Reuters reports that New Mexico's public pension fund, a big investor with hedge funds, asked Eton Park Capital Management and Marathon Asset Management to return its money as the fund overhauled its portfolio, the fund's chief investment officer said on Wednesday.

Trustees for the Public Employees Retirement Association of New Mexico, which provides retirement benefits to roughly 50,000 former government workers including police and firefighters, voted in September to take back $61 million invested with Eton Park, which is run by Eric Mindich, and to redeem $38 million from Marathon, which is run by Bruce Richards.