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It didn’t sound like much, even at the time. In April 2002
the California Public Employees’ Retirement System
invested a total of $50 million with five hedge fund
firms. For the then-$235.7 billion CalPERS, the largest
state pension plan in the U.S., writing $50 million in
checks was hardly a noticeable occurrence. But as the first
step in an initial $1 billion allocation, the investment
was a monumental moment for the hedge fund industry. It marked
one of the first significant commitments by a public pension
fund to a program of investing with hedge fund managers, a
group that the pension community and its advisers had
previously shunned as too risky and secretive. And in ways that
are only now starting to become completely clear, it would
dramatically change how public pensions invest.
CalPERS had good reasons for wanting to get into hedge
funds. By 2002 the U.S. stock market, which had overheated
during the late 1990s as the mania for technology and
telecommunications stocks generated trillions of dollars in
paper wealth for individuals and institutions, was plunging in
a bear market rout. Like most U.S. public pensions, CalPERS had
heavily invested in such securities as part of an outsize
allocation to large-cap equities that had made the plan rich
during the boom years but hurt on the way down. The fund lost
$12.3 billion in the fiscal year ended June 30, 2001, and
$9.7 billion the next year. CalPERS had gone from having
110 percent of the assets it needed to meet its future pension
liabilities in fiscal 2000 to being underfunded, with a 95.2
percent — and falling — funding ratio.
One person who saw the writing on the whiteboard was Mark
Anson. A lawyer with a Ph.D. in finance, Anson had been
recruited to CalPERS from OppenheimerFunds in New York in 1999
to head up its alternative investments. By the time he became
CIO in December 2001, he was seriously worried.
“I could see the dot-com bubble popping and the impact
it would have,” Anson tells Institutional Investor.
“I was concerned that our asset growth would not be faster
than what I could see on the liabilities side.”
Anson believed that hedge fund investing would help protect
CalPERS during times of market stress. For Anson, hedge funds
are their own asset class and a valuable tool for diversifying
a portfolio beyond traditional bonds and equities. In The
Handbook of Alternative Assets, which Anson wrote while at
CalPERS and published in 2002, he devoted more than 150 pages
to hedge funds, including sections on how to set up an
investment program and handle risk management. Unfortunately,
by the time CalPERS began seriously investing in hedge funds,
it was too late to prevent the carnage from the
2000–’02 bear market, but Anson remained convinced
that the asset class would help the retirement plan in the
future.
He was not alone. In New Jersey newly elected governor Jim
McGreevey in 2002 appointed hedge fund manager Orin Kramer to
the board of the New Jersey State Investment Council, which
oversaw management of the Garden State’s
then-$62 billion retirement system. Like CalPERS, the New
Jersey fund had been badly scarred by the bear market; it was
also laboring under a debt burden in the form of
$2.75 billion in pension obligation bonds. Kramer started
pushing for the system to invest in alternatives, stressing the
diversification and risk management benefits. But the
politically charged environment made change difficult.
In Pennsylvania, Peter Gilbert was having more luck. As CIO
of the Pennsylvania State Employees’ Retirement System,
Gilbert had gotten permission from his board in 1998 to start
investing in hedge funds. After a failed attempt at “going
direct” by investing in four long-short equity managers,
he says, the then-$23 billion in assets PennSERS in 2002
hired Blackstone Alternative Asset Management (BAAM), the hedge
fund arm of New York–based private equity firm Blackstone
Group. Gilbert was one of the early public fund adopters of
“portable alpha,” the strategy of taking the alpha,
or above-market returns, of an active manager — often a
hedge fund — and transporting it to the more traditional
parts of the portfolio (large-cap U.S. equities, in the case of
the Pennsylvania retirement system).
Between 2002 and 2006 other large state pension funds began
investing in hedge funds, with varying levels of
sophistication. They included New York, Missouri,
Massachusetts, Texas, Utah and finally New Jersey. By May 2006,
Marina del Rey, California–based investment consulting
firm Cliffwater, itself a product of the growing interest by
institutional investors, found that 21 U.S. state retirement
systems were using hedge funds, with a total investment
commitment of $28 billion. But there were also funds that
held back, like the Public Employee Retirement System of Idaho
and the Washington State Investment Board. Some were legally
prohibited from making investments; others were not convinced
hedge funds were right for public plans. Hedge fund investing
remained controversial.
The hedge fund experiment was put to the test in 2008, when,
under the pressure of too much bad debt, the U.S. housing and
mortgage markets collapsed. That was soon followed by the
near-failure of the banking system, the credit markets and the
entire global financial system. State pension plans lost, on
average, 25 percent in 2008, according to Santa Monica,
California–based Wilshire Associates’ Trust Universe
Comparison Service. That was better than the broad U.S. stock
market — the Standard & Poor’s 500 index
plummeted 38.5 percent in 2008, its third-worst year ever
— but it lagged the performance of the typical hedge fund,
which was down 19 percent, according to Chicago-based Hedge
Fund Research.
Hedge fund managers often like to tell investors
they’ll be able to deliver positive absolute returns
regardless of what happens to the market, but in 2008 most
managers didn’t live up to those expectations. Hedge funds
did, however, cushion their investors against the near-record
drop in the stock market and proved their value as
portfolio diversifiers. Now, a decade after the first
generation of public pension plans started to invest in hedge
funds, more and more are looking to do so. In fact, today some
of the biggest holdouts from the past decade are beginning to
embrace hedge funds, including the $153 billion California
State Teachers’ Retirement System, the $152.5 billion
Florida State Board of Administration and the
$74.5 billion State of Wisconsin Investment Board.
If things looked bad for defined benefit pension plans in
2002, they look a whole lot worse today. The 126 public pension
systems tracked by Wilshire Associates had, on average, a
funding ratio for the 2009 fiscal year of 65 percent —
meaning they had only 65 percent of the assets needed to pay
for the current and future retirement benefits of the
firefighters, police officers, schoolteachers and other public
workers covered by their plans. The situation has been
exacerbated in states like Connecticut and Illinois, which in
the intervening decade decided to increase benefits without
increasing their contributions to pay for them.
“The pension benefit promises that have been made to
unions by politicians have been in many respects
unrealizable,” says Alan Dorsey, head of investment
strategy and risk at New York–based asset management firm
Neuberger Berman.
To make up for the shortfall, public pension plans have few
places to turn. In the current economic environment, it is
political suicide to even broach the topic of raising taxes.
And despite calls from some high-ranking officials, like New
Jersey Governor Chris Christie, to reduce health care and
retirement benefits for public workers, getting state
legislators to approve such cuts won’t be easy. For
beleaguered public pension officers, the best and perhaps only
solution is to try to figure out a way to generate better
investment returns.
“Hedge funds start looking attractive because of their
superior liquidity relative to private equity and real estate,
and superior risk-adjusted returns relative to the overall
market,” says Daniel Celeghin, a partner with investment
management consulting firm Casey, Quirk & Associates, who
wrote a seminal paper on the future of hedge fund investing in
the aftermath of the 2008 crisis.
That is, of course, assuming that hedge funds continue to
put up superior risk-adjusted returns. Capturing alpha —
skill-based, non-market-driven investment returns — is, at
the end of the day, the whole point of putting money in hedge
funds. Although hedge funds as a group didn’t produce the
same amount of alpha in the past few years as they did early
last decade, it appears that they added some.
The ability to generate alpha enables hedge funds to justify
their high fees. Managers typically charge “2 and
20”: a management fee of 2 percent of assets and a
performance fee of 20 percent of profits. It’s been harder
for funds of hedge funds to make the case for their management
and performance fees — typically 1 and 10 — which
investors must pay on top of the fees of the underlying
managers. As a result, many fee-conscious pension plans that
initially invested through funds of funds are now electing to
go direct. That approach, however, can make hedge fund
investing much more challenging, especially for pension plans
with small investment staffs.
Hedge funds are not like traditional money managers, says
former PennSERS investment chief Gilbert, now CIO of Lehigh
University, responsible for managing the Pennsylvania
school’s $1 billion endowment. Hedge fund managers
require more due diligence and constant monitoring because in
their search for alpha they operate with few if any
constraints. “You really have to know what to expect from
each particular hedge fund manager and how you are going to use
them,” Gilbert says. Most investment consultants, the
group that public plans typically rely on to help with manager
selection — which can step in to take over the role of a
fund of funds at a lower cost — are still grappling with
advising on hedge funds.
Public pension plans, for their part, with their billions of
dollars and stringent investment requirements, are changing the
parameters of the hedge fund experiment. In a January 2011
report, consulting firm Cliffwater found that 52 of the 96
state pension plans it surveyed had a total of $63 billion
invested in hedge funds as of the end of fiscal 2010, more than
double the amount from four years earlier. “Public pension
funds are the investment group that is going to shape the hedge
fund industry,” says Scott Carter, head of global prime
finance sales and capital introduction in the U.S. for Deutsche
Bank, as well as co-head of hedge fund consulting.
Christopher Kojima, global head of the alternative
investments and manager selection group at Goldman Sachs Asset
Management in New York, would agree with Carter’s
assessment. “The debate we are seeing at public plans
today is much less about whether hedge funds are a sensible
contributor to their objectives,” Kojima says. “The
question we encounter much more is how to invest with hedge
funds.” Pension funds are looking at how to identify and
monitor top managers, think about risk management and connect
hedge funds to their broader portfolios. “Are hedge funds
even a separate asset class?” Kojima asks. More and more,
the answer is no.
PUBLIC PENSION PLANS WERE NOT THE FIRST institutional
investors to experiment with hedge funds. During the late
1980s and early ’90s, a group of influential endowment
and foundation investors steeped in Modern Portfolio Theory
started exploring the notion that these managers, freed from
the constraints of more-traditional funds, could enhance
their returns. The hedge-fund-investing hothouses of those
early years were located on the campuses of a handful of
universities, including Duke, Harvard, North Carolina, Notre
Dame, Virginia and Yale. As head of the Yale University
Investments Office in New Haven, Connecticut, David Swensen
pioneered an approach to endowment investing that put a heavy
emphasis on alternatives, including hedge funds.
Swensen’s acolytes at Yale would go on to run a network
of school endowments, taking his ideas with them. Duke, North
Carolina and Virginia were close to Julian Robertson Jr.,
founder of New York–based Tiger Management Corp. and one
of the top hedge fund managers of that era. They embraced the
Tiger investment ethos — fundamentally focused
long-short strategies, sometimes with a tilt toward macro
— as a source of returns.
For those early adopters, hedge funds proved their worth.
In 1993 the HFRI fund-weighted composite index was up 30.88
percent, more than three times the total return of the
S&P 500 composite index, which was up 10.1 percent. As
the bull market started to roar, hedge fund results, on a
relative basis, didn’t look so impressive. In 1997 the
HFRI index rose 16.79 percent, roughly half the total return
of the S&P 500, which was up 33.34 percent.
The first public plan to start looking seriously at hedge
funds was the Virginia Retirement System. In the early 1990s
the fund had made a controversial investment in a railroad
company, leading to a legislative review, published in
December 1993, that found the system had too many active
managers and was paying too much in fees while not seeing
much in the way of results. The review recommended that state
law be amended to allow the retirement system broad
discretion in the types of investments it could make. The
change was enacted the following year, opening the door to
hedge fund investing. By 1998, Virginia had invested
$1.8 billion of its then-$23 billion in assets in
market-neutral, long-short managers while at the same time
indexing a significant portion of its equity portfolio.
In 2001, Virginia started talking to D.E. Shaw & Co.
about having the New York–based hedge fund firm run a
benchmarked long-only strategy for the retirement system.
D.E. Shaw, a quant shop founded in 1988 by computer scientist
David Shaw, was the classic hedge fund firm: supersecretive,
using leverage, charging high fees and focused on finding
returns. The firm didn’t have any close relationships
with public pension plans before Virginia, but it quickly
realized their potential value. “For years and years we
had an absolute-return focus,” says Trey Beck, head of
product development and investor relations at D.E. Shaw in
New York. “This gave us an opportunity to go into the
benchmarked business.” The decision to build an
institutional business meant that D.E. Shaw would need to
produce funds that could perform on a relative basis. It
would also need to become more transparent, which the firm
had already started to do (in 1999 it had registered with the
Securities and Exchange Commission as an investment adviser).
D.E. Shaw began to expand its investor relations and
reporting. “We had to get up the curve very
quickly,” Beck says. “Because ten years ago the
demands placed on managers by hedge fund investors were very
different from the demands placed on investors in
more-traditional products.”
The CalPERS hedge fund story begins with Bob Boldt, who
was brought in from money manager Scudder, Stevens &
Clark as senior investment officer for public markets in
December 1996. Boldt was a big advocate for hedge funds, and
by September 1999 it looked like he had gotten his way.
CalPERS hired its first hedge fund manager, investing
$300 million with San Francisco–based,
technology-focused Pivotal Asset Management, and Boldt’s
plan for CalPERS to invest $11.25 billion in hedge funds
surfaced in the press. Then, Boldt left in April 2000. Seven
months later he landed at Pivotal.
Paying talent has always been an issue for public pension
plans. But the added challenge of running the
more-sophisticated portfolios that typically accompany hedge
fund investments makes it an even bigger issue, especially
given the wide gulf in compensation scales between the hedge
fund industry and the public pension world. Boldt was not
alone in making the switch, though his stint at Pivotal would
be short. (The firm folded after the dot-com bubble
burst.)
In the absence of Boldt, CalPERS continued to take steps
toward building a hedge fund program. In November 2000 the
board approved a plan to invest $1 billion in hedge
funds. (By that time, Anson had been promoted to senior
investment officer for public markets.) The following May,
CalPERS hired fund-of-funds firm BAAM as a strategic adviser
to its hedge fund portfolio, to help identify and interview
potential managers, perform due diligence and provide risk
management and reporting. This was a major change in the way
an institution worked with a fund-of-funds firm. CalPERS paid
less in fees than it would have if BAAM had been managing the
money, and it had more control over the portfolio and
transparency into the underlying managers. It also got to
educate itself about hedge fund investing and grow its
in-house expertise.
“We had not yet built up the staff within CalPERS,
and we did not have feet on the ground,” says Anson, who
became CIO in December 2001. “There were only so many
due diligence trips I could take myself as CIO. We needed to
really outsource some human capital.”
For all its pioneering work, CalPERS was actually slow to
invest its first $1 billion in hedge funds. By December
2002, PennSERS had overtaken it as the largest public pension
investor in hedge funds, with $2.5 billion allocated to
four absolute-return fund-of-funds managers: BAAM, Mesirow
Advanced Strategies, Morgan Stanley Alternative Investment
Partners and Pacific Alternative Asset Management Co. (Public
pension funds like PennSERS preferred the moniker
“absolute-return funds” over “hedge
funds” because it was more politically palatable when
discussing their investments.) But rather than carve out a
separate allocation, PennSERS housed its hedge fund
investments in its equity portfolio as part of its
portable-alpha strategy. That made it much easier for
then-CIO Gilbert to build a hedge fund portfolio that rivaled
many endowments’ in size and scope. By June 2006,
PennSERS had invested $9 billion of its $30 billion
in assets in hedge funds.
New Jersey’s Kramer is also a big believer in the
benefits of investing in hedge funds. But when he became
chairman of the board of the New Jersey State Investment
Council in September 2002, he couldn’t act on that
belief because the state’s antiquated pension system was
prohibited from using any outside managers — alternative
or traditional. By November 2004, Kramer had gotten the
Investment Council to agree to allocate 13 percent of its
assets to alternatives (private equity, real estate and hedge
funds), overcoming the objections of state unions, which
accused Kramer and his fellow board members of wanting to
give fees to their Wall Street fat-cat friends. New Jersey
made its first hedge fund investments in the summer of
2006.
“There is no avoiding politics at public plans, in
the same way that you would have it at a school district or
at an investment board,” says Neuberger Berman’s
Dorsey. “What winds up happening is that you end up
handcuffing the investment performance.”
With their high fees, wealthy founders and reputation for
risk-taking, hedge funds became an attractive political
target. Hedge fund managers, for their part, were not used to
dealing with the scrutiny that invariably comes with running
public money. Some decided it wasn’t worth the hassle.
For those managers that did take public money and suffered
major losses, the headlines were especially unforgiving. Just
ask Nicholas Maounis, the founder of Amaranth Advisors, a
Greenwich, Connecticut–based multistrategy manager that
at one time was among the 30 largest hedge fund firms in the
world. In the summer of 2006, the press skewered Amaranth
after the firm’s supposedly diversified flagship fund
lost more than $6 billion betting on natural-gas futures
and had little choice but to shut down.
Amaranth’s investors included some of the U.S.’s
biggest public funds, including the New Jersey system,
PennSERS and Massachusetts’ Pension Reserves Investment
Management Board, though most of their exposure was through
funds of hedge funds. New Jersey’s CIO at the time,
William Clark, pointed out in a January 2007 memo to the
Investment Council on Amaranth and the lessons learned that
the fund had taken greater hits from individual stock
positions that same month. (New Jersey’s total exposure
to Amaranth was $21.8 million, or 3 basis points of its
total investment portfolio.)
Before Amaranth, the largest hedge fund disaster had been
another Greenwich-based firm, Long-Term Capital Management,
which famously lost 44 percent of its capital in August 1998,
after Russia defaulted on its debt, and had to be bailed out
by a consortium of 14 banks assembled by the Federal Reserve
Bank of New York. The group put up $3.6 billion for 90
percent of the fund. But LTCM had little or no institutional
money.
Public pension plans did not get off so easy during the
recent financial crisis, which began with problems in the
subprime mortgage market in 2007 and spiraled out of control
in September 2008 when Lehman Brothers Holdings filed for
bankruptcy. That month the HFRI index dropped 6.13 percent.
In October 2008 the index lost a further 6.84 percent, and
hedge funds started putting up gates to prevent investor
redemptions. Firms liquidated struggling funds or moved
troubled illiquid assets into so-called side pockets,
trapping the invested capital until the walled-off assets
were unwound. A record 1,470 hedge funds liquidated in 2008,
according to HFR. It was an exceedingly tough time to be a
hedge fund investor.
BETWEEN 2002 AND THE START OF 2008, THE HEDGE fund
industry tripled in size, skyrocketing from
$625.5 billion in assets to nearly $1.9 trillion,
according to HFR. The bulk of the new money —
approximately $610 billion — came from
institutions, including public funds. These large investors
wrote bigger checks than most managers were used to
receiving; direct commitments of $50 million to
$150 million were not unusual. In much the same way that
scientists can change the results of an experiment simply by
observing it, the influx of institutional investors, though
they were more than mere observers, was bound to impact the
return profiles of hedge funds.
As the last decade progressed, some experts began to
suspect that much of hedge funds’ returns was not in
fact alpha but market-driven returns, or beta, that had been
leveraged using borrowed money to produce seemingly superior
results. The events of 2008, when the markets collapsed and
suddenly it became very expensive to borrow, bore this out.
Neuberger Berman’s Dorsey and former CalPERS CIO Anson
are among the money managers looking into beta creep, the
notion that over time hedge fund performance has become
increasingly market-driven. “Or, as I like to call it,
‘creepy beta,’ ” quips Anson, who is now
a managing partner with Oak Hill Investment Management in
Menlo Park, California. It’s not that beta itself is
bad, just that investors do not want to pay hedge funds
2-and-20 for market returns.
After Anson left CalPERS in 2005, the hedge fund program
picked up speed under the guidance of senior portfolio
manager for global equities Kurt Silberstein. Two years
earlier, CalPERS had replaced BAAM with Paamco and UBS and
embarked on a program of direct hedge fund investments as
well as fund-of-funds commitments. Silberstein is proud of
what the U.S.’s biggest public pension plan has
achieved. “We run a very conservative portfolio, and for
each unit of risk we take, we have been rewarded with a unit
of return,” he says.
Going into 2008, however, CalPERS had too much beta in its
hedge fund portfolio, which fell 19 percent that year.
Silberstein freely admits that 2008 was “a really black
eye” and that the pension system would probably not
still be investing in hedge funds “if 2008 had happened
two years into us building out the program.” Since the
crisis, Silberstein has almost completely redone the direct
hedge fund portfolio, terminating relationships with many of
the long-short equity and multistrategy managers that
underperformed in 2008. Today he prefers to invest with
smaller managers he believes are more likely to add
alpha.
CalPERS has also taken much closer control of its hedge
fund investments. It now demands what it perceives as a
better alignment of fees from its hedge funds, enabling the
California plan to reclaim some of the 20 percent performance
fee it pays during a good year if a manager loses money the
next. CalPERS invests whenever possible using separate
or managed accounts instead of commingled funds; this means
it, not the manager, holds the underlying securities.
“You can mitigate business risk by having control of
your assets,” says Silberstein. “Once you have
control you don’t have to be so adamant on the terms of
the contract, because if I don’t like what a manager is
doing, I can just take my money and walk.”
CalPERS is not alone in making such demands. Its crosstown
Sacramento counterpart, CalSTRS, is making its first move
into hedge funds with a global macro program that will be
handled exclusively using managed accounts. At the
$19.8 billion Utah Retirement Systems, deputy chief
investment officer Lawrence Powell also has been playing
hardball with hedge fund managers over fees.
Fees continue to be a big issue for funds of hedge funds,
as more and more public funds opt to use less expensive
investment consultants to help them construct and monitor
hedge fund portfolios. Still, Neuberger Berman’s Dorsey,
who worked at Darien, Connecticut–based consulting firm
RogersCasey from 2002 through 2006, thinks funds of funds can
play an important informational role for public plans.
“Most funds of hedge funds have a large staff, and these
people are engaging in continuous contact, monthly
conversations and conference calls with hedge fund
managers,” he says.
Although some public pension officials were disappointed
with the 2008 performance of hedge funds, they are
increasingly starting to look at hedge funds not as a
distinct asset class but as a way of managing money. The
Virginia Retirement System, for example, doesn’t
separate hedge fund managers into their own group but
categorizes them according to the types of securities in
which they invest. Scott Pittman, CIO of the New
York–based Mount Sinai Medical Center Foundation, which
has more than 70 percent of its $1 billion endowment
invested in hedge funds across different asset classes,
thinks this approach makes a lot more sense.
“When you take hedge funds that have lots of
different securities and strategies and group them together
and call it an asset class, you are ignoring the consequences
of those exposures on the overall portfolio, both unintended
and intended,” Pittman says. “Hedge funds are just
a vehicle by which we invest.”
One of the effects of 2008 was to increase discussions
about risk management. Institutional investors realized they
had not been doing a good enough job of paying attention to
risk. The result is that some institutional investors —
including Alaska Permanent Fund Corp., CalSTRS and the
Wisconsin Investment Board — have been working with
hedge funds or money managers that offer hedge-fund-like
strategies to put together portfolios that, through tactical
asset allocation and hedging, can offer overall risk
protection.
“We are trying to develop a system that does not seek
to time the market but does try to identify those extreme
left-tail events,” CalSTRS CIO Christopher Ailman
recently told Institutional Investor, referring to
statistically rare events, like those experienced in 2008,
that can have a seismic impact on markets and returns. Funds
designed to hedge against tail risk often rely on
derivatives-trading strategies and as a result have their own
built-in leverage. Such funds can act as a drag on a
portfolio when markets are rising, but they are expected to
provide a valuable hedge in times of significant market
stress and volatility.
The real key to pension fund investing has always been
asset allocation — long the purview of investment
consultants. As hedge funds, which roam all over the capital
structure looking for returns, become a more integrated part
of what pension plans do, investment officers and their
boards are leaning on their managers to answer more of their
general asset allocation and investment concerns. Hedge funds
have had to learn to become more receptive to such inquiries
from their largest clients. “The industry mind-set has
changed,” says D.E. Shaw’s Beck. Hedge fund
managers realize that public funds want to be able to call up
investment professionals at their firms for insights into
what is happening in the markets and for their views on
macroeconomic events.
The Washington State Investment Board is looking forward
to just such a relationship with D.E. Shaw. In April the
board voted to approve the firm for a global non-U.S. active
equity mandate. “Part of the reason we chose the manager
was not just for the product but because of the depth of
resources and talent at the investment manager that we will
have access to,” says CIO Gary Bruebaker. “I call
it noninvestment alpha.”
Bruebaker was a member of the President’s Working
Group on Financial Markets’ investors’ committee
when it released its report on hedge fund investing in April
2008. Although he appreciates the merits of D.E. Shaw, he has
no plans to invest in the firm’s hedge fund strategies
or, indeed, with any hedge funds at all.
“I take my responsibilities very personally; I manage
the financial future of over 400,000 public employees, many
of whom work a lot harder than I do,” says Bruebaker,
whose mother was a public employee. “If there was a way
I could make more money on a risk-adjusted basis, I would
find a way to do it.” But he just does not believe the
$82.2 billion Investment Board has any competitive edge
when it comes to investing in hedge funds.
Public funds, he says, should be cautious investing in
hedge funds: “Many of them don’t have the flexible
budgets or the dollar amounts to hire the kind of skill sets
they need to help them do the due diligence that would be
necessary to do it correctly.”
New Jersey lost a highly skilled investor when Kramer
resigned from the Investment Council in February. In his last
year on the board, he successfully pushed to raise the limits
on how much New Jersey could invest in alternatives. But even
Kramer was finally exhausted by the years of battling to move
the $74.7 billion retirement system into the modern
investment era. Though public scrutiny serves an important
role as a guard against corruption, the political nature of
the public pension system can alienate the very best
investment talent. And yet it is the resource-constrained,
funding-challenged public funds that need the most help,
especially as their investment portfolios become more and
more complex.