In today’s episode, Alan Dunne is joined by Katherine Molnar, CIO of Fairfax County Police Officers Retirement System, and Andrew Spellar, CIO of Fairfax County Employees Retirement System, to discuss how asset allocation is handled by one of the best performing public pension funds, how they manage risk and balance their portfolio through diversification, how the current instability in the markets has shaped their investment strategy, expectations of returns for different investment strategies, running portfolios using a risk parity framework, moving into digital assets, manager selection and much more.
----
In this episode, we discuss:
How asset allocation is handled in a successful public pension fund like Fairfax County Retirement System
How they manage risk and create balance in their portfolios
How instability in the markets has shaped their strategy
How they look at return expectations
The (brave) move into digital assets
Manager selection
Skills and challenges of being a CIO

----
Follow Niels on https://twitter.com/toptraderslive (Twitter), https://www.linkedin.com/in/nielskaastruplarsen (LinkedIn), https://www.youtube.com/user/toptraderslive (YouTube) or via the https://www.toptradersunplugged.com/ (TTU website).
IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written https://www.toptradersunplugged.com/Ultimate (here).
And you can get a free copy of my latest book “The Many Flavors of Trend Following” https://www.toptradersunplugged.com/flavor (here).
Learn more about the Trend Barometer https://www.toptradersunplugged.com/resources/market-trends/ (here).
Send your questions to info@toptradersunplugged.com
And please share this episode with a like-minded friend and leave an honest Rating & Review on https://www.toptradersunplugged.com/reviewttu (iTunes) or https://open.spotify.com/show/2OnOvLbIV3AttbFLxuoaBW (Spotify) so more people can discover the podcast.
Follow Alan on https://twitter.com/alanjdunne (Twitter).
Follow Katherine on https://www.linkedin.com/in/katherine-molnar-cfa-312a5010/ (LinkedIn).
Follow Andrew on https://www.linkedin.com/in/andrew-j-spellar-696714a/ (LinkedIn).
Episode TimeStamps:
00:00 - Intro
03:05 - Overview of Fairfax County’s asset allocation strategy
14:27 - How has the current market affected their strategy?
19:35 - The growth of risk mitigation strategies
28:42 - Setting return expectations
37:02 - What scenario keeps Molnar and Spellar awake at night?
39:38 - Digital assets in a public pension plan
51:05 - Manager selection...the insight scoop
58:00 - Skills and challenges of being a CIO
01:04:30 - Advice on becoming a better allocator
01:08:08 - Thanks for listening

Copyright © 2022 – CMC AG – All Rights Reserved
----
PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:
1. eBooks that cover key topics that you need to know about
In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. https://www.toptradersunplugged.com/resources/ebooks/ (Click Here)
2. Daily Trend Barometer and Market Score
One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! https://www.toptradersunplugged.com/resources/market-trends/ (Click Here)
3. Other Resources that can help you
And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. https://www.toptradersunplugged.com/resources/ (Click Here)...