Private-markets adjacency that matters because liquidity pressure and pacing changes can trigger hedge-fund replacement searches; source_path=data/recovered_loop_tick21_consultant_gap_signals.json


Standing manager-intake route for smaller or newer managers and systematic public strategies; source_path=docs/quant-30-day-outreach-queue.md


Infrastructure buildout for hedge-fund implementation and managed accounts; useful for platform-aware fundraising and payer discovery; source_path=data/recovered_loop_tick21_live_allocator_signals.json


Direct proposal intake for public-market managers and replacement-cycle mapping; source_path=docs/quant-30-day-outreach-queue.md


Private-wealth alternatives distribution gatekeeper; important for payer discovery when hedge-fund access must fit advisor workflows; source_path=data/recovered_loop_tick35_private_wealth_platform_signals.json


Advisor-access rail for liquid alternatives and hedge-fund education; important for model-portfolio fit and advisor conversion; source_path=data/recovered_loop_tick35_private_wealth_platform_signals.json


ODD and hedge-fund screening platform that shapes allocator shortlists before public searches surface; source_path=data/recovered_loop_tick21_consultant_gap_signals.json


Consultant gatekeeper for alternatives searches and OCIO routing; relevant to manager selection and competitive shortlist control; source_path=data/recovered_loop_tick21_consultant_gap_signals.json


Consultant and alternatives platform that can steer hedge-fund manager selection across institutional channels; source_path=data/recovered_loop_tick21_consultant_gap_signals.json


RFP and manager-evaluation surface that can surface early hedge-fund search windows; source_path=data/recovered_loop_tick21_consultant_gap_signals.json


OCIO-led gatekeeper where delegated manager research can replace direct allocator contact; source_path=data/recovered_loop_tick21_consultant_gap_signals.json


Consultant channel into corporate and public retirement systems; useful for hedge-fund allocation framing and portfolio-completion language; source_path=data/recovered_loop_tick21_consultant_gap_signals.json


Hidden manager-router entity for hedge-fund launches and SMA-backed distribution; important for payer discovery and launch routing; source_path=docs/quant-person-gap-outreach-queue.md


Placement-agent route into institutional and family-office capital; important for launch routing and fundraising choreography; source_path=docs/quant-person-gap-outreach-queue.md


Hidden gatekeeper for outsourced institutional capital; relevant to advisor-friendly packaging and manager screening; source_path=docs/quant-consultant-private-wealth-extraction-queue.md


Both are core multi-strategy hedge-fund anchors in the local universe and belong on the same competitive map.


Large multi-strategy peers often compete for the same allocator wallet and replacement comparisons.


Macro and crisis-alpha positioning overlaps in allocator diligence when rates, FX, and drawdown control dominate.


Both support systematic and transparent alternative-beta narratives that can replace black-box hedge-fund pitches.


Systematic managers are compared together when allocators look for liquid alternatives, capacity, and explainability.


Both sit in the quantitative and multi-strategy segment where allocator replacement and talent migration can matter.


Long-short and macro/quant managers can end up in the same hedge-fund replacement or diversification discussion.


Relative-value and fixed-income hedge-fund sleeves are the kind of manager set that can fit public-market manager intake.


Emerging-manager programs are relevant to smaller, newer, or systematic managers that can qualify through standing intake.


Managed-account infrastructure matters for large hedge-fund programs and negotiable operational setups.


Allocator-as-manager platforms can source, package, and allocate into hedge-fund sleeves as part of a multi-manager implementation.


Private-markets pacing and liquidity pressure can trigger hedge-fund replacement conversations around macro and liquid diversifiers.


Consultant gatekeepers influence whether systematic managers enter the shortlist before an allocator publishes a search.


Consultant and OCIO channels shape macro and alternative sleeves that can be sold as portfolio completion.


RFP and manager-evaluation workflows can move relative-value managers into the decision set before public visibility appears.


Delegated consultant/OCIO channels can redirect search authority toward manager research teams rather than direct CIO contact.


Independent consultant coverage can open or close the shortlist for multi-strategy and quantitative managers.


Both are platform rails where hedge-fund access depends on advisor-ready packaging, liquidity terms, and operational fit.


Liquid alternatives and systematic managers are easier to route when the platform can ingest fees, subscriptions, and reporting cleanly.


Advisor platforms reward systematic strategies that can be described in model-portfolio and transparency language.


ODD and hedge-fund screening workflow can determine which managers survive the first allocator cut.


Prime brokerage capital-intro routes are relevant for launches, SMA-backed distribution, and manager selection.


Placement-agent routes matter when a quant manager needs institutional capital beyond direct outreach.


OCIO and fiduciary adviser workflows often converge with advisor-platform distribution for liquid alternatives.


Local pitch-calendar rows 137.8, 144.8, and 125.2 tie NYC BAM to a July 15, 2026 passive-indexing close, while the queue says the solicitation attachments and addenda are still missing.


The local corpus has the announcement and RFP board references, but not the deeper attachment URLs, addenda URLs, or award-path metadata.


Pitch-calendar rows 131.0 and 128.0 frame MassPRIM as a hedge-fund infrastructure and portfolio-completion target, but the official managed-account route still needs proof.


The local corpus treats PCS as a high-value signal, but the official record still needs a board, procurement, or platform document that confirms timing and access.


The July 16-17, 2026 board window is active in the pitch calendar, and the queue says the meeting bundle still needs meeting-specific URLs.


The archive points to the meeting, but the packet still needs the board book, summary, recording, and manager-change evidence at URL level.


The local corpus keeps trustee materials, new-manager reports, and future-solicitation intake active, with the Q1 2026 new-manager report singled out as the current extraction target.


The official Florida SBA page exposes the current-year quarterly report, but the report-level manager, mandate, allocation, consultant, and selection-date fields still need normalization.


The queue splits CalPERS into proposal intake, manager opportunities, and board packets, and the pitch calendar keeps the total-fund framing live.


The official portal is the direct route for external manager proposals and the cleanest place to capture strategy, fees, liquidity, fit, and submission-path fields.


The official page shows the qualifying public-market manager route and the minimum-threshold screen that determines whether direct submission or eVestment discovery is relevant.


The board archive can surface presenters, motions, closed-session references, and named committee influences that alter allocator timing.


The June 18, 2026 meeting is live in the archive, and the board resources page exposes agenda, minutes, book, and audio fields that can become an allocation-change detector.


The archive has a posted June 18 agenda anchor, but the packet still needs the agenda, book, audio, allocation-item, manager-item, and approval rows extracted.


The pitch calendar and queue both keep KCERA as a board-cadence plus negative-RFP monitor, which matters because no-open-RFP pages still encode timing.


The board archive and the no-open-RFP page should stay split until a current official procurement packet appears.


The search is live, but the attachment and addendum URLs are still the source-upgrade blocker.


The implementation-structure claim should not be treated as confirmed until a board or procurement record proves PCS timing.


The meeting is known, but the packet still needs meeting-specific URLs and URL-level evidence.


The current-year report link exists, but the onboarding fields still need extraction.


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


The public manager-opportunities page provides the qualification screen and threshold gate.


Board packets can surface motions, presenters, and closed-session references that alter timing and gatekeeper mapping.


The posted agenda anchor exists, but the June 18 bundle still needs packet-level capture.


The negative RFP monitor and the board cadence need to stay split until an official procurement packet appears.


The queue and pitch calendar both treat the July 15 close as live, but the packet is still missing the deeper solicitation materials.


The local corpus ranks MassPRIM highly, but the official source still needs to prove whether PCS is manager-facing or only internal.


The local queue identifies the July board window as the highest-value packet, but the precise meeting bundle still needs extraction.


The official Florida SBA page lists a 2026 Q1 report and historical quarterly reports, so the packet should be normalized at row level.


The official page directly states external managers may submit proposals and that outcomes include due diligence or adviser referral.


The official page lists firm history, strategy performance history, GIPS compliance, AUM, strategy AUM, and registration qualifications.


The official meeting-resources page lists the June 18, 2026 agenda and archive columns for agenda, minutes, book, and audio.


The board archive and no-open-RFP page should stay separate until a clean current procurement packet appears.


The archive can reveal named influencers and review windows, but it is a governance-context signal rather than a direct intake route.


Robert Wood Johnson Foundation CIO and a named speaker node; a clean foundation route for liquid alternatives.


NYU Investment Office CIO surfaced in the conference corpus; strong endowment allocator target.


Tulane University Endowment CIO and a named allocator seat for endowment-style manager selection.


Smithsonian Institute CIO; a named endowment-style allocator contact in the conference corpus.


The California Endowment CIO; a mission-aligned foundation route for liquid alts.


Kansas State University Foundation CIO and a named endowment/foundation route.


The corpus repeatedly assigns Nicola da Roza to the St. Jude / ALSAC hospital-endowment route.


CPP Investments external-portfolio-management lead and a durable outsourced-manager route.


Morgan Stanley outsourced-CIO lead and advisor-workflow influencer.


Mercer alternatives lead and a direct route for global manager-search framing.


CAPTRUST founder and fiduciary gatekeeper with OCIO and RIA reach.


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


Founder of Eaton Partners and a placement-agent route into institutional and family-office capital.


Named speaker anchor in the iConnections Global Alts speaker history.


Named speaker anchor in the SALT London roster and a proof point for active event routing.


Foundation allocator tied to May Ng and a clean mission-fit liquid alternatives route.


Endowment allocator tied to Michelle Knudsen.


Named endowment allocator tied to Richard Chau.


Named institutional investment office tied to Amy Chen.


Named foundation allocator tied to Kelli P. Washington.


Named foundation allocator tied to Paul Chai.


Hospital-endowment style allocator with an operating gatekeeper and a mission-fit packet route.


Large public-pension allocator with an external-portfolio-management relationship program.


Advisor workflow and outsourced-CIO channel tied to Sona Menon.


Alternatives consultant route tied to Raelan Lambert.


Large OCIO and fiduciary adviser tied to Fielding Miller.


Capital-introduction route tied to Kristin Kramer.


Placement-agent route tied to Charles Eaton.


Reusable multi-family-office route with an investment research team.


CIO-led family-office platform that can absorb transparent systematic sleeves and managed accounts.


Family-office and institutional wealth manager with named co-CIO coverage in the corpus.


Monitor-only family-office research route until a public J.P. Morgan-owned report, note, or event page is surfaced.


Model-portfolio decision layer where a strategy must prove shelf fit and implementation fit.


Core RIA workflow layer that still needs a direct platform page or advisor-workflow source.


B2B network for multifamily offices with member, event, sponsor, and webinar surfaces.


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


Flagship APAC private-wealth event with fund selectors, investment advisors, CEOs, CIOs, market heads, and relationship managers.


APAC and Middle East private-wealth route with registration, sponsorship, and speaking paths.


Conference corpus with named speaker anchors and a cap-intro / meeting-booking workflow.


Hedge-fund forum that must be routed through sponsor, registration, and current-cycle speaker fields.


Conference row that becomes actionable once current speaker, sponsor, registration, and emerging-manager fields are normalized.


Common surface behind CAIS, iCapital, Morningstar Wealth, and Envestnet-style distribution.


Audience bucket repeatedly used for Campden and family-office allocator routing.


Audience bucket reached through APB selection and summit routes.


Audience bucket reached through Hubbis forum and sponsor routes.


Audience bucket reached through iConnections, SALT, and Sohn routes.


Monitor route for public research, note, or event pages from a private bank.


Operating gatekeeper for the hospital-endowment route.


Managing Director, Head of External Portfolio Management.


Head of Outsourced CIO for Wealth Management.


Named speaker anchor in the iConnections speaker history.


Named speaker anchor in the SALT London roster.


Monitor-only until a public J.P. Morgan-owned research, note, or event page is surfaced.


Model-portfolio gatekeeper that decides shelf fit and implementation fit.


RIA platform shelf that should be normalized into a usable advisor workflow surface.


B2B network for multifamily offices with member, event, sponsor, and webinar surfaces.


Qualified family-office forum surface aimed at core decision makers.


Flagship APAC private-wealth event aimed at fund selectors, advisors, CIOs, and relationship managers.


Registration, sponsorship, and speaking paths into APAC and Middle East private-wealth audiences.


Cap-intro and meeting-booking workflow for allocator meetings.


Sponsor and registration path for hedge-fund allocator access.


Emerging-manager and allocator route once current-cycle fields are normalized.


Reusable multi-family-office route with a large investment team.


CIO-led family-office platform that can absorb transparent systematic sleeves.


Family-office and institutional wealth manager route.


The local conference corpus surfaces Michelle Knudsen as a named CIO target at NYU Investment Office.


The conference corpus gives Tulane a named CIO and a clean investment-office route.


The local conference corpus surfaces Amy Chen as a named CIO route at Smithsonian Institute.


The conference corpus gives the California Endowment a named CIO route.


The conference corpus surfaces Kansas State University Foundation as a named CIO route.


The pitch workflow packet and calendar rows both use Nicola da Roza as the route anchor.


Morgan Stanley outsourced-CIO lead and conference speaker.


The consultant gatekeeper map names Mercer as a direct global alternatives route.


The person queue identifies Fielding Miller as the CAPTRUST founder route and the consultant/private-wealth queue flags CAPTRUST as an OCIO/fiduciary surface.


This converts a firm-level cap-intro signal into a named decision-route packet without inventing contact details.


Tick 62 maps Eaton Partners to institutional and family-office capital, and the person queue adds the founder route.


The pitch calendar says J.P. Morgan Private Bank remains monitor-only for family-office alternatives.


Morningstar Wealth and Envestnet are the local corpus's clearest advisor-workflow surfaces.


Family Wealth Alliance, Pathstone, and Rockefeller Global Family Office are the clearest named MFO routes in the local repo.


The local corpus ties Campden to closed-door family-office meetings and dated 2026 forums.


The local distribution sweep says APB and Hubbis expose near-term private-wealth meeting routes.


The corpus repeatedly ties these event brands to allocator access and named speaker anchors.


Parent query on tick69 showed no duplicate lowercase names but many singleton or mixed semantic node types.

graph sqlite type-count query on 2026-06-19


Tick68 notes explicitly say deduplication strengthened existing person and fund nodes rather than inflating counts.


The top actionable calendar remains dominated by NYC BAM, MassPRIM, CalPERS, GPIF/PIF, NYSCRF, TRS, and current packet-delta priorities.


Parent audit found no lowercase duplicate node names, but did find type taxonomy drift and singleton types that make graph scoring harder to interpret.


Current type counts include mixed or singleton types such as fund|lp|allocator, allocator_surface, allocator_program, allocator_platform, allocator_manager, platform, manager, monitor, other, surface_bucket, and field_group.


Person target remains 10000 and current count remains 3693; tick68 strengthened many existing names but did not materially increase true person coverage because dedupe prevented inflated repeats.


Repeated top packet gaps are NYC BAM attachment/addenda, TRS July board bundle, Florida SBA Q1 report, MassPRIM PCS proof, CalPERS proposal/eVestment fields, UTIMCO June 18 materials, and KCERA board/RFP monitor.


Better type consistency improves target progress and prevents misleading coverage counts.


The largest remaining gap is true person coverage, not repeated signal reinforcement on existing people.


Open/current pitch windows must be refreshed by official packets before being upgraded in pitchability.


Synthesized from docs/quant-aeo-geo-monitoring-matrix.md and docs/quant-aeo-geo-content-backlog.md.


Synthesized from docs/quant-consultant-private-wealth-extraction-queue.md and docs/quant-pitch-calendar.md.


Synthesized from docs/quant-aeo-geo-content-backlog.md and docs/quant-consultant-private-wealth-extraction-queue.md.


Synthesized from docs/quant-aeo-geo-content-backlog.md and docs/quant-aeo-geo-monitoring-matrix.md.


Uses public answer engines and finance workspaces to compare managers on downside capture, crowding, capacity, drawdown control, and operational risk.


Uses consultant databases and RFP workflows to screen manager fit, operational diligence, and consultant-ready narrative quality.


Uses advisor platforms and private-bank surfaces to test model-portfolio fit, fee and liquidity clarity, all-in economics, and subscription readiness.


Uses research workspaces and enterprise copilots to assemble transcript, filing, attribution, and methodology evidence.


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


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


Citation-forward answer engine where source density, current evidence, and primary-source ratio matter for allocator questions.


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


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.


RFP network surface where consultant language, deadlines, board packets, and search mechanics determine whether a proposal is routed.


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.


Private-bank route that should be treated separately from prime brokerage or general bank branding.


Enterprise workstream pack surface that depends on current memo, meeting notes, spreadsheets, and decision logs.


Enterprise knowledge-base surface that depends on canonical titles, tags, DDQ history, ODD notes, and committee decisions.


Workflow retrieval layer that needs epics, roadmap updates, and meeting outputs.


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.


Must carry exact entity naming, dated claims, strategy summary, risk controls, fees, liquidity, AUM, and contact points.


Should answer why quant hedge funds now, quant versus bank QIS, capacity, crowding, drawdowns, fees, liquidity, and transparency.


Should include due-diligence answers, operational controls, service-provider details, transparency evidence, and a clean data-room index.


Should expose all-in economics, liquidity terms, capacity constraints, and manager-change implications in a compact table.


Should provide period-aligned returns, factor exposures, drawdown history, stress results, and attribution logic.


Should preserve quote-backed transcript references, filing references, expert call notes, and dated source paths.


Should explain portfolio role, liquidity/fee explainer, model-portfolio fit, and advisor FAQ in a concise format.


Should package fund data, subscription workflow, reporting artifacts, and advisor education copy for iCapital and similar rails.


Should normalize DDQ history, ODD notes, committee decisions, naming aliases, and meeting artifacts for enterprise search.


Should expose the live IC memo, meeting notes, spreadsheet tables, and decision log to Copilot-style retrieval.


CIOs start with broad manager discovery and comparison questions before moving into deeper diligence.


Google AI surfaces capture high-intent public search queries and current-source summaries.


Consultants screen manager databases and prefer structured strategy, return, fee, liquidity, and capacity fields.


Consultant diligence depends on complete DDQ, ODD, risk reporting, transparency, and named research people.


RFP networks route proposals when consultant language, deadlines, and board packets are aligned.


Advisor-facing alternatives discovery depends on model-portfolio fit, liquidity, and fee framing.


Distribution rails require subscription workflow clarity, diligence metadata, and platform-compatible fund data.


Private-bank routes need separate education and routing language instead of generic consultant language.


Permissioned workstream retrieval is driven by memo, notes, spreadsheet, and decision-log hygiene.


Enterprise knowledge-base retrieval depends on canonical titles, tags, DDQ history, and committee decisions.


Rovo surfaces implementation context from Confluence and Jira workflows.


Bloomberg workflows require traceable numbers, data lineage, event paths, and filing paths.


FactSet workflows require portfolio analytics, transcripts, filings, timestamps, attribution, and provenance.


Answer-first pages should expose the exact questions ChatGPT Search users ask about fees, liquidity, crowding, and drawdowns.


Google needs indexable canonical entity pages with semantic headings and clean naming.


Perplexity-style answers need strong citation density and primary-source grounding.


Claude-style prompts surface red flags only when the diligence packet is complete and dated.


Consultant databases need structured manager, fundraising, and investor fields to be searchable.


Aksia-style screening depends on a complete diligence packet and transparency evidence.


RFP workflows expect the economic and implementation fields to be explicit.


Advisor retrieval works when the packet answers portfolio-fit and liquidity questions directly.


iCapital-style workflows depend on subscription-ready data and advisor education copy.


Copilot retrieval works when current memo, notes, spreadsheets, and decision logs are packaged together.


Glean depends on canonical naming and decision history to resolve aliases correctly.


Rovo works best when implementation and objection-resolution context is in the workflow system.


Terminal-native workflows need traceable numbers, factor tables, and data-lineage notes.


FactSet workflows need period-aligned attribution, benchmark charts, and source provenance.


Cowboy Ventures founder surfaced as an AAAIM ELEVATE 2025 speaker; a new conference-network route not carried in tick67/tick68.


SkyBridge Capital founder surfaced in the conference corpus and provides a distinct speaker/influencer route.


Goldman Sachs managing director and AAAIM ELEVATE 2025 speaker; a fresh advisor/institutional surface.


Albourne quality-due-diligence lead; a direct consultant gatekeeper route for manager screening.


Wilshire alternatives-platform lead; a distinct managed-account route not represented in tick67/tick68.


Cambridge Associates leadership node; a high-leverage OCIO and consultant-routing surface.


PIF board-adjacent operating gatekeeper; a sovereign packet route that did not land in tick67/tick68.


Conference surface that anchors the Aileen Lee and Candice N. Tse speaker routes.


Conference surface that anchors the Anthony Scaramucci speaker route.


Consultant surface attached to Christina Stavrinides and Andrew McCulloch in the local consultant map.


Alternatives-platform consultant surface attached to Jason Hubschman.


Consultant and OCIO surface attached to Samantha Davidson.


Sovereign allocator surface tied to Maram Al Johani and board-packet routing.


Speaker at SALT iConnections New York 2024.


Co-Heads Alternative Managed Accounts at Wilshire.


President and Head of Global Investing at Cambridge Associates.


Acting Chief of Staff and Secretary General to the PIF Board.


Local conference corpus only; no tick67/tick68 duplicate node.


Local conference corpus only; distinct from the earlier speaker set in tick67/tick68.


Local conference corpus only; no duplicate in tick67/tick68.


Derived from the consultant people action map; this route was not in tick67/tick68.


Derived from the consultant people action map; a fresh platform route relative to tick67/tick68.


Derived from the consultant people action map; not duplicated in tick67/tick68.


Derived from the board-packet name list and sovereign pensions corpus; not carried in tick67/tick68.


Queue rows 1, 2, and 7 keep CalPERS as an open intake and manager-qualification surface; the local corpus already treats the portal and eVestment path as live pitchability changers.


Open-now proposal route for external managers; the packet needs the live submission instructions, triage outcomes, and any upload requirements.


Open-now qualification and screening route; the field set determines whether a quant manager should submit directly or maintain discovery-only presence.


Pitch-calendar rows 137.8, 144.8, and 125.2 keep the July 15 passive-indexing search live; this is the most time-sensitive open municipal window in the corpus.


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


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


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


Monthly transaction disclosures and the emerging-manager program are still the clearest current pitchability-changing records for NYSCRF.


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


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


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


The current-year quarterly report can change pitchability by revealing fresh allocations, mandates, consultants, and selection dates.


The standing notification form matters because it can create pre-RFP visibility and a clean contact route even before a manager search opens.


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


The archive should be fetched for agenda, minutes, book, and audio rows before inferring whether any manager item changed.


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


Keep the page on the queue because a switch from negative monitor to open procurement would immediately change pitch timing.


This stays as a lower-priority monitor until an official board, procurement, or award record proves the platform is manager-facing.


The secure portal is the direct intake route for external managers.


The eVestment route determines whether a strategy can stay in standing discovery or needs direct portal submission.


The search is actionable only once attachments, addenda, and award-path details are fetched.


Meeting-specific board materials can reveal approvals, commitments, and manager changes before other summaries do.


The monthly report is the most direct tape for manager hires, terminations, and placement-agent clues.


The program page matters only if the allocation path and graduation criteria are explicit.


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


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


The archive hub can surface agenda, minutes, book, and audio rows that change the pitch readout.


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


Do not treat the route as pitchable until a board, procurement, or award record confirms manager-facing status.


The endowment allocator should not absorb HMC operating-manager facts.


The founder node should remain separate from the hedge-fund firm node.


The consultant acronym collides with a different allocator consortium.


Manager-registration and index-posting surfaces should stay separate from the allocator identity.


Managers Gate is an intake surface, not a second sovereign entity.


Aksia manager intake should stay separate from client reporting.


MAX is the client-facing research and reporting surface.


Marketplace distribution should stay separate from diligence retrieval.


Research and due diligence should remain a distinct workflow surface.


Asset-manager distribution needs its own node.


Home-office diligence and education need their own node.


Login-gated workflows should not be merged into public pages.


CIO at Teacher Retirement System of Texas $220B Austin, marketsgroup.org 2026 Elite Institutional CIOs Part 1


Teacher Retirement System of Texas public pension $220B AUM, Austin Texas, marketsgroup.org 2026


CIO at University of California Investments $209B Oakland, marketsgroup.org 2026 Elite Institutional CIOs Part 1


University of California Investments endowment $209B AUM, Oakland California, marketsgroup.org 2026


CIO at Texas Tech University System $3.49B Austin, marketsgroup.org 2026 Elite Institutional CIOs Part 1


Texas Tech University System endowment $3.49B AUM, Austin Texas, marketsgroup.org 2026


CIO at Michigan Department of Treasury $110.5B Laingsburg, marketsgroup.org 2026 Elite Institutional CIOs Part 1


Michigan Department of Treasury public pension $110.5B AUM, Laingsburg Michigan, marketsgroup.org 2026


CIO at 3M $26B Detroit, marketsgroup.org 2026 Elite Institutional CIOs Part 1


3M corporate pension $26B AUM, Detroit Michigan, marketsgroup.org 2026


CIO at Municipal Employees Retirement System of Michigan $19B Lansing, marketsgroup.org 2026 Elite Institutional CIOs Part 1


MERS public pension $19B AUM, Lansing Michigan, marketsgroup.org 2026


CIO at Missouri State Employees Retirement System $10.2B Jefferson City, marketsgroup.org 2026 Elite Institutional CIOs Part 1


MOSERS public pension $10.2B AUM, Jefferson City Missouri, marketsgroup.org 2026


CIO at California State Teachers Retirement System CalSTRS $382B Sacramento, marketsgroup.org 2026 Elite Institutional CIOs Part 1


CalSTRS public pension $382B AUM, Sacramento California, marketsgroup.org 2026


CIO at GE Aerospace $90B New York City, marketsgroup.org 2026 Elite Institutional CIOs Part 1


GE Aerospace corporate pension $90B AUM, New York City, marketsgroup.org 2026


CIO at Smithsonian Institution $3B Washington DC, marketsgroup.org 2026 Elite Institutional CIOs Part 1


Smithsonian Institution endowment $3B AUM, Washington DC, marketsgroup.org 2026


CIO at FM Global $42.3B Waltham, marketsgroup.org 2026 Elite Institutional CIOs Part 2


FM Global insurance investment portfolio $42.3B AUM, Waltham Massachusetts, marketsgroup.org 2026


State Investment Officer at South Dakota Investment Council $20B Sioux Falls, marketsgroup.org 2026 Elite Institutional CIOs Part 2


South Dakota Investment Council public pension $20B AUM, Sioux Falls South Dakota, marketsgroup.org 2026


CIO at Pennsylvania Public School Employees Retirement System PSERS $74B Harrisburg, marketsgroup.org 2026 Elite Institutional CIOs Part 2


PSERS public pension $74B AUM, Harrisburg Pennsylvania, marketsgroup.org 2026


CIO at Indiana Public Retirement System $53B Indianapolis, marketsgroup.org 2026 Elite Institutional CIOs Part 2


INPRS public pension $53B AUM, Indianapolis Indiana, marketsgroup.org 2026


CIO at Sacramento County Employees Retirement System $14.5B Sacramento, marketsgroup.org 2026 Elite Institutional CIOs Part 2


SCERS public pension $14.5B AUM, Sacramento California, marketsgroup.org 2026


CIO at RTX Corp $116B Farmington, marketsgroup.org 2026 Elite Institutional CIOs Part 2


RTX Corp corporate pension $116B AUM, Farmington Connecticut, marketsgroup.org 2026


CIO at Brown University $7B Providence, marketsgroup.org 2026 Elite Institutional CIOs Part 2


Brown University endowment $7B AUM, Providence Rhode Island, marketsgroup.org 2026


CIO at Northwestern University $15.3B Evanston, marketsgroup.org 2026 Elite Institutional CIOs Part 2


Northwestern University endowment $15.3B AUM, Evanston Illinois, marketsgroup.org 2026


CIO at Alaska Permanent Fund Corporation $84.4B Juneau, marketsgroup.org 2026 Elite Institutional CIOs Part 2


Alaska Permanent Fund Corporation sovereign wealth $84.4B AUM, Juneau Alaska, marketsgroup.org 2026


CIO at California Public Employees Retirement System CalPERS $580B Sacramento, marketsgroup.org 2026 Elite Institutional CIOs Part 2


CalPERS public pension $580B AUM, Sacramento California, marketsgroup.org 2026


CIO at Delta Air Lines Pension Fund $17B Atlanta, marketsgroup.org 2026 Elite Institutional CIOs Part 3


Delta Air Lines corporate pension $17B AUM, Atlanta Georgia, marketsgroup.org 2026


CIO at Los Angeles County Employees Retirement Association LACERA $93B Los Angeles, marketsgroup.org 2026 Elite Institutional CIOs Part 3


LACERA public pension $93B AUM, Los Angeles California, marketsgroup.org 2026


CIO at Ohio Public Employees Retirement System OPERS $135B Columbus, marketsgroup.org 2026 Elite Institutional CIOs Part 3


OPERS public pension $135B AUM, Columbus Ohio, marketsgroup.org 2026


CIO at Teachers Retirement System of Louisiana $29B Baton Rouge, marketsgroup.org 2026 Elite Institutional CIOs Part 3


TRSL public pension $29B AUM, Baton Rouge Louisiana, marketsgroup.org 2026


CIO at University of Texas Investment Management Company UTIMCO $85B Austin, marketsgroup.org 2026 Elite Institutional CIOs Part 3


UTIMCO endowment $85B AUM, Austin Texas, marketsgroup.org 2026


CIO at Washington State Investment Board $185B Olympia, marketsgroup.org 2026 Elite Institutional CIOs Part 3


WSIB public pension $185B AUM, Olympia Washington, marketsgroup.org 2026


CIO at Vermont Pension Investment Commission $7B Montpelier, marketsgroup.org 2026 Elite Institutional CIOs Part 3


VPIC public pension $7B AUM, Montpelier Vermont, marketsgroup.org 2026


State Investment Officer at Nebraska Investment Council $42B Lincoln, marketsgroup.org 2026 Elite Institutional CIOs Part 3


Nebraska Investment Council public pension $42B AUM, Lincoln Nebraska, marketsgroup.org 2026


CIO at Public School and Education Employee Retirement Systems of Missouri $64.4B Jefferson City, marketsgroup.org 2026 Elite Institutional CIOs Part 3


Missouri public pension $64.4B AUM, Jefferson City Missouri, marketsgroup.org 2026


CIO at New Mexico Educational Retirement Board $19B Santa Fe, marketsgroup.org 2026 Elite Institutional CIOs Part 3


NMERB public pension $19B AUM, Santa Fe New Mexico, marketsgroup.org 2026


CIO at Ford Foundation $16.6B New York, marketsgroup.org 2026 Elite Institutional CIOs Part 4


Ford Foundation endowment $16.6B AUM, New York City, marketsgroup.org 2026


CIO at RWJBarnabas Health $10B West Orange, marketsgroup.org 2026 Elite Institutional CIOs Part 4


CIO at Missouri Department of Transportation and Patrol Employees Retirement System $4.1B Jefferson City, marketsgroup.org 2026 Elite Institutional CIOs Part 4


MPERS public pension $4.1B AUM, Jefferson City Missouri, marketsgroup.org 2026


CIO at New Jersey Division of Investment $120B Trenton, marketsgroup.org 2026 Elite Institutional CIOs Part 4


New Jersey Division of Investment public pension $120B AUM, Trenton New Jersey, marketsgroup.org 2026


CIO at Texas Municipal Retirement System $47B Austin, marketsgroup.org 2026 Elite Institutional CIOs Part 4


CIO at Oregon State Treasury $104B Salem, marketsgroup.org 2026 Elite Institutional CIOs Part 4


Oregon State Treasury public pension $104B AUM, Salem Oregon, marketsgroup.org 2026


CIO at Fordham University $1.1B New York, marketsgroup.org 2026 Elite Institutional CIOs Part 4


Fordham University endowment $1.1B AUM, New York City, marketsgroup.org 2026


CIO at Memorial Sloan Kettering Cancer Center $9B New York, marketsgroup.org 2026 Elite Institutional CIOs Part 4


Memorial Sloan Kettering Cancer Center endowment $9B AUM, New York City, marketsgroup.org 2026


CIO at Iowa Public Employees Retirement System $46.68B Des Moines, marketsgroup.org 2026 Elite Institutional CIOs Part 4


IPERS public pension $46.68B AUM, Des Moines Iowa, marketsgroup.org 2026


CEO CIO at Columbia Investment Management Co $15.9B New York, marketsgroup.org 2026 Elite Institutional CIOs Part 4


Columbia University endowment $15.9B AUM, New York City, marketsgroup.org 2026


CIO at United States Steel Corp $4B Pittsburgh, marketsgroup.org 2026 Elite Institutional CIOs Part 5


US Steel corporate pension $4B AUM, Pittsburgh Pennsylvania, marketsgroup.org 2026


CIO at University of Michigan $19B Ann Arbor, marketsgroup.org 2026 Elite Institutional CIOs Part 5


University of Michigan endowment $19B AUM, Ann Arbor Michigan, marketsgroup.org 2026


CIO at School Employees Retirement System of Ohio $20B Columbus, marketsgroup.org 2026 Elite Institutional CIOs Part 5


SERS Ohio public pension $20B AUM, Columbus Ohio, marketsgroup.org 2026


CIO at Seattle City Employees Retirement System $4.8B Seattle, marketsgroup.org 2026 Elite Institutional CIOs Part 5


Seattle City Employees Retirement System public pension $4.8B AUM, Seattle Washington, marketsgroup.org 2026


CIO at William and Flora Hewlett Foundation $13B Menlo Park, marketsgroup.org 2026 Elite Institutional CIOs Part 5


Hewlett Foundation endowment $13B AUM, Menlo Park California, marketsgroup.org 2026


CIO at Wyoming Retirement System $12.8B Cheyenne, marketsgroup.org 2026 Elite Institutional CIOs Part 5


Wyoming Retirement System public pension $12.8B AUM, Cheyenne Wyoming, marketsgroup.org 2026


CIO at Colorado Public Employees Retirement Association PERA $70B Denver, marketsgroup.org 2026 Elite Institutional CIOs Part 5


Colorado PERA public pension $70B AUM, Denver Colorado, marketsgroup.org 2026


CIO at Illinois State Board of Investment $29B Chicago, marketsgroup.org 2026 Elite Institutional CIOs Part 5


Illinois State Board of Investment public pension $29B AUM, Chicago Illinois, marketsgroup.org 2026


CIO at Orange County Employees Retirement System $27B Santa Ana, marketsgroup.org 2026 Elite Institutional CIOs Part 5


OCERS public pension $27B AUM, Santa Ana California, marketsgroup.org 2026


CIO at EY Pension $30B Stamford, marketsgroup.org 2026 Elite Institutional CIOs Part 5


CIO at Public Employees Retirement System of Mississippi $38B Jackson, marketsgroup.org 2026 Elite Institutional CIOs Part 6


Mississippi public pension $38B AUM, Jackson Mississippi, marketsgroup.org 2026


CIO at ALSAC St Jude Children's Research Hospital $10B Memphis, marketsgroup.org 2026 Elite Institutional CIOs Part 6


ALSAC St Jude endowment $10B AUM, Memphis Tennessee, marketsgroup.org 2026


CIO at Georgia Tech Foundation $3.6B Atlanta, marketsgroup.org 2026 Elite Institutional CIOs Part 6


Georgia Tech Foundation endowment $3.6B AUM, Atlanta Georgia, marketsgroup.org 2026


CIO at San Bernardino County Employees Retirement Association $17B San Bernardino, marketsgroup.org 2026 Elite Institutional CIOs Part 6


SBCERA public pension $17B AUM, San Bernardino California, marketsgroup.org 2026


CIO at Mount Sinai Health System $3B New York City, marketsgroup.org 2026 Elite Institutional CIOs Part 6


Mount Sinai Health System endowment $3B AUM, New York City, marketsgroup.org 2026


CIO at WK Kellogg Foundation $10B Battle Creek, marketsgroup.org 2026 Elite Institutional CIOs Part 6


WK Kellogg Foundation endowment $10B AUM, Battle Creek Michigan, marketsgroup.org 2026


CIO at Pennsylvania Municipal Retirement System $4B Harrisburg, marketsgroup.org 2026 Elite Institutional CIOs Part 6


Pennsylvania Municipal Retirement System public pension $4B AUM, Harrisburg Pennsylvania, marketsgroup.org 2026


CIO at CommonSpirit Health $26.9B San Francisco, marketsgroup.org 2026 Elite Institutional CIOs Part 6


CommonSpirit Health endowment $26.9B AUM, San Francisco California, marketsgroup.org 2026


CIO at Johnson and Johnson $34B New Brunswick, marketsgroup.org 2026 Elite Institutional CIOs Part 6


Johnson and Johnson corporate pension $34B AUM, New Brunswick New Jersey, marketsgroup.org 2026


CIO at San Francisco Employees Retirement System $38.7B San Francisco, marketsgroup.org 2026 Elite Institutional CIOs Part 6


SFERS public pension $38.7B AUM, San Francisco California, marketsgroup.org 2026


CIO at AdventHealth Foundation $27B Altamonte Springs, marketsgroup.org 2026 Elite Institutional CIOs Part 7


AdventHealth Foundation endowment $27B AUM, Altamonte Springs Florida, marketsgroup.org 2026


CIO at Teachers Retirement System of the State of Illinois $80.3B Springfield, marketsgroup.org 2026 Elite Institutional CIOs Part 7


TRS Illinois public pension $80.3B AUM, Springfield Illinois, marketsgroup.org 2026


CIO at David and Lucile Packard Foundation $9B Los Altos, marketsgroup.org 2026 Elite Institutional CIOs Part 7


Packard Foundation endowment $9B AUM, Los Altos California, marketsgroup.org 2026


CIO at Minnesota State Board of Investment $156B Minneapolis, marketsgroup.org 2026 Elite Institutional CIOs Part 7


CIO at New Mexico Public Employees Retirement Association $19.2B Rio Rancho, marketsgroup.org 2026 Elite Institutional CIOs Part 7


NMPERA public pension $19.2B AUM, Rio Rancho New Mexico, marketsgroup.org 2026


CIO at Fire and Police Pension Association of Colorado $8B Littleton, marketsgroup.org 2026 Elite Institutional CIOs Part 7


CIO at Utah State Retirement Systems $64B Salt Lake City, marketsgroup.org 2026 Elite Institutional CIOs Part 7


Utah State Retirement Systems public pension $64B AUM, Salt Lake City Utah, marketsgroup.org 2026


CIO at West Virginia Investment Management Board $29B Charleston, marketsgroup.org 2026 Elite Institutional CIOs Part 7


WVIMB public pension $29B AUM, Charleston West Virginia, marketsgroup.org 2026


CIO at Hackensack Meridian Health Foundation $12B Edison, marketsgroup.org 2026 Elite Institutional CIOs Part 7


Hackensack Meridian Health Foundation endowment $12B AUM, Edison New Jersey, marketsgroup.org 2026


CIO at Arizona Public Safety Personnel Retirement System $25.2B Phoenix, marketsgroup.org 2026 Elite Institutional CIOs Part 7


AZPSPRS public pension $25.2B AUM, Phoenix Arizona, marketsgroup.org 2026


CIO at Public Employee Retirement System of Idaho $27B Boise, marketsgroup.org 2026 Elite Institutional CIOs Finale


PERSI public pension $27B AUM, Boise Idaho, marketsgroup.org 2026


CIO at Florida State Board of Administration $283B Tallahassee, marketsgroup.org 2026 Elite Institutional CIOs Finale


Florida SBA public pension $283B AUM, Tallahassee Florida, marketsgroup.org 2026


CIO at Andrew W Mellon Foundation $8B New York City, marketsgroup.org 2026 Elite Institutional CIOs Finale


Mellon Foundation endowment $8B AUM, New York City, marketsgroup.org 2026


CIO at Massachusetts Pension Reserves Investment Management Board $122.3B Boston, marketsgroup.org 2026 Elite Institutional CIOs Finale


PRIM public pension $122.3B AUM, Boston Massachusetts, marketsgroup.org 2026


CIO at Boeing Company Pension Fund $49B Chicago, marketsgroup.org 2026 Elite Institutional CIOs Finale


Boeing corporate pension $49B AUM, Chicago Illinois, marketsgroup.org 2026


CIO at Employees Retirement System of the State of Hawaii $25.1B Honolulu, marketsgroup.org 2026 Elite Institutional CIOs Finale


Hawaii ERS public pension $25.1B AUM, Honolulu Hawaii, marketsgroup.org 2026


CIO at Employees Retirement System of Texas $44B Austin, marketsgroup.org 2026 Elite Institutional CIOs Finale


ERS Texas public pension $44B AUM, Austin Texas, marketsgroup.org 2026


CIO at Arizona State Retirement System $60B Phoenix, marketsgroup.org 2026 Elite Institutional CIOs Finale


ASRS public pension $60B AUM, Phoenix Arizona, marketsgroup.org 2026


CIO at Rockefeller University $2.5B New York City, marketsgroup.org 2026 Elite Institutional CIOs Finale


Rockefeller University endowment $2.5B AUM, New York City, marketsgroup.org 2026


CIO at Los Angeles Water and Power Employees Retirement Plan $25B Los Angeles, marketsgroup.org 2026 Elite Institutional CIOs Finale


LADWP pension $25B AUM, Los Angeles California, marketsgroup.org 2026


CIO at Michigan State University Foundation $4.2B East Lansing, marketsgroup.org 2026 Elite Institutional CIOs Finale


MSU Foundation endowment $4.2B AUM, East Lansing Michigan, marketsgroup.org 2026


CIO at Utah School and Institutional Trust Funds Office Salt Lake City, marketsgroup.org 2026 Elite Institutional CIOs Finale


Utah SITFO trust fund, Salt Lake City Utah, marketsgroup.org 2026


Live CalPERS page confirms external managers may submit investment proposals through a secure online portal and describes possible triage outcomes.


Live CalPERS page confirms continuous searches for external public-market managers through Nasdaq eVestment, lists minimum qualifications, and gives a direct-proposal fallback for managers below thresholds.


Live NYC Comptroller page confirms the June 12, 2026 Notice of Search for Equity Index Investment Management Products and Services, July 15, 2026 close, consultant database submission requirement, question deadline, contact email, PIN, bureau, and downloadable notice link.


The official page is live and points external managers to a secure online proposal portal.


The official page is live and confirms eVestment registration criteria and direct proposal fallback.


The official notice page is live and confirms the equity-index search, close date, PIN, contact, and notice download workflow.


Owns the open-window response packets that turn allocator signals into routable GTM assets.


Owns the public answer-engine assets that need to satisfy allocator-intent search queries.


Owns the consultant and internal-diligence packet fields that screen managers before outreach converts.


Owns the advisor-facing one-pager, FAQ, subscription, and platform-compatible diligence materials.


The master GTM packet for open windows; should combine deadline, mandate scope, qualification logic, and incumbent/replacement context.


Short packet for CAIS, iCapital, and private-bank advisor workflows.


The screening packet for consultant databases and long-context diligence prompts.


The compact economics and implementation table that allocator screens require.


The workbook that answers downside capture, crowding, peer comparison, and drawdown questions.


The citation-heavy appendix that supports bearish evidence, due-diligence objections, and current-source validation.


The answer-first asset for model-portfolio fit, liquidity, fee, and subscription questions.


The machine-readable schema mirror for entity, strategy, fees, liquidity, and FAQ visibility.


The portable mirror that lets the same claims travel through consultant, advisor, and IC workflows.


July 15, 2026 close with attachment and addendum capture still required.


A live proposal route where total-fund framing and implementation fit matter.


July board items need digesting into approvals, commitments, and manager-change evidence.


Public discovery surfaces for which quant now, QIS versus hedge fund, and diligence red-flag queries.


Structured routes that require fee, liquidity, DDQ, ODD, and subscription-ready materials.


The proposal lead owns the master allocator packet and its deadline-specific variants.


Schema is part of the answer-engine surface, not a separate afterthought.


Consultant screening and internal diligence both depend on a complete packet.


Advisor routing starts with a short, fit-first packet.


The response packet is the source of truth that public answer engines should summarize.


Downside capture, crowding, and peer comparison questions depend on the workbook.


Bearish evidence and source-density checks require primary-source appendices.


Consultant databases need completeness, transparency, and named research people.


Structured routes penalize missing economics or implementation detail.


Advisor and private-bank routes convert when the packet answers fit, liquidity, and operational questions directly.


Platform and advisor discovery start with a concise fit brief.


Allocator response packets must carry economics and capacity terms.


The response packet should embed diligence answers for consultant review.


The response packet needs the numerical evidence workbook to answer allocator questions.


Citations and dated source paths are required to keep the packet defensible.


The same claims need to travel as a portable deck or PDF when a web page is not the intake surface.


The July 15 open window is the highest-priority allocator response packet.


Standing intake is a current route and needs the same packet spine with total-fund framing.


The board digest needs a response-ready wrapper around approvals and manager-change evidence.


Live official page opened on 2026-06-19.


The local queue splits CalPERS into proposal intake and public manager-opportunities surfaces, both of which already have exact target URLs in the repo.


Exact portal URL already appears in the live fetch queue and in the board-packet queue as the direct submission route for external managers.


Exact public-manager-opportunities URL is already known locally and should be kept distinct from the proposal portal.


The queue keeps NYC BAM tied to a July 15 passive-indexing close, but the deeper attachments and addenda still need URL capture.


The Comptroller RFP board page is known, but attachment URLs, addenda URLs, and award-path metadata still need extraction.


The July 16-17 board window is already in the local corpus, but the archive still needs meeting-specific URLs.


The board-material archive URL is known, but the specific agenda, board-book, summary, and recording URLs still need resolution.


The local corpus keeps NYSCRF monthly disclosures and the emerging-manager program as live source-upgrade targets.


The March 2026 disclosure PDF is already known locally and should remain anchored to the disclosure line item.


The program page URL is already known from the queue and should be kept separate from monthly disclosures.


The queue keeps both the quarterly new-manager report and the future-solicitations form as live Florida SBA surfaces.


The report URL is already in the local queue and should stay anchored to the Q1 2026 new-manager tape.


The future-solicitations form is a known URL and should stay distinct from the quarterly report surface.


The UTIMCO meeting-resources archive is already a known source-upgrade anchor for the June 18, 2026 meeting.


The meeting-resources URL is known, but the archive still needs URL-level resolution for agenda, book, and audio rows.


KCERA remains a board-cadence plus negative-RFP monitor and has a known RFP page anchor in the repo.


The RFP page URL is already known locally, but the page must still be checked for an open-cycle flip.


Local pitch-calendar and packet-plan rows keep MassPRIM as a high-value managed-account platform monitor, but the exact official URL remains unresolved.


The repo only proves that a PRIM investments anchor exists; the exact live platform or board/procurement URL still needs resolution.


The exact portal URL is already known and routes external managers into the proposal intake workflow.


The exact manager-opportunities URL is already known and should stay distinct from the proposal portal.


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


The archive URL is known, but the meeting-specific packet URLs still need to be resolved.


The March 2026 disclosure PDF is already known and remains the canonical monthly-disclosure anchor.


The program page URL is known locally and should be resolved separately from the monthly disclosure tape.


The quarterly report URL is already known and anchors the new-manager tape.


The future-solicitations form is a known URL and should stay separate from the quarterly report route.


The meeting-resources archive URL is known, but the meeting-specific rows still need URL resolution.


The RFP page URL is already known, but the page still needs live checking for an open-cycle flip.


The corpus points to a PRIM investments anchor, but the exact official managed-account or PCS URL still remains unresolved.


Exact URL already exists locally, but the intake portal is live enough that current verification is still the right next step.


The exact page URL is already in the repo, but the discovery screen still needs current validation.


The landing page is known, but the attachment and addendum URLs still need live confirmation.


The archive URL is known locally, but the meeting-specific packet still needs current URL-level resolution.


The exact PDF is already known locally, so the task is mainly to preserve the canonical URL and file name.


The program URL is already known in the repo, and the task is to preserve the routable page name.


The quarterly-report URL is already resolved in the repo, so this task is mostly a naming and anchoring step.


The form URL is known locally, but its live notification behavior still needs a current check.


The meeting-resources URL is already known, but the live archive still needs row-level URL resolution.


The RFP page URL is already known locally, but the page still has to be checked for an open-cycle change.


The repo only gives a PRIM investments anchor and a procurement-level monitor, so the exact live URL still needs resolution.


Speaker roster extracted from the 2025 Milken Global Conference file; it adds allocator, private-bank, consultant, and event-operator names not reinforced in ticks 67-69.


Goldman Sachs private-wealth leadership node from the conference roster; a direct route into private-bank distribution and UHNW workflow.


ILPA head on the roster; useful because LP-association channels influence institutional allocator standards and education.


Albourne leadership node from the roster; a consultant QDD surface that can shape manager screening before allocator review.


SWIB allocator seat with private-markets and funds-alpha responsibility; strong public-pension manager-selection contact.


Victorian Funds Management Corporation leadership node; a public allocator route outside the US public-pension set.


Hostplus chief executive on the conference roster; useful as an Australian superannuation allocator contact.


Norges Bank Investment Management Singapore leadership node; a sovereign allocator route with Asia coverage.


Northwestern Mutual CIO node from the roster; a large insurance allocator route with measurable manager-selection power.


Lockheed Martin CIO node from the roster; a corporate allocator seat that can influence outsourced-manager and alternatives review.


Mubadala Capital investment leadership node; a manager-and-allocator hybrid with access implications across private equity and alts.


Invesco private-markets leadership node; a manager-side route that can still influence allocator packaging and distribution.


Guggenheim Investments president node from the roster; a manager-side executive with allocator adjacency.


Milken Institute CEO and event operator node; important because event control influences speaker access and curator adjacency.


Milken Institute International event-operator node; useful for routing through conference and international-program surfaces.


Milken Institute Finance operating node; a content-and-program gatekeeper rather than a direct allocator contact.


CAIA leadership node from the roster; an event-operator and credentialing surface that shapes allocator education and conference access.


Private-wealth distribution channel anchored by Meena Flynn.


LP association surface anchored by Jennifer Choi.


Consultant gatekeeper surface anchored by John Claisse.


Public allocator tied to Anne-Marie Fink.


Australian public allocator tied to Kate Galvin.


Australian superannuation allocator tied to David Elia.


Sovereign allocator tied to Sumer Dewan's Singapore office leadership.


Insurance allocator tied to Jeb Bentley.


Corporate allocator tied to Paul Colonna.


Hybrid allocator-manager surface tied to Oscar Fahlgren.


Manager-side private-markets platform tied to R. Scott Dennis.


Investment manager platform tied to Dina DiLorenzo.


Operator surface tied to Richard Ditizio and the event programming layer.


International-program surface tied to Laura Deal Lacey.


Program surface tied to Matthew Aleshire.


Credentialing and allocator-education surface tied to John L. Bowman.


Listed in the Milken Global Conference 2025 speaker roster.


Co-Head, Global Private Wealth Management.


Executive Vice President, Chief Investment Officer.


Chief Investment Officer and Global Head of Private Equity.


Roster-derived from the Milken speaker list; Meena Flynn was not named in ticks 67-69.


Roster-derived from the Milken speaker list; Jennifer Choi was not named in ticks 67-69.


Roster-derived from the Milken speaker list and event roster depth file; John Claisse was not named in ticks 67-69.


Roster-derived from the Milken speaker list; Anne-Marie Fink was not named in ticks 67-69.


Roster-derived from the Milken speaker list; Kate Galvin was not named in ticks 67-69.


Roster-derived from the Milken speaker list; David Elia was not named in ticks 67-69.


Roster-derived from the Milken speaker list; Sumer Dewan was not named in ticks 67-69.


Roster-derived from the Milken speaker list; Jeb Bentley was not named in ticks 67-69.


Roster-derived from the Milken speaker list; Paul Colonna was not named in ticks 67-69.


Roster-derived from the Milken speaker list and event-roster depth file; Richard Ditizio was not named in ticks 67-69.


Roster-derived from the Milken speaker list; John L. Bowman was not named in ticks 67-69.


Derived from the board-packet queue, pitch calendar, and the recovered public-pension CIO batch.


The batch files expose multiple endowment offices with named investment leads, including U.S. and APAC routes.


The local allocator batches name both large and smaller foundation seats with direct CIO coverage.


Healthcare and hospital signals in the local repo show both direct investment leadership and operating-margin-driven review windows.


New Zealand Superannuation Fund, KENFO, and Public Investment Fund each have distinct sovereign-style intake or manager-gate evidence in the local repo.


European insurance allocators and the AAA general-account route give the corpus enough specificity to treat insurer access as a distinct channel.


Tsao, AP Family Office, the Maktoum private office, Wynnes, and the Nahyan private department all appear as direct routes in the batch files.


Board agendas, committee packets, and named CIO seats in the local corpus make mid-sized public pensions more actionable than broad state-plan labels.


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


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


The corpus distinguishes a hospital-related alternatives allocator and a separate healthcare-system review-window allocator, which are both better treated as named routes than as generic healthcare labels.


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


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


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


MSBI is a large state investment board with a named CIO and a direct public-pension routing path.


FPPA is a public safety pension with a CIO-led alternatives history, making it a useful smaller-plan route.


URS is a large state retirement system with a named CIO and a clean public-pension manager-review path.


WVIMB is a distinct public-plan allocator with a long-tenured CIO and a clear institutional review surface.


PSPRS is a public safety pension where the CIO seat and alternatives language make the route more specific than a generic public-plan label.


ERS Texas appears in the allocator corpus as a named state system and should stay separate from TRS and other Texas plans.


A named endowment investment office with a direct CIO route, useful as a smaller-but-real endowment target.


The corpus treats Michigan State University Foundation as a named endowment allocator with CIO coverage.


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


ANU is a named APAC endowment with a director of the investment office and a straightforward institutional route.


SUSS is a named APAC endowment with a visible investment-office lead.


Mellon is a named foundation allocator with a CIO route in the local corpus.


The Nobel Foundation is a smaller, multi-asset foundation allocator with a named CIO.


The Jockey Club Foundation is a named APAC foundation route with an investment head in the corpus.


The local corpus treats Mass General Brigham as a review-window allocator where investment returns still matter to net income.


ALSAC is the cleanest hospital-endowment route in the corpus and has a named internal investment lead.


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


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


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


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


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


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


AAA Auto Club Group is tracked in the corpus as an insurance portfolio with a dedicated alternatives lead and a general-account-friendly alternatives lens.


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


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


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


Wynnes is a family-group allocator in the APAC batch and is cleaner as a named route than a generic family-office bucket.


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


Board and CIO evidence are present in the local corpus.


Smaller public-pension route with CIO-led alternatives history.


Named CIO seat makes the route actionable.


Long-tenured CIO and a discrete institutional allocator.


Public-safety pension with explicit CIO coverage.


Separate Texas state-system route from TRS.


Named university endowment with CIO coverage.


Foundation-side endowment route with CIO coverage.


State trust endowment route with a named CIO/director.


APAC university endowment route with an investment-office lead.


Named APAC endowment with a visible investment-office head.


Named foundation allocator with CIO coverage.


APAC foundation route with an investment head in the batch.


Review-window allocator where operating margin and CIO transition make the route relevant.


Hospital-related alternatives allocator with a named investment lead.


Sovereign pool with external-mandate language in the calendar.


German sovereign-like pool with a CEO/CIO route.


Sovereign allocator with a dedicated manager-gate path.


Life-insurance allocator with a named asset-management CIO.


Insurance general-account route with a dedicated alternatives lead.


Named family-office route in the APAC batch.


Founder-led family-office route in the APAC batch.


Direct Middle East family-office route with named CIO coverage.


Family-group allocator route in the APAC batch.


Private-department family capital route with a group-chief-executive lead.


Routes dated windows and standing intake surfaces into the pitch calendar before they decay into stale monitor rows.


Standing secure proposal portal for near-term manager intake and diligence follow-up.


Standing manager-opportunities surface with eVestment fallback and contract-rollover watch.


Public equity passive-indexing search with a hard July 15, 2026 deadline and replacement-cycle evidence.


Monthly disclosure cadence exposes manager hires, transactions, and placement-agent activity.


Program page signals eligibility, graduation, and direct-allocation routing for smaller or newer managers.


Board books, summaries, and recordings are the best local cue for commitments, approvals, and manager changes.


Current page says there are no RFPs in proposal stage, which is still useful as a live negative signal.


Vendor-interest form can route a manager into future solicitation alerts before a formal search opens.


Quarterly report surface captures fresh allocations and manager onboarding activity.


Alternative-assets registration page supports an ongoing pre-RFP manager intake path.


Public registration/login path for the MENA External Managers Program.


Direct proposal intake is the fastest live route and should be prioritized before broader outreach.


Standing manager-registration and roster-watch surface should stay in the weekly refresh loop.


The July 15 search deadline is a hard open window and should stay at the top of the action stack.


Monthly disclosure cadence is a recurring source of hire, termination, and placement-agent signals.


Emerging-manager graduation and direct-allocation windows are recurring capital-deployment cues.


Board books and recordings can surface approvals, commitments, and manager changes before headlines do.


Future-solicitation intake is a pre-RFP notification path and should be kept live.


New-manager reports are the matching onboarding tape for fresh allocations.


GPIF remains a standing registration gate even without a formal near-term RFP.


PIF Managers Gate is a standing external-manager gate and should be treated as always-on intake.


The search is surfaced through the Comptroller's solicitation board.


Disclosure cadence and emerging-manager routing together show both transaction history and future capital-deployment logic.


Future-solicitation notifications and quarterly new-manager reports are complementary Florida SBA intake surfaces.


The corpus treats Mercer as a thin public-search consultant row that still needs named contacts and workflow fields before it becomes a routable intake surface.


Chicago-area RFP rows route through Callan and adjacent RFP networks, making it a hidden gatekeeper for institutional manager screening.


NEPC is treated as a consultant gatekeeper where manager research, OCIO workflow, and alternatives language matter.


Aksia is modeled as a specialist manager-portal and ODD surface rather than generic institutional consulting.


Wilshire is split in the corpus between alternatives managed accounts and governance/risk oversight.


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


Albourne is modeled as a specialist consultant across hedge funds, private equity, private credit, real assets, and risk premia.


CAPTRUST is modeled as a hidden gatekeeper for outsourced capital, with intake mechanics still needing proof of direct manager screening.


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.


The corpus keeps this route monitor-only until a public report page, research note, or event page is surfaced.


UBS family-office pages matter when they expose report cadence, allocator language, and segment routing.


B2B network row used for family-office member, sponsor, speaker, and audience routing.


Family-office route referenced in the corpus but not yet deeply normalized.


APAC alternatives and funds-selection surfaces are used as direct private-bank distribution and event routes.


APAC/Middle East distribution source family with thin entity and person depth.


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 answer engine where source density, current web evidence, and primary-source ratio matter for allocator questions.


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


Permissioned internal memo, meeting-note, and spreadsheet retrieval layer.


Enterprise search layer that depends on canonical titles, tags, DDQ history, ODD notes, and committee decisions.


Workflow retrieval layer that needs epics, roadmap updates, meeting outputs, and implementation context.


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.


Callan alternatives consulting lead and first-touch route for institutional searches.


Mercer research lead surfaced in the consultant packet as a manager-research influence node.


Cerity/Verus leadership contact and named gatekeeper.


CAPTRUST founder and leadership contact.


Family-office CIO contact with a visible content and event route in the corpus.


Mercer research lead used for manager-research routing and query-pack framing.


Callan alternatives consulting lead used as a first-touch route for institutional searches.


Named gatekeeper for the combined Cerity/Verus institutional consulting route.


CAPTRUST founder and leadership contact for fiduciary routing.


Family-office CIO route for member-firm, sponsor, and event follow-up routing.


Both are consultant gatekeepers that shape manager discovery and screening language.


Aksia and NEPC both sit in the consultant-screening and ODD workflow lane.


Wilshire and Aksia both route through manager-research and ODD-style packet fields.


Both are advisor-facing alternatives surfaces where subscription, fit, and education copy decide visibility.


Both are private-wealth allocator education surfaces with report and research language.


Both are family-office conference and network owners used for sponsor and speaker routing.


Both drive private-wealth conference and intelligence routes across APAC and global family-office audiences.


Both are APAC/Middle East advisor-education and event routing surfaces.


Both are public answer engines, but they differ in source presentation and indexing behavior.


Both are decision-maker-facing answer engines that reward structured, cited, current evidence.


Both surface permissioned diligence material rather than only public web pages.


Both retrieve enterprise knowledge-base context that can shape internal investment memos and committee workflows.


Both are research workflows where provenance, timestamps, and clean entity resolution matter.


Both are professional finance research workflows where traceable evidence and data lineage matter.


The July 15 passive-indexing close is live in the pitch calendar and the notice page now needs the PDF, addenda, and consultant-database names pinned.


The notice page confirms the equity-index search, the July 15, 2026 close, the consultant database submission requirement, and the downloadable notice workflow.


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


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


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


The July 16-17 board window is active and the archive still needs meeting-specific URLs for the packet.


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


The monthly disclosure tape is the current row-level source for hires, terminations, and placement-agent activity.


The March 2026 disclosure PDF is the canonical row-level source for transaction normalization.


The Q1 new-manager report and future-solicitation form are the two open intake surfaces in the corpus.


The quarterly report surface captures fresh allocations, manager onboarding, and selection-date detail.


The form routes vendor interest into solicitation notifications before a formal search opens.


The meeting-resources archive exposes the June 18, 2026 board agenda and the supporting archive rows.


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


The RFP page remains a negative monitor until the page flips to an open procurement cycle.


The current page is the official RFP monitor surface and should be rechecked for any open-cycle change.


The corpus points to a PRIM investments anchor, but the exact manager-facing managed-account URL is still unresolved.


The official record still needs a board, procurement, or platform document proving the managed-account route.


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


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


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


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


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


The quarterly report is the onboarding tape for new allocations and manager selection.


The form is the pre-RFP notification path for future solicitations.


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


The RFP page is the live negative monitor for any change from no-open-RFP status.


The managed-account route cannot be treated as manager-facing until an official source proves it.


Central allocator node for CIO-change, allocation-shift, and board-motion validation in the local corpus.


Recurring agenda surface that exposes motions, presenters, and closed-session headers before formal search pages do.


Standing manager-search surface for qualified public strategies and a direct fit for systematic or liquid alternatives.


Direct proposal route that can stay live outside a formal RFP cycle.


Canonical hedge-fund exit case in the local allocator corpus.


High-liquidity-pressure endowment node with hedge-fund expansion and private-market overweight context.


Allocator node whose monthly disclosures and emerging-manager lane reveal hire/termination and fresh-capital signals.


Monthly disclosure surface that can expose manager hires, terminations, placement-agent usage, and capital movements.


Standing route that matters when a manager is moving from monitor to direct allocation visibility.


Consultant-consolidation node that changes routing for allocator introductions and diligence.


Replacement-motion example where a risk-mitigation sleeve can be refilled, redesigned, or closed.


Liquid-credit termination case that can open a replacement slot for relative-value or systematic fixed-income managers.


Platform-buildout node that changes how systematic and macro sleeves can be implemented and routed.


Platform-launch case that shows how wealth distribution shifts toward operationally packaged alternatives.


Consultant/platform surface that shapes manager screening and RFP workflow for outsourced capital.


Board archives expose motions, presenters, and closed-session references before a manager search is obvious.


The standing eVestment path is the direct manager-qualification surface for public-market strategies.


The secure proposal portal remains a live intake route even outside a formal solicitation cycle.


Monthly disclosure rows are the clearest way to spot hire, termination, and placement-agent motion.


The emerging-manager lane is the standing route for smaller or newer managers with credible fit.


Both sit in the consultant/OCIO layer where manager introductions can be rerouted after platform consolidation.


Private-market overweight and liquidity pressure make managed-account and completion-style packaging more relevant.


Both are packaging or platform routes where operational fit matters as much as raw strategy merit.


The graph now has enough breadth that incremental value comes from turning ranked rows into exact packet work, SME scripts, and testable AEO/GEO prompts.


The search and deadline are verified, but the full notice PDF, attachments, addenda, consultant database names, and award path remain the conversion-critical missing fields.


The official proposal and public-manager opportunity surfaces are verified, but the manager-specific AUM, GIPS, track-record, contact, and direct-proposal fallback fit must be turned into a go/no-go checklist.


The corpus has VRS, SURS, UC, NYC BAM, CalPERS, Harvard, NYSCRF, and MassPRIM motion signals, but several need official-source or SME confirmation before being pitched as current buyer demand.


The graph already names answer engines and workflow tools; the next gap is a deterministic query matrix with expected answer, source pack, and failure mode.


NYC BAM is the highest-ranked hard-deadline replacement-cycle row.


CalPERS has verified standing surfaces and strong graph centrality.


Replacement claims convert only when official packets or SMEs confirm reason, sleeve, and refill path.


AEO/GEO value depends on testing exact decision-maker prompts against prepared packet assets.


The 2017-to-2026 contract-expiry cycle is the strongest verified replacement-motion example.


CalPERS eVestment and direct proposal fields should be mirrored into public and private retrieval surfaces.


Replacement-motion case where a risk-mitigation sleeve can be refilled, redesigned, or closed.


Liquid-credit termination case that can open a replacement slot for relative-value or systematic fixed-income managers.


Watchlist case after early losses and talent departure, useful for replacement follow-on diligence.


Weekly SME call-script and board-agenda monitor for terminations, watchlists, and contract renewals after underperformance.


Roster and opportunities page that can expose contract rollover, replacement, extension, or reissue timing.


Recurring archive where committee items, presenters, motions, and closed-session references can surface manager-review windows first.


Official search launched June 12, 2026 with a July 15, 2026 deadline and an explicit replacement cycle from expiring contracts.


Consultant coverage and RFP visibility surface where manager-selection rigor, transparency, and operating evidence matter.


Monthly disclosure surface that can reveal manager hires, terminations, placement-agent usage, and amount fields before commentary does.


A direct termination row is a trigger for replacement-capital monitoring and SME verification.


A liquid-credit termination can open follow-on replacement diligence if the capital remains in play.


Persistent underperformance and talent loss are watchlist inputs for replacement follow-on demand.


Consultant review language has to match first-screen filters: selection rigor, transparency, and operating evidence.


Roster timing can expose consultant contract rollover, replacement, extension, or reissue windows.


Board motions and closed-session references often surface manager-review windows before a formal search page.


An explicit replacement search proves that dated contract expiry can create a pitch window even without a performance crisis.


Monthly transaction rows help distinguish true hires and terminations from routine position changes.


Consultant gatekeeper surface that is under-modeled in the recent ticks for marketable-credit and manager-research routing.


Alternatives and RFP gatekeeper surface with separate leadership and research influence points.


Allocator-facing alternatives channel where research leadership and alternatives leadership should be modeled separately.


Research-driven manager-visibility gate that can shape shortlist access before formal commitment windows.


Specialist screening and ODD platform with multiple distinct people-based influence points.


Consultant and implementation rail with region-specific research leads and fintech/implementation ownership.


OCIO and alternatives platform where CIO and risk/operations roles split the decision path.


NEPC research and allocation lead tied to portable-alpha and hedge-fund-adjacent sleeves; not reinforced in ticks 67-71.


Callan leadership and research contact that can shape internal search framing and consultant workflow.


Callan research leader who can influence shortlist construction and the search brief.


Cambridge research head that can move manager visibility and meeting cadence.


Aksia hedge-fund screening lead and a cleaner first-screen route than the generic platform label.


Aksia hedge-fund screening lead with a distinct person-level route inside the platform.


Aksia ODD lead whose workflow should be modeled separately from hedge-fund screening.


Aksia ODD lead and an independent operational-filter contact.


Aksia operational-due-diligence lead and a direct diligence gatekeeper for manager onboarding.


Aksia advisory node that bridges hedge funds, private credit, and consultant screening.


Albourne implementation and data-fluency contact that should be modeled as a platform-edge rather than a generic research role.


Albourne regional research lead and an Asia routing point that is easy to miss in US-centric coverage.


Wilshire CIO and platform decision-maker for manager selection, distinct from the alternatives managed-account team.


Wilshire risk and operations filter for alternative mandates and a separate access route from CIO outreach.


NEPC Head of Marketable Credit and Multi-Asset Investments.


Cambridge Head of Global Investment Research.


Aksia Co-Head Operational Due Diligence.


Aksia hedge funds and private credit advisory contact.


Albourne Head of Fintech and Implementation.


Albourne Region Head of Asia and Senior Portfolio Analyst.


Wilshire Head of Operations and Risk Management.


Uses public answer engines and finance workspaces to compare managers on downside capture, crowding, capacity, drawdown control, and operational risk.


Uses consultant databases and RFP workflows to screen manager fit, operational diligence, and consultant-ready narrative quality.


Uses advisor platforms and private-bank surfaces to test model-portfolio fit, fee and liquidity clarity, all-in economics, and subscription readiness.


Uses research workspaces and citation-heavy search tools to assemble transcript, filing, attribution, and methodology evidence.


Uses internal search and permissioned workstream tools to retrieve current memo, notes, spreadsheets, and decision logs.


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


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


Citation-forward answer engine where source density, current evidence, and primary-source ratio matter for allocator questions.


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


Enterprise workstream pack surface that depends on current memo, meeting notes, spreadsheets, and decision logs.


Enterprise search layer that depends on canonical titles, tags, DDQ history, ODD notes, and committee decisions.


Workflow retrieval layer that needs epics, roadmap updates, meeting outputs, and implementation context.


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.


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.


Must carry exact entity naming, dated claims, strategy summary, risk controls, fees, liquidity, AUM, and contact points.


Should answer why quant now, quant versus bank QIS, capacity, crowding, drawdowns, fees, liquidity, and transparency.


Structured data should mirror visible text so Google, ChatGPT Search, and Claude can resolve the entity and the answer cleanly.


Should mirror the main thesis page for human forwarding, deep research ingestion, and committee circulation.


Should include due-diligence answers, operational controls, service-provider details, transparency evidence, and a clean data-room index.


Should expose all-in economics, liquidity terms, capacity constraints, and manager-change implications in a compact table.


Should provide period-aligned returns, factor exposures, drawdown history, stress results, and attribution logic.


Should preserve quote-backed transcript references, filing references, expert call notes, and dated source paths.


Should explain portfolio role, liquidity/fee explainer, model-portfolio fit, and advisor FAQ in a concise format.


Should package fund data, subscription workflow, reporting artifacts, and advisor education copy for iCapital and similar rails.


Should carry strategy taxonomy, track record, risk metrics, ESG or ops controls, capacity, fees, liquidity, and contact fields.


Should normalize DDQ history, ODD notes, committee decisions, naming aliases, and meeting artifacts for enterprise search.


Should expose the live IC memo, meeting notes, spreadsheet tables, and decision log to Copilot-style retrieval.


CIOs start with broad manager discovery and comparison questions before moving into deeper diligence.


Google AI surfaces capture high-intent public search queries and current-source summaries.


Perplexity-style answers can shape first-pass allocator impressions through citation-forward summaries.


Claude is useful for long-context diligence prompts and memo drafting when primary-source appendices are available.


Terminal-native research matters for market data, filings, and event-path validation.


CIOs compare returns, attribution, and transcript-backed evidence in finance workspaces.


AlphaSense is useful for document-heavy evidence, filings, transcripts, and slide-ready research packs.


Consultants screen manager databases and prefer structured strategy, return, fee, liquidity, and capacity fields.


Aksia-style screening depends on DDQ, ODD, risk reporting, and clean named research contacts.


AlphaSense helps assemble cited research packs and transcript or filing references for consultant screens.


Bloomberg is relevant for market data, filings, and event-path validation.


FactSet supports portfolio analytics, attribution, and transcript review.


Claude can generate long-form DDQ drafts, ops checklists, and comparison matrices from dense source packets.


Advisor-facing alternatives discovery needs model-portfolio fit, liquidity, and fee clarity.


iCapital routing depends on subscription workflow, platform-compatible fund data, and diligence metadata.


Public answer engines often start the advisor research path before platform-specific diligence.


Google summary surfaces often capture the first pass of advisor-intent discovery.


Analysts use AlphaSense to assemble cited research packs, executive Q&A, and evidence blocks.


Analysts use Bloomberg workflows for traceable numbers and event or filing paths.


FactSet supports transcript review, attribution, and period-aligned analytics.


Claude can synthesize the source appendix, red flags, and counterevidence into a memo.


Copilot retrieves the current memo, meeting notes, spreadsheets, and decision log.


Glean retrieves canonical titles, tags, DDQ history, ODD notes, and committee decisions.


Rovo retrieves Confluence and Jira context, including epics, roadmaps, and meeting outputs.


Answer-first engine should land on concise FAQs and comparison tables.


Structured schema helps the answer engine resolve entity names, fees, liquidity, and product context.


A portable mirror helps forwarding and committee circulation after the first answer.


Google summary surfaces prefer a clean, indexable hub with exact entity naming and dated claims.


Google AI retrieval is stronger when semantic headings and comparison tables are present.


Schema helps entity disambiguation and current evidence selection.


Perplexity benefits from source-rich, current pages with explicit citations.


Citation-forward workflows reward transcript and filing references.


Comparison tables and concise explainer blocks increase retrieval quality.


Long-context synthesis needs a complete diligence packet to answer process and operations prompts.


Claude can reason over period-aligned performance and factor tables when the workbook is clean.


Primary-source appendices and counterevidence keep long-context answers grounded.


Permissioned retrieval works best when the current memo, notes, sheets, and log are bundled together.


Enterprise search benefits from canonical naming, DDQ history, ODD notes, and committee decisions.


Confluence and Jira retrieval needs canonical titles, tags, epics, and meeting outputs.


Rovo can route both the working packet and the retrieval pack for committee tracking.


AlphaSense favors cited research packs, transcript references, and slide-ready evidence blocks.


A well-structured DDQ and ODD packet gives AlphaSense more complete diligence context.


Slide-ready evidence blocks and portable mirrors help the document-search workflow.


Bloomberg workflows need traceable numbers, factor tables, and clean portfolio-risk summaries.


Terminal-native research benefits from a compact schedule that includes implementation constraints.


Event paths and filing references matter for reproducible finance answers.


FactSet workflows require attribution, benchmark charts, and period alignment.


Quote-backed transcript summaries need the supporting appendix.


A diligence packet helps FactSet-style workflows connect operational facts to performance context.


Advisor-facing alternatives discovery works best with concise portfolio-fit language and liquidity explanation.


Platform routing depends on subscription workflow, DDQ fields, reporting artifacts, and advisor education copy.


iCapital routes depend on subscription workflow, fund data, and diligence metadata.


Private-wealth advisors need model-portfolio fit, fee, and liquidity clarity before subscription.


All-in economics and capacity terms should be visible in the platform packet.


Consultant search depends on structured strategy, return, AUM, capacity, fee, liquidity, and contact fields.


Mercer-style screening needs all-in economics and capacity terms in a compact view.


Aksia screening depends on DDQ, ODD, and service-provider details.


Risk reporting and drawdown context need a numerical workbook.


Named research people and supporting evidence should stay tied to dated source notes.


Rows with official intake, live deadline, or official recurring disclosure cadence can drive immediate packet work and outreach.


Rows with trade-press, weak-source, monitor-only, or historical evidence stay in proof mode until an official packet or SME confirms current buyer action.


The immediate sprint should produce artifacts, not general research: NYC BAM response packet, CalPERS go/no-go checklist, NYSCRF monthly tape, and AEO/GEO query matrix.


VRS Orchard, SURS long-vol, Taproot, MassPRIM PCS, Chicago/Callan, St. Jude/ALSAC, and prime-broker rows need proof fields before promotion.


Pitch-now rows should become packet artifacts immediately.


Monitor rows need proof fields and downgrade labels before outreach.


A monitor row can only move to packet sprint after official-source or SME verification.


The July 15 passive-indexing close is live in the pitch calendar and should be turned into a single response packet rather than a loose search note.


The official page confirms the equity-index search, July 15, 2026 close, consultant-database submission requirement, question deadline, contact email, PIN, bureau, downloadable notice link, participating systems, and the adjacent product scope.


The current gap is not the headline deadline; it is the conversion-critical field set: notice PDF, addenda, attachments, consultant-database names, submission method, question deadline, scope, participating systems, award path, and replacement-cycle proof.


The local corpus treats the 2017-to-2026 replacement cycle as the evidence that converts the search from a notice into an actionable replacement window.


The notice page points to consultant-database submission by July 15, 2026 at 11:59 PM EST, but the database names and exact submission method still need to be pinned into the packet.


The notice scope explicitly names cap-weighted, smart-beta, alt-weighted, ESG, and carbon index products, which creates adjacent positioning for systematic index managers beyond a narrow passive-only framing.


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


The notice page provides the live requirement surface, but the packet still needs the missing document-level and award-path fields normalized.


The response packet should carry the 2017-to-2026 replacement-cycle evidence so the search is framed as an actual refresh window.


The submission workflow needs the consultant-database names and exact submission method before the packet is operational.


The scope language supports adjacent systematic index outreach in cap-weighted, smart-beta, ESG, and carbon variants.


Local pitch-calendar and triage rows keep VRS on the replacement watchlist, but the Orchard claim still needs a primary allocator record.


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


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


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


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


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


The local corpus still has a merged Chicago cluster that must be split into plan-level routing before outreach.