| Investment vehicles are as of June 30, 2014. Assets are in millions; funds-of-funds asset data are as of July 31, 2014, and direct investment asset data are as of May 31, 2014. For more information, the CalPERS CIO Monthly Performance Report for the period ended June 30, 2014, can be found here. |
|
| Aspect Alternative Fund LLLP | $111 |
| Black River Commodity Multi - Strategy Fund LLC* | $9 |
| Black River Commodity Trading Fund (Onshore) Ltd | $195 |
| Black River Fixed Income Relative Value Opportunity Fund Ltd | $460 |
| BlueTrend Fund LP | $0 |
| Breton Hill Eureka Fund, LP | $218 |
| Brookside Capital Partners Fund, L.P.* | $11 |
| Canyon Value Realization Fund L.P.* | $6 |
| Carlyle Multi Strat Partners LP | $2 |
| Chatham Eureka Fund LP | $592 |
| Deephaven Global Multi-Strategy Fund LLC* | $1 |
| Double Haven Eureka LLC | $111 |
| Kylin Eureka LLLP | $136 |
| Lansdowne Eureka Fund, LP | $290 |
| Metcapital Mortgage Opportunities Fund, Ltd. | $3 |
| Northwest Eureka Fund LLLP | $108 |
| O'Connor Global Fundamental Market Neutral Long Short LLC - A1 | $52 |
| OZ Domestic Partners II, L.P.* | $11 |
| OZ Eureka Fund, LP | $731 |
| PFM Diversified Eureka Fund, L.P | $349 |
| Standard Pacific Eureka Fund, L.P | $0 |
| SuttonBrook Eureka Fund LP | $4 |
| Symphony Eureka Fund LP | $337 |
| Victoria SPV | $0 |
| Total direct investment | $3,736 |
|
| AIS Highbury Fund, LP | $53 |
| ERAAM Highbury Fund, LP | $307 |
| Ermitage Highbury Fund, LP | $1 |
| PAAMCO 1848 Fund LP - Blue Diamond Separate Investment | $2 |
| PAAMCO 1848 Fund, LP - 1848 Separate Investment | $176 |
| Rock Creek 1848 Fund, LP | $254 |
| Total funds of funds | $793 |
| |
| *Manager is no longer actively managed and has "stub" positions in illiquid or quasi-illiquid assets held in hedge funds that have been redeemed or transferred out of by CalPERS. |
| Source: CalPERS |
