees Fundamental Equities and Credit


Managing Director, Global Head of Systematic Equities


Managing Director, heads Systematic Futures


Principal, Head of Sustainable Investing


Citadel Securities President and Citadel Advisors Co-CIO - parallel leadership


AQR - University of Chicago PhD program classmates


Global alternative investment firm, headquartered in Connecticut


Global multi-strategy asset manager; $41.5B AUM as of 2026


Activist hedge fund; ~$79.8B AUM as of December 2025


BlackRock | Head of Fundamental Fixed Income business | Head of Global Allocation Investment Team | Manages ~$2.7 trillion | Member of Global Executive Committee (GEC) | https://www.blackrock.com/corporate/about-us/leadership/rick-rieder


BlackRock | Author of 2026 Chairman's Letter to Investors | https://www.blackrock.com/corporate/about-us/leadership


BlackRock | Retiring at end of January 2026 | https://www.pionline.com/people-on-the-move/pi-blackrock-tony-despirito-fundamental-equities-changes/


BlackRock leadership | https://www.blackrock.com/corporate/about-us/leadership/joe-devico


State Street Global Advisors / State Street Investment Management | https://www.ssga.com/us/en/about-us/who-we-are/leadership


State Street Global Advisors | https://www.ssga.com/us/en/about-us/who-we-are/leadership


State Street Global Advisors | Formerly Invesco global head of ETFs (recruited November 2023) | https://www.ssga.com/us/en/about-us/who-we-are/leadership


Vanguard | Responsible for equity index solutions and global equity index strategies | Reports to global CIO Greg Davis | https://corporate.vanguard.com/content/corporatesite/us/en/corp/articles/update-on-our-us-investment-advisory-structure.html


Vanguard | Ph.D. | Oversees portfolio management and trading of strategic equity index assets | Reports to global CIO Greg Davis | https://corporate.vanguard.com/content/corporatesite/us/en/corp/articles/update-on-our-us-investment-advisory-structure.html


Vanguard Capital Management | Reports to global CIO Greg Davis | https://corporate.vanguard.com/content/corporatesite/us/en/corp/articles/update-on-our-us-investment-advisory-structure.html


Vanguard | Reports from both VCM and VPM leadership report to this role | https://corporate.vanguard.com/content/corporatesite/us/en/corp/articles/update-on-our-us-investment-advisory-structure.html


Fidelity Investments | 35-year tenure as lead manager | Managing $360+ billion in Contrafund and related strategies | Retiring end of 2026 | https://www.morningstar.com/funds/fidelity-contrafunds-will-danoff-retire


Fidelity Investments | Appointed April 11, 2025 alongside Asher Anolic | Co-managed Advisor Equity Growth and Capital Appreciation funds | Will assume full control by end of 2026 | https://www.bloomberg.com/news/articles/2025-04-11/contrafund-s-145-billion-man-gets-help-after-34-year-solo-run


Fidelity Investments | Appointed April 11, 2025 alongside Jason Weiner | Co-managed Advisor Equity Growth and Capital Appreciation funds | Will assume full control by end of 2026 | https://www.bloomberg.com/news/articles/2025-04-11/contrafund-s-145-billion-man-gets-help-after-34-year-solo-run


Fidelity Investments | Manages Brokerage and Investment Management Portfolio since 2023 | https://builtin.com/company/fidelity-investments/faq/leadership-management


Fidelity Investments | Became Co-Portfolio Manager in 2026 | https://builtin.com/company/fidelity-investments/faq/leadership-management


PIMCO | Managing Director | Newport Beach office | Leads investment direction | https://www.pimco.com/us/en/experts/daniel-ivascyn


PIMCO | Promoted 2026 | 23 years investment experience | Asia-Pacific Portfolio Committee member | Previously Tudor Investment, UBS Global Asset Management, Queensland Investment Corporation | https://finance.yahoo.com/news/pimco-announces-2026-managing-directors-130000074.html


PIMCO | Promoted 2026 | 27 years investment experience | Head of US Investment Grade Credit trading | LDI and Bank Capital Portfolio Management | Previously J.P. Morgan executive director and Bear Stearns managing director | CFA charterholder and FRM | https://finance.yahoo.com/news/pimco-announces-2026-managing-directors-130000074.html


PIMCO | Promoted 2026 | 18 years investment experience | Previously UBS New York associate director (family office solutions) | https://finance.yahoo.com/news/pimco-announces-2026-managing-directors-130000074.html


PIMCO | Promoted 2026 | Oversees U.S. nonprofit team covering endowments, foundations, healthcare institutions | 19 years investment experience | Previously Credit Suisse equity research and Moody's senior associate | https://finance.yahoo.com/news/pimco-announces-2026-managing-directors-130000074.html


PIMCO | Promoted 2026 | Leads quantitative portfolio management group | 19 years investment experience | Ph.D. theoretical particle physics from Caltech | https://finance.yahoo.com/news/pimco-announces-2026-managing-directors-130000074.html


PIMCO | Promoted 2026 | Focuses on cross asset volatility and relative value trading strategies | 12 years investment experience | Previously VP interest rate derivatives trading at Goldman Sachs | https://finance.yahoo.com/news/pimco-announces-2026-managing-directors-130000074.html


PIMCO | Promoted 2026 | Head of Canadian institutional team (Montreal-based) | 27 years investment experience | Previously head of Canadian distribution at State Street Global Advisors | FSA and CFA | https://finance.yahoo.com/news/pimco-announces-2026-managing-directors-130000074.html


PIMCO | Appointed March 2025 | Former U.S. Secretary of the Treasury | Former Chair of the Federal Reserve | https://www.pimco.com/us/en/about-us/press-release/2025/pimco-names-janet-yellen-and-raghuram-rajan-to-its-global-advisory-board


PIMCO | Appointed March 2025 | Former Governor of the Reserve Bank of India | Former Chief Economist at the International Monetary Fund | https://www.pimco.com/us/en/about-us/press-release/2025/pimco-names-janet-yellen-and-raghuram-rajan-to-its-global-advisory-board


PIMCO | Former UK Prime Minister | Former Chancellor of the Exchequer | https://www.pimco.com/us/en/about-us/press-release/2025/pimco-names-janet-yellen-and-raghuram-rajan-to-its-global-advisory-board


NYSE: BLK | Global investment management firm | Headquarters: New York | ~$11 trillion AUM | https://www.blackrock.com


Mutual holding company | Global investment management firm | Headquarters: Malvern, Pennsylvania | ~$8 trillion AUM | Split into VCM and VPM (2026) | https://www.vanguard.com


Subsidiary of State Street Corporation | Global investment management firm | Headquarters: Boston | ~$4.5 trillion AUM | https://www.ssga.com


Privately held financial services company | Global investment management firm | Headquarters: Boston | ~$13 trillion AUM | https://www.fidelity.com


Subsidiary of Allianz SE | Global investment management firm | Headquarters: Newport Beach, California | ~$2.3 trillion AUM | https://www.pimco.com


Senior Managing Director, CIO Global Fixed Income


Global CIO Fundamental Equities (retiring January 2026)


CIO, Global Fixed Income, Currency & Cash


Global Head of Sustainable Investing and Asset Stewardship


Global Head of Systematic Fixed Income / UK CEO


Chief Business Officer (recruited from Invesco, November 2023)


CIO Vanguard Capital Management (VCM), Head of Global Equity


CIO Vanguard Portfolio Management (VPM), Head of Quantitative and Strategic Equity


Portfolio Manager, Contrafund (35-year tenure, retiring end of 2026)


Co-Portfolio Manager, Contrafund (appointed April 11, 2025)


Co-Portfolio Manager (Brokerage and Investment Management Portfolio, since 2023)


Group Chief Investment Officer, Managing Director


Managing Director (promoted 2026), Head of Australia portfolio management


Managing Director (promoted 2026), Global Investment Grade team


Managing Director (promoted 2026), Head of global wealth management in Asia ex Japan


Managing Director (promoted 2026), Co-head of Austin office


Managing Director (promoted 2026), Quantitative portfolio management


Managing Director (promoted 2026), Cross asset volatility and relative value trading


Managing Director (promoted 2026), Co-head of PIMCO Canada


Global Advisory Board Member (appointed March 2025)


President, Chief Investment Officer Credit


This schema captures the minimum fields needed to make consultant surfaces routable: gatekeeper, packet fields, ODD/risk fields, retrieval surface, named people gaps, search clues, proof gap, SME question, and next action.


The corpus treats Mercer as a thin consultant row with alternatives, OCIO, and manager-research coverage, but search mechanics and named contact depth still need tightening.


This is the searchable consultant-facing route implied by the Mercer row; it needs explicit profile fields, manager-search language, and current routing clues before it becomes operationally useful.


Callan is treated as a consultant and RFP gatekeeper with manager evaluation, alternatives consulting, OCIO, and search-routing surfaces.


The current corpus says Chicago-area RFP rows route through Callan and adjacent RFP networks, but exact live search pages and intake routes still need proof.


The corpus splits Aksia into manager portal, client/MAX retrieval, hedge-fund screening, and ODD workflows rather than a single generic consultant node.


Client/MAX retrieval is the buyer-facing surface that should surface DDQ, ODD, risk reporting, drawdown, and transparency evidence in one place.


The manager portal should expose the intake fields that make a manager screenable: strategy summary, DDQ answers, ODD memo, risk reporting, and a clean data-room index.


NEPC is a consultant gatekeeper with alternatives consulting and manager-selection influence, but the corpus still wants sharper manager-research and search examples.


This surface should make the hedge fund screening path explicit: alternatives team, manager-research contacts, OCIO decision flow, and search examples.


RVK is present as an active consultant gatekeeper, but the corpus still needs a stronger mapping of research leads, client type, and manager-submission routes.


RVK needs a routable manager-submission surface with the public-agenda and client-type clues that let a search become actionable.


Marquette is represented as a research-login and manager-login problem with thin public-client mapping and replacement-review monitoring.


The corpus wants research-login and manager-login paths split so AI-readable snippets and public-client agenda clues can be normalized separately.


Wilshire is split across alternatives managed accounts and governance/risk oversight, with the corpus asking for an explicit alternatives workflow instead of a generic consultant row.


This surface should expose alternative managed accounts, institutional growth, risk oversight, and the manager-selection logic used by the Wilshire route.


Albourne is modeled as a specialist, non-discretionary alternatives consultant with hedge-fund, QDD, and implementation hooks.


The corpus wants this split into QDD, CPC, and regional research so manager-screening, implementation, and regional sourcing stay separate.


The corpus treats Cerity and Verus as a linked institutional-consulting channel that needs explicit ownership and conflict language.


This surface needs ownership/conflict disclosure, an OCIO routing explanation, and a clean manager-research interface rather than merger language alone.


The corpus treats eVestment as the standing allocator database surface for manager profiles, strategy lists, holdings analysis, and investor mapping.


This is the best-defined consultant/database search surface in the corpus and should carry the structured fields that make a manager discoverable.


This branch is kept as a monitor-only placeholder because the current repo corpus does not yet normalize Burgiss/MSCI the way it does eVestment, Aksia, Callan, Mercer, NEPC, RVK, Marquette, Wilshire, Albourne, or Cerity/Verus.


Until the corpus surfaces a direct repo-doc proof point, this remains a proof-gap branch for allocator search, exposure, and benchmark research.


Mercer needs an explicit search route before the row becomes useful for manager screening.


The Mercer route should surface the shared field contract rather than an unstructured marketing page.


Callan is the RFP and alternatives gatekeeper row for institutional search routing.


The live search page should be normalized into the shared consultant database fields.


The corpus explicitly separates the manager portal from the client/MAX retrieval surface.


The manager portal should expose diligence and research fields before client retrieval is asked to surface them.


NEPC needs a clearer manager-research and search-example surface for alternatives routing.


RVK should be treated as a consultant database and manager-submission path rather than only a generic consultant mention.


Marquette needs separate research and manager login mapping so public-client agenda clues can be tied to a real workflow.


Wilshire should split alternatives managed accounts from governance and risk oversight.


Albourne should be normalized as a QDD and regional research workflow, not just as a firm name.


The Cerity/Verus channel needs explicit ownership and conflict language to be routable.


eVestment is the strongest structured manager-profile surface in this corpus.


Keep Burgiss/MSCI as a proof-gap branch until the repo contains a direct workflow or surface citation.


Transforms the answer-engine backlog into concrete page briefs that can be built, mirrored, and verified.


Answer-first comparison page for allocator queries on quant hedge funds, QIS, bank wrappers, managed accounts, and liquid alternatives.


JSON-LD and visible FAQ page that encodes fees, liquidity, capacity, drawdown behavior, strategy taxonomy, and investor fit.


A page family for black-box, crowding, capacity, backtest-overfit, fee, liquidity, and operational-risk objections.


Mirrors the top-account brief template so public and internal retrieval surfaces can find the same buyer-gatekeeper, live-signal, and required-packet logic.


Advisor-ready pages for model-portfolio fit, all-in economics, liquidity, subscription workflow, and platform-compatible fund data.


Field-sheet pages tuned for MercerInsight/eVestment, Aksia, PitchBook, and Preqin style retrieval.


Answer-first discovery surface that rewards source-linked pages, FAQs, comparison tables, and dated claims.


Search-summary surface that depends on Google-indexable structured pages, entity disambiguation, semantic headings, and current evidence.


Citation-forward surface where source density, current evidence, and primary-source ratio matter.


Long-context reasoning surface that benefits from primary-source appendices, clean terminology, and counterevidence.


Document-search workflow that favors cited research packs, executive Q&A, transcript and filing references, and slide-ready evidence blocks.


Natural-language finance workflow that needs traceable numbers, data lineage, event paths, filing paths, and benchmark IDs.


Finance research workflow that requires portfolio analytics, transcripts, filings, timestamps, attribution, and provenance.


Advisor-facing alternatives surface where the content must answer liquid-alts and model-portfolio prompts directly.


Alternatives distribution rail where subscription workflow, platform-compatible fund data, diligence metadata, and advisor education copy decide visibility.


Advisor model-portfolio decision layer integrating public and private assets.


Private-bank research and family-office note surface that remains a relevant distribution route.


Consultant routing layer where strategy taxonomy, returns, AUM, capacity, fees, liquidity, and narrative completeness determine discoverability.


Manager portal and client/MAX retrieval layers where DDQ, ODD, risk reporting, transparency, and named research people matter.


Discovery surface that works best when fund, manager, investor, fundraising, performance, terms, and benchmark fields are structured.


Allocator discovery surface that becomes usable when the profile exposes structured fund and manager records with current fundraising context.


The comparison page is the public answer-engine anchor.


Structured data is needed for entity resolution and search summary retrieval.


Rebuttal pages keep weak or risky objections from contaminating first-shortlist decisions.


Allocator briefs convert live monitoring into one-page mirrors for outreach and retrieval.


Advisor-facing pages turn model-portfolio and platform constraints into searchable content.


Consultant databases gate shortlist inclusion and require standardized field sheets.


Answer-first comparison prompts need source-linked public pages and dated claims.


Google needs indexable structured content and clean entity disambiguation.


Perplexity rewards evidence density and comparison tables with clear provenance.


Claude benefits from counterevidence, primary-source appendices, and clean terminology.


Terminal-native diligence needs traceable numbers, event paths, and data lineage.


Finance workspaces need period-aligned tables, transcripts, and attribution context.


FAQPage and FinancialProduct markup supports summary retrieval and answer selection.


Schema and visible answers reduce retrieval ambiguity for answer engines.


Long-context retrieval benefits from explicit FAQ blocks and machine-readable fields.


Structured facts and FAQ answers reduce citation drift in citation-forward search.


Objection pages should answer the exact concern in the first paragraph.


Claim-vs-evidence tables and red-flag notes suit citation-heavy retrieval.


Claude needs a clean rebuttal structure with primary docs and counterevidence.


Document search workflows need date-stamped excerpts and executive Q&A.


Public search should surface the same live allocator brief logic the internal queue uses.


The mirror needs enough context for long-form synthesis and diligence follow-up.


Board and allocator workflows need current-cycle evidence and routing notes.


Allocator brief mirrors should support time-stamped research use and portfolio context.


The mirror should be indexable as a clean, citeable diligence page.


Advisor-facing alternative-investment intelligence wants one-pagers, model-portfolio fit, and Q&A blocks.


Subscription workflow and platform-compatible fund data decide visibility in the market and diligence rails.


Model-portfolio fit and implementation fit need a clean advisor-facing explanation.


Private-bank research routes should understand the same portfolio-role and fee/liquidity tradeoffs.


Advisor-facing pages should be citeable and searchable in document research workflows.


Manager profiles need strategy, return, AUM, capacity, fees, liquidity, and narrative completeness.


Consultant screening needs DDQ, ODD, risk reporting, transparency, and named people.


Manager discovery benefits from structured fund, manager, investor, and fundraising fields.


Preqin works best when fund and manager records expose current fundraising context and benchmarks.


Mercer is present in the corpus, but the field contract is still too thin to use as a routable consultant database row.


Callan remains a live gatekeeper candidate, but the search workflow still needs a canonical entry page.


Aksia is the clearest consultant-screening workflow in the current corpus and should be split into separate upload and retrieval surfaces.


NEPC is active, but the searchable workflow is still too fuzzy for direct outreach.


RVK is actionable only after the submission path is explicit.


Marquette is a workflow-splitting problem, not just a firm-name problem.


Wilshire has the right ingredients, but the routing logic is still too abstract.


Albourne is the most clearly due-diligence-oriented consultant node after Aksia.


Cerity/Verus is useful only if the ownership and routing logic is explicit.


eVestment is the most mature allocator database row in the current corpus.


This row remains an inference branch rather than a confirmed workflow in the corpus.


Converts tick79 page specs into publishable briefs for comparison, schema, rebuttal, advisor, consultant, allocator, and mirror assets.


Allocator-facing comparison page that answers quant hedge fund versus bank QIS, managed account, and liquid alternatives queries with dated evidence and a source-backed matrix.


Visible FAQ and JSON-LD page that encodes fees, liquidity, capacity, drawdown behavior, strategy taxonomy, and investor fit with exact wording parity.


A set of rebuttal pages for black-box, crowding, capacity, backtest-overfit, fee, liquidity, and operational-risk objections.


Advisor-ready pages for model-portfolio fit, all-in economics, liquidity, subscription workflow, and platform-compatible fund data.


Field-sheet page tuned for MercerInsight/eVestment, Aksia, PitchBook, and Preqin style retrieval with named contacts, performance, terms, and investor map data.


A public/internal mirror for live allocator accounts that keeps the buyer gatekeeper, live signal, required packet, and proof gap in one place.


A PDF and slide-deck export of the same page briefs so committee packets, internal retrieval, and citation-forward search can use the same claims.


The comparison page is the public answer-engine anchor for allocator-intent discovery.


Structured data and FAQ text need to ship alongside the comparison hub.


Objection handling keeps first-shortlist decisions from stalling on predictable diligence concerns.


Advisor and private-wealth pages need to be production-ready in the same tick as the public answer-engine pages.


Consultant database discoverability depends on a normalized manager-profile field sheet.


Allocator mirrors turn live monitoring into a reusable one-page brief for outreach and retrieval.


Portable exports are required so the same claims can land in committee packets and citation-forward search.


The comparison page should reuse the same canonical definitions, economics, and investor-fit fields as the FAQ/schema page.


The comparison page should hand off to rebuttal pages for black-box, crowding, and fee/liquidity objections.


The same comparison claims should be exported into a PDF and deck without changing wording or cited evidence.


The FAQ and schema language should appear in committee-readable export format with the same claims and dates.


Each rebuttal page needs a portable export for diligence packets and shared review.


Advisor and consultant surfaces should reuse the same underlying fund-data contract and avoid conflicting economics fields.


Advisor one-pagers need a deck and PDF export for platform diligence and follow-up meetings.


The consultant profile fields should be re-used in the allocator brief mirror so the same facts drive both search and outreach.


The allocator brief must have a portable committee-packet export with no claim drift.


Tick 80 is limited to exact official fetch tasks for the current proof gaps that still block pitchability or source-quality promotion.


The corpus already has the RFP board and notice-page anchors; the gap is the deeper attachment and addenda capture.


The secure portal is the direct intake surface; the packet still needs the exact upload and triage fields normalized.


The standing manager-opportunities page is the eVestment and direct-proposal screen; the missing work is the minimum-qualification field set.


The corpus already has the monthly-disclosure landing page and the March 2026 PDF; the missing step is row-level normalization.


The archive is the source of truth for the July 16-17, 2026 packet; the gap is the meeting-specific URL and row-level extraction.


The June 18, 2026 board row is already visible; the remaining work is row-level normalization of agenda, book, and audio fields.


The corpus only gives a PRIM investments anchor so far; the exact manager-facing PCS URL is still unresolved.


The 2026 Q1 report is the current onboarding tape; the packet still needs the manager, mandate, and selection fields normalized.


The board and RFP surfaces need to be read together so manager-review and open-cycle evidence stay separated.


The scale source is present, but the gatekeeper claim still needs a first-party investment or governance document.


The alternative-assets intake surface is already in the corpus; the task is to capture the current form fields and process lead.


The public registration/login path is the intake surface; the missing work is to normalize the monthly-data and regional-relevance fields.


The corpus treats the root site as the official anchor, but the exact external-mandates and annual-report route still needs normalization.


The governance route and the research surface both need to stay current before the allocator is treated as a live target.


Priority-one official-source gap for the live NYC BAM search.


Priority official proposal-intake task for CalPERS.


Priority manager-qualification task for the CalPERS eVestment route.


Priority monthly-disclosure tape for hire and transaction normalization.


Priority board-book extraction task for the July 16-17 TRS packet.


Priority board-resource normalization task for the June 18 UTIMCO archive.


Priority procurement and board-record proof gap for MassPRIM.


Priority onboarding tape task for Florida SBA.


Priority paired board/RFP task for KCERA.


Priority first-party verification task for the hospital-endowment route.


Priority sovereign-registration task for the GPIF alternative-assets gate.


Priority sovereign-registration task for the PIF external-managers gate.


Priority official manager-context task for NZ Super.


Priority governance-route task for HOOPP.


Rows with insufficient official-source proof remain monitor or historical until official documents or SME validation prove the workflow.


Tick 81 operationalizes the schedule instruction to split monitor-only rows into official-source recheck tasks and SME-call tasks before any promotion.


Run the official-source recheck and the SME-call in parallel before any promotion.


Built from open/active rows only; monitor-only and weak-evidence rows are excluded from the queue.


Checks whether produced pages, schema, PDF mirrors, and deck mirrors answer target decision-maker questions in public and workflow-native retrieval systems.


Campden depends on current forum, sponsor, and qualification fields before it can be used as a family-office outreach route.


The network becomes useful once member-firm, webinar, and event rows are normalized into a reusable outreach graph.


The corridor needs a normalized roster layer before the conference brands can be used for meeting routing.


APB and Hubbis both depend on speaker, sponsor, and registration rows for current-cycle private-wealth routing.


UBS report language should be turned into a family-office-ready allocation brief and comparison table.


The bank route needs a guarded answer pack that can be held until the official proof surface is confirmed.


The wrapper route needs a clean mapping from advisor portal language to onboarding and approval fields.


CAIS and iCapital need platform-compatible fund data, diligence metadata, and answer-engine-friendly language.


The answer pack should be tested against the corridor query families before it is treated as discoverable.


The onboarding packet must resolve platform and workflow queries cleanly across answer engines and advisor search.


Named people and sponsor rows should be verified before the corridor is promoted.


Platform fields and retrieval prompts need a live SME check before the row can move from monitor to active.


This schema defines the reusable packet shape that every platform-specific template should expose: required fields, optional fields, evidence blocks, data-room sections, schema fields, proof gap, SME check, and next production action.


CAIS and CAIS x Claude need answer-first advisor content: direct prompt resolution, model-portfolio fit, liquidity and fee explanation, canonical naming, and comparison logic that does not force a PDF hunt.


iCapital needs platform-compatible fund data, subscription workflow detail, diligence metadata, advisor education copy, and portfolio-fit language before a manager is operationally listable.


Aksia should receive DDQ, ODD, risk reporting, drawdown, transparency, and named-people coverage instead of generic marketing language.


CalPERS needs both the eVestment qualification path and the direct proposal fallback so the strategy can be framed as total-fund completion when thresholds are not met.


Consultant databases need structured strategy, performance, AUM, capacity, fees, liquidity, and narrative completeness so search results can resolve without PDF reconstruction.


Advisor platforms such as Morningstar Wealth, Envestnet, and similar routes need shelf-fit, implementation fit, reporting, and subscription readiness in a compact form.


The mirror must preserve the same facts as the web and database records: answer-first summary, dated claims, comparison tables, counterevidence, primary-source appendix, and exportable summaries.


CAIS should inherit the shared contract but keep advisor prompt, model-fit, and liquidity language at the top of the packet.


iCapital should inherit the shared contract but keep subscription workflow, platform data, and diligence metadata explicit.


Aksia should inherit the shared contract but emphasize DDQ, ODD, risk reporting, drawdown, and named people.


CalPERS should inherit the shared contract but keep the eVestment qualification screen and proposal fallback clearly separated.


Consultant databases should inherit the shared contract but privilege searchable strategy, performance, AUM, capacity, and liquidity fields.


Advisor platforms should inherit the shared contract but translate it into shelf-fit and implementation-fit language.


The mirror should inherit the shared contract so the same facts can be published in web, PDF, deck, and spreadsheet form.


CAIS output should be portable into a mirror so the same claim set can surface in search, advisor chat, and offline packets.


The iCapital packet should be mirrored so subscription, diligence, and reporting facts stay synchronized across outputs.


Aksia diligence materials should be mirrored so DDQ, ODD, risk, and transparency evidence stay portable.


The qualification screen and fallback packet should share one mirrored fact set to avoid divergence between intake routes.


Consultant database fields should be mirrored so manager profiles and RFP packets stay searchable and portable.


Advisor platform shelf-fit facts should be mirrored so the same packet works in portal, email, deck, and PDF form.


The corpus treats AAA Auto Club Group as an insurer gatekeeper and Russell Investments and CAPTRUST as delegated-client routes that can sit in front of the balance sheet.


The corpus describes AAA Auto Club Group as a roughly $9B insurance portfolio with Caitlin Mooney as the alternatives gatekeeper.


Russell is represented as an OCIO provider serving healthcare systems, corporate and public pensions, endowments, foundations, and insurance organizations.


CAPTRUST is a practical gatekeeper for outsourced institutional capital and needs implementation-oriented, fee-aware materials.


ALSAC is the named hospital-related allocator in the corpus, while Mass General Brigham remains a review-window allocator rather than a clean open search surface.


The corpus tracks ALSAC as a hospital-related alternatives allocator and assigns Nicola da Roza as the operating gatekeeper for a liquid-alts pitch.


Mass General Brigham remains a review-window allocator because investment gains materially support net income and the CIO transition creates a re-evaluation window.


The corpus gives MacArthur and Kellogg direct foundation routes, with Cambridge Associates as a gatekeeper and Russell as a delegated-client path when the foundation is outsourced.


MacArthur is a large foundation with private-equity leadership and a sustainable-investments seat, making it a foundation/endowment route for a governance-friendly quant sleeve.


The corpus places W.K. Kellogg in the alternatives camp with a long-tenured private-assets lead, which usually means consultant-friendly manager selection.


The hidden-gatekeeper corpus explicitly describes Cambridge Associates as an investment consulting and OCIO gatekeeper for foundations, endowments, pensions, private clients, and institutional investors.


Harvard Management Company provides the public intake surface, but the stronger hedge-fund allocation thesis still needs an annual report or board record.


The corpus uses the HMC partner-contact surface as intake evidence and keeps the hedge-fund allocation claim source-gated until official records confirm active manager selection.


Built from current pitch-calendar rows, committee nodes, manager-registration surfaces, and allocator relationship data already present in the corpus. ADQ is not included because no corpus-backed ADQ row was found.


GPIF is a standing manager-registration gate and should stay in the pitch-now lane.


PIF remains a live external-manager registration route through Managers Gate.


NZ Super keeps an external-mandates lane for portable alpha and systematic proposals.


HOOPP remains a direct public-pension route for absolute-return and derivatives-aware strategies.


GIC should be routed through the executive chain and external-managers stack.


CPP Investments remains a relationship-driven external-portfolio-management route.


NBIM appears in the corpus, but the current route still needs first-party confirmation.


Mubadala is a monitor-only balance-sheet and strategic partnership signal, not a confirmed intake portal.


ADIA has a corpus-backed governance route for financial alternatives.


The corpus treats ADIO as adjacent investor-services monitoring, not a confirmed Mubadala manager portal.


Tick 83 queue summary derived from the current pitch calendar and sovereign allocator data files.


Registration system is a concrete action surface for manager discovery.


The corpus keeps PIF separate from its intake surface and board-adjacent contacts.


The route is based on the official manager-context surface and external-mandates lane.


Named internal team gives a concrete buyer surface.


The router should stay on the manager-relationship lane rather than a generic allocator lane.


This route is weaker than GPIF, PIF, or GIC because the corpus lacks a current first-party intake page.


ADIO appears only as an adjacent monitor in the same regional channel set.


Scores the active account queue against pitchability, official proof, deadline/window, gatekeeper clarity, packet readiness, AEO/GEO readiness, SME uncertainty, and downgrade risk.


Live deadline, exact intake path, and strong packet readiness keep this at the top of the queue.


Direct proposal intake plus eVestment fallback makes this one of the clearest active pitch windows.


Monthly disclosure and manager-motion evidence give this a strong recurring signal.


The July board-window extraction remains the best near-term route into the account.


The June board archive still offers a concrete allocation-motion surface.


Named gatekeeper, but the first-party investment proof is still weak enough to keep the row guarded.


Standing registration gate remains one of the cleanest sovereign pre-RFP routes.


Managers Gate is still a live external-manager route, but the intake semantics need care.


External-mandates lane keeps the route active for systematic and liquid-alts packets.


Absolute-return and derivatives language remains a strong fit if the named route stays current.


High upside, but still blocked on a manager-facing PCS proof surface.


Partner-intake is real, but active hedge-fund allocation still lacks a first-party proof record.


The merged cluster still needs separation between actual buyer and consultant gatekeeper.


Advisor-platform readiness improved in ticks 80-82, so the route stays high in the distribution queue.


Named cap-intro routing can compress meetings when the allocator-fit packet is clean.


Consultant-shortlist routing remains valuable where manager research and committee language matter.


Callan still governs several public-plan and RFP pathways, but buyer separation remains the gate.


Research-led foundation and endowment language keeps the route strong but not yet fully pitch-now.


A useful fiduciary gatekeeper, but still source-sensitive on direct manager-screening mechanics.


Delegated capital remains a viable route, but the current workflow proof is still thin.


Turns the account-priority rescore and outreach-packet production order into a verification sprint that can promote, downgrade, or kill high-value rows.


The queue converts the current pitch list into a production order with explicit owner, proof, AEO asset, SME call, kill rule, and output artifact fields.


This tick converts the ranked outreach order and monitor split into packet-blueprint specifications that can be produced next.


The parent queue turns the NYSCRF monthly disclosure monitor into a concrete outreach packet blueprint with proof, AEO, SME, and kill-rule fields.


The parent queue turns the MassPRIM PCS monitor into a concrete outreach packet blueprint with official-proof and downgrade controls.


Converts the tick 84 production order into packet-level blueprints with proof, gap, intake, AEO, SME, kill, and output fields.


NYC BAM comes first because the July 15 board close is the time-critical outreach packet.


CalPERS comes second because the route can proceed through eVestment or the direct proposal fallback.


Builds a single canonical packet that includes the registration-ready manager profile, the eVestment and direct-proposal checklists, the official proof appendix, the missing threshold register, the AEO mirror sections, the SME call script, the kill rule, and the next production tasks.


The corpus keeps CalPERS as a live intake surface through the secure proposal portal and the public investment manager opportunities route, with a fallback when minimum qualifications are missed.


The allocation path starts with a complete manager profile that can be used for either registration or direct proposal intake.


The profile becomes actionable only after the route-specific threshold and fallback checklist is applied.


The proof appendix anchors the profile in the official portal, manager-opportunity page, and calendar rows.


The checklist should expose which thresholds are met, which remain unproven, and whether the direct route is required.


The same evidence should be packaged into answer-engine-friendly sections so search surfaces can retrieve the packet cleanly.


The production tasks should only finalize after the SME call resolves routing and sponsor ambiguity.


Converts the tick 85 blueprint and tick 73 requirements into a concrete outreach packet with appendix, checklist, AEO mirror, SME script, kill rule, and next production tasks.


NYC BAM is an active July 15, 2026 passive-indexing search with a public notice, consultant-database submission requirement, and a replacement-cycle narrative that should be carried into the response packet.


The checklist should mirror the fields already identified in the repo and keep the packet grounded in the actual notice workflow.


The appendix carries the repo-backed official proofs that support the packet while making clear which fields remain unresolved.


The packet is not complete until the board-page attachment and addendum fields are pinned into the artifact with exact URLs and routing labels.


The mirror should answer the same allocator questions across search and answer engines using the packet's official proof and normalized checklist fields.


The SME call is the decision gate that determines whether the packet can move from partial to pitchable.


The kill rule is a hard gate; the next production tasks are the exact work items that should be completed only if the official board-page fields can be captured.


The artifact begins with a concise summary that frames the search as a live replacement window.


The artifact carries a fielded checklist so the packet can be executed without guessing at the notice workflow.


The artifact keeps the official proofs attached so the response packet stays citation-backed.


The appendix shows which official fields are captured and which still need normalization from the board page.


The artifact includes answer-engine mirror sections so the same packet can serve discovery and retrieval use cases.


The artifact includes the exact SME call script that decides whether the packet is pitchable now.


The artifact ends with the hard kill rule and the exact next production steps.


The checklist determines whether the packet can move to production tasks or must be killed after two failed checks.


This tick converts the NYSCRF monthly tape artifact and the MassPRIM PCS packet artifact into search-ready mirror pages with explicit query tests, FAQ questions, schema fields, source appendix fields, and SME verification.


The parent queue turns the NYSCRF disclosure-tape packet into an answer-first FAQ and source appendix that is safe for answer engines to retrieve.


The parent queue turns the MassPRIM PCS packet into a proof-gated FAQ mirror that stays downgraded until a dated official PRIM record appears.


Converts the packet artifacts into search-friendly mirror pages, shared schema fields, query tests, SME checks, and next-step production tasks.


The command center establishes the shared contract that both mirror packs inherit.


The command center orders the NYC BAM mirror as a first-class production surface.


The command center orders the CalPERS mirror as the second production surface.


The command center keeps query verification tied to the mirror build.


The command center keeps the SME gate and the next production action explicit.


Both mirror pages should use the same field contract so their public and retrieval surfaces stay aligned.


The CalPERS mirror inherits the shared schema and appendix contract instead of inventing its own field shape.


Turns the tick 86 packet artifacts and tick 87 AEO mirrors into a proof-fetch queue that can be executed without guessing at source precedence or scope.


The parent queue sends NYC BAM first because the July 15 search has the clearest near-term deadline and the richest already-known notice path.


The parent queue keeps CalPERS on the same execution lane because the eVestment screen and direct-proposal fallback both need exact captured fields.


The parent queue treats NYSCRF as a row-level disclosure capture exercise with a separate emerging-manager route record.


The parent queue keeps MassPRIM proof-gated until a dated PRIM record resolves the PCS or managed-account route into a manager-facing surface.


Converts the tick 88 proof queue into a run-ready ledger with a shared raw-proof convention, a shared capture contract, and first-run rows for NYC BAM, CalPERS, NYSCRF, and MassPRIM.


The ledger needs one canonical capture path so raw official artifacts and normalized rows stay tied together.


The ledger uses one shared evidence contract to keep the four target rows comparable.


NYC BAM is the first row because the July 15 search remains the clearest near-term deadline and the proof path is already partially mapped.


CalPERS stays in the queue because the qualification screen and direct-proposal fallback both need exact captured fields.


NYSCRF is a row-level disclosure exercise, so the tape and the emerging-manager route stay separate in the ledger.


MassPRIM remains proof-gated until a dated official record resolves the PCS or managed-account route into a manager-facing surface.


This schema turns the tick 88 proof queue and tick 87 AEO mirrors into an execution ledger that can store raw proof, normalize the fields, and preserve downgrade logic before any promotion.


Keep every capture in a route-slugged directory so the raw proof can be replayed, audited, and promoted without guessing which row it came from.


Converts the tick 88 proof queue and tick 89 evidence ledger into a concrete folder layout, file manifest, pass/fail schema, and target-specific row templates.


The parent pack provides one canonical folder layout so the row files stay in the same shape across all four targets.


The parent pack carries one shared decision schema so pass/fail rows can be normalized without inference.


NYC BAM remains the first row because the July 15 search has the clearest near-term deadline and the board-page proof path is already partially mapped.


CalPERS stays on the main lane because the threshold screen and direct-proposal fallback both need exact captured fields.


NYSCRF is a row-level disclosure exercise, so the monthly tape and the emerging-manager route stay separate in the run folder.


MassPRIM stays proof-gated until a dated official record resolves the PCS or managed-account route into a manager-facing surface.


Converts the tick 90 folder templates into concrete seed rows with folder paths, required files, prefilled corpus fields, blank capture fields, pass/fail defaults, promotion and downgrade routing, and SME routing.


The parent pack provides one canonical folder layout so the seed rows stay in the same shape across all four targets.


NYC BAM stays first because the board-page proof path and submission routing are already partially mapped in the corpus.


CalPERS remains on the main lane because the qualification screen and direct-proposal fallback both need exact captured fields.


NYSCRF is a row-level disclosure exercise, so the monthly tape and emerging-manager route stay separate in the run folder.


The DB shows a search_active row with a July 15, 2026 deadline, so this is the cleanest near-term municipal allocator window in the current corpus.


CalPERS has open manager-registration and direct-proposal signals, plus separate qualification and fallback intake routes.


The corpus treats the PIF Managers Gate as an open external-manager registration surface rather than a one-off RFP.


The DB ties NYSCRF to allocation_review and emerging-manager routing, which is weaker than an open search but still actionable.


Callan gatekeeps CalPERS and TRS in the graph and exposes named alternatives- consulting contacts.


Mercer is the graph's gatekeeper for HOOPP and also carries named-contact edges that matter for route ownership.


The DB treats ChatGPT Search as a top-of-funnel allocator discovery surface and links it to CalPERS discovery.


This is the advisor-facing retrieval surface for private-wealth and platform-diligence work, not an allocator RFP surface.


Moves the research loop from sampled historical motion to systematic temporal coverage across allocator, fund, consultant, platform, data-provider, and answer-engine families.


Anchors CalPERS, NYC BAM, NYSCRF, TRS Texas, CTPF, Florida SBA, UTIMCO, KCERA, HOOPP, and related public-plan monitors.


Anchors KIA, QIA, PIF, NZ Super, GPIF, ADIA, and the sovereign transition / external-manager routing corpus.


Anchors Harvard / HMC, UTIMCO, and endowment-adjacent allocation / partner-intake surfaces.


Anchors MacArthur, Kellogg, RWJF, and foundation / consultant channel evidence.


Anchors AAA Auto Club Group, Allstate, Generali, and insurer OCIO / gatekeeper routes.


Anchors ALSAC / St. Jude and Mass General Brigham as the two main hospital-related evidence routes in the corpus.


Anchors corporate pension routes, CAPTRUST, Russell, Cambridge, Verus/Cerity, and consultant-mediated intake surfaces.


Used for CIO, deputy CIO, head-of-investments, board-chair, and consultant-leader history across allocator families.


Strongest in public-pension disclosure rows and historical-motion examples; thin elsewhere.


Covers new commitments, rebalancing, new-manager reports, emerging-manager graduation, and capital deployment changes.


Covers public manager opportunities, notice-of-search pages, solicitation boards, and registration/login gates.


Covers agendas, minutes, board books, closed-session markers, and committee calendars.


Covers consultant renewal, OCIO gatekeeper shifts, delegated-capital routing, and named consultant owners.


Covers emerging-manager graduation, program partner progression, and product lifecycle only where the corpus has explicit tape language.


Thinly covered; mainly useful for Verus/Cerity, Citi/iCapital lineage, and other ownership transitions.


The public-pension calendar and board-packet queue show a dated search with explicit attachment and addenda capture requirements.


The queue explicitly says the monthly reports disclose investments, transactions, manager hires, and placement-agent involvement.


The sovereign pitch-window corpus highlights leadership transitions, regional re-shuffles, and co-CIO external-mandate splits.


The corpus has a public partner intake route but does not yet show a strong endowment hire/termination tape.


The corpus repeatedly frames Cambridge as the foundation/endowment gatekeeper and MacArthur/Kellogg as consultant-friendly allocation routes.


The corpus treats Russell and CAPTRUST as hidden gatekeepers for insurer and outsourced institutional capital.


The hospital-related corpus has one clean mission-aligned allocator and one broader review-window allocator.


The corporate-pension and OCIO routes are routed through fiduciary advisers, consultant screens, and live search windows rather than clean direct ownership.


Anchors the tick 92 audit to the repo corpus and the existing temporal-motion, platform, and answer-engine artifacts.


Grounded in the hedge-fund universe, replacement-motion, fee-renegotiation, and manager-pruning artifacts already in the corpus.


Covers systematic, liquid-alts, and portfolio-completion surfaces where product packaging and platform wrappers shift allocator behavior.


Includes consultant transitions, search surfaces, OCIO routing, and institutional-consulting ownership resets.


Includes onboarding, distribution-channel change, and model-portfolio fit surfaces for advisor-access routes.


Includes manager-profile databases and document-search systems where freshness, investor maps, and workflow surfaces matter.


Covers ChatGPT Search, Google AI Overviews, Claude, Perplexity, Bloomberg ASKB, FactSet AI, and internal search surfaces.


Tracks who held which title when, and whether the corpus can support point-in-time identity history.


Tracks PM departures, joins, promotions, research-head changes, and team reassignments.


Tracks acquisitions, roll-ups, rebrands, and firm-control changes that change routing or interpretation.


Tracks manager launches, liquidations, closures, and disbandment events that reframe allocator timing.


Tracks sleeve terminations, strategy phase-outs, and the replacement capital path that follows.


Tracks consultant transitions, ownership roll-ups, and delegated-search platform resets.


Tracks platform releases, onboarding rule changes, retrieval-field changes, and surface redesigns.


Tracks answer quality drift, ranking changes, citation behavior, and workspace retrieval changes over time.


The audit starts with the fund-manager and hedge-fund universe because replacement motion and lifecycle events already exist in the corpus.


The audit separates systematic and multi-strategy platforms from the hedge-fund layer so product and team chronology can be checked cleanly.


Consultant transitions and delegated workflow surfaces need explicit temporal treatment because ownership and routing can change the buyer.


Private-wealth rails are audited separately because onboarding, model-portfolio fit, and product packaging evolve independently of the parent firm.


Allocator databases and research workspaces need time-aware fields so freshness and behavior drift can be compared across systems.


Public answer engines and internal retrieval systems are audited for behavior drift because their output changes with product and ranking updates.


The corpus is stronger on fund motion than on named-manager title timelines, so the chronology is still incomplete.


Team changes matter for hedge-fund diligence, but the current corpus is lighter on explicit PM join/leave histories.


Replacement-motion and closure coverage is the strongest temporal layer in the hedge-fund corpus.


The corpus captures replacement pressure, but not always a clean date-stamped strategy wind-down ladder for the incumbent manager.


Systematic and platform managers appear in the corpus, but merger and control lineage is still uneven.


The corpus references wrappers and product packaging, but not a dense release-note chronology for the asset managers themselves.


Consultant consolidation is recognized, but the current corpus still needs a dated ownership and control ledger.


Named consultant people exist, but a complete title-by-date chronology is still thin.


Wealth platforms change ownership, rails, and routing logic, but the corpus does not yet normalize those dates across all entities.


Onboarding fields and product packaging are explicitly represented, making this the clearest private-wealth temporal layer.


The corpus names allocator databases and workspaces, but release or changelog chronology remains incomplete.


Research providers have named surfaces, but not enough person/title history to reconstruct who owned which product when.


The corpus has current behavior tests, but not a versioned drift log across releases and workspace updates.


The public and internal retrieval systems are tracked as surfaces, yet product-change chronology is still sparse.


Research databases and document systems feed the answer engines and internal retrieval workflows that the corpus monitors.


The current repo is better at route discovery and replacement motion than at consistently date-stamping who changed, what changed, and when the behavior changed.


The hedge-fund universe, replacement-motion, and fee-renegotiation artifacts prove that lifecycle events matter, yet the named-manager timeline is still uneven.


AQR, Man Group, Bridgewater, and related systematic references support the category, but the chronology is still mostly inferred rather than dated.


NEPC, Callan, Wilshire, RVK, Verus/Cerity, Aksia, and Mercer are all present, yet their exact route-control dates are only partly captured.


The onboarding field pack and distribution-channel signals are useful, but product and ownership dates still need normalization across rails.


Allocator databases and research workspaces are well represented as surfaces, but their evolution over time remains thinly dated.


ChatGPT Search, Google AI Overviews, Claude, Perplexity, Bloomberg ASKB, FactSet AI, Copilot, Glean, and Rovo are already modeled, but not as a versioned behavior timeline.


Splits competitor taxonomy from allocation amount normalization so peer positioning, wallet sizing, and missing-data risks are not conflated.


Orchestrates the competitor taxonomy and keeps strategy buckets, allocators, and amount evidence separate.


Primary peer artifacts used here: tick 68 fund manager universe gap closure, tick 75 competitive clusters, tick 14 quant actionable signals, tick 16 live subagent signals, tick 21 live signals, tick 23 LP relationships, tick 35 private wealth platform signals, tick 72 low-performer replacement evidence, and tick 74 private wealth onboarding fields.


Representative competitors: AQR Capital Management, Man Group, Two Sigma, and D.E. Shaw & Co. This is the main transparent-implementation comparison bucket.


Representative competitors: Millennium Management, Citadel Advisors, Point72 Asset Management, Balyasny Asset Management, Schonfeld Strategic Advisors, and D.E. Shaw & Co. This bucket is where platform, capacity, and concentration conversations live.


Representative competitors: Marshall Wace, Viking Global Investors, Lone Pine Capital, Pershing Square Capital Management, Coatue Management, and Tiger Global Management.


Representative competitors: Bridgewater Associates, Brevan Howard, Tudor Investment Corporation, Winton Group, AIA Labs (Bridgewater), and Rokos Capital Management.


Representative competitors: Garda Capital Partners, Capula Investment Management, HPS Investment Partners, Oaktree Capital Management, Oak Hill Advisors, and Crescent Capital.


Representative competitors: JPMorgan, Goldman Sachs, Morgan Stanley, Citigroup, AQR Capital Management, Man Group, and Two Sigma.


Representative competitors and rails: Innocap, CAIS, iCapital, Morgan Stanley Wealth Management / BlackRock private-markets SMA wrapper, CAPTRUST, and Morningstar Wealth.


Local corpus anchor for long-short, multi-strategy, and credit hedge-fund sleeve selection; the endowment is explicitly selecting across uncorrelated, long-short, multi-strategy, and credit strategies.


Local corpus anchor for systematic, absolute-return, and relative-value sleeves; NYSCRF appears in both asset-listing and monthly-disclosure evidence.


Local corpus anchor for portfolio-completion strategies and managed-account infrastructure.


Corpus anchor for risk-mitigating strategies, including global macro and trend-following exposures.


Corpus anchor for liquid credit and relative-value replacement motion.


Foundation allocator used in the corpus as a QIS conversion example.


Corpus anchor for external portfolio management, systematic allocations, and multi-manager hedge-fund relationships.


Corpus anchor for managed accounts and dedicated DMA hedge-fund exposure via Innocap.


The audit is built from the existing peer-universe files rather than a fresh web sweep.


The corpus already has a systematic competitor set with explicit hedge-fund and liquid-wrapper peers.


The corpus already separates multi-strategy names from the transparent quant bucket.


The corpus preserves long-short as its own comparison set rather than folding it into generic hedge funds.


Macro and trend-following are tracked separately because they map to different allocator objections.


Relative value and liquid credit remain separate from macro and long-short in the corpus.


The corpus explicitly treats bank-packaged QIS as a separate benchmark against independent quant managers.


Managed accounts and liquid-alts rails are tracked as distribution and implementation surfaces, not just manager names.


Harvard still buys transparency-heavy non-correlated sleeves and is a useful target for systematic comparisons.


NYSCRF is a live systematic and absolute-return allocator in the corpus.


CPP is a direct institutional quant allocator with external portfolio management relationships.


Harvard's hedge-fund allocation includes a multi-strategy sleeve and therefore doubles as a comparator for platform-style capacity conversations.


MassPRIM is the clearest live platform and portfolio-completion allocator in the corpus.


Harvard explicitly allocates 9% of the endowment to long-short sleeves.


CalSTRS is the corpus's cleanest risk-mitigating macro / trend-following allocator.


VRS is the corpus anchor for relative-value and liquid-credit replacement motion.


Murdock Trust is the corpus example of a bank-QIS shift that independent quant managers can benchmark against.


CDPQ uses dedicated managed accounts through Innocap, making it a direct managed-account comparator.


MassPRIM's managed-account platform RFP makes it the strongest live route for the SMA and liquid-alts bucket.


The corpus also shows about $1.48B combined in D.E. Shaw opportunistic/ARS exposure, so NYSCRF is already willing to back systematic implementations at scale.


Harvard's hedge-fund allocation also includes 16% uncorrelated, 9% long-short, and 3% credit sleeves, so the peer set must be framed as portfolio infrastructure rather than a generic hedge-fund bucket.


UTIMCO also shows Marshall Wace inside its disclosed hedge-fund cohort, which reinforces that the long-short peer set still clears institutional shortlists.


The corpus ties CalSTRS risk-mitigating strategies to global macro hedge funds and trend-following, which is the cleanest CTA-adjacent allocator signal in the repo.


The same corpus also captures Orchard Liquid Credit termination language, so the VRS row is useful for both relative-value and liquid-credit replacement mapping.


The corpus explicitly says Murdock lacked conviction that fundamental managers could keep up with market speed, which is the core positioning risk for an independent quant manager.


CDPQ's dedicated managed accounts via Innocap and the CAIS/iCapital rails show that liquid-alts distribution is as much an implementation problem as an alpha problem.


Consolidates the corpus-only evidence into a strategy-by-strategy amount audit and keeps hard capital distinct from demand, capacity, and thresholds.


Normalizes strategy labels into a single matrix and flags where the corpus only supports intent, AUM scale, or derived estimates.


Combines allocator demand snapshots, survey intent, fund-level commitments, and prime-broker distribution signals.


Covers CalPERS, NYC BAM, MassPRIM, and NYSCRF rows that are partial, proof-gated, or still awaiting exact amount normalization.


Provides the row-level disclosure structure with amount, placement-agent, asset-class, and close-date fields for future manager-motion normalization.


Contains allocator-scale sovereign rows for KIA, QIA, PIF, NZ Super, GIC, Temasek, and Future Fund, plus one derived hedge-fund sleeve estimate for GIC.


Holds the Harvard dollar allocation row and the broader Ivy League hedge-fund allocation band, plus foundation-adjacent demand rows.


Captures ALSAC, AAA Auto Club Group, Mass General Brigham, Russell, Cambridge, and CAPTRUST as route and capacity evidence rather than direct hedge-fund sleeve size.


Tracks the places where the corpus has only AUM, thresholds, qualitative demand, or survey intent and still needs official dollar sleeves or board-book rows.


Taproot received a $250M backing from CPPIB, which is the cleanest hard hedge-fund commitment in the corpus for an alpha-capture style strategy.


The survey is demand intent, not deployed capital.


Macro demand is present in the survey, but the corpus does not give a dollar sleeve.


This is a capacity row with an allocation-share clue; the implied hedge-fund sleeve is derived, not directly stated.


Temasek Partnership Solutions is an onboarding vehicle, so the figure is allocator scale rather than a strategy-specific hedge-fund commitment.


This is the clearest current public-pension capital-movement figure in the corpus.


This is a hard hedge-fund allocation amount, not a general endowment AUM figure.


This is a percentage band from FY25 data, not a dollar amount.


This is a cohort-wide allocation share, not a fund-by-fund dollar sleeve.


This is a historical program amount and should not be treated as current deployed capital.


The corpus has strong route maps for family-office/private-wealth and international allocators, but needs named buyer, hard allocation, and official intake proof before treating many rows as active buyer targets.


Advisor-facing alternatives surface where the corpus calls for advisor one-pagers, model-portfolio fit, liquidity/fee explainer, and Q&A blocks for liquid-alts prompts.


Alternatives rail where subscription workflow, platform-compatible fund data, diligence metadata, and advisor education copy decide visibility.


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.


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


Member portal, event calendar, sponsor directory, webinar archive, and newsletter are present, but person and event normalization remains thin.


Qualified family-office event surface with delegate registration, sponsor prospectus, speaker pages, and agenda PDFs.


Events, intelligence, people-move, sponsor, report, and selection-category surfaces are already represented in the local corpus.


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


Reusable MFO route with an investment research team and CIO-level research materials, but still thin on named people in the current corpus.


The home-office layer decides whether advisors can find, compare, and recommend the product inside platform workflows.


The due-diligence layer decides whether the manager becomes listable, comparable, and operationally screenable.


The corpus repeatedly frames UBS and private-bank family-office motion as report-driven, allocation-review, and committee-led.


Campden and Family Wealth Alliance routing target family principals, single-family offices, and multifamily offices.


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


The forum schedule, register path, sponsor path, and speak path route into APAC and Middle East private-wealth audiences.


The corpus uses this as the core target bucket for Campden, Family Wealth Alliance, Pathstone, and UBS family-office routing.


The corpus already names Nicola Goll as a UBS-linked anchor from the conference roster, making her the only hard named UBS people anchor in this slice.


The corpus says CAIS should resolve into advisor-ready one-pagers, model-portfolio fit notes, and liquidity/fee explainers that home-office reviewers can screen.


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


The corpus keeps J.P. Morgan Private Bank on monitor until a public J.P. Morgan-owned research, report, or event page proves the family-office route.


UBS-style allocation research works best when framed as a liquid diversifier inside strategic allocation reviews.


Nicola Goll is the only named UBS-linked person anchor currently reinforced in the local corpus.


The corpus treats Family Wealth Alliance as a B2B network for multifamily offices and family-office referral flows.


Member-firm and webinar surfaces are the practical entry point for family-office CIO routing.


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


The forum pages are framed around family-office CIO access, speaker lists, and qualification rules.


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


Hubbis forums and special reports route into APAC and Middle East private-wealth audiences.


The forum schedule is explicitly framed around independent wealth managers and family-office audiences.


The corpus treats Pathstone as a reusable MFO route with CIO-level research materials.


Pathstone still needs current named ownership so the route can be tied to a specific research or IC surface.


Consolidates the international allocator and fund intake surfaces into one corpus-only hardening pass and keeps route language separate from hard allocation fields.


Groups GPIF, GIC, New Zealand Superannuation Fund, and Future Fund as separate APAC entry lanes rather than one generic sovereign bucket.


Groups PIF, QIA, KIA, and ADIA as distinct Middle East sovereign routes with different intake surfaces and owner stacks.


Groups HOOPP, OMERS, ATP, NBIM, CPPIB, and UK LGPS as non-US public allocator routes where governance stack matters as much as strategy fit.


Tracks LGPS Central, Border to Coast, and Northern LGPS as pooled UK pension routes rather than a single fund-level allocator.


Japan's public pension fund with a manager-registration lane for alternative assets in the local corpus.


Saudi sovereign allocator with Managers Gate and a broader MENA external-managers program in the corpus.


Singapore sovereign allocator with a group executive committee and external-managers stack that the corpus treats as a real intake route.


Kuwait sovereign allocator with a CIO transition window and hedge-fund-strategies background in the corpus.


Qatar sovereign allocator with regional coverage reshuffles and a Doha/New York/Singapore decision footprint in the corpus.


Abu Dhabi sovereign allocator with an Investment Committee route and financial alternatives language in the corpus.


NZ Super's co-CIO split gives an external-mandates lane for systematic and liquid-alternatives language.


Australian sovereign allocator with a CIO transition that the corpus treats as a review trigger for external-manager relationships.


Canadian public pension allocator with an external portfolio management program and a hard fund-level commitment in the corpus.


UK LGPS route names that appear in the corpus as pooled or regional entry points, not as one consolidated national allocator.


Ontario healthcare pension allocator with a board and asset-liability route and a discretionary derivatives team in the corpus.


Ontario municipal pension allocator with an AC Investment Committee route for liquidity, currency, and portfolio-construction conversations.


Danish public pension allocator with a Supervisory Board governance route in the local corpus.


Norwegian allocator row in the corpus, but the current external-manager owner still needs first-party confirmation.


Registration system is the concrete action surface for manager discovery.


The corpus keeps PIF separate from its intake surface and board-adjacent contacts.


Sovereign allocator sweep flagged KIA CIO transition and hedge-fund-strategies background as a review window.


Sovereign allocator sweep flagged QIA advisory regional coverage changes as routing evidence.


The route is based on the official manager-context surface and external-mandates lane.


Future Fund has a 2026 CIO transition window.


This is the cleanest hard commitment in the local files.


Named internal team gives a concrete buyer surface.


This route is weaker than GPIF, PIF, or GIC because the corpus lacks a current intake page.


Turns tick 94 hardening findings into concrete backfill lanes before promoting route-level rows into outreach or AEO assets.


ATP was flagged as route-only with no corpus-stated amount, requiring AUM, alternative bucket, decision-owner title, or official intake evidence before pitch prioritization.


NBIM appeared as a bridge node but still needs current external-manager owner, strategy sleeve size, and live intake surface proof.


UK LGPS pool coverage has platform-level AUM but lacks pool-by-pool alternatives or hedge-fund sleeve sizing needed for strategy allocation analysis.


Route-rich private-wealth coverage needs named CIOs, research leads, event chairs, sponsor owners, report owners, or explicit monitor-only labels.


CAIS, iCapital, UBS, JPM PB, and related private-wealth rails need listability economics and workflow blockers separated from channel-level brand coverage.


AEO/GEO work should label which chatbot, search, advisor-intelligence, or platform search surface intermediates the route before copy claims active-buyer priority.


Any route without named owner, active buyer evidence, official intake, hard amount, or platform economics must stay in backfill or monitor status.


Every closure lane should end with a concrete SME question that can validate current owner, amount, intake, economics, or answer-engine behavior.


Orders the private-wealth backfill so platform economics, chatbot retrieval, and conversion-proof packet fields stay aligned across CAIS, iCapital, UBS, J.P. Morgan Private Bank, Morningstar Wealth, and Morgan Stanley / BlackRock wrapper routes.


Advisor-facing alternatives surface where the corpus calls for advisor one-pagers, model-portfolio fit, liquidity/fee explainers, and Q&A blocks for liquid-alts prompts; CAIS should retrieve answer-first packets rather than manager-language decks.


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


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


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.


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


The home-office layer decides whether advisors can find, compare, and recommend the product inside platform workflows.


ChatGPT Search, Google AI Overviews / AI Mode, Claude, and Perplexity convert these packets into answer-first retrieval; the page must resolve fees, minimums, subscription workflow, and proof packets in one pass.


The due-diligence layer decides whether the manager becomes listable, comparable, and operationally screenable.


CAIS is a strong retrieval surface when the packet is written in advisor language rather than manager-language only.


iCapital turns listability into a metadata problem before it becomes a sales problem.


UBS is the clearest current family-office report publisher in the local corpus, but the named owner layer is still thin.


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


Major wealth-platform wrappers set the bar for advisor access, education, operations, and reporting.


The platform packet has to answer fees, minimums, subscription workflow, and proof packet questions in one pass for search and chatbot surfaces.


Advisor-facing alternatives surface where the corpus calls for advisor one-pagers, model-portfolio fit, liquidity/fee explainers, and Q&A blocks for liquid-alts prompts.


Alternatives rail where subscription workflow, platform-compatible fund data, diligence metadata, and advisor education copy decide visibility.


Member portal, event calendar, sponsor directory, webinar archive, and newsletter are present, but person and event normalization remains thin.


Qualified family-office event surface with delegate registration, sponsor prospectus, speaker pages, and agenda PDFs.


Events, intelligence, people-move, sponsor, report, and selection-category surfaces are already represented in the local corpus.


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


Reusable MFO route with an investment research team and CIO-level research materials, but still thin on named people in the current corpus.


The corpus repeatedly frames UBS and private-bank family-office motion as report-driven, allocation-review, and committee-led.


Campden and Family Wealth Alliance routing target family principals, single-family offices, and multifamily offices.


The corpus uses this as the core target bucket for Campden, Family Wealth Alliance, Pathstone, and UBS family-office routing.


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


The forum schedule, register path, sponsor path, and speak path route into APAC and Middle East private-wealth audiences.


The corpus says CAIS should resolve into advisor-ready one-pagers, model-portfolio fit notes, and liquidity/fee explainers that home-office reviewers can screen.


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


The corpus keeps J.P. Morgan Private Bank on monitor until a public J.P. Morgan-owned research, report, or event page proves the family-office route.


UBS-style allocation research works best when framed as a liquid diversifier inside strategic allocation reviews.


The corpus treats Family Wealth Alliance as a B2B network for multifamily offices and family-office referral flows.


Member-firm and webinar surfaces are the practical entry point for family-office CIO routing.


Campden uses qualification gates to concentrate family-office decision makers.


The forum pages are framed around family-office CIO access, speaker lists, and qualification rules.


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


The intelligence feed and summit cycle can be used to time allocation-review outreach after people moves or speaker changes.


Hubbis forums and special reports route into APAC and Middle East private-wealth audiences.


Pathstone's investment-research team makes it a reusable MFO route rather than a one-off family-office contact.


The corpus treats Pathstone as a CIO-led family-office platform, so the backfill must preserve the research and IC-material owner path.


Separates UK LGPS pool-by-pool hardening from non-US public allocators and keeps ACCESS and Wales Pension Partnership unmerged until corpus rows exist.


LGPS Central appears in the corpus with a new-CIO row and a multi-billion GBP AUM cue, but the current alternatives bucket is not pinned.


Border to Coast is tied to Joe McDonnell and a UK public-pension pool row, but the current amount and intake surface are not yet spelled out.


Brunel shows a CIO transition and a $100+ billion AUM cue, which is enough to keep it active but not enough to treat the sleeve as complete.


London CIV is present as a node with named investment staff in the graph, but the current AUM and alternatives intake are not surfaced in the corpus files used here.


Northern LGPS appears as a route node in the graph and in the pitch calendar, but no current amount is pinned.


ATP has a corpus-backed EUR 150B AUM cue and a clear CIO/group-management route, but the strategy sleeve still needs hardening.


NBIM has a corpus-linked $2T AUM cue in the pitch calendar, but the current external-manager owner is still not first-party confirmed.


Converts tick 95 closure queues into proof targets that can be verified by first-party pages, official documents, or surface-specific AEO retrieval tests.


Targets ATP, NBIM, UK LGPS pools, and international allocators where the graph has route or amount cues but needs current official-source proof.


Targets private-bank, MFO, platform, and event routes that are actionable only after current owner or live-route evidence exists.


Targets CAIS, iCapital, UBS, JPM PB, Morningstar, and Morgan Stanley / BlackRock wrapper rows where economics and listability rules remain incomplete.


Turns ChatGPT Search, Google AI Overviews / AI Mode, Claude, Perplexity, Bloomberg ASKB, FactSet, AlphaSense, CAIS, and iCapital retrieval ideas into pass/fail test packets.


Rows must remain monitor-only or backfill-only unless first-party owner, amount, intake, economics, or retrieval-test evidence exists.


Transforms unresolved proof fields into source acquisition tasks and SME questions that can validate current owner, amount, intake, economics, or chatbot behavior.


AEO copy may describe route hypotheses, but active-buyer claims require current first-party proof and a citation policy for the target surface.


Turns AEO/GEO strategy into testable retrieval packets for quant hedge fund decision-maker queries and keeps the corpus-only source boundary explicit.


Public answer engines should return answer-first, source-linked comparisons with dated claims, comparison tables, and explicit source appendices for quant decision-maker queries.


Finance workspaces should resolve the manager, the route, the timestamp, the source lineage, and the missing diligence fields without collapsing into generic DDQ language.


Advisor-platform search surfaces should separate advisor-intelligence routing, platform listability, and private-bank route proof before a strategy is treated as distributable.


The packet should answer why quant now, quant versus bank QIS, capacity and crowding, drawdown control, fees and liquidity, and which liquid alts fit the portfolio.


The canonical page must carry exact entity naming, strategy summary, dated claims, risk controls, fees, liquidity, AUM, and contact points.


The FAQ hub should answer allocator, consultant, advisor, and analyst questions directly and preserve comparison tables plus counterevidence.


The packet bundle should include DDQ and ODD answers, fund data, subscription workflow, fee and liquidity schedule, and advisor education copy for platform search surfaces.


The corpus has route coverage, but this tick narrows work to current proof surfaces, named owners, and explicit blockers.


CAIS is the clearest advisor-intelligence route in the corpus and needs a current owner plus the live retrieval surface.


iCapital needs the current marketplace owner and the live onboarding fields that determine listability.


The corpus repeatedly flags this as monitor-only until a current J.P. Morgan-owned research, report, or event page proves the route.


UBS is treated as a report-driven allocator route with family-office and UHNW routing.


The network is present, but member-firm, webinar, sponsor, and leadership normalization is still thin.


The sponsor directory and webinar archive are the practical proof surfaces for owner and access mapping.


Campden routing depends on current speakers, sponsor pages, and attendee qualification rules.


APB is an event and intelligence route that needs the current speaker and sponsor metadata to become actionable.


Hubbis already exposes register, sponsor, and speak paths; the queue is to prove current forum owners and live event metadata.


Pathstone is a reusable MFO route, but the corpus still needs a current CIO or research lead and the best proof surface.


Morningstar is a model-portfolio gatekeeper; the queue is for the current owner and the exact advisor-research surface.


The wrapper route is useful only once the advisor portal and approval workflow are proven current.


These reviewers decide whether the manager is listable and screenable in platform workflows.


This is the primary proof surface for UBS, J.P. Morgan, and other report-led family-office motions.


This is the target decision layer for Campden, Family Wealth Alliance, and Pathstone routing.


This audience bucket is the end target for Campden and Family Wealth Alliance routing.


CIOs, fund selectors, and relationship managers are the current APB audience bucket.


Hubbis routes into APAC and Middle East private-wealth decision makers through forum registration and sponsorship paths.


CAIS, Morningstar, and the BlackRock wrapper route all depend on home-office review surfaces.


CAIS requires a current advisor-intelligence owner and the live retrieval surface to prove the route.


iCapital is only actionable once the current marketplace owner and diligence lead are known.


The route stays monitor-only until a J.P. Morgan-owned research, report, or event page is surfaced.


UBS proof should come from the current report page and UHNW landing pages.


The sponsor directory and webinar archive are the cleanest proof surfaces for the member network.


Campden uses speaker lists, sponsor pages, and qualification rules to reach family-office CIOs.


APB is an event and intelligence route into APAC private-bank decision makers.


Hubbis forums and registration paths route to APAC and Middle East private-wealth decision makers.


Pathstone should be handled as a CIO-led family-office route.


Morningstar is a model-portfolio gatekeeper and needs the current advisor-research surface.


The wrapper route depends on proving the advisor portal and approval workflow.


Converts tick 95 amount and route gaps into official-source confirmation tasks, with no collapse across UK LGPS pools and no promotion of unresolved routes.


Holds ATP, NBIM, GPIF, PIF, GIC, CPPIB, HOOPP, and OMERS as separate confirmation targets rather than a blended non-US bucket.


Holds LGPS Central, Border to Coast, Brunel, London CIV, and Northern LGPS as distinct pooled entry points with separate confirmation tasks.


Keeps ACCESS and Wales Pension Partnership in unresolved status until the corpus proves that they are current pool names rather than search-term candidates.


ATP has a corpus-backed EUR 150B AUM cue and a clear CIO/group-management route, but the strategy sleeve still needs first-party confirmation.


NBIM has a corpus-linked amount cue in the pitch calendar, but the current external-manager owner is still not first-party confirmed.


LGPS Central appears in the corpus with a new-CIO cue and a multi-billion GBP AUM reference, but the current alternatives bucket is not pinned.


Border to Coast is tied to Joe McDonnell and a UK public-pension pool row, but the current amount and intake surface are not yet spelled out.


Brunel shows a CIO transition and a $100+ billion AUM cue, which is enough to keep it active but not enough to treat the sleeve as complete.


London CIV is present as a node with named investment staff in the graph, but the current AUM and alternatives intake are not surfaced in the corpus files used here.


Northern LGPS appears as a route node in the graph and in the pitch calendar, but no current amount is pinned.


The corpus search did not surface ACCESS as a grounded LGPS pool name, so it remains a search-term candidate rather than a live route.


The corpus search did not surface Wales Pension Partnership as a grounded current pool name, so it remains unresolved.


GPIF has an alternative-assets manager-registration system and a CIO-level executive route for non-core strategies.


PIF has a Managers Gate route and a board-adjacent governance stack; the current leadership split is already present in the corpus.


GIC routes through the executive chain and external-managers stack, with named leadership already in the corpus.


CPPIB's external portfolio management program is the corpus-backed relationship route for new manager pitches.


HOOPP has a board and asset-liability route plus a discretionary derivatives and alternative-investments team in the corpus.


OMERS has an AC Investment Committee route for liquidity, currency, and portfolio-construction conversations.


Runs twelve distinct goals twice per day: pitch windows, funding cycles, replacement motion, consultant workflows, family office, international proof, competitor allocations, AEO, finance workspaces, historical motion, personnel expansion, and audit routing.


Starts the continuous tick-to-1000 run from hourly lane 00, focused on who can be pitched now, which owner is missing, and which source proves current intake.


Finds named owner or stable role gaps for opportunities that look open or active now.


Separates first-party intake proof from monitor-only or route-level opportunity language.


Defines the answer fields and pass/fail tests for public answer engines and the local corpus.


An opportunity should not be treated as pitch-now unless it has official intake, deadline, RFP, portal, board-packet, or manager-opportunity evidence.


Each pitch-now row should carry a concrete SME question about current acceptability, owner, route, or blocker.


The canonical question asks who is accepting quant manager materials now and requires allocator/platform, deadline or standing intake, submission route, owner or role, and proof gap.


After pitch-now rows are audited, tick 99 should move to funding and rebalance cycles unless a pitch-now blocker is materially higher value.


Use this matrix to test whether public answer engines and the local corpus can answer who is accepting quant manager materials now without collapsing route-level intake into generic allocator language.


Run the pitch-now query on ChatGPT Search, Google AI Overviews / AI Mode, Claude web search, and Perplexity after mirror updates or corpus refreshes.


Use the repo docs and corpus to answer the same question before trusting an external engine result.


Converts the top open pitch windows into first-party source acquisition tasks with explicit route, owner, blocker, and SME question fields.


The repo treats the passive-indexing search as the top NYC open window, with the search deadline and attachment/addenda capture still needing proof-grade packaging.