SURS is requesting proposals from qualified firms interested in providing Systematic TrendFollowing Strategies (“Strategies”). The current portfolio consists of three (3) managers who can be characterized as prototypical, medium-term trend followers. In an effort to enhance the portfolio, SURS is interested in complementary approaches to trend-following that incorporate additional markets (e.g., alternative trend) and/or faster models (e.g., short-term trend). The allocation would represent a portion of the targeted $1.5B portfolio (e.g., $200-300M). For the purposes of this RFP, traditional Systematic Trend-Following strategies (e.g., strategies that are similar to those found in the SocGen Trend Index) are not appropriate and will not be considered.
