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Absolute Returns

Preliminary as of 1/31/2008 - Absolute Return Strategies represent 8.6 % of total ERF  
 

 

Manager - Absolute Returns
Weight
Market Value
Benchmark
Website
Austin Capital Management
1.3%
$114,191,704 90 day T-bill + 200bps
go to Austin Cap website
Deutsche Bank Investment Managers
1.3%
$112,241,220 90 day T-bill + 200bps go to Deutsche Bank website
Gottex Market Fund
1.2%
$105,915,061 90 day T-bill + 200bps go to Gottex Website
Gottex Neutral Plus
1.3%
$112,424,000
90 day T-bill + 200bps go to Gottex Website
HFV Multi Strategy
0.5%
$48,172,308
90 day T-bill + 200bps go to HFV's Website
TAG Relative Offshore Fund
0.6%
$52,507,104
90 day T-bill + 200bps go to TAG's Website
Benchmark Plus
2.6%
$230,109,697
90 day T-bill + 200bps go to Benchmarks Website
TOTAL ABSOLUTE RETURNS:
8.6%
$775,561,094

 

Return to Total Asset Allocation

Domestic Equity

International Equity

Private Equity

Fixed Income

REITS

Real Estate

Absolute Returns

 
 

Home || Contact || Handbook

New Mexico Educational Retirement Board (NMERB)
Managing the Retirement Assets of New Mexico's Educators
Santa Fe 505.827.8030
Albuquerque 505. 888.1560
Las Cruces 575.647.3313

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