strategic tilting

Informed rebalancing is untapped alpha

The case of three asset owners which have successfully added value through strategic tilting or informed rebalancing, shows how this could be applied by other asset owners to add alpha.

Arun MuralidharMay 1, 2019

Strategic tilting adds value at NZ Super

Strategic tilting has added 1.1 per cent, or NZ$3 billion, to the New Zealand Super Fund’s reference portfolio over the past 10 years, David Iverson, head of asset allocation at the NZ$41 billion fund says. This is way above the expected return from the program which was set at around 40 basis points.

Amanda WhiteApril 17, 2019

Asset Allocation

NZ Super pares back tilts

New Zealand Super has pulled back its strategic tilting positions for the first time. The fund now sees better opportunities for active risk in unlisted assets such as timber and distressed debt.

Amanda WhiteMarch 28, 2017