Calpers Annual Investment Report - Fees 2004-2008*

8/14/2019 Calpers Annual Investment Report - Fees 2004-2008*

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State Street Global Advisors SWDE, SWFO Strategic Investments SW4G, SW4H, SWOJ Stu x Investment SWAH T. Rowe Price SWB8The Boston Company- Asset Management, LLC. SW2ETurner Investment Partnes, Inc SW08, SWEQUBS Alternative and Quantitative Inv. SWAGWestern Asset Management Company SWAZTotal External Domestic Equity Managers

External Domestic Fixed Income Managers Highland Capital Distressed, L.P. SW8F Nomura Corporate Research & Asset Mgt. SW7Y Pacific Investment Mgmt Co., LLC. SW7W

Total External Domestic Fixed Income Managers

Global Equity Managers Acadian Asset Management SWCJ Alliance Bernstein Institutional Inv. SW8N, SWCA,

SV'vCDAQR Capital Management, LLC SWCOArrowstreet Capital, L.P. SW4D, SW6MAxa Rosenberg SW5LBaillie Gifford Overseas Limited SW6NBarclays Global Investors SW9JBaring International Investment, Limited SW91Batterymarch Financial Management SWFHBrandywine Global Investment Management SWDHCapital Guardian SW5MDimensional Fund Advisors SW71Genesis Asset Managers SW80Grantham, Mayo, Van Otterloo, & Co, LLC SW6JLazard Asset Management SWFE , SWJNNew Star Institutional Managers LTD SWCBNomura Asset Management U.S.A., Inc. SJ25Northroad Capital Investments SWADPareto Partners (Currency Forwards) SJ70Pictet Asset Management SWFGPyrford Investments SW4VQuantitative Management Associates, LLC SWCPResearch Affiliates, LLC SWEU, SWFXRobeco USA, LLC SW6EState Street Global Advisors SW1D, SWDGStrategic Investment Management SWOJ, SWFP

http://www.calpe rs.ca.gov investli nvestmenlreport-2008/investment.,

78,1410

258,489483,746494,293782,898

5,434,584464,225

Net AssetsManaged at Fair Value13,921

336,926312,010


3,987,281485,083

1,231,791799,085

1,053,1983,455

96572,2557 8 1 F f 12

1,306,3931,353,043

741,019687,900662,211472,491

1(49,566)560,18096,943

174,3221,014,871

307162,161

9102,1051,3931,793

66868?_

23,118178$54,015

Fees(Dollars in Thousands)$808

1,4761,296

$3,580

Fees(Dollars in Thousands)$1,1722,6371,7731,961

5471,5011,486

6172,191136294

3,5502,736

7401,333

5531,170

5772,0761,106

777989320395

1,313730

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- - -

CaIPERS: -2008 Annual Investment Report: Real Estate Consultants... http://www.calpers.ca.gov/invesUinvestmentreport-2008/investment.

Main Menu I Investment Operations Menu CalPERS On-LineReal Estate Consultants and Other Fees Report

Net Assets FeesReal Estate Partners Asset Management Fees Managed at Fair Value (Dollars in Thousands)301 Capitol Mall $-2,192 $674Aetos Capital Asia 252,127 6,404AEW Capital Management 106,046 1,995AGI - TMG Housing Partners, LLC 2,036 1,125American Value Partners 11,888 1,476Apollo Real Estate Advisers 103,433 1,400ARA Asia Dragon Limited 70,936 5,297Black Bear, LTO 151,396 2,921Bridge Urban Infill 61,825 323Buchanan Street Advisors, LP 315,208 2,430Caleast La Salle 3,749,018 21,994California Smart Growth Fund IV 42,866 1,254Calsmart LLC 284,961 1,973Calwest RREEF 325,236 1,776Capmark Structured Real Estate Partners 52 ,002 905Capri Capital Management 170,416 2,076CBRE Strategic Partners 96,281 3,668CIM Urban Fund Gp, LLC 857,465 15,307CityView America Fund I, LLC 189,545 3,761CVE Affordable Housing 0 1CWP - Bishop Square 152,048 881DB International Fund 49,718 781Fifth Street Properties CWP 103,969 3,361Fillmore East Fund 71,113 724Fortress Investment Fund 253,104 3,124GI Partners Fund II 498,123 713Global Retail Investors, LLC 107,226 297Guggenheim 156,671 1,022Hampshire 29,804 1,142Harbert European 16,787 1,125Hearthstone Housing Partners 185,673 1,871Hines National Office Partnership - includes Int'I 301,807 7,786Hollywood Park Coinvestment 89,227 309..IHP 503,249 12,174

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: 2007 Annual Investment Report: External Manager Fees http://www.calpers.ca.gov/investlinvestmentreport-2007/investment.

State Street Bank SWDE Strategic Investments SWDI Strategic Investments SWDJ Strategic Investments SW4G Strategic Ventures SW4H Stux Investment SWAH T. Rowe Price SWB8The Boston Company Asset Management. LLC. SW2ETimeless Investments SW8VUBS Alternative and Quantitative Inv. SWAGWestern Asset Management Company SWAZ

Total External Domestic Equity Managers

External Domestic Fixed Income Managers Highland Capital Distressed, L.P . SW8F ING Ghent Asset Management, LLC SW7X Nomura Corporate Research & Asset Mgt. SW7Y Pacific Investment Mgmt Co., LLC. SW7W


Global Equity Managers Arcadian Asset Management SWCJ Alliance Bernstein L.P . SWCA Alliance Bernstein L.P. SWCD Alliance Bernstein L.P. SW51 Alliance Bernstein L.P. SWEY Alliance Bernstein Institutional Inv. SW8N AQR Capital Management, LLC SWCO Arrowstreet Capital, L.P. SW6M Arrowstreet SW4D Axa Rosenberg SW5L Baillie Gifford Overseas Limited SW6N Barclays Global Investors SW9J Baring International Investment, Limited SW91 Brandywine Global Investment Management SWDH Capital Guardian SW5M Dimensional Fund Advisors SW71 Genesis Asset Managers SW80 Grantham, Mayo, Van Otterloo, & Co, LLC SW6J New Star Institutional Managers LTD SWCB Nomura Asset Management U.S.A ., Inc. SJ25 Northroad Capital Investments SWAD Pareto Partners (Currency Forwards) SJ70

90,4430000

2 8 5 , 7 ~ 0 711 ,816828,8210

3,981 ,311710,728

Net AssetsM a n a ~ e d at Fair Value

254,656000

Net AssetsManaged at Fair Value1,412,734

794,406670,466845,319 I962,5271,537,627

1,334,6731,245,075

216,1761,400,3521,182,7071,502,898

972,17590,085

759,0951,502,0681,529,2021,200,791

720,5841,240,861

110,52163,820

895

2022,198

751,0062,322

7441023,198

527$31,333

Fees(Dollars in Thousands)$6,637

6672.1801,411

$10,895

Fees(Dollars in Thousands)$3,793

5177017582801,415

1,7552,222

1051,2661,0421,977

955133

1,1094,3813,408

412714

1.442521

2,360..1/19/10 11 :46
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': 2007 Annual Investment Report: Real Estate Consultants ...

ANNUAL IW E TM T RItPORTYI!.AR f iNOI'D JUN 30,.10()

http://www .calpers.ca.gov/investJinvestmentreport-2007/investment ...

Main Menu I Investment Operations Menu CalPERS On-LineReal Estate Consultants and Other Fees Report

Net Assets FeesReal Estate Partners Asset Management Fees Managed at Fair Value (Dollars in Thousands)Aetos Capital Asia $189,912 $4,354

,-AEW Capital Management 83,184 2,299AGI - TMG Housing Partners, LLC 9,446 625Alinda Infrastructure 29,133 1,401American Value Partners -1,757 840Apollo Real Estate Advisers 51,377 5,923Black Bear, LTD 28,519 2,996Buchanan Street Advisors, LP 246,491 1,710Caleast La Salle 3,577,918 19,508Calsmart, LLC 274,588 1,913Calwest RREEF 384,564 24,924Capmark Structured Real Estate Partners 45,192 777Capri Capital Management 143,544 1,234CBRE Strategic Partners 75,594 2,547CIM Urban Fund Gp, LLC 648,584 12,452CityView America Fund I, LLC 77,996 5,602CVE Affordable Housing 934 2- CWP - Bishop Square 139,711 769Fifth Street Properties CWP 145,243 3,263Fillmore East Fund 50,473 183Fortress Investment Fund 233,371 1,779Global Innovation Partners 513,923 1,546Global Retail Investors, LLC 5,687 41Guggenheim 58,631 2,002Hampshire 47,751 606Harbert European 7,626 1,306Hearthstone Housing Partners 226,581 3,334Hines National Office Partnership - includes Int'I 46,178 6,403Institutional Housing Partners 509,750 10,348IL & FS India 27,660 1,833Institutional Mall Investors, LLC 1,691,557 11,166Integral Urban (1,215) 528JER Europe Fund III (2,075) 97Johnson Macfarland Partners 349,543 3,683

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The B o ~ t o n Company Asset Management, LLC. SW2ETimeless Investments SW8VUBS Alternative and Quantitative Inv . SWAG

~ s t c a p J n v e s t ~ W 7 M Western Asset Management Company SWAZ

Total External Domestic Equity Managers

External Domestic Fixed Income Managers Highland Capital Distressed, L.P . SW8F ING Ghent Asset Management, LLC SW7X LM Capital Ventures SW4X Nomura Corporate Research & Asset Mgt. SW7Y Pacific Investment Mgmt Co., LLC . SW7W Shenkman Capital Management, Inc. SW7Z


Global Equity Managers Arcadian Asset Management SWCJ Alliance Bernstein L.P. SWCA Alliance Bernstein L.P. SWCD Alliance Bernstein Institutional Inv. SW8N AQR Capital Management, LLC SWCO Arrowstreet Capital, L.P. SW6M Arrowstreet SW4D Artisan Partners L.P. SW60 Axa Rosenberg SW5L Baillie Gifford Overseas Limited SW6N Barclays Global Investors SW9J Baring International Investment, Limited SW91 Capital Guardian SW5M Dimensional Fund Advisors SW71 Genesis Asset Managers SW80 Grantham, Mayo, Van Otterloo, & Co, LLC SW6J New Star Institutional Managers LTD SWCB Nomura Asset Management U.S.A ., Inc. SJ25 Northroad Capital Investments SWAD Pareto Partners (Currency Forwards) SJ70 Pyrford Investments_SW4V Robeco USA, LLC SW6E Sparx Value Creation Fund SW7H State Street Bank (Currency Forwards) SW1D State Street Bank SW6A & SW7G & SWDG

Total Global EqUity Managers

http://www.calpers.ca.gov /investlinvestmentreport-2006/i nvestment. .

7001,0764,706

242570

$30,583

Fees(Dollars in Thousands),$2,1361,397

2682,0871,902

563$8,353

Fees(Dollars in Thousands)$555

101196

1,854895

1,00517340

1,7401,0891,211

596532

4,1702,837

647303955810

2,370928464

1,6591,0882,289

$28,507

663,39194,087

1,685,2610

586,286


0179,496

00

579,602

Net AssetsManaged at Fair Value1,062,741

604,957536,551

1,533,8521,037,659

928,856160,456

21,179,484

982,7061,172,562

946,046641 ,830

1,507,4141,503,359

927,172556,673

1,051,370138,810

-104,335132,957511 ,890627,884-76,405

13,372,263

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CaIPERS: 2006 Annual Investment Report: Real Estate Consultants. .. http://www.calpers.ca.gov/investJinvestmentreport-2006/investment

Main Menu IlntroducDon CalPRSMain Menu I Investment Operations Menu CalPERS On-Line

Real Estate Consultants and Other Fees ReportNet Assets FeesReal Estate Partners Asset Management Fees Managed at Fair Value (Dollars in Thousands)

Aetos Capital Asia $ 94,649 $ 4,597AEW Capital Management 171,253 1,964Apollo Real Estate Advisers 7,073 852Black Bear, LTD 10,366 2,721Bridge Urban 53,873 231Buchanan Street Advisors, LP 227,213 1,471Capri Capital Management 54,420 512CBRE Strategic Partners 35,293 1,072CIM Urban Fund Gp, LLC 388,905 9,427CityView America Fund I, LLC 55,937 1,208CWP Capital Advisory, LLC 126,101 3,748DB Global 49,347 804DIVCO 9,962 737Eastern Shopping Center 2,127 141Fillmore East Fund 16,942 273Fortress Investment Fund 123,426 1,296General Investment & Development 50,426 1,257Global Innovation Partners 533,568 3,128Global Retail Investors, LLC 3,172 14Guggenheim 30,704 951Hampshire 28,077 594Hearthstone Housing Partners 197,722 4,794Hines National Office Partnership - includes Int'I 609,096 7,229Institutional Housing Partners 463,206 15,141--Institutional Mall Investors, LLC 1,311,026 7,263JER Europe Fund III (4.225) 32Kennedy Associates 43,226- 228Kennedy Wilson 13,860 367KSC 810 38La Salle - includes international assets 3,361,796 11,863

...La Salle French Fund II 7,568 511MacFarlanelWeyerhaeuser 441,923 31,219MPG 22,474- 6,258Meriweather Farms 51,449 589

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1.004 Annual Investment Report: Investment Operations: .. . http://www.calpers.ca .gov/investlinvestmentreport-2004/operations/e.

INVESTMENT OPERATIONS -

External Securities Management Fees & Other Fees

External Domestic Equity ManagersActive Value FundAlliance Cap Mgt, L.P.iSanford C. BernsteinBlackrock InternationalBroadmark Asset Management (MDP)Brown Capital ManagementCalPERS Hedge Fund PartnersDenali Advisors, LLC (MDP)Dimensional Fund Advisors'tt Franklin Advisors, Inc. Geewax, Terker & Co. Golden-Large Core Investments (MDP) Golden-Large Value Investments (MDP) Golden-Small Core Investments (MDP) Goldman Sachs Asset Management Highland Capital Management, L.P. ING Ghent Asset Management, LLC J P Morgan Knight Vinke Institutional Partners LM Capital Investment (MDP) LM Capital Ventures (MDP) Oak Associates, Ltd. Oppenheimer Capital Osprey Partners Nomura Corporate Research & Asset Mgt. Pacific Alternative Asset Mgmt.(HEDGE) Pacific Investment Mgmt Co ., LLC. Progress Putnam Lovell (MDP) Progress Putnam Lovell Ventures (MDP) Putnam Advisory Company Pzena Investment Mgrs, LLC Relational Investors Rigel Capital LLC-Large Cap (MDP) Rigel Capital LLC-Small-MID-Cap (MDP) Shenandoah Asset Management (MDP)

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EXTERNAL MANAGER FEES

Net Assets Managed at Fair Value Fees

$ - $ 1,2290 873

781,677 271230,437 56

0 20 1,789

765,756 331102,647 109

0 795779,488 683662,745 312

47,056 546196,692 351104,919 765631,918 1,353276,428 948257 ,137 152

1,751916 114

166,603 129533,372 557647 ,749 512610 ,146 902266,309 990

0 50265,073 1,134

0 7340 3390 258

900,789 1,822835,673 3,375133,041 21127,442 42

127,590 371

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2004 Annual Investment Report: Investment Operations: ...

Shenkman Capital Management, Inc. Smith Asset MGT. GP. Large Cap (MOP) Smith Asset MGT. GP. Small Cap (MOP) Smith Graham & CO. (IVIOP) Steinberg Priest Small Capital Inv. (MOP) Steinberg Priest High Yield Inv. (MOP) Strategic Investments (MOP) Strategic Ventures (MOP) Stu x Investments (MOP) Taiyo Fund MGMT. Co. The Boston Company Asset Management, LLC. Timeless Investments (MOP) Weiss Peck & Greer, LLC. Westcap Investors (IVIOP) State Street Global Advisors-SPOFF Total External Domestic Equity ManagersGlobal Equity Managers Alliance Bernstein Institutional Inv. Arrowstreet Capital, L. P. Arrowstreet (MOP) Artisan Partners L.P. Axa Rosenberg Baillie Gifford Overseas Limited Bank of Ireland Capital Guardian Columbia Management Advisors Oimensional Fund Advisors GE Asset Management Genesis Asset Managers Grantham, Mayo, Van Otterloo , & Co, LLC Mastholm Asset Management Nomura Asset Management U.S.A., Inc. Northroad Capital Investments (MOP) Oechsle International Advisors Pareto Partners (Currency Forwards) Philippe Investment Management (MOP) Putnam Investments Pyrford Investments (MOP) Schroder Capital Management Inti, Inc. Sparx Value Creation Fund SW7H State Street Bank (Currency Forwards) . State Street Bank Total Global Equity Managers

Global Fixed Income Managers Baring Asset Management

http://www.calpers .ca.gov/investlinvestmentreport-2004/operations/e

93,059 798 126,186 164 86,550 109 128,850 410 0 151 0 224 0 1,468 0 501 202,607 132 3,007 691,913 515 220,906 944 600,071 767 150,760 648

$33,697

$ 749,839 $ 4,093 560,126 670 99,299 103 604,657 336 763,007 1,098 594,231 821 461,554 1,017 710,292 775

0 41 887,565 2,033 479,063 386 647,037 1,314 783,835 5,437 10 839 795,786 746 199,957 223 527 ,301 578

0 2,239 143,078 558 0 250 387,355 1,298 0 595 787 0 762 23,903,127 2,207

$29,205

$ 1,161,580 $ 824

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Documents

Calpers Annual Investment Report - Fees 2004-2008*