APG’s GTAA fund

Asset management company APG invests almost 240 billion Euros for the biggest pension fund in the Netherlands. Next to traditional investment strategies in shares, bonds, and other investment classes, APG employs alternative strategies, including a large Global Tactical Asset Allocation (GTAA) fund. Dr. Pieter Jelle van der Sluis, Head of APG's GTAA’s internal Systematic Strategies portfolio, explains.