strategic asset allocation

Investor Profile

A new SAA at Connecticut allocates more to risk assets in manager shakeup

Since joining the Connecticut retirement plans as CIO just under two years ago, Ted Wright has developed a new strategic asset allocation that has bumped up the allocation to private assets. Top1000funds.com talks to him about risk budgets, a manager shakeup and diversity.

Sarah RundellApril 27, 2023

Asset Allocation

It’s a drag: why TPA is superior to SAA

A total portfolio approach overcomes the governance, benchmark and inertia drags inherent in strategic asset allocation, and can add returns of 50-100 basis points above SAA, according to global head of investment content at Willis Towers Watson, Roger Urwin.

Amanda WhiteMarch 12, 2020

Investor Profile

Texas Teachers revamps AA, adds leverage

The board of the $154 billion Teacher Retirement System of Texas has approved changes to its strategic asset allocation as a result of its latest five-year study, increasing its allocation to private markets, risk parity and introducing leverage.

Amanda WhiteAugust 22, 2019

Asset Allocation

CalPERS assumes lower returns

CalPERS has set its latest four-yearly capital market assumptions, that feed its strategic asset allocation. The $323 billion fund expects lower returns and more volatility.

Amanda WhiteJune 22, 2017

Sustainability

AP4 chief targets yield, alternatives

The new head of Sweden’s AP4, Niklas Ekvall, is seeking opportunities in emerging-market debt and alternative assets, while looking to expand on an already lauded ESG integration.

Sarah RundellMay 12, 2017

Uncategorised posts

The contested role of asset consultants

Asset consultants are a key part of the investment chain, providing small funds with services that include decision making processes and strategic asset allocation, and for larger funds traditionally playing a key role in manager and strategy selection. But a study by Gordon Clark and Ashby Monk, which is part of a broader look by […]

Amanda WhiteAugust 14, 2015

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Investor Profile

A new SAA at Connecticut allocates more to risk assets in manager shakeup

Asset Allocation

It’s a drag: why TPA is superior to SAA

Investor Profile

Texas Teachers revamps AA, adds leverage

Asset Allocation

CalPERS assumes lower returns

Sustainability

AP4 chief targets yield, alternatives

Uncategorised posts

The contested role of asset consultants

ABP/APG Asset Management

California State Teachers Retirement System (CalSTRS)

PGGM / PFZW

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