Quantitative Strategies

CalSTRS will increase its risk mitigating strategies as part of a broader move toward managing capital, liquidity and risk across the total portfolio.

Virginia Retirement System is expanding its diversifying strategies portfolio, leaning on overlays and leverage to manage total portfolio risk without making major changes to its strategic asset allocation.

U.S. pensions are becoming more engaged with bank-led QIS solutions.

ATP is leaning on interest rate swaps and synthetic overlays to free up capital and drive its return seeking portfolio. Quantitative value strategies are next on the radar.

7IM has added a core QIS fund and a diversified alternative strategies fund to its now USD1.3 billion quantitative alternative offering.

Institutional investors are increasingly reluctant of “buy the dip” strategies and instead favoring active overlays to build portfolio resilience.

Total portfolio investors are seeing a new opportunity to capture middle market alpha.

Elo Mutual Pension Insurance Company is turning to defensive systematic bank strategies and executing more in-house overlays as Finland's multi-phase pension reform sees institutional investors take on more risk.

USD2.33 trillion PIMCO is incorporating systematic macro strategies in portfolios as a way to enhance alpha generation and diversification without disrupting existing portfolio allocations.

Japan's USD275 billion Daiwa Asset Management is accelerating its AI-driven credit offering after its U.S. systematic investment grade strategy outperformed in its first nine months.