Dec 29, 2019
In the third episode of Allocator's Corner, I had the opportunity to sit down with Helen Idenstedt who is portfolio manager idiosyncratic alternative investments at the first Swedish national pension fund - AP1. The role of the portfolio that Helen runs is to serve as a diversified source of alpha within the broader AP1 mandate – a mandate that currently has around 350 billion SEK in assets under management.
During the session, we discussed how to manage so-called idiosyncratic risk using alternative investment strategies, the process behind her manager selection, what the portfolio looks like today and how ESG has received increased attention in the alternatives space as of late. We also had the chance to discuss a new mandate linked to private debt strategies that Helen has just started allocating assets to.