Breadcrumb Home INTERACTIVE September 20, 2010 01:00 AM Table: CalPERS' hedge funds Tweet Share Share Email More Reprints Print CalPERS' hedge fundsCalifornia Public Employees' Retirement System hedge fund portfolio as of June 30, 2010. Dollars are in millions. Marketvalue 1-year returnTotal hedge fund portfolio$5,500.09.8%Policy Index 6.0%Convertible arbitrage $253.332.8%Symphony Eureka Fund$253.3N/ADomestic Equity Long/Short $563.06.8%International equity long/short $235.812.1%Brookside Capital Partners Fund$199.24.1%PFM Diversified Eureka Fund$208.3N/ATremblant Partners$155.52.8%Lansdowne European $235.814.7%Multistrategy $708.311.1%Canyon Value Realization Fund$32.423.0%Deephaven $22.58.0%Farallon $4.424.7%OZ Domestic Partners II$504.812.4%Tennenbaum Multi-Strategy SPV (Cayman)$17.5N/ASuttonBrook Eureka Fund$126.7N/ACommodities $622.75.0%Aspect Alternative Fund$243.28.7%Black River CMSF $25.63.1%Black River CTF (Onshore) $182.8-4.1%BlueTrend Fund$171.113.2%Credit-driven $736.621.6%Canyon Special Opportunities Fund$128.223.9%Chatham Asset High Yield Offshore $248.522.6%Chatham Asset Part. Spec. Situation Offshore $147.218.6%Chatham Eureka Fund$212.7N/AFixed-income arbitrage $344.812.3%Black River FIRV $344.812.3%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 $121.762.2%Wayzata Recovery Fund$121.762.2%Asian funds of funds $468.1-1.7%Vision Blue Diamond Fund$259.3-3.9%PAAMCO - Blue Diamond Separate Investment $208.80.5%European funds of funds $483.53.0%Ermitage Highbury Fund$130.02.3%AIS Highbury Fund$101.30.9%ERAAM Highbury Fund$252.34.5%Emerging hedge fund of funds$533.77.0%47 Degrees North $189.53.4%Rock Creek 1848 Fund$203.38.0%PAAMCO 1848 Fund$141.010.2%Source: CalPERS Performance Review for the Risk Managed Absolute Return Securities Program Related Articles Big public funds outperform their hedge fund yardsticks Recommended for You Taiwan Semiconductor’s No. 1 in the emerging markets book Graphic: U.S. stocks were 2020's comeback kid U.S. fixed-income returns post another positive year Sponsored Content: Research for Institutional Money Management sponsored Events Sponsored White Papers GP-LED OPPORTUNITIES AT THE SMALLER END OF THE MARKET Gold Outlook 2021 Bond ETFs show maturity during Covid market mayhem Global gold-backed ETFs: A popular gateway to the gold market 2021 Outlook: A rousing recovery Climate change and emerging markets after Covid-19 View More Sponsored Content Partner Content The Industrialization of ESG Investment For institutional investors, ETFs can make meeting liquidity needs easier Gold: the most effective commodity investment 2021 Investment Outlook | Investing Beyond the Pandemic: A Reset for Portfolios Ten ways retirement plan professionals add value to plan sponsors Gold: an efficient hedge View More