Table: CalPERS' hedge funds

CalPERS' hedge funds
California Public Employees' Retirement System hedge fund portfolio as of June 30, 2010. Dollars are in millions.
Market

value

1-year return
Total hedge fund portfolio$5,500.09.8%
Policy Index 6.0%
Convertible arbitrage $253.332.8%
Symphony Eureka Fund$253.3N/A
Domestic 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/A
Tremblant 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/A
SuttonBrook Eureka Fund$126.7N/A
Commodities $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/A
Fixed-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

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