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ABP is no stranger to hedge fund strategies. The EUR196 billion Dutch pension scheme - the full name of which is Algemeen Burgerlijk Pensioenfonds - has been investing in hedge funds since 2001. It currently has around EUR5 billion allocated - three-quarters of which is invested with more than 30 managers, while the remainder consists of investments in a handful of funds of funds.

Separately, ABP Investments, the pension scheme's investment arm, has built its own expertise in derivatives trad

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