Pimco Plots Asset Strategy to Mimic Yale Without Cash Strain

Interesting news.  The key here is how they plan on allocating the hedge fund and private equity portions.  You already know what I think regarding those!

Bloomy article here:

Pimco Plots Asset Strategy to Mimic Yale Without Cash Strain

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Great read on AQR and their new momo funds.

View Comments to “Pimco Plots Asset Strategy to Mimic Yale Without Cash Strain” (Leave a Comment)


  1. macclary says:

    One possibility for a more liquid hedge fund alternative might be something like Putnam's new mutual fund Putnam Absolute Return 700 (PDMAX), which is supposed to return 700bps over inflation. Based on a few months of returns it looks pretty smooth compared to other market neutral type mutual funds. It appears to hold roughly 50% cash, 40% investment grade bonds, and 10% stocks. Blurb:

    “The fund combines two separate investment strategies. The beta strategy consists of a globally diversified asset allocation strategy. The alpha strategy involves the potential use of various 'overlay' strategies. These consist of diverse active trading strategies…market inefficiencies…”

  2. grock says:

    Meb looks like El-Erian read the autograph copy of your book that you sent him…….LOL

  3. grock says:

    Meb looks like El-Erian read the autograph copy of your book that you sent him…….LOL

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