Manager SkillAllocatorsExamplesEvidenceAnalyst
Checking session...
Roster Monitor

Teacher Retirement System of Texas

Trust value $221.0BConsultant · Meketa Investment GroupAs of 2025-08-31Disclosure ↗

Discrimination within active: of the plan's public-equity managers, which actually take stock-specific risk versus buyable market, sector, and style exposure. Ranked by residual risk share — the only slice of variance where an active fee can be earned; the selection return itself is on each manager's dossier. Evidence, not a recommendation.

Roster look-through · Sleeve X-Ray

The roster in aggregate — an equal-weighted average of the 11 resolved managers' decompositions. 80% of the average manager's risk is buyable market / sector / subsector exposure; 19% is residual risk — the stock-specific share where selection can pay. (A true combined-sleeve decomposition would credit cross-manager diversification and read lower still; real allocation weights refine this.)

And it's concentrated: the top 2 managers (Theleme Partners and Pershing Square Capital Management) account for 46% of the summed per-manager residual risk shares — most of the 11 managers cluster in buyable exposure you already own.

Sleeve decomposition
75%
19%
▸Key
Market
Sector
Subsector
Style tilt
Residual risk
Most-owned names · redundancy
Name

Manager roster

ManagerMandateMatchSignatureDecompositionStock-specific risk
Theleme Partners LLP
Concentrated book — the 13F closely reflects the mandate.
Concentrated global growth equity★Residual-risk-driven
62%+43%Dossier →
Pershing Square Capital Management, L.P.
~8–10 names; the 13F ≈ the strategy.
Concentrated activist equity★Mixed

Local-First Data Policy — Your holdings are resolved locally against our Security Master. Data never leaves your machine.

The Engine
  • Developers
  • API
  • SDK
  • CLI
The Science
  • What's inside
  • Artifact gallery
  • Methodology wiki
  • Glossary
  • ERM3 overview
  • SEC Filing Calendar
Infrastructure
  • About
  • Support
  • FAQ
  • Privacy
Manager SkillAllocatorsExamplesEvidenceAnalyst
Checking session...
Roster Monitor

Teacher Retirement System of Texas

Trust value $221.0BConsultant · Meketa Investment GroupAs of 2025-08-31Disclosure ↗

Discrimination within active: of the plan's public-equity managers, which actually take stock-specific risk versus buyable market, sector, and style exposure. Ranked by residual risk share — the only slice of variance where an active fee can be earned; the selection return itself is on each manager's dossier. Evidence, not a recommendation.

Roster look-through · Sleeve X-Ray

The roster in aggregate — an equal-weighted average of the 11 resolved managers' decompositions. 80% of the average manager's risk is buyable market / sector / subsector exposure; 19% is residual risk — the stock-specific share where selection can pay. (A true combined-sleeve decomposition would credit cross-manager diversification and read lower still; real allocation weights refine this.)

And it's concentrated: the top 2 managers (Theleme Partners and Pershing Square Capital Management) account for 46% of the summed per-manager residual risk shares — most of the 11 managers cluster in buyable exposure you already own.

Sleeve decomposition
75%
19%
▸Key
Market
Sector
Subsector
Style tilt
Residual risk
Most-owned names · redundancy
Name

Manager roster

ManagerMandateMatchSignatureDecompositionStock-specific risk
Theleme Partners LLP
Concentrated book — the 13F closely reflects the mandate.
Concentrated global growth equity★Residual-risk-driven
62%+43%Dossier →
Pershing Square Capital Management, L.P.
~8–10 names; the 13F ≈ the strategy.
Concentrated activist equity★Mixed

Local-First Data Policy — Your holdings are resolved locally against our Security Master. Data never leaves your machine.

The Engine
  • Developers
  • API
  • SDK
  • CLI
The Science
  • What's inside
  • Artifact gallery
  • Methodology wiki
  • Glossary
  • ERM3 overview
  • SEC Filing Calendar
Infrastructure
  • About
  • Support
  • FAQ
  • Privacy
Managers
Sleeve wt
AMZN9 / 117.1%
META5 / 114.3%
MSFT5 / 113.3%
NVDA5 / 112.8%
GOOG5 / 112.5%
V4 / 111.5%
UBER3 / 113.3%
EFX3 / 111.5%

Names in multiple managers' top holdings — where the roster double-pays for the same exposure. Top-holdings overlap (v0); full position look-through follows.

33%+15%
Dossier →
Voss Capital, LPUS small-cap value★Exposure-driven
25%+6%Dossier →
WINDACRE PARTNERSHIP LLCConcentrated long-term equity★Exposure-driven
21%+2%Dossier →
BRANDES INVESTMENT PARTNERS, LPGlobal value equity★Exposure-driven
17%−2%Dossier →
Soroban Capital Partners LPConcentrated fundamental equity★Exposure-driven
15%−3%Dossier →
CANTILLON CAPITAL MANAGEMENT LLCGlobal quality equity★Exposure-driven
12%−6%Dossier →
XN LPConcentrated growth equity★Exposure-driven
10%−8%Dossier →
VAUGHAN NELSON INVESTMENT MANAGEMENT, L.P.US value equity★Exposure-driven
5%−14%Dossier →
WELLINGTON MANAGEMENT GROUP LLP
Firm-wide 13F aggregate — diversified.
Global equity (firm-wide)★Exposure-driven
3%−15%Dossier →
ARROWSTREET CAPITAL, LIMITED PARTNERSHIP
Diversified quant — low residual by design.
Global systematic equity★Exposure-driven
3%−16%Dossier →

Δ vs the tracked-pension composite (19%). Each row is a firm-wide 13F — for concentrated managers the 13F closely reflects the mandate; for diversified shops it aggregates the whole book. Managers confirmed from the TRS 2025 ACFR (External Managers, Table 9, pp. 125–126); mandate labels are each firm's best-known public-equity strategy. Gross, holdings-derived. Evidence only — no hire / watch / replace verdict.

Terms
RiskModelsResearch/Workspace/API

© 2026 RiskModels · Blue Water Macro Corp.|System Status:Operational|Holdings-based. Evidence, not opinion.

Informational use only — not investment advice. Blue Water Macro Corp.

Managers
Sleeve wt
AMZN9 / 117.1%
META5 / 114.3%
MSFT5 / 113.3%
NVDA5 / 112.8%
GOOG5 / 112.5%
V4 / 111.5%
UBER3 / 113.3%
EFX3 / 111.5%

Names in multiple managers' top holdings — where the roster double-pays for the same exposure. Top-holdings overlap (v0); full position look-through follows.

33%+15%
Dossier →
Voss Capital, LPUS small-cap value★Exposure-driven
25%+6%Dossier →
WINDACRE PARTNERSHIP LLCConcentrated long-term equity★Exposure-driven
21%+2%Dossier →
BRANDES INVESTMENT PARTNERS, LPGlobal value equity★Exposure-driven
17%−2%Dossier →
Soroban Capital Partners LPConcentrated fundamental equity★Exposure-driven
15%−3%Dossier →
CANTILLON CAPITAL MANAGEMENT LLCGlobal quality equity★Exposure-driven
12%−6%Dossier →
XN LPConcentrated growth equity★Exposure-driven
10%−8%Dossier →
VAUGHAN NELSON INVESTMENT MANAGEMENT, L.P.US value equity★Exposure-driven
5%−14%Dossier →
WELLINGTON MANAGEMENT GROUP LLP
Firm-wide 13F aggregate — diversified.
Global equity (firm-wide)★Exposure-driven
3%−15%Dossier →
ARROWSTREET CAPITAL, LIMITED PARTNERSHIP
Diversified quant — low residual by design.
Global systematic equity★Exposure-driven
3%−16%Dossier →

Δ vs the tracked-pension composite (19%). Each row is a firm-wide 13F — for concentrated managers the 13F closely reflects the mandate; for diversified shops it aggregates the whole book. Managers confirmed from the TRS 2025 ACFR (External Managers, Table 9, pp. 125–126); mandate labels are each firm's best-known public-equity strategy. Gross, holdings-derived. Evidence only — no hire / watch / replace verdict.

Terms
RiskModelsResearch/Workspace/API

© 2026 RiskModels · Blue Water Macro Corp.|System Status:Operational|Holdings-based. Evidence, not opinion.

Informational use only — not investment advice. Blue Water Macro Corp.