September 20, 2010 01:00 AM

Table: CalPERS' hedge funds

	Market value	1-year return
CalPERS' hedge funds
California Public Employees' Retirement System hedge fund portfolio as of June 30, 2010. Dollars are in millions.
Total hedge fund portfolio	$5,500.0	9.8%
Policy Index		6.0%
Convertible arbitrage	$253.3	32.8%
Symphony Eureka Fund	$253.3	N/A
Domestic Equity Long/Short	$563.0	6.8%
International equity long/short	$235.8	12.1%
Brookside Capital Partners Fund	$199.2	4.1%
PFM Diversified Eureka Fund	$208.3	N/A
Tremblant Partners	$155.5	2.8%
Lansdowne European	$235.8	14.7%
Multistrategy	$708.3	11.1%
Canyon Value Realization Fund	$32.4	23.0%
Deephaven	$22.5	8.0%
Farallon	$4.4	24.7%
OZ Domestic Partners II	$504.8	12.4%
Tennenbaum Multi-Strategy SPV (Cayman)	$17.5	N/A
SuttonBrook Eureka Fund	$126.7	N/A
Commodities	$622.7	5.0%
Aspect Alternative Fund	$243.2	8.7%
Black River CMSF	$25.6	3.1%
Black River CTF (Onshore)	$182.8	-4.1%
BlueTrend Fund	$171.1	13.2%
Credit-driven	$736.6	21.6%
Canyon Special Opportunities Fund	$128.2	23.9%
Chatham Asset High Yield Offshore	$248.5	22.6%
Chatham Asset Part. Spec. Situation Offshore	$147.2	18.6%
Chatham Eureka Fund	$212.7	N/A
Fixed-income arbitrage	$344.8	12.3%
Black River FIRV	$344.8	12.3%
Market neutral	$156.5	-0.5%
O'Connor Global Market Neutral	$46.8	-0.6%
O'Connor Global Quantitative Equity	$109.8	-0.4%
Statistical arbitrage	$127.0	-7.9%
The Marquee Fund	$127.0	-7.9%
Distressed	$121.7	62.2%
Wayzata Recovery Fund	$121.7	62.2%
Asian funds of funds	$468.1	-1.7%
Vision Blue Diamond Fund	$259.3	-3.9%
PAAMCO - Blue Diamond Separate Investment	$208.8	0.5%
European funds of funds	$483.5	3.0%
Ermitage Highbury Fund	$130.0	2.3%
AIS Highbury Fund	$101.3	0.9%
ERAAM Highbury Fund	$252.3	4.5%
Emerging hedge fund of funds	$533.7	7.0%
47 Degrees North	$189.5	3.4%
Rock Creek 1848 Fund	$203.3	8.0%
PAAMCO 1848 Fund	$141.0	10.2%
Source: CalPERS Performance Review for the Risk Managed Absolute Return Securities Program

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Table: CalPERS' hedge funds

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