Kentucky Waltz

February 01, 2012   Anastasia Donde

The state retirement system’s new CIO, T.J. Carlson, is out to jump-start his predecessor’s hedge fund allocation.

 
  T.J. Carlson: We’re going to be getting introductions to managers through our funds of funds, talking to individual managers and building up an internal database.
Because most public pension plans have to follow cumbersome procedures whenever they want to tweak their portfolios, making big changes to their investment strategies can take years. Mix in a staff shake-up and an internal investigation, and the process grinds to a halt.

That’s what happened at Kentucky Retirement Systems, the $13.6 billion pension and insurance fund that manages Kentucky government employees’ money. The fund approved investments in absolute return strategies in 2009 but then endured several senior staff changes, as well as extensive internal audits into pay-to-play tactics and the use of third-party marketers. Regulators ultimately found no pay-to-play schemes but turned up one instance of failure to disclose the use of a placement agent, and the pension quickly turned...

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