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Options Strategy Search

Options Strategy Search

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Posted: 
October 31, 2017

The State Universities Retirement System (SURS) is requesting proposals from qualified firms interested in providing Equity Index Option Risk Premia Capture Strategies ("Strategies"). The purpose of this proposed allocation is to consider options-based products that offer an attractive risk vs. return profile relative to traditional equity strategies and/or generate incremental income from writing put and/or call options.

Document Name Date
Pages
Options Strategy Search RFP October 31, 2017
14
Options Strategy Search RFP - Microsoft Word October 31, 2017
14
Options Strategy Search RFP - Appendix A Minimum Qualification Certification - Microsoft Word October 30, 2017
1
Options Strategy Search RFP - Appendix B Diversity Disclosure - Microsoft Word October 31, 2017
2
Options Strategy Search RFP - Appendix C Questionnaire - Microsoft Word October 31, 2017
7
Options Strategy Search RFP - Appendix D Fee Proposal - Microsoft Word October 31, 2017
1
Options Strategy Search RFP - Appendix E - SURS Investment Information October 31, 2017
22
Options Strategy Search RFP - Question and Answer Document November 15, 2017
4

Schedule

Description Date
Quiet Period Begins October 19, 2017
RFP Issued October 31, 2017
Deadline for Responder Questions November 10, 2017
Response to Questions November 15, 2017
RFP Responses Due 4:30 p.m. CST November 21, 2017
Evaluations December 2017/January 2018
Candidate Interviews Week of January 8, 2018
Selection February 1, 2018
All dates subject to change at SURS discretion
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