NETHERLANDS - PGGM has confirmed it has stopped some of its classical alpha activities in liquid markets but says it will use the technique in other areas of investment.
He said: "We have seen the added value of splitting alpha and beta and are looking at new ways to create returns with lower correlation."
He added PGGM would maintain an active approach to asset classes such as infrastructure or sustainable investment.
PGGM would also continue to spearhead products ahead of market trends in areas such as responsible investment, according to the spokesman.
Earlier in February, PGGM announced it had bought into a collateralised loan obligation (CLO) transaction with ABN AMRO based on Brazilian debt.
Most respondents in this week's Pensions Buzz do not think businesses should be able suspend AE contributions if in financial distress.
Former BHS owner Dominic Chappell has lost the appeal against his section 72 conviction and sentence for failing to hand over information to The Pensions Regulator (TPR).
This week's top stories include Marsh and McLennan Companies agreeing to buy JLT, and the home secretary calling for AE to be scrapped in a no-deal Brexit scenario.
Lesley Titcomb says the watchdog wants closer interactions with pension funds to spot problems sooner and act before having to use its more stringent powers