Matt Strube
Matt Strube — San Francisco
Who Is This Guy

Why listen to me about institutional investing?

Fair question. The people reading this range from early-career investors to seasoned CIOs to board members seeking a clearer picture of what world-class looks like. What I bring isn't a textbook framework. It's my own experience of doing the work — running portfolios through market dislocations, hiring and firing managers, and giving boards an honest picture, not a comfortable one.

I started on a trading floor.

Before I ever sat in an investment office, let along ran one, I was pricing equity options and managing portfolio risk on the floor of the CBOE. That's not a typical path into institutional investing — and I think it changed how I see the world in ways that still show up in how I select managers, construct portfolios, and manage risk.

Trading teaches you something no graduate program can: the difference between understanding risk and being accountable for it. When your job is making sure your portfolio survives catastrophic defaults — because you own the P&L — language that sounds robust, like "risk tolerance," but lacks any real rigor stops being acceptable. You either know what you own, why you own it, and what you'll do when it goes against you — or you go under. Trading taught me more about portfolio and risk management than I could have imagined, but my instincts were always pulling somewhere else — toward deep research, long-term thinking, and the kind of patient judgement that compounds over time.

Then I got a job I didn't fully appreciate at the time.

The Teacher Retirement System of Texas under Britt Harris wasn't running a typical investment shop. The standard there was distinctive — rigorous enough to be uncomfortable, mission-driven enough that the discomfort felt worth it. It wasn't about the AUM. It was about the quality of the process and the accountability to it. I didn't fully understand what I was part of until I left.

We inherited a hedge fund program that allocated to strategies based on intuition — how much event-driven, macro, market neutral. We built a research-driven framework with our PhD colleagues: modeling how strategies perform when the rest of TRS struggled, optimizing allocations based on the answer, and building a systematic approach to manager sizing rooted in rules, not instinct. For five straight years during our tenure, we ranked in the top quartile of all funds of funds — outperforming managers charging multiples of our cost. We lowered risk along the way and helped push fee reform thinking that eventually became industry practice. TRS has continued to be one of the best-performing public pensions in the country since. 

The discipline turned out to be portable. I didn't know how portable until I tested it.

$14B at Mesirow Advanced Strategies — running alternatives portfolios for pensions, endowments, and foundations across 25+ custom mandates. $7B at CSAA managing an insurance general account and $1B pension — same standards, different scale, different regulatory environment. Both had infrastructure. AAA didn't.

No CIO, no investment team, and no one who knew what an institutional investment office looked like. Just a legacy portfolio that had been run by outside parties who didn't understand the business — and a blank canvas.

Who is this for?

Most investment programs at the $500M–$3B level are making important decisions with limited support. Yes, most have consultants — a consultant running the same portfolio for 80 clients can't always tell you what's wrong for yours specifically. And hiring talented investors doesn't automatically produce institutional culture. Culture isn't a credential. It's a standard that has to be built, maintained, and audited. Most programs simply don't know what they don't know.

What I learned — rigorous sourcing, continuous re-underwriting, pre-specified exit conditions, honest self-assessment of the program itself — doesn't require a $100B budget or a team of 20. It requires a standard. 

I'm not selling anything. I'm not running a fund. I'm writing because the gap between what the largest institutions know and what smaller ones can access is real — and it doesn't have to be.

2003–2006
Derivatives Trader
SMC Option Management & USA Trading — Chicago
Equity options and futures. Real-time risk management. Where I learned how to manage portfolios.
2006–2012
Director, External Public Markets
Teacher Retirement System of Texas — Austin
Managed $10B across hedge funds, private credit, and risk parity within a $100B fund. Worked directly under Britt Harris during the era that produced top-quartile results and nearly 20 institutional investment leaders across the country.
2012–2014
SVP, Head of Portfolio Solutions
Mesirow Advanced Strategies — Chicago
Led the portfolio management team overseeing multi-billion dollar active external managers for 25+ custom portfolios, reporting to the CIO.
2015–2020
Sr. Investment Manager
AAA – CSAA Insurance Group — Walnut Creek
Oversaw asset allocation, manager selection, and risk management for a $6B insurance general account and $1B pension, reporting to the CIO. 
2020–Present
Director of Investments & Treasurer
AAA — Walnut Creek
Built the investment program from scratch. Transitioned from OCIO to fully in-house. Five years of consistent benchmark outperformance.
Education
MBA, Chicago Booth
Board Service
Foundation board advisor
Investment committee member
Designation
CAIA Charterholder

If you're running an investment program, and want to talk culture, performance, or anything – let's chat.