Goldman Sachs Prime Services allocator survey


Build segmented pitch lists for E&F and family-office allocators; message away from long/short equity toward absolute-return and quant consistency.

Endowments, foundations, and family offices


alpha capture / multi-strategy replication


Monitor CPPIB and similar SMA/seed allocators for replacement or follow-on demand if Taproot underperformance persists; pitch differentiated alpha capture controls and founder/team stability.


Treat Goldman cap-intro as a launch-channel influencer; prepare SMA-specific one-pager and allocator qualification criteria.


Use QIS adoption as wedge messaging: allocators already accept systematic rules-based exposure, but may need differentiated alpha, capacity, risk controls, and non-bank implementation.

Quantitative investment strategies market


3% of $2.1B portfolio shifted to Goldman Sachs QIS

Monitor for follow-on systematic allocations and benchmark against bank QIS; potential pitch angle is independent quant hedge fund implementation versus bank-packaged QIS.


Offer an SMA-compatible pitch path with transparency, custom risk limits, liquidity terms, and reporting; prepare responses on exclusivity and shadow-alpha protection.


Create source-backed answer pages for allocator questions: why quant now, capacity, drawdown control, explainability, data lineage, fees, SMA terms, operational risk, and comparison versus bank QIS.

ChatGPT
Gemini
Claude
Perplexity
Google AI Overviews


For quant gatekeepers, emphasize clean structured data, explainability, repeatability, and controlled research environment rather than generic AI claims.


Monitor ChatGPT answers for prompts like 'best quant hedge funds for endowments', 'SMA quant hedge fund managers', and 'quant hedge fund versus QIS'. Build pages that include concise claims, citations, risk caveats, and comparison tables.


Prioritize Google-indexable, structured, citation-rich content; monitor AI Overview inclusion for allocator-intent queries because source retrieval differs sharply from traditional search.


Track citation visibility in Perplexity for source-seeking allocator queries; earn third-party mentions because citation engines tend to surface corroborating external sources.


Monitor Claude as a workplace-research surface, especially for long-form diligence prompts and investment memo drafting; public finance decision-maker usage by platform remains indirect.


Unify messaging across website, blog, media, YouTube/podcast transcripts, LinkedIn, and Reddit-like public discussions; inconsistent claims can be synthesized badly by AI search.


Monitor negative/incorrect AI answer sentiment monthly across Google AI Overviews and ChatGPT; create rebuttal pages for fees, black-box risk, crowding, capacity, drawdowns, and backtest overfitting.


large public pension exits hedge funds when complexity, costs, scale fit, and governance burden outweigh perceived diversifying value

Ask SME whether this decision still influences public pension aversion to hedge funds, and whether newer quant/QIS structures avoid the same objections.


allocator terminates crisis-alpha hedge because it believes cheaper/better alternatives exist, even shortly before/around a major stress event

Ask SME whether tail-risk termination decisions are driven more by premium bleed, governance optics, implementation cost, or consultant model assumptions.


lockup change plus drawdown creates investor dissatisfaction but not immediate redemption path; useful for identifying allocators trapped in underperforming liquidity terms

Ask SME how allocators treat funds that gate or extend lockups before drawdowns, and what pitch materials replacement managers need when liquidity is constrained.


leadership transition plus relative underperformance versus peer cohort can create allocator review pressure even for brand-name managers

Ask SME whether Tiger Cub peer-relative underperformance translates into actual reallocations, reduced tickets, or only watchlist pressure for large brands.


large multimanager platforms shift influential PMs from book-running to talent development, suggesting talent engine and platform capacity are allocatable diligence themes

Ask SME whether allocator diligence on multimanagers now weights talent development, PM churn, and pod capacity more than individual PM track record.


organizational restructuring at scaled hedge fund can happen during good performance and should be treated as platform-evolution signal, not only distress

Ask SME whether allocator reactions to hedge fund layoffs differ when performance is strong versus weak, and which operational diligence questions follow.


public pension active-management controversy can create receptivity to transparent, benchmark-aware, lower-governance-burden quant structures

Ask SME whether active-management criticism at public pensions increases appetite for systematic strategies, passive-plus overlays, QIS, or transparent risk-premia products.


large drawdowns plus repeated losing years can rapidly shrink high-profile macro funds, creating allocator memory around macro downside and key-person concentration

Ask SME which historical macro drawdowns allocators still bring up in diligence, and whether systematic macro is evaluated as an antidote or as the same risk bucket.

macro hedge fund drawdown / asset shrinkage


large endowment shuts internal hedge fund activity when staffing model, governance, and performance issues outweigh perceived control benefits

Ask SME whether closure was primarily performance, staffing model, governance friction, compensation optics, or a shift back toward external managers.


when portfolio cleanup or liquidity pressure rises, large endowments may sell older illiquid assets through secondary advisers rather than wait for natural distributions

Ask SME whether the sale was liquidity raise, portfolio cleanup, de-risking, governance simplification, or manager-roster rationalization.

private equity / venture capital / real estate secondaries


concentrated hedge fund exposure can create public board pressure and fast policy reassessment after a crisis loss

Ask SME whether the 2009 loss led to policy-limit changes, manager replacement, consultant changes, or just public criticism.


redemptions often show up first as gates or withdrawal limits before broader shutdown, sleeve cuts, or AUM collapse

Ask SME whether withdrawal limits were treated by allocators as temporary liquidity bridge, permanent breach of trust, or immediate replacement trigger.


high leverage and redemptions can convert a drawdown into a full closure within one cycle

Ask SME whether investors were redeeming before closure, whether leverage was cut by counterparties, and which diligence warning signs were visible.


extreme leverage in crowded relative-value trades can force a system-level unwind instead of an ordinary redemption cycle

Ask SME which LTCM lessons still appear in allocator diligence for quant relative-value managers: leverage, crowding, liquidity, counterparty terms, or model risk.


large macro shops may respond to drawdowns by de-risking or restructuring the vehicle rather than simply trimming positions

Ask SME whether allocator comfort improved after de-risking, and whether de-risking was driven by investor demand, manager departures, or risk-control failure.


gates tend to appear when a manager is trying to avoid forced selling into stressed markets, but allocators may read them as liquidity and trust failures

Ask SME whether gates preserved enough value to recover or only delayed an eventual allocator exit or strategy cut.

Fortress Investment Group / Drawbridge Global Macro


Create long-form citation-rich diligence pages for allocator prompts: quant fund comparison, QIS versus hedge fund, drawdown controls, capacity, fees, ODD, and data lineage.


Track ChatGPT Search citations for allocator-intent queries and ensure canonical pages have dated claims, source links, comparison tables, and concise answer-first sections.


Treat Google AI Overviews as the highest-reach passive answer surface; monitor inclusion and source selection for quant allocator queries weekly.


For Claude-facing diligence, publish spreadsheet-ready tables, PowerPoint-ready summaries, and source-attributed claims that can survive investment memo workflows.


Optimize for source-backed comparison and diligence queries; Perplexity-style answers reward clean external citations and corroborating third-party sources.


Monitor whether Bloomberg-native summaries mention the manager, strategy, peers, and key risks; public web AEO alone may not reach Terminal-native research.


Prepare content that can be consumed by analyst workflow tools: clean data tables, methodology notes, and risk factor definitions.


Track whether third-party documents, transcripts, and public research make the manager visible in AlphaSense-style enterprise research workflows.


Prioritize PRIM for hedge-fund-like PCS, risk premia, and completion-strategy capacity; frame pitch around portfolio completion, liquidity, drawdown control, and diversifying beta.

Portfolio Completion Strategies including hedge funds


Target PRIM PCS follow-ons; new direct hedge fund manager inceptions in 2025 suggest active manager buildout and capacity review.


Approach NYSCRF for opportunistic absolute-return and structured-capital solutions; use Capital Constellation commitment as evidence of active absolute-return deployment.


Treat NYSCRF as a live systematic/factor allocator; pitch liquid quant overlay, completion portfolio, or style-premia capacity with strong implementation and fee story.


Target NYSCRF systematic macro, tactical trading, and relative-value sleeves; existing ARS book shows material appetite for quant-like hedge fund exposure.

relative value / tactical trading / systematic


Contact Monte Tarbox within 60 days of permanent appointment (March 2026). Tarbox has diversified pension investment background (AFL-CIO Investment Trust, union funds) and stated focus on expanding alternative investments. Position hedge funds as risk-mitigation tools and complement to growing private equity/credit focus.

Tarbox oversees five NYC pension systems including Teachers' Retirement System, Employees' Retirement System, Police Pension Fund, Fire Pension Fund, Board of Education Retirement System

New York City Bureau of Asset Management (NYC Retirement System)


TRS completed nine allocations across private equity, hedge funds, private credit and real assets (March 2026). Hedge fund sleeve is $4.3B with target allocation at 4% of total portfolio. Contact TRS Investment Committee to discuss expansion opportunities, event-driven strategies, and risk-parity positioning.

$4.3 billion diversifying strategies portfolio

Strategic allocation targets: 45% global equities, 22% fixed income, 9% PE, 4% real estate, remainder in hedge funds and alternatives

Teachers' Retirement System of Illinois (TRS)


RFP closed Feb 20, 2026 for managed account platform provider. Selected firm will identify/negotiate with prime brokers and administrators. Implies MassPRIM is expanding hedge fund infrastructure and looking for new manager relationships. Hedge funds returned 9.4% in last reporting period. Follow up on selection announcements (May-June 2026) to identify expansion opportunities.

MassPRIM is expanding hedge fund exposure after strong 2025 performance; maintains reputation as top-tier hedge fund allocator

hedge fund managed account platform services

Massachusetts Pension Reserves Investment Management Board (MassPRIM)


KCERA has increased hedge fund target allocation to 10% (as of June 2026). Currently at 9.4%, planning $345M in annual private markets commitments through 2026. Contact pension board to discuss gap-filling hedge fund strategies that complement PE commitments and target 10% allocation build-out.

Private markets expected to reach 18% by end-2026; active pacing plan for deployment

Kern County Employees' Retirement Association (KCERA)


Ohio's two largest public pensions have billions to deploy building risk-mitigating/liquid alternatives exposure. Both are active in hedge fund manager searches for event-driven and macro strategies. Contact both funds with risk-mitigation mandates and portfolio construction for downside hedging.

Macro outlook: hedge funds proven value in 2022 drawdowns; growing trend toward risk-mitigation portfolios as driver of searches

Ohio Public Employees Retirement System (OPERS) & Ohio State Teachers Retirement System


CalPERS is reconsidering hedge fund allocation after exiting in 2014 ($4B program). Latest asset study floated idea of re-introducing risk-mitigating hedge funds. Opportunity to engage CIO team on 'total portfolio approach' framework. Position hedge funds as complement to equity/credit portfolio for downside protection and diversification.

Significant reversal after 12-year absence; many allocators underweight hedge funds with risk-mitigation trend driving demand

CalPERS (California Public Employees' Retirement System)


UTIMCO approved $300M hedge fund allocation at March 5, 2026 board meeting. UTIMCO is largest university endowment fund manager in US. Maintains 5% overweight to AI via hedge fund strategies and infrastructure. Contact endowment to discuss expanded mandate for AI-focused hedge funds and how UTIMCO's Texas A&M co-management can leverage hedge fund strategies.

Recently hired new investment staff; portfolio spans public equities, PE, real assets, fixed income

University of Texas Investment Management Co. (UTIMCO)


NY Common directed $850M+ into PE, credit, real estate in January 2026. Absolute return strategies now 8.9% of portfolio (grew from lower base). Credit pulled $550M in single month. Contact fund with absolute return/hedge fund opportunity to participate in tactical allocations across credit, macro, and event-driven strategies.

8.9% (credit, absolute return, opportunistic alts)

Portfolio composition: 40% public equities, 23.3% cash/bonds/mortgages, 13.8% PE, 14% real assets, 8.9% alternatives


Harvard's $17.6B hedge fund allocation grew after strong FY25 returns (11.9%). Hedge funds drove portfolio outperformance; fund is actively selecting managers across uncorrelated, long-short, multi-strategy, and credit strategies. Contact Harvard endowment team with manager introductions, track record in non-correlated strategies, and performance in risk-off environments.

Uncorrelated 16%, Long-short 9%, Multi-strategy 3%, Credit 3%

FY25 returns 11.9%; strong equities and hedge fund selection drove performance; considering expansions


Ivy League endowments maintain 20-34% hedge fund allocations (FY25 data). Strong double-digit returns across cohort (11.5% average for top tier). Endowments posting 14-16% returns have concentrated AI and crypto positions via hedge funds. Position hedge funds as core endowment allocation class; emphasize alpha generation and downside risk management.

PE/VC 29-48%, Hedge funds 20-34%; alternatives now largest asset class for major endowments

Ivy League Endowment Cohort (Yale, Princeton, Columbia, Penn, Cornell)


Chicago-area pension funds (Municipal Employees, TRS, ISRRS) have active RFP processes for alternative investments including hedge funds. Follow Callan and RFPnetworks for issuance announcements. TRS committed $2.6B+ to alts/traditional managers. Contact pension boards with hedge fund manager introductions targeting Q2-Q4 2026 decision windows.

Major pension system moves; multiple funds in city making simultaneous allocation decisions

Private equity, private credit, hedge fund searches

Chicago Pension Funds (Multiple - Municipal, Teachers, State Universities)


Northeast Pension issued hedge fund FoF RFP (April 2026). Indicates coalition of regional pensions seeking consolidated hedge fund exposure through FoF wrapper. Contact pension alliance with FoF platform capabilities, multi-manager selection, and turnkey implementation for regional plans.

Regional cooperation model; potentially representing 5-10 public pension systems


CPP expanded partnership with Northleaf Capital Partners (January 2026). CPP uses hedge funds and alternatives for risk management within diversified portfolio. Allocations to hedge funds ~3% of portfolio. Contact CPP Investment Relations with hedge fund manager partnerships, particularly for data centre/infrastructure plays and AI-related strategies.

Canada's largest pension fund; active in private markets, digital infrastructure, data centres, AI

CPP Investments (Canada Pension Plan Investment Board)


Brunel CIO David Vickers transitioning to endowment fund role (early 2026). Leadership change indicates portfolio review and potential allocation shifts. Monitor Brunel for new CIO appointment and portfolio strategy refresh. Position hedge funds for risk mitigation in European context with geopolitical headwinds.

Multi-employer UK pension partnership; leadership transition often precedes allocation reviews


UC Board eliminated hedge fund (absolute return) allocation effective July 1, 2025. While negative signal for UC directly, this represents consolidation of alternatives into PE/VC focus. Use as data point for contrarian positioning: UC's competitors (Harvard, Yale, Stanford) maintaining larger hedge fund allocations and seeing superior risk-adjusted returns. Position hedge funds to peer institutions making opposite allocation choice.

Rare major endowment move to reduce hedge funds; most peers expanding. Strategic opportunity for differentiation messaging.

University of California Endowment ($198 billion)


Global SWF AUM hit $12.2T by end-2025; private market deal volume surged 198% YoY to $199.9B. Hedge funds remain 3.1% (modest allocation), primarily for risk management. SWFs are increasing alternatives exposure significantly, particularly in digital infrastructure, data centres, AI. Position hedge funds as complement to growing PE/infra allocations for portfolio balancing and tactical opportunities.

SWF private market focus is infrastructure/AI/data; hedge funds used tactically for diversification


US public pensions experiencing 'hedge fund revival' with 10 new hires tracking $2.67B through March 2026. Nearly 50% of surveyed allocators plan to increase hedge fund allocations. Many pensions remain underweight hedge funds (vs. 2010s allocations) with risk-mitigation trend as primary driver. Broad-based opportunity across institutional investor base. Launch targeted outreach to pension CIOs with risk-mitigation positioning and manager introductions for Q3-Q4 2026 deployment windows.

Macro environment: geopolitical uncertainty, equity volatility, credit spreads → hedge funds as portfolio insurance increasingly attractive


Contact European pension fund CIOs directly with hedge fund strategy papers; 64% of allocators increasing exposure on net basis. Focus on equity long/short, event driven, and credit strategies.

Within Intelligence - Hedge Fund Outlook 2026


81% of pension funds increasing hedge fund allocation 10%+ YoY. Prepare mid-market hedge fund pitch decks targeting European allocators with 5-year risk-adjusted return data.

Funds Europe - Pension Fund Allocation Survey


Norges ($2T) entering hedge funds for first time with long/short equity mandate. Prepare competitive pitch for infrastructure-focused allocation; contact within 90 days before decision finalized.


UK local government schemes actively considering liquid diversifiers including ILS and securitized credit. Develop low-correlation hedge fund products for local authority portfolios.


New CIO James Lawrence appointed April 2026 at Smart Pension ($11.3B). Target with hedge fund relationship introduction within 60 days; new CIOs typically evaluate manager roster in first 120 days.

Professional Pensions - Smart Pension CIO Appointment


New CIO John Dewey appointed from West Yorkshire Pension Fund (knows hedge fund space). Schedule intro meeting within 30 days; bring hedge fund allocation benchmarks for LGPS funds.

Northern Local Government Pension Scheme


LGPS Central hiring new CIO in 2026. Prepare introductory materials on hedge fund fit within LGPS framework; position as risk-adjusted return opportunity for consolidated local authority pool.


APAC SWFs at 3.1% hedge fund allocation (room to grow). Position hedge funds as risk management tool. Target CIC ($1.3T), Temasek, and emerging Southeast Asian SWFs with alpha strategies.

Caproasia - Sovereign Wealth Fund Statistics

Asia-Pacific Sovereign Wealth Funds (Collective)


New SWF creation surged 20% in Asia/Africa in 2025. Contact development finance institutions and impact investors; new funds building initial allocations now. Present hedge fund alternative allocation frameworks.

Emerging Asia & Africa Sovereign Wealth Funds


Temasek restructured August 2025 for strategic autonomy. Reach out to new business unit leads; explain hedge fund role in differentiated portfolio strategy by geography/sector.

Caproasia - 2026 Sovereign Wealth Fund Rankings


$781 billion AUM, 24% private equity allocation

CPPIB managing $781B for 22M Canadians. Alternatives allocation ($143.86B PE) indicates capacity for hedge fund growth. Pitch hedge fund strategy as complement to PE for liquid alpha.

Canada Pension Plan Investment Board (CPPIB)


OTPP halved US dollar exposure in 2025. Implies capital redeployed to alternatives. Contact OTPP alternatives team with hedge fund hedging strategies and alpha products.


OMERS shifted from policy hedging to flexible multi-objective approach. New framework creates room for hedge fund liquid alternatives. Brief OMERS on hedge fund role in revised strategy.

OMERS (Ontario Municipal Employees Retirement System)


$26 billion (4.3% of portfolio), targeting 5% cap

GPIF building alternatives database (April 2026); targeting expansion toward 5% cap ($29B → full cap). This is initial screening gate. Register hedge fund immediately; GPIF has timeline to deploy $3-5B additional.

Top1000Funds / Pensions & Investments - GPIF Database Initiative

Japan Government Pension Investment Fund (GPIF)


5% alternative allocation cap = $29 billion potential

GPIF database is first gate for manager selection. Prepare detailed track record, risk metrics, ESG alignment. Expect RFP process Q3-Q4 2026. Focus on infrastructure & PE-adjacent hedge strategies that align with GPIF's long-term return mandate.

Pensions & Investments - GPIF Alternatives Expansion

GPIF (Japan Government Pension Investment Fund)


Asian hedge funds posting best returns in 15+ years (12.1% HFRI Asia). Use 2025 performance data in pitch to Asian allocators; demonstrate alpha generation capability vs. listed alternatives.


$66 billion AI/digitalization investment

Sovereign wealth funds invested $66B in AI/digitalization in 2025. Pitch hedge fund tech-focused strategies and AI-driven quant funds as tactical allocation for allocators seeking tech exposure with downside protection.

Global Pension Funds (SWF/Pension Collective)


Treat UC as a negative hedge-fund replacement case: do not pitch broad hedge-fund beta; use it as a diligence objection pattern around fees, complexity, liquidity, and public-equity opportunity cost.

A large endowment-style allocator can complete a multi-year hedge-fund wind-down when public-equity opportunity cost and simplicity beat absolute-return diversification.

Was the exit driven by fee/performance, liquidity, governance complexity, public-equity beta preference, or internal team conviction?


Use UC as a red-team case when preparing quant hedge-fund decks: explicitly answer why this strategy is not a generic absolute-return allocation that should be liquidated into equities.

Final hedge-fund exits often follow long wind-downs, so early committee language and target-range changes matter more than final liquidation headlines.

Which consultants, staff, and committee documents shaped the five-year wind-down, and did any quant/systematic managers survive longer than discretionary hedge-fund exposure?


Monitor Harvard-style endowments for liquid diversifier demand when private-equity liquidity pressure rises; pitch capacity-controlled quant as liquid alpha rather than illiquid beta.

Large endowments can expand hedge funds while reducing internal teams if external liquid diversifiers help balance illiquid private-market commitments.

Did hedge-fund expansion favor multi-strat, systematic macro, equity market neutral, RV, or idiosyncratic long/short managers?


Use PE-overweight and denominator/liquidity pressure as an opening for liquid diversifiers, completion portfolios, and faster-redeeming quant sleeves.

Private-equity expansion can later create demand for liquid hedge-fund ballast and capital-call management.

Did hedge-fund growth correlate with PE commitment growth, cash drag management, or a deliberate move away from internal public-market teams?


Prioritize endowments with high unfunded commitments and low cash for liquid-alpha, overlay, portable-alpha, and drawdown-managed quant pitches.

Unfunded private-market commitments plus low cash can increase receptivity to liquid, transparent diversifiers.

Which endowments have similar cash/unfunded commitment pressure, and which are already replacing illiquid exposure with liquid diversifiers?


Pitch any CalPERS-adjacent quant idea as total-portfolio completion, active-risk-efficient exposure, or cross-asset implementation, not as a standalone hedge-fund bucket.

A total-portfolio approach shifts the sale from asset-class allocation to contribution-to-total-fund risk and return.

Which investment staff or consultants translate the new total-portfolio framework into external-manager searches?

total portfolio approach / portfolio completion


For equity-linked quant pitches, emphasize active-risk budget efficiency, low implementation friction, and complementarity to a higher equity reference portfolio.

Higher equity targets can reduce appetite for generic hedge-fund beta while preserving appetite for diversifying active risk.

Does the 75% equity reference portfolio crowd out absolute return, or create demand for equity-risk completion and crash-aware overlays?


Build CalPERS-style pitch materials around contribution to active risk, tracking-error budget, liquidity, and total-fund fit.

Explicit active-risk limits make risk-budget language more important than standalone return claims.

What hurdle rate and tracking-error contribution would a new systematic manager need under the active-risk cap?


Map CalPERS staff and consultant influencers around cross-asset discretion; the pitchable unit is total-fund completion, not a hedge-fund RFP.

Cross-asset discretion can create hidden opportunities outside formal asset-class searches.

Which decisions now move from committee asset-class buckets into staff-level total-portfolio implementation?

cross-asset allocation / portfolio completion


Use private-market expansion as a liquidity and denominator-risk setup for liquid systematic overlays and capital-efficient public-market alpha.

Rising PE targets increase the value of liquid completion and risk-balancing tools elsewhere in the portfolio.

Does the PE expansion increase demand for liquid diversifiers, or does it consume governance and risk budget that would otherwise support hedge funds?


Track CalPERS leadership changes for mandate language around total-fund implementation, private-market pacing, and cross-asset portfolio completion.

Personnel changes around private markets and total-fund roles often precede implementation shifts before formal manager-search language appears.

Which direct reports and external advisers now own public-market overlays, completion strategies, and active-risk budgeting?

private markets / total fund portfolio management


Target similar endowments with realistic-return quant pitches: lower forward PE assumptions create room for liquid alpha only if fees, liquidity, and risk controls are explicit.

Lower long-term return assumptions force CIOs to revisit spending, liquidity, and active-risk allocation.

Did Princeton reduce illiquid pacing, search for liquid diversifiers, alter spending policy, or simply reset expectations?


Watch endowments announcing spending cuts as potential replacement-risk accounts: liquidity and drawdown tolerance may be changing faster than stated policy allocations.

Spending cuts are a high-signal public marker that endowment return assumptions and liquidity planning are under pressure.

Did the spending cut trigger portfolio changes, manager replacement, pacing reductions, or only institutional-budget action?


Prioritize private banks and family offices for liquid, transparent quant sleeves as PE/VC appetite weakens; lead with liquidity, risk control, and implementation readiness.

Private wealth leads hedge fund demand when clients want liquidity and diversification after private-market crowding.


For wealth and MFO channels, lead with systematic consistency, capacity, data lineage, and fee/liquidity clarity; quant is the cleanest strategy-demand wedge.

When quant is the most preferred hedge-fund strategy, distribution should separate systematic alpha from generic hedge-fund allocation.

Goldman Sachs 2026 allocator survey wealth channels


Offer SMA-ready materials for private wealth, OCIO, and private-bank allocators: custom risk limits, transparency, reporting, liquidity, and operational controls.

Separate accounts are becoming the structural wrapper of choice for allocators seeking customization and control.


Target family offices that are slowing private equity or venture allocations; pitch liquid systematic sleeves as a replacement or complement.

Liquidity rebalancing creates hedge-fund demand when private-market pacing or exit windows disappoint.

Which family offices have explicitly told advisers to research hedge funds instead of adding private equity?

liquidity rebalance from private equity / venture capital to hedge funds


Benchmark private-wealth quant pitches against liquid-alt ETF wrappers; emphasize where a hedge fund has differentiated alpha, customization, and risk controls versus packaged QIS.

Systematic alternatives are being repackaged into liquid wrappers suitable for advisor distribution.

systematic alternatives ETF / liquid alternatives


Map iCapital as the distribution rail for private-bank hedge-fund access; make quant hedge-fund materials platform-compatible with clean fees, liquidity, subscription workflow, advisor FAQ, and diligence packet.

Private-wealth alternatives platforms consolidate access rails, so manager distribution shifts from bilateral private-bank pitching to platform-ready packaging.

private wealth alternatives distribution


Use NEPC as an institutional consultant gatekeeper for hedge fund manager search, especially where allocations flow through endowments, healthcare, pensions, or OCIO mandates.

Consultant-led alternatives diligence can determine which managers enter the allocator search set before any public RFP appears.


Use Wilshire as a consultant channel for alternative-asset and hedge-fund-adjacent manager selection across institutional and intermediary relationships.

Manager-search and OCIO platforms are hidden influencers over allocator shortlists.

investment consulting / OCIO / alternative assets


Monitor Callan and adjacent RFP pipelines for institutional hedge fund searches; use consultant introductions to reach decision windows.

RFP visibility plus consultant coverage creates a near-term pitchability signal.

Ask a consultant SME whether RFP visibility or consultant introductions matter more.

manager evaluation & selection / alternatives consulting / RFPs


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

OCIO consolidation can move investment decisions into delegated platforms where manager research teams are the real buyer.


Use RVK relationships to reach corporate and public retirement systems with hedge fund allocation framing and portfolio-construction support.

Independent consultants can influence strategic allocation and manager search even without public mandate language.

institutional investment advice / strategic allocation


Use Marquette's public-pension and private-capital visibility as a consultant access point; monitor related roundtables and public-fund agendas.

Consultant event visibility can reveal which public-fund staff and advisers are convening before allocation changes become visible.

public pension / private capital consultant access


Treat Hamilton Lane as a private-markets adjacency and education channel, not a primary hedge fund consultant.

Private-markets platforms matter for allocator intelligence because PE pacing, secondaries, and liquidity pressure often trigger hedge-fund replacement opportunities.

private markets solutions / managed solutions


Contact the allocator in the first 60 days after the new CIO takes over and frame quant hedge funds as liquid diversifiers that fit a post-transition review.

Incoming CIOs commonly reset external-manager relationships and reopen allocation conversations before the new operating cadence settles.


GIC (Government of Singapore Investment Corporation)


Use the private-equity pullback as an opening for liquid diversifiers, faster-redeeming quant sleeves, and portfolio-completion pitches.

When an allocator rethinks private-equity exposure, liquid alpha and hedge-fund sleeves often become the easiest release valve for pacing and liquidity pressure.


Anchor large-pension hedge-fund discussions on performance-linked fees and fee reform, not standard 2-and-20 economics.

Public pensions that push fee reform signal that headline alpha is not enough; managers must justify economics, transparency, and implementation value.

Ask SME how much TRS-style fee reform actually altered allocations versus just negotiated terms.

Teacher Retirement System of Texas (TRS)


Pitch systematic, macro, and multistrategy managers into the CIO transition; Arne Hassell's Goldman hedge-fund-strategies background is the routing clue for a cleaner external-manager reset.

A sovereign allocator that hires a CIO from hedge fund strategies tends to reopen external-manager conversations and weight liquid, institutionally run strategies more heavily.


Use the QIA Advisory APAC and Industrials reshuffle to reach the regional decision makers; lead with liquid quant and macro sleeves that can fit a global allocator with Doha, New York, and Singapore coverage.

Regional coverage changes inside a sovereign fund create a practical pitch window even without a public RFP.


Use the private-equity expansion and co-investment posture as a wedge for liquid diversifiers, managed-account quant, and macro implementations.

When a sovereign expands private-markets appetite, hedge-fund sleeves often become the easiest complement for pacing and liquidity management.


Route pitches through the International Investments and MENA Investments leadership stack; use macro, liquid alternatives, and managed-account structures as complements to broader Vision 2030 capital deployment.

Division-specific ownership inside a mega-SWF is the closest thing to a standing manager-search map.


Approach the external-mandates side of the co-CIO model with portable alpha, systematic, and managed-account proposals.

A co-CIO split that isolates external mandates usually yields an identifiable onboarding lane for hedge funds and liquid alternatives.


Treat the system as a review-window allocator: FY2024 investment gains materially supported net income, but the 2025 restructuring and prior CIO talent move create a natural opening to ask who owns external-manager review now and whether liquid alts or OCIO support are being reconsidered for volatility control.


Use Nicola da Roza as the operating gatekeeper and pitch liquid alts as portfolio-completion capital: mission-aligned, liquidity-aware, and suitable for downside buffering rather than return-chasing.

St. Jude Children's Research Hospital ALSAC


Target May Ng with transparent, daily-liquid quant strategies that fit a health-focused foundation: low drawdown, explainability, and a clear role next to impact and mission investments.


Use Neal Graziano's long-tenure private-assets seat as the wedge: frame hedge funds as a stable portfolio-completion tool with liquidity and governance clarity, not as a tactical trade.


Treat Caitlin Mooney as a high-value insurer gatekeeper: lead with capital efficiency, liquidity, and systematic or market-neutral sleeves that behave well inside a general-account framework.


Use Elizabeth Tulach's CIO seat to pitch consultant-friendly, risk-mitigating liquid alts: funded-status protection, volatility dampening, and low correlation, with implementation and fee discipline up front.

liquid alternatives / risk-mitigating hedge funds


Use Russell as a hidden healthcare-and-insurance gatekeeper: if the asset owner is delegated, the real buyer may be the OCIO team rather than the hospital, foundation, or insurer itself.


Treat Cambridge as a foundation and endowment gatekeeper: win the consultant first with manager-selection rigor, transparency, and a strong operating story, then the allocator conversation gets easier.


Use CAPTRUST for corporate-pension and foundation access: the pitch has to be implementation-oriented, fee-aware, and easy for fiduciary teams to diligence quickly.


Treat the Chicago-area public pension RFP cluster as a Q2-Q4 2026 pitch window; monitor Callan/RFPnetworks and route systematic, macro, event-driven, and risk-mitigating hedge-fund proposals through board and consultant channels.

Clustered public-pension alternative-investment RFPs create a multi-buyer sales motion when consultant coverage and board agendas align.

private equity, private credit, hedge fund searches


Treat the Northeast pension FoF mandate as an active wrapper opportunity; pitch multi-manager selection, turnkey implementation, and liquid risk-control sleeves.

Regional pension consortia can consolidate small-plan hedge-fund demand into a single manager-selection or FoF gateway.


Follow up on the managed-account platform RFP selection and pitch managers that fit PRIM's Portfolio Completion Strategies sleeve, especially transparent systematic and macro implementations.

A managed-account platform RFP is often upstream of manager onboarding because the platform creates infrastructure for prime broker, administrator, transparency, and risk controls.

hedge fund managed-account platform / direct hedge funds

Massachusetts Pension Reserves Investment Management Board (MassPRIM)


Pitch Harvard on non-correlated quant, long-short, multi-strategy, and credit sleeves with risk-off evidence and allocator-grade transparency.

When hedge funds drive a major endowment's performance and remain a large policy sleeve, manager selection is an ongoing search process even absent a public RFP.

uncorrelated, long-short, multi-strategy, and credit hedge funds


Prepare GPIF database-ready manager materials: track record, risk metrics, ESG alignment, liquidity terms, and operational controls before a formal RFP opens.

Large public plans often use manager databases as the first gate before formal RFPs; getting database-ready before issuance matters.

alternatives manager database / future RFP preparation


Use Nicola da Roza as the operating gatekeeper and pitch liquid alts as mission-aligned portfolio-completion capital with downside-buffering and liquidity clarity.

Hospital-related endowments with alternatives infrastructure are often consultant-mediated but can still have direct investment staff who screen liquid diversifiers.


Pitch Vincent Delisle and the liquid-markets team with portable alpha, market-neutral equity, and macro sleeves that fit a total-portfolio allocator with a clean governance story.

liquid alternatives / systematic strategies


Route through Shavir Nagarwalla and frame liquid alts as a complement to the existing hedge-fund and ILS platform, emphasizing risk control, implementation quality, and low operational drag.

hedge funds / ILS / systematic diversifiers


Use the CIO transition to reopen conversations on managed accounts, systematic macro, and portable-alpha structures before the new investment regime hardens.


Treat PGGM as the real buyer and pitch systematic equity or risk-premia products as manager-lineup refresh candidates rather than standalone hedge fund bets.


Use Amy Flikerski's external-portfolio-management remit to pitch differentiated systematic and multi-strategy managers that fit a relationship-driven external-manager program.

hedge funds / external portfolio management


Lead with capital efficiency, liquidity, and transparent risk budgets when approaching Janelle Woodward's multi-asset platform; pair market-neutral equity, macro, and overlay ideas with implementation detail.

liquid alternatives / capital-efficient diversifiers


Target Woong Han with capital-preserving diversifiers that work inside an insurer balance sheet: systematic macro, market-neutral equity, and short-duration alternative credit.

Hyundai Marine & Fire Insurance Co. Ltd.


Pitch Melissa Richlen with a governance-friendly quant sleeve that can sit next to mission, real-assets, and sustainable-investment exposures without creating operational noise.

The John D. and Catherine T. MacArthur Foundation


Approach Jimmy C. Chang with transparent systematic sleeves, managed accounts, and lower-friction risk-premia products that can complement direct and discretionary private-market exposure.

quant / systematic / liquid alternatives


Use Aksia as the operational-due-diligence and hedge-fund screening route for insurers, endowments, and family offices that want specialist coverage before meeting managers directly.


Use Yasir Mallick's public-markets remit to pitch implementation-oriented diversifiers: overlays, market-neutral, and systematic sleeves that fit a corporate pension governance frame.

liquid alternatives / implementation-heavy diversifiers


Target allocators with a two-layer stack: public answer engines for first-pass diligence, then enterprise copilots/search for internal committee work and sharing.

Google AI Overviews
Google AI Mode
ChatGPT Search
ChatGPT Deep Research
Perplexity Answer Engine
Microsoft 365 Copilot
Glean Assistant
Atlassian Rovo

Allocator discovery is split between open-web answer engines and permission-aware internal copilots; winning only public SEO leaves the committee packet layer uncovered.

public answer engines plus enterprise copilots


Publish indexable HTML first, then mirror into PDFs and spreadsheets so answer engines can cite, ingest, and verify the same evidence in multiple formats.

Google AI Overviews
Google AI Mode
ChatGPT Search
ChatGPT Deep Research
Perplexity Answer Engine

Public answer engines prefer grounded web pages, while research agents and committee workflows need file and table mirrors.

AEO/GEO content packaging for allocator research

Public indexable HTML plus PDF and spreadsheet mirrors


Treat Google Search/AI preferences, Microsoft Graph, enterprise connectors, and publisher partnerships as discovery gatekeepers; optimize the content and the permissions layer, not just the copy.

Microsoft 365 Copilot
Glean Assistant
Atlassian Rovo
Google AI Overviews
ChatGPT Search

Enterprise answer visibility depends on what tools can retrieve, not only what public pages say.

Microsoft Graph, Glean, Rovo, and connected app retrieval


Avoid thin, AI-generated, or source-free pages; prioritize grounded evidence, dates, named entities, and primary-source links because cited sources can still be synthetic or weakly grounded.

Google AI Overviews
ChatGPT Deep Research
Perplexity Answer Engine
Microsoft 365 Copilot
Glean Assistant

AI-generated-source risk can contaminate answer-engine citations, so high-integrity primary-source pages and explicit provenance become a defensive advantage.

Thin or weakly grounded AI-generated finance pages


Publish a public research hub with a concise thesis page, methodology memo, data table page, risk page, team page, and downloadable factsheet/PDF for allocator diligence.

A research hub with page, memo, table, risk, and factsheet surfaces gives both public answer engines and internal copilots enough material to cite and reuse.


Use this as a fee-objection template: public allocators may press hedge funds to stop charging incentive fees for cash-like returns and adopt cash hurdles.

When short rates are high, LPs push to pay incentive fees only above Treasury-bill carry, not on easy beta.

Check the open letter headline, signatory mix, and cash-hurdle language in the source.


Use ExodusPoint as a concrete case where weak performance and investor pressure forced a fee and liquidity reset; prepare cash-hurdle and lockup answers in pitch materials.

Subpar returns plus antsy LPs can force a reset of fees and liquidity terms, especially at multimanager funds.

Verify the firm name, cash-hurdle terms, and performance context in the article.


Use Scion as an SME-checkable liquidity-story example: controversial trades can be right eventually but still create redemption pressure before the thesis plays out.

A painful mark-to-market drawdown or controversial trade can trigger redemption pressure, forcing a liquidity defense before the thesis plays out.

Check that the source ties Burry's fund to investor withdrawals and the eventual shutdown of Scion Capital.

discretionary event-driven / subprime short


Use the 2016 closure wave as a reminder that underperformance and fee pressure can move allocators toward scale, liquidity, and passive substitutes.

Persistent underperformance and fee pressure compress the long tail of small managers first, then shift allocators toward scale and liquidity.

Check the closure count, fee compression figures, and the passive-strategy explanation in the article.


Use this as a public-governance objection: once hedge-fund fees become a campaign or board issue, quant pitches must preempt passive ETF comparisons and fee optics.

Once hedge-fund fees become an election issue, diversification alone is no longer a sufficient defense.

Check the cited 2018 CAFR and the campaign coverage referenced by the source page.


Use this critique as a diligence red-team: explain why a quant hedge fund is not just another expensive, consultant-driven complexity layer.

Consultant-led strategy reviews can precede rotation away from expensive alts toward simpler, cheaper index exposure.

Check the study claims about costs, performance, and consultant incentives in the source article.


Use AQR's liquid-alts/alternative-beta history to explain the systematic wrapper path: hedge-fund-like exposures can be packaged with more transparency and lower friction.

When allocators want hedge-fund beta without hedge-fund friction, managers package systematic exposures into liquid wrappers.

Check the product-launch date and the description of AQR's systematic/liquid-alts push in the source page.


Treat iCapital as an alternatives distribution gatekeeper for private banks, RIAs, and family offices; prepare platform-compatible fund data, subscription docs, education copy, and advisor-facing comparison tables.

A platform rail controls whether an advisor can operationally recommend a hedge fund even if the investment thesis is strong.

Does platform compatibility gate recommendation before direct manager outreach?


Use CAIS as an RIA/advisor-access route for liquid alternatives and hedge-fund education; package systematic strategies with advisor training, risk summaries, and model-portfolio fit.

Advisor platforms turn alternatives access into workflow, education, and model-portfolio compatibility problems rather than only performance-selection problems.


Target family offices that are slowing private equity or venture allocations; pitch liquid systematic sleeves as a replacement or complement with fast diligence and lower capital-call uncertainty.

A family-office slowdown in PE/VC pacing can become an immediate liquid-alternatives search if the CIO wants optionality and faster redeployment.

liquidity rebalance from private equity / venture capital to hedge funds


Treat J.P. Morgan Private Bank as a private-wealth allocator route; pitch through advisor-friendly materials and family-office-ready comparisons versus QIS, liquid alts, and SMAs.

Private banks can intermediate hedge-fund demand from UHNW and family-office clients before direct manager meetings occur.

Is the public surface a real family-office research route or just generic private-bank content?


Target family offices through UBS-style allocation research and UHNW advisor channels; frame quant as a liquid diversifier in strategic allocation reviews.

Family-office demand is real but incomplete: UBS-style reports show strategic allocation changes while private-markets exposure gaps keep families looking for liquid and AI-adjacent alternatives.

Which UBS report or event page is the best proof that the family-office channel is live and current?

family-office allocation research / private wealth alternatives

UBS Global Wealth Management / Family Office and UHNW


Package hedge-fund-like exposure in advisor-friendly wrappers: model-portfolio fit, SMA compatibility, risk summaries, and public/private allocation language.

Model portfolios, SMAs, interval funds, and feeder-fund platform sales are replacing direct fund-by-fund distribution as the preferred route into wealth channels.

Which Morningstar Wealth workflow decides shelf fit and implementation fit for a new strategy?

model portfolios / public-private advisor wrappers


Benchmark quant hedge-fund distribution against private-markets SMA wrappers; prepare managed-account, evergreen, and advisor-platform compatibility answers.

When major wealth platforms launch private-market SMAs, alternatives distribution shifts toward wrappers that solve access, education, and operations for advisors.

Is the wrapper approved at the advisor-platform level or only described in marketing materials?

private markets SMA / alternatives wrapper

Morgan Stanley Wealth Management / BlackRock / Partners Group SMA wrapper


Work MFO and shared-family-office networks as referral multipliers; create education materials and diligence packets that wealth firms can reuse with multiple families.

Family offices and multifamily wealth firms organize around B2B networks, standards, and strategic reallocation discussions rather than direct product sprawl.


Map RVK research and consultant leads to current public-pension/endowment search clients; prioritize differentiated quant/AI evidence packs for consultant database and research workflows.

RVK operates an institutional consultant channel where manager research and alternatives advisory work can shape allocator shortlists before a public RFP is visible.

investment manager research / alternatives advisory


Treat Cerity as a consultant-platform pitch surface for allocator-friendly quant hedge-fund education, private wealth-compatible wrappers, and low-performer replacement narratives.

Cerity Partners institutional consulting explicitly covers allocators that can make or influence manager replacement and new-allocation decisions.

institutional consulting / OCIO / family-office advisory

Cerity Partners Institutional Consulting


Prepare Marquette-specific manager database materials and AI-readable research snippets; monitor public client agendas where Marquette appears for replacement-review timing.

Marquette exposes separate research-login and manager-login surfaces, indicating a control plane where manager materials and consultant research can shape search lists.

consultant research login / manager database

Marquette Associates research and manager portals


Pitch systematic hedge funds or liquid diversifiers through the executive chain, not to a lone team.

GIC's Group Executive Committee is the highest management body and the Group CIO sits directly inside the executive decision stack.

systematic hedge funds / liquid diversifiers


Use the alternative-assets manager-registration system as the entry point for non-core strategies and build a database-ready packet.

GPIF formalized a manager-registration system for alternative assets and names a CIO-level executive for investment decisions.

Is alternative-asset registration the correct first-touch surface before any formal RFP?

alternative assets / separate managed accounts


Pitch hedge funds and managed futures as financial alternatives to ADIA's governance layer.

ADIA defines financial alternatives as hedge funds and managed futures and routes recommendations through an Investment Committee.


Lead with absolute-return, derivatives, and low-correlation risk management.

HOOPP openly operates a discretionary derivatives and alternative-investments team and says absolute-return strategies are meant to work in any market condition.

absolute return / derivatives / low-correlation risk management


Use the AC Investment Committee for liquidity, currency, and portfolio-construction conversations.

OMERS says its board committees monitor liquidity management, foreign currency strategy, and portfolio construction.

liquidity / currency / portfolio construction


Pitch through the Investment Committee and the incoming CIO transition window.

AustralianSuper's Investment Committee approves portfolio and asset-class strategies while Shaun Manuell is publicly named as the next CIO.

liquid diversifiers / external-manager solutions


Use the CIO and group-management stack before escalating to the Supervisory Board.

ATP identifies the Supervisory Board as the supreme governing body and names a CIO inside Group Management.

Does ATP expose a current strategy sleeve size or only governance routing?


Treat the Anlageausschuss as the advisory gate and Mikus as the principal executive owner; verify through primary KENFO sources before outreach.

KENFO's public record shows a three-person board and a separate investment/risk advisory committee with allocator experience.

alternative allocation / investment-risk governance


Treat the general account as a scaled insurer balance sheet that can absorb diversifying sleeves; verify current investment leadership before outreach.

Sun Life's public record says sustainable-investing commitments span the General Account and third-party investments.

diversifying sleeves / insurer balance sheet


Register and pitch APAC private-bank alternatives selectors in Hong Kong and Singapore; prepare advisor-ready quant and liquid-alts materials.

Alternatives Selection Nexus 2026 is a Hong Kong/Singapore business-matching forum for asset managers, private banks, and IAMs, with explicit register-now and sponsor/contact paths.

APAC private-bank alternatives / fund-selector access

Asian Private Banker Alternatives Selection Nexus 2026


Target fund selector leaders with quant hedge-fund and liquid-diversifier material built for private-bank shelves.

Funds Selection Nexus 2026 is positioned as a premier gathering for top fund selector leaders and a direct platform for select asset managers.

APAC fund selectors / private-bank platforms

Asian Private Banker Funds Selection Nexus 2026


Register and target CIOs, market heads, investment advisors, fund selectors, and relationship managers with private-bank-compatible quant sleeves.

APB Summit 2026 brings together 800+ private-wealth decision makers in Hong Kong and Singapore, including fund selectors, investment advisors, CIOs, market heads, and relationship managers.

private banks / CIOs / relationship managers


Build a people-move watchlist for private-bank and family-office CIO changes; use transitions as pitch-window triggers and as AEO/GEO topics for who-moved-where coverage.

The intelligence feed reaches 10k+ private-banking, family-office, and investment professionals and surfaces leadership changes including Middle East coverage.

Which APB intel surface best exposes a fresh CIO move before the forum cycle turns?

APAC private-bank CIO transitions / people moves


Register, sponsor, or seek speaker slots for Dubai, Singapore, and Hong Kong private wealth forums; tailor quant materials to HNW insurance, private capital, and independent wealth managers.

The public 2026 Hubbis schedule spans Dubai, Singapore, and Hong Kong forums, including Independent Wealth Management, HNW Insurance, Middle East Private Capital, and Wealth Planning/Structuring events.

private wealth / insurance / OCIO / private capital


Use Hubbis registration, sponsorship, and speaker paths as direct access routes into Asian and Middle Eastern private-wealth decision makers.

Hubbis exposes login/register plus sponsor-an-event and become-a-speaker paths, and its special reports include Middle East and Asian private-wealth outlooks.

private wealth event access / speaking path

Hubbis registration / sponsorship / speaking


Qualify and pitch family-office forums with quant, liquid-alts, and co-investment-adjacent materials for SFO/MFO audiences.

Campden uses a qualification gate for family-office forums, with audiences described as 80-85% core decision makers; forums include family principals, SFOs, and MFOs.

family-office alternatives / qualified forum access


Submit interest and use the public registration/login path for PIF's MENA External Managers Program.

PIF's Managers Gate is a public registration portal for the MENA External Managers Program; it seeks skilled and innovative managers across asset classes and exposes Register and Login links.

MENA External Managers Program / external manager registration


Monitor for allocator or procurement entry points, but do not treat it as a verified manager-registration portal.

ADIO emphasizes investor services, PPPs, and opportunity intake, with a contact flow to connect users to the right opportunity.

investor services / PPP opportunity intake


Watch for balance-sheet allocation and partnership review signals; treat as strategic monitor rather than a direct pitch portal.

Mubadala public investor pages show bond, commercial paper, and sukuk programs, plus strategic partnerships in private credit and insurance.

balance-sheet allocation / private credit / insurance partnerships

Mubadala balance-sheet and strategic partnership monitor


Monitor monthly board and committee agendas, especially Investment Committee, performance/compensation/talent, and closed-session items.

Notices are posted 10 days before the first meeting; current June 15-17, 2026 meeting includes Investment Committee and CIO-selection activity.

board and investment committee agenda monitoring


Watch investment consultant and manager-opportunity pages for contract expirations and new manager intake.

The site exposes public investment manager opportunities and a consultant/asset-manager roster; the consultant contract shown on the site expires June 30, 2026.

investment manager opportunities / consultant roster

CalPERS Investment Manager Opportunities


Monitor monthly board and committee packs for investment committee action, manager reviews, and closed-session items.

CTPF posts agenda, recording, and minutes by meeting; FY2026 includes Board, Finance and Audit, Health Insurance, and Investment Committee meetings.

investment committee / manager review monitoring

Chicago Teachers' Pension Fund Board Materials


Watch investment procurement pages for manager and consultant RFPs.

CTPF splits solicitations into Investment and Non-Investment Procurements and says investment advisers/managers are procured competitively.

investment procurement / adviser and manager RFPs

Chicago Teachers' Pension Fund Procurement and Service Providers


asset-manager search / replacement cycle

NYC Bureau of Asset Management passive indexing manager search


Watch the RFP and solicitation board for new investment-related procurement notices.

The Comptroller's office says firms should check bureau tabs regularly; the page lists a live asset-management notice of search with a 2026-07-15 due date.


Use the board agenda archive as the primary change detector for allocation, manager, and governance moves.

Posted meetings show a June 18, 2026 Board of Directors agenda and book; the archive keeps agenda/book/audio for each meeting.

allocation / manager / governance change detection


Watch board books, summaries, and recordings for commitments, approvals, and manager changes.

The site shows upcoming July 16-17, 2026 board materials and archives every board meeting with agenda, minutes, recordings, and board books.

commitments / approvals / manager changes


Monitor emerging-manager graduation and conference pages for trust-level allocations and new-manager development.

TRS defines emerging managers as under $3B AUM, targets first-time investments, and says graduation moves managers to the Premier List with trust-level allocations.

emerging manager graduation / trust-level allocations


Watch board and committee agendas plus email notifications for investment, finance, and admin reviews.

KCERA posts agendas online, runs separate Administrative, Finance, and Investment Committees, and the calendar shows a June 23, 2026 Finance Committee meeting.


Use the RFP page as a negative signal for open procurement cycles; continue monitoring for changes.

The page currently says KCERA does not have any RFPs in proposal stage.


Track trustee and investment advisory materials for policy changes, mandates, and manager approvals.

Trustee materials are posted by date; the 2026 archive includes June 9 and February 24 meetings, and the site exposes IAC materials and investment-agreement sections.

policy changes / mandates / manager approvals


Watch new-manager reports for fresh allocations and manager onboarding.

The reporting page has a 2026 Q1 New Managers Report, a direct signal for new allocations and manager selection activity.


Use the future-solicitation intake form to anticipate upcoming procurement and manager searches.

Prospective vendors can submit interests across categories; SBA says it will notify firms when solicitations match their criteria.

future procurement and manager search notification

Florida SBA Future Solicitations Request


Mine monthly disclosures for manager hires, transactions, and placement-agent activity.

The page says monthly reports disclose investments and transactions, hiring fund managers, and placement-agent involvement.

manager hires / transactions / placement-agent activity

NYSCRF Monthly Disclosure of Investments and Transactions


Watch emerging-manager graduation and allocation parameters for new capital deployment cycles.

The program uses managers of managers, program partners, and direct investments; each year it seeks to graduate emerging managers to direct investments.

emerging manager graduation / allocation parameters


Use the partner-contact surface as the public intake for new-manager relationships.

HMC says it has more than 100 investment partners and invites interested firms to contact partnerships@hmc.harvard.edu; no public agenda or RFP board calendar surfaced.

Harvard Management Company Partners and Performance


Lead with a conflict-free, no-proprietary-product memo to Carlton Lenoir Sr. and Fernando Vinzons; explicitly address ownership, independence, and fee transparency.

Consultant independence is a live governance issue; CTPF reportedly reversed a Verus hire after the Cerity merger over PE-ownership concerns.

consultant selection / conflict-free alternatives diligence

Chicago Teachers' Pension Fund consultant independence


equities, bonds, and alternative-assets intake


Target Michael Wissell plus John Sinclair and Dan Anderson with an allocation thesis mapped to liability awareness and operational fit.

HOOPP has a named CIO, board chair, Asset-Liability Committee chair, and visible research/operational surfaces.

liability-aware quant / absolute-return allocation


Send a concise partner note to partnerships@hmc.harvard.edu highlighting contrarian edge, durability, and fit with HMC's ESG and net-zero constraints.

HMC accepts partner outreach through a public partnerships address and frames itself around long-term risk-adjusted returns.

new partner outreach / long-horizon risk-adjusted returns

Harvard Management Company partnerships intake


Present a data-room-grade diligence package to Aksia, emphasizing transparency, alignment, and operational controls rather than marketing language.

Aksia's public positioning is research-heavy and diligence-heavy, with a manager portal, MAX client login, and explicit ODD emphasis.

ODD / manager research / client reporting


Route a fund or structured-offering pitch through the institutional investors and marketplace path, with clean reporting and diligence metadata.

iCapital exposes institutional channel surfaces plus marketplace, reporting, and due-diligence functions that mediate fund access.

alternatives marketplace / reporting / diligence metadata

iCapital marketplace and due diligence surfaces


Publish advisor-ready alternative-investment content with structured summaries, Q&A blocks, and canonical terminology so it can surface through CAIS search and the Claude integration.

CAIS has a public Claude integration plus separate Financial Advisor, Home Office, and Asset Manager surfaces, making discoverability depend on both site taxonomy and the Claude layer.

AEO/GEO for advisor alternative-investment intelligence


When pitching any consultant-led mandate, disclose ownership structure up front and separate advisory economics from product economics.

PE ownership is now a client-retention and consultant-independence risk factor, especially for public pensions.

consultant-led mandate governance / independence messaging


Prepare a submission before the July 15 close and use the 2017-to-2026 replacement cycle as evidence that NYC BAM is actively refreshing manager contracts.

Search launched June 12, 2026; public equity index services were last solicited in 2017 and existing contracts expire by end-2026.

public equity passive indexing manager search / replacement cycle

NYC Bureau of Asset Management passive indexing manager search deadline


Watch the investment manager opportunities page for consultant contract rollover, replacement, extension, or reissue timing.

The public investment manager opportunities page shows a consultant contract expiring on June 30, 2026.

Is the roster page acting as a renewal signal or only as a directory listing?

consultant contract rollover / manager opportunity monitor

CalPERS consultant and asset-manager roster


Check the board book, agenda, summary, and recordings for approvals, commitments, and manager changes around the July 16-17 meeting.

Upcoming board meeting is scheduled for July 16-17, 2026, 9:00 AM to 6:00 PM; the archive shows materials by meeting date.

board approvals / commitments / manager changes


Monitor the June 23 committee calendar and linked materials for investment, finance, and admin review items.

KCERA posts agendas online and the calendar shows a June 23, 2026 Finance Committee meeting.

finance / investment / admin review monitor


Treat the page as a negative signal for an open procurement cycle and keep watching for status changes.

The page currently says KCERA does not have any RFPs in proposal stage.


Submit interest through the intake form and watch for solicitation notifications that match stated service criteria.

The form says SBA will attempt to notify firms when future solicitations match their criteria.

future solicitation intake / procurement notification


Check each monthly disclosure for manager hires, transactions, and placement-agent involvement.

The page states that monthly reports disclose investments and transactions, hiring fund managers, and placement-agent involvement.

manager hires / transactions / placement-agent involvement


Prepare and submit registration-ready manager materials for equities/bonds and alternative assets.

GPIF has manager registration systems for equities and bonds and for alternative assets to collect strategies and widen manager selection.

equities/bonds and alternative-assets manager registration

GPIF manager registration systems deadline-normalized


Use the public registration/login path for the MENA External Managers Program.

The portal is the door to the MENA External Managers Program and actively seeks skilled managers across asset classes.

MENA External Managers Program / external manager registration


Publish DDQ answers, ODD memo, fee/liquidity terms, reporting appendix, and portfolio analytics summaries.

iCapital-style diligence surfaces retrieve research, due diligence, document center, investment reporting, portfolio analytics, and client reporting materials.


Publish manager research, ODD summary, risk reporting, portfolio analytics, and a clean data-room index.

Aksia MAX / manager portal style workflows reward data-room-grade manager research, ODD summaries, and structured reporting.


Publish searchable research packs with filings, expert transcripts, broker-style notes, internal content mirrors, and exec-ready slides/reports.

AlphaSense-style search and synthesis surfaces retrieve filings, expert transcripts, broker research, internal content, slides, and reports.


Publish fund, manager, investor, performance, terms, fundraising update, and benchmark profile fields.

Private-market profile surfaces retrieve fund, manager, investor, performance, terms, fundraising, and benchmark views.


Publish company/fund/deal pages, fundraising timelines, exits, and benchmark tables.

PitchBook-style private-market surfaces retrieve company, fund, deal, fundraising, exit, and benchmark data.


Publish holdings, public/private exposure, risk, performance, accounting, and private-credit transparency pack.

Whole-portfolio systems need holdings, exposure, risk, performance, accounting, and private-market transparency data.

whole-portfolio risk / holdings / exposure visibility


Publish manager profiles, strategy lists, holdings analysis, whitepapers, and investment-committee narratives.

Allocator database surfaces retrieve manager profiles, strategy lists, holdings analysis, whitepapers, and committee narratives.

allocator manager database / investment committee narrative


Publish SharePoint/Teams-ready docs, meeting notes, project materials, files, spreadsheets, and slide decks with consistent names and metadata.

Microsoft 365 Copilot retrieves workstream materials from SharePoint, Teams, files, meeting notes, spreadsheets, slide decks, and project context.

Microsoft 365 Copilot / SharePoint / Teams


Publish docs, tickets, chats, meeting notes, and decision logs with consistent titles, tags, and canonical vocabulary.

Permission-aware enterprise knowledge surfaces retrieve docs, tickets, chats, meeting notes, and decision logs.

permission-aware knowledge base retrieval


Publish Confluence/Jira-linked strategy docs, epics, roadmap updates, and meeting outputs.

Rovo-style workstream retrieval surfaces favor Confluence/Jira-linked strategy docs, epics, roadmap updates, and meeting outputs.


Use the Stephen Gilmore appointment as a CalPERS pitch-context signal: total-fund, SWF-style, and governance-aware framing may resonate more than siloed hedge-fund language.

CalPERS appointed Stephen Gilmore as CIO after his NZ Super role, creating a SWF-to-public-pension transfer pattern.

Check CalPERS board materials or press release for appointment/start date, then confirm Gilmore's prior NZ Super CIO role.

CIO change / SWF-to-pension talent transfer


Frame CalPERS-adjacent quant pitches around contribution to total-fund reference portfolio outcomes rather than standalone asset-class alpha.

CalPERS moved toward a total-portfolio approach that replaces asset-class benchmarking with a single reference portfolio.

Read the board vote and policy memo showing the new reference portfolio and retirement of the prior benchmark stack.

total portfolio approach / benchmark simplification


Treat CalPERS as a portfolio-construction buyer: quant sleeves must explain liquidity, drawdown control, and total-fund role against a private-markets-heavy allocation plan.

CalPERS approved a $30B+ private-markets increase while reducing stock and bond exposure.

Compare the board-approved asset-allocation change with published policy targets and meeting notes.

private-markets increase / stocks and bonds reduction

CalPERS private-markets increase and public-market reduction


Use CIO succession at CalSTRS as a historical pattern for new regime review windows; watch follow-on board materials and manager roster changes after CIO transitions.

CalSTRS named Scott Chan CIO to replace Christopher Ailman.

Check the CalSTRS announcement and board agenda for transition timing and successor naming.


Use CalSTRS manager concentration as an SME-checkable example that large plans prune low-conviction relationships and concentrate with trusted managers over time.

CalSTRS concentrated commitments with trusted private-equity managers and expanded in-house investing over time.

Trace CalSTRS annual reports and manager lists across years for concentration into fewer, better-performing relationships.

low-performer replacement / manager pruning

CalSTRS private-equity manager concentration


Use Yale's explored private-equity secondary sale as evidence that liquidity pressure can create room for liquid diversifiers and capacity-controlled quant sleeves.

Large endowments may explore secondary sales when illiquid private-market exposure crowds out liquidity and rebalancing flexibility.

Confirm Yale financial report, secondary-sale mandate, and any disclosed reduction in private-equity exposure.

liquidity rebalancing / reallocation away from illiquids

Yale private-equity secondary sale exploration


Use GPIF's alternative-assets manager-registration page as the live intake surface and prepare a database-ready packet with track record, quantitative risk metrics, ESG alignment, liquidity terms, and operational controls.

public web
GPIF manager registration page
consultant database
internal IC packet

The direct GPIF registration surface is a standing pre-RFP gate for manager discovery; stale trade-press shorthand should resolve to the official GPIF registration URL.

Ask a Japan public-pension/GPIF SME whether alternative-asset registration is the correct first-touch surface before formal RFP issuance.

equities, bonds, and alternative-assets manager registration

GPIF manager registration systems evidence-backfilled


Use PIF Managers Gate as the public external-manager registration path and prepare a mandate-specific packet with monthly quantitative data, implementation capacity, operational controls, and Saudi/MENA relevance.

PIF Managers Gate
public web
internal IC packet

PIF exposes a named manager portal for external managers, so relationship-led outreach should be paired with portal-ready registration assets.

Ask a Gulf SWF distribution SME whether Managers Gate submission is treated as registration, pre-RFP database intake, or both.


Use the official NZ Super Fund site as the primary evidence base, then route systematic/liquid-alts materials around external mandates, governance, responsible-investment constraints, and public-markets ownership.

public web
annual report
internal IC packet
responsible investment policy surface

The external-mandates thesis is stronger when tied to official NZ Super governance/annual-report surfaces rather than only recovered local notes.

Ask an NZ Super or Australasian allocator SME whether external mandates enter through direct staff relationships, procurement, or consultant-mediated RFPs.

external mandates / systematic liquid alternatives

New Zealand Superannuation Fund official manager context


Prepare data-room-grade diligence assets for Aksia-style screening: DDQ, ODD memo, exposure taxonomy, risk reporting, fee/liquidity schedule, and manager research summary.

Aksia Manager Portal
Aksia MAX
consultant database
internal IC packet

Aksia is a diligence-heavy alternatives gatekeeper; winning retrieval inside consultant workflows requires structured facts and operational evidence, not only marketing narrative.

Ask an Aksia-screened manager whether manager-portal material completeness or relationship routing determines first-screen success.

manager research / ODD / client reporting

Aksia Manager Portal and MAX evidence-backfilled


Prepare iCapital-compatible fund data, subscription workflow details, advisor education copy, diligence metadata, portfolio-fit summaries, and reporting artifacts.

iCapital marketplace
iCapital due diligence
advisor portal
private-bank workflow

Advisor alternatives platforms decide not just what is attractive, but what can be operationally distributed and explained inside advisor workflows.

Ask a private-wealth platform SME which iCapital fields and documents are decisive for hedge-fund onboarding.

advisor alternatives marketplace / diligence metadata

iCapital marketplace and due diligence evidence-backfilled


Publish advisor-ready quant hedge fund content with structured summaries, Q&A blocks, definitions, model-portfolio fit, and canonical terminology so it can be retrieved through CAIS search and Claude-backed advisor intelligence.

CAIS x Claude
CAIS search
advisor portal
public web

The CAIS-Claude integration makes advisor education an answer-engine optimization problem, not only a wholesaling problem.

Ask an advisor-platform SME whether CAIS x Claude retrieves asset-manager supplied content, CAIS-curated research, or both.

AEO/GEO for advisor alternative-investment intelligence

CAIS x Claude / advisor alternatives intelligence evidence-backfilled


Build advisor/family-office materials for J.P. Morgan Private Bank-style channels: hedge-role framing, AI exposure complement, tax-aware structure notes, and liquidity/fee comparisons versus private markets.

J.P. Morgan Private Bank research
advisor workflow
family-office IC packet
public web

J.P. Morgan Private Bank's family-office research provides a demand map for advisor-mediated hedge-fund and alternatives conversations.

Ask a private-bank alternatives SME whether family-office hedge-fund demand enters through model portfolios, bespoke CIO meetings, or manager due diligence lists.

family-office hedge funds / AI and geopolitical hedge demand

J.P. Morgan Private Bank family-office alternatives evidence-backfilled


Keep ALSAC as an SME-verification target rather than a fully source-backed open search until an official investment-office, Form 990, annual report, conference bio, or direct staff source validates the named investment gatekeeper.

public web
Form 990
annual report
SME verification

Hospital endowment targets can be actionable but often lack public procurement pages; source quality must distinguish official financial/investment evidence from scraped people lists.

Ask a healthcare-endowment SME or St. Jude/ALSAC insider whether Nicola da Roza is the correct current liquid-alts/investment gatekeeper and whether outreach is direct or consultant-mediated.

liquid alternatives / mission-aligned portfolio completion

St. Jude Children's Research Hospital ALSAC investment gatekeeper verification


Monitor CTPF's official procurement and service-provider page alongside the Chicago-area alternatives RFP trade-press signal; prepare a consultant-routed alternatives packet for board/committee review.

public procurement page
consultant database
board agenda
internal IC packet

The official procurement surface validates that investment procurements are formal and public, while the consultant renewal date creates a near-term gatekeeper-change watch item.

Ask a Chicago public-pension consultant SME whether Callan/consultant renewal or board procurement is the real first gate for alternatives manager outreach.

public pension procurement / investment consultant renewal / alternatives RFP monitor

Chicago Teachers Pension Fund procurement and consultant-renewal monitor


Keep AAA Auto Club Group as an SME-verification target until an official insurance investment-office source, conference bio, regulatory filing, or direct staff source validates the alternatives gatekeeper and strategy appetite.

SME verification
conference bios
insurance filings
consultant database

Insurance general-account targets can be valuable for market-neutral and capital-efficient strategies, but scraped people-list evidence should not be treated as a live mandate without public verification.

Ask an insurance-allocator SME whether Caitlin Mooney or another current AAA Auto Club Group investment officer screens liquid alternatives, and whether outreach should be direct or consultant-mediated.

systematic / market-neutral / liquid alternatives for insurance balance sheet

AAA Auto Club Group alternatives gatekeeper verification


Register and maintain current strategy/contact data in Nasdaq eVestment; if the strategy misses listed size thresholds, pitch directly using the CalPERS contact/proposal path.

CalPERS manager opportunities
Nasdaq eVestment
consultant database
internal IC packet

CalPERS exposes a public investment manager opportunity surface that directs qualified public-market managers through Nasdaq eVestment and related direct outreach.

Ask a CalPERS or public-pension consultant SME whether eVestment profile completeness or direct staff contact is the stronger first-touch route for systematic public managers.

liquid quant / systematic public equity and fixed income manager registration

CalPERS Public Investment Manager Opportunities


Submit a concise proposal through the secure CalPERS proposal portal and keep follow-up diligence materials ready: track record, implementation fit, fees, liquidity, risk controls, and references.

CalPERS proposal portal
public web
internal IC packet

A direct proposal-submission page creates a standing intake route even when no formal RFP is open.

Ask a CalPERS SME whether unsolicited proposals are triaged centrally, asset-class-team routed, or ignored without a relationship sponsor.

direct investment proposal portal / liquid quant pitch intake


Contact the Emerging Manager Team and map the quant strategy to current asset-class parameters, capacity, diversity/ownership profile, fees, risk controls, and existing NYSCRF absolute-return exposures.

NYSCRF emerging manager page
monthly disclosures
consultant database
internal IC packet

Emerging-manager programs are standing pipeline surfaces where smaller or newer systematic managers can be evaluated outside a one-off RFP calendar.

Ask a NYSCRF/emerging-manager SME which program partners and asset-class sleeves currently screen systematic public or absolute-return strategies.

emerging manager pipeline / systematic public strategies


Monitor VRS for follow-on liquid credit, relative-value, or systematic fixed-income replacement demand; pitch with fee/liquidity clarity and replacement-capital transition plan.

A terminated liquid-credit hedge-fund sleeve can create a near-term slot for replacement managers if the termination reflects fit, performance, or portfolio redesign rather than a full category exit.

Ask a VRS or public-pension credit SME whether Orchard was terminated for performance, fit, fee/liquidity, or a broader sleeve redesign, and what replaced the exposure.

credit hedge fund / liquid credit sleeve replacement

Virginia Retirement System Orchard Liquid Credit termination


Monitor SURS and peer public plans for long-vol/risk-mitigation replacement demand; pitch crisis-alpha or systematic convexity alternatives with drawdown, carry-cost, and implementation comparisons.

A direct termination from a long-volatility sleeve is a high-signal replacement-motion event because the allocator still has to decide whether to refill, redesign, or abandon the risk-mitigation bucket.

Ask an Illinois public-pension or crisis-alpha SME whether the termination was purely performance-driven, fee/carry-cost driven, or a redesign of the risk-mitigation sleeve.

long volatility / crisis alpha / risk mitigation

Illinois State Universities Retirement System long-vol manager termination


For every public-pension termination, assemble a replacement packet before the formal RFP appears: incumbent failure thesis, transition plan, fee/liquidity schedule, risk-comparison table, and consultant-ready DDQ.

Replacement opportunities often appear first as termination disclosures, board minutes, consultant renewals, or monthly transaction reports before a public manager search is visible.

Ask a public-pension consultant SME which artifact usually precedes a replacement search: board minute, consultant memo, monthly disclosure, manager database update, or direct staff outreach.

manager pruning / replacement-cycle targeting

Public pension low-performer replacement pattern


Replace contaminated SocGen evidence with a BNP-direct source before treating BNP as an active prime-brokerage gatekeeper.

Wrong-subject contamination left this row without a BNP-primary source.

Ask a prime-brokerage SME which BNP page or announcement proves a real capital-introduction or financing motion.

BNP Paribas Prime Brokerage source remediation


Replace contaminated SocGen evidence with a UBS-direct source before treating UBS as an active prime-brokerage gatekeeper.

Wrong-subject contamination left this row without a UBS-primary source.

Ask a prime-brokerage SME which UBS page or announcement proves a real capital-introduction or financing motion.


Keep ALSAC/St. Jude as a source-gap monitor until an official financial report, Form 990, investment-office page, conference bio, or direct staff source validates the liquid-alts gatekeeper claim.

Official financial pages can validate institution scale but not necessarily investment-gatekeeper identity or mandate appetite.

Ask a healthcare-endowment SME whether Nicola da Roza is the current investment gatekeeper and whether outreach is direct or consultant-mediated.

ALSAC St. Jude investment-gatekeeper source remediation


Backfill trade-press-backed high-priority signals with official board packets, RFPs, monthly disclosures, annual reports, Form 990s, or program pages where available.

Trade press can be useful for discovery but should be replaced by official allocator records before a high-confidence outreach playbook is finalized.

Ask the relevant allocator/consultant SME which official record confirms the trade-press signal and whether the action is still current.

board packets / official records / replacement-motion verification

Trade-press replacement signal source remediation


Split Chicago Teachers procurement monitoring from any merged Chicago pension RFP cluster; use the CTPF investment-procurement page as the official source for CTPF-specific investment RFP monitoring.

Merged metro pension clusters should be decomposed into official plan-level procurement surfaces before a pitch calendar row is treated as actionable.

Ask a Chicago public-pension consultant whether CTPF investment procurements are run directly from this page or also through an external consultant database.

investment procurement / consultant and manager searches

CTPF Investment Procurements official source split


Split MEABF from any merged Chicago pension RFP cluster; monitor the MEABF procurement page separately for service-provider or investment-adjacent searches.

Separate plan-level procurement surfaces preserve routing accuracy and prevent wrong-plan evidence from contaminating outreach.

Ask a Chicago pension SME whether MEABF investment searches appear on this page, consultant pages, or board packets first.

procurement / service-provider and investment-adjacent searches

MEABF Procurement Opportunities official source split


Keep HMC as a general allocator and manager-intake row, but do not cite a specific hedge-fund-allocation claim unless the annual report PDF or another official HMC source is extracted.

Official partner-contact pages can validate allocator intake but not necessarily a specific hedge-fund allocation thesis.

Ask an endowment allocator SME which HMC report or board record proves hedge-fund allocation exposure and whether new-manager outreach is active.

new-manager relationship intake / hedge fund allocation verification

HMC hedge-fund allocation claim downgrade


Use the SURS official manager-decision page to validate a manager-reallocation cycle, but keep the exact long-vol termination claim as monitor until the sleeve-specific packet or disclosure is extracted.

An official manager-decision record upgrades replacement-motion confidence but does not prove sleeve-level strategy demand without the detailed board packet.

Ask an Illinois public-pension alternatives SME whether the SURS manager decision touched long-volatility, crisis-alpha, or a broader diversifying-strategies reallocation.

manager reallocation / long-vol replacement verification

SURS manager reallocation official-source downgrade


Downgrade Murdock Trust to archive/monitor for now; do not treat it as a live pitch surface while the official investments page says the Trust is not currently seeking new investment managers.

A named investment page can be negative actionable evidence: it prevents wasted outreach and sets a recheck cadence.

Ask a foundation-investment SME what event or consultant relationship would precede Murdock reopening manager intake.

QIS / liquid alternatives manager intake

Murdock Trust investment-manager intake closed


Keep Northeast Pension Consortium as trade-press-only monitor until an official consortium, plan, board-packet, or procurement source is found.

Allocator-network claims need official plan-level corroboration before they drive high-confidence outreach.

Ask a Northeast public-pension SME which official plan or consortium record confirms the collaboration and whether it affects manager access.

public-pension collaboration / manager access

Northeast Pension Consortium official source gap


Keep MassPRIM managed-account platform as monitor until a MassPRIM procurement, board record, or official platform document surfaces.

Implementation-structure claims require primary plan records before being used as allocator-specific pitch evidence.

Ask a MassPRIM or consultant SME which official record confirms managed-account platform status and whether new systematic managers can access it.

managed-account platform / hedge fund implementation

MassPRIM managed-account platform official source gap


Keep Goldman allocator survey rows as market-monitor evidence only until a Goldman Prime Services or Asset Management report page is found.

Survey-based demand can inform messaging but should not be treated as an allocator-specific open pitch window without the primary report.

Ask a prime-broker cap-intro SME whether the current Goldman survey is distributed publicly, privately to clients, or only through press summaries.

Goldman allocator survey official source gap


Keep J.P. Morgan Private Bank family-office alternatives as monitor until a public J.P. Morgan report page, research note, or event page is surfaced.

Private-bank channel demand should be sourced to the bank's own research or event surfaces before high-confidence AEO/GEO claims are made.

Ask a private-bank alternatives specialist which JPMorgan research or event surface drives family-office hedge-fund education.

family-office alternatives / private wealth distribution

J.P. Morgan Private Bank family-office alternatives official source gap


Keep the VRS Orchard termination as monitor pending an official board packet, annual report, or disclosure; do not upgrade to active replacement demand from trade-press evidence alone.

Termination claims need a primary allocator record before they become replacement-pitch evidence.

liquid credit / relative-value replacement verification

VRS Orchard Liquid Credit official source gap


Open the Comptroller RFP board page, follow the passive-indexing search notice, and extract every solicitation attachment and addendum URL plus deadline and award-path metadata.

public web
consultant database
internal investment committee packet

The announcement flags an open passive-indexing search, but the board page is the source-of-truth surface for attachment and addendum discovery.

Ask a NYC BAM procurement SME whether all addenda and attachments must be cited in the first response or only after shortlist.

RFP attachments / addenda / award-path extraction

NYC BAM passive indexing search attachments and addenda


Open the TRS board materials archive and capture the July 16-17, 2026 board bundle, including agenda, summary, recording, and any manager-change references.

The archive is organized by meeting date, so the July 2026 packet should be extracted as a date-specific board-book set rather than a generic archive row.

board_date, agenda_item, approval, vote, speaker, committee, manager_change, board_book_url, summary_url, recording_url, document_url

Ask a Texas public-pension SME which TRS board-book sections usually reveal manager changes before public allocation reports.

board book / agenda / manager-change extraction


Extract the March 2026 disclosure PDF into normalized manager, asset-class, transaction, hire/termination, placement-agent, and amount fields.

The March 2026 PDF is a live disclosure artifact that can be normalized into a manager-hire and transaction tape, not just summarized as a report.

Ask a NYSCRF SME which transaction categories are most predictive of future hedge-fund or systematic manager searches.

monthly disclosure / manager hire and transaction tape

NYSCRF March 2026 monthly disclosure PDF


Treat the secure proposal portal as a standing intake route and extract the submission requirements into a pitch packet with diligence-ready fields.

A direct proposal-submission page creates a live intake path even when no formal RFP is open.

Ask a CalPERS SME whether unsolicited proposals are triaged centrally, asset-class-team routed, or ignored without a relationship sponsor.

direct proposal portal / diligence packet

CalPERS Investment Proposal Submission extraction


Extract the public manager-opportunity criteria and qualification path so the strategy can be matched to the current intake surface and size thresholds.

CalPERS exposes a public investment manager opportunity surface that routes qualified managers through eVestment and related direct outreach.

Ask a CalPERS or public-pension consultant SME whether eVestment profile completeness or direct staff contact is the stronger first-touch route for systematic public managers.

public manager-opportunity criteria / qualification path

CalPERS Public Investment Manager Opportunities extraction


Extract the emerging-manager eligibility, graduation, and allocation language so the route can be mapped to the correct asset-class partner and contact surface.

Emerging-manager programs are standing pipeline surfaces where smaller or newer systematic managers can be evaluated outside a one-off RFP calendar.

Ask a NYSCRF SME whether emerging-manager intake differs for systematic liquid strategies versus private markets or long-only public markets.

emerging-manager eligibility / graduation / allocation route

NYSCRF Emerging Manager Program extraction


Treat Citi Wealth as a private-wealth distribution rail and prepare platform-compatible hedge-fund materials with clean fees, liquidity, subscription workflow, and advisor FAQ.

wealth insights hub
family-office report PDF
advisor FAQ
private-bank article pages

Citi-style wealth alternatives access now runs through platform packaging rather than bilateral fund pitching alone.

private wealth alternatives distribution


Keep the archive as a monitor until the exact lineage is verified and separately normalized from the broader UBS family-office page.

Global Family Office Report PDF
UHNW research hub
webinar deck
report landing page

UBS family-office coverage is present in corpus, but the Credit Suisse archive lineage is still an unresolved source gap.

Is the archive separately searchable or only recoverable through the current UBS family-office page?

family office allocation research / private wealth alternatives


Use J.P. Morgan Private Bank as a monitor-only family-office research route until a public report page, research note, or event page is surfaced.

private bank research hub
family-office note pages
alternatives education articles
advisor workflow

Private-bank research can be a demand map, but the official-source bar is still not fully cleared here.

Which JPMorgan research or event surface actually drives family-office hedge-fund education?

family-office hedge funds / alternatives research


Work the Family Wealth Alliance network as a referral and education channel for multifamily offices; package diligence materials that can be reused across member firms.

member portal
event calendar
sponsor directory
webinar archive
newsletter

MFO networks amplify distribution when the material is reusable across member firms and CIO workflows.


Package hedge-fund-like exposure with model-portfolio fit, SMA compatibility, risk summaries, and public-private allocation language.

model-portfolio library
advisor research pages
home-office workflow
product screening pages

The model-portfolio gatekeeper decides whether a strategy becomes operationally recommendable inside advisor channels.

Which Morningstar field actually controls shelf inclusion?


Benchmark quant hedge-fund distribution against private-markets SMA wrappers and prepare managed-account, evergreen, and advisor-platform compatibility answers.

advisor portal
SMA product pages
due-diligence packet
model approval workflow

When major wealth platforms launch private-markets SMAs, alternatives distribution shifts toward wrappers that solve access and operations for advisors.

private markets SMA / advisor-distributed alternatives

Morgan Stanley Wealth Management / BlackRock SMA


Use CAPTRUST for corporate-pension and foundation access with implementation-oriented, fee-aware, diligence-light materials.

OCIO manager intake
fiduciary research pages
consultant screen
RFP workflow

Large OCIO and fiduciary advisers are hidden gatekeepers for outsourced capital and need fast, operationally clear packets.

Does the CAPTRUST route lead through fiduciary staff, a consultant screen, or direct manager intake?


Treat Pathstone as a family-office allocator route and prepare CIO-level research materials that can pass through a large MFO investment team.

CIO thought-leadership pages
family-office research hub
private-client portal
IC materials

Large MFOs with formal investment research teams can behave like institutional allocators when the content is governance-friendly and reusable.

multi-family office / investment research


Keep Envestnet as a source-gap monitor until a direct platform page, product-shelf reference, or advisor-workflow source is added to the corpus.

model marketplace
advisor portal
home-office research workflow
product shelf

RIA platform shelves are important distribution layers, but this one is still weakly represented in the corpus.

Does Envestnet have a public advisor workflow surface or only partner/private access?